Library
Module
TaylorSeries.TaylorSeries
— Module.TaylorSeries
A Julia package for Taylor expansions in one or more independent variables.
The basic constructors are Taylor1
and TaylorN
; see also HomogeneousPolynomial
.
Types
TaylorSeries.Taylor1
— Type.Taylor1{T<:Number} <: AbstractSeries{T}
DataType for polynomial expansions in one independent variable.
Fields:
coeffs :: Array{T,1}
Expansion coefficients; the $i$-th component is the coefficient of degree $i-1$ of the expansion.order :: Int
Maximum order (degree) of the polynomial.
Note that Taylor1
variables are callable. For more information, see evaluate
.
HomogeneousPolynomial{T<:Number} <: AbstractSeries{T}
DataType for homogenous polynomials in many (>1) independent variables.
Fields:
coeffs :: Array{T,1}
Expansion coefficients of the homogeneous
polynomial; the $i$-th component is related to a monomial, where the degrees of the independent variables are specified by coeff_table[order+1][i]
.
order :: Int
order (degree) of the homogenous polynomial.
Note that HomogeneousPolynomial
variables are callable. For more information, see evaluate
.
TaylorSeries.TaylorN
— Type.TaylorN{T<:Number} <: AbstractSeries{T}
DataType for polynomial expansions in many (>1) independent variables.
Fields:
coeffs :: Array{HomogeneousPolynomial{T},1}
Vector containing the
HomogeneousPolynomial
entries. The $i$-th component corresponds to the homogeneous polynomial of degree $i-1$.
order :: Int
maximum order of the polynomial expansion.
Note that TaylorN
variables are callable. For more information, see evaluate
.
TaylorSeries.AbstractSeries
— Type.AbstractSeries{T<:Number} <: Number
Parameterized abstract type for Taylor1
, HomogeneousPolynomial
and TaylorN
.
Functions and methods
TaylorSeries.Taylor1
— Method.Taylor1([T::Type=Float64], [order::Int=1])
Shortcut to define the independent variable of a Taylor1{T}
polynomial of given order
. The default type for T
is Float64
.
julia> Taylor1(16)
1.0 t + 𝒪(t¹⁷)
julia> Taylor1(Rational{Int}, 4)
1//1 t + 𝒪(t⁵)
TaylorSeries.HomogeneousPolynomial
— Method.HomogeneousPolynomial([T::Type=Float64], nv::Int])
Shortcut to define the nv
-th independent HomogeneousPolynomial{T}
. The default type for T
is Float64
.
julia> HomogeneousPolynomial(1)
1.0 x₁
julia> HomogeneousPolynomial(Rational{Int}, 2)
1//1 x₂
TaylorSeries.TaylorN
— Method.TaylorN([T::Type=Float64], nv::Int; [order::Int=get_order()])
Shortcut to define the nv
-th independent TaylorN{T}
variable as a polynomial. The order is defined through the keyword parameter order
, whose default corresponds to get_order()
. The default of type for T
is Float64
.
julia> TaylorN(1)
1.0 x₁ + 𝒪(‖x‖⁷)
julia> TaylorN(Rational{Int},2)
1//1 x₂ + 𝒪(‖x‖⁷)
TaylorSeries.set_variables
— Function.set_variables([T::Type], names::String; [order=get_order(), numvars=-1])
Return a TaylorN{T}
vector with each entry representing an independent variable. names
defines the output for each variable (separated by a space). The default type T
is Float64
, and the default for order
is the one defined globally. Changing the order
or numvars
resets the hash_tables.
