@itwin/core-geometry 4.3.0-dev.11 → 4.3.0-dev.12

package/lib/esm/numerics/Newton.js.map

@@ -1 +1 @@
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Copyright (c) Bentley Systems, Incorporated. All rights reserved.\r\n* See LICENSE.md in the project root for license terms and full copyright notice.\r\n*--------------------------------------------------------------------------------------------*/\r\n\r\n/** @packageDocumentation\r\n * @module Numerics\r\n */\r\n\r\nimport { Geometry } from \"../Geometry\";\r\nimport { Plane3dByOriginAndVectors } from \"../geometry3d/Plane3dByOriginAndVectors\";\r\nimport { Point2d, Vector2d } from \"../geometry3d/Point2dVector2d\";\r\nimport { SmallSystem } from \"./Polynomials\";\r\n\r\n// cspell:word currentdFdX\r\n/** base class for Newton iterations in various dimensions.\r\n * Dimension-specific classes carry all dimension-related data and answer generalized queries\r\n * from this base class.\r\n * @internal\r\n */\r\nexport abstract class AbstractNewtonIterator {\r\n  /** Compute a step.  The current x and function values must be retained for use in later method calls */\r\n  public abstract computeStep(): boolean;\r\n  /** return the current step size, scaled for use in tolerance tests.\r\n   * * This is a single number, typically the max of various per-dimension `dx / (1+x)` for the x and dx of that dimension.\r\n   */\r\n  public abstract currentStepSize(): number;\r\n  /**\r\n   * Apply the current step (in all dimensions)\r\n   * @param isFinalStep true if this is a final step.\r\n   */\r\n  public abstract applyCurrentStep(isFinalStep: boolean): boolean;\r\n  /**\r\n   * @param stepSizeTarget tolerance to consider a single step converged.\r\n   * This number should be \"moderately\" strict.   Because 2 successive convergences are required,\r\n   * it is expected that a first \"accept\" for (say) 10 to 14 digit step will be followed by another\r\n   * iteration.   A well behaved newton would then hypothetically double the number of digits to\r\n   * 20 to 28.  Since the IEEE double only carries 16 digits, this second-convergence step will\r\n   * typically achieve full precision.\r\n   * @param successiveConvergenceTarget number of successive convergences required for acceptance.\r\n   * @param maxIterations max number of iterations.   A typical newton step converges in 3 to 6 iterations.\r\n   *     Allow 15 to 20 to catch difficult cases.\r\n   */\r\n  protected constructor(\r\n    stepSizeTolerance: number = 1.0e-11,\r\n    successiveConvergenceTarget: number = 2,\r\n    maxIterations: number = 15) {\r\n    this._stepSizeTolerance = stepSizeTolerance;\r\n    this._successiveConvergenceTarget = successiveConvergenceTarget;\r\n    this._maxIterations = maxIterations;\r\n  }\r\n  /** Number of consecutive steps which passed convergence condition */\r\n  protected _numAccepted: number = 0;\r\n  /** Target number of successive convergences */\r\n  protected _successiveConvergenceTarget: number;\r\n  /** convergence target (the implementation-specific currentStepSize is compared to this) */\r\n  protected _stepSizeTolerance: number;\r\n  /** Max iterations allowed */\r\n  protected _maxIterations: number;\r\n  /** number of iterations (incremented at each step) */\r\n  public numIterations: number = 0;\r\n  /**\r\n   * Test if a step is converged.\r\n   * * Convergence is accepted with enough (_successiveConvergenceTarget) small steps (according to _stepSizeTolerance) occur in succession.\r\n   * @param delta step size as reported by currentStepSize\r\n   */\r\n  public testConvergence(delta: number): boolean {\r\n    if (Math.abs(delta) < this._stepSizeTolerance) {\r\n      this._numAccepted++;\r\n      return this._numAccepted >= this._successiveConvergenceTarget;\r\n    }\r\n    this._numAccepted = 0;\r\n    return false;\r\n  }\r\n  /**\r\n   * Run iterations, calling various methods from base and derived classes:\r\n   * * computeStep -- typically evaluate derivatives and solve linear system.