File: [local] / OpenXM_contrib / PHC / Ada / Continuation / directions_of_solution_paths.adb (download)
Revision 1.1.1.1 (vendor branch), Sun Oct 29 17:45:22 2000 UTC (23 years, 10 months ago) by maekawa
Branch: PHC, MAIN
CVS Tags: v2, maekawa-ipv6, RELEASE_1_2_3, RELEASE_1_2_2_KNOPPIX_b, RELEASE_1_2_2_KNOPPIX, RELEASE_1_2_2, RELEASE_1_2_1, HEAD Changes since 1.1: +0 -0
lines
Import the second public release of PHCpack.
OKed by Jan Verschelde.
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with integer_io; use integer_io;
with Standard_Floating_Numbers_io; use Standard_Floating_Numbers_io;
with Standard_Mathematical_Functions; use Standard_Mathematical_Functions;
with Standard_Floating_Vectors_io; use Standard_Floating_Vectors_io;
with Standard_Floating_Matrices; use Standard_Floating_Matrices;
with Standard_Floating_Matrices_io; use Standard_Floating_Matrices_io;
with Standard_Integer_Vectors;
with Standard_Integer_Vectors_io; use Standard_Integer_Vectors_io;
with vLpRs_Algorithm; use vLpRs_Algorithm;
package body Directions_of_Solution_Paths is
-- AUXILIARY :
function Norm1 ( x : Standard_Floating_Vectors.Vector ) return double_float is
res : double_float := 0.0;
begin
for i in x'range loop
res := res + abs(x(i));
end loop;
return res;
end Norm1;
procedure Shift_Up ( v : in out Standard_Floating_Vectors.Vector;
x : in double_float ) is
-- DESCRIPTION :
-- Puts x at v(v'first) after a shift-up: v(i+1) := v(i).
begin
for i in reverse v'first..(v'last-1) loop
v(i+1) := v(i);
end loop;
v(v'first) := x;
end Shift_Up;
-- FIRST ORDER EXTRAPOLATION :
procedure Affine_Update_Direction
( t,prev_t,target : in Complex_Number;
x,prevx : in Standard_Complex_Vectors.Vector;
prevdls,prevstep : in out double_float;
prevdiff,v : in out Standard_Floating_Vectors.Vector ) is
newdls : double_float;
newstep : double_float := AbsVal(t-prev_t);
newdiff : Standard_Floating_Vectors.Vector(prevdiff'range);
ratio,factor : double_float;
begin
for i in v'range loop
newdiff(i) := LOG10(AbsVal(x(i))) - LOG10(AbsVal(prevx(i)));
end loop;
newdls := LOG10(AbsVal(target-prev_t)) - LOG10(AbsVal(target-t));
if prevdls /= 0.0
then ratio := prevstep/newstep;
factor := prevdls - ratio*newdls;
for i in v'range loop
v(i) := (prevdiff(i) - ratio*newdiff(i))/factor;
end loop;
end if;
prevdiff := newdiff;
prevstep := newstep;
prevdls := newdls;
end Affine_Update_Direction;
procedure Projective_Update_Direction
( t,prev_t,target : in Complex_Number;
x,prevx : in Standard_Complex_Vectors.Vector;
prevdls,prevstep : in out double_float;
prevdiff,v : in out Standard_Floating_Vectors.Vector ) is
newdls : double_float;
newstep : double_float := AbsVal(t-prev_t);
newdiff : Standard_Floating_Vectors.Vector(prevdiff'range);
ratio,factor : double_float;
begin
for i in v'range loop
newdiff(i) := ( LOG10(AbsVal(x(i))) - LOG10(AbsVal(x(x'last))) )
- ( LOG10(AbsVal(prevx(i))) - LOG10(AbsVal(prevx(prevx'last))) );
end loop;
newdls := LOG10(AbsVal(target-prev_t)) - LOG10(AbsVal(target-t));
if prevdls /= 0.0
then ratio := prevstep/newstep;
factor := prevdls - ratio*newdls;
for i in v'range loop
v(i) := (prevdiff(i) - ratio*newdiff(i))/factor;
end loop;
end if;
prevdiff := newdiff;
prevstep := newstep;
prevdls := newdls;
end Projective_Update_Direction;
-- DATA MANAGEMENT FOR HIGHER-ORDER EXTRAPOLATION :
procedure Extrapolation_Window
( r,m : in natural; t,target : in Complex_Number;
x : in Standard_Complex_Vectors.Vector;
dt,s,logs : in out Standard_Floating_Vectors.Vector;
logx : in out VecVec ) is
-- DESCRIPTION :
-- The data (dt,s,logs and logx) are stored as in a window: when
-- full at the incoming of a new element, all elements are shifted
-- and the oldest element drops off.
