Composite Computing Methods Integrating Symbolic, Numeric and Graphical Packages for Research Engineers
Joint Technologies Applications
Project JTAP 5/11
James H Davenport Brian J Dupée*
Department of Mathematical Sciences University of Bath
Claverton Down Bath BA2 7AY United Kingdom
30 September 1999
* Dr Brian Dupée is now a Lecturer in the School
of Computing at Napier University, 219 Colinton Road,
Edinburgh EH14 1DJ. Email: email@example.com.
Project Outline *
Technology Issues *
2. for Windows *
3. New Applications of Composite Algorithms *
Taylor Series Methods *
Taylor Series Methods *
Composite Methods *
The Integrated Algorithm *
Incorporation into ANNA *
Graphical Features *
Interpolation Package *
Interpolating Functions *
The Package *
The Learning Package in Use *
Conclusions and Further Work *
Example Problem Sheet *
4. Dissemination *
5. Bibliography *
The project "Composite Computing Methods Integrating Symbolic, Numeric and Graphical Packages for Research Engineers" was to build on the results of the research undertaken for the JISC project "More Intelligent Delivery of Numerical Analysis to a Wider Audience". In particular, it is to investigate combining and extending the capabilities of the expert system , developed under the previous project, with graphical packages for the display of numerical and symbolic/numerical data, together with the implementation of further algorithms and techniques using a combination of symbolic and numerical methods.
The development of the Axiom Computer Algebra System, which underlies this project, continues in the two directions as outlined in previous reports. However, NAG have put a temporary hold on the introduction of version 2.2 for each of Windows and Unix systems which has affected our ability to institute a comprehensive testing procedure for our proposed packages. We have, however got ready for such, by upgrading the Sun workstation to the Solaris operating system and the PC to Windows NT4 together with the necessary memory upgrades.
The Unix version of Axiom will be supplied with
as an integral part. This version of
has thus been upgraded to include better explanation and automatic tuning
mechanisms and underwent considerable testing as required by NAG.
Figure 1: for Windows Integration Example
Recently, the development of Axiom to use Windows technology on PC's (Versions of Axiom for Windows exist currently for Windows 95 and Windows NT 4) has further augmented its graphical possibilities which, together with much greater use of high quality Hypertext Graphical User Interface, using IBM's Techexplorer, allows the instigation of research programmes into the exploitation of these links between the various technologies. It is envisaged that these improvements will eventually be transferred to systems on other platforms.
To date, NAG have introduced the ability to call a number of Fortran Library routines to the Windows version of Axiom. These include most of the Integration chapter of the Foundation Library and a number of Eigenfunction and Special Functions. This means that it is thus possible to implement the Integration chapter of on the PC.
The technology for implementing ASP's and other Fortran related issues has been altered and/or rationalised such that direct transfer of programs written for the Unix versions of Axiom will not work. However the alteration of much of the code for use under Windows is time-consuming, but not arduous. This rationalisation is likely to be required eventually for all versions and so is a useful exercise.
Figure 2: for Windows Taylor Series Methods Example
To this end, we have implemented a working version of most of the Integration
chapter of on the PC. This
has been tested in Bath and at the Universidad Polytécnica de Madrid.
Since the system uses much altered technology and increased graphical display
and formatting possibilities, I have provided it with a range of graphical
interfaces, thus allowing us some idea of the uses to which we could put
the new system.
The collaborative work with the Escuela Técnica Superior de Ingenieros
Industriales of the Universidad Politécnica de Madrid on the implementation
of a teaching package combining Numerical, Symbolic and Graphical packages
for the calculation and display of comparative methods of interpolation
is close to completion. It has also undergone considerable testing and
will be made available shortly as a separate package.
Taylor Series Methods
One of the basic techniques in every mathematician's toolkit is the Taylor series representation of functions. It is of such fundamental importance and it is so well understood that its use is often a first choice in numerical analysis. This faith has not, unfortunately, been transferred to the design of computer algorithms.
Approximation by use of Taylor series methods is inherently partly a
symbolic process and partly numeric. This aspect has often, with reason,
been regarded as a major hindrance in algorithm design. Whilst attempts
have been made in the past to build a consistent set of programs for the
symbolic and numeric paradigms, these have been necessarily multi-stage
processes. Using current technology it has at last become possible to integrate
these two concepts and build an automatic adaptive symbolic-numeric algorithm
within a uniform framework that can hide the internal workings behind a
This section introduces a symbolic-numeric implementation of Taylor Series methods for the solution of initial value ODE problems. Hitherto, the only implementations have been wholly numeric, wholly symbolic or obviously a multi-stage process (one where the symbolic and numeric calculations are carried out separately with at least one other stage between them). Such methods present a variety of computational problems, some of which are better solved symbolically, others numerically. This section identifies the characteristics of such methods and presents an algorithm for better evaluation.
