//----------------------------------------------------------------------------- // Once we've written our constraint equations in the symbolic algebra system, // these routines linearize them, and solve by a modified Newton's method. // This also contains the routines to detect non-convergence or inconsistency, // and report diagnostics to the user. // // Copyright 2008-2013 Jonathan Westhues. //----------------------------------------------------------------------------- #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 j = 0; for(auto &p : param) { if(j >= MAX_UNKNOWNS) return false; if(p.tag != tag) continue; mat.param[j] = p.h; j++; } mat.n = j; int i = 0; for(auto &e : eq) { if(i >= MAX_UNKNOWNS) return false; if(e.tag != tag) continue; mat.eq[i] = e.h; Expr *f = e.e->DeepCopyWithParamsAsPointers(¶m, &(SK.param)); f = f->FoldConstants(); // Hash table (61 bits) to accelerate generation of zero partials. uint64_t scoreboard = f->ParamsUsed(); for(j = 0; j < mat.n; j++) { Expr *pd; if(scoreboard & ((uint64_t)1 << (mat.param[j].v % 61)) && f->DependsOn(mat.param[j])) { pd = f->PartialWrt(mat.param[j]); pd = pd->FoldConstants(); pd = pd->DeepCopyWithParamsAsPointers(¶m, &(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() { 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 == *pp) return true; } return false; } void System::SolveBySubstitution() { for(auto &teq : eq) { Expr *tex = teq.e; if(tex->op == Expr::Op::MINUS && tex->a->op == Expr::Op::PARAM && tex->b->op == Expr::Op::PARAM) { hParam a = tex->a->parh; hParam b = tex->b->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 std::swap(a, b); } for(auto &req : eq) { req.e->Substitute(a, b); // A becomes B, B unchanged } for(auto &rp : param) { if(rp.substd == a) { 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() { // Actually work with magnitudes squared, not the magnitudes double rowMag[MAX_UNKNOWNS] = {}; 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::TestRank(int *rank) { EvalJacobian(); int jacobianRank = CalculateRank(); if(rank) *rank = jacobianRank; return jacobianRank == mat.m; } 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 = 0; 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(fabs(A[ip][i]) > max) { imax = ip; max = fabs(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(fabs(max) < 1e-20) continue; // Swap row imax with row i for(jp = 0; jp < n; jp++) { swap(A[i][jp], A[imax][jp]); } swap(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(fabs(A[i][i]) < 1e-20) continue; 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() { 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) { 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(IsReasonable(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(IsReasonable(mat.B.num[i])) { return false; } if(fabs(mat.B.num[i]) > CONVERGE_TOLERANCE) { converged = false; break; } } } while(iter++ < 50 && !converged); return converged; } void System::WriteEquationsExceptFor(hConstraint hc, Group *g) { // Generate all the equations from constraints in this group for(auto &con : SK.constraint) { ConstraintBase *c = &con; if(c->group != g->h) continue; if(c->h == hc) continue; if(c->HasLabel() && c->type != Constraint::Type::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::Type::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->GenerateEquations(&eq); } // And the equations from entities for(auto &ent : SK.entity) { EntityBase *e = &ent; if(e->group != g->h) continue; e->GenerateEquations(&eq); } // And from the groups themselves g->GenerateEquations(&eq); } void System::FindWhichToRemoveToFixJacobian(Group *g, List *bad, bool forceDofCheck) { int a; for(a = 0; a < 2; a++) { for(auto &con : SK.constraint) { ConstraintBase *c = &con; if(c->group != g->h) continue; if((c->type == Constraint::Type::POINTS_COINCIDENT && a == 0) || (c->type != Constraint::Type::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. if(!forceDofCheck) { SolveBySubstitution(); } WriteJacobian(0); EvalJacobian(); int rank = CalculateRank(); if(rank == mat.m) { // We fixed it by removing this constraint bad->Add(&(c->h)); } } } } SolveResult System::Solve(Group *g, int *rank, int *dof, List *bad, bool andFindBad, bool andFindFree, bool forceDofCheck) { WriteEquationsExceptFor(Constraint::NO_CONSTRAINT, g); int i; bool rankOk; /* dbp("%d equations", eq.n); for(i = 0; i < eq.n; i++) { dbp(" %.3f = %s = 0", eq[i].e->Eval(), eq[i].e->Print()); } dbp("%d parameters", param.n); for(i = 0; i < param.n; i++) { dbp(" param %08x at %.3f", param[i].h.v, param[i].val); } */ // All params and equations are assigned to group zero. param.ClearTags(); eq.ClearTags(); // Solving by substitution eliminates duplicate e.g. H/V constraints, which can cause rank test // to succeed even on overdefined systems, which will fail later. if(!forceDofCheck) { 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(auto &e : eq) { if(e.tag != 0) continue; hParam hp = e.e->ReferencedParams(¶m); if(hp == Expr::NO_PARAMS) continue; if(hp == Expr::MULTIPLE_PARAMS) 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)) { // We don't do the rank test, so let's arbitrarily return // the DIDNT_CONVERGE result here. rankOk = true; // 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 SolveResult::TOO_MANY_UNKNOWNS; } rankOk = TestRank(rank); // And do the leftovers as one big system if(!NewtonSolve(0)) { goto didnt_converge; } rankOk = TestRank(rank); if(!rankOk) { if(andFindBad) FindWhichToRemoveToFixJacobian(g, bad, forceDofCheck); } else { // 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 = CalculateDof(); MarkParamsFree(andFindFree); } // System solved correctly, so write the new values back in to the // main parameter table. for(auto &p : param) { 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 rankOk ? SolveResult::OKAY : SolveResult::REDUNDANT_OKAY; didnt_converge: SK.constraint.ClearTags(); // Not using range-for here because index is used in additional ways for(i = 0; i < eq.n; i++) { if(fabs(mat.B.num[i]) > CONVERGE_TOLERANCE || IsReasonable(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 rankOk ? SolveResult::DIDNT_CONVERGE : SolveResult::REDUNDANT_DIDNT_CONVERGE; } SolveResult System::SolveRank(Group *g, int *rank, int *dof, List *bad, bool andFindBad, bool andFindFree) { WriteEquationsExceptFor(Constraint::NO_CONSTRAINT, g); // All params and equations are assigned to group zero. param.ClearTags(); eq.ClearTags(); // Now write the Jacobian, and do a rank test; that // tells us if the system is inconsistently constrained. if(!WriteJacobian(0)) { return SolveResult::TOO_MANY_UNKNOWNS; } bool rankOk = TestRank(rank); if(!rankOk) { if(andFindBad) FindWhichToRemoveToFixJacobian(g, bad, /*forceDofCheck=*/true); } else { if(dof) *dof = CalculateDof(); MarkParamsFree(andFindFree); } return rankOk ? SolveResult::OKAY : SolveResult::REDUNDANT_OKAY; } void System::Clear() { entity.Clear(); param.Clear(); eq.Clear(); dragged.Clear(); } void System::MarkParamsFree(bool find) { // 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(auto &p : param) { p.free = false; if(find) { if(p.tag == 0) { p.tag = VAR_DOF_TEST; WriteJacobian(0); EvalJacobian(); int rank = CalculateRank(); if(rank == mat.m) { p.free = true; } p.tag = 0; } } } } int System::CalculateDof() { return mat.n - mat.m; }