numeric-prelude-0.3: src/MathObj/Gaussian/Bell.hs
{-# LANGUAGE NoImplicitPrelude #-}
{-
Complex translated and modulated Gaussian bell curve.
It could be extended to chirps
using a complex valued quadratic term with (real c >= 0).
This allows for a new test:
Express the Fourier transform in terms of a convolution with a chirp.
-}
module MathObj.Gaussian.Bell where
import qualified MathObj.Polynomial as Poly
import qualified Number.Complex as Complex
import qualified Algebra.Transcendental as Trans
import qualified Algebra.Field as Field
import qualified Algebra.Absolute as Absolute
import qualified Algebra.Ring as Ring
import qualified Algebra.Additive as Additive
import Number.Complex ((+:), )
import Test.QuickCheck (Arbitrary, arbitrary, )
import Control.Monad (liftM4, )
-- import Prelude (($))
import NumericPrelude.Numeric
import NumericPrelude.Base hiding (reverse, )
data T a = Cons {amp :: a, c0, c1 :: Complex.T a, c2 :: a}
deriving (Eq, Show)
instance (Absolute.C a, Arbitrary a) => Arbitrary (T a) where
arbitrary =
liftM4
(\k a b c -> Cons (abs k) a b (1 + abs c))
arbitrary arbitrary arbitrary arbitrary
constant :: Ring.C a => T a
constant = Cons one zero zero zero
{- |
eigenfunction of 'fourier'
-}
unit :: Ring.C a => T a
unit = Cons one zero zero one
{-# INLINE evaluate #-}
evaluate :: (Trans.C a) =>
T a -> a -> Complex.T a
evaluate f x =
Complex.scale
(sqrt (amp f))
(Complex.exp $ Complex.scale (-pi) $
c0 f + Complex.scale x (c1 f) + Complex.fromReal (c2 f * x^2))
evaluateSqRt :: (Trans.C a) =>
T a -> a -> Complex.T a
evaluateSqRt f x0 =
Complex.scale
(sqrt (amp f))
(let x = sqrt pi * x0
in Complex.exp $ negate $
c0 f + Complex.scale x (c1 f) + Complex.fromReal (c2 f * x^2))
exponentPolynomial :: (Additive.C a) =>
T a -> Poly.T (Complex.T a)
exponentPolynomial f =
Poly.fromCoeffs [c0 f, c1 f, Complex.fromReal (c2 f)]
{-
norm functions depend on interpretation
and would have to return both a rational and transcendental part
expressed as @exp a@.
-}
variance :: (Trans.C a) =>
T a -> a
variance f =
recip $ c2 f * 2*pi
multiply :: (Ring.C a) =>
T a -> T a -> T a
multiply f g =
Cons
(amp f * amp g)
(c0 f + c0 g) (c1 f + c1 g) (c2 f + c2 g)
powerRing :: (Trans.C a) =>
Integer -> T a -> T a
powerRing p f =
let pa = fromInteger p
in Cons
(amp f ^ p)
(pa * c0 f) (pa * c1 f) (fromInteger p * c2 f)
{-
powerField does not makes sense,
since the reciprocal of a Gaussian diverges.
-}
powerAlgebraic :: (Trans.C a) =>
Rational -> T a -> T a
powerAlgebraic p f =
let pa = fromRational' p
in Cons
(amp f ^/ p)
(pa * c0 f) (pa * c1 f) (fromRational' p * c2 f)
powerTranscendental :: (Trans.C a) =>
a -> T a -> T a
powerTranscendental p f =
Cons
(amp f ^? p)
(Complex.scale p $ c0 f) (Complex.scale p $ c1 f) (p * c2 f)
{-
let x=Cons 2 (1+:3) (4+:5) (7::Rational); y=Cons 7 (1+:4) (3+:2) (5::Rational)
-}
convolve :: (Field.C a) =>
T a -> T a -> T a
convolve f g =
let s = c2 f + c2 g
{-
fd = f1/(2*f2)
gd = g1/(2*g2)
c = f2*g2/(f2+g2)
c*(fd+gd) = (f1*g2+f2*g1)/(2*(f2+g2)) = b/2
c*(fd+gd)^2 - fd^2*f2 - gd^2*g2
= f2*g2*(fd+gd)^2/(f2 + g2) - (fd^2*f2 + gd^2*g2)
= (f2*g2*(fd+gd)^2 - (f2+g2)*(fd^2*f2+gd^2*g2)) / (f2 + g2)
= (2*f2*g2*fd*gd - (fd^2*f2^2+gd^2*g2^2)) / (f2 + g2)
= (2*f1*g1 - (f1^2+g1^2)) / (4*(f2 + g2))
= -(f1 - g1)^2/(4*(f2 + g2))
-}
in Cons
(amp f * amp g / s)
(c0 f + c0 g
- Complex.scale (recip (4*s)) ((c1 f - c1 g)^2))
(Complex.scale (c2 g / s) (c1 f) +
Complex.scale (c2 f / s) (c1 g))
(c2 f * c2 g / s)
-- recip $ recip (c2 f) + recip (c2 g)
{-
Cons
(c0 f + c0 g) (c1 f + c1 g)
