Weierstrass Method (#12877)

* Add weierstrass_method for approximating complex roots

- Implements Durand-Kerner (Weierstrass) method for polynomial root finding
- Accepts user-defined polynomial function and degree
- Uses random perturbation of complex roots of unity for initial guesses
- Handles validation, overflow clipping, and includes doctest

* Update weierstrass_method.py
* add more tests

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* Update weierstrass_method.py

* Update weierstrass_method.py

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maths/numerical_analysis/weierstrass_method.py

@@ -0,0 +1,97 @@
+from collections.abc import Callable
+
+import numpy as np
+
+
+def weierstrass_method(
+    polynomial: Callable[[np.ndarray], np.ndarray],
+    degree: int,
+    roots: np.ndarray | None = None,
+    max_iter: int = 100,
+) -> np.ndarray:
+    """
+    Approximates all complex roots of a polynomial using the
+    Weierstrass (Durand-Kerner) method.
+    Args:
+        polynomial: A function that takes a NumPy array of complex numbers and returns
+                    the polynomial values at those points.
+        degree: Degree of the polynomial (number of roots to find). Must be ≥ 1.
+        roots:  Optional initial guess as a NumPy array of complex numbers.
+                Must have length equal to 'degree'.
+                If None, perturbed complex roots of unity are used.
+        max_iter: Number of iterations to perform (default: 100).
+
+    Returns:
+        np.ndarray: Array of approximated complex roots.
+
+    Raises:
+        ValueError: If degree < 1, or if initial roots length doesn't match the degree.
+
+    Note:
+        - Root updates are clipped to prevent numerical overflow.
+
+    Example:
+        >>> import numpy as np
+        >>> def check(poly, degree, expected):
+        ...     roots = weierstrass_method(poly, degree)
+        ...     return np.allclose(np.sort(roots), np.sort(expected))
+
+        >>> check(
+        ...     lambda x: x**2 - 1,
+        ...     2,
+        ...     np.array([-1, 1]))
+        True
+
+        >>> check(
+        ...     lambda x: x**3 - 4.5*x**2 + 5.75*x - 1.875,
+        ...     3,
+        ...     np.array([1.5, 0.5, 2.5])
+        ... )
+        True
+
+    See Also:
+        https://en.wikipedia.org/wiki/Durand%E2%80%93Kerner_method
+    """
+
+    if degree < 1:
+        raise ValueError("Degree of the polynomial must be at least 1.")
+
+    if roots is None:
+        # Use perturbed complex roots of unity as initial guesses
+        rng = np.random.default_rng()
+        roots = np.array(
+            [
+                np.exp(2j * np.pi * i / degree) * (1 + 1e-3 * rng.random())
+                for i in range(degree)
+            ],
+            dtype=np.complex128,
+        )
+
+    else:
+        roots = np.asarray(roots, dtype=np.complex128)
+        if roots.shape[0] != degree:
+            raise ValueError(
+                "Length of initial roots must match the degree of the polynomial."
+            )
+
+    for _ in range(max_iter):
+        # Construct the product denominator for each root
+        denominator = np.array([root - roots for root in roots], dtype=np.complex128)
+        np.fill_diagonal(denominator, 1.0)  # Avoid zero in diagonal
+        denominator = np.prod(denominator, axis=1)
+
+        # Evaluate polynomial at each root
+        numerator = polynomial(roots).astype(np.complex128)
+
+        # Compute update and clip to prevent overflow
+        delta = numerator / denominator
+        delta = np.clip(delta, -1e10, 1e10)
+        roots -= delta
+
+    return roots
+
+
+if __name__ == "__main__":
+    import doctest
+
+    doctest.testmod()