solvespace/system.cpp

457 lines
13 KiB
C++

#include "solvespace.h"
void System::WriteJacobian(int eqTag, int paramTag) {
int a, i, j;
j = 0;
for(a = 0; a < param.n; a++) {
Param *p = &(param.elem[a]);
if(p->tag != paramTag) continue;
mat.param[j] = p->h;
j++;
}
mat.n = j;
i = 0;
for(a = 0; a < eq.n; a++) {
Equation *e = &(eq.elem[a]);
if(e->tag != eqTag) continue;
mat.eq[i] = e->h;
Expr *f = e->e->DeepCopyWithParamsAsPointers(&param, &(SS.param));
f = f->FoldConstants();
// Hash table (31 bits) to accelerate generation of zero partials.
DWORD scoreboard = f->ParamsUsed();
for(j = 0; j < mat.n; j++) {
Expr *pd;
if(scoreboard & (1 << (mat.param[j].v % 31))) {
pd = f->PartialWrt(mat.param[j]);
pd = pd->FoldConstants();
} else {
pd = Expr::FromConstant(0);
}
mat.A.sym[i][j] = pd;
}
mat.B.sym[i] = f;
i++;
}
mat.m = i;
}
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) {
if(SS.GW.pending.point.v) {
// The pending point could be one in a group that has not yet
// been processed, in which case the lookup will fail; but
// that's not an error.
Entity *pt = SS.entity.FindByIdNoOops(SS.GW.pending.point);
if(pt) {
switch(pt->type) {
case Entity::POINT_IN_3D:
if(p.v == (pt->param[0]).v) return true;
if(p.v == (pt->param[1]).v) return true;
if(p.v == (pt->param[2]).v) return true;
break;
case Entity::POINT_IN_2D:
case Entity::POINT_XFRMD:
if(p.v == (pt->param[0]).v) return true;
if(p.v == (pt->param[1]).v) return true;
break;
}
}
}
if(SS.GW.pending.circle.v) {
Entity *circ = SS.entity.FindByIdNoOops(SS.GW.pending.circle);
if(circ) {
Entity *dist = SS.GetEntity(circ->distance);
switch(dist->type) {
case Entity::DISTANCE:
if(p.v == (dist->param[0].v)) return true;
break;
}
}
}
if(SS.GW.pending.normal.v) {
Entity *norm = SS.entity.FindByIdNoOops(SS.GW.pending.normal);
if(norm) {
switch(norm->type) {
case Entity::NORMAL_IN_3D:
if(p.v == (norm->param[0].v)) return true;
if(p.v == (norm->param[1].v)) return true;
if(p.v == (norm->param[2].v)) return true;
if(p.v == (norm->param[3].v)) return true;
break;
// other types are locked, so not draggable
}
}
}
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;
}
}
}
static int BySensitivity(const void *va, const void *vb) {
const int *a = (const int *)va, *b = (const int *)vb;
hParam pa = SS.sys.mat.param[*a];
hParam pb = SS.sys.mat.param[*b];
if(System::IsDragged(pa) && !System::IsDragged(pb)) return 1;
if(System::IsDragged(pb) && !System::IsDragged(pa)) return -1;
double as = SS.sys.mat.sens[*a];
double bs = SS.sys.mat.sens[*b];
if(as < bs) return 1;
if(as > bs) return -1;
return 0;
}
void System::SortBySensitivity(void) {
// For each unknown, sum up the sensitivities in that column of the
// Jacobian
int i, j;
for(j = 0; j < mat.n; j++) {
double s = 0;
int i;
for(i = 0; i < mat.m; i++) {
s += fabs(mat.A.num[i][j]);
}
mat.sens[j] = s;
}
for(j = 0; j < mat.n; j++) {
mat.permutation[j] = j;
}
qsort(mat.permutation, mat.n, sizeof(mat.permutation[0]), BySensitivity);
int origPos[MAX_UNKNOWNS];
int entryWithOrigPos[MAX_UNKNOWNS];
for(j = 0; j < mat.n; j++) {
origPos[j] = j;
entryWithOrigPos[j] = j;
}
#define SWAP(T, a, b) do { T temp = (a); (a) = (b); (b) = temp; } while(0)
for(j = 0; j < mat.n; j++) {
int dest = j; // we are writing to position j
// And the source is whichever position ahead of us can be swapped
// in to make the permutation vectors line up.
int src = entryWithOrigPos[mat.permutation[j]];
for(i = 0; i < mat.m; i++) {
SWAP(double, mat.A.num[i][src], mat.A.num[i][dest]);
SWAP(Expr *, mat.A.sym[i][src], mat.A.sym[i][dest]);
}
SWAP(hParam, mat.param[src], mat.param[dest]);
SWAP(int, origPos[src], origPos[dest]);
if(mat.permutation[dest] != origPos[dest]) oops();
// Update the table; only necessary to do this for src, since dest
// is already done.
entryWithOrigPos[origPos[src]] = src;
}
}
bool System::Tol(double v) {
return (fabs(v) < 0.001);
}
void System::GaussJordan(void) {
int i, j;
for(j = 0; j < mat.n; j++) {
mat.bound[j] = false;
}
// Now eliminate.
