Java-寻找关于计算函数的最小值/最大值或步骤间隔中的导数的建议

时间:2015-08-29 02:39:06

标签: java max min numerical-methods function-approximation

寻找关于已成为Java噩梦的数学问题的建议。我扫描了网络,找不到解决方案。我查看了类似的程序,遗憾的是无法找到帮助。

问题摘要:我希望在Java中实现一个方法,它可以找到Riemann-Siegel Z(t)函数的最小值或最大值(我已经创建了计算Z(t)的代码)或者其衍生物的价值。为了显示我想要做的事情,Z(t)的图表从0 <0。 t&lt; 100看起来像这样。

enter image description here

直接审核Wolfram Alphahere中的功能会导致&#34; Java噩梦&#34;我看起来过于复杂。我所描述的问题并不是非常复杂,尽管可能是由于我在数值分析方面缺乏经验。我希望做的总体概要是

  1. 在Java中编写一个方法来计算该函数的导数为零的所有位置(在上图中,该函数在0

  2. 在方法内部,定义一个步骤间隔,通过下限和上限来评估函数。

  3. 以下三种方法之一 - 计算一种方法的最大值/最小值,计算两种方法的最大值/最小值,或计算导数为零的值。

  4. 将此添加到我现有的程序中(我已经制作了一个测试程序,以使问题更容易。测试程序查看cos(x))

  5. 我扫描了互联网并找到了this。我发现了很多其他不同的方法,但这些方法似乎都没有用。所提供的所有解决方案似乎仅计算步进间隔内的一个最大值/最小值/导数。为了使用新方法,程序需要找到导数为零的所有值,或者当函数具有最大值或最小值时。作为示例,cos(x)在0 <0之间具有大约16个零。 x&lt; 50(新方法会找到所有这些值)。

    为了简化这一过程,我创建了一个可以根据cos(x)函数进行分析的测试程序。

    import java.math.*;
    
    public class Test {
        public static void main(String[] args){
            Function cos = new Function () 
            {
            public double f(double x) {
            return Math.cos(x);
            }
        };
    
    
            //findRoots(cos, 1, 1000, 0.001); 
            findDerivative(cos, 1, 100, 0.001);
        }
    
        // Needed as a reference for the interpolation function.
        public static interface Function {
        public double f(double x);
        }
    
         private static int sign(double x) {
        if (x < 0.0)
                return -1;
            else if (x > 0.0)
                return 1;
            else
                return 0;
        }
    
         // Finds the roots of the specified function passed in with a lower bound,
        // upper bound, and step size.
        public static void findRoots(Function f, double lowerBound,
                      double upperBound, double step) {
        double x = lowerBound, next_x = x;
        double y = f.f(x), next_y = y;
        int s = sign(y), next_s = s;
    
        for (x = lowerBound; x <= upperBound ; x += step) {
            s = sign(y = f.f(x));
            if (s == 0) {
            System.out.println(x);
            } else if (s != next_s) {
            double dx = x - next_x;
            double dy = y - next_y;
            double cx = x - dx * (y / dy);
            System.out.println(cx);
            }
            next_x = x; next_y = y; next_s = s;
        }
        }
    
        public static void findDerivative(Function f, double lowerBound, 
                double upperBound, double step) {
    
        for (double x = lowerBound; x <= upperBound; x += step) {
            double fxstep = f.f(x);
            double fx = fxstep;
            fxstep = f.f(x+step);
            double dy = (fxstep - fx) / step;
            if (Math.abs(dy) < 0.001) {
                System.out.println("The x value is " + x + ". The value of the "
                        + "derivative is " + dy);
            }
        }
    

