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/**
* @license Apache-2.0
*
* Copyright (c) 2018 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*
* ## Notice
*
* The original C++ code and copyright notice are from the [Boost library]{@link http://www.boost.org/doc/libs/1_62_0/boost/math/tools/roots.hpp}. The implementation has been modified for JavaScript.
*
* ```text
* Copyright John Maddock 2006.
*
* Use, modification and distribution are subject to the
* Boost Software License, Version 1.0. (See accompanying file
* LICENSE or copy at http://www.boost.org/LICENSE_1_0.txt)
* ```
*/
'use strict';
// MODULES //
var abs = require( './../../../../base/special/abs' );
var ldexp = require( './../../../../base/special/ldexp' );
var sign = require( './../../../../base/special/signum' );
var max = require( './../../../../base/special/max' );
var MAX_VALUE = require( '@stdlib/constants/float64/max' );
// MAIN //
/**
* Performs root finding via third order Halley iteration.
*
* @private
* @param {Array} fun - array of function and its first two derivatives
* @param {number} guess - initial starting value
* @param {number} minimum - minimum possible value for the result, used as initial lower bracket
* @param {number} maximum - maximum possible value for the result, used as initial upper bracket
* @param {PositiveInteger} digits - desired number of binary digits
* @param {PositiveInteger} maxIter - maximum number of iterations
* @returns {number} function value
*/
function halleyIterate( fun, guess, minimum, maximum, digits, maxIter ) {
var convergence;
var outOfBounds;
var delta1;
var delta2;
var factor;
var result;
var f0Last;
var count;
var delta;
var denom;
var diff;
var num;
var res;
var f0;
var f1;
var f2;
f0 = 0.0;
outOfBounds = false;
result = guess;
factor = ldexp( 1.0, 1.0-digits );
delta = max( 10000000*guess, 10000000 ); // Arbitrarily large delta...
f0Last = 0;
delta1 = delta;
delta2 = delta;
count = maxIter;
do {
f0Last = f0;
delta2 = delta1;
delta1 = delta;
res = fun( result);
f0 = res[ 0 ];
f1 = res[ 1 ];
f2 = res[ 2 ];
count -= 1;
if ( f0 === 0.0 ) {
break;
}
if ( f1 === 0.0 ) {
// Oops zero derivative!!!
if ( f0Last === 0.0 ) {
// Must be the first iteration, pretend that we had a previous one at either min or max:
if ( result === minimum ) {
guess = maximum;
} else {
guess = minimum;
}
f0Last = fun( guess );
delta = guess - result;
}
if ( sign( f0Last ) * sign( f0 ) < 0 ) {
// We've crossed over so move in opposite direction to last step:
if ( delta < 0 ) {
delta = ( result-minimum ) / 2.0;
} else {
delta = ( result-maximum ) / 2.0;
}
// Move in same direction as last step:
} else if ( delta < 0 ) {
delta = (result-maximum) / 2.0;
} else {
delta = (result-minimum) / 2.0;
}
} else if ( f2 === 0.0 ) {
delta = f0 / f1;
} else {
denom = 2.0 * f0;
num = ( 2.0 * f1 ) - ( f0 * ( f2 / f1 ) );
if ( abs(num) < 1.0 && ( abs(denom) >= abs(num) * MAX_VALUE ) ) {
// Possible overflow, use Newton step:
delta = f0 / f1;
} else {
delta = denom / num;
}
if ( delta * f1 / f0 < 0.0 ) {
// Probably cancellation error, try a Newton step instead:
delta = f0 / f1;
if ( abs(delta) > 2.0 * abs(guess) ) {
delta = ( (delta < 0.0) ? -1.0 : 1.0 ) * 2.0 * abs( guess );
}
}
}
convergence = abs( delta / delta2 );
if ( convergence > 0.8 && convergence < 2.0 ) {
// Last two steps haven't converged, try bisection:
delta = ( delta > 0.0 ) ? ( result-minimum )/2.0 : ( result-maximum )/2.0; // eslint-disable-line max-len
if ( abs(delta) > result ) {
delta = sign( delta ) * result; // Protect against huge jumps!
}
// Reset delta2 so that this branch will *not* be taken on the next iteration:
delta2 = delta * 3.0;
}
guess = result;
result -= delta;
// Check for out of bounds step:
if ( result < minimum ) {
if (
abs(minimum) < 1 &&
abs(result) > 1 &&
( MAX_VALUE / abs(result) < abs(minimum) )
) {
diff = 1000.0;
} else {
diff = result / minimum;
}
if ( abs(diff) < 1.0 ) {
diff = 1.0 / diff;
}
if ( !outOfBounds && diff > 0.0 && diff < 3.0 ) {
// Only a small out of bounds step, let's assume that the result is probably approximately at minimum:
delta = 0.99 * (guess - minimum);
result = guess - delta;
outOfBounds = true; // Only take this branch once!
} else {
delta = (guess - minimum) / 2.0;
result = guess - delta;
if ( result === minimum || result === maximum ) {
break;
}
}
} else if ( result > maximum ) {
if (
abs(maximum) < 1.0 &&
abs(result) > 1.0 &&
MAX_VALUE / abs(result) < abs(maximum)
) {
diff = 1000.0;
} else {
diff = result / maximum;
}
if ( abs(diff) < 1.0 ) {
diff = 1.0 / diff;
}
if ( !outOfBounds && diff > 0.0 && diff < 3.0 ) {
// Only a small out of bounds step, let's assume that the result is probably approximately at minimum:
delta = 0.99 * (guess - maximum);
result = guess - delta;
outOfBounds = true; // Only take this branch once!
} else {
delta = ( guess - maximum ) / 2.0;
result = guess - delta;
if ( result === minimum || result === maximum ) {
break;
}
}
}
// Update brackets:
if ( delta > 0.0 ) {
maximum = guess;
} else {
minimum = guess;
}
} while ( count && ( abs(result * factor) < abs(delta) ) );
return result;
}
// EXPORTS //
module.exports = halleyIterate;
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