use Standard_Floating_Vectors;
begin
if (r = s'last) and (logx(r) /= null)
then for i in s'first+1..s'last loop -- shift the data
s(i-1) := s(i);
dt(i-1) := dt(i);
logs(i-1) := logs(i);
logx(i-1).all := logx(i).all;
end loop;
end if;
dt(r) := (AbsVal(target-t));
s(r) := (dt(r))**(1.0/double_float(m));
logs(r) := LOG10(s(r));
end Extrapolation_Window;
procedure Refresh_Window ( r,m : in natural; dt : in Standard_Floating_Vectors.Vector;
s,logs : in out Standard_Floating_Vectors.Vector ) is
-- DESCRIPTION :
-- Recomputes s and logs, after m has been changed.
begin
for i in s'first..r loop
s(i) := (dt(i))**(1.0/double_float(m));
logs(i) := LOG10(s(i));
end loop;
end Refresh_Window;
procedure Write_Update_Information
( file : in file_type; r,m : in natural;
s,logs : in double_float;
logx : in Standard_Floating_Vectors.Vector ) is
-- DESCRIPTION :
-- Writes r, s, log(s) and log|x(s)| on file.
-- The current version only writes a banner with r and m.
begin
put(file,"extrapolation with r = "); put(file,r,1);
put(file," and m = "); put(file,m,1); --put_line(file," : ");
-- put(file,"m : "); put(file,s);
-- put(file," log(s) : "); put(file,logs);
-- put(file," log|x(s)| : ");
-- put(file,logx);
-- for i in logx'range loop
-- put(file,logx(i));
-- end loop;
new_line(file);
end Write_Update_Information;
procedure Affine_Update_Extrapolation_Data
( r,m : in natural; t,target : in Complex_Number;
x : in Standard_Complex_Vectors.Vector;
dt,s,logs : in out Standard_Floating_Vectors.Vector;
logx,wvl0,wvl1,wvltmp : in out VecVec ) is
-- DESCRIPTION :
-- Updates the data needed to extrapolate in the affine case.
use Standard_Floating_Vectors;
begin
Extrapolation_Window(r,m,t,target,x,dt,s,logs,logx);
if logx(r) = null
then logx(r) := new Standard_Floating_Vectors.Vector(x'range);
end if;
if r > 0
then
if wvl0(r) = null
then wvl0(r) := new Standard_Floating_Vectors.Vector'(x'range => 0.0);
wvl1(r) := new Standard_Floating_Vectors.Vector'(x'range => 0.0);
wvltmp(r) := new Standard_Floating_Vectors.Vector'(x'range => 0.0);
end if;
end if;
for i in x'range loop
logx(r)(i) := LOG10(AbsVal(x(i)));
end loop;
end Affine_Update_Extrapolation_Data;
procedure Projective_Update_Extrapolation_Data
( r,m : in natural; t,target : in Complex_Number;
x : in Standard_Complex_Vectors.Vector;
dt,s,logs : in out Standard_Floating_Vectors.Vector;
logx : in out VecVec ) is
-- DESCRIPTION :
-- Updates the data needed to extrapolate in the projective case,
-- under the assumption that the homogenization variable appears lastly.
use Standard_Floating_Vectors;
begin
Extrapolation_Window(r,m,t,target,x,dt,s,logs,logx);
if logx(r) = null
then logx(r) := new Standard_Floating_Vectors.Vector(x'first..x'last-1);
end if;
for i in x'first..x'last-1 loop
logx(r)(i) := LOG10(AbsVal(x(i))) - LOG10(AbsVal(x(x'last)));
end loop;
end Projective_Update_Extrapolation_Data;
procedure Update_Errors
( r : in natural;
errorv : in out Standard_Floating_Vectors.Vector;
error : out double_float; wvl0,wvl1,wvltmp : in out VecVec ) is
-- DESCRIPTION :
-- Updates the error computation after the extrapolation.