    测试程序的目的是检查public static void findDerivative的方法是否正确。虽然它为导数的近似值返回两个值,但它有点有用。 cos(x)的图表如下所示。

    enter image description here

    程序输出的值是

    The x value is 3.140999999999764. The value of the derivative is -9.265358602572604E-5
    The x value is 3.141999999999764. The value of the derivative is 9.073462475805982E-4
    The x value is 6.282000000000432. The value of the derivative is 6.853070969592423E-4
    The x value is 6.283000000000432. The value of the derivative is -3.1469280259432963E-4
    The x value is 9.424000000000216. The value of the derivative is -2.7796075396935294E-4
    The x value is 9.425000000000216. The value of the derivative is 7.220391380347024E-4
    The x value is 12.564999999998475. The value of the derivative is 8.706142144987439E-4
    The x value is 12.565999999998475. The value of the derivative is -1.2938563354047972E-4
    The x value is 15.706999999996734. The value of the derivative is -4.632679163618647E-4
    The x value is 15.707999999996733. The value of the derivative is 5.36731999623008E-4
    The x value is 18.849000000000053. The value of the derivative is 5.592153640154862E-5
    The x value is 18.850000000000055. The value of the derivative is -9.440782817726756E-4
    The x value is 21.990000000003892. The value of the derivative is -6.485750521090239E-4
    The x value is 21.991000000003893. The value of the derivative is 3.514248534397524E-4
    The x value is 25.132000000007732. The value of the derivative is 2.4122869812792658E-4
    The x value is 25.133000000007733. The value of the derivative is -7.587711848833223E-4
    The x value is 28.27300000001157. The value of the derivative is -8.338821652076334E-4
    The x value is 28.274000000011572. The value of the derivative is 1.6611769582119962E-4
    The x value is 31.41500000001541. The value of the derivative is 4.2653585174967645E-4
    The x value is 31.416000000015412. The value of the derivative is -5.734640621257725E-4
    The x value is 34.55700000001016. The value of the derivative is -1.9189476674341677E-5
    The x value is 34.55800000001016. The value of the derivative is 9.808103242914257E-4
    The x value is 37.69800000000284. The value of the derivative is 6.118430110335638E-4
    The x value is 37.69900000000284. The value of the derivative is -3.881568994001938E-4
    The x value is 40.83999999999552. The value of the derivative is -2.0449666182642545E-4
    The x value is 40.84099999999552. The value of the derivative is 7.955032111928162E-4
    The x value is 43.9809999999882. The value of the derivative is 7.971501513326373E-4
    The x value is 43.9819999999882. The value of the derivative is -2.028497212425151E-4
    The x value is 47.12299999998088. The value of the derivative is -3.8980383987308187E-4
    The x value is 47.123999999980875. The value of the derivative is 6.10196070671698E-4
    The x value is 50.26399999997356. The value of the derivative is 9.824572642092022E-4
    The x value is 50.264999999973554. The value of the derivative is -1.754253620145363E-5
    The x value is 53.405999999966234. The value of the derivative is -5.75111004597062E-4
    The x value is 53.40699999996623. The value of the derivative is 4.2488890927838696E-4
    The x value is 56.54799999995891. The value of the derivative is 1.6776464961676396E-4
    The x value is 56.54899999995891. The value of the derivative is -8.322352119671805E-4
    The x value is 59.68899999995159. The value of the derivative is -7.604181495590723E-4
    The x value is 59.68999999995159. The value of the derivative is 2.39581733230132E-4
    The x value is 62.83099999994427. The value of the derivative is 3.530718295507995E-4
    The x value is 62.831999999944266. The value of the derivative is -6.469280763310437E-4
    The x value is 65.97199999995095. The value of the derivative is -9.457252543310091E-4
    The x value is 65.97299999995096. The value of the derivative is 5.4274563066059045E-5
    The x value is 69.11399999996596. The value of the derivative is 5.383789610791112E-4
    The x value is 69.11499999996596. The value of the derivative is -4.616209549057615E-4
    The x value is 72.25599999998096. The value of the derivative is -1.3103257845425986E-4
    The x value is 72.25699999998096. The value of the derivative is 8.689672701400752E-4
    

