1 | /* ======================================================================== *\
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2 | ! $Name: not supported by cvs2svn $:$Id: MMath.cc,v 1.36 2007-06-19 11:14:33 tbretz Exp $
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3 | ! --------------------------------------------------------------------------
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4 | !
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5 | ! *
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6 | ! * This file is part of MARS, the MAGIC Analysis and Reconstruction
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7 | ! * Software. It is distributed to you in the hope that it can be a useful
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8 | ! * and timesaving tool in analysing Data of imaging Cerenkov telescopes.
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9 | ! * It is distributed WITHOUT ANY WARRANTY.
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10 | ! *
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11 | ! * Permission to use, copy, modify and distribute this software and its
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12 | ! * documentation for any purpose is hereby granted without fee,
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13 | ! * provided that the above copyright notice appear in all copies and
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14 | ! * that both that copyright notice and this permission notice appear
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15 | ! * in supporting documentation. It is provided "as is" without express
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16 | ! * or implied warranty.
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17 | ! *
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18 | !
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19 | !
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20 | ! Author(s): Thomas Bretz 3/2004 <mailto:tbretz@astro.uni-wuerzburg.de>
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21 | !
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22 | ! Copyright: MAGIC Software Development, 2000-2005
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23 | !
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24 | !
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25 | \* ======================================================================== */
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26 |
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27 | /////////////////////////////////////////////////////////////////////////////
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28 | //
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29 | // MMath
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30 | //
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31 | // Mars - Math package (eg Significances, etc)
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32 | //
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33 | /////////////////////////////////////////////////////////////////////////////
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34 | #include "MMath.h"
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35 |
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36 | #ifndef ROOT_TVector2
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37 | #include <TVector2.h>
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38 | #endif
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39 |
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40 | #ifndef ROOT_TVector3
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41 | #include <TVector3.h>
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42 | #endif
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43 |
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44 | #ifndef ROOT_TArrayD
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45 | #include <TArrayD.h>
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46 | #endif
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47 |
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48 | #ifndef ROOT_TComplex
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49 | #include <TComplex.h>
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50 | #endif
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51 |
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52 | //NamespaceImp(MMath);
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53 |
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54 | // --------------------------------------------------------------------------
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55 | //
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56 | // Calculate Significance as
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57 | // significance = (s-b)/sqrt(s+k*k*b) mit k=s/b
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58 | //
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59 | // s: total number of events in signal region
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60 | // b: number of background events in signal region
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61 | //
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62 | Double_t MMath::Significance(Double_t s, Double_t b)
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63 | {
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64 | const Double_t k = b==0 ? 0 : s/b;
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65 | const Double_t f = s+k*k*b;
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66 |
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67 | return f==0 ? 0 : (s-b)/TMath::Sqrt(f);
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68 | }
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69 |
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70 | // --------------------------------------------------------------------------
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71 | //
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72 | // Symmetrized significance - this is somehow analog to
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73 | // SignificanceLiMaSigned
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74 | //
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75 | // Returns Significance(s,b) if s>b otherwise -Significance(b, s);
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76 | //
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77 | Double_t MMath::SignificanceSym(Double_t s, Double_t b)
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78 | {
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79 | return s>b ? Significance(s, b) : -Significance(b, s);
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80 | }
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81 |
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82 | // --------------------------------------------------------------------------
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83 | //
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84 | // calculates the significance according to Li & Ma
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85 | // ApJ 272 (1983) 317, Formula 17
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86 | //
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87 | // s // s: number of on events
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88 | // b // b: number of off events
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89 | // alpha = t_on/t_off; // t: observation time
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90 | //
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91 | // The significance has the same (positive!) value for s>b and b>s.
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92 | //
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93 | // Returns -1 if s<0 or b<0 or alpha<0 or the argument of sqrt<0
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94 | //
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95 | // Here is some eMail written by Daniel Mazin about the meaning of the arguments:
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96 | //
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97 | // > Ok. Here is my understanding:
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98 | // > According to Li&Ma paper (correctly cited in MMath.cc) alpha is the
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99 | // > scaling factor. The mathematics behind the formula 17 (and/or 9) implies
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100 | // > exactly this. If you scale OFF to ON first (using time or using any other
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101 | // > method), then you cannot use formula 17 (9) anymore. You can just try
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102 | // > the formula before scaling (alpha!=1) and after scaling (alpha=1), you
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103 | // > will see the result will be different.
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104 | //
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105 | // > Here are less mathematical arguments:
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106 | //
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107 | // > 1) the better background determination you have (smaller alpha) the more
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108 | // > significant is your excess, thus your analysis is more sensitive. If you
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109 | // > normalize OFF to ON first, you loose this sensitivity.
