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<div class="titlepage"><div><div><h3 class="title">
<a name="math_toolkit.root_finding_examples.cbrt_eg"></a><a class="link" href="cbrt_eg.html" title="Finding the Cubed Root With and Without Derivatives">Finding the
Cubed Root With and Without Derivatives</a>
</h3></div></div></div>
<p>
First some <code class="computeroutput"><span class="preprocessor">#includes</span></code> that
will be needed.
</p>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">tools</span><span class="special">/</span><span class="identifier">roots</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span>
<span class="comment">//using boost::math::policies::policy;</span>
<span class="comment">//using boost::math::tools::newton_raphson_iterate;</span>
<span class="comment">//using boost::math::tools::halley_iterate; //</span>
<span class="comment">//using boost::math::tools::eps_tolerance; // Binary functor for specified number of bits.</span>
<span class="comment">//using boost::math::tools::bracket_and_solve_root;</span>
<span class="comment">//using boost::math::tools::toms748_solve;</span>
<span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">special_functions</span><span class="special">/</span><span class="identifier">next</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span> <span class="comment">// For float_distance.</span>
<span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">tuple</span><span class="special">&gt;</span> <span class="comment">// for std::tuple and std::make_tuple.</span>
<span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">special_functions</span><span class="special">/</span><span class="identifier">cbrt</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span> <span class="comment">// For boost::math::cbrt.</span>
<span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">special_functions</span><span class="special">/</span><span class="identifier">pow</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span> <span class="comment">// boost::math::pow&lt;5,double&gt;</span>
</pre>
<div class="tip"><table border="0" summary="Tip">
<tr>
<td rowspan="2" align="center" valign="top" width="25"><img alt="[Tip]" src="../../../../../../doc/src/images/tip.png"></td>
<th align="left">Tip</th>
</tr>
<tr><td align="left" valign="top"><p>
For clarity, <code class="computeroutput"><span class="keyword">using</span></code> statements
are provided to list what functions are being used in this example: you
can, of course, partly or fully qualify the names in other ways. (For your
application, you may wish to extract some parts into header files, but
you should never use <code class="computeroutput"><span class="keyword">using</span></code>
statements globally in header files).
</p></td></tr>
</table></div>
<p>
Let's suppose we want to find the root of a number <span class="emphasis"><em>a</em></span>,
and to start, compute the cube root.
</p>
<p>
So the equation we want to solve is:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="serif_italic"><span class="emphasis"><em>f(x) = x³ -a</em></span></span>
</p></blockquote></div>
<p>
We will first solve this without using any information about the slope or
curvature of the cube root function.
</p>
<p>
Fortunately, the cube-root function is 'Really Well Behaved' in that it is
monotonic and has only one root (we leave negative values 'as an exercise
for the student').
</p>
<p>
We then show how adding what we can know about this function, first just
the slope or 1st derivative <span class="emphasis"><em>f'(x)</em></span>, will speed homing
in on the solution.
</p>
<p>
Lastly, we show how adding the curvature <span class="emphasis"><em>f''(x)</em></span> too
will speed convergence even more.
</p>
<h4>
<a name="math_toolkit.root_finding_examples.cbrt_eg.h0"></a>
<span class="phrase"><a name="math_toolkit.root_finding_examples.cbrt_eg.cbrt_no_derivatives"></a></span><a class="link" href="cbrt_eg.html#math_toolkit.root_finding_examples.cbrt_eg.cbrt_no_derivatives">Cube
root function without derivatives</a>
</h4>
<p>
First we define a function object (functor):
</p>
<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">&gt;</span>
<span class="keyword">struct</span> <span class="identifier">cbrt_functor_noderiv</span>
<span class="special">{</span>
<span class="comment">// cube root of x using only function - no derivatives.</span>
<span class="identifier">cbrt_functor_noderiv</span><span class="special">(</span><span class="identifier">T</span> <span class="keyword">const</span><span class="special">&amp;</span> <span class="identifier">to_find_root_of</span><span class="special">)</span> <span class="special">:</span> <span class="identifier">a</span><span class="special">(</span><span class="identifier">to_find_root_of</span><span class="special">)</span>
<span class="special">{</span> <span class="comment">/* Constructor just stores value a to find root of. */</span> <span class="special">}</span>
<span class="identifier">T</span> <span class="keyword">operator</span><span class="special">()(</span><span class="identifier">T</span> <span class="keyword">const</span><span class="special">&amp;</span> <span class="identifier">x</span><span class="special">)</span>
<span class="special">{</span>
<span class="identifier">T</span> <span class="identifier">fx</span> <span class="special">=</span> <span class="identifier">x</span><span class="special">*</span><span class="identifier">x</span><span class="special">*</span><span class="identifier">x</span> <span class="special">-</span> <span class="identifier">a</span><span class="special">;</span> <span class="comment">// Difference (estimate x^3 - a).</span>
<span class="keyword">return</span> <span class="identifier">fx</span><span class="special">;</span>
<span class="special">}</span>
<span class="keyword">private</span><span class="special">:</span>
<span class="identifier">T</span> <span class="identifier">a</span><span class="special">;</span> <span class="comment">// to be 'cube_rooted'.</span>
<span class="special">};</span>
</pre>
<p>
Implementing the cube-root function itself is fairly trivial now: the hardest
part is finding a good approximation to begin with. In this case we'll just
divide the exponent by three. (There are better but more complex guess algorithms
used in 'real life'.)
