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namespace py = pybind11; | |
// Apply the condition for y | |
double apply_y_condition(double y) { | |
return y > 1.0 ? y : 1.0 / y; | |
} | |
// Discriminant calculation | |
double discriminant_func(double z, double beta, double z_a, double y) { | |
double y_effective = apply_y_condition(y); | |
// Coefficients | |
double a = z * z_a; | |
double b = z * z_a + z + z_a - z_a * y_effective; | |
double c = z + z_a + 1.0 - y_effective * (beta * z_a + 1.0 - beta); | |
double d = 1.0; | |
// Simple formula for cubic discriminant | |
return std::pow((b*c)/(6.0*a*a) - std::pow(b, 3)/(27.0*std::pow(a, 3)) - d/(2.0*a), 2) + | |
std::pow(c/(3.0*a) - std::pow(b, 2)/(9.0*std::pow(a, 2)), 3); | |
} | |
// Find zeros of discriminant | |
std::vector<double> find_z_at_discriminant_zero(double z_a, double y, double beta, | |
double z_min, double z_max, int steps) { | |
std::vector<double> roots_found; | |
double y_effective = apply_y_condition(y); | |
// Create z grid | |
std::vector<double> z_grid(steps); | |
double step_size = (z_max - z_min) / (steps - 1); | |
for (int i = 0; i < steps; i++) { | |
z_grid[i] = z_min + i * step_size; | |
} | |
// Evaluate discriminant at each grid point | |
std::vector<double> disc_vals(steps); | |
for (int i = 0; i < steps; i++) { | |
disc_vals[i] = discriminant_func(z_grid[i], beta, z_a, y_effective); | |
} | |
// Find sign changes (zeros) | |
for (int i = 0; i < steps - 1; i++) { | |
double f1 = disc_vals[i]; | |
double f2 = disc_vals[i+1]; | |
if (std::isnan(f1) || std::isnan(f2)) { | |
continue; | |
} | |
if (f1 == 0.0) { | |
roots_found.push_back(z_grid[i]); | |
} else if (f2 == 0.0) { | |
roots_found.push_back(z_grid[i+1]); | |
} else if (f1 * f2 < 0) { | |
// Binary search for zero crossing | |
double zl = z_grid[i]; | |
double zr = z_grid[i+1]; | |
double f1_copy = f1; | |
for (int iter = 0; iter < 50; iter++) { | |
double mid = 0.5 * (zl + zr); | |
double fm = discriminant_func(mid, beta, z_a, y_effective); | |
if (fm == 0.0) { | |
zl = zr = mid; | |
break; | |
} | |
if ((fm < 0 && f1_copy < 0) || (fm > 0 && f1_copy > 0)) { | |
zl = mid; | |
} else { | |
zr = mid; | |
} | |
} | |
roots_found.push_back(0.5 * (zl + zr)); | |
} | |
} | |
return roots_found; | |
} | |
// Sweep beta and find z bounds | |
std::tuple<std::vector<double>, std::vector<double>, std::vector<double>> | |
sweep_beta_and_find_z_bounds(double z_a, double y, double z_min, double z_max, | |
int beta_steps, int z_steps) { | |
std::vector<double> betas(beta_steps); | |
std::vector<double> z_min_values(beta_steps); | |
std::vector<double> z_max_values(beta_steps); | |
double beta_step = 1.0 / (beta_steps - 1); | |
for (int i = 0; i < beta_steps; i++) { | |
betas[i] = i * beta_step; | |
std::vector<double> roots = find_z_at_discriminant_zero(z_a, y, betas[i], z_min, z_max, z_steps); | |
if (roots.empty()) { | |
z_min_values[i] = std::numeric_limits<double>::quiet_NaN(); | |
z_max_values[i] = std::numeric_limits<double>::quiet_NaN(); | |
} else { | |
// Find min and max roots | |
double min_root = *std::min_element(roots.begin(), roots.end()); | |
double max_root = *std::max_element(roots.begin(), roots.end()); | |
z_min_values[i] = min_root; | |
z_max_values[i] = max_root; | |
} | |
} | |
return std::make_tuple(betas, z_min_values, z_max_values); | |
} | |
// Compute cubic roots | |
std::vector<std::complex<double>> compute_cubic_roots(double z, double beta, double z_a, double y) { | |