If numvars
is not specified, it is inferred from names
. If only one variable name is defined and numvars>1
, it uses this name with subscripts for the different variables.
julia> set_variables(Int, "x y z", order=4)
3-element Array{TaylorSeries.TaylorN{Int},1}:
1 x + 𝒪(‖x‖⁵)
1 y + 𝒪(‖x‖⁵)
1 z + 𝒪(‖x‖⁵)
julia> set_variables("α", numvars=2)
2-element Array{TaylorSeries.TaylorN{Float64},1}:
1.0 α₁ + 𝒪(‖x‖⁵)
1.0 α₂ + 𝒪(‖x‖⁵)
julia> set_variables("x", order=6, numvars=2)
2-element Array{TaylorSeries.TaylorN{Float64},1}:
1.0 x₁ + 𝒪(‖x‖⁷)
1.0 x₂ + 𝒪(‖x‖⁷)
TaylorSeries.get_variables
— Function.get_variables(T::Type, [order::Int=get_order()])
Return a TaylorN{T}
vector with each entry representing an independent variable. It takes the default _params_TaylorN_
values if set_variables
hasn't been changed with the exception that order
can be explicitely established by the user without changing internal values for num_vars
or variable_names
. Ommiting T
defaults to Float64
.
TaylorSeries.show_params_TaylorN
— Function.show_params_TaylorN()
Display the current parameters for TaylorN
and HomogeneousPolynomial
types.
TaylorSeries.show_monomials
— Function.show_monomials(ord::Int) --> nothing
List the indices and corresponding of a HomogeneousPolynomial
of degree ord
.
TaylorSeries.getcoeff
— Function.getcoeff(a, n)
Return the coefficient of order n::Int
of a a::Taylor1
polynomial.
getcoeff(a, v)
Return the coefficient of a::HomogeneousPolynomial
, specified by v
, which is a tuple (or vector) with the indices of the specific monomial.
getcoeff(a, v)
Return the coefficient of a::TaylorN
, specified by v
, which is a tuple (or vector) with the indices of the specific monomial.
TaylorSeries.evaluate
— Function.evaluate(a, [dx])
Evaluate a Taylor1
polynomial using Horner's rule (hand coded). If dx
is ommitted, its value is considered as zero. Note that the syntax a(dx)
is equivalent to evaluate(a,dx)
, and a()
is equivalent to evaluate(a)
.
evaluate(x, δt)
Evaluates each element of x::Union{ Vector{Taylor1{T}}, Matrix{Taylor1{T}} }
, representing the dependent variables of an ODE, at time δt. Note that the syntax x(δt)
is equivalent to evaluate(x, δt)
, and x()
is equivalent to evaluate(x)
.
evaluate(a, x)
Substitute x::Taylor1
as independent variable in a a::Taylor1
polynomial. Note that the syntax a(x)
is equivalent to evaluate(a, x)
.
evaluate(a, [vals])
Evaluate a HomogeneousPolynomial
polynomial at vals
. If vals
is ommitted, it's evaluated at zero. Note that the syntax a(vals)
is equivalent to evaluate(a, vals)
; and a()
is equivalent to evaluate(a)
.
evaluate(a, [vals])
Evaluate the TaylorN
polynomial a
at vals
. If vals
is ommitted, it's evaluated at zero. Note that the syntax a(vals)
is equivalent to evaluate(a, vals)
; and a()
is equivalent to evaluate(a)
.
TaylorSeries.evaluate!
— Function.evaluate!(x, δt, x0)
Evaluates each element of x::Array{Taylor1{T},1}
, representing the Taylor expansion for the dependent variables of an ODE at time δt
. It updates the vector x0
with the computed values.
TaylorSeries.taylor_expand
— Function.taylor_expand(f, x0; order)
Computes the Taylor expansion of the function f
around the point x0
.
If x0
is a scalar, a Taylor1
expansion will be returned. If x0
is a vector, a TaylorN
expansion will be computed. If the dimension of x0 (length(x0)
) is different from the variables set for TaylorN
(get_numvars()
), an AssertionError
will be thrown.
TaylorSeries.update!
— Function.update!(a, x0)
Takes a <: Union{Taylo1,TaylorN}
and expands it around the coordinate x0
.
TaylorSeries.derivative
— Function.derivative(a)
Return the Taylor1
polynomial of the differential of a::Taylor1
. The last coefficient is set to zero.