The techniques of approximating an ODE by a Taylor Series has been known for many years and has been implemented, for example, by a group led by A. C. Norman in Cambridge, UK, in the package 'TAYLOR' [Norman, 1973; Norman, 1975; Norman, 1976; Barton et al., 1971a] using the analysis by Barton, Willers and Zahar [Barton et al., 1971b]. An alternative package, 'ATSMCC' (Automatic Taylor Series by Morris, Chang and Corliss) [Corliss & Chang, 1982], was also made available a few years later. In operation, these packages generate appropriate Fortran code to define the Taylor series and the evaluation process, given the ODE and initial conditions, for further compilation and operation. So they are at least a three-stage process. In [Corliss & Chang, 1982], Corliss and Chang freely admit that:
Some Computer Algebra Systems (CASs), such as Maple [Heck, 1996], Axiom [Jenks & Sutor, 1992] and Mathematica [Wolfram, 1996], have the necessary algorithms built-in to calculate the Taylor series symbolically. After all, this is a purely symbolic process. The evaluation stage is performed separately, usually symbolically even though this is computationally expensive.
The implementation in this project, written for the CAS Axiom, is a single composite process which takes the ODE and initial conditions, creates the Taylor series, automatically generates the Fortran evaluation code which it then compiles, links and runs before returning the required result.
The trade-off for the speed of the evaluation process using Fortran is in the cost of the Fortran generation and compilation(The Fortran generation process in Axiom is the costliest in practice although the compilation itself is at least of the order n*n on the size of the code). It therefore makes sense to limit the size of the generated Fortran code as much as is reasonable. The speed-up over purely symbolic code is thus optimised. The better ease of use when compared to the purely numerical methods and applications like 'TAYLOR' and 'ATSMCC' is self-evident.
The section includes comparisons between the new implementation, Taylor
series methods using purely symbolic code and using alternative symbolic-numeric
Taylor Series Methods
The two papers by Barton, Willers and Zahar [Barton et al., 1971a; Barton et al., 1971b] provide a complete description and analysis of the method. However, we will give a summary.
The method is described in [Barton et al., 1971b] as an application of the process of analytic continuation. So, given a system of Differential Equations:
all specified, the Taylor series expansion about for is given as
The analysis of the method in [Barton et al., 1971b] shows that the method is extremely accurate and that, given a step-length , the local error will be small if
The ideal truncation is assumed to be the equal to the number of significant digits of the platform and is found to be only slightly dependent on the tolerance. However, since was not found to be particularly sensitive to the equations integrated, this value must only be considered as an arbitrary ideal.
In the ‘TAYLOR’ package, given the example
the Fortran code is generated using the commands (in a file)
INDEP Twhich will cause the program to create a number of Fortran subroutines for describing and evaluating the Taylor series. The user must then create a main program (in Fortran or C) to utilise these subroutines (enter parameters, print results etc.), compile, link and run the binary.
Y(0) = 2
Y'(0) = 0
Y"=(1-Y**2)*Y' - Y
The main differences in ‘ATSMCC’ is in the calculation of the truncation value and the appropriate step-size. Even though it requires less user control, the complete program has, in general, five stages:
The code supplied with some of the CASs use purely symbolic techniques.
The main problems occur during the evaluation process since the number
of substitutions (evaluations) of the parameters at each step is very large.
Since substitutions are time-consuming, this part of the process is very
inefficient. If the Taylor series evaluation process is compiled, there
is some improvement, but not sufficient to boost the efficiency enough
to be considered anything more than an exercise.
Symbolic-numeric methods as implemented, for example, in [Dupée & Davenport, 1996] use symbolic analysis to identify sufficient parameters to be able to select and implement numeric procedures, usually from the NAG Fortran Library. The results are then returned for further symbolic processing. Underlying this is the ability within Axiom to create, compile and link Fortran evaluation procedures, named ASPs (Argument Sub-Programs), at run-time [Broughan et al., 1991; Keady & Nolan, 1994].
The technology to perform such processes, Nagman and nagd, is described in [Dewar, 1994]. In essence, the Nagman local agent manages the data-transfer between the different computing protocols, using RPC (remote procedure call) to pass the data to the NAG daemon (nagd), which may be running on a remote system. The nagd incorporates a main program (stub), the Fortran library routine with appropriate C header files and the Axiom-generated ASP, performs the compilation and runs the resulting binary. The results are fed back through the Nagman to the current Axiom session.
The Fortran generation utilities included with recent implementations of Axiom are used to both create the Fortran code and also to verify that the full ANSI 1978 standards are adhered to with respect to variable names, types and constructs. The verification is necessary since the code may need to be compiled on a remote machine of indeterminate operating system and with any compiler.