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110 | //
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111 | // > 2) the normalization OFF to ON has an error, which naturally depends on
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112 | // > the OFF and ON. This error is propagating to the significance of your
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113 | // > excess if you use the Li&Ma formula 17 correctly. But if you normalize
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114 | // > first and use then alpha=1, the error gets lost completely, you loose
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115 | // > somehow the criteria of goodness of the normalization.
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116 | //
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117 | Double_t MMath::SignificanceLiMa(Double_t s, Double_t b, Double_t alpha)
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118 | {
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119 | const Double_t sum = s+b;
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120 |
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121 | if (s<0 || b<0 || alpha<=0)
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122 | return -1;
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123 |
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124 | const Double_t l = s==0 ? 0 : s*TMath::Log(s/sum*(alpha+1)/alpha);
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125 | const Double_t m = b==0 ? 0 : b*TMath::Log(b/sum*(alpha+1) );
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126 |
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127 | return l+m<0 ? -1 : TMath::Sqrt((l+m)*2);
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128 | }
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129 |
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130 | // --------------------------------------------------------------------------
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131 | //
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132 | // Calculates MMath::SignificanceLiMa(s, b, alpha). Returns 0 if the
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133 | // calculation has failed. Otherwise the Li/Ma significance which was
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134 | // calculated. If s<b a negative value is returned.
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135 | //
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136 | Double_t MMath::SignificanceLiMaSigned(Double_t s, Double_t b, Double_t alpha)
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137 | {
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138 | const Double_t sig = SignificanceLiMa(s, b, alpha);
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139 | if (sig<=0)
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140 | return 0;
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141 |
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142 | return TMath::Sign(sig, s-alpha*b);
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143 | }
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144 |
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145 | // --------------------------------------------------------------------------
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146 | //
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147 | // Return Li/Ma (5) for the error of the excess, under the assumption that
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148 | // the existance of a signal is already known.
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149 | //
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150 | Double_t MMath::SignificanceLiMaExc(Double_t s, Double_t b, Double_t alpha)
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151 | {
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152 | Double_t Ns = s - alpha*b;
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153 | Double_t sN = s + alpha*alpha*b;
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154 |
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155 | return Ns<0 || sN<0 ? 0 : Ns/TMath::Sqrt(sN);
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156 | }
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157 |
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158 | // --------------------------------------------------------------------------
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159 | //
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160 | // Returns: 2/(sigma*sqrt(2))*integral[0,x](exp(-(x-mu)^2/(2*sigma^2)))
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161 | //
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162 | Double_t MMath::GaussProb(Double_t x, Double_t sigma, Double_t mean)
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163 | {
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164 | if (x<mean)
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165 | return 0;
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166 |
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167 | static const Double_t sqrt2 = TMath::Sqrt(2.);
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168 |
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169 | const Double_t rc = TMath::Erf((x-mean)/(sigma*sqrt2));
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170 |
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171 | if (rc<0)
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172 | return 0;
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173 | if (rc>1)
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174 | return 1;
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175 |
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176 | return rc;
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177 | }
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178 |
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179 | // ------------------------------------------------------------------------
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180 | //
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181 | // Return the "median" (at 68.3%) value of the distribution of
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182 | // abs(a[i]-Median)
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183 | //
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184 | template <class Size, class Element>
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185 | Double_t MMath::MedianDevImp(Size n, const Element *a, Double_t &med)
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186 | {
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187 | static const Double_t prob = 0.682689477208650697; //MMath::GaussProb(1.0);
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188 |
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189 | // Sanity check
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190 | if (n <= 0 || !a)
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191 | return 0;
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192 |
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193 | // Get median of distribution
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194 | med = TMath::Median(n, a);
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195 |
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196 | // Create the abs(a[i]-med) distribution
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197 | Double_t arr[n];
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198 | for (int i=0; i<n; i++)
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199 | arr[i] = TMath::Abs(a[i]-med);
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200 |
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201 | //return TMath::Median(n, arr)/0.67449896936; //MMath::GaussProb(x)=0.5
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202 |
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203 | // Define where to divide (floor because the highest possible is n-1)
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204 | const Int_t div = TMath::FloorNint(n*prob);
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205 |
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206 | // Calculate result
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207 | Double_t dev = TMath::KOrdStat(n, arr, div);
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208 | if (n%2 == 0)
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209 | {
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210 | dev += TMath::KOrdStat(n, arr, div-1);
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211 | dev /= 2;
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212 | }
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213 |
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214 | return dev;
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215 | }
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216 |
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217 | // ------------------------------------------------------------------------
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218 | //
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219 | // Return the "median" (at 68.3%) value of the distribution of
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220 | // abs(a[i]-Median)
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221 | //
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222 | Double_t MMath::MedianDev(Long64_t n, const Short_t *a, Double_t &med)
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223 | {
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224 | return MedianDevImp(n, a, med);
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225 | }
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226 |
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227 | // ------------------------------------------------------------------------
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228 | //
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229 | // Return the "median" (at 68.3%) value of the distribution of
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230 | // abs(a[i]-Median)
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231 | //
