For context, let me first define some stuff. For a given natural number n, let theta and eta be two positive vectors of length n and epsilon be a vector of -1 and 1s of length n as well.
I am trying to implement an algorithm that computes the finite sequence of real functions g=(g_1,...g_n) with g_n=0 which verifies the following recurrence relation :
g_(i-1)(x)=f_i(x) if x*epsilon_i > x_star * epsilon_i and 0 otherwise,
with f_i(x)=2eta_i*(x-theta_i) g_i(x) and x_star the zero of f_i (I am saying "the zero" because f_i should be an increasing continuous piecewise affine function).
Below is my attempt. In the following code, computing_zero is an auxiliary function that allows me to compute x_star, the zero of f, assuming I know its breakpoints.
def computing_g(theta,epsilon,eta):
n=len(theta)
g=[lambda x:0,lambda x:2*eta[n-1]*max(0,x-theta[n-1])] # initialization of g : g=[g_n,g_(n-1)]
breakpoints_of_f=[theta[n-1]]
for i in range(1,n):
f= lambda x:2*eta[n-1-i]*(x-theta[n-1-i]) g[i](x)
x_star=computing_zero(breakpoints_of_f,f)
breakpoints_of_f.append(x_star)
g.append(lambda x: f(x) if epsilon[n-1-i]*x > epsilon[n-1-i]*x_star else 0)
return(breakpoints_of_f,g)
Whenever i run the algorithm, i get the following error :
line 6, in <lambda>
f= lambda x:2*eta[n-1-i]*(x-theta[n-1-i]) g[i](x)
line 9, in <lambda>
g.append(lambda x: f(x) if epsilon[n-1-i]*x > epsilon[n-1-i]*x_star else 0)
RecursionError: maximum recursion depth exceeded in comparison
I suppose there is some sort of infinite loop somewhere, but I am unable to identify where.
CodePudding user response:
I took a stab at writing this with closures, but I can't verify if the results of the math are what you expected, as you didn't provide code for the function calculating zero, so I just made something up. I'm pretty sure that this should avoid the recursion issue you're seeing.
Another change I made, is instead of using [n-1-i]
for all of the indexes in the loop, I changed the loop to start at 2, and then every index check is just [-i]
. The exception is when looking up the function in list g to use in calculating generating function f. There the index is now [i-1]
instead of [i]
.
def get_func_f(eta, theta, i, g):
"""Generate function f(x)"""
eta_i = eta[-i]
theta_i = theta[-i]
g_i = g[i-1] # This is the one index working from left to right, and i will always be len(g) 1
def f(x):
return 2 * eta_i * (x - theta_i) g_i(x)
return f
def get_func_g(f, epsilon_i, x_star):
"""generate function g(x)"""
def g(x):
if epsilon_i * x > epsilon_i * x_star:
return f(x)
else:
return 0
return g
def computing_g(theta,epsilon,eta):
n=len(theta)
g=[lambda x:0,lambda x:2*eta[-1]*max(0,x-theta[-1])] # initialization of g : g=[g_n,g_(n-1)]
breakpoints_of_f=[theta[-1]]
for i in range(2,n): # Start at 2 and just use [-i] instead of [n-1-i] everywhere.
f = get_func_f(eta, theta, i, g)
x_star=computing_zero(breakpoints_of_f,f)
breakpoints_of_f.append(x_star)
g.append(get_func_g(f, epsilon[-i], x_star))
#print(f"{breakpoints_of_f=}\n{g}")
return(breakpoints_of_f,g)
def computing_zero(a, b):
"""Completely made up as example code wasn't provided."""
return -(a[-1] b(a[-1]))
answer = computing_g(theta=[0.5,0.3,0.2,0.1],epsilon=[1,-1,1,-1],eta=[1,3,2,4])
print(f"breakpoints: {answer[0]}\ng={answer[1]}")
Output:
breakpoints: [0.1, 0.30000000000000004, -0.3000000000000004]
g=[<function computing_g.<locals>.<lambda> at 0x0000023F329CB670>, <function computing_g.<locals>.<lambda> at 0x0000023F329CB700>, <function get_func_g.<locals>.g at 0x0000023F329CB820>, <function get_func_g.<locals>.g at 0x0000023F329CB940>]