\r\n   * * currentStepSize -- return numeric measure of the step just computed by computeStep\r\n   * * testConvergence -- test if the step from currentStepSize (along with recent steps) is converged.\r\n   * * applyCurrentStep -- apply the step to the independent variables\r\n   */\r\n  public runIterations(): boolean {\r\n    this._numAccepted = 0;\r\n    this.numIterations = 0;\r\n    while (this.numIterations++ < this._maxIterations && this.computeStep()) {\r\n      if (this.testConvergence(this.currentStepSize())\r\n        && this.applyCurrentStep(true)) {\r\n        return true;\r\n      }\r\n      this.applyCurrentStep(false);\r\n    }\r\n    return false;\r\n  }\r\n}\r\n/** object to evaluate a newton function.  The object must retain most-recent function and derivative\r\n * values for immediate query.\r\n * @internal\r\n */\r\nexport abstract class NewtonEvaluatorRtoRD {\r\n  /** evaluate the function and its derivative at x. */\r\n  public abstract evaluate(x: number): boolean;\r\n  /** most recent function value */\r\n  public currentF!: number;\r\n  /** most recent evaluated derivative */\r\n  public currentdFdX!: number;\r\n}\r\n/**\r\n * Newton iterator for use when both function and derivative can be evaluated.\r\n * @internal\r\n */\r\nexport class Newton1dUnbounded extends AbstractNewtonIterator {\r\n  private _func: NewtonEvaluatorRtoRD;\r\n  private _currentStep!: number;\r\n  private _currentX!: number;\r\n  private _target!: number;\r\n  /**\r\n   * Constructor for 1D newton iteration with approximate derivatives.\r\n   * @param func function that returns both function and derivative.\r\n   */\r\n  public constructor(func: NewtonEvaluatorRtoRD) {\r\n    super();\r\n    this._func = func;\r\n    this.setTarget(0);\r\n  }\r\n  /** Set the independent variable */\r\n  public setX(x: number): boolean { this._currentX = x; return true; }\r\n  /** Get the independent variable */\r\n  public getX(): number { return this._currentX; }\r\n  /** Set the target function value */\r\n  public setTarget(y: number) { this._target = y; }\r\n  /** move the current X by the just-computed step */\r\n  public applyCurrentStep(): boolean { return this.setX(this._currentX - this._currentStep); }\r\n  /** Compute the univariate newton step. */\r\n  public computeStep(): boolean {\r\n    if (this._func.evaluate(this._currentX)) {\r\n      const dx = Geometry.conditionalDivideFraction(this._func.currentF - this._target, this._func.currentdFdX);\r\n      if (dx !== undefined) {\r\n        this._currentStep = dx;\r\n        return true;\r\n      }\r\n    }\r\n    return false;\r\n  }\r\n  /** Return the current step size as a relative number. */\r\n  public currentStepSize(): number {\r\n    return Math.abs(this._currentStep / (1.0 + Math.abs(this._currentX)));\r\n  }\r\n}\r\n\r\n/** object to evaluate a newton function (without derivative).  The object must retain most-recent function value.\r\n * @internal\r\n */\r\nexport abstract class NewtonEvaluatorRtoR {\r\n  /** Evaluate function value into member currentF */\r\n  public abstract evaluate(x: number): boolean;\r\n  /** Most recent function evaluation. */\r\n  public currentF!: number;\r\n}\r\n\r\n/** Newton iteration for a univariate function, using approximate derivatives.\r\n * @internal\r\n */\r\nexport class Newton1dUnboundedApproximateDerivative extends AbstractNewtonIterator {\r\n  private _func: NewtonEvaluatorRtoR;\r\n  private _currentStep!: number;\r\n  private _currentX!: number;\r\n  /** Step size for iteration.\r\n   * * Initialized to 1e-8, which is appropriate for iteration in fraction space.\r\n   * * Should be larger for iteration with real distance as x.\r\n   */\r\n  public derivativeH: number; // step size for approximate derivative\r\n\r\n  /**\r\n   * Constructor for 1D newton iteration with approximate derivatives.\r\n   * @param func function that returns both function and derivative.