The function differentiate
is an exact synonym of derivative
.
derivative(a, n)
Compute recursively the Taylor1
polynomial of the n-th derivative of a::Taylor1
.
derivative(n, a)
Return the value of the n
-th derivative of the polynomial a
.
derivative(a, r)
Partial differentiation of a::HomogeneousPolynomial
series with respect to the r
-th variable.
derivative(a, r)
Partial differentiation of a::TaylorN
series with respect to the r
-th variable. The r
-th variable may be also specified through its symbol.
derivative(a::TaylorN{T}, ntup::NTuple{N,Int})
Return a TaylorN
with the partial derivative of a
defined by ntup::NTuple{N,Int}
, where the first entry is the number of derivatives with respect to the first variable, the second is the number of derivatives with respect to the second, and so on.
derivative(ntup::NTuple{N,Int}, a::TaylorN{T})
Returns the value of the coefficient of a
specified by ntup::NTuple{N,Int}
, multiplied by the corresponding factorials.
TaylorSeries.differentiate
— Function.differentiate
An exact synonym of derivative
.
TaylorSeries.integrate
— Function.integrate(a, [x])
Return the integral of a::Taylor1
. The constant of integration (0-th order coefficient) is set to x
, which is zero if ommitted.
integrate(a, r)
Integrate the a::HomogeneousPolynomial
with respect to the r
-th variable. The returned HomogeneousPolynomial
has no added constant of integration. If the order of a corresponds to get_order()
, a zero HomogeneousPolynomial
of 0-th order is returned.
integrate(a, r, [x0])
Integrate the a::TaylorN
series with respect to the r
-th variable, where x0
the integration constant and must be independent of the r
-th variable; if x0
is ommitted, it is taken as zero.
TaylorSeries.gradient
— Function. gradient(f)
∇(f)
Compute the gradient of the polynomial f::TaylorN
.
TaylorSeries.jacobian
— Function. jacobian(vf)
jacobian(vf, [vals])
Compute the jacobian matrix of vf
, a vector of TaylorN
polynomials, evaluated at the vector vals
. If vals
is ommited, it is evaluated at zero.
TaylorSeries.jacobian!
— Function. jacobian!(jac, vf)
jacobian!(jac, vf, [vals])
Compute the jacobian matrix of vf
, a vector of TaylorN
polynomials evaluated at the vector vals
, and write results to jac
. If vals
is ommited, it is evaluated at zero.
TaylorSeries.hessian
— Function. hessian(f)
hessian(f, [vals])
Return the hessian matrix (jacobian of the gradient) of f::TaylorN
, evaluated at the vector vals
. If vals
is ommited, it is evaluated at zero.
TaylorSeries.hessian!
— Function. hessian!(hes, f)
hessian!(hes, f, [vals])
Return the hessian matrix (jacobian of the gradient) of f::TaylorN
, evaluated at the vector vals
, and write results to hes
. If vals
is ommited, it is evaluated at zero.
TaylorSeries.inverse
— Function.inverse(f)
Return the Taylor expansion of $f^{-1}(t)$, of order N = f.order
, for f::Taylor1
polynomial if the first coefficient of f
is zero. Otherwise, an ArgumentError
is thrown.
The algorithm implements Lagrange inversion at $t=0$ if $f(0)=0$:
Base.abs
— Function.abs(a)
Returns a
if constant_term(a) > 0
and -a
if constant_term(a) < 0
for a <:Union{Taylor1,TaylorN}
. Notice that typeof(abs(a)) <: AbstractSeries
.
LinearAlgebra.norm
— Function.norm(x::AbstractSeries, p::Real)
Returns the p-norm of an x::AbstractSeries
, defined by
which returns a non-negative number.
Base.isapprox
— Function.isapprox(x::AbstractSeries, y::AbstractSeries; rtol::Real=sqrt(eps), atol::Real=0, nans::Bool=false)
Inexact equality comparison between polynomials: returns true
if norm(x-y,1) <= atol + rtol*max(norm(x,1), norm(y,1))
, where x
and y
are polynomials. For more details, see Base.isapprox
.
Base.isfinite
— Function.isfinite(x::AbstractSeries) -> Bool
Test whether the coefficients of the polynomial x
are finite.
TaylorSeries.displayBigO
— Function.displayBigO(d::Bool) --> nothing
Set/unset displaying of the big 𝒪 notation in the output of Taylor1
and TaylorN
polynomials. The initial value is true
.