    它接近,但由于Math.abs(dy)&lt;它需要计算导数两次。在findDerivative方法中有0.001。以下几种方法都没有成功。

    1. 要求建议通过牛顿法计算导数。我不知道应用牛顿的任何方法,因为我不知道Z(t)的导数。

    2. 我在网上和其他网站上找到的所有程序只能直接计算出一个&#34;一个&#34; [a,b]区间的最小值或最大值。在上图和Z(t)函数的图表中,我正在寻找所有的最小值和最大值(或者,当函数为零时)。计算间隔[0,100]之间的一个最小值或最大值并不会有帮助,我需要一个能够计算所有这些值的方法。

    3. 我原本低估了这样做的难度。

    4. 有人有建议吗?我可以用cos(x)测试程序做到这一点吗?如果我有这个工作,我可以自己去找出Z(t)程序。我花了很多时间思考这个并且失去了一些睡眠。我自己还没有想过解决这个问题的方法。

      以下是我用来计算一般值的Z(t)函数的原因(没有必要理解下面的程序来解决这些困难)。

      /**************************************************************************
      **
      **    Riemann-Siegel Formula for roots of Zeta(s) on critical line.
      **
      **************************************************************************
      **    Axion004
      **    07/31/2015
      **
      **    This program finds the roots of Zeta(s) using the well known Riemann-
      **    Siegel formula. The Riemann–Siegel theta function is approximated 
      **    using Stirling's approximation. It also uses an interpolation method to
      **    locate zeroes. The coefficients for R(t) are handled by the Taylor
      **    Series approximation originally listed by Haselgrove in 1960. It is 
      **    necessary to use these coefficients in order to increase computational 
      **    speed.
      **************************************************************************/
      
      public class SiegelMain{
          public static void main(String[] args){
              SiegelMain();
          }
      
          // Main method
          public static void SiegelMain() {
              Function RiemennSiegelZ = new Function () 
              {
              public double f(double x) {
              return RiemennZ(x, 4);
              }
          };
              System.out.println("Zeroes inside the critical line for " +
                      "Zeta(1/2 + it). The t values are referenced below.");
              System.out.println();
              // Uncomment to find non-trivial zeroes for Zeta(1/2 + it)
          findRoots(RiemennSiegelZ, 1, 40000, 0.001);
              //findMax(RiemennSiegelZ, 1, 400, 0.001);
          }
      
          /**
           * Needed as a reference for the interpolation function.
          */
          public static interface Function {
          public double f(double x);
          }
      
          /**
           * The sign of a calculated double value.
           * @param x - the double value.
           * @return the sign in -1,  1, or 0 format.
          */
          private static int sign(double x) {
          if (x < 0.0)
                  return -1;
              else if (x > 0.0)
                  return 1;
              else
                  return 0;
          }
      
          /**
           * Finds the roots of a specified function through interpolation.
           * @param f - the function
               * @param lowerBound - the lower bound of integration.
               * @param upperBound - the upper bound of integration.
               * @param step - the step for dx in [a:b]
           * @return the roots of the specified function.
          */
          public static void findRoots(Function f, double lowerBound,
                        double upperBound, double step) {
          double x = lowerBound, next_x = x;
          double y = f.f(x), next_y = y;
          int s = sign(y), next_s = s;
      
          for (x = lowerBound; x <= upperBound ; x += step) {
              s = sign(y = f.f(x));
              if (s == 0) {
              System.out.println(x);
              } else if (s != next_s) {
              double dx = x - next_x;
              double dy = y - next_y;
              double cx = x - dx * (y / dy);
              System.out.println(cx);
              }
              next_x = x; next_y = y; next_s = s;
          }
          }
      
          /**
           * Calculates the local maximum from a provided lower and upper bound.
           * @param f - the function
               * @param lowerBound - the lower bound of integration.
               * @param upperBound - the upper bound of integration.
               * @param step - the step for dx in [a:b]
           * @return the local maximum for the function.
          */
           public static void findMax(Function f, double lowerBound,
                        double upperBound, double step) {
          double x = lowerBound, next_x = x + step;
          double y = f.f(x), next_y = y + step;
      
          for (x = lowerBound; x <= upperBound ; x += step) {
                  if (y > (next_y)) {
              System.out.println(y);
              }
              next_x = x; next_y = y;
          }
          }
      