\r\n   */\r\n  public constructor(func: NewtonEvaluatorRtoR) {\r\n    super();\r\n    this._func = func;\r\n    this.derivativeH = 1.0e-8;\r\n  }\r\n  /** Set the x (independent, iterated) value */\r\n  public setX(x: number): boolean { this._currentX = x; return true; }\r\n  /** Get the independent variable */\r\n  public getX(): number { return this._currentX; }\r\n  /** move the current X by the just-computed step */\r\n  public applyCurrentStep(): boolean { return this.setX(this._currentX - this._currentStep); }\r\n  /** Univariate newton step computed with APPROXIMATE derivative. */\r\n  public computeStep(): boolean {\r\n    if (this._func.evaluate(this._currentX)) {\r\n      const fA = this._func.currentF;\r\n      if (this._func.evaluate(this._currentX + this.derivativeH)) {\r\n        const fB = this._func.currentF;\r\n        const dx = Geometry.conditionalDivideFraction(fA, (fB - fA) / this.derivativeH);\r\n        if (dx !== undefined) {\r\n          this._currentStep = dx;\r\n          return true;\r\n        }\r\n      }\r\n    }\r\n    return false;\r\n  }\r\n\r\n  /** Return the current step size as a relative number. */\r\n  public currentStepSize(): number {\r\n    return Math.abs(this._currentStep / (1.0 + Math.abs(this._currentX)));\r\n  }\r\n}\r\n\r\n/** object to evaluate a 2-parameter newton function (with derivatives!!).\r\n * @internal\r\n */\r\nexport abstract class NewtonEvaluatorRRtoRRD {\r\n  /** Iteration controller calls this to ask for evaluation of the function and its two partial derivatives.\r\n   * * The implementation returns true, it must set the currentF object.\r\n   */\r\n  public abstract evaluate(x: number, y: number): boolean;\r\n  /** most recent function evaluation as xy parts of the plane */\r\n  public currentF!: Plane3dByOriginAndVectors;\r\n  /**\r\n   * constructor.\r\n   * * This creates a currentF object to (repeatedly) receive function and derivatives.\r\n   */\r\n  public constructor() {\r\n    this.currentF = Plane3dByOriginAndVectors.createXYPlane();\r\n  }\r\n}\r\n\r\n/**\r\n * Implement evaluation steps for newton iteration in 2 dimensions, using caller supplied NewtonEvaluatorRRtoRRD object.\r\n * @internal\r\n */\r\nexport class Newton2dUnboundedWithDerivative extends AbstractNewtonIterator {\r\n  private _func: NewtonEvaluatorRRtoRRD;\r\n  private _currentStep: Vector2d;\r\n  private _currentUV: Point2d;\r\n\r\n  public constructor(func: NewtonEvaluatorRRtoRRD) {\r\n    super();\r\n    this._func = func;\r\n    this._currentStep = Vector2d.createZero();\r\n    this._currentUV = Point2d.createZero();\r\n  }\r\n  /** Set the current uv coordinates for current iteration */\r\n  public setUV(x: number, y: number): boolean { this._currentUV.set(x, y); return true; }\r\n  /** Get the current u coordinate */\r\n  public getU(): number { return this._currentUV.x; }\r\n  /** Get the current v coordinate */\r\n  public getV(): number { return this._currentUV.y; }\r\n  /** Move the currentUV coordinate by currentStep. */\r\n  public applyCurrentStep(): boolean { return this.setUV(this._currentUV.x - this._currentStep.x, this._currentUV.y - this._currentStep.y); }\r\n  /** Evaluate the functions and derivatives at this._currentUV\r\n   * Invert the jacobian and compute the this._currentStep.\r\n   */\r\n  public computeStep(): boolean {\r\n    if (this._func.evaluate(this._currentUV.x, this._currentUV.y)) {\r\n      const fA = this._func.currentF;\r\n      if (SmallSystem.linearSystem2d(\r\n        fA.vectorU.x, fA.vectorV.x,\r\n        fA.vectorU.y, fA.vectorV.y,\r\n        fA.origin.x, fA.origin.y, this._currentStep))\r\n        return true;\r\n    }\r\n    return false;\r\n  }\r\n  /**\r\n   * Return the largest relative step of the x,y, components of the current step.\r\n   */\r\n  public currentStepSize(): number {\r\n    return Geometry.maxAbsXY(\r\n      this._currentStep.x / (1.0 + Math.abs(this._currentUV.x)),\r\n      this._currentStep.y / (1.0 + Math.abs(this._currentUV.y)));\r\n  }\r\n}\r\n/**\r\n * SimpleNewton has static methods for newton methods with evaluated functions presented as immediate arguments (not function object)\r\n * @internal\r\n */\r\nexport class SimpleNewton {\r\n  /** Run a one-dimensional newton iteration with separate functions for function and derivative.