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232 | Double_t MMath::MedianDev(Long64_t n, const Int_t *a, Double_t &med)
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233 | {
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234 | return MedianDevImp(n, a, med);
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235 | }
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236 |
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237 | // ------------------------------------------------------------------------
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238 | //
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239 | // Return the "median" (at 68.3%) value of the distribution of
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240 | // abs(a[i]-Median)
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241 | //
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242 | Double_t MMath::MedianDev(Long64_t n, const Float_t *a, Double_t &med)
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243 | {
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244 | return MedianDevImp(n, a, med);
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245 | }
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246 |
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247 | // ------------------------------------------------------------------------
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248 | //
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249 | // Return the "median" (at 68.3%) value of the distribution of
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250 | // abs(a[i]-Median)
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251 | //
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252 | Double_t MMath::MedianDev(Long64_t n, const Double_t *a, Double_t &med)
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253 | {
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254 | return MedianDevImp(n, a, med);
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255 | }
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256 |
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257 | // ------------------------------------------------------------------------
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258 | //
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259 | // Return the "median" (at 68.3%) value of the distribution of
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260 | // abs(a[i]-Median)
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261 | //
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262 | Double_t MMath::MedianDev(Long64_t n, const Long_t *a, Double_t &med)
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263 | {
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264 | return MedianDevImp(n, a, med);
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265 | }
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266 |
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267 | // ------------------------------------------------------------------------
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268 | //
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269 | // Return the "median" (at 68.3%) value of the distribution of
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270 | // abs(a[i]-Median)
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271 | //
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272 | Double_t MMath::MedianDev(Long64_t n, const Long64_t *a, Double_t &med)
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273 | {
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274 | return MedianDevImp(n, a, med);
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275 | }
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276 |
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277 | Double_t MMath::MedianDev(Long64_t n, const Short_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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278 | Double_t MMath::MedianDev(Long64_t n, const Int_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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279 | Double_t MMath::MedianDev(Long64_t n, const Float_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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280 | Double_t MMath::MedianDev(Long64_t n, const Double_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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281 | Double_t MMath::MedianDev(Long64_t n, const Long_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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282 | Double_t MMath::MedianDev(Long64_t n, const Long64_t *a) { Double_t med; return MedianDevImp(n, a, med); }
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283 |
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284 | // --------------------------------------------------------------------------
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285 | //
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286 | // This function reduces the precision to roughly 0.5% of a Float_t by
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287 | // changing its bit-pattern (Be carefull, in rare cases this function must
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288 | // be adapted to different machines!). This is usefull to enforce better
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289 | // compression by eg. gzip.
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290 | //
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291 | void MMath::ReducePrecision(Float_t &val)
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292 | {
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293 | UInt_t &f = (UInt_t&)val;
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294 |
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295 | f += 0x00004000;
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296 | f &= 0xffff8000;
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297 | }
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298 |
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299 | // -------------------------------------------------------------------------
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300 | //
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301 | // Quadratic interpolation
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302 | //
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303 | // calculate the parameters of a parabula such that
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304 | // y(i) = a + b*x(i) + c*x(i)^2
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305 | //
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306 | // If the determinant==0 an empty TVector3 is returned.
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307 | //
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308 | TVector3 MMath::GetParab(const TVector3 &x, const TVector3 &y)
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309 | {
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310 | const Double_t x1 = x(0);
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311 | const Double_t x2 = x(1);
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312 | const Double_t x3 = x(2);
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313 |
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314 | const Double_t y1 = y(0);
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315 | const Double_t y2 = y(1);
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316 | const Double_t y3 = y(2);
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317 |
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318 | const double det =
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319 | + x2*x3*x3 + x1*x2*x2 + x3*x1*x1
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320 | - x2*x1*x1 - x3*x2*x2 - x1*x3*x3;
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321 |
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322 |
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323 | if (det==0)
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324 | return TVector3();
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325 |
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326 | const double det1 = 1.0/det;
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327 |
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328 | const double ai11 = x2*x3*x3 - x3*x2*x2;
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329 | const double ai12 = x3*x1*x1 - x1*x3*x3;
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330 | const double ai13 = x1*x2*x2 - x2*x1*x1;
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331 |
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332 | const double ai21 = x2*x2 - x3*x3;
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333 | const double ai22 = x3*x3 - x1*x1;
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334 | const double ai23 = x1*x1 - x2*x2;
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335 |
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336 | const double ai31 = x3 - x2;
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337 | const double ai32 = x1 - x3;
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338 | const double ai33 = x2 - x1;
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339 |
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340 | return TVector3((ai11*y1 + ai12*y2 + ai13*y3) * det1,
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341 | (ai21*y1 + ai22*y2 + ai23*y3) * det1,
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342 | (ai31*y1 + ai32*y2 + ai33*y3) * det1);
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343 | }
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344 |
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345 | // --------------------------------------------------------------------------
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346 | //
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347 | // Interpolate the points with x-coordinates vx and y-coordinates vy
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348 | // by a parabola (second order polynomial) and return the value at x.