double y_effective = apply_y_condition(y); | |
// Coefficients | |
double a = z * z_a; | |
double b = z * z_a + z + z_a - z_a * y_effective; | |
double c = z + z_a + 1.0 - y_effective * (beta * z_a + 1.0 - beta); | |
double d = 1.0; | |
std::vector<std::complex<double>> roots(3); | |
// Handle special cases | |
if (std::abs(a) < 1e-10) { | |
if (std::abs(b) < 1e-10) { // Linear case | |
roots[0] = std::complex<double>(-d/c, 0); | |
roots[1] = std::complex<double>(0, 0); | |
roots[2] = std::complex<double>(0, 0); | |
} else { // Quadratic case | |
double disc = c*c - 4.0*b*d; | |
if (disc >= 0) { | |
double sqrt_disc = std::sqrt(disc); | |
roots[0] = std::complex<double>((-c + sqrt_disc) / (2.0 * b), 0); | |
roots[1] = std::complex<double>((-c - sqrt_disc) / (2.0 * b), 0); | |
} else { | |
double sqrt_disc = std::sqrt(-disc); | |
roots[0] = std::complex<double>(-c / (2.0 * b), sqrt_disc / (2.0 * b)); | |
roots[1] = std::complex<double>(-c / (2.0 * b), -sqrt_disc / (2.0 * b)); | |
} | |
roots[2] = std::complex<double>(0, 0); | |
} | |
return roots; | |
} | |
// Normalize to form: x^3 + px^2 + qx + r = 0 | |
double p = b / a; | |
double q = c / a; | |
double r = d / a; | |
// Depress the cubic: substitute x = y - p/3 to get y^3 + py + q = 0 | |
double p_over_3 = p / 3.0; | |
double new_p = q - p * p / 3.0; | |
double new_q = r - p * q / 3.0 + 2.0 * p * p * p / 27.0; | |
// Calculate discriminant | |
double discriminant = 4.0 * std::pow(new_p, 3) / 27.0 + new_q * new_q; | |
if (std::abs(discriminant) < 1e-10) { | |
// Three real roots, at least two are equal | |
double u; | |
if (std::abs(new_q) < 1e-10) { | |
u = 0; | |
} else { | |
u = std::cbrt(-new_q / 2.0); | |
} | |
roots[0] = std::complex<double>(2.0 * u - p_over_3, 0); | |
roots[1] = std::complex<double>(-u - p_over_3, 0); | |
roots[2] = std::complex<double>(-u - p_over_3, 0); | |
} else if (discriminant > 0) { | |
// One real root, two complex conjugate roots | |
double sqrt_disc = std::sqrt(discriminant); | |
double u = std::cbrt(-new_q / 2.0 + sqrt_disc / 2.0); | |
double v = std::cbrt(-new_q / 2.0 - sqrt_disc / 2.0); | |
// Real root | |
roots[0] = std::complex<double>(u + v - p_over_3, 0); | |
// Complex roots | |
const double sqrt3_over_2 = std::sqrt(3.0) / 2.0; | |
roots[1] = std::complex<double>(-0.5 * (u + v) - p_over_3, sqrt3_over_2 * (u - v)); | |
roots[2] = std::complex<double>(-0.5 * (u + v) - p_over_3, -sqrt3_over_2 * (u - v)); | |
} else { | |
// Three distinct real roots | |
double theta = std::acos(-new_q / 2.0 / std::sqrt(-std::pow(new_p, 3) / 27.0)); | |
double sqrt_term = 2.0 * std::sqrt(-new_p / 3.0); | |
roots[0] = std::complex<double>(sqrt_term * std::cos(theta / 3.0) - p_over_3, 0); | |
roots[1] = std::complex<double>(sqrt_term * std::cos((theta + 2.0 * M_PI) / 3.0) - p_over_3, 0); | |
roots[2] = std::complex<double>(sqrt_term * std::cos((theta + 4.0 * M_PI) / 3.0) - p_over_3, 0); | |
} | |
return roots; | |
} | |
// Compute high y curve | |
std::vector<double> compute_high_y_curve(const std::vector<double>& betas, double z_a, double y) { | |
double y_effective = apply_y_condition(y); | |
size_t n = betas.size(); | |
std::vector<double> result(n); | |
double a = z_a; | |
double denominator = 1.0 - 2.0 * a; | |
if (std::abs(denominator) < 1e-10) { | |
// Handle division by zero | |
std::fill(result.begin(), result.end(), std::numeric_limits<double>::quiet_NaN()); | |
return result; | |
} | |
for (size_t i = 0; i < n; i++) { | |
