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/**
* \file Trigfun.hpp
* \brief Header for GeographicLib::Trigfun class
*
* Copyright (c) Charles Karney (2024-2025) <karney@alum.mit.edu> and licensed
* under the MIT/X11 License. For more information, see
* https://geographiclib.sourceforge.io/
**********************************************************************/
#if !defined(GEOGRAPHICLIB_TRIGFUN_HPP)
#define GEOGRAPHICLIB_TRIGFUN_HPP 1
#include <GeographicLib/Constants.hpp>
#include <functional>
#include <utility>
#if defined(_MSC_VER)
// Squelch warnings about dll vs vector
# pragma warning (push)
# pragma warning (disable: 4251)
#endif
namespace GeographicLib {
namespace Triaxial {
class GeodesicLine3;
class Conformal3;
}
/**
* \brief Representing a function by a Fourier series
*
* This class mimic the functionality of Chebfun's 'trig' representation of
* periodic functions. Key differences are:
*
* - Only odd or even functions are allowed (i.e., only sine of only cosine
* terms in the Fourier series).
* - Can specify that the function has symmetry about the quarter period
* point so that the Fourier series only includes odd harmonics.
* - The integral of a Trigfun is counted as a Trigfun even if it includes a
* secular term.
* - The inverse function of the integral is also a Trigfun (only makes sense
* if the original function is either strictly positive or strictly
* negative).
*
* Assuming the half period = \e h, the function f(x) is represented as
* follows, here \f$ = (\pi/h) x\f$:
* - \e sym = false,
* - \e odd = true,
* \f$ f(x) = C_0 y + \sum_{m = 1}^{M-1} C_m \sin my \f$;
* - \e odd = false,
* \f$ f(x) = \sum_{m = 0}^{M-1} C_m \cos my \f$;
* - \e sym = true,
* - \e odd = true,
* \f$ f(x) = \sum_{m = 0}^{M-1} C_m \sin 2(m+\frac12) y \f$;
* - \e odd = false,
* \f$ f(x) = \sum_{m = 0}^{M-1} C_m \cos 2(m+\frac12) y \f$.
* .
*
* Here we compute FFTs using the kissfft package
* https://github.com/mborgerding/kissfft by Mark Borgerding.
*
* Example of use:
* \include example-Trigfun.cpp
**********************************************************************/
class GEOGRAPHICLIB_EXPORT Trigfun {
private:
/// \cond SKIP
friend class TrigfunExt; // For access to root sig 2
friend class Triaxial::GeodesicLine3; // For access to root sig 2
friend class Triaxial::Conformal3; // For access to root sig 2
/// \endcond
using real = Math::real;
static constexpr bool debug_ = false;
static constexpr bool throw_ = true; // exception on convergence failure
static constexpr int maxit_ = 300;
int _m, // Number of coefficients in series
_n; // Number of samples in half/quarter period
bool _odd, _sym;
std::vector<real> _coeff;
real _h, _q; // half, quarter, whole period
mutable real _max;
static int chop(const std::vector<real>& c, real tol, real scale = -1);
static real tolerance(real tol) {
static const real eps = std::numeric_limits<real>::epsilon();
return tol <= 0 ? eps : tol;
}
// Function samples over half/quarter period of !sym/sym
// odd sym cent samples nF nC
// f f f |-|-|-|-|-|-|-|-| n+1 n+1 (4)
// t f f --|-|-|-|-|-|-|-| n n+1 (1), (2), (3), (7)
// f t f |-|-|-|-|-|-|-|-- n n (1)
// t t f --|-|-|-|-|-|-|-| n n (1)
// f f t -|-|-|-|-|-|-|-|- n n+1 (4), (6)
// t f t -|-|-|-|-|-|-|-|- n n+1 (5)
// f t t -|-|-|-|-|-|-|-|- n n
// t t t -|-|-|-|-|-|-|-|- n n
//
// (1) missing end terms presumed zero
// (2) included last term is usually zero, if non zero, gives secular term
// (3) zeroth coeff used for secular term
// (4) zeroth coeff gives constant.
