view liboctave/numeric/CollocWt.cc @ 31607:aac27ad79be6 stable

maint: Re-indent code after switch to using namespace macros. * build-env.h, build-env.in.cc, Cell.h, __betainc__.cc, __eigs__.cc, __ftp__.cc, __ichol__.cc, __ilu__.cc, __isprimelarge__.cc, __magick_read__.cc, __pchip_deriv__.cc, amd.cc, base-text-renderer.cc, base-text-renderer.h, besselj.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.h, call-stack.cc, call-stack.h, ccolamd.cc, cellfun.cc, chol.cc, colamd.cc, dasrt.cc, data.cc, debug.cc, defaults.cc, defaults.h, det.cc, display.cc, display.h, dlmread.cc, dynamic-ld.cc, dynamic-ld.h, ellipj.cc, environment.cc, environment.h, error.cc, error.h, errwarn.h, event-manager.cc, event-manager.h, event-queue.cc, event-queue.h, fcn-info.cc, fcn-info.h, fft.cc, fft2.cc, file-io.cc, filter.cc, find.cc, ft-text-renderer.cc, ft-text-renderer.h, gcd.cc, gl-render.cc, gl-render.h, gl2ps-print.cc, gl2ps-print.h, graphics-toolkit.cc, graphics-toolkit.h, graphics.cc, gsvd.cc, gtk-manager.cc, gtk-manager.h, help.cc, help.h, hook-fcn.cc, hook-fcn.h, input.cc, input.h, interpreter-private.cc, interpreter-private.h, interpreter.cc, interpreter.h, inv.cc, jsondecode.cc, jsonencode.cc, latex-text-renderer.cc, latex-text-renderer.h, load-path.cc, load-path.h, load-save.cc, load-save.h, lookup.cc, ls-hdf5.cc, ls-mat4.cc, ls-mat5.cc, lsode.cc, lu.cc, mappers.cc, matrix_type.cc, max.cc, mex.cc, mexproto.h, mxarray.h, mxtypes.in.h, oct-errno.in.cc, oct-hdf5-types.cc, oct-hist.cc, oct-hist.h, oct-map.cc, oct-map.h, oct-opengl.h, oct-prcstrm.h, oct-process.cc, oct-process.h, oct-stdstrm.h, oct-stream.cc, oct-stream.h, oct-strstrm.h, octave-default-image.h, ordqz.cc, ordschur.cc, pager.cc, pager.h, pinv.cc, pow2.cc, pr-output.cc, psi.cc, qr.cc, quadcc.cc, rand.cc, regexp.cc, settings.cc, settings.h, sighandlers.cc, sighandlers.h, sparse-xpow.cc, sqrtm.cc, stack-frame.cc, stack-frame.h, stream-euler.cc, strfns.cc, svd.cc, syminfo.cc, syminfo.h, symrcm.cc, symrec.cc, symrec.h, symscope.cc, symscope.h, symtab.cc, symtab.h, sysdep.cc, sysdep.h, text-engine.cc, text-engine.h, text-renderer.cc, text-renderer.h, time.cc, toplev.cc, typecast.cc, url-handle-manager.cc, url-handle-manager.h, urlwrite.cc, utils.cc, utils.h, variables.cc, variables.h, xdiv.cc, __delaunayn__.cc, __init_fltk__.cc, __init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audioread.cc, convhulln.cc, gzip.cc, cdef-class.cc, cdef-class.h, cdef-fwd.h, cdef-manager.cc, cdef-manager.h, cdef-method.cc, cdef-method.h, cdef-object.cc, cdef-object.h, cdef-package.cc, cdef-package.h, cdef-property.cc, cdef-property.h, cdef-utils.cc, cdef-utils.h, ov-base-diag.cc, ov-base-int.cc, ov-base-mat.cc, ov-base-mat.h, ov-base-scalar.cc, ov-base.cc, ov-base.h, ov-bool-mat.cc, ov-bool-mat.h, ov-bool-sparse.cc, ov-bool.cc, ov-builtin.h, ov-cell.cc, ov-ch-mat.cc, ov-class.cc, ov-class.h, ov-classdef.cc, ov-classdef.h, ov-complex.cc, ov-cx-diag.cc, ov-cx-mat.cc, ov-cx-sparse.cc, ov-dld-fcn.cc, ov-dld-fcn.h, ov-fcn-handle.cc, ov-fcn-handle.h, ov-fcn.h, ov-float.cc, ov-flt-complex.cc, 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qrp.cc, qrp.h, randgamma.cc, randgamma.h, randmtzig.cc, randmtzig.h, randpoisson.cc, randpoisson.h, schur.cc, schur.h, sparse-chol.cc, sparse-chol.h, sparse-lu.cc, sparse-lu.h, sparse-qr.cc, sparse-qr.h, svd.cc, svd.h, child-list.cc, child-list.h, dir-ops.cc, dir-ops.h, file-ops.cc, file-ops.h, file-stat.cc, file-stat.h, lo-sysdep.cc, lo-sysdep.h, lo-sysinfo.cc, lo-sysinfo.h, mach-info.cc, mach-info.h, oct-env.cc, oct-env.h, oct-group.cc, oct-group.h, oct-password.cc, oct-password.h, oct-syscalls.cc, oct-syscalls.h, oct-time.cc, oct-time.h, oct-uname.cc, oct-uname.h, action-container.cc, action-container.h, base-list.h, cmd-edit.cc, cmd-edit.h, cmd-hist.cc, cmd-hist.h, f77-fcn.h, file-info.cc, file-info.h, lo-array-errwarn.cc, lo-array-errwarn.h, lo-hash.cc, lo-hash.h, lo-ieee.h, lo-regexp.cc, lo-regexp.h, lo-utils.cc, lo-utils.h, oct-base64.cc, oct-base64.h, oct-glob.cc, oct-glob.h, oct-inttypes.h, oct-mutex.cc, oct-mutex.h, oct-refcount.h, oct-shlib.cc, oct-shlib.h, oct-sparse.cc, oct-sparse.h, oct-string.h, octave-preserve-stream-state.h, pathsearch.cc, pathsearch.h, quit.cc, quit.h, unwind-prot.cc, unwind-prot.h, url-transfer.cc, url-transfer.h: Re-indent code after switch to using namespace macros.
author Rik <rik@octave.org>
date Thu, 01 Dec 2022 18:02:15 -0800
parents e88a07dec498
children 597f3ee61a48
line wrap: on
line source

