/*
* GslHybridRootFinder.cpp, part of LatAnalyze 3
*
* Copyright (C) 2013 - 2015 Antonin Portelli
*
* LatAnalyze 3 is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* LatAnalyze 3 is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with LatAnalyze 3. If not, see .
*/
#include
#include
#include
#include
using namespace std;
using namespace Latan;
/******************************************************************************
* GslHybridRootFinder implementation *
******************************************************************************/
// constructor /////////////////////////////////////////////////////////////////
GslHybridRootFinder::GslHybridRootFinder(const Index dim)
: RootFinder(dim)
{}
// output //////////////////////////////////////////////////////////////////////
void GslHybridRootFinder::printState(void)
{
if (solver_)
{
cout << "x=";
for (size_t i = 0; i < solver_->x->size; ++i)
{
cout << " " << scientific << gsl_vector_get(solver_->x, i);
}
cout << endl;
cout << "f=";
for (size_t i = 0; i < solver_->f->size; ++i)
{
cout << " " << scientific << gsl_vector_get(solver_->f, i);
}
cout << endl;
}
}
// solver //////////////////////////////////////////////////////////////////////
const DVec &
GslHybridRootFinder::operator()(const vector &func)
{
DVec &res = getState();
Verbosity verbosity = getVerbosity();
int status;
unsigned int iter = 0;
const size_t nFunc = func.size();
Index nArg;
gsl_vector *x;
gsl_multiroot_function fStruct;
int (*fWrap)(const gsl_vector *, void *, gsl_vector *) =
[](const gsl_vector *var, void *vFunc, gsl_vector *f)->int
{
vector &fPt =
*static_cast *>(vFunc);
for (unsigned int i = 0; i < fPt.size(); ++i)
{
gsl_vector_set(f, i, (*fPt[i])(var->data));
}
return GSL_SUCCESS;
};
nArg = func[0]->getNArg();
for (auto f: func)
{
if (f->getNArg() != nArg)
{
LATAN_ERROR(Size,
"equations do not have the same number of unknown");
}
}
if (nArg != static_cast(nFunc))
{
LATAN_ERROR(Size, "equation and unknown number mismatch");
}
if (res.size() != nArg)
{
resize(nArg);
}
solver_ = gsl_multiroot_fsolver_alloc(gsl_multiroot_fsolver_hybrids, nFunc);
x = gsl_vector_alloc(nFunc);
FOR_VEC(res, i)
{
gsl_vector_set(x, static_cast(i), res(i));
}
fStruct.n = nFunc;
fStruct.params = reinterpret_cast(
const_cast *>(&func));
fStruct.f = fWrap;
gsl_multiroot_fsolver_set(solver_, &fStruct, x);
do
{
iter++;
status = gsl_multiroot_fsolver_iterate(solver_);
if (verbosity >= Verbosity::Debug)
{
cout << "--- iteration " << iter << endl;
printState();
}
if (status)
{
break;
}
status = gsl_multiroot_test_residual(solver_->f, getPrecision());
} while ((status == GSL_CONTINUE)&&(iter < getMaxIteration()));
if (verbosity >= Verbosity::Debug)
{
cout << "--- done" << endl;
cout << "end status: " << gsl_strerror(status) << endl;
}
if (status)
{
LATAN_WARNING("GSL hybrid root finder ended with status '" +
strFrom(gsl_strerror(status)) + "'");
}
FOR_VEC(res, i)
{
res(i) = gsl_vector_get(solver_->x, static_cast(i));
}
gsl_vector_free(x);
gsl_multiroot_fsolver_free(solver_);
solver_ = nullptr;
return res;
}