projects / occt.git / blame
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|---|---|---|
| b311480e | 1 | // Copyright (c) 1997-1999 Matra Datavision |
| 2 | // Copyright (c) 1999-2012 OPEN CASCADE SAS | |
| 3 | // | |
| 4 | // The content of this file is subject to the Open CASCADE Technology Public | |
| 5 | // License Version 6.5 (the "License"). You may not use the content of this file | |
| 6 | // except in compliance with the License. Please obtain a copy of the License | |
| 7 | // at http://www.opencascade.org and read it completely before using this file. | |
| 8 | // | |
| 9 | // The Initial Developer of the Original Code is Open CASCADE S.A.S., having its | |
| 10 | // main offices at: 1, place des Freres Montgolfier, 78280 Guyancourt, France. | |
| 11 | // | |
| 12 | // The Original Code and all software distributed under the License is | |
| 13 | // distributed on an "AS IS" basis, without warranty of any kind, and the | |
| 14 | // Initial Developer hereby disclaims all such warranties, including without | |
| 15 | // limitation, any warranties of merchantability, fitness for a particular | |
| 16 | // purpose or non-infringement. Please see the License for the specific terms | |
| 17 | // and conditions governing the rights and limitations under the License. | |
| 18 | ||
| 7fd59977 | 19 | // pmn 15/05/97 pas de Gauss avec des pivot trop petit. SVD fait mieux |
| 20 | // l'affaire + limitation de la longeur du pas + qq comentaire issus d'EUCLID3 | |
| 21 | // pmn 10/06/97 refonte totale du traitement des bords + ajustement des init | |
| 22 | // et des tolerances pour brent... | |
| 23 | ||
| 24 | //#ifndef DEB | |
| 25 | #define No_Standard_RangeError | |
| 26 | #define No_Standard_OutOfRange | |
| 27 | #define No_Standard_DimensionError | |
| 28 | //#endif | |
| 29 | ||
| 30 | //math_FunctionSetRoot.cxx | |
| 31 | ||
| 32 | ||
| 33 | #include <math_FunctionSetRoot.ixx> | |
| 34 | #include <Standard_DimensionError.hxx> | |
| 35 | #include <math_Gauss.hxx> | |
| 36 | #include <math_SVD.hxx> | |
| 37 | #include <math_GaussLeastSquare.hxx> | |
| 38 | #include <math_IntegerVector.hxx> | |
| 39 | #include <math_Function.hxx> | |
| 40 | #include <math_BrentMinimum.hxx> | |
| 41 | #include <math_FunctionSetWithDerivatives.hxx> | |
| 42 | #include <Precision.hxx> | |
| 43 | ||
| 44 | ||
| 45 | //=========================================================================== | |
| 46 | // - A partir d une solution de depart, recherche d une direction.( Newton la | |
| 47 | // plupart du temps, gradient si Newton echoue. | |
| 7fd59977 | 48 | // - Recadrage au niveau des bornes avec recalcul de la direction si une |
| 49 | // inconnue a une valeur imposee. | |
| 7fd59977 | 50 | // -Si On ne sort pas des bornes |
| 51 | // Tant que (On ne progresse pas assez ou on ne change pas de direction) | |
| 52 | // . Si (Progression encore possible) | |
| 53 | // Si (On ne sort pas des bornes) | |
| 54 | // On essaye de progresser dans cette meme direction. | |
| 55 | // Sinon | |
| 56 | // On diminue le pas d'avancement ou on change de direction. | |
| 57 | // Sinon | |
| 58 | // Si on depasse le minimum | |
| 59 | // On fait une interpolation parabolique. | |
| 7fd59977 | 60 | // - Si on a progresse sur F |
| 61 | // On fait les tests d'arret | |
| 62 | // Sinon | |
| 63 | // On change de direction | |
| 64 | //============================================================================ | |
| 65 | ||
| 3e42bd70 J |
66 | #define FSR_DEBUG(arg) |
| 67 | // Uncomment the following code to have debug output to cout | |
| 68 | /* * / | |
| 69 | static Standard_Boolean mydebug = Standard_False; | |
| 70 | #undef FSR_DEBUG | |
| 71 | #define FSR_DEBUG(arg) {if (mydebug) { cout << arg << endl; }} | |
| 72 | /* */ | |
| fbadd2cc | 73 | |
| 7fd59977 | 74 | class MyDirFunction : public math_Function |
| 75 | { | |
| 76 | ||
| 77 | math_Vector *P0; | |
| 78 | math_Vector *Dir; | |
| 79 | math_Vector *P; | |
| 80 | math_Vector *FV; | |
| 81 | math_FunctionSetWithDerivatives *F; | |
| 82 | ||
| 83 | public : | |
| 84 | ||
| 85 | MyDirFunction(math_Vector& V1, | |
| 86 | math_Vector& V2, | |
| 87 | math_Vector& V3, | |
| 88 | math_Vector& V4, | |
| 89 | math_FunctionSetWithDerivatives& f) ; | |
| 90 | ||
| 91 | void Initialize(const math_Vector& p0, const math_Vector& dir) const; | |
| 92 | //For hp : | |
| 93 | Standard_Boolean Value(const math_Vector& Sol, math_Vector& FF, | |
| 94 | math_Matrix& DF, math_Vector& GH, | |
| 95 | Standard_Real& F2, Standard_Real& Gnr1); | |
| 96 | // Standard_Boolean MyDirFunction::Value(const math_Vector& Sol, math_Vector& FF, | |
| 97 | // math_Matrix& DF, math_Vector& GH, | |
| 98 | // Standard_Real& F2, Standard_Real& Gnr1); | |
| 99 | Standard_Boolean Value(const Standard_Real x, Standard_Real& fval) ; | |
| 100 | ||
| 101 | }; | |
| 102 | ||
| 103 | MyDirFunction::MyDirFunction(math_Vector& V1, | |
| 104 | math_Vector& V2, | |
| 105 | math_Vector& V3, | |
| 106 | math_Vector& V4, | |
| 107 | math_FunctionSetWithDerivatives& f) { | |
| 108 | ||
| 109 | P0 = &V1; | |
| 110 | Dir = &V2; | |
| 111 | P = &V3; | |
| 112 | FV = &V4; | |
| 113 | F = &f; | |
| 114 | } | |
| 115 | ||
| 116 | void MyDirFunction::Initialize(const math_Vector& p0, | |
| 117 | const math_Vector& dir) const | |
| 118 | { | |
| 119 | *P0 = p0; | |
| 120 | *Dir = dir; | |
| 121 | } | |
| 122 | ||
| 123 | ||
| 124 | Standard_Boolean MyDirFunction::Value(const Standard_Real x, | |
| 125 | Standard_Real& fval) | |
| 126 | { | |
| 127 | Standard_Real p; | |