All pre- and post-processing are performed within Axiom packages or the interactive session. The use of these packages, which may involve the use of the Axiom Category and Domain structures, allows for the automation of the complex processes and can thus become part of an intricate user interface.
In this implementation, since we are generating the algorithm as opposed to the sub-programs at runtime, the Fortran subroutine corresponding to the algorithm has to be compiled (using the same Fortran compiler as recognised by the nagd) and placed in a library to be accessed in a similar way to the access of the NAG Fortran Library's algorithms. The C header file is placed alongside the other C source files in the nagd directory structure and the Axiom code (the ASP Domain and the Taylor series method Package) is compiled as usual.
|Algorithm 1: ODESolveTaylorSeries
% code-creation, compilation and linking
Figure 3: The New Algorithm
The Integrated Algorithm
The Taylor series representation is calculated symbolically within the Axiom Package ExpressionSpaceODESolver (written by Manuel Bronstein) which returns a lazy Taylor series in variables where is the order of the ODE. For this implementation this is truncated to form a polynomial in of order where is an integer which can be estimated in the pre-processing stage (depending on the required accuracy and estimate of stiffness) and where the other variables may be of arbitrary order. So, for example, Equation (3) could be approximated by (in the case where ):
The calculation of the optimum value of the truncation parameter is critical. This is since the prime costs in this algorithm are in the Fortran generation, compilation and linking stages, as opposed to the evaluation stages of a fully symbolic system or the purely numeric stages of 'TAYLOR'. We can therefore consider, if necessary, using smaller step-sizes than those recommended in [Barton et al., 1971b] rather than a larger polynomial system to cut down this cost but we then leave ourselves open to problems with any ODE showing more than the mildest of stiffness (since in a stiff system, there will be more information contained in the coefficients of the higher exponents of the Taylor series. An alternative Taylor series algorithm for stiff equations is described in [Barton, 1980] but this is much more expensive computationally and it is not apparent that there would likely be any major cost or accuracy benefits over other stiff methods.). We must, though, ensure that all appropriate are calculated.
It must be noted that the step-sizes mentioned above are, or can be, much larger than the step-sizes used in other ODE solvers such as Runge-Kutta. The initial ‘test evaluation’ can use a step-size of as much as of the complete range of integration. So the usual number of steps is often much less than other methods.
The polynomial is then coded into a Fortran ASP. Each monomial becomes one line of Fortran code to better facilitate the calculation of the return values . This is then passed to the nagd for compilation and linking. Whilst Horner's rule should normally be preferred for evaluation, it is not, as yet, available in Axiom. There are other considerations though. Since the most costly part of the algorithm is in the ASP generation and not the evaluation, the use of Horner's rule would not make a significant difference. Indeed, the size of the code may be larger and thus less efficient overall.
Other pre-processing stages include the estimation of the amount of workspace required for the calculation stages and the setting up of the appropriate matrices. For this, a reasonable estimate must be made of the number of iterations that may be required in the calculation. This is not an easy task since the algorithm is designed to be adaptive i.e. alter the step-length according to the changes in the values of etc. Obviously a `quick and dirty' method of estimating the workspace requirements may be inaccurate but sufficient. A reasonable overestimate is all that is required. This is calculated as a function of the truncation parameter, , the
order of the ODE, , and the required tolerance.
The Fortran library program, after checking input values for consistency, calculates a weight function (a function of the input values) and evaluates its first step. On the result of this evaluation it re-calculates the weight function to get a good basic estimate for the step-size before recalculating the first step. It then goes through the evaluation process modifying the step-size as appropriate. All of the calculated values for are returned.
In order to present the information in as consistent a way as possible,
the post-processing stages remove some of the excess workspace and re-order
those that are left. It does, however, one other important job. If the
numerical process was unable to get a sufficient answer, it may re-calculate
the initial step-size or increase the amount of workspace before re-initiating
Example 1: Using the system, equation (3) is solved with the commands (which can be entered directly using the command window or by completing the HyperDoc forms):
(4) -> solve([Y,(1-Y*Y)*Y-Y],0.0,20.0,[2.0,0.0],1.0e-4)
which calculates the values of and from to and gives the result
[ifail: Integer, intensityFunctions: List(String), method: Result,(5) -> %.y
result: Matrix(DoubleFloat), y: Matrix(DoubleFloat),
xout: Matrix(DoubleFloat), explanations: List(String),
x: DoubleFloat, count: Integer]
Type: Matrix DoubleFloat
The returned fields in the result are:
ifail: The return status – a non-zero value indicates a failure
intensityFunctions: The attributes of the system of ODEs as discovered by
method: The method used for the calculation
explanations: The reasons for ’s preference for the method used
x: The last calculated point
y: The values of at the end point
result: The values of at all iteration points corresponding to xout (for display etc.)