</p>
<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">&gt;</span>
<span class="identifier">T</span> <span class="identifier">cbrt_noderiv</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">x</span><span class="special">)</span>
<span class="special">{</span>
<span class="comment">// return cube root of x using bracket_and_solve (no derivatives).</span>
<span class="keyword">using</span> <span class="keyword">namespace</span> <span class="identifier">std</span><span class="special">;</span> <span class="comment">// Help ADL of std functions.</span>
<span class="keyword">using</span> <span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">tools</span><span class="special">;</span> <span class="comment">// For bracket_and_solve_root.</span>
<span class="keyword">int</span> <span class="identifier">exponent</span><span class="special">;</span>
<span class="identifier">frexp</span><span class="special">(</span><span class="identifier">x</span><span class="special">,</span> <span class="special">&amp;</span><span class="identifier">exponent</span><span class="special">);</span> <span class="comment">// Get exponent of z (ignore mantissa).</span>
<span class="identifier">T</span> <span class="identifier">guess</span> <span class="special">=</span> <span class="identifier">ldexp</span><span class="special">(</span><span class="number">1.</span><span class="special">,</span> <span class="identifier">exponent</span><span class="special">/</span><span class="number">3</span><span class="special">);</span> <span class="comment">// Rough guess is to divide the exponent by three.</span>
<span class="identifier">T</span> <span class="identifier">factor</span> <span class="special">=</span> <span class="number">2</span><span class="special">;</span> <span class="comment">// How big steps to take when searching.</span>
<span class="keyword">const</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">uintmax_t</span> <span class="identifier">maxit</span> <span class="special">=</span> <span class="number">20</span><span class="special">;</span> <span class="comment">// Limit to maximum iterations.</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">uintmax_t</span> <span class="identifier">it</span> <span class="special">=</span> <span class="identifier">maxit</span><span class="special">;</span> <span class="comment">// Initially our chosen max iterations, but updated with actual.</span>
<span class="keyword">bool</span> <span class="identifier">is_rising</span> <span class="special">=</span> <span class="keyword">true</span><span class="special">;</span> <span class="comment">// So if result if guess^3 is too low, then try increasing guess.</span>
<span class="keyword">int</span> <span class="identifier">digits</span> <span class="special">=</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">&gt;::</span><span class="identifier">digits</span><span class="special">;</span> <span class="comment">// Maximum possible binary digits accuracy for type T.</span>
<span class="comment">// Some fraction of digits is used to control how accurate to try to make the result.</span>
<span class="keyword">int</span> <span class="identifier">get_digits</span> <span class="special">=</span> <span class="identifier">digits</span> <span class="special">-</span> <span class="number">3</span><span class="special">;</span> <span class="comment">// We have to have a non-zero interval at each step, so</span>
<span class="comment">// maximum accuracy is digits - 1. But we also have to</span>
<span class="comment">// allow for inaccuracy in f(x), otherwise the last few</span>
<span class="comment">// iterations just thrash around.</span>
<span class="identifier">eps_tolerance</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">&gt;</span> <span class="identifier">tol</span><span class="special">(</span><span class="identifier">get_digits</span><span class="special">);</span> <span class="comment">// Set the tolerance.</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">&gt;</span> <span class="identifier">r</span> <span class="special">=</span> <span class="identifier">bracket_and_solve_root</span><span class="special">(</span><span class="identifier">cbrt_functor_noderiv</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">&gt;(</span><span class="identifier">x</span><span class="special">),</span> <span class="identifier">guess</span><span class="special">,</span> <span class="identifier">factor</span><span class="special">,</span> <span class="identifier">is_rising</span><span class="special">,</span> <span class="identifier">tol</span><span class="special">,</span> <span class="identifier">it</span><span class="special">);</span>
<span class="keyword">return</span> <span class="identifier">r</span><span class="special">.</span><span class="identifier">first</span> <span class="special">+</span> <span class="special">(</span><span class="identifier">r</span><span class="special">.</span><span class="identifier">second</span> <span class="special">-</span> <span class="identifier">r</span><span class="special">.</span><span class="identifier">first</span><span class="special">)/</span><span class="number">2</span><span class="special">;</span> <span class="comment">// Midway between brackets is our result, if necessary we could</span>
<span class="comment">// return the result as an interval here.</span>
<span class="special">}</span>
</pre>
<div class="note"><table border="0" summary="Note">
<tr>
<td rowspan="2" align="center" valign="top" width="25"><img alt="[Note]" src="../../../../../../doc/src/images/note.png"></td>
<th align="left">Note</th>
</tr>
<tr><td align="left" valign="top">
<p>
The final parameter specifying a maximum number of iterations is optional.
