Comment: | added -ae option to select algebraic equation solution method. |
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6e5926c3aae796d3f0193d0ab46108d8 |
User & Date: | geraint@users.sourceforge.net on 2001-06-05 03:20:40 |
Other Links: | branch diff | manifest | tags |
2001-06-05
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03:37:15 | *** empty log message *** check-in: 3eb0acafb0 user: geraint@users.sourceforge.net tags: origin/numerical-algebraic-solution, trunk | |
03:20:40 | added -ae option to select algebraic equation solution method. check-in: 6e5926c3aa user: geraint@users.sourceforge.net tags: origin/numerical-algebraic-solution, trunk | |
2001-05-09
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00:19:22 | Fixed EOF error when MTTNYZ=0. check-in: 0c40464f88 user: geraint@users.sourceforge.net tags: origin/numerical-algebraic-solution, trunk | |
Modified mttroot/mtt/bin/mtt from [6ea445f6e4] to [af07966fc8].
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12 13 14 15 16 17 18 19 20 21 22 23 24 25 | # Copyright (C) 2001 by Peter J. Gawthrop ############################################################### ## Version control history ############################################################### ## $Header$ ## $Log$ ## Revision 1.309 2001/04/28 03:15:03 geraint ## Fixed comment (interfered with "mtt help representations"). ## ## Revision 1.308 2001/04/25 22:17:45 geraint ## Fixed icd.txt2 dependency. ## ## Revision 1.307 2001/04/15 21:15:41 geraint | > > > > > | 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 | # Copyright (C) 2001 by Peter J. Gawthrop ############################################################### ## Version control history ############################################################### ## $Header$ ## $Log$ ## Revision 1.309.2.1 2001/05/04 04:07:24 geraint ## Numerical solution of algebraic equations. ## sys_ae.cc written for unsolved inputs. ## Solution of equations using hybrd from MINPACK (as used by Octave fsolve). ## ## Revision 1.309 2001/04/28 03:15:03 geraint ## Fixed comment (interfered with "mtt help representations"). ## ## Revision 1.308 2001/04/25 22:17:45 geraint ## Fixed icd.txt2 dependency. ## ## Revision 1.307 2001/04/15 21:15:41 geraint |
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1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 | # Default not verbose verbose=' -s' # Default integration method integration_method=implicit; # Default no info info_switch='' # Default use m, not oct files m='m'; # Default use ps files | > > > | 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 | # Default not verbose verbose=' -s' # Default integration method integration_method=implicit; # Default algebraic equation solver algebraic_solver=Reduce_Solver; # Default no info info_switch='' # Default use m, not oct files m='m'; # Default use ps files |
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1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 | integration_method=rk4; mtt_switches="$mtt_switches rk4"; ;; *) echo $1 is an unknown integration method - use euler, rk4 or implicit; exit;; esac;; -s ) mtt_switches="$mtt_switches $1"; sensitivity=sensitivity ;; -ss ) mtt_switches="$mtt_switches $1"; steadystate_computation=yes ;; -d ) | > > > > > > > > > > > > > > > > > > > > > > > | 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193 1194 | integration_method=rk4; mtt_switches="$mtt_switches rk4"; ;; *) echo $1 is an unknown integration method - use euler, rk4 or implicit; exit;; esac;; -ae ) mtt_switches="$mtt_switches $1"; case $2 in fsolve | hybrd) mtt_switches="$mtt_switches $2"; algebraic_solver=Hybrd_Solver; shift; ;; hooke) mtt_switches="$mtt_switches $2"; algebraic_solver=HJ_Solver; shift; ;; reduce) mtt_switches="$mtt_switches $2"; algebraic_solver=Reduce_Solver; Solve='-A'; shift; ;; *) echo $1 is an unknown solver - use hybrd, hooke or reduce; exit;; esac;; -s ) mtt_switches="$mtt_switches $1"; sensitivity=sensitivity ;; -ss ) mtt_switches="$mtt_switches $1"; steadystate_computation=yes ;; -d ) |