////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1993-2022 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// This file is part of Octave.
//
// Octave 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.
//
// Octave 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 Octave; see the file COPYING.  If not, see
// <https://www.gnu.org/licenses/>.
//
////////////////////////////////////////////////////////////////////////

#if defined (HAVE_CONFIG_H)
#  include "config.h"
#endif

#include <cassert>
#include <cmath>

#include <limits>
#include <ostream>

#include "Array.h"
#include "CollocWt.h"
#include "lo-error.h"
#include "lo-mappers.h"

// The following routines jcobi, dif, and dfopr are based on the code
// found in Villadsen, J. and M. L. Michelsen, Solution of Differential
// Equation Models by Polynomial Approximation, Prentice-Hall (1978)
// pages 418-420.
//
// Translated to C++ by jwe.

OCTAVE_BEGIN_NAMESPACE(octave)

// Compute the first three derivatives of the node polynomial.
//
//                 n0     (alpha,beta)           n1
//   p  (x)  =  (x)   *  p (x)         *  (1 - x)
//    nt                   n
//
// at the interpolation points.  Each of the parameters n0 and n1
// may be given the value 0 or 1.  The total number of points
// nt = n + n0 + n1
//
// The values of root must be known before a call to dif is possible.
// They may be computed using jcobi.

static void dif (octave_idx_type nt, double *root, double *dif1,
                 double *dif2, double *dif3)
{
  // Evaluate derivatives of node polynomial using recursion formulas.

  for (octave_idx_type i = 0; i < nt; i++)
    {
      double x = root[i];

      dif1[i] = 1.0;
      dif2[i] = 0.0;
      dif3[i] = 0.0;

      for (octave_idx_type j = 0; j < nt; j++)
        {
          if (j != i)
            {
              double y = x - root[j];

              dif3[i] = y * dif3[i] + 3.0 * dif2[i];
              dif2[i] = y * dif2[i] + 2.0 * dif1[i];
              dif1[i] = y * dif1[i];
            }
        }
    }
}

// Compute the zeros of the Jacobi polynomial.
//
//    (alpha,beta)
//   p  (x)
//    n
//
// Use dif to compute the derivatives of the node
// polynomial
//
//                 n0     (alpha,beta)           n1
//   p  (x)  =  (x)   *  p (x)         *  (1 - x)
//    nt                   n
//
// at the interpolation points.
//
// See Villadsen and Michelsen, pages 131-132 and 418.
//
// Input parameters:
//
//   nd     : the dimension of the vectors dif1, dif2, dif3, and root
//
//   n      : the degree of the jacobi polynomial, (i.e., the number
//            of interior interpolation points)
//
//   n0     : determines whether x = 0 is included as an
//            interpolation point
//
//              n0 = 0  ==>  x = 0 is not included
//              n0 = 1  ==>  x = 0 is included
//
//   n1     : determines whether x = 1 is included as an
//            interpolation point
//
//              n1 = 0  ==>  x = 1 is not included
//              n1 = 1  ==>  x = 1 is included
//
//   alpha  : the value of alpha in the description of the jacobi
//            polynomial
//
//   beta   : the value of beta in the description of the jacobi
//            polynomial
//
//   For a more complete explanation of alpha an beta, see Villadsen
//   and Michelsen, pages 57 to 59.
//
// Output parameters:
//
//   root   : one dimensional vector containing on exit the
//            n + n0 + n1 zeros of the node polynomial used in the
//            interpolation routine
//
//   dif1   : one dimensional vector containing the first derivative
//            of the node polynomial at the zeros
//
//   dif2   : one dimensional vector containing the second derivative
//            of the node polynomial at the zeros
//
//   dif3   : one dimensional vector containing the third derivative
//            of the node polynomial at the zeros