xout: The iteration points and the end point (for display etc.)
count: the number of iterations
If the value of is set in the van der Pol equation to increase the stiffness i.e. equation (3) is changed to:
Example 2: The ODE
with initial conditions
is calculated from to using the command:
(6) -> solve([Y+Y-sin(X)],0.0,20.0,[1.0],1.0e-4)
and this produces:
[ifail: Integer, intensityFunctions: List(String), method: Result,(7) -> %.y
result: Matrix(DoubleFloat), y: Matrix(DoubleFloat),
xout: Matrix(DoubleFloat), explanations: List(String),
x: DoubleFloat, count: Integer]
Type: Matrix DoubleFloat
in 176 iterations.
The same examples were solved using the Taylor series method incorporated within Maple and using Runge-Kutta or Adams methods as appropriate within both as the result only and with 200 intermediate results. The new algorithm and the Maple symbolic algorithm were also timed including plotting the resulting graph. The timings are as follows:
|ANNA (result only)
Table 1: Sample Test Timings
Commentary: The above results require some explanation. The increase
in time needed for 200 intermediate results using
is due to the smaller step-size required. The Maple results are affected
by the difficulty to tailor results to a given precision but similar results
are obtained with a purely symbolic algorithm written in Axiom.
*All tests were carried out on a SUN Sparc Classic named `dictum' under Solaris 2.5.1 at the University of Bath using Axiom 2.2 and Maple V release 4.00f to 4d.p.
A display function provided with the upgraded package can then produce:
Figure 4: van der Pol's equation with , and .
Tests show considerable speed-up over purely symbolic processing, except for the smallest of systems, but actual figures differ due to different platform/platform combinations. However, the single most immediate effect is of the simple interface and the amount of information returned. This extra information is achieved at little extra cost.
With a non-stiff system, as equation (3), the accuracy of the system is remarkable. If a variable loading is applied to affect the stiffness, the accuracy drops dramatically unless the order of polynomial approximation is increased. But this affects the time involved in the Fortran generation stages. This means that for anything more than mild stiffness, the algorithm is not optimal.
For simple systems, the cost can be comparable to other symbolic-numeric
methods as implemented within ,
although the main benefits are in terms of the achieved accuracy and whether
intermediate results are required for, say, display. However, this method
is not appropriate to those ODEs for which the CAS cannot find the recurrence
Incorporation into ANNA
The incorporation of such a routine into required the production of a measure function that calculates the system size, stiffness and stability of the ODE and returns a value that corresponds to the ability of this particular method to solve the ODE efficiently. The databases also require updating.
It is clear from the above that increasing stiffness will warrant a larger polynomial approximation and therefore reduce the measure, up to a point where a different method (such as BDF) would be more appropriate. Similarly a larger system and decreasing stability would have the same effect.
The measure function should also take into account that not all systems of ODEs can be solved with this method: in particular, if the approximating Taylor Series is difficult or impossible to calculate.
Tests have now been carried out with a range of systems of ODEs both as a stand-alone algorithm and within . The algorithm has been shown to be reliable and, with the right conditions, respectably efficient. With the right platform, for a huge number of classes of ODEs, this method could become the method of preference.
In the future it will be possible under certain circumstances to increase the range of ODEs which can be solved by this method, such as where in (1) is not linear in but a linear system can be calculated by differentiation. This could be done within the pre-processing stages of the algorithm. The other area which would need attention if this method is to be widely useful, especially for real-world problems i.e. extremely large systems, would be the Fortran generation tools within Axiom. It is the slowness of this part of the algorithm that is dominating the evaluation. Only when this has been improved would there be any benefit from using a better evaluation algorithm such as Horner.
We expect to make the code available to Axiom users within a few months
of completion (September 1999) and final testing.
Adding graphical features to , other numerical processes and new algorithms adds considerably to the understanding of results, methods and the underlying mathematics. To this end, all of the new algorithms use graphical feedback as is shown in Figure 2 and Figure 4.
Figure 5: Graphical Output for Differential Equations
The implementation of the display packages have entailed a further upgrade of (beyond that supplied to NAG for inclusion into Axiom 2.2). The extra display routines cover a wide range of the output from , both in terms of the display of numerical output from the NAG routine, and the ability to display input data.
Since the range of output data types is dependent on the routine that had been chosen for the solution of the given problem, and on the type of problem itself, the packages need to distinguish the problem, the type of problem and the numerical output before any particular display package can be called. The upgrade to was in the dynamic storage of this information.