TaylorSeries.use_show_default
— Function.use_Base_show(d::Bool) --> nothing
Use Base.show_default
method (default show
method in Base), or a custom display. The initial value is false
, so customized display is used.
Internals
TaylorSeries.ParamsTaylorN
— Type.ParamsTaylorN
DataType holding the current parameters for TaylorN
and HomogeneousPolynomial
.
Fields:
order :: Int
Order (degree) of the polynomialsnum_vars :: Int
Number of variablesvariable_names :: Vector{String}
Names of the variablesvariable_symbols :: Vector{Symbol}
Symbols of the variables
These parameters can be changed using set_variables
TaylorSeries._InternalMutFuncs
— Type._InternalMutFuncs
Contains parameters and expressions that allow a simple programatic construction for calling the internal mutating functions.
TaylorSeries.generate_tables
— Function.generate_tables(num_vars, order)
Return the hash tables coeff_table
, index_table
, size_table
and pos_table
. Internally, these are treated as const
.
Hash tables
coeff_table :: Array{Array{Array{Int,1},1},1}
The $i+1$-th component contains a vector with the vectors of all the possible combinations of monomials of a HomogeneousPolynomial
of order $i$.
index_table :: Array{Array{Int,1},1}
The $i+1$-th component contains a vector of (hashed) indices that represent the distinct monomials of a HomogeneousPolynomial
of order (degree) $i$.
size_table :: Array{Int,1}
The $i+1$-th component contains the number of distinct monomials of the HomogeneousPolynomial
of order $i$, equivalent to length(coeff_table[i])
.
pos_table :: Array{Dict{Int,Int},1}
The $i+1$-th component maps the hash index to the (lexicographic) position of the corresponding monomial in coeffs_table
.
TaylorSeries.generate_index_vectors
— Function.generate_index_vectors(num_vars, degree)
Return a vector of index vectors with num_vars
(number of variables) and degree.
TaylorSeries.in_base
— Function.in_base(order, v)
Convert vector v
of non-negative integers to base order+1
.
TaylorSeries.make_inverse_dict
— Function.make_inverse_dict(v)
Return a Dict with the enumeration of v
: the elements of v
point to the corresponding index.
It is used to construct pos_table
from index_table
.
TaylorSeries.resize_coeffs1!
— Function.resize_coeffs1!{T<Number}(coeffs::Array{T,1}, order::Int)
If the length of coeffs
is smaller than order+1
, it resizes coeffs
appropriately filling it with zeros.
TaylorSeries.resize_coeffsHP!
— Function.resize_coeffsHP!{T<Number}(coeffs::Array{T,1}, order::Int)
If the length of coeffs
is smaller than the number of coefficients correspondinf to order
(given by size_table[order+1]
), it resizes coeffs
appropriately filling it with zeros.
TaylorSeries.constant_term
— Function.constant_term(a)
Return the constant value (zero order coefficient) for Taylor1
and TaylorN
.
LinearAlgebra.mul!
— Function.mul!(c, a, b, k::Int) --> nothing
Update the k
-th expansion coefficient c[k]
of c = a * b
, where all c
, a
, and b
are either Taylor1
or TaylorN
.
The coefficients are given by
LinearAlgebra.mul!
— Method.mul!(c, a, b) --> nothing
Return c = a*b
with no allocation; all arguments are HomogeneousPolynomial
.
LinearAlgebra.mul!
— Method.mul!(Y, A, B)
Multiply A*B and save the result in Y.
TaylorSeries.div!
— Function.div!(c, a, b, k::Int, ordfact::Int=0)
Compute the k-th
expansion coefficient c[k]
of c = a / b
, where all c
, a
and b
are either Taylor1
or TaylorN
.
The coefficients are given by
For Taylor1
polynomials, ordfact
is the order of the factorized term of the denominator.
TaylorSeries.pow!
— Function.pow!(c, a, r::Real, k::Int, k0::Int=0)
Update the k
-th expansion coefficient c[k]
of c = a^r
, for both c
and a
either Taylor1
or TaylorN
.
