Mercurial > octave
annotate liboctave/numeric/CollocWt.cc @ 30394:f3f3e3793fb5 stable
maint: style check C++ files in liboctave/ ahead of 7.1 release.
* Array.cc, Array.h, CMatrix.cc, CSparse.cc, MArray.cc, MSparse.cc,
MatrixType.cc, MatrixType.h, Range.cc, Range.h, Sparse.cc, Sparse.h,
dMatrix.cc, dSparse.cc, fCMatrix.cc, fCMatrix.h, fMatrix.cc, fMatrix.h,
idx-vector.cc, idx-vector.h, CollocWt.cc, CollocWt.h, DASPK.cc, DASRT.cc,
DASSL.cc, EIG.cc, LSODE.cc, Quad.cc, aepbalance.cc, chol.cc, eigs-base.cc,
gepbalance.cc, gsvd.cc, lo-amos-proto.h, lo-arpack-proto.h, lo-blas-proto.h,
lo-lapack-proto.h, lo-qrupdate-proto.h, lo-specfun.cc, oct-convn.h, oct-fftw.h,
oct-norm.cc, oct-spparms.cc, randmtzig.cc, sparse-chol.cc, sparse-dmsolve.cc,
sparse-lu.cc, sparse-qr.cc, sparse-qr.h, svd.cc, file-ops.cc, file-stat.cc,
lo-sysinfo.cc, oct-env.cc, f77-fcn.h, lo-cutils.h, lo-ieee.h, lo-regexp.cc,
lo-utils.cc, oct-binmap.h, oct-inttypes.h, oct-sparse.cc, oct-sparse.h,
oct-string.cc, url-transfer.cc:
Style check C++ files in liboctave/ ahead of 7.1 release.
author | Rik <rik@octave.org> |
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date | Mon, 29 Nov 2021 10:03:47 -0800 |
parents | 6549fa7558ba |
children | 796f54d4ddbf |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 1993-2021 The Octave Project Developers |
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4 // |
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5 // See the file COPYRIGHT.md in the top-level directory of this |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
3 | 25 |
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26 #if defined (HAVE_CONFIG_H) |
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27 # include "config.h" |
3 | 28 #endif |
29 | |
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30 #include <cassert> |
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31 #include <cmath> |
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32 |
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33 #include <limits> |
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34 #include <ostream> |
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35 |
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36 #include "Array.h" |
3 | 37 #include "CollocWt.h" |
227 | 38 #include "lo-error.h" |
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39 #include "lo-mappers.h" |
3 | 40 |
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41 // The following routines jcobi, dif, and dfopr are based on the code |
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42 // found in Villadsen, J. and M. L. Michelsen, Solution of Differential |
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43 // Equation Models by Polynomial Approximation, Prentice-Hall (1978) |
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44 // pages 418-420. |
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45 // |
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46 // Translated to C++ by jwe. |
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47 |
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48 namespace octave |
3 | 49 { |
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50 // Compute the first three derivatives of the node polynomial. |
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51 // |
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52 // n0 (alpha,beta) n1 |
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53 // p (x) = (x) * p (x) * (1 - x) |
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54 // nt n |
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55 // |
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56 // at the interpolation points. Each of the parameters n0 and n1 |
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57 // may be given the value 0 or 1. The total number of points |
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58 // nt = n + n0 + n1 |
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59 // |
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60 // The values of root must be known before a call to dif is possible. |
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61 // They may be computed using jcobi. |
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62 |
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63 static void dif (octave_idx_type nt, double *root, double *dif1, |
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64 double *dif2, double *dif3) |
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65 { |
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66 // Evaluate derivatives of node polynomial using recursion formulas. |
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67 |
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68 for (octave_idx_type i = 0; i < nt; i++) |
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69 { |
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70 double x = root[i]; |
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71 |
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72 dif1[i] = 1.0; |
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73 dif2[i] = 0.0; |
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74 dif3[i] = 0.0; |
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75 |
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76 for (octave_idx_type j = 0; j < nt; j++) |
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77 { |
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78 if (j != i) |
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79 { |
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80 double y = x - root[j]; |
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81 |
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82 dif3[i] = y * dif3[i] + 3.0 * dif2[i]; |
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83 dif2[i] = y * dif2[i] + 2.0 * dif1[i]; |
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84 dif1[i] = y * dif1[i]; |
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85 } |
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86 } |
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87 } |
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88 } |
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89 |
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90 // Compute the zeros of the Jacobi polynomial. |
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91 // |
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92 // (alpha,beta) |
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93 // p (x) |
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94 // n |
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95 // |
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96 // Use dif to compute the derivatives of the node |
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97 // polynomial |
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98 // |
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99 // n0 (alpha,beta) n1 |
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100 // p (x) = (x) * p (x) * (1 - x) |
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101 // nt n |
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102 // |
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103 // at the interpolation points. |
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104 // |
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105 // See Villadsen and Michelsen, pages 131-132 and 418. |
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106 // |
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107 // Input parameters: |
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108 // |
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109 // nd : the dimension of the vectors dif1, dif2, dif3, and root |
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110 // |
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111 // n : the degree of the jacobi polynomial, (i.e., the number |
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112 // of interior interpolation points) |
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113 // |
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114 // n0 : determines whether x = 0 is included as an |
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115 // interpolation point |
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116 // |
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117 // n0 = 0 ==> x = 0 is not included |
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118 // n0 = 1 ==> x = 0 is included |
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119 // |
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120 // n1 : determines whether x = 1 is included as an |
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121 // interpolation point |
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122 // |
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123 // n1 = 0 ==> x = 1 is not included |
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124 // n1 = 1 ==> x = 1 is included |
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125 // |
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126 // alpha : the value of alpha in the description of the jacobi |
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127 // polynomial |
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128 // |
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129 // beta : the value of beta in the description of the jacobi |
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130 // polynomial |
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131 // |