Output packages have already been implemented for the ODE and Optimization chapters of and routines for the Integration chapter are under construction. Figure 5 shows this package applied to the ODE of Figure 4 (van der Pol's equation) using ten intermediate points for calculation of the spline representing and simple straight-line fit for (the method will calculate many more points than this but for this example only ten are needed for the spline interpolation).
The solution of a system of ordinary differential equations is generally of the form
We therefore need to plot against time . This we can do on a single graph. However, usually the most important values are given by and so we not only plot the values but also perform some interpolation on those values by drawing a spline through the given points (and hide the Axiom straight-line fit).
Figure 6: Graphical Output for Optimisation
Figure 6 shows representations of the function
on two surface plots (obviously we cannot represent it as a four-dimensional surface):
Each of these plots also show the minimum point. Further options are
available for different combinations. In general, given the output from
and a list of variables, the routines plot the first variable against each
of the others in turn. If only one variable is required, the output is
a two-dimensional plot.
Traditional methods of teaching mathematics in Universities split the subject into discrete elements. For example, within the Escuela Técnica Superior de Ingenieros Industriales there are courses in the Undergraduate Program for Calculus, Linear Algebra, Differential Equations and Mathematical Models and Methods. Within the Department of Mathematical Sciences at the University of Bath, there are many more subdivisions. In general, these courses are separate, maybe even modular, and taught by different members of staff using different techniques and sometimes different notation. There is usually little attempt to unify or compare such mathematical branches.
The same is generally true in algorithm design. Experts within the field of Computer Algebra will often consider as appropriate only algebraic methods. They will therefore tend to teach these methods to the exclusion of others. Conversely, Academic Engineers will rather teach Fourier approximation methods than consider exact analytical methods since the mathematics is considered to be easier (or, more likely, that the process by which answers to specific problems can be solved is easier to explain). It is to this problem that this section is addressed.
In the Department of Mathematical Sciences at Bath, undergraduate students have a choice (over their three/four years of study) of 47 taught courses with mainly mathematical content (excluding Probability, Statistics and Computing courses). In general, these courses can be grouped together into the main branches of mathematics (Analysis, Linear Algebra, Differential and Integral Forms etc.) and so have a lesser number of different course needs and expectations. Thus some degree of insistence on the attending of pre-requisite courses is assumed. However, this still leaves a large number of different approaches to mathematics and mathematical thought which have different requirements in terms of methods and notation.
It is therefore difficult, in both practice and theory, to unify or bring closer such diverse mathematical disciplines. The student (and tomorrow’s lecturer) is left with the understanding that cross-disciplinary techniques neither exist nor can be understood. The examination process tends to reinforce this conclusion since once the student has completed any particular course, much of the content of that course is either no longer required in subsequent courses, or is taught again (sometimes with different techniques and notation such that the links are obscured).
Engineering students have a further semantic block. They tend to see the world in terms of problems and the tools to fix those problems. "For the vast majority of students mathematical knowledge consists of isolated facts and procedures with only a few weak links between them" [Hubbard, 1997]. For them, the lack of understanding comes from the isolation of mathematical ideas which are connected neither to each other nor to any physical contexts. [Mitchelmore & White, 1995].
The aim of this section is thus to show that, where appropriate, such
links can be made, comparisons are useful and that a modern Computer Algebra
System has sufficient power and facilities to be of significant use in
giving students greater understanding of the breadth of mathematical design
[Dupée et al., 1999]. As a small example, we will introduce a learning
package, which can compare and contrast different methods, both symbolic
and numeric, of calculating interpolating functions. With the use of such
a package, the student will be able to compare and contrast the different
types of algorithms available to the mathematician and thus introduce them
to the interpretative process.
The classical forms of interpolating functions are polynomials. The obvious reasons for this are that such functions are often easy to calculate and easy to work with (differentiation of polynomials is elementary). The standard and easily defined such function is the Lagrange Polynomial. There exist, however, different algorithms for its calculation, the efficiency of which is dependent on certain aspects of the input data points and on accuracy requirements (if they can be defined).
So apart from the basic Lagrange algorithm, there are divided difference algorithms (such as Newton), centred difference algorithms (Gauss and Stirling) and iterated formulae (Aitken). Under some circumstances, many of these will give the same result as the Lagrange formula.
In practice, simple polynomials can sometimes be considered impractical, especially those of higher degree, in this case those calculated from a large number of points. This is due to their oscillatory nature. A larger number of input points may not improve the accuracy of the interpolation, especially if there exist possible errors in the input data.