// (5) secular term should have been removed from samples
// (6) last coeff is zero (but not for centerp)
// (7) last coeff is zero (but not for !centerp)
// Function is represented by (y = pi/h * x)
// sym = false, sample in f_i = f(h * i/n)
// odd = true (n samples, n+1 coeffs)
// f_0 = 0, need f_i for i in (0, n], f_n defines linear contrib
// f(x) = c[0] * y + sum(c[k] * sin(k * y), k, 1, n)
// F(x) = 0 + (-h/pi) * sum( c[k]/k * cos(k * y), k, 1, n)
// odd = false (n+1 samples, n+1 coeffs)
// need f_i for i in [0, n]
// f(x) = c[0] + sum(c[k] * cos(k * y), k, 1, n)
// F(x) = (h/pi) * (c[0] * y + sum( c[k]/k * sin(k * y), k, 1, n))
// sym = true, sample in f_i = f(q * i/n)
// odd = true (n samples, n coeffs)
// f_0 = 0, need f_i for i in (0, n] (n samples)
// f(x) = sum(c[k] * sin(2*(k+1/2) * y), k, 0, n - 1)
// F(x) = -(q/pi) * sum(c[k]/(k+1/2) * cos(2*(k+1/2) * y), k, 0, n - 1)
// odd = false (n samples, n coeffs)
// f_n = 0, need f_i for i in [0, n) (n samples)
// f(x) = sum(c[k] * cos(2*(k+1/2) * y), k, 0, n - 1)
// F(x) = (q/pi) * sum(c[k]/(k+1/2) * sin(2*(k+1/2) * y), k, 0, n - 1)
Trigfun(const std::vector<real>& c, bool odd, bool sym, real h)
: _m(int(c.size()))
, _n(sym ? _m : _m - 1)
, _odd(odd)
, _sym(sym)
, _coeff(c)
, _h(h)
, _q(_h/2)
, _max(-1)
{}
void refine(const Trigfun& tb);
real check(const std::vector<real>& F, bool centerp, real tol) const;
// Given z, return dx = finv(z) - nslope * z
// dx0 is an estimate of dx (NaN means no information)
// the "p" in the function name mean periodic (vs secular)
real inversep(real z, const std::function<real(real)>& fp,
real dx0, int* countn, int* countb, real tol) const;
static Trigfun initbysamples(const std::vector<real>& F,
bool odd, bool sym, real halfp, bool centerp);
/**
* Tags to indicate which routine is invoking root(). Because the root
* functions may be called recursively, each invocation is tagged by an
* indicator value \e ind. This is merely an aid to debugging.
**********************************************************************/
enum ind {
NONE = 0,
INV1,
INV2,
ARCPOS0,
FFUNROOT,
GFUNROOT,
INVERSEP,
PIINV,
FINV,
KINV,
OTHER,
};
/**
* Given \e z, find \e x, such that \e z = \e f(\e x).
*
* @param[in] indicator a numeric indicator to track this call (can be
* safely set to Trigfun::OTHER).
* @param[in] z the value of \e f(\e x).
* @param[in] fp the derivative of \e f(\e x).
* @param[in] x0 an estimate of the solution, i.e., \e z ≈ \e f(\e
* x0). Use Math::NaN() to indicate that no estimate is known.
* @param[in] countn if not nullptr, a pointer to an integer that gets
* incremented by the number of iterations.
* @param[in] countb if not nullptr, a pointer to an integer that gets
* incremented by the number of bisection steps (which indicates how well
* Newton's method is working).
* @param[in] tol the tolerance using in terminating the root finding. \e
* tol = 0 (the default) mean to use the machine epsilon.
* @return the root \e x = \e f <sup>−1</sup>(\e z).
*
* Newton's method is used to find the root. At each step the bounds are
* adjusted. If any Newton step gives a result which lies outside the
* bounds, a bisection step is taken instead.
*
* \warning The routine assumes that there's a unique root. This, in turn,
* requires that \e f include a secular term.
**********************************************************************/
// root sig 2
real root(ind indicator, real z, const std::function<real(real)>& fp,
real x0, int* countn, int* countb, real tol) const;
/**
* A general purpose Newton solver for \e z = \e f(\e x).