\r\n   * * completion is at 2 (TWO) successive passes at (absoluteTolerance + relTol * abs (x)), where relTol is chosen internally.\r\n   * * absoluteTolerance is usually aggressively tight -- should come into play only for x near zero.\r\n   * * The relTol is fluffy (for instance around 1e-11) but in properly converging cases the extra pass after first success\r\n   *    normally moves to full machine precision.\r\n   * * This is an open-loop newton -- it just runs, and returns undefined if anything bad happens.\r\n   */\r\n  public static runNewton1D(\r\n    x: number,\r\n    func: (x: number) => number | undefined,\r\n    derivative: (x: number) => number | undefined,\r\n    absoluteTolerance: number = Geometry.smallFloatingPoint,\r\n  ): number | undefined {\r\n    let numConverged = 0;\r\n    let tolerance: number;\r\n    const relTol = 1.0e-11;\r\n    for (let iteration = 0; iteration < 20; iteration++) {\r\n      const f = func(x);\r\n      const df = derivative(x);\r\n      if (f !== undefined && df !== undefined) {\r\n        const dx = Geometry.conditionalDivideCoordinate(f, df);\r\n        if (dx === undefined)\r\n          return undefined;\r\n        x -= dx;\r\n        tolerance = absoluteTolerance + Math.abs(x) * relTol;\r\n        if (Math.abs(dx) < tolerance) {\r\n          numConverged++;\r\n          if (dx === 0.0 || numConverged > 1)   // bypass convergence count on true 0 dx !\r\n            return x;\r\n        } else {\r\n          numConverged = 0;\r\n        }\r\n      }\r\n    }\r\n    return undefined;\r\n  }\r\n}\r\n"]}
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Copyright (c) Bentley Systems, Incorporated. All rights reserved.\r\n* See LICENSE.md in the project root for license terms and full copyright notice.\r\n*--------------------------------------------------------------------------------------------*/\r\n\r\n/** @packageDocumentation\r\n * @module Numerics\r\n */\r\n\r\nimport { Geometry } from \"../Geometry\";\r\nimport { Plane3dByOriginAndVectors } from \"../geometry3d/Plane3dByOriginAndVectors\";\r\nimport { Point2d, Vector2d } from \"../geometry3d/Point2dVector2d\";\r\nimport { SmallSystem } from \"./Polynomials\";\r\n\r\n// cspell:word currentdFdX\r\n\r\n/**\r\n * Base class for Newton iterations in various dimensions.\r\n * Dimension-specific classes carry all dimension-related data and answer generalized queries from this base class.\r\n * @internal\r\n */\r\nexport abstract class AbstractNewtonIterator {\r\n  /** Compute a step. The current x and function values must be retained for use in later method calls. */\r\n  public abstract computeStep(): boolean;\r\n  /**\r\n   * Return the current step size, scaled for use in tolerance tests.\r\n   * * This is a single number, typically the max of various per-dimension `dx/(1+x)` for the x and dx of that dimension.\r\n   */\r\n  public abstract currentStepSize(): number;\r\n  /**\r\n   * Apply the current step (in all dimensions).\r\n   * @param isFinalStep true if this is a final step.\r\n   */\r\n  public abstract applyCurrentStep(isFinalStep: boolean): boolean;\r\n  /**\r\n   * The constructor.\r\n   * @param stepSizeTarget tolerance to consider a single step converged.\r\n   * This number should be \"moderately\" strict. Because 2 successive convergences are required,\r\n   * it is expected that a first \"accept\" for (say) 10 to 14 digit step will be followed by another\r\n   * iteration. A well behaved newton would then hypothetically double the number of digits to\r\n   * 20 to 28. Since the IEEE double only carries 16 digits, this second-convergence step will\r\n   * typically achieve full precision.\r\n   * @param successiveConvergenceTarget number of successive convergences required for acceptance.\r\n   * @param maxIterations max number of iterations. A typical newton step converges in 3 to 6 iterations.\r\n   * Allow 15 to 20 to catch difficult cases.