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1286 1287 1288 1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 | echo ' -I prints more information' echo ' -abg start at abg.m representation' echo ' -c c-code generation' echo ' -d <dir> use directory <dir>' echo ' -dc Maximise derivative (not integral) causality' echo ' -dc Maximise derivative (not integral) causality' echo ' -i <implicit|euler|rk4> Use implicit, euler or rk4 integration' echo ' -o ode is same as dae' echo ' -oct use oct files in place of m files where appropriate' echo ' -opt optimise code generation' echo ' -p print environment variables' echo ' -partition partition hierachical system' echo ' -pdf generate pdf in place of ps' echo ' -r reset time stamp on representation' | > | 1317 1318 1319 1320 1321 1322 1323 1324 1325 1326 1327 1328 1329 1330 1331 | echo ' -I prints more information' echo ' -abg start at abg.m representation' echo ' -c c-code generation' echo ' -d <dir> use directory <dir>' echo ' -dc Maximise derivative (not integral) causality' echo ' -dc Maximise derivative (not integral) causality' echo ' -i <implicit|euler|rk4> Use implicit, euler or rk4 integration' echo ' -ae <reduce|hybrd|hooke> Solve algebraic equations with Reduce, hybrd (fsolve) or "Hooke and Jeeves"' echo ' -o ode is same as dae' echo ' -oct use oct files in place of m files where appropriate' echo ' -opt optimise code generation' echo ' -p print environment variables' echo ' -partition partition hierachical system' echo ' -pdf generate pdf in place of ps' echo ' -r reset time stamp on representation' |
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1923 1924 1925 1926 1927 1928 1929 1930 1931 1932 1933 1934 1935 1936 | .PRECIOUS: %.cc # Don't let mtt delete them $1_%.cc: $1_%.m mtt_m2cc.sh $1 \$* cat mtt_%.cc: ${MTT_LIB}/cc/mtt_%.cc cp ${MTT_LIB}/cc/mtt_\$*.cc mtt_\$*.cc ## .o files .PRECIOUS: $1_%.o $1_%.o: $1_%.cc $1_def.h $1_sympar.h $1_cr.h echo Compiling $1_\$*.cc ${MTT_CXX} ${MTT_CXXFLAGS} ${MTT_CXXINCS} -c $< -DSTANDALONE .PRECIOUS: mtt_%.o | > > > | 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 | .PRECIOUS: %.cc # Don't let mtt delete them $1_%.cc: $1_%.m mtt_m2cc.sh $1 \$* cat mtt_%.cc: ${MTT_LIB}/cc/mtt_%.cc cp ${MTT_LIB}/cc/mtt_\$*.cc mtt_\$*.cc mtt_%.hh: ${MTT_LIB}/cc/mtt_%.hh cp ${MTT_LIB}/cc/mtt_\$*.hh mtt_\$*.hh ## .o files .PRECIOUS: $1_%.o $1_%.o: $1_%.cc $1_def.h $1_sympar.h $1_cr.h echo Compiling $1_\$*.cc ${MTT_CXX} ${MTT_CXXFLAGS} ${MTT_CXXINCS} -c $< -DSTANDALONE .PRECIOUS: mtt_%.o |
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2225 2226 2227 2228 2229 2230 2231 2232 2233 2234 2235 2236 2237 2238 | @echo > /dev/null $1_ode2odes_implicit.o : $1_cseo.o $1_csex.o $1_smxa.o $1_smxax.o mtt_implicit.o @echo "Creating $1_ode2odes_implicit.o" ar -cr \$@ \$^ $1_ode2odes_implicit.oct: $1_cseo.oct $1_csex.oct $1_smxa.oct $1_smxax.oct mtt_implicit.oct @echo > /dev/null #SUMMARY numpar numerical parameter declaration (m) $1_numpar.m: $1_numpar.txt $1_sympars.txt mtt_txt2m $1 numpar #SUMMARY numpar numerical parameter declaration (c) #SUMMARY numpar numerical parameter declaration (view) | > > > > > | 2260 2261 2262 2263 2264 2265 2266 2267 2268 2269 2270 2271 2272 2273 2274 2275 2276 2277 2278 | @echo > /dev/null $1_ode2odes_implicit.o : $1_cseo.o $1_csex.o $1_smxa.o $1_smxax.o mtt_implicit.o @echo "Creating $1_ode2odes_implicit.o" ar -cr \$@ \$^ $1_ode2odes_implicit.oct: $1_cseo.oct $1_csex.oct $1_smxa.oct $1_smxax.oct mtt_implicit.oct @echo > /dev/null mtt_Solver.cc: mtt_Solver.hh $1_ode2odes_${algebraic_solver}.cc: mtt_Solver.cc mtt_${algebraic_solver}.hh mtt_${algebraic_solver}.cc $1_ode2odes_${algebraic_solver}.o: mtt_Solver.o mtt_${algebraic_solver}.o @echo "Creating $1_ode2odes_${algebraic_solver}.o" ar -cr \$@ \$^ #SUMMARY numpar numerical parameter declaration (m) $1_numpar.m: $1_numpar.txt $1_sympars.txt mtt_txt2m $1 numpar #SUMMARY numpar numerical parameter declaration (c) #SUMMARY numpar numerical parameter declaration (view) |
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2527 2528 2529 2530 2531 2532 2533 | $1_smxa.m $1_smxax.m\ $1_simpar.m $1_numpar.m $1_state.m $1_input.m \ $1_csex.m $1_cseo.m $1_logic.m ifeq ($using_oct,yes) touch $1_ode2odes.m # Create a dummy which wont' be used mtt $mtt_switches -q -u $1 ode2odes oct else | | | | | | | | | 2567 2568 2569 2570 2571 2572 2573 2574 2575 2576 2577 2578 2579 2580 2581 2582 2583 2584 2585 2586 2587 2588 2589 2590 2591 2592 2593 2594 2595 2596 2597 2598 2599 2600 2601 2602 2603 2604 2605 2606 2607 2608 2609 2610 2611 2612 2613 2614 2615 2616 2617 2618 2619 2620 2621 2622 | $1_smxa.m $1_smxax.m\ $1_simpar.m $1_numpar.m $1_state.m $1_input.m \ $1_csex.m $1_cseo.m $1_logic.m ifeq ($using_oct,yes) touch $1_ode2odes.m # Create a dummy which wont' be used mtt $mtt_switches -q -u $1 ode2odes oct else make_ode2odes $1 m $integration_method $algebraic_solver endif endif ifneq ($integration_method,implicit) $1_ode2odes.m : $1_def.r $1_sympars.txt\ $1_simpar.m $1_numpar.m $1_state.m $1_input.m \ $1_ode.m $1_odeo.m $1_logic.m ifeq ($using_oct,yes) echo "*** Warning: Shouldn't be here! Creating dummy $1_ode2odes.m" touch $1_ode2odes.m # Create a dummy which wont' be used mtt $mtt_switches -q -u $1 ode2odes oct else make_ode2odes $1 m $integration_method $algebraic_solver endif endif #SUMMARY ode2odes Simulation function (m) #SUMMARY ode2odes Simulation function (cc) #SUMMARY ode2odes Simulation function (oct) #SUMMARY ode2odes Simulation function (exe) $1_ode2odes.exe: $1_def.h $1_sympar.h\ $1_ode2odes.o $1_ode2odes_common.o $1_ode2odes_${integration_method}.o $1_ode2odes_${algebraic_solver}.o echo Creating $1_ode2odes.exe ${MTT_CXX} ${MTT_CXXFLAGS} -o $1_ode2odes.exe\ $1_ode2odes.o $1_ode2odes_common.o $1_ode2odes_${integration_method}.o $1_ode2odes_${algebraic_solver}.o\ ${MTT_LDFLAGS} ${MTT_CXXLIBS} $1_ode2odes.o: $1_ode2odes.cc $1_ode2odes_common.o $1_ode2odes_${integration_method}.o $1_ode2odes_${algebraic_solver}.o echo Creating $1_ode2odes.o ${MTT_CXX} ${MTT_CXXFLAGS} ${MTT_CXXINCS} -c $1_ode2odes.cc -DSTANDALONE $1_ode2odes.oct: $1_ode2odes.cc $1_ode2odes_common.oct $1_ode2odes_${integration_method}.oct touch $1_ode2odes.m echo Creating $1_ode2odes.oct $MKOCTFILE $1_ode2odes.cc $1_ode2odes.cc: $1_def.r $1_sympars.txt\ $1_ode2odes_common.m $1_ode2odes_common.cc\ $1_ode2odes_${integration_method}.m $1_ode2odes_${integration_method}.cc mtt_Solver.cc mtt_${algebraic_solver}.cc mtt_${algebraic_solver}.hh touch $1_ode2odes.m make_ode2odes $1 cc $integration_method $algebraic_solver #Conversion of m to p to c #SUMMARY ode ordinary differential equations (c) #SUMMARY ode ordinary differential equations (p) #SUMMARY state state declaration (c) #SUMMARY state state declaration (p) $1_simpar.p : $1_def.r $1_simpar.m |
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Modified mttroot/mtt/bin/trans/make_ode2odes from [afde7a9c2a] to [a0a317a4de].