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132 // For a more complete explanation of alpha an beta, see Villadsen |
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133 // and Michelsen, pages 57 to 59. |
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134 // |
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135 // Output parameters: |
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136 // |
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137 // root : one dimensional vector containing on exit the |
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138 // n + n0 + n1 zeros of the node polynomial used in the |
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139 // interpolation routine |
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140 // |
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141 // dif1 : one dimensional vector containing the first derivative |
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142 // of the node polynomial at the zeros |
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143 // |
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144 // dif2 : one dimensional vector containing the second derivative |
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145 // of the node polynomial at the zeros |
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146 // |
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147 // dif3 : one dimensional vector containing the third derivative |
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148 // of the node polynomial at the zeros |
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149 |
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150 static bool jcobi (octave_idx_type n, octave_idx_type n0, octave_idx_type n1, |
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151 double alpha, double beta, double *dif1, double *dif2, |
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152 double *dif3, double *root) |
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153 { |
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154 assert (n0 == 0 || n0 == 1); |
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155 assert (n1 == 0 || n1 == 1); |
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156 |
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157 octave_idx_type nt = n + n0 + n1; |
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158 |
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159 assert (nt >= 1); |
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160 |
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161 // -- first evaluation of coefficients in recursion formulas. |
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162 // -- recursion coefficients are stored in dif1 and dif2. |
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163 |
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164 double ab = alpha + beta; |
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165 double ad = beta - alpha; |
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166 double ap = beta * alpha; |
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167 |
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168 dif1[0] = (ad / (ab + 2.0) + 1.0) / 2.0; |
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169 dif2[0] = 0.0; |
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170 |
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171 if (n >= 2) |
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172 { |
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173 for (octave_idx_type i = 1; i < n; i++) |
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174 { |
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175 double z1 = i; |
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176 double z = ab + 2 * z1; |
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177 |
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178 dif1[i] = (ab * ad / z / (z + 2.0) + 1.0) / 2.0; |
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179 |
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180 if (i == 1) |
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181 dif2[i] = (ab + ap + z1) / z / z / (z + 1.0); |
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182 else |
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183 { |
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184 z *= z; |
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185 double y = z1 * (ab + z1); |
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186 y *= (ap + y); |
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187 dif2[i] = y / z / (z - 1.0); |
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188 } |
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189 } |
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190 } |
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191 |
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192 // Root determination by Newton method with suppression of previously |
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193 // determined roots. |
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194 |
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195 double x = 0.0; |
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196 |
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197 for (octave_idx_type i = 0; i < n; i++) |
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198 { |
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199 bool done = false; |
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200 |
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201 int k = 0; |
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202 |
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203 while (! done) |
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204 { |
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205 double xd = 0.0; |
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206 double xn = 1.0; |
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207 double xd1 = 0.0; |
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208 double xn1 = 0.0; |
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209 |
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210 for (octave_idx_type j = 0; j < n; j++) |
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211 { |
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212 double xp = (dif1[j] - x) * xn - dif2[j] * xd; |
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213 double xp1 = (dif1[j] - x) * xn1 - dif2[j] * xd1 - xn; |
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214 |
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215 xd = xn; |
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216 xd1 = xn1; |
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217 xn = xp; |
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218 xn1 = xp1; |
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219 } |
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220 |
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221 double zc = 1.0; |
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222 double z = xn / xn1; |
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223 |
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224 if (i != 0) |
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225 { |
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226 for (octave_idx_type j = 1; j <= i; j++) |
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227 zc -= z / (x - root[j-1]); |
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228 } |
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229 |
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230 z /= zc; |
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231 x -= z; |
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232 |
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233 // Famous last words: 100 iterations should be more than |
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234 // enough in all cases. |
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235 |
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236 if (++k > 100 || math::isnan (z)) |
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237 return false; |
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238 |
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239 if (std::abs (z) <= 100 * std::numeric_limits<double>::epsilon ()) |
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240 done = true; |
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241 } |
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242 |
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243 root[i] = x; |
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244 x += std::sqrt (std::numeric_limits<double>::epsilon ()); |
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245 } |
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246 |
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247 // Add interpolation points at x = 0 and/or x = 1. |
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248 |
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249 if (n0 != 0) |
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250 { |
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251 for (octave_idx_type i = n; i > 0; i--) |
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252 root[i] = root[i-1]; |
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253 |
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254 root[0] = 0.0; |
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255 } |