\r\n   */\r\n  protected constructor(\r\n    stepSizeTolerance: number = 1.0e-11,\r\n    successiveConvergenceTarget: number = 2,\r\n    maxIterations: number = 15,\r\n  ) {\r\n    this._stepSizeTolerance = stepSizeTolerance;\r\n    this._successiveConvergenceTarget = successiveConvergenceTarget;\r\n    this._maxIterations = maxIterations;\r\n  }\r\n  /** Number of consecutive steps which passed convergence condition. */\r\n  protected _numAccepted: number = 0;\r\n  /** Target number of successive convergences. */\r\n  protected _successiveConvergenceTarget: number;\r\n  /** Convergence target (the implementation-specific currentStepSize is compared to this). */\r\n  protected _stepSizeTolerance: number;\r\n  /** Max iterations allowed. */\r\n  protected _maxIterations: number;\r\n  /** Number of iterations (incremented at each step). */\r\n  public numIterations: number = 0;\r\n  /**\r\n   * Test if a step is converged.\r\n   * * Convergence is accepted with enough (_successiveConvergenceTarget) small steps (according to _stepSizeTolerance)\r\n   * occur in succession.\r\n   * @param delta step size as reported by currentStepSize.\r\n   */\r\n  public testConvergence(delta: number): boolean {\r\n    if (Math.abs(delta) < this._stepSizeTolerance) {\r\n      this._numAccepted++;\r\n      return this._numAccepted >= this._successiveConvergenceTarget;\r\n    }\r\n    this._numAccepted = 0;\r\n    return false;\r\n  }\r\n  /**\r\n   * Run iterations, calling various methods from base and derived classes:\r\n   * * computeStep -- typically evaluate derivatives and solve linear system.\r\n   * * currentStepSize -- return numeric measure of the step just computed by computeStep.\r\n   * * testConvergence -- test if the step from currentStepSize (along with recent steps) is converged.\r\n   * * applyCurrentStep -- apply the step to the independent variables.\r\n   */\r\n  public runIterations(): boolean {\r\n    this._numAccepted = 0;\r\n    this.numIterations = 0;\r\n    while (this.numIterations++ < this._maxIterations && this.computeStep()) {\r\n      if (this.testConvergence(this.currentStepSize()) && this.applyCurrentStep(true)) {\r\n        return true;\r\n      }\r\n      this.applyCurrentStep(false);\r\n    }\r\n    return false;\r\n  }\r\n}\r\n/**\r\n * Object to evaluate a newton function. The object must retain most-recent function and derivative\r\n * values for immediate query.\r\n * @internal\r\n */\r\nexport abstract class NewtonEvaluatorRtoRD {\r\n  /** Evaluate the function and its derivative at x. */\r\n  public abstract evaluate(x: number): boolean;\r\n  /** Most recent function value, i.e., f(x_n). */\r\n  public currentF!: number;\r\n  /** Most recent evaluated derivative, i.e., f'(x_n). */\r\n  public currentdFdX!: number;\r\n}\r\n/**\r\n * Newton iterator for use when both function and derivative can be evaluated.\r\n * To solve `f(x) = 0`, the Newton iteration is `x_{n+1} = x_n - dx = x_n - f(x_n)/f'(x_n)`.\r\n * To solve `f(x) = target` which is equivalent to solving  `g(x) = f(x) - target = 0`, the Newton iteration is\r\n * `x_{n+1} = x_n - dx = x_n - g(x_n)/g'(x_n) = x_n - (f(x_n)-target)/f'(x_n)`.\r\n * @internal\r\n */\r\nexport class Newton1dUnbounded extends AbstractNewtonIterator {\r\n  private _func: NewtonEvaluatorRtoRD;\r\n  /** Current step is dx. */\r\n  private _currentStep!: number;\r\n  /** Current X is x_n. */\r\n  private _currentX!: number;\r\n  /** The target */\r\n  private _target!: number;\r\n  /**\r\n   * Constructor for 1D newton iteration with derivatives.\r\n   * @param func function that returns both function value and derivative.