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | #! /bin/sh ###################################### ##### Model Transformation Tools ##### ###################################### ############################################################### ## Version control history ############################################################### ## $Id$ ## $Log$ ## Revision 1.57 2001/04/01 03:38:54 geraint ## Reset row to zero after write to file, ready for subsequent runs. ## Eliminates SIGSEGV in Octave when _ode2odes called multiple times. ## ## Revision 1.56 2001/03/30 15:13:58 gawthrop ## Rationalised simulation modes to each return mtt_data ## | > > > > > | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 | #! /bin/sh ###################################### ##### Model Transformation Tools ##### ###################################### ############################################################### ## Version control history ############################################################### ## $Id$ ## $Log$ ## Revision 1.57.2.1 2001/05/04 04:07:24 geraint ## Numerical solution of algebraic equations. ## sys_ae.cc written for unsolved inputs. ## Solution of equations using hybrd from MINPACK (as used by Octave fsolve). ## ## Revision 1.57 2001/04/01 03:38:54 geraint ## Reset row to zero after write to file, ready for subsequent runs. ## Eliminates SIGSEGV in Octave when _ode2odes called multiple times. ## ## Revision 1.56 2001/03/30 15:13:58 gawthrop ## Rationalised simulation modes to each return mtt_data ## |
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221 222 223 224 225 226 227 228 229 230 231 232 233 234 | filename=${sys}_ode2odes.${lang} if [ -n "$3" ]; then method=$3 else method=implicit fi echo Creating $filename with $method integration method # Find system constants Nx=`mtt_getsize $sys x` # States Nu=`mtt_getsize $sys u` # Inputs Ny=`mtt_getsize $sys y` # Inputs | > > > > > > | 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 | filename=${sys}_ode2odes.${lang} if [ -n "$3" ]; then method=$3 else method=implicit fi if [ -n "$4" ]; then algebraic_solver=$4 else algebraic_solver="Reduce_Solver" fi echo Creating $filename with $method integration method # Find system constants Nx=`mtt_getsize $sys x` # States Nu=`mtt_getsize $sys u` # Inputs Ny=`mtt_getsize $sys y` # Inputs |
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346 347 348 349 350 351 352 | ;; esac cat <<EOF > $filename #include <octave/oct.h> #include <octave/load-save.h> #include <octave/lo-mappers.h> | < > > | 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 | ;; esac cat <<EOF > $filename #include <octave/oct.h> #include <octave/load-save.h> #include <octave/lo-mappers.h> #include <octave/ov-struct.h> #include <octave/variables.h> #ifndef STANDALONE #include <octave/${feval_header}> #endif #include "${sys}_def.h" #include "${sys}_sympar.h" #ifdef STANDALONE #include <csignal> #include <fstream> #include "mtt_${algebraic_solver}.hh" extern ColumnVector F${sys}_ae ( ColumnVector &x, ColumnVector &u, const double &t, ColumnVector &par); |
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442 443 444 445 446 447 448 | fi cat <<EOF >> $filename void set_signal_handlers (void); #endif // STANDALONE | < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < < | > | 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 | fi cat <<EOF >> $filename void set_signal_handlers (void); #endif // STANDALONE inline ColumnVector mtt_input (ColumnVector &x, ColumnVector &y, const double &t, ColumnVector &par) { #ifdef STANDALONE static ColumnVector u (MTTNU); static ColumnVector ui (MTTNYZ); static ColumnVector U (MTTNU+MTTNYZ); static ${algebraic_solver} ae(F${sys}_ae,MTTNPAR,MTTNU,MTTNX,MTTNY,MTTNYZ); u = F${sys}_input (x, y, t, par); if (MTTNYZ == 0) { return u; } else |
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Modified mttroot/mtt/cc/include/useful-functions.hh from [61119a71b8] to [652bf845ed].