Instead of assuming that interpolating a function is best with a single polynomial of high degree, algorithms for splines and Hermite interpolation produce piece-wise cubic polynomials which are constructed in such a way that the joints maintain certain defined properties. Hermite polynomials rely on further knowledge of the differential at each of the input points as well as the value. However, certain assumptions can be made using the Lagrange derivatives such that a good fit can be achieved with a small number of points. The NAG numerical routine E01BEF calculates piece-wise cubic Hermite polynomials for best accuracy.
It is also possible to interpolate a function using non-polynomials, such as rational functions (Bulirsh-Stoer) and trigonometric functions (FFT). The algorithms for all of these methods can be found in many good textbooks on Numerical Analysis such as [Burden & Faires, 1997] and [Conte & de Boor, 1980].
Many of these algorithms are appropriate for symbolic code but, due to the complexity of some of these algorithms, it is sometimes better achieved numerically. Also, the mathematics involved in these algorithms draws on a number of different disciplines. It is thus appropriate, as a test example, for a learning package showing symbolic, numerical and graphical features. Indeed, this provides one of the rare opportunities to demonstrate the use of diverse mathematical processes.
The package is written in Aldor [Watt et. al., 1995], the object-oriented programming language designed for the Axiom Computer Algebra System [Jenks & Sutor, 1992]. Thus it uses Aldor domains and categories with library functions provided by Axiom. Axiom also provides the link to enable the calling of routines from the NAG Numerical Library, the output graphical facilities and the hypertext model, HyperDoc, for the user interface (tutorial package) [Tapia et. al., 1998].
The user can define the input function by:
Figure 7: Opening HyperDoc Page
Figure 8: HyperDoc Input Page
User control is given over a number of facilities for modifying the process—either modifying the computing algorithm or modifying the calculated output type. It is also possible to compare any modification directly with the unmodified form i.e. use the same method a number of times with different modifications.
For all methods it is possible to compare interpolation functions with or without certain points suppressed. With polynomial methods one can specify the variable (maybe for later use), and in the central difference methods the central (start) point can be modified.
For the standard Lagrange method it is also possible to specify the degree of the output polynomial by asserting zero values for particular coefficients. For example, given 12 points as input, we can specify that the coefficient of, say, is zero which will have the effect of making the output interpolating polynomial of up to degree 12 instead of 11. Some of these coefficients may be negligible if the calculation is made using double-precision floating-point numbers but that is due to round-off error etc.
For the spline routine, it is possible to specify conditions on the second derivatives at the end points.
Figure 9: Options Page
Figure 10: Options Instigation Page
Figure 11 shows how Axiom can display the output interpolating functions. The functions are colour coded and can be removed or highlighted as required, so that reasonable comparisons can be made.
Figure 11: Output Graphical Display
It is envisaged that, when used as a learning package/tutorial, the main user interface will be via the HyperDoc pages as shown in this paper. This automatically formulates the correct command for supplying to the command window as shown below.
Figure 12: Interpolation Instigation Page
Figure 13: Axiom Command Window
The user can then evaluate the interpolating functions at a given point, draw the functions or even, if a function is a polynomial or rational function (quotient of polynomials), analyse that function.
The output is in the form of a list of interpolating functions, which can then be evaluated at a desired point, displayed as a graph or used within further code. These interpolating functions could therefore take the form of:
Figure 14: Output Functions
The Learning Package in Use
The doctoral programme for which this package was designed contains a course on Numerical Methods. A section of this course relates to interpolation and interpolation techniques. As a practical part of this section, the programme directors have created a student worksheet containing a sequence of exercises to be completed (see Example Problems, page *) along with a discussion of various issues relating to the different methods and their uses. It is introduced to the students as part of a lecture.
The structure allows the students to both work at their own pace and to use the exercises as a project of discovery, that is as an entry into the Learning Cycle.
On each of the individual exercises the student is encouraged to modify
some of the parameters and compare the results in order to identify certain
characteristics of each method. One of the later exercises is a chance
for the student to create an example of their own to show more clearly
one of the characteristics thus found. All of this is then set down on
a student project report.
Conclusions and Further Work
Although this is a new package and has only been in use at the Escuela Técnica Superior de Ingenieros Industriales of the Universidad Politécnica de Madrid one year and therefore feedback from the students is a little patchy, the outlook for such a package is good. A number of improvements have been identified, particularly in the syntax of the commands even though such commands are, for the most part, automatically generated by the HyperDoc interface.
So, before general release of this package to the wider audience, a number of alterations will be made. One of these will be provision for the input of data in the form of a variable i.e. from points previously generated within the Computer Algebra System. This will further extend the flexibility of the product.
The use of the package in the postgraduate course has shown the importance of two features of the package. The first is the possibility of graphical representation of every interpolating function, separate or together with some other function chosen by the student. This feature allows the interpretation of strange behaviour for a given set of points (as in Example 3 below) and also the comparative analysis of different interpolating functions for specific input data. As such, it is also a necessary part of the discovery process – a skill unusual in the curriculum, since "in order to connect new ideas to existing ones the student needs to be involved in activities which assist in the connection building process" [Hubbard, 1997].
