Let P(x) denote the polynomial in question. The least fixed point (LFP) of P is the lowest value of x such that x=P(x). The polynomial has real coefficients. There is no guarantee in general that an LFP will exist, although one is guaranteed to exist if the degree is odd and ≥ 3. I know of an efficient solution if the degree is 3. x=P(x) thus 0=P(x)-x. There is a closed-form cubic formula, solving for x is somewhat trivial and can be hardcoded. Degrees 2 and 1 are similarly easy. It's the more complicated cases that I'm having trouble with, since I can't seem to come up with a good algorithm for arbitrary degree.
EDIT:
I'm only considering real fixed points and taking the least among them, not necessarily the fixed point with the least absolute value.
Just solve f(x) = P(x) - x using your favorite numerical method. For example, you could iterate
x_{n + 1} = x_n - P(x_n) / (P'(x_n) - 1).
You won't find closed-form formula in general because there aren't any closed-form formula for quintic and higher polynomials. Thus, for quintic and higher degree you have to use a numerical method of some sort.
Since you want the least fixed point, you can't get away without finding all real roots of P(x) - x and selecting the smallest.
Finding all the roots of a polynomial is a tricky subject. If you have a black box routine, then by all means use it. Otherwise, consider the following trick:
Form M the companion matrix of P(x) - x
Find all eigenvalues of M
but this requires you have access to a routine for finding eigenvalues (which is another tricky problem, but there are plenty of good libraries).
Otherwise, you can implement the Jenkins-Traub algorithm, which is a highly non trivial piece of code.
I don't really recommend finding a zero (with eg. Newton's method) and deflating until you reach degree one: it is very unstable if not done properly, and you'll lose a lot of accuracy (and it is very difficult to tackle multiple roots with it). The proper way do do it is in fact the above-mentioned Jenkins-Traub algorithm.
This problem is trying to find the "least" (here I'm not sure if you mean in magnitude or actually the smallest, which could be the most negative) root of a polynomial. There is no closed form solution for polynomials of large degree, but there are myriad numerical approaches to finding roots.
As is often the case, Wikipedia is a good place to begin your search.
If you want to find the smallest root, then you can use the rule of signs to pin down the interval where it exists and then use some numerical method to find roots in that interval.
Related
I'm working on a problem, and it feels like it might be analogous to an existing problem in mathematical programming, but I'm having trouble finding any such problem.
The problem goes like this: We have n sets of d dimensional vectors, such that each set contains exactly d+1 vectors. Within each set, all vectors have the same length (furthermore, the angle between any two vectors in a set is the same for any set, but I'm not sure whether this relevant). We then need to choose exactly one vector out of every set, and compute the sum of these vectors. Our objective is to make our choices so that the sum of the vectors is minimized.
It feels like the problem is sort of related to the Shortest Vector Problem, or a variant of job scheduling, where scheduling a job on a machine affects all machines, or a partition problem.
Does this problem ring a bell? Specifically, I'm looking for research into solving this problem, as currently my best bet is using an ILP, but I feel there must be something more clever that can be done.
I think this is an MIQP (Mixed Integer Quadratic Programming) or MISOCP (mixed integer second-order cone) problem:
Let
v(i,j) be i vectors in group j (data)
x(i,j) in {0,1}: binary decision variables
w: sum of selected vectors (decision variable)
Then the problem can be stated as:
min ||w||
sum(i, x(i,j)) = 1 for all j
w = sum((i,j), x(i,j)*v(i,j))
If you want you can substitute out w. Indeed I don't use your angle restriction (this is a restriction on the data and not on the decision variables of the model). The x variables are chosen such that we select exactly one vector from each group.
Minimizing the 2-norm can be replaced by minimizing the sum of the squares of the elements (i.e. minimizing the square of the norm).
Assuming the 2-norm, this is a MISOCP problem or convex MIQP problem for which quite a few solvers are available. For 1-norm and infinity-norms we can formulate a linear MIP problem. MIP solvers are widely available.
I'm currently trying to solve the following problem, but am unsure which algorithm I should be using. Its in the area of mass identification.