1 2 3 4 5 6 7 8 | #define pi 3.14159 // Predefine pi #ifndef HAVE_USEFUL_FUNCTIONS_HH #define HAVE_USEFUL_FUNCTIONS_HH #ifndef __cplusplus #define inline /* strip */ | < < < | | | | | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 | #define pi 3.14159 // Predefine pi #ifndef HAVE_USEFUL_FUNCTIONS_HH #define HAVE_USEFUL_FUNCTIONS_HH #ifndef __cplusplus #define inline /* strip */ #endif // ! __cplusplus static inline double max (const double x1, const double x2) { return static_cast<double>((x1 >= x2) ? x1 : (x1 < x2) ? x2 : 0); } static inline double min (const double x1, const double x2) { return static_cast<double>((x1 <= x2) ? x1 : (x1 > x2) ? x2 : 0); } static inline double nonsingular (const double x) { return static_cast<double>((x == 0) ? 1.0e-30 : x); } static inline double sign (const double x) { return static_cast<double>((x > 0) ? +1 : (x < 0) ? -1 : 0); } // Octave functions #ifdef __cplusplus |
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Added mttroot/mtt/lib/cc/mtt_HJ_Solver.cc version [649cd58504].
> > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 | #include "mtt_HJ_Solver.hh" // http://www.netlib.org/opt/hooke.c // Hooke and Jeeves solution HJ_Solver *HJ_Solver::static_ptr; double HJ_Solver::f (double tryUi[], int nyz) { for (int i = 0; i < nyz; i++) HJ_Solver::static_ptr->_ui(i) = tryUi[i]; HJ_Solver::static_ptr->_yz = HJ_Solver::static_ptr->eval(HJ_Solver::static_ptr->_ui); double ans = 0.0; for (int i = 0; i < nyz; i++) ans += HJ_Solver::static_ptr->_yz(i)*HJ_Solver::static_ptr->_yz(i); return ans; } void HJ_Solver::Solve (void) { double startpt[_nyz]; double endpt[_nyz]; for (int i = 0; i < _nyz; i++) startpt[i] = _ui(i); hooke(_nyz,startpt,endpt); for (int i = 0; i < _nyz; i++) _ui(i) = endpt[i]; } // adapted from http://www.netlib.org/opt/hooke.c: /* Nonlinear Optimization using the algorithm of Hooke and Jeeves */ /* 12 February 1994 author: Mark G. Johnson */ /* Find a point X where the nonlinear function f(X) has a local */ /* minimum. X is an n-vector and f(X) is a scalar. In mathe- */ /* matical notation f: R^n -> R^1. The objective function f() */ /* is not required to be continuous. Nor does f() need to be */ /* differentiable. The program does not use or require */ /* derivatives of f(). */ /* The software user supplies three things: a subroutine that */ /* computes f(X), an initial "starting guess" of the minimum point */ /* X, and values for the algorithm convergence parameters. Then */ /* the program searches for a local minimum, beginning from the */ /* starting guess, using the Direct Search algorithm of Hooke and */ /* Jeeves. */ /* This C program is adapted from the Algol pseudocode found in */ /* "Algorithm 178: Direct Search" by Arthur F. Kaupe Jr., Commun- */ /* ications of the ACM, Vol 6. p.313 (June 1963). It includes the */ /* improvements suggested by Bell and Pike (CACM v.9, p. 684, Sept */ /* 1966) and those of Tomlin and Smith, "Remark on Algorithm 178" */ /* (CACM v.12). The original paper, which I don't recommend as */ /* highly as the one by A. Kaupe, is: R. Hooke and T. A. Jeeves, */ /* "Direct Search Solution of Numerical and Statistical Problems", */ /* Journal of the ACM, Vol. 8, April 1961, pp. 212-229. */ /* Calling sequence: */ /* int hooke(nvars, startpt, endpt, rho, epsilon, itermax) */ /* */ /* nvars {an integer} This is the number of dimensions */ /* in the domain of f(). It is the number of */ /* coordinates of the starting point (and the */ /* minimum point.) */ /* startpt {an array of doubles} This is the user- */ /* supplied guess at the minimum. */ /* endpt {an array of doubles} This is the location of */ /* the local minimum, calculated by the program */ /* rho {a double} This is a user-supplied convergence */ /* parameter (more detail below), which should be */ /* set to a value between 0.0 and 1.0. Larger */ /* values of rho give