However, it defaults to <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">uintmax_t</span>
<span class="identifier">maxit</span> <span class="special">=</span>
<span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">uintmax_t</span><span class="special">&gt;::</span><span class="identifier">max</span><span class="special">)();</span></code> which is <code class="computeroutput"><span class="number">18446744073709551615</span></code>
and is more than anyone would wish to wait for!
</p>
<p>
So it may be wise to chose some reasonable estimate of how many iterations
may be needed, In this case the function is so well behaved that we can
chose a low value of 20.
</p>
<p>
Internally when Boost.Math uses these functions, it sets the maximum iterations
to <code class="computeroutput"><span class="identifier">policies</span><span class="special">::</span><span class="identifier">get_max_root_iterations</span><span class="special">&lt;</span><span class="identifier">Policy</span><span class="special">&gt;();</span></code>.
</p>
</td></tr>
</table></div>
<p>
Should we have wished we can show how many iterations were used in <code class="computeroutput"><span class="identifier">bracket_and_solve_root</span></code> (this information
is lost outside <code class="computeroutput"><span class="identifier">cbrt_noderiv</span></code>),
for example with:
</p>
<pre class="programlisting"><span class="keyword">if</span> <span class="special">(</span><span class="identifier">it</span> <span class="special">&gt;=</span> <span class="identifier">maxit</span><span class="special">)</span>
<span class="special">{</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"Unable to locate solution in "</span> <span class="special">&lt;&lt;</span> <span class="identifier">maxit</span> <span class="special">&lt;&lt;</span> <span class="string">" iterations:"</span>
<span class="string">" Current best guess is between "</span> <span class="special">&lt;&lt;</span> <span class="identifier">r</span><span class="special">.</span><span class="identifier">first</span> <span class="special">&lt;&lt;</span> <span class="string">" and "</span> <span class="special">&lt;&lt;</span> <span class="identifier">r</span><span class="special">.</span><span class="identifier">second</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
<span class="special">}</span>
<span class="keyword">else</span>
<span class="special">{</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"Converged after "</span> <span class="special">&lt;&lt;</span> <span class="identifier">it</span> <span class="special">&lt;&lt;</span> <span class="string">" (from maximum of "</span> <span class="special">&lt;&lt;</span> <span class="identifier">maxit</span> <span class="special">&lt;&lt;</span> <span class="string">" iterations)."</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
<span class="special">}</span>
</pre>
<p>
for output like
</p>
<pre class="programlisting"><span class="identifier">Converged</span> <span class="identifier">after</span> <span class="number">11</span> <span class="special">(</span><span class="identifier">from</span> <span class="identifier">maximum</span> <span class="identifier">of</span> <span class="number">20</span> <span class="identifier">iterations</span><span class="special">).</span>
</pre>
<p>
This snippet from <code class="computeroutput"><span class="identifier">main</span><span class="special">()</span></code>
in <a href="../../../../example/root_finding_example.cpp" target="_top">root_finding_example.cpp</a>
shows how it can be used.