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349 | //
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350 | Double_t MMath::InterpolParabLin(const TVector3 &vx, const TVector3 &vy, Double_t x)
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351 | {
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352 | const TVector3 c = GetParab(vx, vy);
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353 | return c(0) + c(1)*x + c(2)*x*x;
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354 | }
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355 |
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356 | // --------------------------------------------------------------------------
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357 | //
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358 | // Interpolate the points with x-coordinates vx=(-1,0,1) and
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359 | // y-coordinates vy by a parabola (second order polynomial) and return
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360 | // the value at x.
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361 | //
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362 | Double_t MMath::InterpolParabLin(const TVector3 &vy, Double_t x)
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363 | {
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364 | const TVector3 c(vy(1), (vy(2)-vy(0))/2, vy(0)/2 - vy(1) + vy(2)/2);
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365 | return c(0) + c(1)*x + c(2)*x*x;
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366 | }
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367 |
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368 | Double_t MMath::InterpolParabLog(const TVector3 &vx, const TVector3 &vy, Double_t x)
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369 | {
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370 | const Double_t l0 = TMath::Log10(vx(0));
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371 | const Double_t l1 = TMath::Log10(vx(1));
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372 | const Double_t l2 = TMath::Log10(vx(2));
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373 |
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374 | const TVector3 vx0(l0, l1, l2);
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375 | return InterpolParabLin(vx0, vy, TMath::Log10(x));
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376 | }
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377 |
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378 | Double_t MMath::InterpolParabCos(const TVector3 &vx, const TVector3 &vy, Double_t x)
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379 | {
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380 | const Double_t l0 = TMath::Cos(vx(0));
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381 | const Double_t l1 = TMath::Cos(vx(1));
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382 | const Double_t l2 = TMath::Cos(vx(2));
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383 |
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384 | const TVector3 vx0(l0, l1, l2);
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385 | return InterpolParabLin(vx0, vy, TMath::Cos(x));
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386 | }
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387 |
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388 | // --------------------------------------------------------------------------
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389 | //
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390 | // Analytically calculated result of a least square fit of:
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391 | // y = A*e^(B*x)
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392 | // Equal weights
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393 | //
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394 | // It returns TArrayD(2) = { A, B };
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395 | //
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396 | // see: http://mathworld.wolfram.com/LeastSquaresFittingExponential.html
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397 | //
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398 | TArrayD MMath::LeastSqFitExpW1(Int_t n, Double_t *x, Double_t *y)
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399 | {
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400 | Double_t sumxsqy = 0;
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401 | Double_t sumylny = 0;
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402 | Double_t sumxy = 0;
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403 | Double_t sumy = 0;
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404 | Double_t sumxylny = 0;
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405 | for (int i=0; i<n; i++)
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406 | {
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407 | sumylny += y[i]*TMath::Log(y[i]);
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408 | sumxy += x[i]*y[i];
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409 | sumxsqy += x[i]*x[i]*y[i];