I have a series of "weights", *w_i*, which can sum up to a total weight. The as-measured total weight has an error associated with it, so is thus inexact.
I need to find, given the total weight T, the closest k possible combinations of weights that can sum up to the total, where k is an input from the user. Each weight can be used multiple times.
Now, this sounds suspiciously like the bounded-integer multiple knapsack problem, however
it is possible to go over the weight, and
I also want all of the ranked solutions in terms of error
I can probably solve it using multiple sweeps of the knapsack problem, from weight-error->weight+error, by stepping in small enough increments, however it is possible if the increment is too large to miss certain weight combinations that could be used.
The number of weights is usually small (4 ->10 weights) and the ratio of the total weight to the mean weight is usually around 2 or 3
Does anyone know the names of an algorithm that might be suitable here?
Your problem effectively resembles the knapsack problem which is a NP-complete problem.
For really limited number of weights, you could run over every combinations with repetition followed by a sorting which gives you a quite high number of manipulations; at best: (n + k - 1)! / ((n - 1)! · k!) for the combination and n·log(n) for the sorting part.
Solving this kind of problem in a reasonable amount of time is best done by evolutionary algorithms nowadays.
If you take the following example from deap, an evolutionary algorithm framework in Python:
ga_knapsack.py, you realise that by modifying lines 58-59 that automatically discards an overweight solution for something smoother (a linear relation, for instance), it will give you solutions close to the optimal one in a shorter time than brute force. Solutions are already sorted for you at the end, as you requested.
As a first attempt I'd go for constraint programming (but then I almost always do, so take the suggestion with a pinch of salt):
Given W=w_1, ..., w_i for weights and E=e_1,.., e_i for the error (you can also make it asymmetric), and T.
Find all sets S (if the weights are unique, or a list) st sum w_1+e_1,..., w_k+e_k (where w_1, .., w_k \elem and e_1, ..., e_k \elem E) \approx T within some delta which you derive from k. Or just set it to some reasonably large value and decrease it as you are solving the constraints.
I just realise that you also want to parametrise the expression w_n op e_m over op \elem +, - (any combination of weights and error terms) and off the top of my head I don't know which constraint solver would allow you to do that. In any case, you can always fall back to prolog. It may not fly, especially if you have a lot of weights, but it will give you solutions quickly.
Is there an algorithm to check if a given (possibly nonlinear) function f is always positive?
The idea that I currently have is to find the roots of the function (using newton-raphson algorithm or similar techniques, see http://en.wikipedia.org/wiki/Root-finding_algorithm) and check for derivatives, or finding the minimum of the f, but they don't seems to be the best solutions to this problem, also there are a lot of convergence issues with root finding algorithms.
For example, in Maple, function verify can do this, but I need to implement it in my own program.
Maple Help on verify: http://www.maplesoft.com/support/help/Maple/view.aspx?path=verify/function_shells
Maple example:
assume(x,'real');
verify(x^2+1,0,'greater_than' ); --> returns true, since for every x we have x^2+1 > 0
[edit] Some background on the question:
The function $f$ is the right hand-side differential nonlinear model for a circuit. A nonlinear circuit can be modeled as a set of ordinary differential equations by applying modified nodal analysis (MNA), for sake of simplicity, let's consider only systems with 1 dimension, so $x' = f(x)$ where $f$ describes the circuit, for example $f$ can be $f(x) = 10x - 100x^2 + 200x^3 - 300x^4 + 100x^5$ ( A model for nonlinear tunnel-diode) or $f=10 - 2sin(4x)+ 3x$ (A model for josephson junction).
$x$ is bounded and $f$ is only defined in interval $[a,b] \in R$. $f$ is continuous.
I can also make an assumption that $f$ is Lipschitz with Lipschitz constant L>0, but I don't want to unless I have to.
If I understand your problem correctly, it boils down to counting the number of (real) roots in an interval without necessarily identifying them. In fact, you don't even need to get the exact number, just whether or not it's equal to zero.
If your function is a polynomial, I think that Sturm's theorem may be applicable. The Wikipedia article claims two other procedures are preferred, so you might want to check those out, too. I'm not sure if Descartes' rule of signs works on an interval, but Budan's theorem does appear to.