-- REQUIRED : r >= 1.
begin
if r = 1
then for i in errorv'range loop
errorv(i) := abs(wvltmp(r)(i) - wvl1(r)(i));
end loop;
else for i in errorv'range loop
errorv(i) := abs(wvltmp(r-1)(i) - wvl1(r-1)(i));
end loop;
end if;
error := Norm1(errorv);
for i in 1..r loop
wvl0(i).all := wvl1(i).all;
wvl1(i).all := wvltmp(i).all;
end loop;
end Update_Errors;
-- ESTIMATING THE CYCLE NUMBER :
procedure Frequency_of_Estimate
( newest,max : in natural; m,estm,cnt : in out natural;
eps : in double_float; newm : out boolean ) is
-- DESCRIPTION :
-- This procedure manages the frequencies of the estimated values for m.
-- Only after the same estimate has been found a certain number of
-- times, the new estimate will be accepted.
-- The current version does not take the accuracy eps into account.
-- ON ENTRY :
-- newest newly computed estimate for m;
-- max threshold on cnt before estm is returned;
-- m current value of m;
-- estm previous estimate;
-- cnt number of consecutive guesses that yielded estm;
-- eps accuracy of the current estimate.
-- ON RETURN :
-- m new value of m;
-- estm new estimate;
-- cnt updated number of consecutive guesses that yielded estm;
-- newm true if m has changed.
begin
if cnt = 0 -- initial estimate
then estm := newest;
cnt := 1;
elsif newest = estm -- update frequency for current estimate
then cnt := cnt + 1;
else cnt := 1; -- new estimate found
estm := newest;
end if;
if estm /= m -- look for modification of current cycle number
then if (cnt >= max) --and (eps <= 0.1)
then m := estm;
newm := true;
else newm := false;
end if;
else newm := false;
end if;
end Frequency_of_Estimate;
procedure Extrapolate_on_Errors
( file : in file_type;
r : in integer; h : in double_float;
err : in Standard_Floating_Vectors.Vector;
estm : out double_float ) is
-- DESCRIPTION :
-- Performs an rth-order extrapolation on the errors.
-- ON ENTRY :
-- file to write intermediate results on;
-- r order of the extrapolation method;
-- h ratio in geometric sequence;
-- err vector of range 0..r+1 with differences of estimates for
-- the outer normal, the most recent error is err(0).
-- ON RETURN :
-- extm estimated value for m.
em,hm,exterr : Standard_Floating_Vectors.Vector(1..r+1);
dlog : constant double_float := log10(h);
f : double_float;
begin
for j in exterr'range loop
exterr(j) := log10(err(j-1)) - log10(err(j));
end loop;
em(1) := dlog/exterr(1); -- 0th order estimate
-- if (m(1) < 0.0001) or (m(1) > 1000.0) -- avoid divergence
-- then m(r+1) := m(1);
-- else
hm(1) := h**(1.0/em(1));
for k in 1..r loop
f := hm(k) - 1.0;
for j in 1..r-k+1 loop
exterr(j) := exterr(j+1) + (exterr(j+1) - exterr(j))/f;
end loop;
em(k+1) := dlog/exterr(1);
-- exit when ((m(k+1) < 0.0001) or (m(k+1) > 1000.0));
hm(k+1) := h**(double_float(k+1)/em(k+1));
end loop;
-- end if;
estm := em(r+1);
put(file,"em(0.."); put(file,r,1); put(file,") : ");
for i in em'range loop
put(file,em(i),3,3,3);
end loop;
new_line(file);
exception
when others => null;
end Extrapolate_on_Errors;
procedure Estimate0
( r,max : in natural; m,estm,cnt : in out natural;
dt : in Standard_Floating_Vectors.Vector;
err,newerr : in double_float; rat,eps : out double_float;
newm : out boolean ) is
-- DESCRIPTION :
-- Returns an 0th-order estimate of the cycle number m.
-- ON ENTRY :
-- r extrapolation order;
-- max threshold on cnt before estm is returned;
-- m current value of m;
-- estm previous estimate;
-- cnt number of consecutive guesses that yielded estm;
-- dt consecutive distances to the target;
-- err previous error;
-- newerr current error.