Another feature facilitating the easy use of the package by the students is the two methods of data input—by means of the Axiom command-line interpreter and using the HyperDoc interface. If the command is very large, it is better to use the HyperDoc, in this case the command appears automatically in the interpreter window. For the occasions that the student wants to alter some data it is easier to use the window review/copy/paste facilities.
It is clear to the authors that provision must be made by the course designers for this type of activity. The costs in terms of time would not be great but the benefits should be noticeable.
The authors hope that the package will be completed and become available
from the NAG/Axiom website within a year.
Example Problem Sheet
Some of the exercises for students to solve using the package are the following :
Interpolate the function ex using the Lagrange method. Modify the intervals and compute the maximum error values in the interval , choosing several degrees for the polynomials.
Describe the relation between the distribution of points at the interval and the error obtained for the interpolating function.
Error in Tabulated Values
Given the polynomial
Evaluate for ? .
Compute the rational, Lagrange and spline (or another piecewise) interpolation functions corresponding to the above set of x-values and the y-values obtained previously but applying truncation on the second digit.
Incorporate a random point within X and calculate the new rational interpolation function.
Compare with the first rational interpolation function and analyse the results.
The Runge Phenomenon
Given the analytic function:
in the interval ,
Interpolate the function , using any polynomial interpolation and 15 equally spaced points. Draw the result.
Interpolate the same function at 30 equally spaced points. Compare the error with the previous case. Draw the result.
Runge Phenomenon [Runge, 1901]: this time employ over 40 points and display the result. What has happened?
Try a piecewise method (Hermite or splines) to interpolate the same function at over 40 points.
The Aitken method implemented in the package has a stop condition, so the resulting polynomials do not increase the degree if the error increases. Try using the Aitken method and compare the results with above.
Try to find another example of the Runge Effect.
Interpolation of a Periodic Function
Given the analytic function:
in the interval ,
Interpolate function , using Fast Fourier Transform and splines at 8, 16 and 32 points. Display the results and describe the different behaviour the two methods when increasing the number of points.
Explain the different between the two methods in the central region with 16 points.
Try other number of points and explain the results.
What will happened if we try any Lagrangian method at 16 points? Check
The Interpolation package described above was presented in two major conferences in 1998 i.e. the IMACS conference Applications of Computer Algebra (IMACS-ACA '98) in Prague, Czech Republic, August 9--11, and the International Conference of Mathematicians (ICM '98) in Berlin, August 18-27.
The paper presented at IMACS-ACA '98, "Composite Algorithms in the Teaching of Mathematical Methods", was also published in a special edition of the International Journal of Computer Algebra in Mathematics Education.
A paper, "Using a Computer Algebra System to Provide a Better Interface to Numerical Routines", was presented at the 6th Rhine Workshop on Computer Algebra, Bonn, Germany, 31 March – 3 April, 1998.
We presented a paper, "An Automatic Symbolic-Numeric Taylor Series ODE Solver", at the international conference Computer Algebra in Scientific Computing in Munich, Germany, May 31 -- June 4, 1999. It was also be published in the Springer-Verlag series Lecture Notes in Computational Science and Engineering.
A further paper was presented at IMACS-ACA '99 in El Escorial, Madrid, Spain, 25 -- 27 June, 1999 entitled "Prototyping Symbolic-Numeric Algorithms using Naglink".
The results of the project have also been presented at seminars at the
Universities of Bath, Cork, Bangor and at Napier University.
[Barton et al., 1971a] Barton, D., Willers, I. M., and Zahar, R. M. V., "The Automatic Solution of Systems of Ordinary Differential Equations by the Method of Taylor Series". Computer Journal (14), 3, 1971.
[Barton et al., 1971b] Barton, D., Willers, I. M., and Zahar, R. M. V. "Taylor Series Methods for Ordinary Differential Equations --- an Evaluation". In [Rice, 1981], pp. 369--390.
[Brougham et al., 1991] Broughan, K. A., Keady, G., Robb, T., Richardson, M. G., and Dewar, M. C., "Some Symbolic Computing Links to the NAG Numeric Library". SIGSAM Bulletin (25), July 1991, pp. 28--37.
[Burden & Faires, 1997] Burden, R.L. and Faires, J.D. "Numerical Analysis", 6th ed. Brooks/Cole, Pacific Grove, CA., 1997.
[Conte & de Boor, 1980] Conte, S.D. and de Boor, C., "Elementary Numerical Analysis: An Algorithmic Approach". McGraw-Hill, New York. 1980.