The coefficients are given by
For Taylor1
polynomials, k0
is the order of the first non-zero coefficient of a
.
TaylorSeries.square
— Function.square(a::AbstractSeries) --> typeof(a)
Return a^2
; see TaylorSeries.sqr!
.
TaylorSeries.sqr!
— Function.sqr!(c, a, k::Int) --> nothing
Update the k-th
expansion coefficient c[k]
of c = a^2
, for both c
and a
either Taylor1
or TaylorN
.
The coefficients are given by
TaylorSeries.sqr!
— Method.sqr!(c, a)
Return c = a*a
with no allocation; all parameters are HomogeneousPolynomial
.
TaylorSeries.sqrt!
— Function.sqrt!(c, a, k::Int, k0::Int=0)
Compute the k-th
expansion coefficient c[k]
of c = sqrt(a)
for bothc
and a
either Taylor1
or TaylorN
.
The coefficients are given by
For Taylor1
polynomials, k0
is the order of the first non-zero coefficient, which must be even.
TaylorSeries.exp!
— Function.exp!(c, a, k) --> nothing
Update the k-th
expansion coefficient c[k+1]
of c = exp(a)
for both c
and a
either Taylor1
or TaylorN
.
The coefficients are given by
TaylorSeries.log!
— Function.log!(c, a, k) --> nothing
Update the k-th
expansion coefficient c[k+1]
of c = log(a)
for both c
and a
either Taylor1
or TaylorN
.
The coefficients are given by
TaylorSeries.sincos!
— Function.sincos!(s, c, a, k) --> nothing
Update the k-th
expansion coefficients s[k+1]
and c[k+1]
of s = sin(a)
and c = cos(a)
simultaneously, for s
, c
and a
either Taylor1
or TaylorN
.
The coefficients are given by
TaylorSeries.tan!
— Function.tan!(c, a, p, k::Int) --> nothing
Update the k-th
expansion coefficients c[k+1]
of c = tan(a)
, for c
and a
either Taylor1
or TaylorN
; p = c^2
and is passed as an argument for efficiency.
The coefficients are given by
TaylorSeries.asin!
— Function.asin!(c, a, r, k)
Update the k-th
expansion coefficients c[k+1]
of c = asin(a)
, for c
and a
either Taylor1
or TaylorN
; r = sqrt(1-c^2)
and is passed as an argument for efficiency.
TaylorSeries.acos!
— Function.acos!(c, a, r, k)
Update the k-th
expansion coefficients c[k+1]
of c = acos(a)
, for c
and a
either Taylor1
or TaylorN
; r = sqrt(1-c^2)
and is passed as an argument for efficiency.
TaylorSeries.atan!
— Function.atan!(c, a, r, k)
Update the k-th
expansion coefficients c[k+1]
of c = atan(a)
, for c
and a
either Taylor1
or TaylorN
; r = 1+a^2
and is passed as an argument for efficiency.
TaylorSeries.sinhcosh!
— Function.sinhcosh!(s, c, a, k)
Update the k-th
expansion coefficients s[k+1]
and c[k+1]
of s = sinh(a)
and c = cosh(a)
simultaneously, for s
, c
and a
either Taylor1
or TaylorN
.
The coefficients are given by
TaylorSeries.tanh!
— Function.tanh!(c, a, p, k)
Update the k-th
expansion coefficients c[k+1]
of c = tanh(a)
, for c
and a
either Taylor1
or TaylorN
; p = a^2
and is passed as an argument for efficiency.
TaylorSeries.derivative!
— Function.derivative!(res, a) --> nothing
In-place version of derivative
. Compute the Taylor1
polynomial of the differential of a::Taylor1
and save it into res
. The last coefficient is set to zero.
derivative!(p, a, k) --> nothing
Update in-place the k-th
expansion coefficient p[k]
of p = derivative(a)
for both p
and a
Taylor1
.
The coefficients are given by
TaylorSeries._internalmutfunc_call
— Function._internalmutfunc_call( fn :: _InternalMutFuncs )
Creates the appropriate call to the internal mutating function defined by the _InternalMutFuncs
object. This is used to construct _dict_unary_calls
and _dict_binary_calls
. The call contains the prefix TaylorSeries.