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410 | sumxylny += x[i]*y[i]*TMath::Log(y[i]);
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411 | sumy += y[i];
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412 | }
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413 |
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414 | const Double_t dev = sumy*sumxsqy - sumxy*sumxy;
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415 |
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416 | const Double_t a = (sumxsqy*sumylny - sumxy*sumxylny)/dev;
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417 | const Double_t b = (sumy*sumxylny - sumxy*sumylny)/dev;
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418 |
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419 | TArrayD rc(2);
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420 | rc[0] = TMath::Exp(a);
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421 | rc[1] = b;
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422 | return rc;
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423 | }
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424 |
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425 | // --------------------------------------------------------------------------
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426 | //
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427 | // Analytically calculated result of a least square fit of:
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428 | // y = A*e^(B*x)
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429 | // Greater weights to smaller values
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430 | //
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431 | // It returns TArrayD(2) = { A, B };
|
---|
432 | //
|
---|
433 | // see: http://mathworld.wolfram.com/LeastSquaresFittingExponential.html
|
---|
434 | //
|
---|
435 | TArrayD MMath::LeastSqFitExp(Int_t n, Double_t *x, Double_t *y)
|
---|
436 | {
|
---|
437 | // -------- Greater weights to smaller values ---------
|
---|
438 | Double_t sumlny = 0;
|
---|
439 | Double_t sumxlny = 0;
|
---|
440 | Double_t sumxsq = 0;
|
---|
441 | Double_t sumx = 0;
|
---|
442 | for (int i=0; i<n; i++)
|
---|
443 | {
|
---|
444 | sumlny += TMath::Log(y[i]);
|
---|
445 | sumxlny += x[i]*TMath::Log(y[i]);
|
---|
446 |
|
---|
447 | sumxsq += x[i]*x[i];
|
---|
448 | sumx += x[i];
|
---|
449 | }
|
---|
450 |
|
---|
451 | const Double_t dev = n*sumxsq-sumx*sumx;
|
---|
452 |
|
---|
453 | const Double_t a = (sumlny*sumxsq - sumx*sumxlny)/dev;
|
---|
454 | const Double_t b = (n*sumxlny - sumx*sumlny)/dev;
|
---|
455 |
|
---|
456 | TArrayD rc(2);
|
---|
457 | rc[0] = TMath::Exp(a);
|
---|
458 | rc[1] = b;
|
---|
459 | return rc;
|
---|
460 | }
|
---|
461 |
|
---|
462 | // --------------------------------------------------------------------------
|
---|
463 | //
|
---|
464 | // Analytically calculated result of a least square fit of:
|
---|
465 | // y = A+B*ln(x)
|
---|
466 | //
|
---|
467 | // It returns TArrayD(2) = { A, B };
|
---|
468 | //
|
---|
469 | // see: http://mathworld.wolfram.com/LeastSquaresFittingLogarithmic.html
|
---|
470 | //
|
---|
471 | TArrayD MMath::LeastSqFitLog(Int_t n, Double_t *x, Double_t *y)
|
---|
472 | {
|
---|
473 | Double_t sumylnx = 0;
|
---|
474 | Double_t sumy = 0;
|
---|
475 | Double_t sumlnx = 0;
|
---|
476 | Double_t sumlnxsq = 0;
|
---|
477 | for (int i=0; i<n; i++)
|
---|
478 | {
|
---|
479 | sumylnx += y[i]*TMath::Log(x[i]);
|
---|
480 | sumy += y[i];
|
---|
481 | sumlnx += TMath::Log(x[i]);
|
---|
482 | sumlnxsq += TMath::Log(x[i])*TMath::Log(x[i]);
|
---|
483 | }
|
---|
484 |
|
---|
485 | const Double_t b = (n*sumylnx-sumy*sumlnx)/(n*sumlnxsq-sumlnx*sumlnx);
|
---|
486 | const Double_t a = (sumy-b*sumlnx)/n;
|
---|
487 |
|
---|
488 | TArrayD rc(2);
|
---|
489 | rc[0] = a;
|
---|
490 | rc[1] = b;
|
---|
491 | return rc;
|
---|
492 | }
|
---|
493 |
|
---|
494 | // --------------------------------------------------------------------------
|
---|
495 | //
|
---|
496 | // Analytically calculated result of a least square fit of:
|
---|
497 | // y = A*x^B
|
---|
498 | //
|
---|
499 | // It returns TArrayD(2) = { A, B };
|
---|
500 | //
|
---|
501 | // see: http://mathworld.wolfram.com/LeastSquaresFittingPowerLaw.html
|
---|
502 | //
|
---|
503 | TArrayD MMath::LeastSqFitPowerLaw(Int_t n, Double_t *x, Double_t *y)
|
---|
504 | {
|
---|
505 | Double_t sumlnxlny = 0;
|
---|
506 | Double_t sumlnx = 0;
|
---|
507 | Double_t sumlny = 0;
|
---|
508 | Double_t sumlnxsq = 0;
|
---|
509 | for (int i=0; i<n; i++)
|
---|
510 | {
|
---|
511 | sumlnxlny += TMath::Log(x[i])*TMath::Log(y[i]);
|
---|
512 | sumlnx += TMath::Log(x[i]);
|
---|
513 | sumlny += TMath::Log(y[i]);
|
---|
514 | sumlnxsq += TMath::Log(x[i])*TMath::Log(x[i]);
|
---|
515 | }
|
---|
516 |
|
---|
517 | const Double_t b = (n*sumlnxlny-sumlnx*sumlny)/(n*sumlnxsq-sumlnx*sumlnx);
|
---|
518 | const Double_t a = (sumlny-b*sumlnx)/n;
|
---|
519 |
|
---|
520 | TArrayD rc(2);
|
---|
521 | rc[0] = TMath::Exp(a);
|
---|
522 | rc[1] = b;
|
---|
523 | return rc;
|
---|
524 | }
|
---|
525 |
|
---|
526 | // --------------------------------------------------------------------------
|
---|
527 | //
|
---|
528 | // Calculate the intersection of two lines defined by (x1;y1) and (x2;x2)
|
---|
529 | // Returns the intersection point.