\r\n   */\r\n  public constructor(func: NewtonEvaluatorRtoRD) {\r\n    super();\r\n    this._func = func;\r\n    this.setTarget(0);\r\n  }\r\n  /** Set the independent variable, i.e., x_n. */\r\n  public setX(x: number): boolean {\r\n    this._currentX = x;\r\n    return true;\r\n  }\r\n  /** Get the independent variable, i.e., x_n. */\r\n  public getX(): number {\r\n    return this._currentX;\r\n  }\r\n  /** Set the target function value. */\r\n  public setTarget(y: number): void {\r\n    this._target = y;\r\n  }\r\n  /** Move the current X by the just-computed step, i.e., `x_n - dx`. */\r\n  public applyCurrentStep(): boolean {\r\n    // console.log(this._currentX - this._currentStep); // print approximations for debug\r\n    return this.setX(this._currentX - this._currentStep);\r\n  }\r\n  /** Compute the univariate newton step. */\r\n  public computeStep(): boolean {\r\n    if (this._func.evaluate(this._currentX)) {\r\n      const dx = Geometry.conditionalDivideFraction(this._func.currentF - this._target, this._func.currentdFdX);\r\n      if (dx !== undefined) {\r\n        this._currentStep = dx;\r\n        return true;\r\n      }\r\n    }\r\n    return false;\r\n  }\r\n  /** Return the current step size as a relative number, i.e., `|dx / (1 + |x_n|)|`. */\r\n  public currentStepSize(): number {\r\n    return Math.abs(this._currentStep / (1.0 + Math.abs(this._currentX)));\r\n  }\r\n}\r\n\r\n/**\r\n * Object to evaluate a newton function (without derivative). The object must retain most-recent function value.\r\n * @internal\r\n */\r\nexport abstract class NewtonEvaluatorRtoR {\r\n  /** Evaluate function value into member currentF */\r\n  public abstract evaluate(x: number): boolean;\r\n  /** Most recent function evaluation, i.e., f(x_n). */\r\n  public currentF!: number;\r\n}\r\n\r\n/**\r\n * Newton iteration for a univariate function, using approximate derivatives.\r\n * To approximate the derivatives we use a small step `h`, i.e., `f'(x_n) = (f(x_n + h) - f(x_n)) / h`.\r\n * Therefore, to solve `f(x) = 0`, the iteration is\r\n * `x_{n+1} = x_n - dx = x_n - f(x_n)/f'(x_n) = x_n - f(x_n) * h / (f(x_n + h) - f(x_n))`.\r\n * @internal\r\n */\r\nexport class Newton1dUnboundedApproximateDerivative extends AbstractNewtonIterator {\r\n  private _func: NewtonEvaluatorRtoR;\r\n  /** Current step is dx. */\r\n  private _currentStep!: number;\r\n  /** Current X is x_n. */\r\n  private _currentX!: number;\r\n  /**\r\n   * Step size for approximate derivative for the iteration.\r\n   * * Initialized to 1e-8, which is appropriate for iteration in fraction space.\r\n   * * Should be larger for iteration with real distance as x.\r\n   */\r\n  public derivativeH: number; // h\r\n\r\n  /**\r\n   * Constructor for 1D newton iteration with approximate derivatives.\r\n   * @param func function that only returns function value (and not derivative).\r\n   */\r\n  public constructor(func: NewtonEvaluatorRtoR) {\r\n    super();\r\n    this._func = func;\r\n    this.derivativeH = 1.0e-8;\r\n  }\r\n  /** Set the independent variable, i.e., x_n. */\r\n  public setX(x: number): boolean {\r\n    this._currentX = x;\r\n    return true;\r\n  }\r\n  /** Get the independent variable, i.e., x_n. */\r\n  public getX(): number {\r\n    return this._currentX;\r\n  }\r\n  /** Move the current X by the just-computed step, i.e., `x_n - dx`. */\r\n  public applyCurrentStep(): boolean {\r\n    // console.log(this._currentX - this._currentStep); // print approximations for debug\r\n    return this.setX(this._currentX - this._currentStep);\r\n  }\r\n  /** Univariate newton step computed with approximate derivative. */\r\n  public computeStep(): boolean {\r\n    if (this._func.evaluate(this._currentX)) {\r\n      const fA = this._func.currentF; // f(x_n)\r\n      if (this._func.evaluate(this._currentX + this.derivativeH)) {\r\n        const fB = this._func.currentF; // f(x_n + h)\r\n        const dx = Geometry.conditionalDivideFraction(fA, (fB - fA) / this.derivativeH);\r\n        if (dx !== undefined) {\r\n          this._currentStep = dx;\r\n          return true;\r\n        }\r\n      }\r\n    }\r\n    return false;\r\n  }\r\n  /** Return the current step size as a relative number, i.e., `|dx / (1 + |x_n|)|`. */\r\n  public currentStepSize(): number {\r\n    return Math.abs(this._currentStep / (1.0 + Math.abs(this._currentX)));\r\n  }\r\n}\r\n\r\n/**\r\n * Object to evaluate a 2-parameter newton function with derivatives.\r\n * @internal\r\n */\r\nexport abstract class NewtonEvaluatorRRtoRRD {\r\n  /**\r\n   * Iteration controller calls this to ask for evaluation of the function and its two partial derivatives.