diff --git a/.vscode/settings.json b/.vscode/settings.json index 074c4ab03..67fe06477 100644 --- a/.vscode/settings.json +++ b/.vscode/settings.json @@ -1,6 +1,64 @@ { - "C_Cpp.clang_format_style": "{ BasedOnStyle: Google, UseTab: Never, IndentWidth: 4, TabWidth: 4, AllowShortIfStatementsOnASingleLine: false, IndentCaseLabels: true, ColumnLimit: 80, AccessModifierOffset: -3, AlignConsecutiveMacros: true }", - "editor.formatOnSave": true, - "editor.formatOnType": true, - "editor.formatOnPaste": true + "C_Cpp.clang_format_style": "{ BasedOnStyle: Google, UseTab: Never, IndentWidth: 4, TabWidth: 4, AllowShortIfStatementsOnASingleLine: false, IndentCaseLabels: true, ColumnLimit: 80, AccessModifierOffset: -3, AlignConsecutiveMacros: true }", + "editor.formatOnSave": true, + "editor.formatOnType": true, + "editor.formatOnPaste": true, + "files.associations": { + "array": "cpp", + "atomic": "cpp", + "*.tcc": "cpp", + "bitset": "cpp", + "cctype": "cpp", + "chrono": "cpp", + "cinttypes": "cpp", + "clocale": "cpp", + "cmath": "cpp", + "complex": "cpp", + "cstdarg": "cpp", + "cstddef": "cpp", + "cstdint": "cpp", + "cstdio": "cpp", + "cstdlib": "cpp", + "cstring": "cpp", + "ctime": "cpp", + "cwchar": "cpp", + "cwctype": "cpp", + "deque": "cpp", + "list": "cpp", + "unordered_map": "cpp", + "unordered_set": "cpp", + "vector": "cpp", + "exception": "cpp", + "algorithm": "cpp", + "functional": "cpp", + "iterator": "cpp", + "map": "cpp", + "memory": "cpp", + "memory_resource": "cpp", + "numeric": "cpp", + "optional": "cpp", + "random": "cpp", + "ratio": "cpp", + "set": "cpp", + "string": "cpp", + "string_view": "cpp", + "system_error": "cpp", + "tuple": "cpp", + "type_traits": "cpp", + "utility": "cpp", + "fstream": "cpp", + "initializer_list": "cpp", + "iomanip": "cpp", + "iosfwd": "cpp", + "iostream": "cpp", + "istream": "cpp", + "limits": "cpp", + "new": "cpp", + "ostream": "cpp", + "sstream": "cpp", + "stdexcept": "cpp", + "streambuf": "cpp", + "typeinfo": "cpp", + "valarray": "cpp" + } } diff --git a/DIRECTORY.md b/DIRECTORY.md index 781a4cbe0..d2c85ebda 100644 --- a/DIRECTORY.md +++ b/DIRECTORY.md @@ -223,11 +223,13 @@ ## Numerical Methods * [Bisection Method](https://github.com/TheAlgorithms/C-Plus-Plus/blob/master/numerical_methods/bisection_method.cpp) * [Brent Method Extrema](https://github.com/TheAlgorithms/C-Plus-Plus/blob/master/numerical_methods/brent_method_extrema.cpp) + * [Composite Simpson Rule](https://github.com/TheAlgorithms/C-Plus-Plus/blob/master/numerical_methods/composite_simpson_rule.cpp) * [Durand Kerner Roots](https://github.com/TheAlgorithms/C-Plus-Plus/blob/master/numerical_methods/durand_kerner_roots.cpp) * [False Position](https://github.com/TheAlgorithms/C-Plus-Plus/blob/master/numerical_methods/false_position.cpp) * [Fast Fourier Transform](https://github.com/TheAlgorithms/C-Plus-Plus/blob/master/numerical_methods/fast_fourier_transform.cpp) * [Gaussian Elimination](https://github.com/TheAlgorithms/C-Plus-Plus/blob/master/numerical_methods/gaussian_elimination.cpp) * [Golden Search Extrema](https://github.com/TheAlgorithms/C-Plus-Plus/blob/master/numerical_methods/golden_search_extrema.cpp) + * [Inverse Fast Fourier Transform](https://github.com/TheAlgorithms/C-Plus-Plus/blob/master/numerical_methods/inverse_fast_fourier_transform.cpp) * [Lu Decompose](https://github.com/TheAlgorithms/C-Plus-Plus/blob/master/numerical_methods/lu_decompose.cpp) * [Lu Decomposition](https://github.com/TheAlgorithms/C-Plus-Plus/blob/master/numerical_methods/lu_decomposition.h) * [Midpoint Integral Method](https://github.com/TheAlgorithms/C-Plus-Plus/blob/master/numerical_methods/midpoint_integral_method.cpp) diff --git a/numerical_methods/composite_simpson_rule.cpp b/numerical_methods/composite_simpson_rule.cpp new file mode 100644 index 000000000..9a5e8c180 --- /dev/null +++ b/numerical_methods/composite_simpson_rule.cpp @@ -0,0 +1,202 @@ +/** + * @file + * @brief Implementation of the Composite Simpson Rule for the approximation + * + * @details The following is an implementation of the Composite Simpson Rule for + * the approximation of definite integrals. More info -> wiki: + * https://en.wikipedia.org/wiki/Simpson%27s_rule#Composite_Simpson's_rule + * + * The idea is to split the interval in an EVEN number N of intervals and use as + * interpolation points the xi for which it applies that xi = x0 + i*h, where h + * is a step defined as h = (b-a)/N where a and b are the first and last points + * of the interval of the integration [a, b]. + * + * We create a table of the xi and their corresponding f(xi) values and we + * evaluate the integral by the formula: I = h/3 * {f(x0) + 4*f(x1) + 2*f(x2) + + * ... + 2*f(xN-2) + 4*f(xN-1) + f(xN)} + * + * That means that the first and last indexed i f(xi) are multiplied by 1, + * the odd indexed f(xi) by 4 and the even by 2. + * + * In this program there are 4 sample test functions f, g, k, l that are + * evaluated in the same interval. + * + * Arguments can be passed as parameters from the command line argv[1] = N, + * argv[2] = a, argv[3] = b + * + * N must be even number and a /// for assert +#include /// for math functions +#include /// for integer allocation +#include /// for std::atof +#include /// for std::function +#include /// for IO operations +#include /// for std::map container + +/** + * @namespace numerical_methods + * @brief Numerical algorithms/methods + */ +namespace numerical_methods { +/** + * @namespace simpson_method + * @brief Contains the Simpson's method implementation + */ +namespace simpson_method { +/** + * @fn double evaluate_by_simpson(int N, double h, double a, + * std::function func) + * @brief Calculate integral or assert if integral is not a number (Nan) + * @param N number of intervals + * @param h step + * @param a x0 + * @param func: choose the function that will be evaluated + * @returns the result of the integration + */ +double evaluate_by_simpson(std::int32_t N, double h, double a, + std::function func) { + std::map + data_table; // Contains the data points. key: i, value: f(xi) + double xi = a; // Initialize xi to the starting point x0 = a + + // Create the data table + double temp; + for (std::int32_t i = 0; i <= N; i++) { + temp = func(xi); + data_table.insert( + std::pair(i, temp)); // add i and f(xi) + xi += h; // Get the next point xi for the next iteration + } + + // Evaluate the integral. + // Remember: f(x0) + 4*f(x1) + 2*f(x2) + ... + 2*f(xN-2) + 4*f(xN-1) + f(xN) + double evaluate_integral = 0; + for (std::int32_t i = 0; i <= N; i++) { + if (i == 0 || i == N) + evaluate_integral += data_table.at(i); + else if (i % 2 == 1) + evaluate_integral += 4 * data_table.at(i); + else + evaluate_integral += 2 * data_table.at(i); + } + + // Multiply by the coefficient h/3 + evaluate_integral *= h / 3; + + // If the result calculated is nan, then the user has given wrong input + // interval. + assert(!std::isnan(evaluate_integral) && + "The definite integral can't be evaluated. Check the validity of " + "your input.\n"); + // Else return + return evaluate_integral; +} + +/** + * @fn double f(double x) + * @brief A function f(x) that will be used to test the method + * @param x The independent variable xi + * @returns the value of the dependent variable yi = f(xi) + */ +double f(double x) { return std::sqrt(x) + std::log(x); } +/** @brief Another test function */ +double g(double x) { return std::exp(-x) * (4 - std::pow(x, 2)); } +/** @brief Another test function */ +double k(double x) { return std::sqrt(2 * std::pow(x, 3) + 3); } +/** @brief Another test function*/ +double l(double x) { return x + std::log(2 * x + 1); } +} // namespace simpson_method +} // namespace numerical_methods + +/** + * \brief