solvespace/system.cpp
Jonathan Westhues 9f7ff34b98 Add option to treat all dimensions as reference dimensions. This is
useful because it makes it possible to add cosmetic dimensions to
an existing model, without REF appended.

[git-p4: depot-paths = "//depot/solvespace/": change = 2140]
2010-05-09 17:06:09 -08:00

521 lines
16 KiB
C++

#include "solvespace.h"
// This tolerance is used to determine whether two (linearized) constraints
// are linearly dependent. If this is too small, then we will attempt to
// solve truly inconsistent systems and fail. But if it's too large, then
// we will give up on legitimate systems like a skinny right angle triangle by
// its hypotenuse and long side.
const double System::RANK_MAG_TOLERANCE = 1e-4;
// The solver will converge all unknowns to within this tolerance. This must
// always be much less than LENGTH_EPS, and in practice should be much less.
const double System::CONVERGE_TOLERANCE = (LENGTH_EPS/(1e2));
bool System::WriteJacobian(int tag) {
int a, i, j;
j = 0;
for(a = 0; a < param.n; a++) {
if(j >= MAX_UNKNOWNS) return false;
Param *p = &(param.elem[a]);
if(p->tag != tag) continue;
mat.param[j] = p->h;
j++;
}
mat.n = j;
i = 0;
for(a = 0; a < eq.n; a++) {
if(i >= MAX_UNKNOWNS) return false;
Equation *e = &(eq.elem[a]);
if(e->tag != tag) continue;
mat.eq[i] = e->h;
Expr *f = e->e->DeepCopyWithParamsAsPointers(&param, &(SK.param));
f = f->FoldConstants();
// Hash table (61 bits) to accelerate generation of zero partials.
QWORD scoreboard = f->ParamsUsed();
for(j = 0; j < mat.n; j++) {
Expr *pd;
if(scoreboard & ((QWORD)1 << (mat.param[j].v % 61)) &&
f->DependsOn(mat.param[j]))
{
pd = f->PartialWrt(mat.param[j]);
pd = pd->FoldConstants();
pd = pd->DeepCopyWithParamsAsPointers(&param, &(SK.param));
} else {
pd = Expr::From(0.0);
}
mat.A.sym[i][j] = pd;
}
mat.B.sym[i] = f;
i++;
}
mat.m = i;
return true;
}
void System::EvalJacobian(void) {
int i, j;
for(i = 0; i < mat.m; i++) {
for(j = 0; j < mat.n; j++) {
mat.A.num[i][j] = (mat.A.sym[i][j])->Eval();
}
}
}
bool System::IsDragged(hParam p) {
hParam *pp;
for(pp = dragged.First(); pp; pp = dragged.NextAfter(pp)) {
if(p.v == pp->v) return true;
}
return false;
}
void System::SolveBySubstitution(void) {
int i;
for(i = 0; i < eq.n; i++) {
Equation *teq = &(eq.elem[i]);
Expr *tex = teq->e;
if(tex->op == Expr::MINUS &&
tex->a->op == Expr::PARAM &&
tex->b->op == Expr::PARAM)
{
hParam a = (tex->a)->x.parh;
hParam b = (tex->b)->x.parh;
if(!(param.FindByIdNoOops(a) && param.FindByIdNoOops(b))) {
// Don't substitute unless they're both solver params;
// otherwise it's an equation that can be solved immediately,
// or an error to flag later.
continue;
}
if(IsDragged(a)) {
// A is being dragged, so A should stay, and B should go
hParam t = a;
a = b;
b = t;
}
int j;
for(j = 0; j < eq.n; j++) {
Equation *req = &(eq.elem[j]);
(req->e)->Substitute(a, b); // A becomes B, B unchanged
}
for(j = 0; j < param.n; j++) {
Param *rp = &(param.elem[j]);
if(rp->substd.v == a.v) {
rp->substd = b;
}
}
Param *ptr = param.FindById(a);
ptr->tag = VAR_SUBSTITUTED;
ptr->substd = b;
teq->tag = EQ_SUBSTITUTED;
}
}
}
//-----------------------------------------------------------------------------
// Calculate the rank of the Jacobian matrix, by Gram-Schimdt orthogonalization
// in place. A row (~equation) is considered to be all zeros if its magnitude
// is less than the tolerance RANK_MAG_TOLERANCE.