*
* @param[in] indicator a numeric indicator to track this call (can be
* safely set to Trigfun::OTHER).
* @param[in] ffp a function returning \e f(\e x) and \e f'(\e x) as a
* pair.
* @param[in] z the value of \e f(\e x).
* @param[in] x0 an estimate of the solution, i.e., \e z ≅ \e f(\e
* x0).
* @param[in] xa a lower estimate of the solution.
* @param[in] xb an upper estimate of the solution.
* @param[in] xscale a representative scale for \e x.
* @param[in] zscale a representative scale for \e z.
* @param[in] s ±1 depending on whether \e f is an increasing or
* decreasing function.
* @param[in] countn if not nullptr, a pointer to an integer that gets
* incremented by the number of iterations.
* @param[in] countb if not nullptr, a pointer to an integer that gets
* incremented by the number of bisection steps (which indicates how well
* Newton's method is working).
* @param[in] tol the tolerance using in terminating the root finding. \e
* tol = 0 (the default) mean to use the machine epsilon.
* @return the root \e x = \e f <sup>−1</sup>(\e z).
*
* This is a static function, so \e f(\e x) need not be a Trigfun. \e ffp
* provides both the function an its derivative in one function call to
* accommodate the (common) situation where the two values can be
* efficiently computed together.
*
* Newton's method is used to find the inverse function. At each step the
* bounds are adjusted. If any Newton step gives a result which lies
* outside the bounds, a bisection step is taken instead.
*
* \warning The routine assumes that there's a unique root lying in the
* interval [\e xa, \e xb] and that \e x0 lies in the same interval.
**********************************************************************/
// root sig 4
static real root(ind indicator,
const std::function<std::pair<real, real>(real)>& ffp,
real z,
real x0, real xa, real xb,
real xscale = 1, real zscale = 1, int s = 1,
int* countn = nullptr, int* countb = nullptr,
real tol = 0);
/**
* Produce a Trigfun for the inverse of \e f.
*
* @param[in] fp the derivative of \e f(\e x).
* @param[in] countn if not nullptr, a pointer to an integer that gets
* incremented by the number of iterations need to create the inverse.
* @param[in] countb if not nullptr, a pointer to an integer that gets
* incremented by the number of bisection steps (which indicates how well
* Newton's method is working) needed to create the inverse.
* @param[in] nmax the maximum number of points in a quarter period
* (default 2^16 = 65536).
* @param[in] tol the tolerance using in terminating the root finding. \e
* tol = 0 (the default) mean to use the machine epsilon.
* @param[in] scale; if \e scale is negative (the default), \e tol sets the
* error relative to the largest Fourier coefficient. Otherwise, the error
* is relative to the maximum of the largest Fourier coefficient and \e
* scale.
* @return the Trigfun representation of \e f <sup>−1</sup>(\e z).
*
* As with the normal constructor this routine successively doubles the
* number of sample points, which are computed using Newton's method. A
* good starting guess for Newton's method is provided by the previous
* Fourier approximation. As a result the average number of Newton
* iterations per sample point is about 1 or 2.
*
* \note Computing the inverse is only possible with a Trigfun with a
* secular term.
**********************************************************************/
Trigfun inverse(const std::function<real(real)>& fp,
int* countn, int* countb,
int nmax, real tol, real scale) const;
public:
/**
* Default constructor specifying with the function \e f(\e x) = 0.
**********************************************************************/
Trigfun()
: _m(1)
, _n(0)
, _odd(false)
, _sym(false)
, _coeff(1, 0)
, _h(Math::pi())
, _q(_h/2)
, _max(-1)
{}
/**
* Construct a Trigfun with a given number of samples a function.
*
* @param[in] n the number of samples.
* @param[in] f the function.
* @param[in] odd is the function odd? If it's not odd, then it is even.
* @param[in] sym is the function symmetric about the quarter period
* point (so it contains only odd Fourier harmonics)?
* @param[in] halfp the half period.
* @param[in] centerp whether to sample on a centered grid (default false).
*
* For \e sym = false, \e n is the number of samples in a half period, and
* spacing between the samples is \e halfp/\e n. (If \e centerp = false
* and \e oddp = false, the function is, in fact sampled \e n + 1 times.)