|
---|
530 | //
|
---|
531 | // It is assumed that the lines intersect. If there is no intersection
|
---|
532 | // TVector2() is returned (which is not destinguishable from
|
---|
533 | // TVector2(0,0) if the intersection is at the coordinate source)
|
---|
534 | //
|
---|
535 | // Formula from: http://mathworld.wolfram.com/Line-LineIntersection.html
|
---|
536 | //
|
---|
537 | TVector2 MMath::GetIntersectionPoint(const TVector2 &x1, const TVector2 &y1, const TVector2 &x2, const TVector2 &y2)
|
---|
538 | {
|
---|
539 | TMatrix d(2,2);
|
---|
540 | d[0][0] = x1.X()-y1.X();
|
---|
541 | d[0][1] = x2.X()-y2.X();
|
---|
542 | d[1][0] = x1.Y()-y1.Y();
|
---|
543 | d[1][1] = x2.Y()-y2.Y();
|
---|
544 |
|
---|
545 | const Double_t denom = d.Determinant();
|
---|
546 | if (denom==0)
|
---|
547 | return TVector2();
|
---|
548 |
|
---|
549 | TMatrix l1(2,2);
|
---|
550 | TMatrix l2(2,2);
|
---|
551 |
|
---|
552 | l1[0][0] = x1.X();
|
---|
553 | l1[0][1] = y1.X();
|
---|
554 | l2[0][0] = x2.X();
|
---|
555 | l2[0][1] = y2.X();
|
---|
556 |
|
---|
557 | l1[1][0] = x1.Y();
|
---|
558 | l1[1][1] = y1.Y();
|
---|
559 | l2[1][0] = x2.Y();
|
---|
560 | l2[1][1] = y2.Y();
|
---|
561 |
|
---|
562 | TMatrix a(2,2);
|
---|
563 | a[0][0] = l1.Determinant();
|
---|
564 | a[0][1] = l2.Determinant();
|
---|
565 | a[1][0] = x1.X()-y1.X();
|
---|
566 | a[1][1] = x2.X()-y2.X();
|
---|
567 |
|
---|
568 | const Double_t X = a.Determinant()/denom;
|
---|
569 |
|
---|
570 | a[1][0] = x1.Y()-y1.Y();
|
---|
571 | a[1][1] = x2.Y()-y2.Y();
|
---|
572 |
|
---|
573 | const Double_t Y = a.Determinant()/denom;
|
---|
574 |
|
---|
575 | return TVector2(X, Y);
|
---|
576 | }
|
---|
577 |
|
---|
578 | // --------------------------------------------------------------------------
|
---|
579 | //
|
---|
580 | // Solves: x^2 + ax + b = 0;
|
---|
581 | // Return number of solutions returned as x1, x2
|
---|
582 | //
|
---|
583 | Int_t MMath::SolvePol2(Double_t a, Double_t b, Double_t &x1, Double_t &x2)
|
---|
584 | {
|
---|
585 | const Double_t r = a*a - 4*b;
|
---|
586 | if (r<0)
|
---|
587 | return 0;
|
---|
588 |
|
---|
589 | if (r==0)
|
---|
590 | {
|
---|
591 | x1 = x2 = -a/2;
|
---|
592 | return 1;
|
---|
593 | }
|
---|
594 |
|
---|
595 | const Double_t s = TMath::Sqrt(r);
|
---|
596 |
|
---|
597 | x1 = (-a+s)/2;
|
---|
598 | x2 = (-a-s)/2;
|
---|
599 |
|
---|
600 | return 2;
|
---|
601 | }
|
---|
602 |
|
---|
603 | // --------------------------------------------------------------------------
|
---|
604 | //
|
---|
605 | // This is a helper function making the execution of SolverPol3 a bit faster
|
---|
606 | //
|
---|
607 | static inline Double_t ReMul(const TComplex &c1, const TComplex &th)
|
---|
608 | {
|
---|
609 | const TComplex c2 = TComplex::Cos(th/3.);
|
---|
610 | return c1.Re() * c2.Re() - c1.Im() * c2.Im();
|
---|
611 | }
|
---|
612 |
|
---|
613 | // --------------------------------------------------------------------------
|
---|
614 | //
|
---|
615 | // Solves: x^3 + ax^2 + bx + c = 0;
|
---|
616 | // Return number of the real solutions, returned as z1, z2, z3
|
---|
617 | //
|
---|
618 | // Algorithm adapted from http://home.att.net/~srschmitt/cubizen.heml
|
---|
619 | // Which is based on the solution given in
|
---|
620 | // http://mathworld.wolfram.com/CubicEquation.html
|
---|
621 | //
|
---|
622 | // -------------------------------------------------------------------------
|
---|
623 | //
|
---|
624 | // Exact solutions of cubic polynomial equations
|
---|
625 | // by Stephen R. Schmitt Algorithm
|
---|
626 | //
|
---|
627 | // An exact solution of the cubic polynomial equation:
|
---|
628 | //
|
---|
629 | // x^3 + a*x^2 + b*x + c = 0
|
---|
630 | //
|
---|
631 | // was first published by Gerolamo Cardano (1501-1576) in his treatise,
|
---|
632 | // Ars Magna. He did not discoverer of the solution; a professor of
|
---|
633 | // mathematics at the University of Bologna named Scipione del Ferro (ca.