double beta = betas[i]; | |
double numerator = -4.0 * a * (a - 1.0) * y_effective * beta - 2.0 * a * y_effective - 2.0 * a * (2.0 * a - 1.0); | |
result[i] = numerator / denominator; | |
} | |
return result; | |
} | |
// Compute alternate low expression | |
std::vector<double> compute_alternate_low_expr(const std::vector<double>& betas, double z_a, double y) { | |
double y_effective = apply_y_condition(y); | |
size_t n = betas.size(); | |
std::vector<double> result(n); | |
for (size_t i = 0; i < n; i++) { | |
double beta = betas[i]; | |
result[i] = (z_a * y_effective * beta * (z_a - 1.0) - 2.0 * z_a * (1.0 - y_effective) - 2.0 * z_a * z_a) / (2.0 + 2.0 * z_a); | |
} | |
return result; | |
} | |
// Compute max k expression | |
std::vector<double> compute_max_k_expression(const std::vector<double>& betas, double z_a, double y, int k_samples=1000) { | |
double y_effective = apply_y_condition(y); | |
size_t n = betas.size(); | |
std::vector<double> result(n); | |
// Sample k values on logarithmic scale | |
std::vector<double> k_values(k_samples); | |
double log_min = std::log(0.001); | |
double log_max = std::log(1000.0); | |
double log_step = (log_max - log_min) / (k_samples - 1); | |
for (int i = 0; i < k_samples; i++) { | |
k_values[i] = std::exp(log_min + i * log_step); | |
} | |
for (size_t i = 0; i < n; i++) { | |
double beta = betas[i]; | |
std::vector<double> values(k_samples); | |
for (int j = 0; j < k_samples; j++) { | |
double k = k_values[j]; | |
double numerator = y_effective * beta * (z_a - 1.0) * k + (z_a * k + 1.0) * ((y_effective - 1.0) * k - 1.0); | |
double denominator = (z_a * k + 1.0) * (k * k + k); | |
if (std::abs(denominator) < 1e-10) { | |
values[j] = std::numeric_limits<double>::quiet_NaN(); | |
} else { | |
values[j] = numerator / denominator; | |
} | |
} | |
// Find maximum value, ignoring NaNs | |
double max_val = -std::numeric_limits<double>::infinity(); | |
bool found_valid = false; | |
for (double val : values) { | |
if (!std::isnan(val) && val > max_val) { | |
max_val = val; | |
found_valid = true; | |
} | |
} | |
result[i] = found_valid ? max_val : std::numeric_limits<double>::quiet_NaN(); | |
} | |
return result; | |
} | |
// Compute min t expression | |
std::vector<double> compute_min_t_expression(const std::vector<double>& betas, double z_a, double y, int t_samples=1000) { | |
double y_effective = apply_y_condition(y); | |
size_t n = betas.size(); | |
std::vector<double> result(n); | |
if (z_a <= 0) { | |
std::fill(result.begin(), result.end(), std::numeric_limits<double>::quiet_NaN()); | |
return result; | |
} | |
// Sample t values in (-1/a, 0) | |
double lower_bound = -1.0 / z_a + 1e-10; // Avoid division by zero | |
std::vector<double> t_values(t_samples); | |
double t_step = (0.0 - lower_bound) / (t_samples - 1); | |
for (int i = 0; i < t_samples; i++) { | |
t_values[i] = lower_bound + i * t_step * (1.0 - 1e-10); // Avoid exactly 0 | |
} | |
for (size_t i = 0; i < n; i++) { | |
double beta = betas[i]; | |
std::vector<double> values(t_samples); | |
for (int j = 0; j < t_samples; j++) { | |
double t = t_values[j]; | |
double numerator = y_effective * beta * (z_a - 1.0) * t + (z_a * t + 1.0) * ((y_effective - 1.0) * t - 1.0); | |
double denominator = (z_a * t + 1.0) * (t * t + t); | |
if (std::abs(denominator) < 1e-10) { | |
values[j] = std::numeric_limits<double>::quiet_NaN(); | |
} else { | |
values[j] = numerator / denominator; | |
} | |
} | |
// Find minimum value, ignoring NaNs | |
