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QuickStart Samples

Generic Algorithms QuickStart Sample (Visual Basic)

Illustrates how to write algorithms that are generic over the numerical type of the arguments in Visual Basic.

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Option Infer On

' Basic generic types live in Extreme.Mathematics.Generics.
Imports Extreme.Mathematics.Generic
' We'll also need the big number types.
Imports Extreme.Mathematics

Namespace Extreme.Numerics.QuickStart.VB
    ' Illustrates writing generic algorithms that can be 
    ' applied to different operand types using the types in the 
    ' Extreme.Mathematics.Generic namespace.
    Module GenericAlgorithms

        Sub main()
            ' We will implement a simple Newton-Raphson solver class.
            ' The code for the solver is below.

            ' Here we will call the generic solver with three
            ' different operand types: BigFloat, BigRational and Double.

            ' First, let's compute pi to 100 digits
            ' by solving the equation sin(x) == 0 with
            ' an initual guess of 3.
            Console.WriteLine("Computing pi by solving sin(x) = 0 with x0 = 3 using BigFloat.")
            ' Create the solver object.
            Dim bigFloatSolver As New Solver(Of BigFloat)
            ' Set the function to solve, and its derivative.
            ' These functions are defined below.
            bigFloatSolver.TargetFunction = AddressOf fBigFloat
            bigFloatSolver.DerivativeOfTargetFunction = AddressOf dfBigFloat
            ' Now solve to within a tolerance of 10^-100.
            Dim pi As BigFloat = bigFloatSolver.Solve(3, BigFloat.Pow(10, -100))
            ' Print the results...
            Console.WriteLine("Computed value: {0:F100}", pi)
            ' and verify:
            Console.WriteLine("Known value:    {0:F100}", _

            ' Next, we will use rational numbers to compute
            ' an approximation to the square root of 2.
            Console.WriteLine("Computing sqrt(2) by solving x^2 = 2 using BigRational.")
            ' Create the solver...
            Dim bigRationalSolver As New Solver(Of BigRational)()
            ' Set properties...
            bigRationalSolver.TargetFunction = AddressOf fBigRational
            bigRationalSolver.DerivativeOfTargetFunction = AddressOf dfBigRational
            ' Compute the solution...
            Dim sqrt2 As BigRational = bigRationalSolver.Solve(1, BigRational.Pow(10, -100))
            ' And print the result.
            Console.WriteLine("Rational approximation: {0}", sqrt2)
            ' To verify, we convert the BigRational to a BigFloat:
            Console.WriteLine("As real number: {0:F100}", _
                New BigFloat(sqrt2, AccuracyGoal.Absolute(100), RoundingMode.TowardsNearest))
            Console.WriteLine("Known value:    {0:F100}", _
                BigFloat.Sqrt(2, AccuracyGoal.Absolute(100), RoundingMode.TowardsNearest))

            ' Finally, we compute the Lambert W function at x = 3.
            Console.WriteLine("Computing Lambert's W at x = 3 using Double.")
            ' Create the solver...
            Dim doubleSolver As New Solver(Of Double)()
            ' Set properties...
            doubleSolver.TargetFunction = AddressOf fDouble
            doubleSolver.DerivativeOfTargetFunction = AddressOf dfDouble
            ' Compute the solution...
            Dim W3 As Double = doubleSolver.Solve(1.0, 0.000000000000001)
            ' And print the result.
            Console.WriteLine("Solution:    {0}", W3)
            Console.WriteLine("Known value: {0}", Elementary.LambertW(3.0))

            ' Finally, we use generic functions:
            Console.WriteLine("To 100 digits (using BigFloat):")
            bigFloatSolver.TargetFunction = AddressOf fGeneric(Of BigFloat)
            bigFloatSolver.DerivativeOfTargetFunction = AddressOf dfGeneric(Of BigFloat)
            Dim bigW3 As BigFloat = bigFloatSolver.Solve(1, BigFloat.Pow(10, -100))
            Console.WriteLine("Solution:    {0:F100}", bigW3)