* The number of points given to the FFT routine is 2\e n.
*
* For \e sym = true, \e n is the number of samples in a quarter period, and
* spacing between the samples is \e halfp/(2\e n). The number of points
* given to the FFT routine is 4\e n.
*
* \note In order for the FFT method to operate efficiently, \e n should be
* the product of a small factors (typically a power of 2).
*
* \warning \e f must be a periodic function and it must be either even or
* odd. With \e odd = true and \e sym = false, the secular term can be
* set with setsecular().
**********************************************************************/
Trigfun(int n, const std::function<real(real)>& f,
bool odd, bool sym, real halfp, bool centerp = false);
/**
* Construct a Trigfun from a function of one argument.
*
* @param[in] f the function.
* @param[in] odd is the function odd? If it's not odd, then it is even.
* @param[in] sym is the function symmetric about the quarter period
* point (so it contains only odd Fourier harmonics)?
* @param[in] halfp the half period.
* @param[in] nmax the maximum number of points in a half/quarter period
* (default 2^16 = 65536).
* @param[in] tol the tolerance, the default value 0 means use the machine
* epsilon.
* @param[in] scale; if \e scale is negative (the default), \e tol sets the
* error relative to the largest Fourier coefficient. Otherwise, the error
* is relative to the maximum of the largest Fourier coefficient and \e
* scale.
*
* The constructor successively doubles the number of sample points and
* updating the Fourier coefficients accordingly until the high order
* coefficients become sufficiently small. At that point Fourier series is
* truncated discarding some of the trailing coefficients. This mimics the
* method used by Chebfun. In particular, the method used to truncate the
* series is taken from Aurentz and L. N. Trefethen,
* <a href="https://doi.org/10.1145/2998442"> Chopping a Chebyshev
* series</a> (2017); <a href="https://arxiv.org/abs/1512.01803">
* preprint</a>.
*
* \warning \e f must be a periodic function and it must be either even or
* odd. With \e odd = true and \e sym = false, the secular term can be
* set with setsecular().
**********************************************************************/
Trigfun(const std::function<real(real)>& f, bool odd, bool sym,
real halfp, int nmax = 1 << 16,
real tol = 0,
real scale = -1);
/**
* Construct a Trigfun from a function of two arguments.
*
* @param[in] f the function.
* @param[in] odd is the function odd? If it's not odd, then it is even.
* @param[in] sym is the function symmetric about the quarter period
* point (so it contains only odd Fourier harmonics)?
* @param[in] halfp the half period.
* @param[in] nmax the maximum number of points in a half/quarter period
* (default 2^16 = 65536).
* @param[in] tol the tolerance, the default value 0 means use the machine
* epsilon.
* @param[in] scale; if \e scale is negative (the default), \e tol sets the
* error relative to the largest Fourier coefficient. Otherwise, the error
* is relative to the maximum of the largest Fourier coefficient and \e
* scale.
*
* This accommodates the situation where the inverse of a Trigfun \e g is
* being computed using inverse(). In this case \e f(\e x, \e y0) returns
* the value \e y such that \e g(\e y) = \e x. This is typically found
* using Newton's method which requires a starting guess \e y0. In the
* implementation of inverse(), the Fourier representation is successively
* refined by doubling the number samples. At each stage, a good estimate
* of the function values at the new points is found by using the current
* Fourier representation.
*
* \warning \e f must be a periodic function and it must be either even or
* odd. With \e odd = true and \e sym = false, the secular term can be
* set with setsecular().
**********************************************************************/
Trigfun(const std::function<real(real, real)>& f, bool odd, bool sym,
real halfp, int nmax = 1 << 16,
real tol = 0,
real scale = -1);
/**
* Set the coefficient of the secular term
*
* @param[in] f0 the value of \e f(\e halfp).
*
* \warning This throws an error unless \e odd = true and \e sym = false.
**********************************************************************/
void setsecular(real f0);
/**
* Evaluate the Trigfun.
*
* @param[in] x the function argument.
* @return the function value \e f(\e x).
**********************************************************************/
real operator()(real x) const;
// For support of Angle
// real eval(Angle phi) const;
/**
* The integral of a Trigfun.
