Thun/docs/Newton-Raphson.md

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Newton's method

Let's use the Newton-Raphson method for finding the root of an equation to write a function that can compute the square root of a number.

Cf. "Why Functional Programming Matters" by John Hughes

from notebook_preamble import J, V, define

A Generator for Approximations

To make a generator that generates successive approximations lets start by assuming an initial approximation and then derive the function that computes the next approximation:

   a F
---------
    a'

A Function to Compute the Next Approximation

This is the equation for computing the next approximate value of the square root:

a_{i+1} = \frac{(a_i+\frac{n}{a_i})}{2}

a n over / + 2 /
a n a    / + 2 /
a n/a      + 2 /
a+n/a        2 /
(a+n/a)/2

The function we want has the argument n in it:

F == n over / + 2 /

Make it into a Generator

Our generator would be created by:

a [dup F] make_generator

With n as part of the function F, but n is the input to the sqrt function were writing. If we let 1 be the initial approximation:

1 n 1 / + 2 /
1 n/1   + 2 /
1 n     + 2 /
n+1       2 /
(n+1)/2

The generator can be written as:

23 1 swap  [over / + 2 /] cons [dup] swoncat make_generator
1 23       [over / + 2 /] cons [dup] swoncat make_generator
1       [23 over / + 2 /]      [dup] swoncat make_generator
1   [dup 23 over / + 2 /]                    make_generator
define('codireco == cons dip rest cons')
define('make_generator == [codireco] ccons')
define('ccons == cons cons')
define('gsra == 1 swap [over / + 2 /] cons [dup] swoncat make_generator')
J('23 gsra')
[1 [dup 23 over / + 2 /] codireco]

Let's drive the generator a few time (with the x combinator) and square the approximation to see how well it works...

J('23 gsra 6 [x popd] times first sqr')
23.0000000001585

Finding Consecutive Approximations within a Tolerance

The remainder of a square root finder is a function within, which takes a tolerance and a list of approximations and looks down the list for two successive approximations that differ by no more than the given tolerance.

From "Why Functional Programming Matters" by John Hughes

(And note that by “list” he means a lazily-evaluated list.)

Using the output [a G] of the above generator for square root approximations, and further assuming that the first term a has been generated already and epsilon ε is handy on the stack...

   a [b G] ε within
---------------------- a b - abs ε <=
      b


   a [b G] ε within
---------------------- a b - abs ε >
   b [c G] ε within

Predicate

a [b G]             ε [first - abs] dip <=
a [b G] first - abs ε                   <=
a b           - abs ε                   <=
a-b             abs ε                   <=
abs(a-b)            ε                   <=
(abs(a-b)<=ε)
define('_within_P == [first - abs] dip <=')

Base-Case

a [b G] ε roll< popop first
  [b G] ε a     popop first
  [b G]               first
   b
define('_within_B == roll< popop first')

Recur

a [b G] ε R0 [within] R1
  1. Discard a.
  2. Use x combinator to generate next term from G.
  3. Run within with i (it is a primrec function.)

Pretty straightforward:

a [b G]        ε R0           [within] R1
a [b G]        ε [popd x] dip [within] i
a [b G] popd x ε              [within] i
  [b G]      x ε              [within] i
b [c G]        ε              [within] i
b [c G]        ε               within

b [c G] ε within
define('_within_R == [popd x] dip')

Setting up

The recursive function we have defined so far needs a slight preamble: x to prime the generator and the epsilon value to use:

[a G] x ε ...
a [b G] ε ...
define('within == x 0.000000001 [_within_P] [_within_B] [_within_R] primrec')
define('sqrt == gsra within')
J('23 sqrt')
4.795831523312719
4.795831523312719**2
22.999999999999996