\r\n   * * The implementation returns true, it must set the currentF object.\r\n   */\r\n  public abstract evaluate(x: number, y: number): boolean;\r\n  /**\r\n   * Most recent function evaluation as parts of the plane.\r\n   * * See doc of [[Newton2dUnboundedWithDerivative]] class for info on 2d newton method.\r\n   * * For current value (u,v) of the independent variable, and `F(u,v) := (x(u,v), y(u,v)), the returned plane has:\r\n   * * `origin.x` = x(u,v)\r\n   * * `origin.y` = y(u,v)\r\n   * * `vectorU.x` = dx/du\r\n   * * `vectorU.y` = dy/du\r\n   * * `vectorV.x` = dx/dv\r\n   * * `vectorV.y` = dy/dv\r\n   * * In other words, the plane stores the columns of the Jacobian matrix J of F: `vectorU` stores the partials\r\n   * of F with respect to u (the first column of J), and `vectorV` stores the partials of F with respect to v\r\n   * (the second column of J):\r\n   *\r\n   * `[vectorU.x   vectorV.x]`\r\n   *\r\n   * `[vectorU.y   vectorV.y]`\r\n   */\r\n  public currentF!: Plane3dByOriginAndVectors;\r\n  /**\r\n   * Constructor.\r\n   * * This creates a currentF object to (repeatedly) receive function and derivatives.\r\n   */\r\n  public constructor() {\r\n    this.currentF = Plane3dByOriginAndVectors.createXYPlane();\r\n  }\r\n}\r\n\r\n/**\r\n * Implement evaluation steps for newton iteration in 2 dimensions, using caller supplied NewtonEvaluatorRRtoRRD object.\r\n * * Suppose we want to find the roots of `F(u,v) := (x(u,v), y(u,v))`. Writing `X := (u,v)` and `F(X)` as column vectors,\r\n *  the 2D Newton's iteration to find a root of `F` is given by:\r\n * `X_{n+1} = X_n - dX = X_n - JInv(X_n)F(X_n)`, where `JInv` is the inverse of the Jacobian matrix `J`, and `J` is\r\n * defined as:\r\n *\r\n * `[dx/du   dx/dv]`\r\n *\r\n * `[dy/du   dy/dv]`\r\n * @internal\r\n */\r\nexport class Newton2dUnboundedWithDerivative extends AbstractNewtonIterator {\r\n  private _func: NewtonEvaluatorRRtoRRD;\r\n  /** Current step, or dX = (du, dv). */\r\n  private _currentStep: Vector2d;\r\n  /** Current uv parameters, or X_n = (u_n, v_n). */\r\n  private _currentUV: Point2d;\r\n  /**\r\n   * Constructor for 2D newton iteration with derivatives.\r\n   * @param func function that returns both function value and derivative.\r\n   */\r\n  public constructor(func: NewtonEvaluatorRRtoRRD) {\r\n    super();\r\n    this._func = func;\r\n    this._currentStep = Vector2d.createZero();\r\n    this._currentUV = Point2d.createZero();\r\n  }\r\n  /** Set the current uv parameters, i.e., `X_n = (u_n, v_n)`. */\r\n  public setUV(u: number, v: number): boolean {\r\n    this._currentUV.set(u, v);\r\n    return true;\r\n  }\r\n  /** Get the current u parameter of X_n, i.e., u_n. */\r\n  public getU(): number {\r\n    return this._currentUV.x;\r\n  }\r\n  /** Get the current v parameter of X_n, i.e., v_n. */\r\n  public getV(): number {\r\n    return this._currentUV.y;\r\n  }\r\n  /** Update the current uv parameter by currentStep, i.e., compute `X_{n+1} := X_n - dX = (u_n - du, v_n - dv)`. */\r\n  public applyCurrentStep(): boolean {\r\n    // print approximations for debug\r\n    // console.log(\"(\" + (this._currentUV.x - this._currentStep.x) + \",\" + (this._currentUV.y - this._currentStep.y) + \")\");\r\n    return this.setUV(this._currentUV.x - this._currentStep.x, this._currentUV.y - this._currentStep.y);\r\n  }\r\n  /**\r\n   * Evaluate the functions and derivatives at `X_n = (u_n, v_n)`, and solve the Jacobian matrix equation to\r\n   * compute `dX = (du, dv)`.\r\n   */\r\n  public computeStep(): boolean {\r\n    if (this._func.evaluate(this._currentUV.x, this._currentUV.y)) {\r\n      const fA = this._func.currentF;\r\n      if (\r\n        SmallSystem.linearSystem2d(\r\n          fA.vectorU.x, fA.vectorV.x,\r\n          fA.vectorU.y, fA.vectorV.y,\r\n          fA.origin.x, fA.origin.y,\r\n          this._currentStep,\r\n        )\r\n      )\r\n        return true;\r\n    }\r\n    return false;\r\n  }\r\n  /**\r\n   * Return the current relative step size, i.e., the larger absolute component of `dX / (1 + |X_n|)`\r\n   */\r\n  public currentStepSize(): number {\r\n    return Geometry.maxAbsXY(\r\n      this._currentStep.x / (1.0 + Math.abs(this._currentUV.x)),\r\n      this._currentStep.y / (1.0 + Math.abs(this._currentUV.y)),\r\n    );\r\n  }\r\n}\r\n/**\r\n * SimpleNewton has static methods for newton methods with evaluated functions presented as immediate arguments\r\n * (not function object).