</p>
<pre class="programlisting"><span class="keyword">try</span>
<span class="special">{</span>
<span class="keyword">double</span> <span class="identifier">threecubed</span> <span class="special">=</span> <span class="number">27.</span><span class="special">;</span> <span class="comment">// Value that has an *exactly representable* integer cube root.</span>
<span class="keyword">double</span> <span class="identifier">threecubedp1</span> <span class="special">=</span> <span class="number">28.</span><span class="special">;</span> <span class="comment">// Value whose cube root is *not* exactly representable.</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"cbrt(28) "</span> <span class="special">&lt;&lt;</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">cbrt</span><span class="special">(</span><span class="number">28.</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span> <span class="comment">// boost::math:: version of cbrt.</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"std::cbrt(28) "</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">cbrt</span><span class="special">(</span><span class="number">28.</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span> <span class="comment">// std:: version of cbrt.</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span><span class="string">" cast double "</span> <span class="special">&lt;&lt;</span> <span class="keyword">static_cast</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;(</span><span class="number">3.0365889718756625194208095785056696355814539772481111</span><span class="special">)</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
<span class="comment">// Cube root using bracketing:</span>
<span class="keyword">double</span> <span class="identifier">r</span> <span class="special">=</span> <span class="identifier">cbrt_noderiv</span><span class="special">(</span><span class="identifier">threecubed</span><span class="special">);</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"cbrt_noderiv("</span> <span class="special">&lt;&lt;</span> <span class="identifier">threecubed</span> <span class="special">&lt;&lt;</span> <span class="string">") = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">r</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
<span class="identifier">r</span> <span class="special">=</span> <span class="identifier">cbrt_noderiv</span><span class="special">(</span><span class="identifier">threecubedp1</span><span class="special">);</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">cout</span> <span class="special">&lt;&lt;</span> <span class="string">"cbrt_noderiv("</span> <span class="special">&lt;&lt;</span> <span class="identifier">threecubedp1</span> <span class="special">&lt;&lt;</span> <span class="string">") = "</span> <span class="special">&lt;&lt;</span> <span class="identifier">r</span> <span class="special">&lt;&lt;</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">endl</span><span class="special">;</span>
</pre>
<pre class="programlisting"> cbrt_noderiv(27) = 3
cbrt_noderiv(28) = 3.0365889718756618
</pre>
<p>
The result of <code class="computeroutput"><span class="identifier">bracket_and_solve_root</span></code>
is a <a href="http://www.cplusplus.com/reference/utility/pair/" target="_top">pair</a>
of values that could be displayed.
</p>
<p>
The number of bits separating them can be found using <code class="computeroutput"><span class="identifier">float_distance</span><span class="special">(</span><span class="identifier">r</span><span class="special">.</span><span class="identifier">first</span><span class="special">,</span> <span class="identifier">r</span><span class="special">.</span><span class="identifier">second</span><span class="special">)</span></code>. The distance is zero (closest representable)
for 3<sup>3</sup> = 27 but <code class="computeroutput"><span class="identifier">float_distance</span><span class="special">(</span><span class="identifier">r</span><span class="special">.</span><span class="identifier">first</span><span class="special">,</span> <span class="identifier">r</span><span class="special">.</span><span class="identifier">second</span><span class="special">)</span> <span class="special">=</span> <span class="number">3</span></code>
for cube root of 28 with this function. The result (avoiding overflow) is
midway between these two values.
</p>
<h4>
<a name="math_toolkit.root_finding_examples.cbrt_eg.h1"></a>
<span class="phrase"><a name="math_toolkit.root_finding_examples.cbrt_eg.cbrt_1st_derivative"></a></span><a class="link" href="cbrt_eg.html#math_toolkit.root_finding_examples.cbrt_eg.cbrt_1st_derivative">Cube
root function with 1st derivative (slope)</a>
</h4>
<p>
We now solve the same problem, but using more information about the function,
to show how this can speed up finding the best estimate of the root.
</p>
<p>
For the root function, the 1st differential (the slope of the tangent to
a curve at any point) is known.
</p>
<p>
This algorithm is similar to this <a href="http://en.wikipedia.org/wiki/Nth_root_algorithm" target="_top">nth
root algorithm</a>.
</p>
<p>
If you need some reminders, then <a href="http://en.wikipedia.org/wiki/Derivative#Derivatives_of_elementary_functions" target="_top">derivatives
of elementary functions</a> may help.
</p>
<p>
Using the rule that the derivative of <span class="emphasis"><em>x<sup>n</sup></em></span> for positive
n (actually all nonzero n) is <span class="emphasis"><em>n x<sup>n-1</sup></em></span>, allows us to get
the 1st differential as <span class="emphasis"><em>3x<sup>2</sup></em></span>.
</p>
<p>
To see how this extra information is used to find a root, view <a href="http://en.wikipedia.org/wiki/Newton%27s_method" target="_top">Newton-Raphson
iterations</a> and the <a href="http://en.wikipedia.org/wiki/Newton%27s_method#mediaviewer/File:NewtonIteration_Ani.gif" target="_top">animation</a>.
</p>
<p>
We define a better functor <code class="computeroutput"><span class="identifier">cbrt_functor_deriv</span></code>
that returns both the evaluation of the function to solve, along with its
first derivative:
</p>
<p>
To '<span class="emphasis"><em>return</em></span>' two values, we use a <a href="http://en.cppreference.com/w/cpp/utility/pair" target="_top">std::pair</a>
of floating-point values.
