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/* Clam Copyright (C) */
#include "Polynomial.hxx"
#include <CLAM/ProcessingData.hxx>
#include <CLAM/Array.hxx>
#include <CLAM/CLAM_Math.hxx>
namespace CLAM
{
//I'm not sure what this does, just copying from similar classes
void Polynomial::DefaultInit()
{
//AddAll();
UpdateData();
}
//solves the roots of the polynomial
//based on an algorithm implemented in CPAN Polynomial::Solve by John M. Gamble
//which was based on a perl binding of GNU Scientific library by Nick Ing-Simmons
//which was based on a a fortran implementation of the QR Hessenberg algorithm by Hiroshi Murakami
//References:
//R. S. Martin, G. Peters and J. H. Wilkinson, "The QR Algorithm for Real Hessenberg Matrices", Numer. Math. 14, 219-231(1970).
//B. N. Parlett and C. Reinsch, "Balancing a Matrix for Calculation of Eigenvalues and Eigenvectors", Numer. Math. 13, 293-304(1969).
//Alan Edelman and H. Murakami, "Polynomial Roots from Companion Matrix Eigenvalues", Math. Comp., v64,#210, pp.763-776(1995).
//Numerical Recipes in C, by William Press, Brian P. Flannery, Saul A. Teukolsky, and William T. Vetterling, Cambridge University Press (general reference).
//Forsythe, George E., Michael A. Malcolm, and Cleve B. Moler (1977), Computer Methods for Mathematical Computations, Prentice-Hall (general reference).
CLAM::Array <Complex> Polynomial::PolyRoots(DataArray coefficients) {
Array<Complex> roots; //an array to store the roots
CLAM_ASSERT(coefficients.Size() > 0, "You gave PolyRoots() a polynomial with all zero coefficients. ");
//check for zero valued coefficients in the higher power terms
//(not be needed for use w/ LPC formants, but just in case of future uses)
while(Abs(coefficients[0]) < epsilon){
coefficients.DeleteElem(0);
}
//check for zero valued coefficients in the lower powered terms
while(Abs(coefficients[coefficients.Size()-1]) < epsilon ) {
coefficients.DeleteElem(coefficients.Size()-1);
roots.AddElem(0);
}
//build companion matrix
BuildCompanion(coefficients); //I made m, the companion matrix, a member variable instead of passing it
//find eigenvalues of real upper hessenberg matrix
roots = EigenHessenberg(); //this is removing a root if there was one from the while loop above
return roots;
}
//cf, http://en.wikipedia.org/wiki/Companion_matrix
//cf http://search.cpan.org/src/JGAMBLE/Math-Polynomial-Solve-2.11/lib/Math/Polynomial/Solve.pm
void Polynomial::BuildCompanion(DataArray coefficients)
{
//divide by leading coefficient:
int co1 = coefficients[0];
for ( int j = 0; j < coefficients.Size() ; j++ ) {
coefficients[j]/=co1;
}
coefficients.DeleteElem(0);//if this is uncommented, it will be more like the example perl algorithms
//resize matrix
M.resize(coefficients.Size());
for (int i=0; i<coefficients.Size(); i++)
M[i].resize(coefficients.Size());
//zero out matrix
for(int i=0; i<M.size();i++)
for(int j=0; j<M[0].size();j++)
M[i][j] = 0;
//setup sub diagonal matrix
for (int i = 1; i < M.size(); i++) {
M[i][i-1] = 1;
}
//put the coefficients into the last row:
for (int i = 0; i < M.size(); i++) {
M[i][M[i].size()-1] = - coefficients[M.size()-i-1];
}
//balancing the unsymmetric matrix: //possible improvement: use LAPACK interface
int notConverged=1;
while (notConverged==1) {
notConverged = 0;
for(int i=0;i<M.size();i++) //go down the subdiagonal
{
double c;
if(i != M.size()-1) // if the index is not in the last row
{
c = Abs(M[i+1][i]); // (m at (i+1,i) is the subdiagonal)
}
else // at the last row
{
c = 0;
for(int j=0; j < M.size()-1; j++){ //add up the last column
c += Abs(M[j][M.size()-1]);
}
}
double r;
if(i==0) // if at first row
{
r = Abs(M[0][M.size()-1]);
}
else if(i!=M.size()-1) // if at last row
{
r = Abs(M[i][i-1]) + Abs(M[i][M.size()-1]);
}
else // if in the middle rows
{
r = Abs(M[i][i-1]);
}
if (c == 0 || r == 0)
continue;
double g = r/2; //2 is given as the base of floating point represetnations. Not sure why...
double f = 1;
double s = c+r;
while(c<g)
{
f*=2; //2 as "base"
c*=4; //4 as "base"^2
}
g = r*2;
while(c>=g)
{
f/=2;
c/=4;
}
if( (c+r) < 0.95 * s * f)
{
g = 1/f;
notConverged = 1;
//what the following code does:
//for j=0:end m[i,j] *= g
//for j=0:end m[j,i] *= f
if(i==0)
{
M[0][M[0].size()-1] = M[0][M[0].size()-1] *g ;
}
else
{
M[i][i-1] = M[i][i-1] *g ;
M[i][M[i].size()-1] = M[i][M[i].size()-1]*g ;
}
if (i!=M.size()-1)
{
M[i+1][i] = M[i+1][i] * f ;
}
else
{
for(int j=0; j<M.size(); j++)
M[j][i] = M[j][i]*f;
}
} //if (c+r) < ...