.
TaylorSeries._dict_unary_ops
— Constant._dict_binary_ops
Dict{Symbol, Array{Any,1}}
with the information to construct the _InternalMutFuncs
related to unary operations.
The keys correspond to the function symbols.
The arguments of the array are the function name (e.g. add!
), a tuple with the function arguments, and an Expr
with the calling pattern. The convention for the arguments of the functions and the calling pattern is to use :_res
for the (mutated) result, :_arg1
, for the required argument, possibly :_aux
when there is an auxiliary expression needed, and :_k
for the computed order of :_res
. When an auxiliary expression is required, and Expr
defining its calling pattern is added as the last entry of the vector.
TaylorSeries._dict_binary_calls
— Constant._dict_binary_calls::Dict{Symbol, NTuple{2,Expr}}
Dictionary with the expressions that define the internal binary functions and the auxiliary functions, whenever they exist. The keys correspond to those functions, passed as symbols, with the defined internal mutating functions.
Evaluating the entries generates symbols that represent the actual calls to the internal mutating functions.
TaylorSeries._dict_unary_calls
— Constant._dict_unary_calls::Dict{Symbol, NTuple{2,Expr}}
Dictionary with the expressions that define the internal unary functions and the auxiliary functions, whenever they exist. The keys correspond to those functions, passed as symbols, with the defined internal mutating functions.
Evaluating the entries generates expressions that represent the actual calls to the internal mutating functions.
TaylorSeries._dict_binary_ops
— Constant._dict_binary_ops
Dict{Symbol, Array{Any,1}}
with the information to construct the _InternalMutFuncs
related to binary operations.
The keys correspond to the function symbols.
The arguments of the array are the function name (e.g. add!
), a tuple with the function arguments, and an Expr
with the calling pattern. The convention for the arguments of the functions and the calling pattern is to use :_res
for the (mutated) result, :_arg1
and _arg2
for the required arguments, and :_k
for the computed order of :_res
.
Index
TaylorSeries.AbstractSeries
TaylorSeries.HomogeneousPolynomial
TaylorSeries.HomogeneousPolynomial
TaylorSeries.ParamsTaylorN
TaylorSeries.Taylor1
TaylorSeries.Taylor1
TaylorSeries.TaylorN
TaylorSeries.TaylorN
TaylorSeries._InternalMutFuncs
Base.abs
Base.isapprox
Base.isfinite
LinearAlgebra.mul!
LinearAlgebra.mul!
LinearAlgebra.mul!
LinearAlgebra.norm
TaylorSeries._internalmutfunc_call
TaylorSeries.acos!
TaylorSeries.asin!
TaylorSeries.atan!
TaylorSeries.constant_term
TaylorSeries.derivative
TaylorSeries.derivative!
TaylorSeries.differentiate
TaylorSeries.displayBigO
TaylorSeries.div!
TaylorSeries.evaluate
TaylorSeries.evaluate!
TaylorSeries.exp!
TaylorSeries.generate_index_vectors
TaylorSeries.generate_tables
TaylorSeries.get_variables
TaylorSeries.getcoeff
TaylorSeries.gradient
TaylorSeries.hessian
TaylorSeries.hessian!
TaylorSeries.in_base
TaylorSeries.integrate
TaylorSeries.inverse
TaylorSeries.jacobian
TaylorSeries.jacobian!
TaylorSeries.log!
TaylorSeries.make_inverse_dict
TaylorSeries.pow!
TaylorSeries.resize_coeffs1!
TaylorSeries.resize_coeffsHP!
TaylorSeries.set_variables
TaylorSeries.show_monomials
TaylorSeries.show_params_TaylorN
TaylorSeries.sincos!
TaylorSeries.sinhcosh!
TaylorSeries.sqr!
TaylorSeries.sqr!
TaylorSeries.sqrt!
TaylorSeries.square
TaylorSeries.tan!
TaylorSeries.tanh!
TaylorSeries.taylor_expand
TaylorSeries.update!
TaylorSeries.use_show_default