-- ON RETURN :
-- m new value of m;
-- estm new estimate;
-- cnt updated number of consecutive guesses that yielded estm;
-- rat ratio used to estimate m;
-- eps accuracy of the rounding value for m;
-- newm true if m has changed.
dferr : constant double_float := log10(newerr) - log10(err);
h : constant double_float := dt(r)/dt(r-1);
dfsr1 : constant double_float := log10(h);
ratio : constant double_float := abs(dfsr1/dferr);
res : natural := integer(ratio);
accuracy : constant double_float := abs(double_float(res) - ratio);
begin
if res = 0
then res := 1;
end if;
Frequency_of_Estimate(res,max,m,estm,cnt,accuracy,newm);
rat := ratio; eps := accuracy;
end Estimate0;
procedure Estimate
( file : in file_type; r : in integer;
max : in natural; m,estm,cnt : in out natural;
h : in double_float;
diferr : in Standard_Floating_Vectors.Vector;
rat,eps : out double_float; newm : out boolean ) is
-- DESCRIPTION :
-- Estimates m by extrapolation on consecutvie differences of errors,
-- stored in the parameter diferr. For the specfication of the other
-- parameters, see the procedure Estimate0.
res : integer;
fltestm,accuracy : double_float;
begin
-- if r < dt'last
-- then Extrapolate_on_Errors(file,r-1,h,diferr(0..r),fltestm);
-- else
Extrapolate_on_Errors(file,r,h,diferr(0..r+1),fltestm);
-- end if;
res := integer(fltestm);
if res <= 0
then res := 1;
end if;
accuracy := abs(double_float(res) - fltestm);
Frequency_of_Estimate(res,max,m,estm,cnt,accuracy,newm);
rat := fltestm; eps := accuracy;
end Estimate;
-- APPLYING THE vLpRs-Algorithm :
function vLpRs_Extrapolate
( r : natural; s,logs : Standard_Floating_Vectors.Vector;
logx : VecVec )
return Standard_Floating_Vectors.Vector is
-- DESCRIPTION :
-- Higher-order extrapolation is based on vLpRs-Algorithm.
-- REQUIRED : r >= 1.
res : Standard_Floating_Vectors.Vector(logx(r).all'range);
logx1 : Standard_Floating_Vectors.Vector(0..r);
rt1,rt2 : Matrix(1..r-1,1..r-1);
srp,dsp : Standard_Floating_Vectors.Vector(1..r-1) := (0..r-1 => 0.0);
p : Standard_Floating_Vectors.Vector(0..r-1) := (0..r-1 => 0.0);
l,v : Standard_Floating_Vectors.Vector(0..r) := (0..r => 1.0);
begin
rt1(1,1) := 0.0; rt2(1,1) := 0.0;
for i in res'range loop
for j in logx1'range loop
logx1(j) := logx(j)(i);
end loop;
vLpRs_full(r,s(0..r),logs(0..r),logx1(0..r),srp,dsp,p,l,v,rt1,rt2);
res(i) := v(r)/l(r);
end loop;
return res;
end vLpRs_Extrapolate;
function vLpRs_Extrapolate
( file : file_type; r : natural;
s,logs : Standard_Floating_Vectors.Vector; logx : VecVec )
return Standard_Floating_Vectors.Vector is
-- DESCRIPTION :
-- Higher-order extrapolation based on vLpRs-Algorithm.
-- REQUIRED : r >= 1.
res : Standard_Floating_Vectors.Vector(logx(r).all'range);
logx1 : Standard_Floating_Vectors.Vector(0..r);
rt1,rt2 : Matrix(1..r-1,1..r-1);
srp,dsp : Standard_Floating_Vectors.Vector(1..r-1) := (0..r-1 => 0.0);
p : Standard_Floating_Vectors.Vector(0..r-1) := (0..r-1 => 0.0);
l,v : Standard_Floating_Vectors.Vector(0..r) := (0..r => 0.0);
begin
for i in rt1'range(1) loop
for j in rt1'range(2) loop
rt1(i,j) := 0.0; rt2(i,j) := 0.0;
end loop;
end loop;
for i in res'range loop
for j in logx1'range loop
logx1(j) := logx(j)(i);
end loop;
vLpRs_pipe(file,r,s(0..r),logs(0..r),logx1(0..r),srp,dsp,p,l,v,rt1,rt2);
res(i) := v(r)/l(r);
end loop;
return res;
end vLpRs_Extrapolate;
procedure vLpRs_Extrapolate
( file : in file_type; r : in natural;
s,logs : in Standard_Floating_Vectors.Vector;
logx,wvl0 : in VecVec; wvl1 : in out VecVec;
w,wv,wl : out Standard_Floating_Vectors.Vector ) is
-- DESCRIPTION :
-- Higher-order extrapolation based on vLpRs-Algorithm,
-- writes an error table on file.