</p>
<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">&gt;</span>
<span class="keyword">struct</span> <span class="identifier">cbrt_functor_deriv</span>
<span class="special">{</span> <span class="comment">// Functor also returning 1st derivative.</span>
<span class="identifier">cbrt_functor_deriv</span><span class="special">(</span><span class="identifier">T</span> <span class="keyword">const</span><span class="special">&amp;</span> <span class="identifier">to_find_root_of</span><span class="special">)</span> <span class="special">:</span> <span class="identifier">a</span><span class="special">(</span><span class="identifier">to_find_root_of</span><span class="special">)</span>
<span class="special">{</span> <span class="comment">// Constructor stores value a to find root of,</span>
<span class="comment">// for example: calling cbrt_functor_deriv&lt;T&gt;(a) to use to get cube root of a.</span>
<span class="special">}</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">&gt;</span> <span class="keyword">operator</span><span class="special">()(</span><span class="identifier">T</span> <span class="keyword">const</span><span class="special">&amp;</span> <span class="identifier">x</span><span class="special">)</span>
<span class="special">{</span>
<span class="comment">// Return both f(x) and f'(x).</span>
<span class="identifier">T</span> <span class="identifier">fx</span> <span class="special">=</span> <span class="identifier">x</span><span class="special">*</span><span class="identifier">x</span><span class="special">*</span><span class="identifier">x</span> <span class="special">-</span> <span class="identifier">a</span><span class="special">;</span> <span class="comment">// Difference (estimate x^3 - value).</span>
<span class="identifier">T</span> <span class="identifier">dx</span> <span class="special">=</span> <span class="number">3</span> <span class="special">*</span> <span class="identifier">x</span><span class="special">*</span><span class="identifier">x</span><span class="special">;</span> <span class="comment">// 1st derivative = 3x^2.</span>
<span class="keyword">return</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">make_pair</span><span class="special">(</span><span class="identifier">fx</span><span class="special">,</span> <span class="identifier">dx</span><span class="special">);</span> <span class="comment">// 'return' both fx and dx.</span>
<span class="special">}</span>
<span class="keyword">private</span><span class="special">:</span>
<span class="identifier">T</span> <span class="identifier">a</span><span class="special">;</span> <span class="comment">// Store value to be 'cube_rooted'.</span>
<span class="special">};</span>
</pre>
<p>
Our cube root function is now:
</p>
<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">&gt;</span>
<span class="identifier">T</span> <span class="identifier">cbrt_deriv</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">x</span><span class="special">)</span>
<span class="special">{</span>
<span class="comment">// return cube root of x using 1st derivative and Newton_Raphson.</span>
<span class="keyword">using</span> <span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">tools</span><span class="special">;</span>
<span class="keyword">int</span> <span class="identifier">exponent</span><span class="special">;</span>
<span class="identifier">frexp</span><span class="special">(</span><span class="identifier">x</span><span class="special">,</span> <span class="special">&amp;</span><span class="identifier">exponent</span><span class="special">);</span> <span class="comment">// Get exponent of z (ignore mantissa).</span>
<span class="identifier">T</span> <span class="identifier">guess</span> <span class="special">=</span> <span class="identifier">ldexp</span><span class="special">(</span><span class="number">1.</span><span class="special">,</span> <span class="identifier">exponent</span><span class="special">/</span><span class="number">3</span><span class="special">);</span> <span class="comment">// Rough guess is to divide the exponent by three.</span>
<span class="identifier">T</span> <span class="identifier">min</span> <span class="special">=</span> <span class="identifier">ldexp</span><span class="special">(</span><span class="number">0.5</span><span class="special">,</span> <span class="identifier">exponent</span><span class="special">/</span><span class="number">3</span><span class="special">);</span> <span class="comment">// Minimum possible value is half our guess.</span>
<span class="identifier">T</span> <span class="identifier">max</span> <span class="special">=</span> <span class="identifier">ldexp</span><span class="special">(</span><span class="number">2.</span><span class="special">,</span> <span class="identifier">exponent</span><span class="special">/</span><span class="number">3</span><span class="special">);</span> <span class="comment">// Maximum possible value is twice our guess.</span>
<span class="keyword">const</span> <span class="keyword">int</span> <span class="identifier">digits</span> <span class="special">=</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">&gt;::</span><span class="identifier">digits</span><span class="special">;</span> <span class="comment">// Maximum possible binary digits accuracy for type T.</span>
<span class="keyword">int</span> <span class="identifier">get_digits</span> <span class="special">=</span> <span class="keyword">static_cast</span><span class="special">&lt;</span><span class="keyword">int</span><span class="special">&gt;(</span><span class="identifier">digits</span> <span class="special">*</span> <span class="number">0.6</span><span class="special">);</span> <span class="comment">// Accuracy doubles with each step, so stop when we have</span>
<span class="comment">// just over half the digits correct.</span>
<span class="keyword">const</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">uintmax_t</span> <span class="identifier">maxit</span> <span class="special">=</span> <span class="number">20</span><span class="special">;</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">uintmax_t</span> <span class="identifier">it</span> <span class="special">=</span> <span class="identifier">maxit</span><span class="special">;</span>
<span class="identifier">T</span> <span class="identifier">result</span> <span class="special">=</span> <span class="identifier">newton_raphson_iterate</span><span class="special">(</span><span class="identifier">cbrt_functor_deriv</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">&gt;(</span><span class="identifier">x</span><span class="special">),</span> <span class="identifier">guess</span><span class="special">,</span> <span class="identifier">min</span><span class="special">,</span> <span class="identifier">max</span><span class="special">,</span> <span class="identifier">get_digits</span><span class="special">,</span> <span class="identifier">it</span><span class="special">);</span>
<span class="keyword">return</span> <span class="identifier">result</span><span class="special">;</span>
<span class="special">}</span>
</pre>
<p>
The result of <a href="../../../../../../libs/math/include/boost/math/tools/roots.hpp" target="_top"><code class="computeroutput"><span class="identifier">newton_raphson_iterate</span></code></a> function
is a single value.
