dsp-collection/math/NumApprox.js

A collection of JavaScript modules for digital signal processing (written in TypeScript)

export function argMax_scanArith(f, argLo, argHi, argIncr) {
    let maxArg = NaN;
    let maxVal = -Infinity;
    let lastArg = NaN;
    for (let x = argLo; x < argHi; x += argIncr) {
        const v = f(x);
        if (v > maxVal) {
            maxArg = x;
            maxVal = v;
        }
        lastArg = x;
    }
    if (lastArg != argHi && argHi > argLo && f(argHi) > maxVal) {
        maxArg = argHi;
    }
    return maxArg;
}
export function argMax_scanGeom(f, argLo, argHi, argFactor) {
    let maxArg = NaN;
    let maxVal = -Infinity;
    let lastArg = NaN;
    for (let x = argLo; x < argHi; x *= argFactor) {
        const v = f(x);
        if (v > maxVal) {
            maxArg = x;
            maxVal = v;
        }
        lastArg = x;
    }
    if (lastArg != argHi && argHi > argLo && f(argHi) > maxVal) {
        maxArg = argHi;
    }
    return maxArg;
}
export function argMax_goldenSectionSearch(f, argLo, argHi, tolerance) {
    const invPhi = (Math.sqrt(5) - 1) / 2;
    const invPhi2 = 1 - invPhi;
    let lo = argLo;
    let hi = argHi;
    let width = hi - lo;
    let x1 = lo + width * invPhi2;
    let x2 = lo + width * invPhi;
    let y1 = f(x1);
    let y2 = f(x2);
    if (width <= tolerance) {
        return (lo + hi) / 2;
    }
    const n = Math.ceil(Math.log(tolerance / width) / Math.log(invPhi));
    for (let i = 0; i < n; i++) {
        width *= invPhi;
        if (y1 >= y2) {
            hi = x2;
            x2 = x1;
            y2 = y1;
            x1 = lo + width * invPhi2;
            y1 = f(x1);
        }
        else {
            lo = x1;
            x1 = x2;
            y1 = y2;
            x2 = lo + width * invPhi;
            y2 = f(x2);
        }
    }
    return (y1 >= y2) ? (lo + x2) / 2 : (x1 + hi) / 2;
}
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