-- REQUIRED : r >= 1.
n : constant natural := logx(r)'length;
logx1 : Standard_Floating_Vectors.Vector(0..r);
rt1,rt2 : Matrix(1..r-1,1..r-1);
srp,dsp : Standard_Floating_Vectors.Vector(1..r-1) := (1..r-1 => 0.0);
p : Standard_Floating_Vectors.Vector(0..r-1) := (0..r-1 => 0.0);
l,v : Standard_Floating_Vectors.Vector(0..r) := (0..r => 0.0);
error : Standard_Floating_Vectors.Vector(1..r) := (1..r => 0.0);
begin
for i in rt1'range(1) loop
for j in rt1'range(2) loop
rt1(i,j) := 0.0; rt2(i,j) := 0.0;
end loop;
end loop;
for i in logx(r)'range loop
for j in logx1'range loop
logx1(j) := logx(j)(i);
end loop;
vLpRs_pipe(file,r,s(0..r),logs(0..r),logx1(0..r),srp,dsp,p,l,v,rt1,rt2);
w(i) := v(r)/l(r);
put(file,s(r),2,3,3);
for j in 1..r loop
wvl1(j)(i) := v(j)/l(j);
error(j) := abs(wvl1(j)(i)-wvl0(j)(i));
put(file,error(j),2,3,3);
end loop;
new_line(file);
end loop;
wv := v; wl := l;
end vLpRs_Extrapolate;
-- HIGHER-ORDER EXTRAPOLATION (target routines) :
procedure Affine_Update_Direction
( r,m,estm,cntm : in out natural; thresm : in natural;
er : in out integer; t,target : in Complex_Number;
x : in Standard_Complex_Vectors.Vector;
dt,s,logs : in out Standard_Floating_Vectors.Vector;
logx,wvl0,wvl1,wvltmp : in out VecVec;
v,diferr : in out Standard_Floating_Vectors.Vector;
error : in out double_float ) is
use Standard_Floating_Vectors;
res : Standard_Floating_Vectors.Vector(v'range);
eps,newerr : double_float;
newm : boolean := false;
begin
Affine_Update_Extrapolation_Data
(r,m,t,target,x,dt,s,logs,logx,wvl0,wvl1,wvltmp);
if r >= 1
then res := vLpRs_Extrapolate(r,s,logs,logx);
newerr := Norm1(res-v);
end if;
if r < s'last
then r := r+1;
end if;
if r >= 3 and (newerr < error)
then --Estimate(r,r,thresm,m,estm,cntm,dt,s,logs,error,newerr,eps,newm);
if newm
then res := vLpRs_Extrapolate(r,s,logs,logx);
newerr := Norm1(res-v);
end if;
end if;
if r >= 1
then v := res;
error := newerr;
end if;
end Affine_Update_Direction;
procedure Affine_Update_Direction
( file : in file_type;
r,m,estm,cntm : in out natural; thresm : in natural;
er : in out integer; t,target : in Complex_Number;
x : in Standard_Complex_Vectors.Vector;
dt,s,logs : in out Standard_Floating_Vectors.Vector;
logx,wvl0,wvl1,wvltmp : in out VecVec;
v,diferr : in out Standard_Floating_Vectors.Vector;
error : in out double_float ) is
use Standard_Floating_Vectors;
res,errorv,newerrv : Standard_Floating_Vectors.Vector(v'range);
wv,wl : Standard_Floating_Vectors.Vector(0..r);
ind : natural := 1; -- errors based on first-order extrapolation
rat,eps,newerr : double_float;
mv,cntmv,estmv : Standard_Integer_Vectors.Vector(v'range);
newm : boolean := false;
begin
Affine_Update_Extrapolation_Data
(r,m,t,target,x,dt,s,logs,logx,wvl0,wvl1,wvltmp);
Write_Update_Information(file,r,m,s(r),logs(r),logx(r).all);
if r >= 1
then vLpRs_Extrapolate(file,r,s,logs,logx,wvl1,wvltmp,res,wv,wl);
if r = 1 then diferr(0) := 1.0; end if;
for i in errorv'range loop