//-----------------------------------------------------------------------------
int System::CalculateRank(void) {
// Actually work with magnitudes squared, not the magnitudes
double rowMag[MAX_UNKNOWNS];
ZERO(&rowMag);
double tol = RANK_MAG_TOLERANCE*RANK_MAG_TOLERANCE;
int i, iprev, j;
int rank = 0;
for(i = 0; i < mat.m; i++) {
// Subtract off this row's component in the direction of any
// previous rows
for(iprev = 0; iprev < i; iprev++) {
if(rowMag[iprev] <= tol) continue; // ignore zero rows
double dot = 0;
for(j = 0; j < mat.n; j++) {
dot += (mat.A.num[iprev][j]) * (mat.A.num[i][j]);
}
for(j = 0; j < mat.n; j++) {
mat.A.num[i][j] -= (dot/rowMag[iprev])*mat.A.num[iprev][j];
}
}
// Our row is now normal to all previous rows; calculate the
// magnitude of what's left
double mag = 0;
for(j = 0; j < mat.n; j++) {
mag += (mat.A.num[i][j]) * (mat.A.num[i][j]);
}
if(mag > tol) {
rank++;
}
rowMag[i] = mag;
}
return rank;
}
bool System::SolveLinearSystem(double X[], double A[][MAX_UNKNOWNS],
double B[], int n)
{
// Gaussian elimination, with partial pivoting. It's an error if the
// matrix is singular, because that means two constraints are
// equivalent.
int i, j, ip, jp, imax;
double max, temp;
for(i = 0; i < n; i++) {
// We are trying eliminate the term in column i, for rows i+1 and
// greater. First, find a pivot (between rows i and N-1).
max = 0;
for(ip = i; ip < n; ip++) {
if(ffabs(A[ip][i]) > max) {
imax = ip;
max = ffabs(A[ip][i]);
}
}
// Don't give up on a singular matrix unless it's really bad; the
// assumption code is responsible for identifying that condition,
// so we're not responsible for reporting that error.
if(ffabs(max) < 1e-20) return false;
// Swap row imax with row i
for(jp = 0; jp < n; jp++) {
SWAP(double, A[i][jp], A[imax][jp]);
}
SWAP(double, B[i], B[imax]);
// For rows i+1 and greater, eliminate the term in column i.
for(ip = i+1; ip < n; ip++) {
temp = A[ip][i]/A[i][i];
for(jp = i; jp < n; jp++) {
A[ip][jp] -= temp*(A[i][jp]);
}
B[ip] -= temp*B[i];
}
}
// We've put the matrix in upper triangular form, so at this point we
// can solve by back-substitution.
for(i = n - 1; i >= 0; i--) {
if(ffabs(A[i][i]) < 1e-20) return false;
temp = B[i];
for(j = n - 1; j > i; j--) {
temp -= X[j]*A[i][j];
}
X[i] = temp / A[i][i];
}
return true;
}
bool System::SolveLeastSquares(void) {
int r, c, i;
// Scale the columns; this scale weights the parameters for the least
// squares solve, so that we can encourage the solver to make bigger
// changes in some parameters, and smaller in others.
for(c = 0; c < mat.n; c++) {
if(IsDragged(mat.param[c])) {
// It's least squares, so this parameter doesn't need to be all
// that big to get a large effect.