Self-test implementations + * @param N is the number of intervals + * @param h is the step + * @param a is x0 + * @param b is the end of the interval + * @param used_argv_parameters is 'true' if argv parameters are given and + * 'false' if not + */ +static void test(std::int32_t N, double h, double a, double b, + bool used_argv_parameters) { + // Call the functions and find the integral of each function + double result_f = numerical_methods::simpson_method::evaluate_by_simpson( + N, h, a, numerical_methods::simpson_method::f); + assert((used_argv_parameters || (result_f >= 4.09 && result_f <= 4.10)) && + "The result of f(x) is wrong"); + std::cout << "The result of integral f(x) on interval [" << a << ", " << b + << "] is equal to: " << result_f << std::endl; + + double result_g = numerical_methods::simpson_method::evaluate_by_simpson( + N, h, a, numerical_methods::simpson_method::g); + assert((used_argv_parameters || (result_g >= 0.27 && result_g <= 0.28)) && + "The result of g(x) is wrong"); + std::cout << "The result of integral g(x) on interval [" << a << ", " << b + << "] is equal to: " << result_g << std::endl; + + double result_k = numerical_methods::simpson_method::evaluate_by_simpson( + N, h, a, numerical_methods::simpson_method::k); + assert((used_argv_parameters || (result_k >= 9.06 && result_k <= 9.07)) && + "The result of k(x) is wrong"); + std::cout << "The result of integral k(x) on interval [" << a << ", " << b + << "] is equal to: " << result_k << std::endl; + + double result_l = numerical_methods::simpson_method::evaluate_by_simpson( + N, h, a, numerical_methods::simpson_method::l); + assert((used_argv_parameters || (result_l >= 7.16 && result_l <= 7.17)) && + "The result of l(x) is wrong"); + std::cout << "The result of integral l(x) on interval [" << a << ", " << b + << "] is equal to: " << result_l << std::endl; +} + +/** + * @brief Main function + * @param argc commandline argument count (ignored) + * @param argv commandline array of arguments (ignored) + * @returns 0 on exit + */ +int main(int argc, char** argv) { + std::int32_t N = 16; /// Number of intervals to divide the integration + /// interval. MUST BE EVEN + double a = 1, b = 3; /// Starting and ending point of the integration in + /// the real axis + double h; /// Step, calculated by a, b and N + + bool used_argv_parameters = + false; // If argv parameters are used then the assert must be omitted + // for the tst cases + + // Get user input (by the command line parameters or the console after + // displaying messages) + if (argc == 4) { + N = std::atoi(argv[1]); + a = (double)std::atof(argv[2]); + b = (double)std::atof(argv[3]); + // Check if a 0 && "N has to be > 0"); + if (N < 16 || a != 1 || b != 3) + used_argv_parameters = true; + std::cout << "You selected N=" << N << ", a=" << a << ", b=" << b + << std::endl; + } else + std::cout << "Default N=" << N << ", a=" << a << ", b=" << b + << std::endl; + + // Find the step + h = (b - a) / N; + + test(N, h, a, b, used_argv_parameters); // run self-test implementations + + return 0; +} diff --git a/numerical_methods/inverse_fast_fourier_transform.cpp b/numerical_methods/inverse_fast_fourier_transform.cpp new file mode 100644 index 000000000..d2248be7b --- /dev/null +++ b/numerical_methods/inverse_fast_fourier_transform.cpp @@ -0,0 +1,161 @@ +/** + * @file + * @brief [An inverse fast Fourier transform + * (IFFT)](https://www.geeksforgeeks.org/python-inverse-fast-fourier-transformation/) + * is an algorithm that computes the inverse fourier transform. + * @details + * This algorithm has an application in use case scenario where a user wants find coefficients of + * a function in a short time by just using points generated by DFT. + * Time complexity + * this algorithm computes the IDFT in O(nlogn) time in comparison to traditional O(n^2). + * @author [Ameya