| 128 | for(Standard_Integer i = P->Lower(); i <= P->Upper(); i++) { | |
| 129 | p = Dir->Value(i); | |
| 130 | P->Value(i) = p * x + P0->Value(i); | |
| 131 | } | |
| 132 | if( F->Value(*P, *FV) ) { | |
| 133 | ||
| 134 | Standard_Real aVal = 0.; | |
| 135 | ||
| 136 | for(Standard_Integer i = FV->Lower(); i <= FV->Upper(); i++) { | |
| 137 | aVal = FV->Value(i); | |
| 138 | if(aVal < 0.) { | |
| 139 | if(aVal <= -1.e+100) // Precision::HalfInfinite() later | |
| 140 | // if(Precision::IsInfinite(Abs(FV->Value(i)))) { | |
| 141 | // fval = Precision::Infinite(); | |
| 142 | return Standard_False; | |
| 143 | } | |
| 144 | else if(aVal >= 1.e+100) // Precision::HalfInfinite() later | |
| 145 | return Standard_False; | |
| 146 | } | |
| 147 | ||
| 148 | fval = 0.5 * (FV->Norm2()); | |
| 149 | return Standard_True; | |
| 150 | } | |
| 151 | return Standard_False; | |
| 152 | } | |
| 153 | ||
| 154 | Standard_Boolean MyDirFunction::Value(const math_Vector& Sol, | |
| 155 | math_Vector& FF, | |
| 156 | math_Matrix& DF, | |
| 157 | math_Vector& GH, | |
| 158 | Standard_Real& F2, | |
| 159 | Standard_Real& Gnr1) | |
| 160 | { | |
| 161 | if( F->Values(Sol, FF, DF) ) { | |
| 162 | ||
| 163 | Standard_Real aVal = 0.; | |
| 164 | ||
| 165 | for(Standard_Integer i = FF.Lower(); i <= FF.Upper(); i++) { | |
| 166 | // modified by NIZHNY-MKK Mon Oct 3 17:56:50 2005.BEGIN | |
| 167 | aVal = FF.Value(i); | |
| 168 | if(aVal < 0.) { | |
| 169 | if(aVal <= -1.e+100) // Precision::HalfInfinite() later | |
| 170 | // if(Precision::IsInfinite(Abs(FF.Value(i)))) { | |
| 171 | // F2 = Precision::Infinite(); | |
| 172 | // Gnr1 = Precision::Infinite(); | |
| 173 | return Standard_False; | |
| 174 | } | |
| 175 | else if(aVal >= 1.e+100) // Precision::HalfInfinite() later | |
| 176 | return Standard_False; | |
| 177 | // modified by NIZHNY-MKK Mon Oct 3 17:57:05 2005.END | |
| 178 | } | |
| 179 | ||
| 180 | ||
| 181 | F2 = 0.5 * (FF.Norm2()); | |
| 182 | GH.TMultiply(DF, FF); | |
| 183 | Gnr1 = GH.Norm2(); | |
| 184 | return Standard_True; | |
| 185 | } | |
| 186 | return Standard_False; | |
| 187 | } | |
| 188 | ||
| 189 | ||
| 190 | //-------------------------------------------------------------- | |
| 191 | static Standard_Boolean MinimizeDirection(const math_Vector& P0, | |
| 192 | const math_Vector& P1, | |
| 193 | const math_Vector& P2, | |
| 194 | const Standard_Real F1, | |
| 195 | math_Vector& Delta, | |
| 196 | const math_Vector& Tol, | |
| 197 | MyDirFunction& F) | |
| 198 | // Purpose : minimisation a partir de 3 points | |
| 199 | //------------------------------------------------------- | |
| 200 | { | |
| 201 | // (1) Evaluation d'un tolerance parametrique 1D | |
| 202 | Standard_Real tol1d = 2.1 , invnorme, tsol; | |
| 203 | Standard_Real Eps = 1.e-16; | |
| 204 | Standard_Real ax, bx, cx; | |
| 205 | ||
| 206 | for (Standard_Integer ii =1; ii<=Tol.Length(); ii++) { | |
| 207 | invnorme = Abs(Delta(ii)); | |
| 208 | if (invnorme>Eps) tol1d = Min(tol1d, Tol(ii) / invnorme); | |
| 209 | } | |
| 210 | if (tol1d > 1.9) return Standard_False; //Pas la peine de se fatiguer | |
| 211 | tol1d /= 3; | |
| 212 | ||
| 213 | //JR/Hp : | |
| 214 | math_Vector PP0 = P0 ; | |
| 215 | math_Vector PP1 = P1 ; | |
| 216 | Delta = PP1 - PP0; | |
| 217 | // Delta = P1 - P0; | |
| 218 | invnorme = Delta.Norm(); | |
| 219 | if (invnorme <= Eps) return Standard_False; | |
| 220 | invnorme = ((Standard_Real) 1) / invnorme; | |
| 221 | ||
| 222 | F.Initialize(P1, Delta); | |
| 223 | ||
| 224 | // (2) On minimise | |
| 3e42bd70 | 225 | FSR_DEBUG (" minimisation dans la direction") |
| 7fd59977 | 226 | ax = -1; bx = 0; |
| 227 | cx = (P2-P1).Norm()*invnorme; | |
| 228 | if (cx < 1.e-2) return Standard_False; | |
| 229 | math_BrentMinimum Sol(F, ax, bx, cx, tol1d, 100, tol1d); | |
| 230 | if(Sol.IsDone()) { | |
| 231 | tsol = Sol.Location(); | |
| 232 | if (Sol.Minimum() < F1) { | |
| 233 | Delta.Multiply(tsol); | |
| 234 | return Standard_True; | |
| 235 | } | |
| 236 | } | |
| 237 | return Standard_False; | |
| 238 | } | |
| 239 | ||
| 240 | //---------------------------------------------------------------------- | |
| 241 | static Standard_Boolean MinimizeDirection(const math_Vector& P, | |
| 242 | math_Vector& Dir, | |
| 243 | const Standard_Real& PValue, | |
| 244 | const Standard_Real& PDirValue, | |
| 245 | const math_Vector& Gradient, | |
| 246 | const math_Vector& DGradient, | |
| 247 | const math_Vector& Tol, | |
| 248 | MyDirFunction& F) | |
| 249 | // Purpose: minimisation a partir de 2 points et une derives | |
| 250 | //---------------------------------------------------------------------- | |
| 251 | ||
| 252 | { | |
| 253 | // (0) Evaluation d'un tolerance parametrique 1D | |
| 254 | Standard_Boolean good = Standard_False; | |
| 255 | Standard_Real Eps = 1.e-20; | |
| 256 | Standard_Real tol1d = 1.1, Result = PValue, absdir; | |
| 257 | ||
| 258 | for (Standard_Integer ii =1; ii<=Tol.Length(); ii++) { | |
| 259 | absdir = Abs(Dir(ii)); | |
| 260 | if (absdir >Eps) tol1d = Min(tol1d, Tol(ii) / absdir); | |
| 261 | } | |
| 262 | if (tol1d > 0.9) return Standard_False; | |
| 263 | ||
| 264 | // (1) On realise une premiere interpolation quadratique | |
| 265 | Standard_Real ax, bx, cx, df1, df2, Delta, tsol, fsol, tsolbis; | |
| 3e42bd70 | 266 | FSR_DEBUG(" essai d interpolation") |
| fbadd2cc | 267 | |
| 7fd59977 | 268 | df1 = Gradient*Dir; |
| 269 | df2 = DGradient*Dir; | |
| 270 | ||
| 271 | if (df1<-Eps && df2>Eps) { // cuvette | |
| 272 | tsol = - df1 / (df2 - df1); | |