(recip $ recip (c2 f) + recip (c2 g))
-}
convolveByTranslation :: (Field.C a) =>
T a -> T a -> T a
convolveByTranslation f0 g0 =
let fd = Complex.scale (recip (2 * c2 f0)) $ c1 f0
gd = Complex.scale (recip (2 * c2 g0)) $ c1 g0
f1 = translateComplex fd f0
g1 = translateComplex gd g0
s = c2 f1 + c2 g1
in translateComplex (negate $ fd + gd) $
Cons
(amp f1 * amp g1 / s)
(c0 f1 + c0 g1) zero
(c2 f1 * c2 g1 / s)
convolveByFourier :: (Field.C a) =>
T a -> T a -> T a
convolveByFourier f g =
reverse $ fourier $ multiply (fourier f) (fourier g)
fourier :: (Field.C a) =>
T a -> T a
fourier f =
let a = c0 f
b = c1 f
rc = recip $ c2 f
in Cons
(amp f * rc)
(Complex.scale (rc/4) (-b^2) + a)
(Complex.scale rc $ Complex.quarterRight b)
rc
fourierByTranslation :: (Field.C a) =>
T a -> T a
fourierByTranslation f =
translateComplex (Complex.scale (1/2) $ Complex.quarterLeft $ c1 f) $
Cons (amp f / c2 f) (c0 f) zero (recip $ c2 f)
{-
a + b*x + c*x^2
= c*(a/c + b/c*x + x^2)
= c*((x-b/(2*c))^2 + (4*a*c+b^2)/(4*c^2))
= c*(x-b/(2*c))^2 + (4*a*c+b^2)/(4*c)
fourier ->
x^2/c - i*b/c*x + (4*a*c+b^2)/(4*c)
fourier (x -> exp(-pi*c*(x-t)^2))
= fourier $ translate t $ shrink (sqrt c) $ x -> exp(-pi*x^2)
= modulate t $ dilate (sqrt c) $ fourier $ x -> exp(-pi*x^2)
= modulate t $ dilate (sqrt c) $ x -> exp(-pi*x^2)
= modulate t $ x -> exp(-pi*x^2/c)
= x -> exp(-pi*x^2/c) * exp(-2*pi*i*x*t)
= x -> exp(-pi*(x^2/c - 2*i*x*t))
-}
{-
b*x + c*x^2
= c*(b/c*x + x^2)
= c*((x-br/(2*c))^2 + i*x*bi/c - br^2/(4*c^2))
= c*(x-br/(2*c))^2 + i*x*bi - br^2/(4*c)
fourier ->
(x+bi/2)^2/c - i*br/c*(x+bi/2) - br^2/(4*c)
= (1/c) * ((x+bi/2)^2 - i*br*(x+bi/2) + (br/2)^2)
= (1/c) * (x^2 - i*b*x + -(br/2)^2 + (bi/2)^2 - i*br*bi/2)
= (1/c) * (x^2 - i*b*x - (br^2-bi^2+2*br*bi*i)^2 /4)
= (1/c) * (x^2 - i*b*x - b^2 / 4)
= (1/c) * (x^2 - i*b*x + (i*b/2)^2)
= (1/c) * (x - i*b/2)^2
Example:
(x-b)^2 = b^2 - 2*b*x + x^2
-> (- i*2*b*x + x^2)
fourier (x -> exp(-pi*(c*(x-t)^2 + 2*i*m*x)))
= fourier $ modulate m $ translate t $ shrink (sqrt c) $ x -> exp(-pi*x^2)
= translate (-m) $ modulate t $ dilate (sqrt c) $ fourier $ x -> exp(-pi*x^2)
= translate (-m) $ modulate t $ dilate (sqrt c) $ x -> exp(-pi*x^2)
= translate (-m) $ modulate t $ x -> exp(-pi*x^2/c)
= translate (-m) $ x -> exp(-pi*x^2/c) * exp(-2*pi*i*x*t)
= x -> exp(-pi*(x+m)^2/c) * exp(-2*pi*i*(x+m)*t)
= x -> exp(-pi*((x+m)^2/c - 2*i*(x+m)*t))
-}
{-
fourier (Cons a 0 0) =
Cons a 0 infinity
fourier (Cons 0 0 c) =
Cons 0 0 (recip c)
fourier (Cons 0 b 1) =
Cons 0 (i*b) 1
-}
translate :: Ring.C a => a -> T a -> T a
translate d f =
let a = c0 f
b = c1 f
c = c2 f
in Cons
(amp f)
(Complex.fromReal (c*d^2) - Complex.scale d b + a)
(Complex.fromReal (-2*c*d) + b)
c
translateComplex :: Ring.C a => Complex.T a -> T a -> T a
translateComplex d f =
let a = c0 f
b = c1 f
c = c2 f
in Cons
(amp f)
(Complex.scale c (d^2) - b*d + a)
(Complex.scale (-2*c) d + b)
c
modulate :: Ring.C a => a -> T a -> T a
modulate d f =
Cons
(amp f)
(c0 f)
(c1 f + (zero +: 2*d))
(c2 f)
turn :: Ring.C a => a -> T a -> T a
turn d f =
Cons
(amp f)
(c0 f + (zero +: 2*d))
(c1 f)
(c2 f)
reverse :: Additive.C a => T a -> T a
reverse f =
f{c1 = negate $ c1 f}
dilate :: Field.C a => a -> T a -> T a
dilate k f =
Cons
(amp f)
(c0 f)
(Complex.scale (recip k) $ c1 f)
(c2 f / k^2)
shrink :: Ring.C a => a -> T a -> T a
shrink k f =
Cons
(amp f)
(c0 f)
(Complex.scale k $ c1 f)
(c2 f * k^2)
amplify :: (Ring.C a) => a -> T a -> T a
amplify k f =
Cons
(k^2 * amp f)
(c0 f)
(c1 f)
(c2 f)
{- laws
fourier (convolve f g) = fourier f * fourier g
fourier (fourier f) = reverse f
-}