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256 |
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257 if (n1 != 0) |
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258 root[nt-1] = 1.0; |
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259 |
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260 dif (nt, root, dif1, dif2, dif3); |
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261 |
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262 return true; |
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263 } |
3 | 264 |
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265 // Compute derivative weights for orthogonal collocation. |
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266 // |
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267 // See Villadsen and Michelsen, pages 133-134, 419. |
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268 // |
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269 // Input parameters: |
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270 // |
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271 // nd : the dimension of the vectors dif1, dif2, dif3, and root |
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272 // |
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273 // n : the degree of the jacobi polynomial, (i.e., the number |
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274 // of interior interpolation points) |
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275 // |
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276 // n0 : determines whether x = 0 is included as an |
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277 // interpolation point |
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278 // |
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279 // n0 = 0 ==> x = 0 is not included |
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280 // n0 = 1 ==> x = 0 is included |
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281 // |
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282 // n1 : determines whether x = 1 is included as an |
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283 // interpolation point |
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284 // |
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285 // n1 = 0 ==> x = 1 is not included |
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286 // n1 = 1 ==> x = 1 is included |
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287 // |
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288 // i : the index of the node for which the weights are to be |
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289 // calculated |
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290 // |
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291 // id : indicator |
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292 // |
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293 // id = 1 ==> first derivative weights are computed |
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294 // id = 2 ==> second derivative weights are computed |
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295 // id = 3 ==> gaussian weights are computed (in this |
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296 // case, the value of i is irrelevant) |
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297 // |
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298 // Output parameters: |
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299 // |
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300 // dif1 : one dimensional vector containing the first derivative |
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301 // of the node polynomial at the zeros |
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302 // |
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303 // dif2 : one dimensional vector containing the second derivative |
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304 // of the node polynomial at the zeros |
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305 // |
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306 // dif3 : one dimensional vector containing the third derivative |
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307 // of the node polynomial at the zeros |
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308 // |
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309 // vect : one dimensional vector of computed weights |
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310 |
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311 static void dfopr (octave_idx_type n, octave_idx_type n0, octave_idx_type n1, |
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312 octave_idx_type i, octave_idx_type id, double *dif1, |
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313 double *dif2, double *dif3, double *root, double *vect) |
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314 { |
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315 assert (n0 == 0 || n0 == 1); |
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316 assert (n1 == 0 || n1 == 1); |
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317 |
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318 octave_idx_type nt = n + n0 + n1; |
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319 |
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320 assert (nt >= 1); |
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321 |
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322 assert (id == 1 || id == 2 || id == 3); |
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323 |
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324 if (id != 3) |
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325 assert (i >= 0 && i < nt); |
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326 |
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327 // Evaluate discretization matrices and Gaussian quadrature weights. |
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328 // Quadrature weights are normalized to sum to one. |
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329 |
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330 if (id != 3) |
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331 { |
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332 for (octave_idx_type j = 0; j < nt; j++) |
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333 { |
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334 if (j == i) |
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335 { |
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336 if (id == 1) |
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337 vect[i] = dif2[i] / dif1[i] / 2.0; |
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338 else |
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339 vect[i] = dif3[i] / dif1[i] / 3.0; |
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340 } |
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341 else |
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342 { |
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343 double y = root[i] - root[j]; |
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344 |
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345 vect[j] = dif1[i] / dif1[j] / y; |
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346 |
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347 if (id == 2) |
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348 vect[j] = vect[j] * (dif2[i] / dif1[i] - 2.0 / y); |
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349 } |
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350 } |
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351 } |
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352 else |
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353 { |
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354 double y = 0.0; |
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355 |
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356 for (octave_idx_type j = 0; j < nt; j++) |
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357 { |
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358 double x = root[j]; |
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359 |
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360 double ax = x * (1.0 - x); |
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361 |
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362 if (n0 == 0) |
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363 ax = ax / x / x; |
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364 |
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365 if (n1 == 0) |
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366 ax = ax / (1.0 - x) / (1.0 - x); |
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367 |
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368 vect[j] = ax / (dif1[j] * dif1[j]); |
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369 |
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370 y += vect[j]; |
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371 } |
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372 |
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373 for (octave_idx_type j = 0; j < nt; j++) |
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374 vect[j] = vect[j] / y; |
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375 } |
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376 } |
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377 |
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378 // Error handling. |