</p>
<div class="tip"><table border="0" summary="Tip">
<tr>
<td rowspan="2" align="center" valign="top" width="25"><img alt="[Tip]" src="../../../../../../doc/src/images/tip.png"></td>
<th align="left">Tip</th>
</tr>
<tr><td align="left" valign="top"><p>
There is a compromise between accuracy and speed when choosing the value
of <code class="computeroutput"><span class="identifier">digits</span></code>. It is tempting
to simply chose <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">&gt;::</span><span class="identifier">digits</span></code>, but this may mean some inefficient
and unnecessary iterations as the function thrashes around trying to locate
the last bit. In theory, since the precision doubles with each step it
is sufficient to stop when half the bits are correct: as the last step
will have doubled that to full precision. Of course the function has no
way to tell if that is actually the case unless it does one more step to
be sure. In practice setting the precision to slightly more than <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">&gt;::</span><span class="identifier">digits</span> <span class="special">/</span> <span class="number">2</span></code> is a good choice.
</p></td></tr>
</table></div>
<p>
Note that it is up to the caller of the function to check the iteration count
after the call to see if iteration stoped as a result of running out of iterations
rather than meeting the required precision.
</p>
<p>
Using the test data in <a href="../../../../test/test_cbrt.cpp" target="_top">/test/test_cbrt.cpp</a>
this found the cube root exact to the last digit in every case, and in no
more than 6 iterations at double precision. However, you will note that a
high precision was used in this example, exactly what was warned against
earlier on in these docs! In this particular case it is possible to compute
<span class="emphasis"><em>f(x)</em></span> exactly and without undue cancellation error, so
a high limit is not too much of an issue.
</p>
<p>
However, reducing the limit to <code class="computeroutput"><span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">&gt;::</span><span class="identifier">digits</span> <span class="special">*</span> <span class="number">2</span> <span class="special">/</span> <span class="number">3</span></code>
gave full precision in all but one of the test cases (and that one was out
by just one bit). The maximum number of iterations remained 6, but in most
cases was reduced by one.
</p>
<p>
Note also that the above code omits a probable optimization by computing
z²
and reusing it, omits error handling, and does not handle negative values
of z correctly. (These are left as the customary exercise for the reader!)
</p>
<p>
The <code class="computeroutput"><span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">cbrt</span></code> function also includes these and other
improvements: most importantly it uses a much better initial guess which
reduces the iteration count to just 1 in almost all cases.
</p>
<h4>
<a name="math_toolkit.root_finding_examples.cbrt_eg.h2"></a>
<span class="phrase"><a name="math_toolkit.root_finding_examples.cbrt_eg.cbrt_2_derivatives"></a></span><a class="link" href="cbrt_eg.html#math_toolkit.root_finding_examples.cbrt_eg.cbrt_2_derivatives">Cube
root with 1st &amp; 2nd derivative (slope &amp; curvature)</a>
</h4>
<p>
Next we define yet another even better functor <code class="computeroutput"><span class="identifier">cbrt_functor_2deriv</span></code>
that returns both the evaluation of the function to solve, along with its
first <span class="bold"><strong>and second</strong></span> derivative:
</p>
<div class="blockquote"><blockquote class="blockquote"><p>
<span class="serif_italic"><span class="emphasis"><em>f''(x) = 6x</em></span></span>
</p></blockquote></div>
<p>
using information about both slope and curvature to speed convergence.