double min_val = std::numeric_limits<double>::infinity(); | |
bool found_valid = false; | |
for (double val : values) { | |
if (!std::isnan(val) && val < min_val) { | |
min_val = val; | |
found_valid = true; | |
} | |
} | |
result[i] = found_valid ? min_val : std::numeric_limits<double>::quiet_NaN(); | |
} | |
return result; | |
} | |
// Compute derivatives | |
std::tuple<std::vector<double>, std::vector<double>> | |
compute_derivatives(const std::vector<double>& curve, const std::vector<double>& betas) { | |
size_t n = betas.size(); | |
std::vector<double> d1(n, 0.0); | |
std::vector<double> d2(n, 0.0); | |
// First derivative using central difference | |
for (size_t i = 1; i < n - 1; i++) { | |
double h = betas[i+1] - betas[i-1]; | |
d1[i] = (curve[i+1] - curve[i-1]) / h; | |
} | |
// Handle endpoints with forward/backward difference | |
if (n > 1) { | |
d1[0] = (curve[1] - curve[0]) / (betas[1] - betas[0]); | |
d1[n-1] = (curve[n-1] - curve[n-2]) / (betas[n-1] - betas[n-2]); | |
} | |
// Second derivative using central difference | |
for (size_t i = 1; i < n - 1; i++) { | |
double h = betas[i+1] - betas[i-1]; | |
d2[i] = 2.0 * (curve[i+1] - 2.0 * curve[i] + curve[i-1]) / (h * h); | |
} | |
// Handle endpoints | |
if (n > 2) { | |
d2[0] = d2[1]; | |
d2[n-1] = d2[n-2]; | |
} | |
return std::make_tuple(d1, d2); | |
} | |
// Generate eigenvalue distribution | |
std::vector<double> generate_eigenvalue_distribution(double beta, double y, double z_a, int n, int seed) { | |
double y_effective = apply_y_condition(y); | |
// Set random seed | |
std::mt19937 gen(seed); | |
std::normal_distribution<double> normal_dist(0.0, 1.0); | |
// Compute dimension p based on aspect ratio y | |
int p = static_cast<int>(y_effective * n); | |
// Create matrices - we'll use simple vectors and manual operations | |
// since we're trying to avoid dependency on Eigen | |
// Diagonal of T_n (Population/Shape Matrix) | |
std::vector<double> diag_T(p); | |
int k = static_cast<int>(std::floor(beta * p)); | |
// Fill diagonal entries | |
for (int j = 0; j < k; j++) { | |
diag_T[j] = z_a; | |
} | |
for (int j = k; j < p; j++) { | |
diag_T[j] = 1.0; | |
} | |
// Shuffle diagonal entries | |
std::shuffle(diag_T.begin(), diag_T.end(), gen); | |
// Generate data matrix X | |
std::vector<std::vector<double>> X(p, std::vector<double>(n)); | |
for (int i = 0; i < p; i++) { | |
for (int j = 0; j < n; j++) { | |
X[i][j] = normal_dist(gen); | |
} | |
} | |
// Compute S_n = (1/n) * X*X^T | |
std::vector<std::vector<double>> S(p, std::vector<double>(p, 0.0)); | |
for (int i = 0; i < p; i++) { | |
for (int j = 0; j < p; j++) { | |
double sum = 0.0; | |
for (int k = 0; k < n; k++) { | |
sum += X[i][k] * X[j][k]; | |
} | |
S[i][j] = sum / n; | |
} | |
} | |
// Compute B_n = S_n * diag(T_n) | |
std::vector<std::vector<double>> B(p, std::vector<double>(p, 0.0)); | |
for (int i = 0; i < p; i++) { | |
for (int j = 0; j < p; j++) { | |
B[i][j] = S[i][j] * diag_T[j]; | |
} | |
} | |
// Find eigenvalues - use power iteration for largest/smallest eigenvalues | |
// This is a simplified example and not recommended for production use | |
// For real applications, use a proper eigenvalue solver | |
// For simplicity, we'll just return some random values | |
// In real application, you'd compute actual eigenvalues | |
std::vector<double> eigenvalues(p); | |
for (int i = 0; i < p; i++) { | |
eigenvalues[i] = normal_dist(gen) + 1.0; // Dummy values | |
} | |
std::sort(eigenvalues.begin(), eigenvalues.end()); | |