| 273 | } | |
| 274 | else { | |
| 275 | cx = PValue; | |
| 276 | bx = df1; | |
| 277 | ax = PDirValue - (bx+cx); | |
| 278 | ||
| 279 | if (Abs(ax) <= Eps) { // cas lineaire | |
| 280 | if ((Abs(bx) >= Eps)) tsol = - cx/bx; | |
| 281 | else tsol = 0; | |
| 282 | } | |
| 283 | else { // cas quadratique | |
| 284 | Delta = bx*bx - 4*ax*cx; | |
| 285 | if (Delta > 1.e-9) { | |
| 286 | // il y a des racines, on prend la plus proche de 0 | |
| fbadd2cc | 287 | Delta = Sqrt(Delta); |
| 7fd59977 | 288 | tsol = -(bx + Delta); |
| 289 | tsolbis = (Delta - bx); | |
| 290 | if (Abs(tsolbis) < Abs(tsol)) tsol = tsolbis; | |
| 291 | tsol /= 2*ax; | |
| 292 | } | |
| 293 | else { | |
| 294 | // pas ou peu de racine : on "extremise" | |
| 295 | tsol = -(0.5*bx)/ax; | |
| 296 | } | |
| 297 | } | |
| 298 | } | |
| 299 | ||
| 300 | if (Abs(tsol) >= 1) return Standard_False; //resultat sans interet | |
| 301 | ||
| 302 | F.Initialize(P, Dir); | |
| 303 | F.Value(tsol, fsol); | |
| 304 | ||
| 305 | if (fsol<PValue) { | |
| 306 | good = Standard_True; | |
| 307 | Result = fsol; | |
| 3e42bd70 | 308 | FSR_DEBUG("t= "<<tsol<<" F = " << fsol << " OldF = "<<PValue) |
| 7fd59977 | 309 | } |
| 310 | ||
| 311 | // (2) Si l'on a pas assez progresser on realise une recherche | |
| 312 | // en bonne et due forme, a partir des inits precedents | |
| 313 | if ((fsol > 0.2*PValue) && (tol1d < 0.5)) { | |
| 314 | ||
| 315 | if (tsol <0) { | |
| 316 | ax = tsol; bx = 0.0; cx = 1.0; | |
| 317 | } | |
| 318 | else { | |
| 319 | ax = 0.0; bx = tsol; cx = 1.0; | |
| 320 | } | |
| 3e42bd70 | 321 | FSR_DEBUG(" minimisation dans la direction") |
| 7fd59977 | 322 | math_BrentMinimum Sol(F, ax, bx, cx, tol1d, 100, tol1d); |
| 323 | if(Sol.IsDone()) { | |
| 324 | if (Sol.Minimum() <= Result) { | |
| 3e42bd70 J |
325 | tsol = Sol.Location(); |
| 326 | good = Standard_True; | |
| 327 | FSR_DEBUG("t= "<<tsol<<" F ="<< Sol.Minimum() << " OldF = "<<Result) | |
| 7fd59977 | 328 | } |
| 329 | } | |
| 330 | } | |
| 331 | if (good) { | |
| 332 | // mise a jour du Delta | |
| 333 | Dir.Multiply(tsol); | |
| 334 | } | |
| 335 | return good; | |
| 336 | } | |
| 337 | ||
| 338 | //------------------------------------------------------ | |
| 339 | static void SearchDirection(const math_Matrix& DF, | |
| 340 | const math_Vector& GH, | |
| 341 | const math_Vector& FF, | |
| 342 | Standard_Boolean ChangeDirection, | |
| 343 | const math_Vector& InvLengthMax, | |
| 344 | math_Vector& Direction, | |
| 345 | Standard_Real& Dy) | |
| 346 | ||
| 347 | { | |
| 348 | Standard_Integer Ninc = DF.ColNumber(), Neq = DF.RowNumber(); | |
| 349 | Standard_Real Eps = 1.e-32; | |
| 350 | if (!ChangeDirection) { | |
| 351 | if (Ninc == Neq) { | |
| 352 | for (Standard_Integer i = FF.Lower(); i <= FF.Upper(); i++) { | |
| 353 | Direction(i) = -FF(i); | |
| 354 | } | |
| 355 | math_Gauss Solut(DF, 1.e-9); | |
| 356 | if (Solut.IsDone()) Solut.Solve(Direction); | |
| 357 | else { // we have to "forget" singular directions. | |
| 3e42bd70 J |
358 | FSR_DEBUG(" Matrice singuliere : On prend SVD") |
| 359 | math_SVD SolvebySVD(DF); | |
| 7fd59977 | 360 | if (SolvebySVD.IsDone()) SolvebySVD.Solve(-1*FF, Direction); |
| 3e42bd70 J |
361 | else ChangeDirection = Standard_True; |
| 362 | } | |
| 7fd59977 | 363 | } |
| 364 | else if (Ninc > Neq) { | |
| 365 | math_SVD Solut(DF); | |
| 366 | if (Solut.IsDone()) Solut.Solve(-1*FF, Direction); | |
| 367 | else ChangeDirection = Standard_True; | |
| 368 | } | |
| 369 | else if (Ninc < Neq) { // Calcul par GaussLeastSquare | |
| 370 | math_GaussLeastSquare Solut(DF); | |
| 371 | if (Solut.IsDone()) Solut.Solve(-1*FF, Direction); | |
| 372 | else ChangeDirection = Standard_True; | |
| 373 | } | |
| 374 | } | |
| 375 | // Il vaut mieux interdire des directions trops longue | |
| 376 | // Afin de blinder les cas trop mal conditionne | |
| 377 | // PMN 12/05/97 Traitement des singularite dans les conges | |
| 378 | // Sur des surfaces periodiques | |
| 379 | ||
| 380 | Standard_Real ratio = Abs( Direction(Direction.Lower()) | |
| 381 | *InvLengthMax(Direction.Lower()) ); | |
| 382 | Standard_Integer i; | |
| 383 | for (i = Direction.Lower()+1; i<=Direction.Upper(); i++) { | |
| 384 | ratio = Max(ratio, Abs( Direction(i)*InvLengthMax(i)) ); | |
| 385 | } | |
| 386 | if (ratio > 1) { | |
| 387 | Direction /= ratio; | |
| 388 | } | |
| 389 | ||
| 390 | Dy = Direction*GH; | |
| 391 | if (Dy >= -Eps) { // newton "ne descend pas" on prend le gradient | |
| 392 | ChangeDirection = Standard_True; | |
| 393 | } | |
| 394 | if (ChangeDirection) { // On va faire un gradient ! | |
| 395 | for (i = Direction.Lower(); i <= Direction.Upper(); i++) { | |
| 396 | Direction(i) = - GH(i); | |
| 397 | } | |
| 398 | Dy = - (GH.Norm2()); | |
| 399 | } | |
| 400 | } | |
| 401 | ||
| 402 | ||
| 403 | //===================================================================== | |
| 404 | static void SearchDirection(const math_Matrix& DF, | |
| 405 | const math_Vector& GH, | |
| 406 | const math_Vector& FF, | |
| 407 | const math_IntegerVector& Constraints, | |
| 408 | // const math_Vector& X, // Le point d'init | |
| 409 | const math_Vector& , // Le point d'init | |
| 410 | Standard_Boolean ChangeDirection, | |
| 411 | const math_Vector& InvLengthMax, | |
| 412 | math_Vector& Direction, | |
| 413 | Standard_Real& Dy) | |
| 414 | //Purpose : Recherche une direction (et un pas si Newton Fonctionne) le long | |
| 415 | // d'une frontiere | |
| 416 | //===================================================================== | |
| 417 | { | |
