// (C) Copyright Nick Thompson 2021. // Use, modification and distribution are subject to the // Boost Software License, Version 1.0. (See accompanying file // LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt) #ifndef BOOST_MATH_TOOLS_CUBIC_ROOTS_HPP #define BOOST_MATH_TOOLS_CUBIC_ROOTS_HPP #include #include #include #include namespace boost::math::tools { // Solves ax^3 + bx^2 + cx + d = 0. // Only returns the real roots, as types get weird for real coefficients and // complex roots. Follows Numerical Recipes, Chapter 5, section 6. NB: A better // algorithm apparently exists: Algorithm 954: An Accurate and Efficient Cubic // and Quartic Equation Solver for Physical Applications However, I don't have // access to that paper! template std::array cubic_roots(Real a, Real b, Real c, Real d) { using std::abs; using std::acos; using std::cbrt; using std::cos; using std::fma; using std::sqrt; std::array roots = {std::numeric_limits::quiet_NaN(), std::numeric_limits::quiet_NaN(), std::numeric_limits::quiet_NaN()}; if (a == 0) { // bx^2 + cx + d = 0: if (b == 0) { // cx + d = 0: if (c == 0) { if (d != 0) { // No solutions: return roots; } roots[0] = 0; roots[1] = 0; roots[2] = 0; return roots; } roots[0] = -d / c; return roots; } auto [x0, x1] = quadratic_roots(b, c, d); roots[0] = x0; roots[1] = x1; return roots; } if (d == 0) { auto [x0, x1] = quadratic_roots(a, b, c); roots[0] = x0; roots[1] = x1; roots[2] = 0; std::sort(roots.begin(), roots.end()); return roots; } Real p = b / a; Real q = c / a; Real r = d / a; Real Q = (p * p - 3 * q) / 9; Real R = (2 * p * p * p - 9 * p * q + 27 * r) / 54; if (R * R < Q * Q * Q) { Real rtQ = sqrt(Q); Real theta = acos(R / (Q * rtQ)) / 3; Real st = sin(theta); Real ct = cos(theta); roots[0] = -2 * rtQ * ct - p / 3; roots[1] = -rtQ * (-ct + sqrt(Real(3)) * st) - p / 3; roots[2] = rtQ * (ct + sqrt(Real(3)) * st) - p / 3; } else { // In Numerical Recipes, Chapter 5, Section 6, it is claimed that we // only have one real root if R^2 >= Q^3. But this isn't true; we can // even see this from equation 5.6.18. The condition for having three // real roots is that A = B. It *is* the case that if we're in this // branch, and we have 3 real roots, two are a double root. Take // (x+1)^2(x-2) = x^3 - 3x -2 as an example. This clearly has a double // root at x = -1, and it gets sent into this branch. Real arg = R * R - Q * Q * Q; Real A = (R >= 0 ? -1 : 1) * cbrt(abs(R) + sqrt(arg)); Real B = 0; if (A != 0) { B = Q / A; } roots[0] = A + B - p / 3; // Yes, we're comparing floats for equality: // Any perturbation pushes the roots into the complex plane; out of the // bailiwick of this routine. if (A == B || arg == 0) { roots[1] = -A - p / 3; roots[2] = -A - p / 3; } } // Root polishing: for (auto &r : roots) { // Horner's method. // Here I'll take John Gustaffson's opinion that the fma is a *distinct* // operation from a*x +b: Make sure to compile these fmas into a single // instruction and not a function call! (I'm looking at you Windows.) Real f = fma(a, r, b); f = fma(f, r, c); f = fma(f, r, d); Real df = fma(3 * a, r, 2 * b); df = fma(df, r, c); if (df != 0) { Real d2f = fma(6 * a, r, 2 * b); Real denom = 2 * df * df - f * d2f; if (denom != 0) { r -= 2 * f * df / denom; } else { r -= f / df; } } } std::sort(roots.begin(), roots.end()); return roots; } // Computes the empirical residual p(r) (first element) and expected residual // eps*|rp'(r)| (second element) for a root. Recall that for a numerically // computed root r satisfying r = r_0(1+eps) of a function p, |p(r)| <= // eps|rp'(r)|. template std::array cubic_root_residual(Real a, Real b, Real c, Real d, Real root) { using std::abs; using std::fma; std::array out; Real residual = fma(a, root, b); residual = fma(residual, root, c); residual = fma(residual, root, d); out[0] = residual; // The expected residual is: // eps*[4|ar^3| + 3|br^2| + 2|cr| + |d|] // This can be demonstrated by assuming the coefficients and the root are // perturbed according to the rounding model of floating point arithmetic, // and then working through the inequalities. root = abs(root); Real expected_residual = fma(4 * abs(a), root, 3 * abs(b)); expected_residual = fma(expected_residual, root, 2 * abs(c)); expected_residual = fma(expected_residual, root, abs(d)); out[1] = expected_residual * std::numeric_limits::epsilon(); return out; } // Computes the condition number of rootfinding. This is defined in Corless, A // Graduate Introduction to Numerical Methods, Section 3.2.1. template Real cubic_root_condition_number(Real a, Real b, Real c, Real d, Real root) { using std::abs; using std::fma; // There are *absolute* condition numbers that can be defined when r = 0; // but they basically reduce to the residual computed above. if (root == static_cast(0)) { return std::numeric_limits::infinity(); } Real numerator = fma(abs(a), abs(root), abs(b)); numerator = fma(numerator, abs(root), abs(c)); numerator = fma(numerator, abs(root), abs(d)); Real denominator = fma(3 * a, root, 2 * b); denominator = fma(denominator, root, c); if (denominator == static_cast(0)) { return std::numeric_limits::infinity(); } denominator *= root; return numerator / abs(denominator); } } // namespace boost::math::tools #endif