*
* @return the integral.
*
* \warning The secular term (only present with \e odd = true and \e sym =
* false) is ignored when taking the integral.
**********************************************************************/
Trigfun integral() const;
/**
* Produce a Trigfun for the inverse of \e f.
*
* @param[in] fp the derivative of \e f(\e x).
* @param[in] nmax the maximum number of points in a quarter period
* (default 2^16 = 65536).
* @param[in] tol the tolerance using in terminating the root finding. \e
* tol = 0 (the default) mean to use the machine epsilon.
* @param[in] scale; if \e scale is negative (the default), \e tol sets the
* error relative to the largest Fourier coefficient. Otherwise, the error
* is relative to the maximum of the largest Fourier coefficient and \e
* scale.
* @return the Trigfun representation of \e f <sup>−1</sup>(\e z).
*
* As with the normal constructor this routine successively doubles the
* number of sample points, which are computed using Newton's method. A
* good starting guess for Newton's method is provided by the previous
* Fourier approximation. As a result the average number of Newton
* iterations per sample point is about 1 or 2.
*
* \e scale is used when \e f(\e x) is a correction term added to a larger
* contribution; and it would then be the magnitude of the larger
* contribution.
* \note Computing the inverse is only possible with a Trigfun with a
* secular term.
**********************************************************************/
Trigfun inverse(const std::function<real(real)>& fp,
int nmax = 1 << 16, real tol = 0, real scale = -1) const {
return inverse(fp, nullptr, nullptr, nmax, tol, scale);
}
/**
* @return whether the function is odd or not. If it's not odd, then it is
* even.
**********************************************************************/
bool Odd() const { return _odd; }
/**
* @return whether the function is symmetric about the quarter period
* point. If it is it, then the Fourier series has only odd terms.
**********************************************************************/
bool Symmetric() const { return _sym; }
/**
* @return the half period of the function.
**********************************************************************/
real HalfPeriod() const { return _h; }
/**
* @return the number of terms in the Fourier series.
**********************************************************************/
int NCoeffs() const { return _m; }
/**
* @return an estimate of the amplitude of the oscillating component of \e
* f.
*
* \note This estimate excludes any constant or secular terms in the
* series. The estimate is found by summing the absolute values of the
* remaining coefficients (and is thus an overestimate).
**********************************************************************/
real Max() const;
/**
* @return the (approximate) half range of the function.
*
* For a Trigfun containing a secular contribution this is the value of the
* function at the half perioid. Otherwise Max() is returned.
**********************************************************************/
real HalfRange() const {
return _odd && !_sym ? _coeff[0] * Math::pi() : Max();
}
/**
* @return the average slope of the function.
*
* For a Trigfun containing a secular contribution this is the slope of the
* secular component. Otherwise 0 is returned..
**********************************************************************/
real Slope() const {
return _odd && !_sym ? HalfRange() / HalfPeriod() : 0;
}
};
/**
* \brief A function defined by its derivative and its inverse.
*
* This is an extension of Trigfun which allows a function to be defined by
* its derivative. In this case the derivative must be even, so that its
* integral is odd (and taken to be zero at the origin).
*
* In addition, this class offers a flexible interface to computing the
* inverse of the function. If the inverse is only required at a few points
*
* Example of use:
* \include example-TrigfunExt.cpp
**********************************************************************/
class GEOGRAPHICLIB_EXPORT TrigfunExt {
private:
/// \cond SKIP
friend class Triaxial::GeodesicLine3; // For access internal inv, inv1
/// \endcond
using real = Math::real;
std::function<real(real)> _fp;
bool _sym;
Trigfun _f, _finv;
real _tol;
int _nmax;
bool _invp;
int _countn, _countb;
// Approximate inverse using _finv
real inv0(real z) const {
if (!_invp) return Math::NaN();
return _sym ? Math::NaN() : _finv(z);
}
// Accurate inverse by direct Newton (not using _finv)
real inv1(real z, int* countn, int* countb) const {
return _sym ? Math::NaN() : _f.root(Trigfun::INV1, z, _fp, Math::NaN(),
countn, countb, 0);
}
// Accurate inverse correcting result from _finv
real inv2(real z, int* countn, int* countb) const {
if (!_invp) return Math::NaN();
return _sym ? Math::NaN() :
_f.root(Trigfun::INV2, z, _fp, _finv(z), countn, countb, 0);
}
real inv(real z, int* countn, int* countb) const {
return _invp ? inv2(z, countn, countb) : inv1(z, countn, countb);
}
public:
TrigfunExt() {}
/**
* Constructor specifying the derivative, an even periodic function
*
* @param[in] fp the derivative function, \e fp(\e x) = \e f'(\e x).