          /**
           * Calculates the local minimum from a provided lower and upper bound.
           * @param f - the function
               * @param lowerBound - the lower bound of integration.
               * @param upperBound - the upper bound of integration.
               * @param step - the step for dx in [a:b]
           * @return the local minimum for the function.
          */
          public static double findMin(Function f, double lowerBound, double 
                  upperBound, double step) {
          double minValue = f.f(lowerBound);
      
          for (double i=lowerBound; i <= upperBound; i+=step) {
              double currEval = f.f(i);
              if (currEval < minValue) {
                  minValue = currEval;
              }
          }
      
              return minValue;
          }
      
          /**
           * Riemann-Siegel theta function using the approximation by the 
               * Stirling series.
           * @param t - the value of t inside the Z(t) function.
           * @return Stirling's approximation for theta(t).
          */
          public static double theta (double t) {
              return (t/2.0 * Math.log(t/(2.0*Math.PI)) - t/2.0 - Math.PI/8.0
                      + 1.0/(48.0*Math.pow(t, 1)) + 7.0/(5760*Math.pow(t, 3)));
          }
      
          /**
           * Computes Math.Floor of the absolute value term passed in as t.
           * @param t - the value of t inside the Z(t) function.
           * @return Math.floor of the absolute value of t.
          */
          public static double fAbs(double t) {
              return Math.floor(Math.abs(t));
      
          }
      
          /**
           * Riemann-Siegel Z(t) function implemented per the Riemenn Siegel 
               * formula. See http://mathworld.wolfram.com/Riemann-SiegelFormula.html 
               * for details
           * @param t - the value of t inside the Z(t) function.
               * @param r - referenced for calculating the remainder terms by the
               * Taylor series approximations.
           * @return the approximate value of Z(t) through the Riemann-Siegel
               * formula
          */
          public static double RiemennZ(double t, int r) {
      
              double twopi = Math.PI * 2.0; 
              double val = Math.sqrt(t/twopi);
              double n = fAbs(val);
              double sum = 0.0;
      
              for (int i = 1; i <= n; i++) {
                sum += (Math.cos(theta(t) - t * Math.log(i))) / Math.sqrt(i);
              }
              sum = 2.0 * sum;
      
              double remainder;
              double frac = val - n; 
              int k = 0;
              double R = 0.0;
      
              // Necessary to individually calculate each remainder term by using
              // Taylor Series co-efficients. These coefficients are defined below.
              while (k <= r) {
                  R = R + C(k, 2.0*frac-1.0) * Math.pow(t / twopi, 
                          ((double) k) * -0.5);
                  k++;
              }
      
              remainder = Math.pow(-1, (int)n-1) * Math.pow(t / twopi, -0.25) * R;
              return sum + remainder;
          }
      
