Roots of a cubic polynomial
Find all eigenvalues of a real 3x3 matrix and estimate their errors.
See Wikipedia Cubic equation. [1] Example.
a*x**3 + b*x**2 + c*x + d = 0
matrix: [[1,-1,0], [0,1,-1],[0,0,1]]
polynomial: [a,b,c,d] =[1, -3,+3, -1]
roots: [1,1,1]
matrix: [[1,-1,0], [0,1,-1],[0,0,1]]
polynomial: [a,b,c,d] =[1, -3,+3, -1]
roots: [1,1,1]
Phix
Note the seven functions matrix_trace() ... root_poly() are straightforward translations of code from matrix.wren and math.wren, and are not tested beyond matching the output here. There is also some rather suspicious use of reverse() in eigenvalues(), which kinda brute-forces it to work.
with javascript_semantics
function matrix_trace(sequence m)
atom res = 0
for i=1 to length(m) do
res += m[i,i]
end for
return res
end function
function matrix_minor(sequence m, integer x, y)
integer l = length(m)-1
sequence res = repeat(repeat(0,l),l)
for i=1 to l do
integer ri = i+(i>=x)
for j=1 to l do
integer rj = j+(j>=y)
res[i,j] = m[ri,rj]
end for
end for
return res
end function
function matrix_determinant(sequence m)
// Returns the determinant of the current instance
// provided it's square, using Laplace expansion.
integer l = length(m)
if l=1 then return m[1,1] end if
if l=2 then return m[2,2]*m[1,1]-m[1,2]*m[2,1] end if
integer sgn = 1
atom det = 0
for i=1 to l do
sequence mm = matrix_minor(m,1,i)
det += sgn*m[1,i]*matrix_determinant(mm)
sgn = -sgn
end for
return det
end function
function cofactors(sequence m)
integer l = length(m)
sequence res = repeat(repeat(0,l),l)
for i=1 to l do
for j=1 to l do
sequence mm = matrix_minor(m,i,j)
atom d = matrix_determinant(mm)
res[i,j] = d*power(-1,i+j)
end for
end for
return res
end function
function eval_poly(sequence coefs, atom x)
atom res = coefs[1]
for i=2 to length(coefs) do res = res*x + coefs[i] end for
return res
end function
function diff_poly(sequence coefs)
// Returns the coefficients of a polynomial following differentiation.
// Polynomials are represented as described in 'eval_poly' above(!).
integer c = length(coefs)-1
if c=0 then return {0} end if
sequence deriv = repeat(0,c)
for i=1 to c do deriv[i] = (c-i+1) * coefs[i] end for
return deriv
end function
function root_poly(sequence coefs, atom guess=0.001, tol=1e-15, maxIter=100, mult=1)
integer deg = length(coefs)-1
if deg=0 then return null end if
if deg=1 then return -coefs[2]/coefs[1] end if
if deg=2 and coefs[2]*coefs[2] - 4*coefs[1]*coefs[3] < 0 then return null end if
if eval_poly(coefs, 0)=0 then return 0 end if
sequence deriv = diff_poly(coefs)
atom eps = 0.001,
x0 = guess
for iter=1 to maxIter do
atom den = eval_poly(deriv, x0)
if den=0 then
x0 = iff(x0>=0 ? x0 + eps : x0 - eps)
else
atom num = eval_poly(coefs, x0),
x1 = x0 - num/den * mult
if abs(x1-x0)<=tol then
atom r = round(x1)
if abs(r-x1)<=eps and eval_poly(coefs, r)=0 then return r end if
return x1
end if
x0 = x1
end if
end for
x0 = round(x0)
if eval_poly(coefs, x0)=0 then return x0 end if
return null
end function
function poly_div(sequence num,den)
sequence curr = trim_tail(num,0),
right = trim_tail(den,0),
res = {}
integer base = length(curr)-length(right)
while base>=0 do
atom r = curr[-1] / right[-1]
res &= r
curr = curr[1..-2]
for i=1 to length(right)-1 do
curr[base+i] -= r * right[i]
end for
base -= 1
end while
return res
end function
function poly(sequence si)
-- display helper
string r = ""
for t=length(si) to 1 by -1 do
integer sit = si[t]
if sit!=0 then
if sit=1 and t>1 then
r &= iff(r=""? "":" + ")
elsif sit=-1 and t>1 then
r &= iff(r=""?"-":" - ")
else
if r!="" then
r &= iff(sit<0?" - ":" + ")
sit = abs(sit)
end if
r &= sprintf("%d",sit)
end if
r &= iff(t>1?"x"&iff(t>2?sprintf("^%d",t-1):""):"")
end if
end for
if r="" then r="0" end if
return r
end function
function eigenvalues(sequence m)
// find the characteristic polynomial
sequence cp = {1,
-matrix_trace(m),
matrix_trace(cofactors(m)),
-matrix_determinant(m)},
roots = repeat(0,3),
errs = repeat(0,3)
// find first root
roots[1] = root_poly(cp)
errs[1] = eval_poly(cp, roots[1])
// divide out to get quadratic
// aside: no idea why reverse helps...