[Corliss & Chang, 1982] Corliss, G. F., and Chang, Y. F., "Solving Ordinary Differential Equations Using Taylor Series"., ACM Trans. Math. Softw. (8), 2, June 1982, pp. 114--144.
[Dewar, 1994] Dewar, M. C., "Manipulating Fortran Code in AXIOM and the AXIOM-NAG Link"., In: Workshop on Symbolic and Numeric Computation (1993)(Helsinki, 1994), H. Apiola, M. Laine, and E. Valkeila, Eds., pp. 1--12. Research Report B10, Rolf Nevanlinna Institute, Helsinki.
[Dupée & Davenport, 1996] Dupée, B. J., and Davenport, J. H., "An Intelligent Interface to Numerical Routines., In: DISCO'96: Design and Implementation of Symbolic Computation Systems (Karlsrühe), 1996, J. Calmet and J. Limongelli, Eds., Vol. 1128 of Lecture Notes in Computer Science, Springer Verlag, Berlin, pp. 252--262.
[Dupée & Davenport, 1999] Dupée, B. J., and Davenport, J. H., "An Automatic Symbolic-Numeric Taylor Series ODE Solver", in: CASC’99: Computer Algebra in Scientific Computing (München), 1999, V. G. Ganzha, E. W. Mayr and E. V. Vorozhtsov, Eds. Springer Verlag, Berlin, pp. 37—50.
[Dupée et al., 1999] Dupée, B. J., Martínez, R. & Tapia, S., "Composite Algorithms in the Teaching of Numerical Methods", International Journal of Computer Algebra in Mathematics Education, (6) 1, 1999, pp. 51—64.
[Heck, 1996] Heck, A., "Introduction to Maple", 2nd ed. Springer Verlag, New York, 1996.
[Hubbard, 1997] Hubbard, R., "Designing Questions that Develop Understanding". Int. J. Math. Educ. Sci. Technol, (28) 6, pp. 793-810. 1997.
[Jenks & Sutor, 1992] Jenks, R. D., and Sutor, R. S. "AXIOM: The Scientific Computation System". Springer-Verlag, New York, 1992.
[Keady & Nolan, 1994] Keady, G., and Nolan, G. "Production of Argument Subprograms in the AXIOM-NAG Link: Examples Involving Nonlinear Systems. In: Workshop on Symbolic and Numeric Computation, May 1993 (Helsinki, 1994), H. Apiola, M. Laine, and E. Valkeila, Eds., pp. 13--32. Research Report B10, Rolf Nevanlinna Institute, Helsinki.
[Mitchelmore & White, 1995] Mitchelmore, M.C. and White, P., Math. Educ. Res. J. (7) 50-68. 1995.
[Norman, 1973] Norman, A. C., "TAYLOR Users Manual"., Computing Laboratory, University of Cambridge, UK, 1973.
[Norman, 1975] Norman, A. C., "Computing with Formal Power Series". ACM Trans. Math. Softw. (1) (1975), pp. 346--356.
[Norman, 1976] Norman, A. C., "Expanding the Solutions of Implicit Sets of Ordinary Differential Equations". Comp. J (19) (1976), pp. 63--68.
[Rice, 1971] Rice, J. R., Ed. "Mathematical Software". Academic Press, New York, 1971.
[Runge, 1901] Runge, C., "Über empirische Functionen und die Interpolation zwischen aquidistanten Ordinaten". Zeitschrift für Mathematik und Physik, 46, pp. 224-243. 1901.
[Tapia et al., 1998] Tapia, S., Martínez, R. and Dupée B.J., "Interpolating Functions in Axiom".
Project Report. E.T.S.I.I., Universidad Politécnica de Madrid, Madrid, Spain and Dept. of Math. Sci., University of Bath, Bath, UK. Composite Computing Methods Integrating Symbolic, Numeric and Graphical Packages for Research Engineers. 1998.
[Watt et al., 1995] Watt, S. M., Broadbery, P. A., Dooley, S. S., Iglio, P., Morrison, S. C., Steinbach, J. M. and Sutor, J. S., "The Axiom Library Compiler User Guide", NAG Ltd. Oxford, UK. 1995.
[Wolfram, 1996] Wolfram, S., "The Mathematica Book, 3rd ed. CUP, Cambridge, 1996.
[Young & Gregory, 1988] Young, D.M. and Gregory, R.T. "A Survey of Numerical Mathematics". Vol. 1. Dover, New York. 1988 Reprinted with corrections. Originally published Addison-Wesley, Reading, Mass. 1972.
[Zwillinger, 1989] Zwillinger, D., "Handbook of Differential Equations", 2nd ed. Academic Press, San Diego, CA, 1989.