mat.scale[c] = 1/20.0;
} else {
mat.scale[c] = 1;
}
for(r = 0; r < mat.m; r++) {
mat.A.num[r][c] *= mat.scale[c];
}
}
// Write A*A'
for(r = 0; r < mat.m; r++) {
for(c = 0; c < mat.m; c++) { // yes, AAt is square
double sum = 0;
for(i = 0; i < mat.n; i++) {
sum += mat.A.num[r][i]*mat.A.num[c][i];
}
mat.AAt[r][c] = sum;
}
}
if(!SolveLinearSystem(mat.Z, mat.AAt, mat.B.num, mat.m)) return false;
// And multiply that by A' to get our solution.
for(c = 0; c < mat.n; c++) {
double sum = 0;
for(i = 0; i < mat.m; i++) {
sum += mat.A.num[i][c]*mat.Z[i];
}
mat.X[c] = sum * mat.scale[c];
}
return true;
}
bool System::NewtonSolve(int tag) {
if(mat.m > mat.n) return false;
int iter = 0;
bool converged = false;
int i;
// Evaluate the functions at our operating point.
for(i = 0; i < mat.m; i++) {
mat.B.num[i] = (mat.B.sym[i])->Eval();
}
do {
// And evaluate the Jacobian at our initial operating point.
EvalJacobian();
if(!SolveLeastSquares()) break;
// Take the Newton step;
// J(x_n) (x_{n+1} - x_n) = 0 - F(x_n)
for(i = 0; i < mat.n; i++) {
Param *p = param.FindById(mat.param[i]);
p->val -= mat.X[i];
if(isnan(p->val)) {
// Very bad, and clearly not convergent
return false;
}
}
// Re-evalute the functions, since the params have just changed.
for(i = 0; i < mat.m; i++) {
mat.B.num[i] = (mat.B.sym[i])->Eval();
}
// Check for convergence
converged = true;
for(i = 0; i < mat.m; i++) {
if(isnan(mat.B.num[i])) {
return false;
}
if(ffabs(mat.B.num[i]) > CONVERGE_TOLERANCE) {
converged = false;
break;
}
}
} while(iter++ < 50 && !converged);
return converged;
}
void System::WriteEquationsExceptFor(hConstraint hc, Group *g) {
int i;
// Generate all the equations from constraints in this group
for(i = 0; i < SK.constraint.n; i++) {
ConstraintBase *c = &(SK.constraint.elem[i]);
if(c->group.v != g->h.v) continue;
if(c->h.v == hc.v) continue;
if(c->HasLabel() && c->type != Constraint::COMMENT &&
g->allDimsReference)
{
// When all dimensions are reference, we adjust them to display
// the correct value, and then don't generate any equations.
c->ModifyToSatisfy();
continue;
}
if(g->relaxConstraints && c->type != Constraint::POINTS_COINCIDENT) {
// When the constraints are relaxed, we keep only the point-
// coincident constraints, and the constraints generated by
// the entities and groups.
continue;
}
c->Generate(&eq);
}
// And the equations from entities
for(i = 0; i < SK.entity.n; i++) {
EntityBase *e = &(SK.entity.elem[i]);
if(e->group.v != g->h.v) continue;
e->GenerateEquations(&eq);
}
// And from the groups themselves
g->GenerateEquations(&eq);
}
void System::FindWhichToRemoveToFixJacobian(Group *g, List<hConstraint> *bad) {
int a, i;
for(a = 0; a < 2; a++) {
for(i = 0; i < SK.constraint.n; i++) {
ConstraintBase *c = &(SK.constraint.elem[i]);
if(c->group.v != g->h.v) continue;
if((c->type == Constraint::POINTS_COINCIDENT && a == 0) ||
(c->type != Constraint::POINTS_COINCIDENT && a == 1))
{
// Do the constraints in two passes: first everything but
// the point-coincident constraints, then only those
// constraints (so they appear last in the list).
continue;
}
param.ClearTags();
eq.Clear();
WriteEquationsExceptFor(c->h, g);
eq.ClearTags();
// It's a major speedup to solve the easy ones by substitution here,
// and that doesn't break anything.