} //for(int i....
} //while(notConverged)
}
Array<Complex> Polynomial::EigenHessenberg()
{
double p,q,r;
double w,x,y;
double s,z;
double t = 0.0;
int n = M.size()-1;
Array<Complex> roots;
ROOT:
while (n>=0)
{
unsigned int iterations = 0;
int na = n-1;
const unsigned int maxIter = 60; //max # of iterations
while( iterations < maxIter )
{
//look for small subdiagonal element:
unsigned int l; // note l is lowercase L
for (l = n; l >= 1; l--)
{
if (Abs( M[l][l-1] ) <= epsilon * ( Abs( M[l-1][l-1]) + Abs(M[l][l]) ) )
break;
}
x = M[n][n];
if(l==n) //one real root found
{
roots.AddElem(x+t);
n--;
goto ROOT;
}
y = M[na][na];
w = M[n][na] * M[na][n];
if(l == na)
{
p = (y-x) / 2;
q = p*p + w;
y = sqrt( Abs(q) );
x += t;
if(q>0) //real pair
{
if (p < 0) y = -y;
y += p;
roots.AddElem( x - w/y );
roots.AddElem( x + y );
}
else //complex or twin pair
{
roots.AddElem( Complex(x + p, - y) );
roots.AddElem( Complex(x + p, y ) );
}
n -= 2;
goto ROOT;
}
if (iterations == maxIter) std::cerr<<"Too many iterations: "<<iterations<<" iterations @ n="<<n<<std::endl;
//exceptional shift
if((iterations>1) && (iterations % 10 == 0) )
{
t+=x;
for(unsigned int i =0; i<=n; i++)
{
M[i][i] -= x;
}
s = Abs(M[n][na]) + Abs(M[na][n-2]);
y = 0.75*x;
x = y;
w = -0.4375 * s*s;
}
iterations++;
//look for 2 consecutive small subdiagonal units
unsigned int m;
for(m=n-2; m >=l; m--)
{
z = M[m][m];
r = x - z;
s = y - z;
p = (r*s - w) / M[m+1][m] + M[m][m+1];
q = M[m+1][m+1] - z - r - s;
r = M[m+2][m+1];
s = Abs(p) + Abs(q) + Abs(r);
p /= s;
q /= s;
r /= s;
if(m == l)
break; //from for(m=n-1; ...
if( Abs(M[m][m-1]) * ( Abs(q)+Abs(r) ) <=
epsilon * Abs(p) * ( Abs(M[m-1][m-1]) + Abs(z) + Abs(M[m+1][m+1]) ) )
break; //from for(m=n-1; ...
} //for(m=n-1; ...
for (unsigned int i = m + 2; i <= n; i++)
{
M[i][i-2] = 0.0;
}
for (unsigned int i = m+3; i <= n; i++)
{
M[i][i-3] = 0.0;
}
//Double QR step for rows L-n and cols m-n
for(unsigned int k = m; k <= na; k++)
{
bool notLast = (k!=na);
if(k!=m)
{
p = M[k][k-1];
q = M[k+1][k-1];
r = notLast ? M[k+2][k-1] : 0;
x = Abs(p) + Abs(q) + Abs(r);
if (x==0)
break;
p /= x;
q /= x;
r /= x;
}
s = sqrt(p*p + q*q + r*r);
if(p<0)
s = -s;
if(k != m)
M[k][k-1] = -s*x ;
else if (l != m)
M[k][k-1] = M[k][k-1]*-1 ;
p += s;
x = p/s;
y = q/s;
z = r/s;
q /= p;
r /= p;
//Row modification
for (unsigned int j = k; j <= n; j++)
{
p = M[k][j] + q * M[k+1][j];
if(notLast)
{
p += r * M[k+2][j];
M[k+2][j] = M[k+2][j] - p*z;
}
M[k+1][j] = M[k+1][j] - p*y;
M[k][j] = M[k][j] - p*x;
}
int j = k+3;
if(j>n)
j=n;
//Column modification
for(int i = l; i <= j; i++)
{
p = x * M[i][k] + y * M[i][k+1];
if(notLast)
{
p+= z * M[i][k+2];
M[i][k+2] -= p*r;
}
M[i][k+1] -= p*q;
M[i][k] -= p;
}
} //for k...
} //while iterations...
} //while n ...
return roots;
}
}
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