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A python-only implementation of single-variable root finding methods

Project Description

Abstract

A Python library implementing various root finding methods for single-variable functions.

Currently the following methods have been implemented:

* The `bisect <http://en.wikipedia.org/wiki/Bisection_method>`_ method.
* The `ridder <http://en.wikipedia.org/wiki/Ridders%27_method>`_ method.
* The `brent <http://en.wikipedia.org/wiki/Brent%27s_method>`_ method.

With regard to Brent’s method, there are two implementations, the first one uses inverse quadratic extrapolation (Brentq) while the other ones uses hyperbolic extrapolation (Brenth).

If you don’t know which method to use, you should probably use Brentq. That being said, Bisect method is safe and slow.

Example

# define the function whose root you are searching
def f(x, a):
    return x ** 2 - a + 1

# Create the Solver object (instead of Brentq you could also import Brenth/Ridder/Bisect)
from pyroots import Brentq
brent = Brentq(epsilon=1e-5)

# solve the function in `[-3, 0]` while `a` is equal to 2
result = brent(f, -3, 0, a=2)
print(result)

will output:

 converged : True
   message : Solution converged.
 iteration :   6
func calls :   9
        x0 :    -1.0000000748530762
      xtol :     0.0000000000000002
     f(x0) :     0.0000001497061579
   epsilon :     0.0000100000000000

Rationale

The functionality of pyroots is already implemented in scipy, so the natural question is why rediscover the wheel?

Well, the main reason is that scipy is a huge dependency. Pyroots on the other hand is just a single package that is easily installed and that you can easily bundle with py2exe or similar projects. It doesn’t even need to get installed, just throw the pyroots folder in your project and you are ready to go.

Apart from that, the API used by scipy’s functions is not very user-friendly. For example you can’t use keyword arguments for your functions. Moreover, in scipy there is no reliable way to define how many digits of accuracy you want in the obtained root. For example, you may ask for 6 digits, but scipy may calculate up to 14 (or 12 or whatever) digits. The main implication of this “glitch” is that scipy’s method may evaluate the function more times than those really needed. If the function calculates something trivial like the functions in the following examples, then these extra function calls are no big deal, but if your functions take significant time to evaluate ,e.g. more than seconds, then this can quickly become annoying, or even, simply unacceptable, e.g. the function takes some minutes to return a value.

Installation

with pip:

pip install pyroots

or from source:

python setup.py install

Usage

All the solvers share the same API, so you can easily switch between the various methods.

Function

The function whose root you are searching must take at least a single argument and return a single number. This first argument is also the dependent variable and, apart from that, the function can also take any number of positional/keyword arguments. For example the following functions are totally valid ones:

def f(x, a):
    return x ** 2 - a + 1

def g(x, a, b, c=3):
    return x ** 2 + a ** b - c

Solver Objects

The first thing you have to do is to create a Solver object for the method you want to use:

from pyroots import Brentq

brent = Brentq()

When you create the Solver object, you can specify several parameters that will affect the convergence. The most important are:

  • epsilon which specifies the number of digits that will be taken under consideration when checking for convergence. It defaults to 1e-6.
  • raise_on_fail which will raise an exception if convergence failed. It defaults to True.

Using the above function definitions, in order to find the root of f you must first define an interval that contains the root. Let’s say that this interval is defined as [xa, xb]. In this case you will call the solver like this:

def f(x, a):
    return x ** 2 - a + 1

solver = Brentq()
result = solver(f, xa, xb, a=3)

Result Objects

All the methods return a Result object that has the following attributes:

result.x0               # the root
result.fx0              # the value of ``f(x0)`
result.convergence      # True/False
result.iterations       # the number of iterations
result.func_calls       # the number of function evaluations.
result.msg              # a descriptive message regarding the convergence (or the failure of convergence)

If, for some reason, convergence cannot be achieved, then a ConvergenceError is raised. If you don’t want that to happen, then you have to pass False as the value of raise_on_fail argument:

def f(x):
    return x ** 2 - 1

result = brent(f, xa=-10, xb=-5, raise_on_fail=False):
print(result)

API

Each solver factory has the following signature:

SolverFactory(epsilon=1e-6, xtol=EPS, max_iter=500, raise_on_fail=True, debug_precision=10)

where:

  • epsilon is the required precision of the solution, i.e. a solution is achieved when |f(x0)| is smaller than epsilon.
  • max_iter is the maximum allowed number of iterations.
  • raise_on_fail is a boolean flag indicating whether or not an exception should be raised if convergence fails. It defaults to True

Each solver object has the following signature:

solver_object(f, xa, xb, *args, **kwargs)

where:

  • f is the function whose root we are searching.
  • xa is the lower bracket of the interval of the solution we search.
  • xb is the upper bracket of the interval of the solution we search.
  • *args are passed as positional arguments when f is evaluated.
  • **kwargs are passed as keyword arguments when f is evaluated.

Documentation

For the time being documentation is not yet ready, but the examples in the README should be enough to get your feet wet.

The source code repository of pyroots can be found at: https://github.com/pmav99/pyroots

Feedback and contributions are greatly appreciated.

pmav99 <gmail>

Release History

Release History

This version
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0.3.2

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0.3.0

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0.1.0

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