errorv(i) := abs(wvltmp(ind)(i) - wvl1(ind)(i));
end loop;
Shift_Up(diferr,Norm1(errorv));
if er < diferr'last-1 then er := er+1; end if;
end if;
if er >= 1 and (diferr(0) < diferr(1))
then-- Estimate0(r,thresm,m,estm,cntm,diferr(1),diferr(0),rat,eps,newm);
Estimate(file,er,thresm,m,estm,cntm,dt(r)/dt(r-1),
diferr,rat,eps,newm);
put(file,"Ratio for m : "); put(file,rat,3,3,3);
put(file," and accuracy : "); put(file,eps,3,3,3); new_line(file);
if newm
then Refresh_Window(r,m,dt,s,logs);
put_line(file,"Extrapolation after adjusting the m-value :");
vLpRs_Extrapolate(file,r,s,logs,logx,wvl1,wvltmp,res,wv,wl);
for i in errorv'range loop
errorv(i) := abs(wvltmp(ind)(i) - wvl1(ind)(i));
end loop;
Shift_Up(diferr,Norm1(errorv)); er := -2;
put(file,"old direction : "); put(file,v); new_line(file);
put(file,"new direction : "); put(file,res); new_line(file);
end if;
end if;
if r >= 1
then v := res;
Update_Errors(r,errorv,error,wvl0,wvl1,wvltmp);
end if;
if r < s'last then r := r+1; end if;
end Affine_Update_Direction;
procedure Projective_Update_Direction
( r,m,estm,cntm : in out natural; thresm : in natural;
er : in out integer; t,target : in Complex_Number;
x : in Standard_Complex_Vectors.Vector;
dt,s,logs : in out Standard_Floating_Vectors.Vector;
logx : in out VecVec;
prevv,v : in out Standard_Floating_Vectors.Vector;
error : in out double_float ) is
use Standard_Floating_Vectors;
res : Standard_Floating_Vectors.Vector(v'range);
eps,newerr : double_float;
newm : boolean := false;
begin
Projective_Update_Extrapolation_Data(r,m,t,target,x,dt,s,logs,logx);
if r >= 1
then res := vLpRs_Extrapolate(r,s,logs,logx);
error := Norm1(res-prevv); newerr := Norm1(res-v);
prevv := v;
v := res;
end if;
-- if r >= 2 and (newerr < error)
-- then Estimate(r,r,thresm,m,estm,cntm,dt,s,logs,error,newerr,eps,newm);
-- end if;
if r < s'last
then r := r+1;
end if;
error := newerr;
end Projective_Update_Direction;
procedure Projective_Update_Direction
( file : in file_type;
r,m,estm,cntm : in out natural; thresm : in natural;
er : in out integer; t,target : in Complex_Number;
x : in Standard_Complex_Vectors.Vector;
dt,s,logs : in out Standard_Floating_Vectors.Vector;
logx : in out VecVec;
prevv,v : in out Standard_Floating_Vectors.Vector;
error : in out double_float ) is
use Standard_Floating_Vectors;
res : Standard_Floating_Vectors.Vector(v'range);
eps,newerr : double_float;
newm : boolean := false;
begin
Projective_Update_Extrapolation_Data(r,m,t,target,x,dt,s,logs,logx);
Write_Update_Information(file,r,m,s(r),logs(r),logx(r).all);
if r >= 1
then res := vLpRs_Extrapolate(file,r,s,logs,logx);
error := Norm1(res-prevv);
newerr := Norm1(res-v);
prevv := v;
v := res;
end if;
if r < s'last
then r := r+1;
end if;
-- if r >= 2 and (newerr < error)
-- then Estimate(r,r,thresm,m,estm,cntm,dt,s,logs,error,newerr,eps,newm);
-- end if;
error := newerr;
end Projective_Update_Direction;
end Directions_of_Solution_Paths;