rcpr

Rust Chebyshev Proxy Rootfinder: A robust global rootfinder using adaptive Chebyshev interpolation with automatic subdivision that accurately finds all roots of a smooth function F(x) on [a, b] using the Chebyshev-Frobenius companion matrix. Also included is a polynomial rootfinder for polynoials in monomial form via the monomial companion matrix. This work is based on the text Solving Transcendental Equations (2013) by John P Boyd.

You can use rcpr as follows:

Include the line: rcpr = { git = "https://github.com/drobnyjt/rcpr", branch= "master" } in your Cargo.toml.

Include the line: use rcpr::chebyshev::*; in your rust source file.

Many users will simply need one of three functions: find_roots_with_newton_polishing, real_polynomial_roots, find_roots_with_secant_polishing. These three functions are documented below:

find_roots_with_newton_polishing(G, F, DF, a, b, N0, epsilon, N_max, complex_threshold, truncation threshold, interval_limit, far_from_zero) -> Result<Vec<f64>, anyhow::Error>

Args:

• G: &dyn Fn(f64) -> f64: the approriately scaled function G(x) = F(x)S(x), where F(x) is the orignial function and S(x) is a scaling function with no zeros on the interval [a,b], to find roots of. For polynomials of degree n on the interval [0, b] , a good general-purpose scaling function is 1/(1 + (r/a)^(m)) where a is an appropriate scaling factor to keep r ~ O(1) and 1 <= m <= n. This is only important for functions with a very large range over a small domain; for well-behaved functions, S(x) can be 1.
• F: &dyn Fn(f64) -> f64: the original function to find roots of on the interval [a,b]
• DF: &dyn Fn(f64) -> f64: the derivative of the original funciton w.r.t. the independent variable.
• a, b: f64, f64: the lower and upper bounds of the interval to find roots of F(x) in.
• N0: usize: the initial degree of Chebyshev polynomial used to approximate G(x)
• epsilon: f64: the absolute tolerance of the Chebyshev approximation to G(x)
• N_max: usize: the maximum degree of Chebyshev polynomial before the interval is subdivided
• complex_threshold: f64: the threshold of the imaginary part of roots that are near-real that is tolerated
• truncation_threshold: f64: trailing-degree Chebyshev polynomials with coefficients below this value will be ignored as negligible
• interval_limit: f64: if the subdivision algorithm produces an interval below this length, the function will return an Error and abort
• far_from_zero: f64: if G(x) evaluated at all the Lobatto grid points on an interval [c,d] is further than this value from zero, that interval will be assumed to have no roots contained within it

Returns:

• Result<Vec<f64>, anyhow::Error>: if successful, returns a vec of the real roots of F(x) on the interval [a,b], "polished" using Newton's method to absolute accuracy epsilon.

real_polynomial_roots(c, complex_threshold) -> Result<Vec<f64>, anyhow::Error>

Args:

• c: Vec<f64> the coefficients of the polynomial in monomial form, with the first coefficient being 1, starting with degree n, n-1, ... 1, 0. For example, for the polynomial P(x) = x^2 + 5x + 2, c = vec![1., 5., 2.]
• complex_threshold: f64: the threshold of the imaginary part of roots that are near-real that is tolerated

Returns:

• Result<Vec<f64>, anyhow::Error>: if successful, returns a vec of the real roots of P(x)

find_roots_with_secant_polishing(G, F, a, b, N0, epsilon, N_max, complex_threshold, truncation threshold, interval_limit, far_from_zero) -> Result<Vec<f64>, anyhow::Error>

Args:

• G: &dyn Fn(f64) -> f64: the approriately scaled function G(x) = F(x)S(x), where F(x) is the orignial function and S(x) is a scaling function with no zeros on the interval [a,b], to find roots of. For polynomials of degree n on the interval [0, b] , a good general-purpose scaling function is 1/(1 + (r/a)^(m)) where a is an appropriate scaling factor to keep r ~ O(1) and 1 <= m <= n. This is only important for functions with a very large range over a small domain; for well-behaved functions, S(x) can be 1.
• F: &dyn Fn(f64) -> f64: the original function to find roots of on the interval [a,b]
• a, b: f64, f64: the lower and upper bounds of the interval to find roots of F(x) in.
• N0: usize: the initial degree of Chebyshev polynomial used to approximate G(x)
• epsilon: f64: the absolute tolerance of the Chebyshev approximation to G(x)
• N_max: usize: the maximum degree of Chebyshev polynomial before the interval is subdivided
• complex_threshold: f64: the threshold of the imaginary part of roots that are near-real that is tolerated
• truncation_threshold: f64: trailing-degree Chebyshev polynomials with coefficients below this value will be ignored as negligible
• interval_limit: f64: if the subdivision algorithm produces an interval below this length, the function will return an Error and abort
• far_from_zero: f64: if G(x) evaluated at all the Lobatto grid points on an interval [c,d] is further than this value from zero, that interval will be assumed to have no roots contained within it

Returns:

• Result<Vec<f64>, anyhow::Error>: if successful, returns a vec of the real roots of F(x) on the interval [a,b], "polished" using the Secant method to absolute accuracy epsilon.