Chawla](https://github.com/ameyachawlaggsipu) + */ + +#include /// for assert +#include /// for mathematical-related functions +#include /// for storing points and coefficents +#include /// for IO operations +#include /// for std::vector + +/** + * @namespace numerical_methods + * @brief Numerical algorithms/methods + */ +namespace numerical_methods { +/** + * @brief InverseFastFourierTransform is a recursive function which returns list of + * complex numbers + * @param p List of Coefficents in form of complex numbers + * @param n Count of elements in list p + * @returns p if n==1 + * @returns y if n!=1 + */ +std::complex *InverseFastFourierTransform(std::complex *p, uint8_t n) { + if (n == 1) { + return p; /// Base Case To return + } + + double pi = 2 * asin(1.0); /// Declaring value of pi + + std::complex om = std::complex( + cos(2 * pi / n), sin(2 * pi / n)); /// Calculating value of omega + + om.real(om.real()/n); /// One change in comparison with DFT + om.imag(om.imag()/n); /// One change in comparison with DFT + + auto *pe = new std::complex[n / 2]; /// Coefficients of even power + + auto *po = new std::complex[n / 2]; /// Coefficients of odd power + + int k1 = 0, k2 = 0; + for (int j = 0; j < n; j++) { + if (j % 2 == 0) { + pe[k1++] = p[j]; /// Assigning values of even Coefficients + + } else + po[k2++] = p[j]; /// Assigning value of odd Coefficients + } + + std::complex *ye = + InverseFastFourierTransform(pe, n / 2); /// Recursive Call + + std::complex *yo = + InverseFastFourierTransform(po, n / 2); /// Recursive Call + + auto *y = new std::complex[n]; /// Final value representation list + + k1 = 0, k2 = 0; + + for (int i = 0; i < n / 2; i++) { + y[i] = + ye[k1] + pow(om, i) * yo[k2]; /// Updating the first n/2 elements + y[i + n / 2] = + ye[k1] - pow(om, i) * yo[k2]; /// Updating the last n/2 elements + + k1++; + k2++; + } + + if(n!=2){ + + delete[] pe; + delete[] po; + + } + + delete[] ye; /// Deleting dynamic array ye + delete[] yo; /// Deleting dynamic array yo + return y; +} + +} // namespace numerical_methods + +/** + * @brief Self-test implementations + * @details + * Declaring two test cases and checking for the error + * in predicted and true value is less than 0.000000000001. + * @returns void + */ +static void test() { + /* descriptions of the following test */ + + auto *t1 = new std::complex[2]; /// Test case 1 + auto *t2 = new std::complex[4]; /// Test case 2 + + t1[0] = {3, 0}; + t1[1] = {-1, 0}; + t2[0] = {10, 0}; + t2[1] = {-2, -2}; + t2[2] = {-2, 0}; + t2[3] = {-2, 2}; + + uint8_t n1 = 2; + uint8_t n2 = 4; + std::vector> r1 = { + {1, 0}, {2, 0}}; /// True Answer for test case 1 + + std::vector> r2 = { + {1, 0}, {2, 0}, {3, 0}, {4, 0}}; /// True Answer for test case 2 + + std::complex *o1 = numerical_methods::InverseFastFourierTransform(t1, n1); + + std::complex *o2 = numerical_methods::InverseFastFourierTransform(t2, n2); + + for (uint8_t i = 0; i < n1; i++) { + assert((r1[i].real() - o1[i].real() < 0.000000000001) && + (r1[i].imag() - o1[i].imag() < + 0.000000000001)); /// Comparing for both real and imaginary + /// values for test case 1 + + } + + for (uint8_t i = 0; i < n2; i++) { + assert((r2[i].real() - o2[i].real() < 0.000000000001) && + (r2[i].imag() - o2[i].imag() < + 0.000000000001)); /// Comparing for both real and imaginary + /// values for test case 2 + + } + + + delete[] t1; + delete[] t2; + delete[] o1; + delete[] o2; + std::cout << "All tests have successfully passed!\n"; +} + +/** + * @brief Main function + * @param argc commandline argument count (ignored) + * @param argv commandline array of arguments (ignored) + * calls automated test function to test the working of fast fourier transform. + * @returns 0 on exit + */ + +int main(int argc, char const *argv[]) { + test(); // run self-test implementations + // with 2 defined test cases + return 0; +}