|
---|
634 | // 1465-1526) is credited as the first to find an exact solution. In the
|
---|
635 | // years since, several improvements to the original solution have been
|
---|
636 | // discovered. Zeno source code
|
---|
637 | //
|
---|
638 | // http://home.att.net/~srschmitt/cubizen.html
|
---|
639 | //
|
---|
640 | // % compute real or complex roots of cubic polynomial
|
---|
641 | // function cubic( var z1, z2, z3 : real, a, b, c : real ) : real
|
---|
642 | //
|
---|
643 | // var Q, R, D, S, T : real
|
---|
644 | // var im, th : real
|
---|
645 | //
|
---|
646 | // Q := (3*b - a^2)/9
|
---|
647 | // R := (9*b*a - 27*c - 2*a^3)/54
|
---|
648 | // D := Q^3 + R^2 % polynomial discriminant
|
---|
649 | //
|
---|
650 | // if (D >= 0) then % complex or duplicate roots
|
---|
651 | //
|
---|
652 | // S := sgn(R + sqrt(D))*abs(R + sqrt(D))^(1/3)
|
---|
653 | // T := sgn(R - sqrt(D))*abs(R - sqrt(D))^(1/3)
|
---|
654 | //
|
---|
655 | // z1 := -a/3 + (S + T) % real root
|
---|
656 | // z2 := -a/3 - (S + T)/2 % real part of complex root
|
---|
657 | // z3 := -a/3 - (S + T)/2 % real part of complex root
|
---|
658 | // im := abs(sqrt(3)*(S - T)/2) % complex part of root pair
|
---|
659 | //
|
---|
660 | // else % distinct real roots
|
---|
661 | //
|
---|
662 | // th := arccos(R/sqrt( -Q^3))
|
---|
663 | //
|
---|
664 | // z1 := 2*sqrt(-Q)*cos(th/3) - a/3
|
---|
665 | // z2 := 2*sqrt(-Q)*cos((th + 2*pi)/3) - a/3
|
---|
666 | // z3 := 2*sqrt(-Q)*cos((th + 4*pi)/3) - a/3
|
---|
667 | // im := 0
|
---|
668 | //
|
---|
669 | // end if
|
---|
670 | //
|
---|
671 | // return im % imaginary part
|
---|
672 | //
|
---|
673 | // end function
|
---|
674 | //
|
---|
675 | // see also http://en.wikipedia.org/wiki/Cubic_equation
|
---|
676 | //
|
---|
677 | Int_t MMath::SolvePol3(Double_t a, Double_t b, Double_t c,
|
---|
678 | Double_t &x1, Double_t &x2, Double_t &x3)
|
---|
679 | {
|
---|
680 | // Double_t coeff[4] = { 1, a, b, c };
|
---|
681 | // return TMath::RootsCubic(coeff, x1, x2, x3) ? 1 : 3;
|
---|
682 |
|
---|
683 | const Double_t Q = (a*a - 3*b)/9;
|
---|
684 | const Double_t R = (9*b*a - 27*c - 2*a*a*a)/54;
|
---|
685 | const Double_t D = R*R - Q*Q*Q; // polynomial discriminant
|
---|
686 |
|
---|
687 | // ----- The single-real / duplicate-roots solution -----
|
---|
688 |
|
---|
689 | // D<0: three real roots
|
---|
690 | // D>0: one real root
|
---|
691 | // D==0: maximum two real roots (two identical roots)
|
---|
692 |
|
---|
693 | // R==0: only one unique root
|
---|
694 | // R!=0: two roots
|
---|
695 |
|
---|
696 | if (D==0)
|
---|
697 | {
|
---|
698 | const Double_t r = MMath::Sqrt3(R);
|
---|
699 |
|
---|
700 | x1 = r - a/3.; // real root
|
---|
701 | if (R==0)
|
---|
702 | return 1;
|
