I\'ve been trying to write a program in R that implements Newton\'s method. I\'ve been mostly successful, but there are two little snags that have been bothering me. Here\'s m
BTW, having recently written a toy which calculates fractal patterns based on root convergence of Newton's method in the complex plane, I can recommend you toss in some code like the following (where the main function's argument list includes "func" and "varname" ).
func<- gsub(varname, 'zvar', func)
funcderiv<- try( D(parse(text=func), 'zvar') )
if(class(funcderiv) == 'try-error') stop("Can't calculate derivative")
If you're more cautious, you could include a an argument "funcderiv" , and wrap my code in
if(missing(funcderiv)){blah blah}
Ahh, why not: here's my complete function for all to use and enjoy:-)
# build Newton-Raphson fractal
#define: f(z) the convergence per Newton's method is
# zn+1 = zn - f(zn)/f'(zn)
#record which root each starting z0 converges to,
# and to get even nicer coloring, record the number of iterations to get there.
# Inputs:
# func: character string, including the variable. E.g., 'x+ 2*x^2' or 'sin(x)'
# varname: character string indicating the variable name
# zreal: vector(preferably) of Re(z)
# zim: vector of Im(z)
# rootprec: convergence precision for the NewtonRaphson algorithm
# maxiter: safety switch, maximum iterations, after which throw an error
#
nrfrac<-function(func='z^5 - 1 ', varname = 'z', zreal= seq(-5,5,by=.1), zim, rootprec=1.0e-5, maxiter=1e4, drawplot=T, drawiterplot=F, ...) {
zreal<-as.vector(zreal)
if(missing(zim)) zim <- as.vector(zreal)
# precalculate F/F'
# check for differentiability (in R's capability)
# and make sure to get the correct variable name into the function
func<- gsub(varname, 'zvar', func)
funcderiv<- try( D(parse(text=func), 'zvar') )
if(class(funcderiv) == 'try-error') stop("Can't calculate derivative")
# Interesting "feature" of deparse : default is to limit each string to 60 or64
# chars. Need to avoid that here. Doubt I'd ever see a derivative w/ more
# than 500 chars, the max allowed by deparse. To do it right,
# need sum(nchar(funcderiv)) as width, and even then need to do some sort of
# paste(deparse(...),collapse='') to get a single string
nrfunc <- paste(text='(',func,')/(',deparse(funcderiv, width=500),')', collapse='')
# first arg to outer() will give rows
# Stupid Bug: I need to REVERSE zim to get proper axis orientation
zstart<- outer(rev(zim*1i), zreal, "+")
zindex <- 1:(length(zreal)*length(zim))
zvec <- data.frame(zdata=as.vector(zstart), zindex=zindex, itermap=rep(0,length(zindex)), badroot=rep(0,length(zindex)), rooterr=rep(0,length(zindex)) )
#initialize data.frame for zout.
zout=data.frame(zdata=rep(NA,length(zstart)), zindex=rep(NA,length(zindex)), itermap=rep(0,length(zindex)), badroot=rep(0,length(zindex)), rooterr=rep(0,length(zindex)))
# a value for rounding purposes later on; yes it works for rootprec >1
logprec <- -floor(log10(rootprec))
newtparam <- function(zvar) {}
body(newtparam)[2] <- parse(text=paste('newz<-', nrfunc, collapse=''))
body(newtparam)[3] <- parse(text=paste('return(invisible(newz))'))
iter <- 1
zold <- zvec # save zvec so I can return original values
zoutind <- 1 #initialize location to write solved values
while (iter <= maxiter & length(zold$zdata)>0 ) {
zold$rooterr <- newtparam(zold$zdata)
zold$zdata <- zold$zdata - zold$rooterr
rooterr <- abs(zold$rooterr)
zold$badroot[!is.finite(rooterr)] <- 1
zold$zdata[!is.finite(rooterr)] <- NA
# what if solvind = FFFFFFF? -- can't write 'nothing' to zout
solvind <- (zold$badroot >0 | rooterr0 ) zout[zoutind:(zoutind-1+sum(solvind)),] <- zold[solvind,]
#update zout index to next 'empty' row
zoutind<-zoutind + sum(solvind)
# update the iter count for remaining elements:
zold$itermap <- iter
# and reduce the size of the matrix being fed back to loop
zold<-zold[!solvind,]
iter <- iter +1
# just wonder if a gc() call here would make any difference
# wow -- it sure does
gc()
} # end of while
# Now, there may be some nonconverged values, so:
# badroot[] is set to 2 to distinguish from Inf/NaN locations
if( zoutind < length(zindex) ) { # there are nonconverged values
# fill the remaining rows, i.e. zout.index:length(zindex)
zout[(zoutind:length(zindex)),] <- zold # all of it
zold$badroot[] <- 2 # yes this is safe for length(badroot)==0
zold$zdata[]<-NA #keeps nonconverged values from messing up results
}
# be sure to properly re-order everything...
zout<-zout[order(zout$zindex),]
zout$zdata <- complex(re=round(Re(zout$zdata),logprec), im=round(Im(zout$zdata),logprec) )
rootvec <- factor(as.vector(zout$zdata), labels=c(1:length(unique(na.omit(as.vector(zout$zdata))))))
#convert from character, too!
rootIDmap<-matrix(as.numeric(rootvec), nr=length(zim))
# to colorize very simply:
if(drawplot) {
colorvec<-rainbow(length(unique(as.vector(rootIDmap))))
imagemat<-rootIDmap
imagemat[,]<-colorvec[imagemat] #now has color strings
dev.new()
# all '...' arguments used to set up plot
plot(range((zreal)),range((zim)), t='n',xlab='real',ylab='imaginary',... )
rasterImage(imagemat, range(zreal)[1], range(zim)[1], range(zreal)[2], range(zim)[2], interp=F)
}
outs <- list(rootIDmap=rootIDmap, zvec=zvec, zout=zout, nrfunc=nrfunc)
return(invisible(outs))
}