</p>
<p>
To <span class="emphasis"><em>'return'</em></span> three values, we use a <code class="computeroutput"><span class="identifier">tuple</span></code>
of three floating-point values:
</p>
<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">&gt;</span>
<span class="keyword">struct</span> <span class="identifier">cbrt_functor_2deriv</span>
<span class="special">{</span>
<span class="comment">// Functor returning both 1st and 2nd derivatives.</span>
<span class="identifier">cbrt_functor_2deriv</span><span class="special">(</span><span class="identifier">T</span> <span class="keyword">const</span><span class="special">&amp;</span> <span class="identifier">to_find_root_of</span><span class="special">)</span> <span class="special">:</span> <span class="identifier">a</span><span class="special">(</span><span class="identifier">to_find_root_of</span><span class="special">)</span>
<span class="special">{</span> <span class="comment">// Constructor stores value a to find root of, for example:</span>
<span class="comment">// calling cbrt_functor_2deriv&lt;T&gt;(x) to get cube root of x,</span>
<span class="special">}</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">tuple</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">,</span> <span class="identifier">T</span><span class="special">&gt;</span> <span class="keyword">operator</span><span class="special">()(</span><span class="identifier">T</span> <span class="keyword">const</span><span class="special">&amp;</span> <span class="identifier">x</span><span class="special">)</span>
<span class="special">{</span>
<span class="comment">// Return both f(x) and f'(x) and f''(x).</span>
<span class="identifier">T</span> <span class="identifier">fx</span> <span class="special">=</span> <span class="identifier">x</span><span class="special">*</span><span class="identifier">x</span><span class="special">*</span><span class="identifier">x</span> <span class="special">-</span> <span class="identifier">a</span><span class="special">;</span> <span class="comment">// Difference (estimate x^3 - value).</span>
<span class="identifier">T</span> <span class="identifier">dx</span> <span class="special">=</span> <span class="number">3</span> <span class="special">*</span> <span class="identifier">x</span><span class="special">*</span><span class="identifier">x</span><span class="special">;</span> <span class="comment">// 1st derivative = 3x^2.</span>
<span class="identifier">T</span> <span class="identifier">d2x</span> <span class="special">=</span> <span class="number">6</span> <span class="special">*</span> <span class="identifier">x</span><span class="special">;</span> <span class="comment">// 2nd derivative = 6x.</span>
<span class="keyword">return</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">make_tuple</span><span class="special">(</span><span class="identifier">fx</span><span class="special">,</span> <span class="identifier">dx</span><span class="special">,</span> <span class="identifier">d2x</span><span class="special">);</span> <span class="comment">// 'return' fx, dx and d2x.</span>
<span class="special">}</span>
<span class="keyword">private</span><span class="special">:</span>
<span class="identifier">T</span> <span class="identifier">a</span><span class="special">;</span> <span class="comment">// to be 'cube_rooted'.</span>
<span class="special">};</span>
</pre>
<p>
Our cube root function is now:
</p>
<pre class="programlisting"><span class="keyword">template</span> <span class="special">&lt;</span><span class="keyword">class</span> <span class="identifier">T</span><span class="special">&gt;</span>
<span class="identifier">T</span> <span class="identifier">cbrt_2deriv</span><span class="special">(</span><span class="identifier">T</span> <span class="identifier">x</span><span class="special">)</span>
<span class="special">{</span>
<span class="comment">// return cube root of x using 1st and 2nd derivatives and Halley.</span>
<span class="comment">//using namespace std; // Help ADL of std functions.</span>
<span class="keyword">using</span> <span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">tools</span><span class="special">;</span>
<span class="keyword">int</span> <span class="identifier">exponent</span><span class="special">;</span>
<span class="identifier">frexp</span><span class="special">(</span><span class="identifier">x</span><span class="special">,</span> <span class="special">&amp;</span><span class="identifier">exponent</span><span class="special">);</span> <span class="comment">// Get exponent of z (ignore mantissa).</span>
<span class="identifier">T</span> <span class="identifier">guess</span> <span class="special">=</span> <span class="identifier">ldexp</span><span class="special">(</span><span class="number">1.</span><span class="special">,</span> <span class="identifier">exponent</span><span class="special">/</span><span class="number">3</span><span class="special">);</span> <span class="comment">// Rough guess is to divide the exponent by three.</span>
<span class="identifier">T</span> <span class="identifier">min</span> <span class="special">=</span> <span class="identifier">ldexp</span><span class="special">(</span><span class="number">0.5</span><span class="special">,</span> <span class="identifier">exponent</span><span class="special">/</span><span class="number">3</span><span class="special">);</span> <span class="comment">// Minimum possible value is half our guess.</span>
<span class="identifier">T</span> <span class="identifier">max</span> <span class="special">=</span> <span class="identifier">ldexp</span><span class="special">(</span><span class="number">2.</span><span class="special">,</span> <span class="identifier">exponent</span><span class="special">/</span><span class="number">3</span><span class="special">);</span> <span class="comment">// Maximum possible value is twice our guess.</span>