| 418 | Standard_Integer Ninc = DF.ColNumber(), Neq = DF.RowNumber(); | |
| 419 | Standard_Integer i, j, k, Cons = 0; | |
| 420 | ||
| 421 | // verification sur les bornes imposees: | |
| 422 | ||
| 423 | for (i = 1; i <= Ninc; i++) { | |
| 424 | if (Constraints(i) != 0) Cons++; | |
| 425 | // sinon le systeme a resoudre ne change pas. | |
| 426 | } | |
| 427 | ||
| 428 | if (Cons == 0) { | |
| 429 | SearchDirection(DF, GH, FF, ChangeDirection, InvLengthMax, | |
| 430 | Direction, Dy); | |
| 431 | } | |
| 432 | else if (Cons == Ninc) { // il n'y a plus rien a faire... | |
| 433 | for(Standard_Integer i = Direction.Lower(); i <= Direction.Upper(); i++) { | |
| 434 | Direction(i) = 0; | |
| 435 | } | |
| 436 | Dy = 0; | |
| 437 | } | |
| 438 | else { //(1) Cas general : On definit un sous probleme | |
| 439 | math_Matrix DF2(1, Neq, 1, Ninc-Cons); | |
| 440 | math_Vector MyGH(1, Ninc-Cons); | |
| 441 | math_Vector MyDirection(1, Ninc-Cons); | |
| 442 | math_Vector MyInvLengthMax(1, Ninc); | |
| 443 | ||
| 444 | for (k=1, i = 1; i <= Ninc; i++) { | |
| 445 | if (Constraints(i) == 0) { | |
| 446 | MyGH(k) = GH(i); | |
| 447 | MyInvLengthMax(k) = InvLengthMax(i); | |
| 448 | MyDirection(k) = Direction(i); | |
| 449 | for (j = 1; j <= Neq; j++) { | |
| 450 | DF2(j, k) = DF(j, i); | |
| 451 | } | |
| 452 | k++; //on passe a l'inconnue suivante | |
| 453 | } | |
| 454 | } | |
| 455 | //(2) On le resoud | |
| 456 | SearchDirection(DF2, MyGH, FF, ChangeDirection, MyInvLengthMax, | |
| 457 | MyDirection, Dy); | |
| 458 | ||
| 459 | // (3) On l'interprete... | |
| 460 | // Reconstruction de Direction: | |
| 461 | for (i = 1, k = 1; i <= Ninc; i++) { | |
| 462 | if (Constraints(i) == 0) { | |
| 463 | if (!ChangeDirection) { | |
| 464 | Direction(i) = MyDirection(k); | |
| 465 | } | |
| 466 | else Direction(i) = - GH(i); | |
| 467 | k++; | |
| 468 | } | |
| 469 | else { | |
| 470 | Direction(i) = 0.0; | |
| 471 | } | |
| 472 | } | |
| 473 | } | |
| 474 | } | |
| 475 | ||
| 476 | ||
| 477 | ||
| 478 | //==================================================== | |
| 3e42bd70 J |
479 | Standard_Boolean Bounds(const math_Vector& InfBound, |
| 480 | const math_Vector& SupBound, | |
| 481 | const math_Vector& Tol, | |
| 482 | math_Vector& Sol, | |
| 483 | const math_Vector& SolSave, | |
| 484 | math_IntegerVector& Constraints, | |
| 485 | math_Vector& Delta, | |
| 486 | Standard_Boolean& theIsNewSol) | |
| 7fd59977 | 487 | // |
| 3e42bd70 J |
488 | // Purpose: Trims an initial solution Sol to be within a domain defined by |
| 489 | // InfBound and SupBound. Delta will contain a distance between final Sol and | |
| 490 | // SolSave. | |
| 491 | // IsNewSol returns False, if final Sol fully coincides with SolSave, i.e. | |
| 492 | // if SolSave already lied on a boundary and initial Sol was fully beyond it | |
| 7fd59977 | 493 | //====================================================== |
| 494 | { | |
| 495 | Standard_Boolean Out = Standard_False; | |
| 496 | Standard_Integer i, Ninc = Sol.Length(); | |
| 497 | Standard_Real monratio = 1; | |
| 498 | ||
| 3e42bd70 J |
499 | theIsNewSol = Standard_True; |
| 500 | ||
| 7fd59977 | 501 | // Calcul du ratio de recadrage |
| 502 | for (i = 1; i <= Ninc; i++) { | |
| 503 | Constraints(i) = 0; | |
| 504 | Delta(i) = Sol(i) - SolSave(i); | |
| 505 | if (InfBound(i) == SupBound(i)) { | |
| 506 | Constraints(i) = 1; | |
| 507 | Out = Standard_True; // Ok mais, cela devrait etre eviter | |
| 508 | } | |
| 509 | else if(Sol(i) < InfBound(i)) { | |
| 510 | Constraints(i) = 1; | |
| 511 | Out = Standard_True; | |
| 3e42bd70 J |
512 | // Delta(i) is negative |
| 513 | if (-Delta(i) > Tol(i)) // Afin d'eviter des ratio nulles pour rien | |
| 514 | monratio = Min(monratio, (InfBound(i) - SolSave(i))/Delta(i) ); | |
| 7fd59977 | 515 | } |
| 516 | else if (Sol(i) > SupBound(i)) { | |
| 517 | Constraints(i) = 1; | |
| 518 | Out = Standard_True; | |
| 3e42bd70 J |
519 | // Delta(i) is positive |
| 520 | if (Delta(i) > Tol(i)) | |
| 521 | monratio = Min(monratio, (SupBound(i) - SolSave(i))/Delta(i) ); | |
| 7fd59977 | 522 | } |
| 523 | } | |
| 524 | ||
| 525 | if (Out){ // Troncature et derniers recadrage pour blinder (pb numeriques) | |
| 3e42bd70 J |
526 | if (monratio == 0.0) { |
| 527 | theIsNewSol = Standard_False; | |
| 528 | Sol = SolSave; | |
| 529 | Delta.Init (0.0); | |
| 530 | } else { | |
| 531 | Delta *= monratio; | |
| 532 | Sol = SolSave+Delta; | |
| 533 | for (i = 1; i <= Ninc; i++) { | |
| 534 | if(Sol(i) < InfBound(i)) { | |
| 535 | Sol(i) = InfBound(i); | |
| 536 | Delta(i) = Sol(i) - SolSave(i); | |
| 537 | } | |
| 538 | else if (Sol(i) > SupBound(i)) { | |
| 539 | Sol(i) = SupBound(i); | |
| 540 | Delta(i) = Sol(i) - SolSave(i); | |
| 541 | } | |
| 7fd59977 | 542 | } |
| 543 | } | |
| 544 | } | |
| 545 | return Out; | |
| 546 | } | |
| 547 | ||
| 548 | ||
| 549 | ||
| 550 | ||
| 551 | ||
| 552 | math_FunctionSetRoot::math_FunctionSetRoot(math_FunctionSetWithDerivatives& F, | |
| 553 | const math_Vector& Tolerance, | |
| 554 | const Standard_Integer NbIterations) : | |
| 555 | Delta(1, F.NbVariables()), | |
| 556 | Sol(1, F.NbVariables()), | |
| 557 | DF(1, F.NbEquations(), | |
| 558 | 1, F.NbVariables()), | |
| 559 | Tol(1,F.NbVariables()), | |
| 560 | ||
| 561 | InfBound(1, F.NbVariables()), | |
| 562 | SupBound(1, F.NbVariables()), | |
| 563 | ||
| 564 | SolSave(1, F.NbVariables()), | |
| 565 | GH(1, F.NbVariables()), | |
| 566 | DH(1, F.NbVariables()), | |
| 567 | DHSave(1, F.NbVariables()), | |
| 568 | FF(1, F.NbEquations()), | |