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379 |
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380 void CollocWt::error (const char *msg) |
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381 { |
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382 (*current_liboctave_error_handler) ("CollocWt: fatal error '%s'", msg); |
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383 } |
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384 |
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385 CollocWt& CollocWt::set_left (double val) |
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386 { |
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387 if (val >= m_rb) |
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388 error ("CollocWt: left bound greater than right bound"); |
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389 |
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390 m_lb = val; |
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391 m_initialized = 0; |
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392 return *this; |
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393 } |
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394 |
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395 CollocWt& CollocWt::set_right (double val) |
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396 { |
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397 if (val <= m_lb) |
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398 error ("CollocWt: right bound less than left bound"); |
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399 |
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400 m_rb = val; |
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401 m_initialized = 0; |
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402 return *this; |
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403 } |
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404 |
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405 void CollocWt::init (void) |
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406 { |
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407 // Check for possible errors. |
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408 |
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409 double wid = m_rb - m_lb; |
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410 if (wid <= 0.0) |
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411 { |
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412 error ("CollocWt: width less than or equal to zero"); |
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413 } |
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414 |
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415 octave_idx_type nt = m_n + m_inc_left + m_inc_right; |
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416 |
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417 if (nt < 0) |
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418 error ("CollocWt: total number of collocation points less than zero"); |
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419 else if (nt == 0) |
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420 return; |
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421 |
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422 Array<double> dif1 (dim_vector (nt, 1)); |
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423 double *pdif1 = dif1.fortran_vec (); |
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424 |
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425 Array<double> dif2 (dim_vector (nt, 1)); |
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426 double *pdif2 = dif2.fortran_vec (); |
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427 |
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428 Array<double> dif3 (dim_vector (nt, 1)); |
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429 double *pdif3 = dif3.fortran_vec (); |
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430 |
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431 Array<double> vect (dim_vector (nt, 1)); |
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432 double *pvect = vect.fortran_vec (); |
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433 |
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434 m_r.resize (nt, 1); |
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435 m_q.resize (nt, 1); |
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436 m_A.resize (nt, nt); |
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437 m_B.resize (nt, nt); |
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438 |
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439 double *pr = m_r.fortran_vec (); |
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440 |
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441 // Compute roots. |
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442 |
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443 if (! jcobi (m_n, m_inc_left, m_inc_right, m_alpha, m_beta, pdif1, |
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444 pdif2, pdif3, pr)) |
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445 error ("jcobi: newton iteration failed"); |
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446 |
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447 octave_idx_type id; |
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448 |
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449 // First derivative weights. |
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450 |
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451 id = 1; |
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452 for (octave_idx_type i = 0; i < nt; i++) |
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453 { |
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454 dfopr (m_n, m_inc_left, m_inc_right, i, id, pdif1, pdif2, pdif3, |
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455 pr, pvect); |
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456 |
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457 for (octave_idx_type j = 0; j < nt; j++) |
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458 m_A(i, j) = vect(j); |
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459 } |
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460 |
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461 // Second derivative weights. |
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462 |
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463 id = 2; |
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464 for (octave_idx_type i = 0; i < nt; i++) |
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465 { |
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466 dfopr (m_n, m_inc_left, m_inc_right, i, id, pdif1, pdif2, pdif3, |
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467 pr, pvect); |
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468 |
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469 for (octave_idx_type j = 0; j < nt; j++) |
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470 m_B(i, j) = vect(j); |
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471 } |
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472 |
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473 // Gaussian quadrature weights. |
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474 |
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475 id = 3; |
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476 double *pq = m_q.fortran_vec (); |
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477 dfopr (m_n, m_inc_left, m_inc_right, id, id, pdif1, pdif2, pdif3, pr, pq); |
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478 |
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479 m_initialized = 1; |
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480 } |
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481 |
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482 std::ostream& operator << (std::ostream& os, const CollocWt& a) |
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483 { |
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484 if (a.left_included ()) |
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485 os << "left boundary is included\n"; |
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486 else |
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487 os << "left boundary is not included\n"; |
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488 |
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489 if (a.right_included ()) |
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490 os << "right boundary is included\n"; |
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491 else |
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parents:
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492 os << "right boundary is not included\n"; |
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493 |
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494 os << "\n"; |
3 | 495 |
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496 os << a.m_alpha << ' ' << a.m_beta << "\n\n" |
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497 << a.m_r << "\n\n" |
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498 << a.m_q << "\n\n" |
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499 << a.m_A << "\n" |
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500 << a.m_B << "\n"; |
3 | 501 |
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502 return os; |
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503 } |
3 | 504 } |