* @param[in] halfp the half period.
* @param[in] sym is \e fp symmetric about the quarter period point (so it
* contains only odd Fourier harmonics)?
* @param[in] scale; this is passed to the Trigfun constructor when finding
* the Fourier series for \e fp.
*
* \warning \e fp must be an even periodic function. In addition \e fp
* must be nonnegative for the inverse of \e f to be computed (in this
* case, \e f is a monotonically increasing function). The inverse is
* undefined for \e sym = true.
**********************************************************************/
TrigfunExt(const std::function<real(real)>& fp, real halfp,
bool sym = false, real scale = -1);
/**
* Evaluate the TrigfunExt.
*
* @param[in] x the function argument.
* @return the function value \e f(\e x).
**********************************************************************/
real operator()(real x) const { return _f(x); }
/**
* Evaluate the derivative for TrigfunExt.
*
* @param[in] x the function argument.
* @return the value of the derivative \e fp(\e x). This uses the function
* object passed to the constructor.
**********************************************************************/
real deriv(real x) const { return _fp(x); }
/**
* Evaluate the inverse of \e f
*
* @param[in] z the value of \e f(\e x)
* @return the value of \e x = \e f <sup>−1</sup>(\e z).
*
* This compute the inverse using Newton's method with the derivative
* function \e fp supplied on construction. Initially, the starting guess
* is based on just the secular component of \e f(\e x). However, if
* ComputeInverse() is called, a rough Trigfun approximation to the inverse
* is found and this is used as the starting point for Newton's method.
**********************************************************************/
real inv(real z) const {
return _invp ? inv2(z, nullptr, nullptr) : inv1(z, nullptr, nullptr);
}
/**
* Compute a coarse Fourier series approximation of the inverse.
*
* This is used to provide a better starting guess for Newton's method in
* inv(). Because ComputeInverse() is fairly expensive, this only makes
* sense if inv() will be called many times. In order to limit the expense
* in computing this approximate inverse, the number of Fourier components
* in the Trigfun for the inverse is limited to 3/2 of the number of
* components for \e f and the tolerance is set to the square root of the
* machine epsilon.
**********************************************************************/
void ComputeInverse() {
if (!_invp && !_sym) {
_countn = _countb = 0;
_finv = _f.inverse(_fp, &_countn, &_countb, _nmax, _tol, -1);
_invp = true;
}
}
/**
* @return whether the function is symmetric about the quarter period
* point. If it is it, then the Fourier series has only odd harmonics.
**********************************************************************/
bool Symmetric() const { return _sym; }
/**
* @return the number of terms in the Fourier series for \e f.
**********************************************************************/
int NCoeffs() const { return _f.NCoeffs(); }
/**
* @return the number of terms in the Fourier series for
* \e f<sup>−1</sup>.
**********************************************************************/
int NCoeffsInv() const {
if (!_invp) return -1;
return _finv.NCoeffs(); }
/**
* @return Max() for the underlying Trigfun.
**********************************************************************/
real Max() const { return _f.Max(); }
/**
* @return HalfPeriod() for the underlying Trigfun.
**********************************************************************/
real HalfPeriod() const { return _f.HalfPeriod(); }
/**
* @return HalfRange() for the underlying Trigfun.
**********************************************************************/
real HalfRange() const { return _f.HalfRange(); }
/**
* @return Slope() for the underlying Trigfun.
**********************************************************************/
real Slope() const { return _f.Slope(); }
};
} // namespace GeographicLib
#if defined(_MSC_VER)
# pragma warning (pop)
#endif
#endif // GEOGRAPHICLIB_TRIGFUN_HPP
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