\r\n * @internal\r\n */\r\nexport class SimpleNewton {\r\n  /**\r\n   * Run a one-dimensional newton iteration with separate functions for function and derivative.\r\n   * * Completion is at 2 (TWO) successive passes at `absoluteTolerance + relTol * abs(x)`, where relTol is\r\n   * chosen internally.\r\n   * * `absoluteTolerance` is usually aggressively tight -- should come into play only for x near zero.\r\n   * * The `relTol` is fluffy (for instance around 1e-11) but in properly converging cases the extra pass after\r\n   * first success normally moves to full machine precision.\r\n   * * This is an open-loop newton -- it just runs, and returns undefined if anything bad happens.\r\n   */\r\n  public static runNewton1D(\r\n    x: number,\r\n    func: (x: number) => number | undefined,\r\n    derivative: (x: number) => number | undefined,\r\n    absoluteTolerance: number = Geometry.smallFloatingPoint,\r\n  ): number | undefined {\r\n    let numConverged = 0;\r\n    let tolerance: number;\r\n    const relTol = 1.0e-11;\r\n    for (let iteration = 0; iteration < 20; iteration++) {\r\n      const f = func(x);\r\n      const df = derivative(x);\r\n      if (f !== undefined && df !== undefined) {\r\n        const dx = Geometry.conditionalDivideCoordinate(f, df);\r\n        if (dx === undefined)\r\n          return undefined;\r\n        x -= dx;\r\n        // console.log(x); // print approximations for debug\r\n        tolerance = absoluteTolerance + Math.abs(x) * relTol;\r\n        if (Math.abs(dx) < tolerance) {\r\n          numConverged++;\r\n          if (dx === 0.0 || numConverged > 1)   // bypass convergence count on true 0 dx\r\n            return x;\r\n        } else {\r\n          numConverged = 0;\r\n        }\r\n      }\r\n    }\r\n    return undefined;\r\n  }\r\n}\r\n"]}

package/lib/esm/numerics/Polynomials.d.ts

@@ -486,7 +486,7 @@ export declare class SmallSystem {
     static ray3dXYZUVWClosestApproachUnbounded(ax: number, ay: number, az: number, au: number, av: number, aw: number, bx: number, by: number, bz: number, bu: number, bv: number, bw: number, result: Vector2d): boolean;
     /**
      * Solve the pair of linear equations
-     * * `ux * x + vx + y = cx`
+     * * `ux * x + vx * y = cx`
      * * `uy * x + vy * y = cy`
      * @param ux xx coefficient
      * @param vx xy coefficient
@@ -494,7 +494,7 @@ export declare class SmallSystem {
      * @param vy yy coefficient
      * @param cx x right hand side
      * @param cy y right hand side
-     * @param result (x,y) solution.  (MUST be preallocated by caller)
+     * @param result (x,y) solution (MUST be preallocated by caller)
      */
     static linearSystem2d(ux: number, vx: number, // first row of matrix
     uy: number, vy: number, // second row of matrix

package/lib/esm/numerics/Polynomials.d.ts.map

@@ -1 +1 @@
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package/lib/esm/numerics/Polynomials.js

@@ -1442,7 +1442,7 @@ export class SmallSystem {
     }
     /**
      * Solve the pair of linear equations
-     * * `ux * x + vx + y = cx`
+     * * `ux * x + vx * y = cx`
      * * `uy * x + vy * y = cy`
      * @param ux xx coefficient
      * @param vx xy coefficient
@@ -1450,7 +1450,7 @@ export class SmallSystem {
      * @param vy yy coefficient
      * @param cx x right hand side
      * @param cy y right hand side
-     * @param result (x,y) solution.  (MUST be preallocated by caller)
+     * @param result (x,y) solution (MUST be preallocated by caller)
      */
     static linearSystem2d(ux, vx, // first row of matrix
     uy, vy, // second row of matrix