i = 0;
for(j = 0; j < mat.n; j++) {
// First, seek a pivot in our column.
int ip, imax;
double max = 0;
for(ip = i; ip < mat.m; ip++) {
double v = fabs(mat.A.num[ip][j]);
if(v > max) {
imax = ip;
max = v;
}
}
if(!Tol(max)) {
// There's a usable pivot in this column. Swap it in:
int js;
for(js = j; js < mat.n; js++) {
double temp;
temp = mat.A.num[imax][js];
mat.A.num[imax][js] = mat.A.num[i][js];
mat.A.num[i][js] = temp;
}
// Get a 1 as the leading entry in the row we're working on.
double v = mat.A.num[i][j];
for(js = 0; js < mat.n; js++) {
mat.A.num[i][js] /= v;
}
// Eliminate this column from rows except this one.
int is;
for(is = 0; is < mat.m; is++) {
if(is == i) continue;
// We're trying to drive A[is][j] to zero. We know
// that A[i][j] is 1, so we want to subtract off
// A[is][j] times our present row.
double v = mat.A.num[is][j];
for(js = 0; js < mat.n; js++) {
mat.A.num[is][js] -= v*mat.A.num[i][js];
}
mat.A.num[is][j] = 0;
}
// And mark this as a bound variable.
mat.bound[j] = true;
// Move on to the next row, since we just used this one to
// eliminate from column j.
i++;
if(i >= mat.m) break;
}
}
}
bool System::SolveLinearSystem(void) {
if(mat.m != mat.n) oops();
// 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 < mat.m; 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 < mat.m; ip++) {
if(fabs(mat.A.num[ip][i]) > max) {
imax = ip;
max = fabs(mat.A.num[ip][i]);
}
}
if(fabs(max) < 1e-12) return false;
// Swap row imax with row i
for(jp = 0; jp < mat.n; jp++) {
temp = mat.A.num[i][jp];
mat.A.num[i][jp] = mat.A.num[imax][jp];
mat.A.num[imax][jp] = temp;
}
temp = mat.B.num[i];
mat.B.num[i] = mat.B.num[imax];
mat.B.num[imax] = temp;
// For rows i+1 and greater, eliminate the term in column i.
for(ip = i+1; ip < mat.m; ip++) {
temp = mat.A.num[ip][i]/mat.A.num[i][i];
for(jp = 0; jp < mat.n; jp++) {
mat.A.num[ip][jp] -= temp*(mat.A.num[i][jp]);
}
mat.B.num[ip] -= temp*mat.B.num[i];
}
}
// We've put the matrix in upper triangular form, so at this point we
// can solve by back-substitution.
for(i = mat.m - 1; i >= 0; i--) {
if(fabs(mat.A.num[i][i]) < 1e-10) return false;
temp = mat.B.num[i];
for(j = mat.n - 1; j > i; j--) {
temp -= mat.X[j]*mat.A.num[i][j];
}
mat.X[i] = temp / mat.A.num[i][i];
}
return true;
}
bool System::NewtonSolve(int tag) {
WriteJacobian(tag, tag);
if(mat.m != mat.n) oops();
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(!SolveLinearSystem()) break;
// Take the Newton step;
// J(x_n) (x_{n+1} - x_n) = 0 - F(x_n)
for(i = 0; i < mat.m; i++) {
(param.FindById(mat.param[i]))->val -= mat.X[i];
}
// 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(!Tol(mat.B.num[i])) {
converged = false;
break;
}
}
} while(iter++ < 50 && !converged);
if(converged) {
return true;
} else {
dbp("no convergence");
return false;
}
}
bool System::Solve(void) {
int i, j;
/*
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);
} */
param.ClearTags();
eq.ClearTags();
SolveBySubstitution();
WriteJacobian(0, 0);
EvalJacobian();
SortBySensitivity();
/* dbp("write/eval jacboian=%d", GetMilliseconds() - in);
for(i = 0; i < mat.m; i++) {
dbp("function %d: %s", i, mat.B.sym[i]->Print());
}
dbp("m=%d", mat.m);
for(i = 0; i < mat.m; i++) {
for(j = 0; j < mat.n; j++) {
dbp("A[%d][%d] = %.3f", i, j, mat.A.num[i][j]);
}
} */
GaussJordan();
/* dbp("bound states:");
for(j = 0; j < mat.n; j++) {
dbp(" param %08x: %d", mat.param[j], mat.bound[j]);
} */
// Fix any still-free variables wherever they are now.
for(j = mat.n-1; j >= 0; --j) {
if(mat.bound[j]) continue;
Param *p = param.FindByIdNoOops(mat.param[j]);
if(!p) {
// This is parameter does not occur in this group, so it's
// not available to assume.
continue;
}
p->tag = VAR_ASSUMED;
}
bool ok = NewtonSolve(0);
if(ok) {
// 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 = SS.GetParam(p->h);
pp->val = val;
pp->known = true;
// The main param table keeps track of what was assumed.
pp->assumed = (p->tag == VAR_ASSUMED);
}
}
return true;
}