How can you compute a shortest addition chain (sac) for an arbitrary n <= 600 within one second?
Notes
This is the programming competition on codility for this month.
Addition chains are numerically very important, since they are the most economical way to compute x^n (by consecutive multiplications).
Knuth's Art of Computer Programming, Volume 2, Seminumerical Algorithms has a nice introduction to addition chains and some interesting properties, but I didn't find anything that enabled me to fulfill the strict performance requirements.
What I've tried (spoiler alert)
Firstly, I constructed a (highly branching) tree (with the start 1-> 2 -> ( 3 -> ..., 4 -> ...)) such that for each node n, the path from the root to n is a sac for n. But for values >400, the runtime is about the same as for making a coffee.
Then I used that program to find some useful properties for reducing the search space. With that, I'm able to build all solutions up to 600 while making a coffee. But for n, I need to compute all solutions up to n. Unfortunately, codility measures the class initialization's runtime, too...
Since the problem is probably NP-hard, I ended up hard-coding a lookup table. But since codility asked to construct the sac, I don't know if they had a lookup table in mind, so I feel dirty and like a cheater. Hence this question.
Update
If you think a hard-coded, full lookup table is the way to go, can you give an argument why you think a full computation/partly computed solutions/heuristics won't work?
I have just got my Golden Certificate for this problem. I will not provide a full solution because the problem is still available on the site.I will instead give you some hints:
You might consider doing a deep-first search.
There exists a minimal star-chain for each n < 12509
You need to know how prune your search space.
You need a good lower bound for the length of the chain you are looking for.
Remember that you need just one solution, not all.
Good luck.
Addition chains are numerically very important, since they are the
most economical way to compute x^n (by consecutive multiplications).
This is not true. They are not always the most economical way to compute x^n. Graham et. all proved that:
If each step in addition chain is assigned a cost equal to the product
of the numbers at that step, "binary" addition chains are shown to
minimize the cost.
Situation changes dramatically when we compute x^n (mod m), which is a common case, for example in cryptography.
Now, to answer your question. Apart from hard-coding a table with answers, you could try a Brauer chain.
A Brauer chain (aka star-chain) is an addition chain where each new element is formed as the sum of the previous element and some element (possibly the same). Brauer chain is a sac for n < 12509. Quoting Daniel. J. Bernstein:
Brauer's algorithm is often called "the left-to-right 2^k-ary method",
or simply "2^k-ary method". It is extremely popular. It is easy to
implement; constructing the chain for n is a simple matter of
inspecting the bits of n. It does not require much storage.
BTW. Does anybody know a decent C/C++ implementation of Brauer's chain computation? I'm working partially on a comparison of exponentiation times using binary and Brauer's chains for both cases: x^n and x^n (mod m).
I do the project on different matching algorithms, and with this one I can't understand quite clearly - does one really can get pair of corresponding features for train and test image or it just shows the degree of similarity between two images and you can't exactly match them? There are pictures in the article about it claiming some "partial matching", but is is a real matching indeed or not?
Here is a summary based mostly on remembering a paper in CACM, with a few quick looks at http://userweb.cs.utexas.edu/%7Egrauman/papers/grauman_cacm_extended.pdf
Given sets of points Xi and Yi representing features, you can produce a distance as SUM_i d(X_i, Y_p(i)) where p(i) matches each i with its own unique p(i), and is the p(x) producing the minimum such distance. You can find p(x) with the Hungarian algorithm, but this is expensive
The paper shows that you can approximate this distance much more cheaply. The approximation does not provide a p(x) for the original problem, but you could (I think) think of it as solving the matching problem for a simplified distance function f(X_i, Y_q(i)) where f(X, Y) only cares about whether X and Y fall into the bin of the histogram at some granularity, and, if so, which granularity that is. The algorithm does not produce an explicit q(x) but I suspect that you could produce one fairly easily if you wanted to, by pairing up points that fell into the same bin. If you did so, I suspect that it wouldn't do too badly with the original distance function d(X, Y), but I don't know what not too badly means here.
The function also has other nice properties, so that it plays well with Support Vector Machines, and fast approximate search algorithms.