          /**
           * C terms for the Riemann-Siegel formula. See 
               * https://web.viu.ca/pughg/thesis.d/masters.thesis.pdf for details.
               * Calculates the Taylor Series coefficients for C0, C1, C2, C3, 
               * and C4. 
           * @param n - the number of coefficient terms to use.
               * @param z - referenced per the Taylor series calculations.
           * @return the Taylor series approximation of the remainder terms.
          */
          public static double C (int n, double z) {
              if (n==0) 
                  return(.38268343236508977173 * Math.pow(z, 0.0) 
                  +.43724046807752044936 * Math.pow(z, 2.0) 
                  +.13237657548034352332 * Math.pow(z, 4.0) 
                  -.01360502604767418865 * Math.pow(z, 6.0) 
                  -.01356762197010358089 * Math.pow(z, 8.0) 
                  -.00162372532314446528 * Math.pow(z,10.0) 
                  +.00029705353733379691 * Math.pow(z,12.0) 
                  +.00007943300879521470 * Math.pow(z,14.0) 
                  +.00000046556124614505 * Math.pow(z,16.0) 
                  -.00000143272516309551 * Math.pow(z,18.0) 
                  -.00000010354847112313 * Math.pow(z,20.0) 
                  +.00000001235792708386 * Math.pow(z,22.0) 
                  +.00000000178810838580 * Math.pow(z,24.0) 
                  -.00000000003391414390 * Math.pow(z,26.0) 
                  -.00000000001632663390 * Math.pow(z,28.0) 
                  -.00000000000037851093 * Math.pow(z,30.0) 
                  +.00000000000009327423 * Math.pow(z,32.0) 
                  +.00000000000000522184 * Math.pow(z,34.0) 
                  -.00000000000000033507 * Math.pow(z,36.0) 
                  -.00000000000000003412 * Math.pow(z,38.0)
                  +.00000000000000000058 * Math.pow(z,40.0) 
                  +.00000000000000000015 * Math.pow(z,42.0)); 
              else if (n==1) 
                  return(-.02682510262837534703 * Math.pow(z, 1.0) 
                  +.01378477342635185305 * Math.pow(z, 3.0) 
                  +.03849125048223508223 * Math.pow(z, 5.0) 
                  +.00987106629906207647 * Math.pow(z, 7.0) 
                  -.00331075976085840433 * Math.pow(z, 9.0) 
                  -.00146478085779541508 * Math.pow(z,11.0) 
                  -.00001320794062487696 * Math.pow(z,13.0) 
                  +.00005922748701847141 * Math.pow(z,15.0) 
                  +.00000598024258537345 * Math.pow(z,17.0) 
                  -.00000096413224561698 * Math.pow(z,19.0) 
                  -.00000018334733722714 * Math.pow(z,21.0) 
                  +.00000000446708756272 * Math.pow(z,23.0) 
                  +.00000000270963508218 * Math.pow(z,25.0) 
                  +.00000000007785288654 * Math.pow(z,27.0)
                  -.00000000002343762601 * Math.pow(z,29.0) 
                  -.00000000000158301728 * Math.pow(z,31.0) 
                  +.00000000000012119942 * Math.pow(z,33.0) 
                  +.00000000000001458378 * Math.pow(z,35.0) 
                  -.00000000000000028786 * Math.pow(z,37.0) 
                  -.00000000000000008663 * Math.pow(z,39.0) 
                  -.00000000000000000084 * Math.pow(z,41.0) 
                  +.00000000000000000036 * Math.pow(z,43.0) 
                  +.00000000000000000001 * Math.pow(z,45.0)); 
            else if (n==2) 
                  return(+.00518854283029316849 * Math.pow(z, 0.0) 
                  +.00030946583880634746 * Math.pow(z, 2.0) 
                  -.01133594107822937338 * Math.pow(z, 4.0) 
                  +.00223304574195814477 * Math.pow(z, 6.0) 
                  +.00519663740886233021 * Math.pow(z, 8.0) 
                  +.00034399144076208337 * Math.pow(z,10.0) 
                  -.00059106484274705828 * Math.pow(z,12.0) 
                  -.00010229972547935857 * Math.pow(z,14.0) 
                  +.00002088839221699276 * Math.pow(z,16.0) 
                  +.00000592766549309654 * Math.pow(z,18.0) 
                  -.00000016423838362436 * Math.pow(z,20.0) 