---|
703 |
|
---|
704 | x2 = 2*r - a/3.; // real root
|
---|
705 | return 2;
|
---|
706 | }
|
---|
707 |
|
---|
708 | if (D>0) // complex or duplicate roots
|
---|
709 | {
|
---|
710 | const Double_t sqrtd = TMath::Sqrt(D);
|
---|
711 |
|
---|
712 | const Double_t A = TMath::Sign(1., R)*MMath::Sqrt3(TMath::Abs(R)+sqrtd);
|
---|
713 |
|
---|
714 | // The case A==0 cannot happen. This would imply D==0
|
---|
715 | // if (A==0)
|
---|
716 | // {
|
---|
717 | // x1 = -a/3;
|
---|
718 | // return 1;
|
---|
719 | // }
|
---|
720 |
|
---|
721 | x1 = (A+Q/A)-a/3;
|
---|
722 |
|
---|
723 | //const Double_t S = MMath::Sqrt3(R + sqrtd);
|
---|
724 | //const Double_t T = MMath::Sqrt3(R - sqrtd);
|
---|
725 | //x1 = (S+T) - a/3.; // real root
|
---|
726 |
|
---|
727 | return 1;
|
---|
728 |
|
---|
729 | //z2 = (S + T)/2 - a/3.; // real part of complex root
|
---|
730 | //z3 = (S + T)/2 - a/3.; // real part of complex root
|
---|
731 | //im = fabs(sqrt(3)*(S - T)/2) // complex part of root pair
|
---|
732 | }
|
---|
733 |
|
---|
734 | // ----- The general solution with three roots ---
|
---|
735 |
|
---|
736 | if (Q==0)
|
---|
737 | return 0;
|
---|
738 |
|
---|
739 | if (Q>0) // This is here for speed reasons
|
---|
740 | {
|
---|
741 | const Double_t sqrtq = TMath::Sqrt(Q);
|
---|
742 | const Double_t rq = R/TMath::Abs(Q);
|
---|
743 |
|
---|
744 | const Double_t t = TMath::ACos(rq/sqrtq)/3;
|
---|
745 |
|
---|
746 | static const Double_t sqrt3 = TMath::Sqrt(3.);
|
---|
747 |
|
---|
748 | const Double_t s = TMath::Sin(t)*sqrt3;
|
---|
749 | const Double_t c = TMath::Cos(t);
|
---|
750 |
|
---|
751 | x1 = 2*sqrtq * c - a/3;
|
---|
752 | x2 = -sqrtq * (s + c) - a/3;
|
---|
753 | x3 = sqrtq * (s - c) - a/3;
|
---|
754 |
|
---|
755 | /* --- Easier to understand but slower ---
|
---|
756 | const Double_t th1 = TMath::ACos(rq/sqrtq);
|
---|
757 | const Double_t th2 = th1 + TMath::TwoPi();
|
---|
758 | const Double_t th3 = th2 + TMath::TwoPi();
|
---|
759 |
|
---|
760 | x1 = 2.*sqrtq * TMath::Cos(th1/3.) - a/3.;
|
---|
761 | x2 = 2.*sqrtq * TMath::Cos(th2/3.) - a/3.;
|
---|
762 | x3 = 2.*sqrtq * TMath::Cos(th3/3.) - a/3.;
|
---|
763 | */
|
---|
764 | return 3;
|
---|
765 | }
|
---|
766 |
|
---|
767 | const TComplex sqrtq = TComplex::Sqrt(Q);
|
---|
768 | const Double_t rq = R/TMath::Abs(Q);
|
---|
769 |
|
---|
770 | const TComplex th1 = TComplex::ACos(rq/sqrtq);
|
---|
771 | const TComplex th2 = th1 + TMath::TwoPi();
|
---|
772 | const TComplex th3 = th2 + TMath::TwoPi();
|
---|
773 |
|
---|
774 | // For ReMul, see bove
|
---|
775 | x1 = ReMul(2.*sqrtq, th1) - a/3.;
|
---|
776 | x2 = ReMul(2.*sqrtq, th2) - a/3.;
|
---|
777 | x3 = ReMul(2.*sqrtq, th3) - a/3.;
|
---|
778 |
|
---|
779 | return 3;
|
---|
780 | }
|
---|