=head1 NAME Math::Symbolic::VectorCalculus - Symbolically comp. grad, Jacobi matrices etc. =head1 SYNOPSIS use Math::Symbolic qw/:all/; use Math::Symbolic::VectorCalculus; # not loaded by Math::Symbolic @gradient = grad 'x+y*z'; # or: $function = parse_from_string('a*b^c'); @gradient = grad $function; # or: @signature = qw(x y z); @gradient = grad 'a*x+b*y+c*z', @signature; # Gradient only for x, y, z # or: @gradient = grad $function, @signature; # Similar syntax variations as with the gradient: $divergence = div @functions; $divergence = div @functions, @signature; # Again, similar DWIM syntax variations as with grad: @rotation = rot @functions; @rotation = rot @functions, @signature; # Signatures always inferred from the functions here: @matrix = Jacobi @functions; # $matrix is now array of array references. These hold # Math::Symbolic trees. Or: @matrix = Jacobi @functions, @signature; # Similar to Jacobi: @matrix = Hesse $function; # or: @matrix = Hesse $function, @signature; $wronsky_determinant = WronskyDet @functions, @vars; # or: $wronsky_determinant = WronskyDet @functions; # functions of 1 variable $differential = TotalDifferential $function; $differential = TotalDifferential $function, @signature; $differential = TotalDifferential $function, @signature, @point; $dir_deriv = DirectionalDerivative $function, @vector; $dir_deriv = DirectionalDerivative $function, @vector, @signature; $taylor = TaylorPolyTwoDim $function, $var1, $var2, $degree; $taylor = TaylorPolyTwoDim $function, $var1, $var2, $degree, $var1_0, $var2_0; # example: $taylor = TaylorPolyTwoDim 'sin(x)*cos(y)', 'x', 'y', 2; =head1 DESCRIPTION This module provides several subroutines related to vector calculus such as computing gradients, divergence, rotation, and Jacobi/Hesse Matrices of Math::Symbolic trees. Furthermore it provides means of computing directional derivatives and the total differential of a scalar function and the Wronsky Determinant of a set of n scalar functions. Please note that the code herein may or may not be refactored into the OO-interface of the Math::Symbolic module in the future. =head2 EXPORT None by default. You may choose to have any of the following routines exported to the calling namespace. ':all' tag exports all of the following: grad div rot Jacobi Hesse WronskyDet TotalDifferential DirectionalDerivative TaylorPolyTwoDim =head1 SUBROUTINES =cut package Math::Symbolic::VectorCalculus; use 5.006; use strict; use warnings; use Carp; use Math::Symbolic qw/:all/; use Math::Symbolic::MiscAlgebra qw/det/; require Exporter; our @ISA = qw(Exporter); our %EXPORT_TAGS = ( 'all' => [ qw( grad div rot Jacobi Hesse TotalDifferential DirectionalDerivative TaylorPolyTwoDim WronskyDet ) ] ); our @EXPORT_OK = ( @{ $EXPORT_TAGS{'all'} } ); our $VERSION = '0.603'; =begin comment _combined_signature returns the combined signature of unique variable names of all Math::Symbolic trees passed to it. =end comment =cut sub _combined_signature { my %seen = map { ( $_, undef ) } map { ( $_->signature() ) } @_; return [ sort keys %seen ]; } =head2 grad This subroutine computes the gradient of a Math::Symbolic tree representing a function. The gradient of a function f(x1, x2, ..., xn) is defined as the vector: ( df(x1, x2, ..., xn) / d(x1), df(x1, x2, ..., xn) / d(x2), ..., df(x1, x2, ..., xn) / d(xn) ) (These are all partial derivatives.) Any good book on calculus will have more details on this. grad uses prototypes to allow for a variety of usages. In its most basic form, it accepts only one argument which may either be a Math::Symbolic tree or a string both of which will be interpreted as the function to compute the gradient for. Optionally, you may specify a second argument which must be a (literal) array of Math::Symbolic::Variable objects or valid Math::Symbolic variable names (strings). These variables will the be used for the gradient instead of the x1, ..., xn inferred from the function signature. =cut sub grad ($;\@) { my $original = shift; $original = parse_from_string($original) unless ref($original) =~ /^Math::Symbolic/; my $signature = shift; my @funcs; my @signature = ( defined $signature ? @$signature : $original->signature() ); foreach (@signature) { my $var = Math::Symbolic::Variable->new($_); my $func = Math::Symbolic::Operator->new( { type => U_P_DERIVATIVE, operands => [ $original->new(), $var ], } ); push @funcs, $func; } return @funcs; } =head2 div This subroutine computes the divergence of a set of Math::Symbolic trees representing a vectorial function. The divergence of a vectorial function F = (f1(x1, ..., xn), ..., fn(x1, ..., xn)) is defined like follows: sum_from_i=1_to_n( dfi(x1, ..., xn) / dxi ) That is, the sum of all partial derivatives of the i-th component function to the i-th coordinate. See your favourite book on calculus for details. Obviously, it is important to keep in mind that the number of function components must be equal to the number of variables/coordinates. Similar to grad, div uses prototypes to offer a comfortable interface. First argument must be a (literal) array of strings and Math::Symbolic trees which represent the vectorial function's components. If no second argument is passed, the variables used for computing the divergence will be inferred from the functions. That means the function signatures will be joined to form a signature for the vectorial function. If the optional second argument is specified, it has to be a (literal) array of Math::Symbolic::Variable objects and valid variable names (strings). These will then be interpreted as the list of variables for computing the divergence. =cut sub div (\@;\@) { my @originals = map { ( ref($_) =~ /^Math::Symbolic/ ) ? $_ : parse_from_string($_) } @{ +shift }; my $signature = shift; $signature = _combined_signature(@originals) if not defined $signature; if ( @$signature != @originals ) { die "Variable count does not function count for divergence."; } my @signature = map { Math::Symbolic::Variable->new($_) } @$signature; my $div = Math::Symbolic::Operator->new( { type => U_P_DERIVATIVE, operands => [ shift(@originals)->new(), shift @signature ], } ); foreach (@originals) { $div = Math::Symbolic::Operator->new( '+', $div, Math::Symbolic::Operator->new( { type => U_P_DERIVATIVE, operands => [ $_->new(), shift @signature ], } ) ); } return $div; } =head2 rot This subroutine computes the rotation of a set of three Math::Symbolic trees representing a vectorial function. The rotation of a vectorial function F = (f1(x1, x2, x3), f2(x1, x2, x3), f3(x1, x2, x3)) is defined as the following vector: ( ( df3/dx2 - df2/dx3 ), ( df1/dx3 - df3/dx1 ), ( df2/dx1 - df1/dx2 ) ) Or "nabla x F" for short. Again, I have to refer to the literature for the details on what rotation is. Please note that there have to be exactly three function components and three coordinates because the cross product and hence rotation is only defined in three dimensions. As with the previously introduced subroutines div and grad, rot offers a prototyped interface. First argument must be a (literal) array of strings and Math::Symbolic trees which represent the vectorial function's components. If no second argument is passed, the variables used for computing the rotation will be inferred from the functions. That means the function signatures will be joined to form a signature for the vectorial function. If the optional second argument is specified, it has to be a (literal) array of Math::Symbolic::Variable objects and valid variable names (strings). These will then be interpreted as the list of variables for computing the rotation. (And please excuse my copying the last two paragraphs from above.) =cut sub rot (\@;\@) { my $originals = shift; my @originals = map { ( ref($_) =~ /^Math::Symbolic/ ) ? $_ : parse_from_string($_) } @$originals; my $signature = shift; $signature = _combined_signature(@originals) unless defined $signature; if ( @originals != 3 ) { die "Rotation only defined for functions of three components."; } if ( @$signature != 3 ) { die "Rotation only defined for three variables."; } return ( Math::Symbolic::Operator->new( '-', Math::Symbolic::Operator->new( { type => U_P_DERIVATIVE, operands => [ $originals[2]->new(), $signature->[1] ], } ), Math::Symbolic::Operator->new( { type => U_P_DERIVATIVE, operands => [ $originals[1]->new(), $signature->[2] ], } ) ), Math::Symbolic::Operator->new( '-', Math::Symbolic::Operator->new( { type => U_P_DERIVATIVE, operands => [ $originals[0]->new(), $signature->[2] ], } ), Math::Symbolic::Operator->new( { type => U_P_DERIVATIVE, operands => [ $originals[2]->new(), $signature->[0] ], } ) ), Math::Symbolic::Operator->new( '-', Math::Symbolic::Operator->new( { type => U_P_DERIVATIVE, operands => [ $originals[1]->new(), $signature->[0] ], } ), Math::Symbolic::Operator->new( { type => U_P_DERIVATIVE, operands => [ $originals[0]->new(), $signature->[1] ], } ) ) ); } =head2 Jacobi Jacobi() returns the Jacobi matrix of a given vectorial function. It expects any number of arguments (strings and/or Math::Symbolic trees) which will be interpreted as the vectorial function's components. Variables used for computing the matrix are, by default, inferred from the combined signature of the components. By specifying a second literal array of variable names as (second) argument, you may override this behaviour. The Jacobi matrix is the vector of gradient vectors of the vectorial function's components. =cut sub Jacobi (\@;\@) { my @funcs = map { ( ref($_) =~ /^Math::Symbolic/ ) ? $_ : parse_from_string($_) } @{ +shift() }; my $signature = shift; my @signature = ( defined $signature ? ( map { ( ref($_) =~ /^Math::Symbolic/ ) ? $_ : parse_from_string($_) } @$signature ) : ( @{ +_combined_signature(@funcs) } ) ); return map { [ grad $_, @signature ] } @funcs; } =head2 Hesse Hesse() returns the Hesse matrix of a given scalar function. First argument must be a string (to be parsed as a Math::Symbolic tree) or a Math::Symbolic tree. As with Jacobi(), Hesse() optionally accepts an array of signature variables as second argument. The Hesse matrix is the Jacobi matrix of the gradient of a scalar function. =cut sub Hesse ($;\@) { my $function = shift; $function = parse_from_string($function) unless ref($function) =~ /^Math::Symbolic/; my $signature = shift; my @signature = ( defined $signature ? ( map { ( ref($_) =~ /^Math::Symbolic/ ) ? $_ : parse_from_string($_) } @$signature ) : $function->signature() ); my @gradient = grad $function, @signature; return Jacobi @gradient, @signature; } =head2 TotalDifferential This function computes the total differential of a scalar function of multiple variables in a certain point. First argument must be the function to derive. The second argument is an optional (literal) array of variable names (strings) and Math::Symbolic::Variable objects to be used for deriving. If the argument is not specified, the functions signature will be used. The third argument is also an optional array and denotes the set of variable (names) to use for indicating the point for which to evaluate the differential. It must have the same number of elements as the second argument. If not specified the variable names used as coordinated (the second argument) with an appended '_0' will be used as the point's components. =cut sub TotalDifferential ($;\@\@) { my $function = shift; $function = parse_from_string($function) unless ref($function) =~ /^Math::Symbolic/; my $sig = shift; $sig = [ $function->signature() ] if not defined $sig; my @sig = map { Math::Symbolic::Variable->new($_) } @$sig; my $point = shift; $point = [ map { $_->name() . '_0' } @sig ] if not defined $point; my @point = map { Math::Symbolic::Variable->new($_) } @$point; if ( @point != @sig ) { croak "Signature dimension does not match point dimension."; } my @grad = grad $function, @sig; if ( @grad != @sig ) { croak "Signature dimension does not match function grad dim."; } foreach (@grad) { my @point_copy = @point; $_->implement( map { ( $_->name() => shift(@point_copy) ) } @sig ); } my $d = Math::Symbolic::Operator->new( '*', shift(@grad), Math::Symbolic::Operator->new( '-', shift(@sig), shift(@point) ) ); $d += Math::Symbolic::Operator->new( '*', shift(@grad), Math::Symbolic::Operator->new( '-', shift(@sig), shift(@point) ) ) while @grad; return $d; } =head2 DirectionalDerivative DirectionalDerivative computes the directional derivative of a scalar function in the direction of a specified vector. With f being the function and X, A being vectors, it looks like this: (this is a partial derivative) df(X)/dA = grad(f(X)) * (A / |A|) First argument must be the function to derive (either a string or a valid Math::Symbolic tree). Second argument must be vector into whose direction to derive. It is to be specified as an array of variable names and objects. Third argument is the optional signature to be used for computing the gradient. Please see the documentation of the grad function for details. It's dimension must match that of the directional vector. =cut sub DirectionalDerivative ($\@;\@) { my $function = shift; $function = parse_from_string($function) unless ref($function) =~ /^Math::Symbolic/; my $vec = shift; my @vec = map { Math::Symbolic::Variable->new($_) } @$vec; my $sig = shift; $sig = [ $function->signature() ] if not defined $sig; my @sig = map { Math::Symbolic::Variable->new($_) } @$sig; if ( @vec != @sig ) { croak "Signature dimension does not match vector dimension."; } my @grad = grad $function, @sig; if ( @grad != @sig ) { croak "Signature dimension does not match function grad dim."; } my $two = Math::Symbolic::Constant->new(2); my @squares = map { Math::Symbolic::Operator->new( '^', $_, $two ) } @vec; my $abs_vec = shift @squares; $abs_vec += shift(@squares) while @squares; $abs_vec = Math::Symbolic::Operator->new( '^', $abs_vec, Math::Symbolic::Constant->new( 1 / 2 ) ); @vec = map { $_ / $abs_vec } @vec; my $dd = Math::Symbolic::Operator->new( '*', shift(@grad), shift(@vec) ); $dd += Math::Symbolic::Operator->new( '*', shift(@grad), shift(@vec) ) while @grad; return $dd; } =begin comment This computes the taylor binomial (d/dx*(x-x0)+d/dy*(y-y0))^n * f(x0, y0) =end comment =cut sub _taylor_binomial { my $f = shift; my $a = shift; my $b = shift; my $a0 = shift; my $b0 = shift; my $n = shift; $f = $f->new(); my $da = $a - $a0; my $db = $b - $b0; $f->implement( $a->name() => $a0, $b->name() => $b0 ); return Math::Symbolic::Constant->one() if $n == 0; return $da * Math::Symbolic::Operator->new( 'partial_derivative', $f->new(), $a0 ) + $db * Math::Symbolic::Operator->new( 'partial_derivative', $f->new(), $b0 ) if $n == 1; my $n_obj = Math::Symbolic::Constant->new($n); my $p_a_deriv = $f->new(); $p_a_deriv = Math::Symbolic::Operator->new( 'partial_derivative', $p_a_deriv, $a0 ) for 1 .. $n; my $res = Math::Symbolic::Operator->new( '*', $p_a_deriv, Math::Symbolic::Operator->new( '^', $da, $n_obj ) ); foreach my $k ( 1 .. $n - 1 ) { $p_a_deriv = $p_a_deriv->op1()->new(); my $deriv = $p_a_deriv; $deriv = Math::Symbolic::Operator->new( 'partial_derivative', $deriv, $b0 ) for 1 .. $k; my $k_obj = Math::Symbolic::Constant->new($k); $res += Math::Symbolic::Operator->new( '*', Math::Symbolic::Constant->new( _over( $n, $k ) ), Math::Symbolic::Operator->new( '*', $deriv, Math::Symbolic::Operator->new( '*', Math::Symbolic::Operator->new( '^', $da, Math::Symbolic::Constant->new( $n - $k ) ), Math::Symbolic::Operator->new( '^', $db, $k_obj ) ) ) ); } my $p_b_deriv = $f->new(); $p_b_deriv = Math::Symbolic::Operator->new( 'partial_derivative', $p_b_deriv, $b0 ) for 1 .. $n; $res += Math::Symbolic::Operator->new( '*', $p_b_deriv, Math::Symbolic::Operator->new( '^', $db, $n_obj ) ); return $res; } =begin comment This computes / n \ | | \ k / =end comment =cut sub _over { my $n = shift; my $k = shift; return 1 if $k == 0; return _over( $n, $n - $k ) if $k > $n / 2; my $prod = 1; my $i = $n; my $j = $k; while ( $i > $k ) { $prod *= $i; $prod /= $j if $j > 1; $i--; $j--; } return ($prod); } =begin comment _faculty() computes the product that is the faculty of the first argument. =end comment =cut sub _faculty { my $num = shift; croak "Cannot calculate faculty of negative numbers." if $num < 0; my $fac = Math::Symbolic::Constant->one(); return $fac if $num <= 1; for ( my $i = 2 ; $i <= $num ; $i++ ) { $fac *= Math::Symbolic::Constant->new($i); } return $fac; } =head2 TaylorPolyTwoDim This subroutine computes the Taylor Polynomial for functions of two variables. Please refer to the documentation of the TaylorPolynomial function in the Math::Symbolic::MiscCalculus package for an explanation of single dimensional Taylor Polynomials. This is the counterpart in two dimensions. First argument must be the function to approximate with the Taylor Polynomial either as a string or a Math::Symbolic tree. Second and third argument must be the names of the two coordinates. (These may alternatively be Math::Symbolic::Variable objects.) Fourth argument must be the degree of the Taylor Polynomial. Fifth and Sixth arguments are optional and specify the names of the variables to introduce as the point of approximation. These default to the names of the coordinates with '_0' appended. =cut sub TaylorPolyTwoDim ($$$$;$$) { my $function = shift; $function = parse_from_string($function) unless ref($function) =~ /^Math::Symbolic/; my $x1 = shift; $x1 = Math::Symbolic::Variable->new($x1) unless ref($x1) eq 'Math::Symbolic::Variable'; my $x2 = shift; $x2 = Math::Symbolic::Variable->new($x2) unless ref($x2) eq 'Math::Symbolic::Variable'; my $n = shift; my $x1_0 = shift; $x1_0 = $x1->name() . '_0' if not defined $x1_0; $x1_0 = Math::Symbolic::Variable->new($x1_0) unless ref($x1_0) eq 'Math::Symbolic::Variable'; my $x2_0 = shift; $x2_0 = $x2->name() . '_0' if not defined $x2_0; $x2_0 = Math::Symbolic::Variable->new($x2_0) unless ref($x2_0) eq 'Math::Symbolic::Variable'; my $x1_n = $x1->name(); my $x2_n = $x2->name(); my $dx1 = $x1 - $x1_0; my $dx2 = $x2 - $x2_0; my $copy = $function->new(); $copy->implement( $x1_n => $x1_0, $x2_n => $x2_0 ); my $taylor = $copy; return $taylor if $n == 0; foreach my $k ( 1 .. $n ) { $taylor += Math::Symbolic::Operator->new( '/', _taylor_binomial( $function->new(), $x1, $x2, $x1_0, $x2_0, $k ), _faculty($k) ); } return $taylor; } =head2 WronskyDet WronskyDet() computes the Wronsky Determinant of a set of n functions. First argument is required and a (literal) array of n functions. Second argument is optional and a (literal) array of n variables or variable names. If the second argument is omitted, the variables used for deriving are inferred from function signatures. This requires, however, that the function signatures have exactly one element. (And the function this exactly one variable.) =cut sub WronskyDet (\@;\@) { my $functions = shift; my @functions = map { ( ref($_) =~ /^Math::Symbolic/ ) ? $_ : parse_from_string($_) } @$functions; my $vars = shift; my @vars = ( defined $vars ? @$vars : () ); @vars = map { my @sig = $_->signature(); croak "Cannot infer function signature for WronskyDet." if @sig != 1; shift @sig; } @functions if not defined $vars; @vars = map { Math::Symbolic::Variable->new($_) } @vars; croak "Number of vars doesn't match num of functions in WronskyDet." if not @vars == @functions; my @matrix; push @matrix, [@functions]; foreach ( 2 .. @functions ) { my $i = 0; @functions = map { Math::Symbolic::Operator->new( 'partial_derivative', $_, $vars[ $i++ ] ) } @functions; push @matrix, [@functions]; } return det @matrix; } 1; __END__ =head1 AUTHOR Please send feedback, bug reports, and support requests to the Math::Symbolic support mailing list: math-symbolic-support at lists dot sourceforge dot net. Please consider letting us know how you use Math::Symbolic. Thank you. If you're interested in helping with the development or extending the module's functionality, please contact the developers' mailing list: math-symbolic-develop at lists dot sourceforge dot net. List of contributors: Steffen Müller, symbolic-module at steffen-mueller dot net Stray Toaster, mwk at users dot sourceforge dot net Oliver Ebenhöh =head1 SEE ALSO New versions of this module can be found on http://steffen-mueller.net or CPAN. The module development takes place on Sourceforge at http://sourceforge.net/projects/math-symbolic/ L =cut