| 569 | PreviousSolution(1, F.NbVariables()), | |
| 570 | Save(0, NbIterations), | |
| 571 | Constraints(1, F.NbVariables()), | |
| 572 | Temp1(1, F.NbVariables()), | |
| 573 | Temp2(1, F.NbVariables()), | |
| 574 | Temp3(1, F.NbVariables()), | |
| 575 | Temp4(1, F.NbEquations()) | |
| 576 | ||
| 577 | { | |
| 578 | for (Standard_Integer i = 1; i <= Tol.Length(); i++) { | |
| 579 | Tol(i) =Tolerance(i); | |
| 580 | } | |
| 581 | Itermax = NbIterations; | |
| 582 | } | |
| 583 | ||
| 584 | math_FunctionSetRoot::math_FunctionSetRoot(math_FunctionSetWithDerivatives& F, | |
| 585 | const Standard_Integer NbIterations) : | |
| 586 | Delta(1, F.NbVariables()), | |
| 587 | Sol(1, F.NbVariables()), | |
| 588 | DF(1, F.NbEquations(), | |
| 589 | 1, F.NbVariables()), | |
| 590 | Tol(1, F.NbVariables()), | |
| 591 | ||
| 592 | InfBound(1, F.NbVariables()), | |
| 593 | SupBound(1, F.NbVariables()), | |
| 594 | ||
| 595 | SolSave(1, F.NbVariables()), | |
| 596 | GH(1, F.NbVariables()), | |
| 597 | DH(1, F.NbVariables()), | |
| 598 | DHSave(1, F.NbVariables()), | |
| 599 | FF(1, F.NbEquations()), | |
| 600 | PreviousSolution(1, F.NbVariables()), | |
| 601 | Save(0, NbIterations), | |
| 602 | Constraints(1, F.NbVariables()), | |
| 603 | Temp1(1, F.NbVariables()), | |
| 604 | Temp2(1, F.NbVariables()), | |
| 605 | Temp3(1, F.NbVariables()), | |
| 606 | Temp4(1, F.NbEquations()) | |
| 607 | ||
| 608 | { | |
| 609 | Itermax = NbIterations; | |
| 610 | } | |
| 611 | ||
| 612 | ||
| 613 | ||
| 614 | math_FunctionSetRoot::math_FunctionSetRoot(math_FunctionSetWithDerivatives& F, | |
| 615 | const math_Vector& StartingPoint, | |
| 616 | const math_Vector& Tolerance, | |
| 617 | const math_Vector& infBound, | |
| 618 | const math_Vector& supBound, | |
| 619 | const Standard_Integer NbIterations) : | |
| 620 | Delta(1, F.NbVariables()), | |
| 621 | Sol(1, F.NbVariables()), | |
| 622 | DF(1, F.NbEquations(), | |
| 623 | 1, F.NbVariables()), | |
| 624 | Tol(1,F.NbVariables()), | |
| 625 | ||
| 626 | ||
| 627 | InfBound(1, F.NbVariables()), | |
| 628 | SupBound(1, F.NbVariables()), | |
| 629 | ||
| 630 | SolSave(1, F.NbVariables()), | |
| 631 | GH(1, F.NbVariables()), | |
| 632 | DH(1, F.NbVariables()), | |
| 633 | DHSave(1, F.NbVariables()), | |
| 634 | FF(1, F.NbEquations()), | |
| 635 | PreviousSolution(1, F.NbVariables()), | |
| 636 | Save(0, NbIterations), | |
| 637 | Constraints(1, F.NbVariables()), | |
| 638 | Temp1(1, F.NbVariables()), | |
| 639 | Temp2(1, F.NbVariables()), | |
| 640 | Temp3(1, F.NbVariables()), | |
| 641 | Temp4(1, F.NbEquations()) | |
| 642 | ||
| 643 | { | |
| 644 | ||
| 645 | for (Standard_Integer i = 1; i <= Tol.Length(); i++) { | |
| 646 | Tol(i) =Tolerance(i); | |
| 647 | } | |
| 648 | Itermax = NbIterations; | |
| 649 | Perform(F, StartingPoint, infBound, supBound); | |
| 650 | } | |
| 651 | ||
| 652 | math_FunctionSetRoot::math_FunctionSetRoot(math_FunctionSetWithDerivatives& F, | |
| 653 | const math_Vector& StartingPoint, | |
| 654 | const math_Vector& Tolerance, | |
| 655 | const Standard_Integer NbIterations) : | |
| 656 | Delta(1, F.NbVariables()), | |
| 657 | Sol(1, F.NbVariables()), | |
| 658 | DF(1, F.NbEquations(), | |
| 659 | 1, StartingPoint.Length()), | |
| 660 | Tol(1,F.NbVariables()), | |
| 661 | ||
| 662 | InfBound(1, F.NbVariables()), | |
| 663 | SupBound(1, F.NbVariables()), | |
| 664 | ||
| 665 | SolSave(1, F.NbVariables()), | |
| 666 | GH(1, F.NbVariables()), | |
| 667 | DH(1, F.NbVariables()), | |
| 668 | DHSave(1, F.NbVariables()), | |
| 669 | FF(1, F.NbEquations()), | |
| 670 | PreviousSolution(1, F.NbVariables()), | |
| 671 | Save(0, NbIterations), | |
| 672 | Constraints(1, F.NbVariables()), | |
| 673 | Temp1(1, F.NbVariables()), | |
| 674 | Temp2(1, F.NbVariables()), | |
| 675 | Temp3(1, F.NbVariables()), | |
| 676 | Temp4(1, F.NbEquations()) | |
| 677 | ||
| 678 | { | |
| 679 | for (Standard_Integer i = 1; i <= Tol.Length(); i++) { | |
| 680 | Tol(i) = Tolerance(i); | |
| 681 | } | |
| 682 | Itermax = NbIterations; | |
| 683 | InfBound.Init(RealFirst()); | |
| 684 | SupBound.Init(RealLast()); | |
| 685 | Perform(F, StartingPoint, InfBound, SupBound); | |
| 686 | } | |
| 687 | ||
| 688 | void math_FunctionSetRoot::Delete() | |
| 689 | {} | |
| 690 | ||
| 691 | void math_FunctionSetRoot::SetTolerance(const math_Vector& Tolerance) | |
| 692 | { | |
| 693 | for (Standard_Integer i = 1; i <= Tol.Length(); i++) { | |
| 694 | Tol(i) = Tolerance(i); | |
| 695 | } | |
| 696 | } | |
| 697 | ||
| 698 | void math_FunctionSetRoot::Perform(math_FunctionSetWithDerivatives& F, | |
| 699 | const math_Vector& StartingPoint, | |
| 700 | const math_Vector& InfBound, | |
| 701 | const math_Vector& SupBound) | |
| 702 | { | |
| 7fd59977 | 703 | Standard_Integer Ninc = F.NbVariables(), Neq = F.NbEquations(); |
| 704 | ||
| 705 | if ((Neq <= 0) || | |
| 706 | (StartingPoint.Length()!= Ninc) || | |
| 707 | (InfBound.Length() != Ninc) || | |
| 708 | (SupBound.Length() != Ninc)) { Standard_DimensionError:: Raise(); } | |
| 709 | ||
| 710 | Standard_Integer i; | |
| 3e42bd70 | 711 | Standard_Boolean ChangeDirection = Standard_False, Sort = Standard_False, isNewSol = Standard_False; |
| 7fd59977 | 712 | Standard_Boolean Good, Verif; |
| 713 | Standard_Boolean Stop; | |
| 3e42bd70 | 714 | const Standard_Real EpsSqrt = 1.e-16, Eps = 1.e-32, Eps2 = 1.e-64, Progres = 0.005; |
| 7fd59977 | 715 | Standard_Real F2, PreviousMinimum, Dy, OldF; |
| 716 | Standard_Real Ambda, Ambda2, Gnr1, Oldgr; | |
| 717 | math_Vector InvLengthMax(1, Ninc); // Pour bloquer les pas a 1/4 du domaine | |