            Console.Write("Press Enter key to exit...")
        End Sub

        ' Functions for solving sin(x) = 0
        Function fBigFloat(ByVal x As BigFloat) As BigFloat
            Return BigFloat.Sin(x)
        End Function
        Function dfBigFloat(ByVal x As BigFloat) As BigFloat
            Return BigFloat.Cos(x)
        End Function

        ' Functions for solving x^2 - 2 = 0
        Function fBigRational(ByVal x As BigRational) As BigRational
            Return x * x - 2
        End Function
        Function dfBigRational(ByVal x As BigRational) As BigRational
            Return 2 * x
        End Function

        ' Functions for solving x*exp(x) = 3 (i.e. W(3))
        Function fDouble(ByVal x As Double) As Double
            Return x * Math.Exp(x) - 3
        End Function
        Function dfDouble(ByVal x As Double) As Double
            Return Math.Exp(x) * (1 + x)
        End Function

        ' Generic versions of the above
        Function fGeneric(Of T)(ByVal x As T) As T
            Dim ops As IRealOperations(Of T) = _
                CType(TypeAssociationRegistry.GetInstance( _
                    GetType(T), TypeAssociationRegistry.ArithmeticKey),  _
                        IRealOperations(Of T))
            Return ops.Subtract( _
                ops.Multiply(x, ops.Exp(x)), _
        End Function
        Function dfGeneric(Of T)(ByVal x As T) As T
            Dim ops As IRealOperations(Of T) = _
                CType(TypeAssociationRegistry.GetInstance( _
                    GetType(T), TypeAssociationRegistry.ArithmeticKey),  _
                        IRealOperations(Of T))
            Return ops.Multiply( _
                ops.Exp(x), _
                ops.Add(x, ops.One))
        End Function

    End Module

    ' Class that contains the generic Newton-Raphson algorithm.
    Class Solver(Of T)

        ' Member fields:
        Dim f, df As Func(Of T, T)
        Dim maxIters As Integer = 100

        ' The function to solve:
        Public Property TargetFunction() As Func(Of T, T)
                Return f
            End Get
            Set(ByVal value As Func(Of T, T))
                f = value
            End Set
        End Property

        ' The derivative of the function to solve.
        Public Property DerivativeOfTargetFunction() As Func(Of T, T)
                Return df
            End Get
            Set(ByVal value As Func(Of T, T))
                df = value
            End Set
        End Property

        ' The maximum number of iterations.
        Public Property MaxIterations() As Integer
                Return maxIters
            End Get
            Set(ByVal value As Integer)
                maxIters = value
            End Set
        End Property

        ' The core algorithm.
        ' Arithmetic operations are replaced by calls to
        ' methods on the arithmetic object (ops).
        Public Function Solve(ByVal initialGuess As T, ByVal tolerance As T) As T

            Dim iterations As Integer = 0

            Dim x As T = initialGuess
            Dim dx As T = Operations(Of T).Zero
                iterations = iterations + 1
                ' Compute the denominator of the correction term.
                Dim dfx As T = df(x)
                ' Relational operators map to the Compare method.
                ' We also use the value of zero for the operand type.
                ' if (dfx == 0)
                If Operations(Of T).EqualTo(dfx, Operations(Of T).Zero) Then
                    ' Change value by 2x tolerance.
                    ' When multiplying by a power of two, it's more efficient 
                    ' to use the ScaleByPowerOfTwo method.
                    dx = Operations(Of T).ScaleByPowerOfTwo(tolerance, 1)
                    ' dx = f(x) / df(x)
                    dx = Operations(Of T).Divide(f(x), dfx)
                End If
                ' x -= dx
                x = Operations(Of T).Subtract(x, dx)

                ' if |dx|^2<tolerance
                ' Convergence is quadratic (in most cases), so we should be good here:
                If Operations(Of T).LessThan(Operations(Of T).Multiply(dx, dx), tolerance) Then
                    Return x
                End If
            Loop While (iterations < MaxIterations)
            Return x
        End Function
    End Class
End Namespace