greater probability of */ /* convergence on highly nonlinear functions, at a */ /* cost of more function evaluations. Smaller */ /* values of rho reduces the number of evaluations */ /* (and the program running time), but increases */ /* the risk of nonconvergence. See below. */ /* epsilon {a double} This is the criterion for halting */ /* the search for a minimum. When the algorithm */ /* begins to make less and less progress on each */ /* iteration, it checks the halting criterion: if */ /* the stepsize is below epsilon, terminate the */ /* iteration and return the current best estimate */ /* of the minimum. Larger values of epsilon (such */ /* as 1.0e-4) give quicker running time, but a */ /* less accurate estimate of the minimum. Smaller */ /* values of epsilon (such as 1.0e-7) give longer */ /* running time, but a more accurate estimate of */ /* the minimum. */ /* itermax {an integer} A second, rarely used, halting */ /* criterion. If the algorithm uses >= itermax */ /* iterations, halt. */ /* The user-supplied objective function f(x,n) should return a C */ /* "double". Its arguments are x -- an array of doubles, and */ /* n -- an integer. x is the point at which f(x) should be */ /* evaluated, and n is the number of coordinates of x. That is, */ /* n is the number of coefficients being fitted. */ /* rho, the algorithm convergence control */ /* The algorithm works by taking "steps" from one estimate of */ /* a minimum, to another (hopefully better) estimate. Taking */ /* big steps gets to the minimum more quickly, at the risk of */ /* "stepping right over" an excellent point. The stepsize is */ /* controlled by a user supplied parameter called rho. At each */ /* iteration, the stepsize is multiplied by rho (0 < rho < 1), */ /* so the stepsize is successively reduced. */ /* Small values of rho correspond to big stepsize changes, */ /* which make the algorithm run more quickly. However, there */ /* is a chance (especially with highly nonlinear functions) */ /* that these big changes will accidentally overlook a */ /* promising search vector, leading to nonconvergence. */ /* Large values of rho correspond to small stepsize changes, */ /* which force the algorithm to carefully examine nearby points */ /* instead of optimistically forging ahead. This improves the */ /* probability of convergence. */ /* The stepsize is reduced until it is equal to (or smaller */ /* than) epsilon. So the number of iterations performed by */ /* Hooke-Jeeves is determined by rho and epsilon: */ /* rho**(number_of_iterations) = epsilon */ /* In general it is a good idea to set rho to an aggressively */ /* small value like 0.5 (hoping for fast convergence). Then, */ /* if the user suspects that the reported minimum is incorrect */ /* (or perhaps not accurate enough), the program can be run */ /* again with a larger value of rho such as 0.85, using the */ /* result of the first minimization as the starting guess to */ /* begin the second minimization. */ /* Normal use: (1) Code your function f() in the C language */ /* (2) Install your starting guess {or read it in} */ /* (3) Run the program */ /* (4) {for the skeptical}: Use the computed minimum */ /* as the starting point for another run */ /* Data Fitting: */ /* Code your function f() to be the sum of the squares of the */ /* errors (differences) between the computed values and the */ /* measured values. Then minimize f() using Hooke-Jeeves. */ /* EXAMPLE: you have 20 datapoints (ti, yi) and you want to */ /* find A,B,C such that (A*t*t) + (B*exp(t)) + (C*tan(t)) */ /* fits the data as closely as possible. Then f() is just */ /* f(x) = SUM (measured_y[i] - ((A*t[i]*t[i]) + (B*exp(t[i])) */ /* + (C*tan(t[i]))))^2 */ /* where x[] is a 3-vector consisting of {A, B, C}. */ /* */ /* The author of this software is M.G. Johnson. */ /* Permission to use, copy, modify, and distribute this software */ /* for any purpose without fee is hereby granted, provided that */ /* this entire notice is included in all copies of any software */ /* which is or includes a copy or modification of this software */ /* and in all copies of the supporting documentation for such */ /* software. THIS SOFTWARE IS BEING PROVIDED "AS IS", WITHOUT */ /* ANY EXPRESS OR IMPLIED WARRANTY. IN PARTICULAR, NEITHER THE */ /* AUTHOR NOR AT&T MAKE ANY REPRESENTATION OR WARRANTY OF ANY */ /* KIND CONCERNING THE MERCHANTABILITY OF THIS SOFTWARE OR ITS */ /* FITNESS FOR ANY PARTICULAR PURPOSE. */ /* */ double HJ_Solver::best_nearby(double *delta, double *point, double prevbest, int nvars) { double z[VARS]; double minf, ftmp; int i; minf = prevbest; for (i = 0; i < nvars; i++) z[i] = point[i]; for (i = 0; i < nvars; i++) { z[i] = point[i] + delta[i]; ftmp = f(z, nvars); if (ftmp < minf) minf = ftmp; else { delta[i] = 0.0 - delta[i]; z[i] = point[i] + delta[i]; ftmp = f(z, nvars); if (ftmp < minf) minf = ftmp; else z[i] = point[i]; } } for (i = 0; i < nvars; i++) point[i] = z[i]; return (minf); } int HJ_Solver::hooke (int nvars, // MTTNYZ double startpt[], // user's initial guess double endpt[], // result double rho, // geometric shrink factor double epsilon, // end value stepsize int itermax) // max # iterations { const int VARS = _nyz; double delta[VARS]; double newf, fbefore, steplength, tmp; double xbefore[VARS], newx[VARS]; int i, j, keep; int iters, iadj; for (i = 0; i < nvars; i++) { newx[i] = xbefore[i] = startpt[i]; delta[i] = fabs(startpt[i] * rho); if (delta[i] == 0.0) delta[i] = rho; } iadj = 0; steplength = rho; iters = 0; fbefore = f(newx, nvars); newf = fbefore; while ((iters < itermax) && (steplength > epsilon)) { iters++; iadj++; /* find best new point, one coord at a time */ for (i = 0; i < nvars; i++) { newx[i] = xbefore[i]; } newf = best_nearby(delta, newx, fbefore, nvars); /* if we made some improvements, pursue that direction */ keep = 1; while ((newf < fbefore) && (keep == 1)) { iadj = 0; for (i = 0; i < nvars; i++) { /* firstly, arrange the sign of delta[] */ if (newx[i] <= xbefore[i]) delta[i] = 0.0 - fabs(delta[i]); else delta[i] = fabs(delta[i]); /* now, move further in this direction */ tmp = xbefore[i]; xbefore[i] = newx[i]; newx[i] = newx[i] + newx[i] - tmp; } fbefore = newf; newf = best_nearby(delta, newx, fbefore, nvars); /* if the further (optimistic) move was bad.... */ if (newf >= fbefore) break; /* make sure that the differences between the new */ /* and the old points are due to actual */ /* displacements; beware of roundoff errors that */ /* might cause newf < fbefore */ keep = 0; for (i = 0; i < nvars; i++) { keep = 1; if (fabs(newx[i] - xbefore[i]) > (0.5 * fabs(delta[i]))) break; else keep = 0; } } if ((steplength >= epsilon) && (newf >= fbefore)) { steplength = steplength * rho; for (i = 0; i < nvars; i++) { delta[i] *= rho; } } } for (i = 0; i < nvars; i++) endpt[i] = xbefore[i]; return (iters); } |
Added mttroot/mtt/lib/cc/mtt_HJ_Solver.hh version [da2fe34a04].
> > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 | #include "mtt_Solver.hh" class HJ_Solver : public Solver { // http://www.netlib.org/opt/hooke.c // Hooke and Jeeves solution public: HJ_Solver (sys_ae ae, const int npar, const int nu, const int nx, const int ny, const int nyz) : Solver (ae,npar,nu,nx,ny,nyz) { static_ptr = this; VARS = nyz; }; static double f (double tryUi[], int nyz); protected: void Solve (void); double best_nearby (double delta[], double point[], double prevbest, int nvars); int hooke (int nvars, // MTTNYZ double startpt[], // user's initial guess double endpt[], // result double rho = 0.05, // geometric shrink factor double epsilon = 1e-3, // end value stepsize int itermax = 5000); // max # iterations private: int VARS; public: static HJ_Solver *static_ptr; }; |
Added mttroot/mtt/lib/cc/mtt_Hybrd_Solver.cc version [e965430e5f].
> > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 | #include "mtt_Hybrd_Solver.hh" // http://www.netlib.org/minpack/hybrd.f // used by Octave's fsolve Hybrd_Solver *Hybrd_Solver::static_ptr; ColumnVector Hybrd_Solver::f_hybrd (const ColumnVector &tryUi) { Hybrd_Solver::static_ptr->_yz = Hybrd_Solver::static_ptr->eval(tryUi); return Hybrd_Solver::static_ptr->_yz; } void Hybrd_Solver::Solve (void) { int info; static int input_errors; static int user_errors; static int convergences; static int progress_errors; static int limit_errors; static int unknown_errors; NLFunc fcn(&Hybrd_Solver::f_hybrd); NLEqn eqn(Solver::_ui,fcn); // eqn.set_tolerance(0.01); Solver::_ui = eqn.solve(info); switch (info) { case 1: convergences++; break; case -2: input_errors++; break; case -1: user_errors++; break; case 3: progress_errors++; break; case 4: // if (abs(eval(_ui).max()) > 1.0e-6) limit_errors++; // else // convergences++; break; default: unknown_errors++; break; } if (1 != info) { cerr << "input (" << input_errors << ") " << " user (" << user_errors << ") " << " converge (" << convergences << ") " << " progress (" << progress_errors << ") " << " limit (" << limit_errors << ")" << " unknown (" << unknown_errors << ")" << " (max error = " << abs(eval(_ui).max()) << ")" << endl; } } |
Added mttroot/mtt/lib/cc/mtt_Hybrd_Solver.hh version [79adf97ac2].
> > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 | #include "mtt_Solver.hh" #include <octave/NLEqn.h> class Hybrd_Solver : public Solver { // http://www.netlib.org/minpack/hybrd.f // used by Octave's fsolve public: Hybrd_Solver (sys_ae ae, const int npar, const int nu, const int nx, const int ny, const int nyz) : Solver (ae,npar,nu,nx,ny,nyz) { static_ptr = this; } static ColumnVector f_hybrd (const ColumnVector &tryUi); protected: void Solve (void); public: static Hybrd_Solver *static_ptr; }; |
Added mttroot/mtt/lib/cc/mtt_Reduce_Solver.cc version [55dcc109c3].
> > > > > > > > > > > | 1 2 3 4 5 6 7 8 9 10 11 | #include "mtt_Reduce_Solver.hh" void Reduce_Solver::Solve (void) { cerr << "Error:" << " Symbolic solution of equations failed during model build" << endl << " Try using one of the other algebraic solution methods" << endl; } |
Added mttroot/mtt/lib/cc/mtt_Reduce_Solver.hh version [b44a93cb60].
> > > > > > > > > > > > > > > > > > > > > > > > > | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 | #include "mtt_Solver.hh" class Reduce_Solver : public Solver { // Dummy class // This will not be used unless the Reduce solver has failed earlier // in the model build process public: Reduce_Solver (sys_ae ae, const int npar, const int nu, const int nx, const int ny, const int nyz) : Solver (ae,npar,nu,nx,ny,nyz) { ; }; void Solve (void); }; |
Added mttroot/mtt/lib/cc/mtt_Solver.cc version [d33ce07dea].
> > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 | #include "mtt_Solver.hh" Solver::Solver (sys_ae ae, const int npar, const int nu, const int nx, const int ny, const int nyz) { _ae = ae; _np = npar; _nu = nu; _nx = nx; _ny = ny; _nyz = nyz; _uui = ColumnVector (_nu+_nyz); }; ColumnVector Solver::solve (const ColumnVector &x, const ColumnVector &u, const double &t, const ColumnVector &par) { _x = x; _uui.insert(u,0); _t = t; _par = par; _ui = ColumnVector(_nyz,0.2); Solve (); _uui.insert(_ui,_nu); return _uui; } ColumnVector Solver::eval (const ColumnVector &ui) { _uui.insert(ui,_nu); return _ae (_x, _uui, _t, _par); } |
Added mttroot/mtt/lib/cc/mtt_Solver.hh version [d701ed61c9].
> > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 | #ifndef MTT_SOLVER #define MTT_SOLVER #include <cmath> #include <cstdlib> #include <iostream> #include <octave/oct.h> class Solver { typedef ColumnVector (*sys_ae) // pointer to F${sys}_ae function (ColumnVector &,ColumnVector &,const double &t,ColumnVector &); public: Solver (sys_ae ae, const int npar, const int nu, const int nx, const int ny, const int nyz); ColumnVector solve (const ColumnVector &x, const ColumnVector &u, const double &t, const ColumnVector &par); ColumnVector eval (const ColumnVector &ui); protected: virtual void Solve (void) = 0; protected: ColumnVector _x; ColumnVector _uui; double _t; ColumnVector _par; ColumnVector _ui; ColumnVector _yz; int _nu; int _np; int _nx; int _ny; int _nyz; sys_ae _ae; }; #endif // MTT_SOLVER |