<span class="keyword">const</span> <span class="keyword">int</span> <span class="identifier">digits</span> <span class="special">=</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">&gt;::</span><span class="identifier">digits</span><span class="special">;</span> <span class="comment">// Maximum possible binary digits accuracy for type T.</span>
<span class="comment">// digits used to control how accurate to try to make the result.</span>
<span class="keyword">int</span> <span class="identifier">get_digits</span> <span class="special">=</span> <span class="keyword">static_cast</span><span class="special">&lt;</span><span class="keyword">int</span><span class="special">&gt;(</span><span class="identifier">digits</span> <span class="special">*</span> <span class="number">0.4</span><span class="special">);</span> <span class="comment">// Accuracy triples with each step, so stop when just</span>
<span class="comment">// over one third of the digits are correct.</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">uintmax_t</span> <span class="identifier">maxit</span> <span class="special">=</span> <span class="number">20</span><span class="special">;</span>
<span class="identifier">T</span> <span class="identifier">result</span> <span class="special">=</span> <span class="identifier">halley_iterate</span><span class="special">(</span><span class="identifier">cbrt_functor_2deriv</span><span class="special">&lt;</span><span class="identifier">T</span><span class="special">&gt;(</span><span class="identifier">x</span><span class="special">),</span> <span class="identifier">guess</span><span class="special">,</span> <span class="identifier">min</span><span class="special">,</span> <span class="identifier">max</span><span class="special">,</span> <span class="identifier">get_digits</span><span class="special">,</span> <span class="identifier">maxit</span><span class="special">);</span>
<span class="keyword">return</span> <span class="identifier">result</span><span class="special">;</span>
<span class="special">}</span>
</pre>
<p>
The function <code class="computeroutput"><span class="identifier">halley_iterate</span></code>
also returns a single value, and the number of iterations will reveal if
it met the convergence criterion set by <code class="computeroutput"><span class="identifier">get_digits</span></code>.
</p>
<p>
The no-derivative method gives a result of
</p>
<pre class="programlisting"><span class="identifier">cbrt_noderiv</span><span class="special">(</span><span class="number">28</span><span class="special">)</span> <span class="special">=</span> <span class="number">3.0365889718756618</span>
</pre>
<p>
with a 3 bits distance between the bracketed values, whereas the derivative
methods both converge to a single value
</p>
<pre class="programlisting"><span class="identifier">cbrt_2deriv</span><span class="special">(</span><span class="number">28</span><span class="special">)</span> <span class="special">=</span> <span class="number">3.0365889718756627</span>
</pre>
<p>
which we can compare with the <a href="../../../../../../libs/math/doc/html/math_toolkit/powers/cbrt.html" target="_top">boost::math::cbrt</a>
</p>
<pre class="programlisting"><span class="identifier">cbrt</span><span class="special">(</span><span class="number">28</span><span class="special">)</span> <span class="special">=</span> <span class="number">3.0365889718756627</span>
</pre>
<p>
Note that the iterations are set to stop at just one-half of full precision,
and yet, even so, not one of the test cases had a single bit wrong. What's
more, the maximum number of iterations was now just 4.
</p>
<p>
Just to complete the picture, we could have called <a class="link" href="../roots_deriv.html#math_toolkit.roots_deriv.schroder"><code class="computeroutput"><span class="identifier">schroder_iterate</span></code></a> in the last example:
and in fact it makes no difference to the accuracy or number of iterations
in this particular case. However, the relative performance of these two methods
may vary depending upon the nature of <span class="emphasis"><em>f(x)</em></span>, and the
accuracy to which the initial guess can be computed. There appear to be no
generalisations that can be made except "try them and see".
</p>
<p>
Finally, had we called <code class="computeroutput"><span class="identifier">cbrt</span></code>
with <a href="http://shoup.net/ntl/doc/RR.txt" target="_top">NTL::RR</a> set to
1000 bit precision (about 300 decimal digits), then full precision can be
obtained with just 7 iterations. To put that in perspective, an increase
in precision by a factor of 20, has less than doubled the number of iterations.
That just goes to emphasise that most of the iterations are used up getting
the first few digits correct: after that these methods can churn out further
digits with remarkable efficiency.
</p>
<p>
Or to put it another way: <span class="emphasis"><em>nothing beats a really good initial guess!</em></span>
</p>
<p>
Full code of this example is at <a href="../../../../example/root_finding_example.cpp" target="_top">root_finding_example.cpp</a>,
</p>
</div>
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
<td align="left"></td>
<td align="right"><div class="copyright-footer">Copyright © 2006-2021 Nikhar Agrawal, Anton Bikineev, Matthew Borland,
Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert Holin, Bruno
Lalande, John Maddock, Evan Miller, Jeremy Murphy, Matthew Pulver, Johan Råde,
Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg, Daryle
Walker and Xiaogang Zhang<p>
Distributed under the Boost Software License, Version 1.0. (See accompanying
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
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