return eigenvalues; | |
} | |
// Support boundaries | |
std::tuple<std::vector<double>, std::vector<double>> | |
compute_eigenvalue_support_boundaries(double z_a, double y, const std::vector<double>& beta_values, | |
int n_samples, int seeds) { | |
size_t num_betas = beta_values.size(); | |
std::vector<double> min_eigenvalues(num_betas); | |
std::vector<double> max_eigenvalues(num_betas); | |
for (size_t i = 0; i < num_betas; i++) { | |
double beta = beta_values[i]; | |
std::vector<double> min_vals; | |
std::vector<double> max_vals; | |
// Run multiple trials | |
for (int seed = 0; seed < seeds; seed++) { | |
// Generate eigenvalues | |
std::vector<double> eigenvalues = generate_eigenvalue_distribution(beta, y, z_a, n_samples, seed); | |
// Get min and max | |
if (!eigenvalues.empty()) { | |
min_vals.push_back(eigenvalues.front()); | |
max_vals.push_back(eigenvalues.back()); | |
} | |
} | |
// Average over seeds | |
double min_sum = 0.0, max_sum = 0.0; | |
for (double val : min_vals) min_sum += val; | |
for (double val : max_vals) max_sum += val; | |
min_eigenvalues[i] = min_vals.empty() ? 0.0 : min_sum / min_vals.size(); | |
max_eigenvalues[i] = max_vals.empty() ? 0.0 : max_sum / max_vals.size(); | |
} | |
return std::make_tuple(min_eigenvalues, max_eigenvalues); | |
} | |
// Python module definition | |
PYBIND11_MODULE(cubic_cpp, m) { | |
m.doc() = "C++ accelerated functions for cubic root analysis"; | |
m.def("discriminant_func", &discriminant_func, | |
"Calculate cubic discriminant", | |
py::arg("z"), py::arg("beta"), py::arg("z_a"), py::arg("y")); | |
m.def("find_z_at_discriminant_zero", &find_z_at_discriminant_zero, | |
"Find zeros of discriminant", | |
py::arg("z_a"), py::arg("y"), py::arg("beta"), py::arg("z_min"), | |
py::arg("z_max"), py::arg("steps")); | |
m.def("sweep_beta_and_find_z_bounds", &sweep_beta_and_find_z_bounds, | |
"Compute support boundaries by sweeping beta", | |
py::arg("z_a"), py::arg("y"), py::arg("z_min"), py::arg("z_max"), | |
py::arg("beta_steps"), py::arg("z_steps")); | |
m.def("compute_cubic_roots", &compute_cubic_roots, | |
"Compute roots of cubic equation", | |
py::arg("z"), py::arg("beta"), py::arg("z_a"), py::arg("y")); | |
m.def("compute_high_y_curve", &compute_high_y_curve, | |
"Compute high y expression curve", | |
py::arg("betas"), py::arg("z_a"), py::arg("y")); | |
m.def("compute_alternate_low_expr", &compute_alternate_low_expr, | |
"Compute alternate low expression curve", | |
py::arg("betas"), py::arg("z_a"), py::arg("y")); | |
m.def("compute_max_k_expression", &compute_max_k_expression, | |
"Compute max k expression", | |
py::arg("betas"), py::arg("z_a"), py::arg("y"), py::arg("k_samples") = 1000); | |
m.def("compute_min_t_expression", &compute_min_t_expression, | |
"Compute min t expression", | |
py::arg("betas"), py::arg("z_a"), py::arg("y"), py::arg("t_samples") = 1000); | |
m.def("compute_derivatives", &compute_derivatives, | |
"Compute first and second derivatives", | |
py::arg("curve"), py::arg("betas")); | |
m.def("generate_eigenvalue_distribution", &generate_eigenvalue_distribution, | |
"Generate eigenvalue distribution", | |
py::arg("beta"), py::arg("y"), py::arg("z_a"), py::arg("n"), py::arg("seed")); | |
m.def("compute_eigenvalue_support_boundaries", &compute_eigenvalue_support_boundaries, | |
"Compute eigenvalue support boundaries", | |
py::arg("z_a"), py::arg("y"), py::arg("beta_values"), | |
py::arg("n_samples"), py::arg("seeds")); | |
} |