SolveBySubstitution();
WriteJacobian(0);
EvalJacobian();
int rank = CalculateRank();
if(rank == mat.m) {
// We fixed it by removing this constraint
bad->Add(&(c->h));
}
}
}
}
int System::Solve(Group *g, int *dof, List<hConstraint> *bad,
bool andFindBad, bool andFindFree)
{
WriteEquationsExceptFor(Constraint::NO_CONSTRAINT, g);
int i, j = 0;
/*
dbp("%d equations", eq.n);
for(i = 0; i < eq.n; i++) {
dbp(" %.3f = %s = 0", eq.elem[i].e->Eval(), eq.elem[i].e->Print());
}
dbp("%d parameters", param.n);
for(i = 0; i < param.n; i++) {
dbp(" param %08x at %.3f", param.elem[i].h.v, param.elem[i].val);
} */
// All params and equations are assigned to group zero.
param.ClearTags();
eq.ClearTags();
SolveBySubstitution();
// Before solving the big system, see if we can find any equations that
// are soluble alone. This can be a huge speedup. We don't know whether
// the system is consistent yet, but if it isn't then we'll catch that
// later.
int alone = 1;
for(i = 0; i < eq.n; i++) {
Equation *e = &(eq.elem[i]);
if(e->tag != 0) continue;
hParam hp = e->e->ReferencedParams(&param);
if(hp.v == Expr::NO_PARAMS.v) continue;
if(hp.v == Expr::MULTIPLE_PARAMS.v) continue;
Param *p = param.FindById(hp);
if(p->tag != 0) continue; // let rank test catch inconsistency
e->tag = alone;
p->tag = alone;
WriteJacobian(alone);
if(!NewtonSolve(alone)) {
// Failed to converge, bail out early
goto didnt_converge;
}
alone++;
}
// Now write the Jacobian for what's left, and do a rank test; that
// tells us if the system is inconsistently constrained.
if(!WriteJacobian(0)) {
return System::TOO_MANY_UNKNOWNS;
}
EvalJacobian();
int rank = CalculateRank();
if(rank != mat.m) {
if(andFindBad) {
FindWhichToRemoveToFixJacobian(g, bad);
}
return System::SINGULAR_JACOBIAN;
}
// This is not the full Jacobian, but any substitutions or single-eq
// solves removed one equation and one unknown, therefore no effect
// on the number of DOF.
if(dof) *dof = mat.n - mat.m;
// And do the leftovers as one big system
if(!NewtonSolve(0)) {
goto didnt_converge;
}
// If requested, find all the free (unbound) variables. This might be
// more than the number of degrees of freedom. Don't always do this,
// because the display would get annoying and it's slow.
for(i = 0; i < param.n; i++) {
Param *p = &(param.elem[i]);
p->free = false;
if(andFindFree) {
if(p->tag == 0) {
p->tag = VAR_DOF_TEST;
WriteJacobian(0);
EvalJacobian();
rank = CalculateRank();
if(rank == mat.m) {
p->free = true;
}
p->tag = 0;
}
}
}
// System solved correctly, so write the new values back in to the
// main parameter table.
for(i = 0; i < param.n; i++) {
Param *p = &(param.elem[i]);
double val;
if(p->tag == VAR_SUBSTITUTED) {
val = param.FindById(p->substd)->val;
} else {
val = p->val;
}
Param *pp = SK.GetParam(p->h);
pp->val = val;
pp->known = true;
pp->free = p->free;
}
return System::SOLVED_OKAY;
didnt_converge:
SK.constraint.ClearTags();
for(i = 0; i < eq.n; i++) {
if(ffabs(mat.B.num[i]) > CONVERGE_TOLERANCE || isnan(mat.B.num[i])) {
// This constraint is unsatisfied.
if(!mat.eq[i].isFromConstraint()) continue;
hConstraint hc = mat.eq[i].constraint();
ConstraintBase *c = SK.constraint.FindByIdNoOops(hc);
if(!c) continue;
// Don't double-show constraints that generated multiple
// unsatisfied equations
if(!c->tag) {
bad->Add(&(c->h));
c->tag = 1;
}
}
}
return System::DIDNT_CONVERGE;
}