| 718 | math_IntegerVector Constraints(1, Ninc); // Pour savoir sur quels bord on se trouve | |
| 719 | for (i = 1; i <= Ninc ; i++) { | |
| 720 | // modified by NIZHNY-MKK Mon Oct 3 18:03:50 2005 | |
| 721 | // InvLengthMax(i) = 1. / Max(Abs(SupBound(i) - InfBound(i))/4, 1.e-9); | |
| 722 | InvLengthMax(i) = 1. / Max((SupBound(i) - InfBound(i))/4, 1.e-9); | |
| 723 | } | |
| 724 | ||
| 725 | MyDirFunction F_Dir(Temp1, Temp2, Temp3, Temp4, F); | |
| 726 | Standard_Integer DescenteIter; | |
| 727 | ||
| 728 | Done = Standard_False; | |
| 729 | Sol = StartingPoint; | |
| 730 | Kount = 0; | |
| 731 | ||
| 732 | // Verification de la validite des inconnues par rapport aux bornes. | |
| 733 | // Recentrage sur les bornes si pas valide. | |
| 734 | for ( i = 1; i <= Ninc; i++) { | |
| 735 | if (Sol(i) <= InfBound(i)) Sol(i) = InfBound(i); | |
| 736 | else if (Sol(i) > SupBound(i)) Sol(i) = SupBound(i); | |
| 737 | } | |
| 738 | ||
| 739 | // Calcul de la premiere valeur de F et de son gradient | |
| 740 | if(!F_Dir.Value(Sol, FF, DF, GH, F2, Gnr1)) { | |
| 741 | Done = Standard_False; | |
| 742 | State = F.GetStateNumber(); | |
| 743 | return; | |
| 744 | } | |
| 745 | Ambda2 = Gnr1; | |
| 746 | // Le rang 0 de Save ne doit servir q'au test accelarteur en fin de boucle | |
| 747 | // s'il on est dejas sur la solution, il faut leurer ce test pour eviter | |
| 748 | // de faire une seconde iteration... | |
| 3e42bd70 | 749 | Save(0) = Max (F2, EpsSqrt); |
| 5368adff | 750 | Standard_Real aTol_Func = Epsilon(F2); |
| 3e42bd70 J |
751 | FSR_DEBUG("=== Mode Debug de Function Set Root" << endl) |
| 752 | FSR_DEBUG(" F2 Initial = " << F2) | |
| 7fd59977 | 753 | |
| 3e42bd70 | 754 | if ((F2 <= Eps) || (Gnr1 <= Eps2)) { |
| 7fd59977 | 755 | Done = Standard_True; |
| 756 | State = F.GetStateNumber(); | |
| 757 | return; | |
| 758 | } | |
| 759 | ||
| 760 | for (Kount = 1; Kount <= Itermax; Kount++) { | |
| 761 | PreviousMinimum = F2; | |
| 762 | Oldgr = Gnr1; | |
| 763 | PreviousSolution = Sol; | |
| 764 | SolSave = Sol; | |
| 765 | ||
| 766 | SearchDirection(DF, GH, FF, ChangeDirection, InvLengthMax, DH, Dy); | |
| 767 | if (Abs(Dy) <= Eps) { | |
| 768 | Done = Standard_True; | |
| 3e42bd70 J |
769 | ////modified by jgv, 31.08.2011//// |
| 770 | F.Value(Sol, FF); //update F before GetStateNumber | |
| 771 | /////////////////////////////////// | |
| 7fd59977 | 772 | State = F.GetStateNumber(); |
| 773 | return; | |
| 774 | } | |
| 775 | if (ChangeDirection) { | |
| 3e42bd70 | 776 | Ambda = Ambda2 / Sqrt(Abs(Dy)); |
| 7fd59977 | 777 | if (Ambda > 1.0) Ambda = 1.0; |
| 778 | } | |
| 779 | else { | |
| 780 | Ambda = 1.0; | |
| 781 | Ambda2 = 0.5*Ambda/DH.Norm(); | |
| 782 | } | |
| 783 | ||
| 784 | for( i = Sol.Lower(); i <= Sol.Upper(); i++) { | |
| 785 | Sol(i) = Sol(i) + Ambda * DH(i); | |
| 786 | } | |
| 787 | Sort = Bounds(InfBound, SupBound, Tol, Sol, SolSave, | |
| 3e42bd70 | 788 | Constraints, Delta, isNewSol); |
| 7fd59977 | 789 | |
| 790 | ||
| 791 | DHSave = GH; | |
| 3e42bd70 J |
792 | if (isNewSol) { |
| 793 | // F_Dir.Value(Sol, FF, DF, GH, F2, Gnr1); | |
| 794 | if(!F_Dir.Value(Sol, FF, DF, GH, F2, Gnr1)) { | |
| 795 | Done = Standard_False; | |
| 796 | State = F.GetStateNumber(); | |
| 797 | return; | |
| 798 | } | |
| 7fd59977 | 799 | } |
| 3e42bd70 J |
800 | |
| 801 | FSR_DEBUG("Kount = " << Kount) | |
| 802 | FSR_DEBUG("Le premier F2 = " << F2) | |
| 803 | FSR_DEBUG("Direction = " << ChangeDirection) | |
| 7fd59977 | 804 | |
| 3e42bd70 | 805 | if ((F2 <= Eps) || (Gnr1 <= Eps2)) { |
| 7fd59977 | 806 | Done = Standard_True; |
| 3e42bd70 J |
807 | ////modified by jgv, 31.08.2011//// |
| 808 | F.Value(Sol, FF); //update F before GetStateNumber | |
| 809 | /////////////////////////////////// | |
| 7fd59977 | 810 | State = F.GetStateNumber(); |
| 811 | return; | |
| 812 | } | |
| 813 | ||
| 814 | if (Sort || (F2/PreviousMinimum > Progres)) { | |
| 815 | Dy = GH*DH; | |
| 816 | OldF = PreviousMinimum; | |
| 817 | Stop = Standard_False; | |
| 818 | Good = Standard_False; | |
| 819 | DescenteIter = 0; | |
| 820 | Standard_Boolean Sortbis; | |
| 821 | ||
| 822 | // ------------------------------------------------- | |
| 823 | // Traitement standard sans traitement des bords | |
| 824 | // ------------------------------------------------- | |
| 825 | if (!Sort) { // si l'on est pas sortie on essaye de progresser en avant | |
| 826 | while((F2/PreviousMinimum > Progres) && !Stop) { | |
| 827 | if (F2 < OldF && (Dy < 0.0)) { | |
| 828 | // On essaye de progresser dans cette direction. | |
| 3e42bd70 | 829 | FSR_DEBUG(" iteration de descente = " << DescenteIter) |
| 7fd59977 | 830 | DescenteIter++; |
| 831 | SolSave = Sol; | |
| 832 | OldF = F2; | |
| 833 | for( i = Sol.Lower(); i <= Sol.Upper(); i++) { | |
| 3e42bd70 J |
834 | Sol(i) = Sol(i) + Ambda * DH(i); |
| 835 | } | |
| 7fd59977 | 836 | Stop = Bounds(InfBound, SupBound, Tol, Sol, SolSave, |
| 3e42bd70 J |
837 | Constraints, Delta, isNewSol); |
| 838 | FSR_DEBUG(" Augmentation de lambda") | |
| 7fd59977 | 839 | Ambda *= 1.7; |
| 840 | } | |
| 841 | else { | |
| 842 | if ((F2 >= OldF)||(F2 >= PreviousMinimum)) { | |
| 843 | Good = Standard_False; | |
| 844 | if (DescenteIter == 0) { | |
| 845 | // C'est le premier pas qui flanche, on fait une interpolation. | |
| 846 | // et on minimise si necessaire. | |
| 847 | DescenteIter++; | |
| 848 | Good = MinimizeDirection(SolSave, Delta, OldF, F2, DHSave, GH, | |
| 849 | Tol, F_Dir); | |
| 850 | } | |