sequence den = {-roots[1],1},
num = poly_div(reverse(cp),den)
// find second root
roots[2] = root_poly(num)
errs[2] = eval_poly(cp, roots[2])
// divide out to get linear
den = {-roots[2], 1}
num = reverse(poly_div(reverse(num),den))
// find third root
roots[3] = -num[1]
errs[3] = eval_poly(cp, roots[3])
string pm = ppf(m,{pp_Nest,1,pp_Indent,8,pp_IntFmt,"%2d"})
return {pm, poly(reverse(cp)), roots, errs}
end function
constant tests = {{{ 1, -1, 0},
{ 0, 1, 1},
{ 0, 0, 1}},
{{-2, -4, 2},
{-2, 1, 2},
{ 4, 2, 5}}}
constant fmt = """
Matrix: %s
characteristic polynomial: %s
eigenvalues: %v
errors: %v
"""
for m in tests do
printf(1,fmt,eigenvalues(m))
end for
- Output:
Matrix: {{ 1,-1, 0}, { 0, 1, 1}, { 0, 0, 1}} characteristic polynomial: x^3 - 3x^2 + 3x - 1 eigenvalues: {1,1,1} errors: {0,0,0} Matrix: {{-2,-4, 2}, {-2, 1, 2}, { 4, 2, 5}} characteristic polynomial: x^3 - 4x^2 - 27x + 90 eigenvalues: {3,-5,6} errors: {0,0,0}
RPL
« JORDAN 4 ROLL DROP NIP
» 'TASK' STO
[[1 -1 0][0 1 -1][0 0 1]] TASK
- Output:
2: 'X^3-3*X^2+3*X-1' 1: [1 1 1]
If the characteristic polynomial is not needed, the EGVL
function directly returns the eigenvalues as a vector.
Wren
The eigenvalues of a 3 x 3 matrix will be the roots of its characteristic polynomial.
We borrow code from the Polynomial_long_division#Wren task to divide out this polynomial after each root is found.
import "./matrix" for Matrix
import "./math" for Math
import "./fmt" for Fmt
class Polynom {
// assumes factors start from lowest order term
construct new(factors) {
_factors = factors.toList
}
factors { _factors.toList }
/(divisor) {
var curr = canonical().factors
var right = divisor.canonical().factors
var result = []
var base = curr.count - right.count
while (base >= 0) {
var res = curr[-1] / right[-1]
result.add(res)
curr = curr[0...-1]
for (i in 0...right.count-1) {
curr[base + i] = curr[base + i] - res * right[i]
}
base = base - 1
}
var quot = Polynom.new(result[-1..0])
var rem = Polynom.new(curr).canonical()
return [quot, rem]
}
canonical() {
if (_factors[-1] != 0) return this
var newLen = factors.count
while (newLen > 0) {
if (_factors[newLen-1] != 0) return Polynom.new(_factors[0...newLen])
newLen = newLen - 1
}
return Polynom.new(_factors[0..0])
}
}
var eigenvalues = Fn.new { |m|
var roots = List.filled(3, 0)
var errs = List.filled(3, 0)
// find the characteristic polynomial
var cp = List.filled(4, 0)
cp[0] = 1
cp[1] = -m.trace
cp[2] = m.cofactors.trace
cp[3] = -m.det
// find first root
roots[0] = Math.rootPoly(cp)
errs[0] = Math.evalPoly(cp, roots[0])
// divide out to get quadratic
var num = Polynom.new(cp[-1..0])
var den = Polynom.new([-roots[0], 1])
num = (num/den)[0]
// find second root
roots[1] = Math.rootPoly(num.factors[-1..0])
errs[1] = Math.evalPoly(cp, roots[1])
// divide out to get linear
den = Polynom.new([-roots[1], 1])
num = (num/den)[0]
// find third root
roots[2] = -num.factors[0]
errs[2] = Math.evalPoly(cp, roots[2])
return [cp, roots, errs]
}
var mats = [
Matrix.new ( [
[ 1, -1, 0],
[ 0, 1, 1],
[ 0, 0, 1]
]),
Matrix.new ([
[-2, -4, 2],
[-2, 1, 2],
[ 4, 2, 5]
])
]
for (m in mats) {
System.print("For matrix:")
Fmt.mprint(m, 2, 0)
var eigs = eigenvalues.call(m)
Fmt.print("\nwhose characteristic polynomial is:")
Fmt.pprint("$n", eigs[0], "", "x")
Fmt.print("\nIts eigenvalues are: $n", eigs[1])
Fmt.print("and the corresponding errors are: $n\n", eigs[2])
}
- Output:
For matrix: | 1 -1 0| | 0 1 1| | 0 0 1| whose characteristic polynomial is: x³ - 3x² + 3x - 1 Its eigenvalues are: [1, 1, 1] and the corresponding errors are: [0, 0, 0] For matrix: |-2 -4 2| |-2 1 2| | 4 2 5| whose characteristic polynomial is: x³ - 4x² - 27x + 90 Its eigenvalues are: [3, -5, 6] and the corresponding errors are: [0, 0, 0]