random_matrix_ESD / cubic_cpp.cpp
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Rename cubic_cpp.cpp] to cubic_cpp.cpp
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#include <pybind11/pybind11.h>
#include <pybind11/numpy.h>
#include <pybind11/stl.h>
#include <pybind11/complex.h>
#include <vector>
#include <complex>
#include <cmath>
#include <algorithm>
#include <random>
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"));
}