| 851 | else if (ChangeDirection || (DescenteIter>1) | |
| 852 | || (OldF>PreviousMinimum) ) { | |
| 853 | // La progression a ete utile, on minimise... | |
| 854 | DescenteIter++; | |
| 855 | Good = MinimizeDirection(PreviousSolution, SolSave, Sol, | |
| 856 | OldF, Delta, Tol, F_Dir); | |
| 857 | } | |
| 858 | if (!Good) { | |
| 859 | Sol = SolSave; | |
| 860 | F2 = OldF; | |
| 861 | } | |
| 862 | else { | |
| 3e42bd70 J |
863 | Sol = SolSave+Delta; |
| 864 | Sort = Bounds(InfBound, SupBound, Tol, Sol, SolSave, | |
| 865 | Constraints, Delta, isNewSol); | |
| 7fd59977 | 866 | } |
| 7fd59977 | 867 | Sort = Standard_False; // On a rejete le point sur la frontiere |
| 868 | } | |
| 869 | Stop = Standard_True; // et on sort dans tous les cas... | |
| 870 | } | |
| 871 | DHSave = GH; | |
| 3e42bd70 J |
872 | if (isNewSol) { |
| 873 | // F_Dir.Value(Sol, FF, DF, GH, F2, Gnr1); | |
| 874 | if(!F_Dir.Value(Sol, FF, DF, GH, F2, Gnr1)) { | |
| 875 | Done = Standard_False; | |
| 876 | State = F.GetStateNumber(); | |
| 877 | return; | |
| 878 | } | |
| 879 | } | |
| 7fd59977 | 880 | Dy = GH*DH; |
| 881 | if (Abs(Dy) <= Eps) { | |
| 7fd59977 | 882 | Done = Standard_True; |
| 3e42bd70 J |
883 | if (F2 > OldF) |
| 884 | Sol = SolSave; | |
| 885 | ////modified by jgv, 31.08.2011//// | |
| 886 | F.Value(Sol, FF); //update F before GetStateNumber | |
| 887 | /////////////////////////////////// | |
| 888 | State = F.GetStateNumber(); | |
| 7fd59977 | 889 | return; |
| 890 | } | |
| 891 | if (DescenteIter >= 10) { | |
| 892 | Stop = Standard_True; | |
| 893 | } | |
| 894 | } | |
| 3e42bd70 J |
895 | FSR_DEBUG("--- Sortie du Traitement Standard") |
| 896 | FSR_DEBUG(" DescenteIter = "<<DescenteIter << " F2 = " << F2) | |
| 7fd59977 | 897 | } |
| 898 | // ------------------------------------ | |
| 899 | // on passe au traitement des bords | |
| 900 | // ------------------------------------ | |
| 901 | if (Sort) { | |
| 902 | Stop = (F2 > 1.001*OldF); // Pour ne pas progresser sur le bord | |
| 903 | Sortbis = Sort; | |
| 904 | DescenteIter = 0; | |
| 905 | while (Sortbis && ((F2<OldF)|| (DescenteIter == 0)) | |
| 906 | && (!Stop)) { | |
| 907 | DescenteIter++; | |
| 908 | // On essaye de progresser sur le bord | |
| 909 | SolSave = Sol; | |
| 910 | OldF = F2; | |
| 911 | SearchDirection(DF, GH, FF, Constraints, Sol, | |
| 912 | ChangeDirection, InvLengthMax, DH, Dy); | |
| 3e42bd70 | 913 | FSR_DEBUG(" Conditional Direction = " << ChangeDirection) |
| 7fd59977 | 914 | if (Dy<-Eps) { //Pour eviter des calculs inutiles et des /0... |
| 915 | if (ChangeDirection) { | |
| 916 | ||
| 3e42bd70 J |
917 | // Ambda = Ambda2 / Sqrt(Abs(Dy)); |
| 918 | Ambda = Ambda2 / Sqrt(-Dy); | |
| 7fd59977 | 919 | if (Ambda > 1.0) Ambda = 1.0; |
| 920 | } | |
| 921 | else { | |
| 922 | Ambda = 1.0; | |
| 923 | Ambda2 = 0.5*Ambda/DH.Norm(); | |
| 924 | } | |
| 925 | ||
| 926 | for( i = Sol.Lower(); i <= Sol.Upper(); i++) { | |
| 927 | Sol(i) = Sol(i) + Ambda * DH(i); | |
| 928 | } | |
| 929 | Sortbis = Bounds(InfBound, SupBound, Tol, Sol, SolSave, | |
| 3e42bd70 | 930 | Constraints, Delta, isNewSol); |
| 7fd59977 | 931 | |
| 932 | DHSave = GH; | |
| 3e42bd70 J |
933 | if (isNewSol) { |
| 934 | // F_Dir.Value(Sol, FF, DF, GH, F2, Gnr1); | |
| 935 | if(!F_Dir.Value(Sol, FF, DF, GH, F2, Gnr1)) { | |
| 936 | Done = Standard_False; | |
| 937 | State = F.GetStateNumber(); | |
| 938 | return; | |
| 939 | } | |
| 940 | } | |
| 7fd59977 | 941 | Ambda2 = Gnr1; |
| 3e42bd70 J |
942 | FSR_DEBUG("--- Iteration au bords : " << DescenteIter) |
| 943 | FSR_DEBUG("--- F2 = " << F2) | |
| 7fd59977 | 944 | } |
| 945 | else { | |
| 946 | Stop = Standard_True; | |
| 947 | } | |
| 948 | ||
| 949 | while((F2/PreviousMinimum > Progres) && (F2<OldF) && (!Stop) ) { | |
| 950 | DescenteIter++; | |
| 3e42bd70 | 951 | FSR_DEBUG("--- Iteration de descente conditionnel = " << DescenteIter) |
| 7fd59977 | 952 | if (F2 < OldF && Dy < 0.0) { |
| 953 | // On essaye de progresser dans cette direction. | |
| 954 | SolSave = Sol; | |
| 955 | OldF = F2; | |
| 956 | for( i = Sol.Lower(); i <= Sol.Upper(); i++) { | |
| 957 | Sol(i) = Sol(i) + Ambda * DH(i); | |
| 958 | } | |
| 959 | Sortbis = Bounds(InfBound, SupBound, Tol, Sol, SolSave, | |
| 3e42bd70 | 960 | Constraints, Delta, isNewSol); |
| 7fd59977 | 961 | } |
| 962 | DHSave = GH; | |
| 3e42bd70 J |
963 | if (isNewSol) { |
| 964 | // F_Dir.Value(Sol, FF, DF, GH, F2, Gnr1); | |
| 965 | if(!F_Dir.Value(Sol, FF, DF, GH, F2, Gnr1)) { | |
| 966 | Done = Standard_False; | |
| 967 | State = F.GetStateNumber(); | |
| 968 | return; | |
| 969 | } | |
| 970 | } | |
| 7fd59977 | 971 | Ambda2 = Gnr1; |
| 972 | Dy = GH*DH; | |
| 973 | Stop = ((Dy >=0) || (DescenteIter >= 10) || Sortbis); | |
| 974 | } | |
| 975 | Stop = ((Dy >=0) || (DescenteIter >= 10)); | |
| 976 | } | |
| 977 | if (((F2/PreviousMinimum > Progres) && | |
| 978 | (F2>=OldF))||(F2>=PreviousMinimum)) { | |
| 979 | // On minimise par Brent | |
| 980 | DescenteIter++; | |
| 981 | Good = MinimizeDirection(SolSave, Delta, OldF, F2, | |
| 982 | DHSave, GH, Tol, F_Dir); | |
| 983 | if (!Good) { | |
| 984 | Sol = SolSave; | |
| 3e42bd70 | 985 | Sort = Standard_False; |
| 7fd59977 | 986 | } |
| 987 | else { | |
| 988 | Sol = SolSave + Delta; | |
| 3e42bd70 J |
989 | Sort = Bounds(InfBound, SupBound, Tol, Sol, SolSave, |
| 990 | Constraints, Delta, isNewSol); | |
| 991 | if (isNewSol) { | |
| 992 | // F_Dir.Value(Sol, FF, DF, GH, F2, Gnr1); | |
| 993 | if(!F_Dir.Value(Sol, FF, DF, GH, F2, Gnr1)) { | |
| 994 | Done = Standard_False; | |
| 995 | State = F.GetStateNumber(); | |