                  -.00000015161199700941 * Math.pow(z,22.0) 
                  -.00000000590780369821 * Math.pow(z,24.0) 
                  +.00000000209115148595 * Math.pow(z,26.0) 
                  +.00000000017815649583 * Math.pow(z,28.0) 
                  -.00000000001616407246 * Math.pow(z,30.0) 
                  -.00000000000238069625 * Math.pow(z,32.0) 
                  +.00000000000005398265 * Math.pow(z,34.0) 
                  +.00000000000001975014 * Math.pow(z,36.0) 
                  +.00000000000000023333 * Math.pow(z,38.0) 
                  -.00000000000000011188 * Math.pow(z,40.0) 
                  -.00000000000000000416 * Math.pow(z,42.0) 
                  +.00000000000000000044 * Math.pow(z,44.0) 
                  +.00000000000000000003 * Math.pow(z,46.0)); 
            else if (n==3) 
                  return(-.00133971609071945690 * Math.pow(z, 1.0) 
                  +.00374421513637939370 * Math.pow(z, 3.0) 
                  -.00133031789193214681 * Math.pow(z, 5.0) 
                  -.00226546607654717871 * Math.pow(z, 7.0) 
                  +.00095484999985067304 * Math.pow(z, 9.0) 
                  +.00060100384589636039 * Math.pow(z,11.0) 
                  -.00010128858286776622 * Math.pow(z,13.0) 
                  -.00006865733449299826 * Math.pow(z,15.0) 
                  +.00000059853667915386 * Math.pow(z,17.0) 
                  +.00000333165985123995 * Math.pow(z,19.0)
                  +.00000021919289102435 * Math.pow(z,21.0) 
                  -.00000007890884245681 * Math.pow(z,23.0) 
                  -.00000000941468508130 * Math.pow(z,25.0) 
                  +.00000000095701162109 * Math.pow(z,27.0) 
                  +.00000000018763137453 * Math.pow(z,29.0) 
                  -.00000000000443783768 * Math.pow(z,31.0) 
                  -.00000000000224267385 * Math.pow(z,33.0) 
                  -.00000000000003627687 * Math.pow(z,35.0) 
                  +.00000000000001763981 * Math.pow(z,37.0) 
                  +.00000000000000079608 * Math.pow(z,39.0) 
                  -.00000000000000009420 * Math.pow(z,41.0) 
                  -.00000000000000000713 * Math.pow(z,43.0) 
                  +.00000000000000000033 * Math.pow(z,45.0) 
                  +.00000000000000000004 * Math.pow(z,47.0)); 
            else 
                  return(+.00046483389361763382 * Math.pow(z, 0.0) 
                  -.00100566073653404708 * Math.pow(z, 2.0) 
                  +.00024044856573725793 * Math.pow(z, 4.0) 
                  +.00102830861497023219 * Math.pow(z, 6.0) 
                  -.00076578610717556442 * Math.pow(z, 8.0) 
                  -.00020365286803084818 * Math.pow(z,10.0) 
                  +.00023212290491068728 * Math.pow(z,12.0) 
                  +.00003260214424386520 * Math.pow(z,14.0) 
                  -.00002557906251794953 * Math.pow(z,16.0) 
                  -.00000410746443891574 * Math.pow(z,18.0) 
                  +.00000117811136403713 * Math.pow(z,20.0) 
                  +.00000024456561422485 * Math.pow(z,22.0) 
                  -.00000002391582476734 * Math.pow(z,24.0) 
                  -.00000000750521420704 * Math.pow(z,26.0) 
                  +.00000000013312279416 * Math.pow(z,28.0) 
                  +.00000000013440626754 * Math.pow(z,30.0) 
                  +.00000000000351377004 * Math.pow(z,32.0) 
                  -.00000000000151915445 * Math.pow(z,34.0) 
                  -.00000000000008915418 * Math.pow(z,36.0) 
                  +.00000000000001119589 * Math.pow(z,38.0) 
                  +.00000000000000105160 * Math.pow(z,40.0) 
                  -.00000000000000005179 * Math.pow(z,42.0) 
                  -.00000000000000000807 * Math.pow(z,44.0) 
                  +.00000000000000000011 * Math.pow(z,46.0) 
                  +.00000000000000000004 * Math.pow(z,48.0));
          }     
      }
      

1 个答案:

答案 0 :(得分:2)

看起来你正在尝试进行数值优化。 Apache Commons Math库有optimizationroot-finding的几种实现。即使您最终必须编写自己的实现,首先使用库中可用的算法对解决方案进行原型设计,以便在您自己实现之前找到一个有效的解决方案可能会有所帮助。