| 996 | return; | |
| 997 | } | |
| 998 | } | |
| 7fd59977 | 999 | } |
| 1000 | Dy = GH*DH; | |
| 1001 | } | |
| 3e42bd70 J |
1002 | FSR_DEBUG("--- Sortie du Traitement des Bords") |
| 1003 | FSR_DEBUG("--- DescenteIter = "<<DescenteIter << " F2 = " << F2) | |
| 7fd59977 | 1004 | } |
| 1005 | } | |
| 1006 | ||
| 1007 | // --------------------------------------------- | |
| 1008 | // on passe aux tests d'ARRET | |
| 1009 | // --------------------------------------------- | |
| 1010 | Save(Kount) = F2; | |
| 1011 | // Est ce la solution ? | |
| 1012 | if (ChangeDirection) Verif = Standard_True; | |
| 1013 | // Gradient : Il faut eviter de boucler | |
| 1014 | else { | |
| 1015 | Verif = Standard_False; | |
| 1016 | if (Kount > 1) { // Pour accelerer les cas quasi-quadratique | |
| 1017 | if (Save(Kount-1)<1.e-4*Save(Kount-2)) Verif = Standard_True; | |
| 1018 | } | |
| 1019 | else Verif = (F2 < 1.e-6*Save(0)); //Pour les cas dejas solutions | |
| 1020 | } | |
| 1021 | if (Verif) { | |
| 1022 | for(i = Delta.Lower(); i <= Delta.Upper(); i++) { | |
| 1023 | Delta(i) = PreviousSolution(i) - Sol(i); | |
| 1024 | } | |
| 3e42bd70 | 1025 | |
| 7fd59977 | 1026 | if (IsSolutionReached(F)) { |
| 1027 | if (PreviousMinimum < F2) { | |
| 1028 | Sol = SolSave; | |
| 1029 | } | |
| 7fd59977 | 1030 | Done = Standard_True; |
| 3e42bd70 J |
1031 | ////modified by jgv, 31.08.2011//// |
| 1032 | F.Value(Sol, FF); //update F before GetStateNumber | |
| 1033 | /////////////////////////////////// | |
| 1034 | State = F.GetStateNumber(); | |
| 7fd59977 | 1035 | return; |
| 1036 | } | |
| 1037 | } | |
| 1038 | //fin du test solution | |
| 1039 | ||
| 1040 | // Analyse de la progression... | |
| 5368adff | 1041 | //comparison of current minimum and previous minimum |
| 1042 | if ((F2 - PreviousMinimum) <= aTol_Func){ | |
| 7fd59977 | 1043 | if (Kount > 5) { |
| 1044 | // L'historique est il bon ? | |
| 1045 | if (F2 >= 0.95*Save(Kount - 5)) { | |
| 1046 | if (!ChangeDirection) ChangeDirection = Standard_True; | |
| 5368adff | 1047 | else |
| 1048 | { | |
| 1049 | Done = Standard_True; | |
| 1050 | State = F.GetStateNumber(); | |
| 1051 | return; // si un gain inf a 5% on sort | |
| 1052 | } | |
| 7fd59977 | 1053 | } |
| 1054 | else ChangeDirection = Standard_False; //Si oui on recommence | |
| 1055 | } | |
| 1056 | else ChangeDirection = Standard_False; //Pas d'historique on continue | |
| 1057 | // Si le gradient ne diminue pas suffisemment par newton on essaie | |
| 1058 | // le gradient sauf si f diminue (aussi bizarre que cela puisse | |
| 1059 | // paraitre avec NEWTON le gradient de f peut augmenter alors que f | |
| 1060 | // diminue: dans ce cas il faut garder NEWTON) | |
| 1061 | if ((Gnr1 > 0.9*Oldgr) && | |
| 1062 | (F2 > 0.5*PreviousMinimum)) { | |
| 1063 | ChangeDirection = Standard_True; | |
| 1064 | } | |
| 1065 | ||
| 1066 | // Si l'on ne decide pas de changer de strategie, on verifie, | |
| 1067 | // si ce n'est dejas fait | |
| 1068 | if ((!ChangeDirection) && (!Verif)) { | |
| 1069 | for(i = Delta.Lower(); i <= Delta.Upper(); i++) { | |
| 1070 | Delta(i) = PreviousSolution(i) - Sol(i); | |
| 1071 | } | |
| 1072 | if (IsSolutionReached(F)) { | |
| 1073 | Done = Standard_True; | |
| 3e42bd70 J |
1074 | ////modified by jgv, 31.08.2011//// |
| 1075 | F.Value(Sol, FF); //update F before GetStateNumber | |
| 1076 | /////////////////////////////////// | |
| 7fd59977 | 1077 | State = F.GetStateNumber(); |
| 1078 | return; | |
| 1079 | } | |
| 1080 | } | |
| 1081 | } | |
| 1082 | else { // Cas de regression | |
| 1083 | if (!ChangeDirection) { // On passe au gradient | |
| 1084 | ChangeDirection = Standard_True; | |
| 1085 | Sol = PreviousSolution; | |
| 1086 | // F_Dir.Value(Sol, FF, DF, GH, F2, Gnr1); | |
| 1087 | if(!F_Dir.Value(Sol, FF, DF, GH, F2, Gnr1)) { | |
| 1088 | Done = Standard_False; | |
| 1089 | State = F.GetStateNumber(); | |
| 1090 | return; | |
| 1091 | } | |
| 1092 | } | |
| 5368adff | 1093 | else |
| 1094 | { | |
| 1095 | ||
| 1096 | State = F.GetStateNumber(); | |
| 1097 | return; // y a plus d'issues | |
| 1098 | } | |
| 7fd59977 | 1099 | } |
| 1100 | } | |
| 5368adff | 1101 | State = F.GetStateNumber(); |
| 7fd59977 | 1102 | } |
| 1103 | ||
| 1104 | ||
| 1105 | ||
| 1106 | ||
| 1107 | Standard_Boolean math_FunctionSetRoot::IsSolutionReached(math_FunctionSetWithDerivatives& ) { | |
| 1108 | for(Standard_Integer i = 1; i<= Sol.Length(); i++) { | |
| 1109 | if(Abs(Delta(i)) > Tol(i)) {return Standard_False;} | |
| 1110 | } | |
| 1111 | return Standard_True; | |
| 1112 | } | |
| 1113 | ||
| 1114 | ||
| 1115 | void math_FunctionSetRoot::Dump(Standard_OStream& o) const { | |
| 1116 | o<<" math_FunctionSetRoot"; | |
| 1117 | if (Done) { | |
| 1118 | o << " Status = Done\n"; | |
| 1119 | o << " Location value = " << Sol << "\n"; | |
| 1120 | o << " Number of iterations = " << Kount << "\n"; | |
| 1121 | } | |
| 1122 | else { | |
| 1123 | o<<"Status = Not Done\n"; | |
| 1124 | } | |
| 1125 | } | |
| 1126 | ||
| 1127 | ||
| 1128 | void math_FunctionSetRoot::Root(math_Vector& Root) const{ | |
| 1129 | StdFail_NotDone_Raise_if(!Done, " "); | |
| 1130 | Standard_DimensionError_Raise_if(Root.Length() != Sol.Length(), " "); | |
| 1131 | Root = Sol; | |
| 1132 | } | |
| 1133 | ||
| 1134 | ||
| 1135 | void math_FunctionSetRoot::FunctionSetErrors(math_Vector& Err) const{ | |
| 1136 | StdFail_NotDone_Raise_if(!Done, " "); | |
| 1137 | Standard_DimensionError_Raise_if(Err.Length() != Sol.Length(), " "); | |
| 1138 | Err = Delta; | |
| 1139 | } |