static bool jcobi (octave_idx_type n, octave_idx_type n0, octave_idx_type n1,
                   double alpha, double beta, double *dif1, double *dif2,
                   double *dif3, double *root)
{
  assert (n0 == 0 || n0 == 1);
  assert (n1 == 0 || n1 == 1);

  octave_idx_type nt = n + n0 + n1;

  assert (nt >= 1);

  // -- first evaluation of coefficients in recursion formulas.
  // -- recursion coefficients are stored in dif1 and dif2.

  double ab = alpha + beta;
  double ad = beta - alpha;
  double ap = beta * alpha;

  dif1[0] = (ad / (ab + 2.0) + 1.0) / 2.0;
  dif2[0] = 0.0;

  if (n >= 2)
    {
      for (octave_idx_type i = 1; i < n; i++)
        {
          double z1 = i;
          double z = ab + 2 * z1;

          dif1[i] = (ab * ad / z / (z + 2.0) + 1.0) / 2.0;

          if (i == 1)
            dif2[i] = (ab + ap + z1) / z / z / (z + 1.0);
          else
            {
              z *= z;
              double y = z1 * (ab + z1);
              y *= (ap + y);
              dif2[i] = y / z / (z - 1.0);
            }
        }
    }

  // Root determination by Newton method with suppression of previously
  // determined roots.

  double x = 0.0;

  for (octave_idx_type i = 0; i < n; i++)
    {
      bool done = false;

      int k = 0;

      while (! done)
        {
          double xd = 0.0;
          double xn = 1.0;
          double xd1 = 0.0;
          double xn1 = 0.0;

          for (octave_idx_type j = 0; j < n; j++)
            {
              double xp  = (dif1[j] - x) * xn  - dif2[j] * xd;
              double xp1 = (dif1[j] - x) * xn1 - dif2[j] * xd1 - xn;

              xd  = xn;
              xd1 = xn1;
              xn  = xp;
              xn1 = xp1;
            }

          double zc = 1.0;
          double z = xn / xn1;

          if (i != 0)
            {
              for (octave_idx_type j = 1; j <= i; j++)
                zc -= z / (x - root[j-1]);
            }

          z /= zc;
          x -= z;

          // Famous last words:  100 iterations should be more than
          // enough in all cases.

          if (++k > 100 || math::isnan (z))
            return false;

          if (std::abs (z) <= 100 * std::numeric_limits<double>::epsilon ())
            done = true;
        }

      root[i] = x;
      x += std::sqrt (std::numeric_limits<double>::epsilon ());
    }

  // Add interpolation points at x = 0 and/or x = 1.

  if (n0 != 0)
    {
      for (octave_idx_type i = n; i > 0; i--)
        root[i] = root[i-1];

      root[0] = 0.0;
    }

  if (n1 != 0)
    root[nt-1] = 1.0;

  dif (nt, root, dif1, dif2, dif3);

  return true;
}

// Compute derivative weights for orthogonal collocation.
//
// See Villadsen and Michelsen, pages 133-134, 419.
//
// Input parameters:
//
//   nd     : the dimension of the vectors dif1, dif2, dif3, and root
//
//   n      : the degree of the jacobi polynomial, (i.e., the number
//            of interior interpolation points)
//
//   n0     : determines whether x = 0 is included as an
//            interpolation point
//
//              n0 = 0  ==>  x = 0 is not included
//              n0 = 1  ==>  x = 0 is included
//
//   n1     : determines whether x = 1 is included as an
//            interpolation point
//
//              n1 = 0  ==>  x = 1 is not included
//              n1 = 1  ==>  x = 1 is included
//
//   i      : the index of the node for which the weights are to be
//            calculated
//
//   id     : indicator
//
//              id = 1  ==>  first derivative weights are computed
//              id = 2  ==>  second derivative weights are computed
//              id = 3  ==>  gaussian weights are computed (in this
//                           case, the value of i is irrelevant)
//
// Output parameters:
//
//   dif1   : one dimensional vector containing the first derivative
//            of the node polynomial at the zeros
//
//   dif2   : one dimensional vector containing the second derivative
//            of the node polynomial at the zeros
//
//   dif3   : one dimensional vector containing the third derivative
//            of the node polynomial at the zeros
//
//   vect   : one dimensional vector of computed weights

static void dfopr (octave_idx_type n, octave_idx_type n0, octave_idx_type n1,
                   octave_idx_type i, octave_idx_type id, double *dif1,
                   double *dif2, double *dif3, double *root, double *vect)
{
  assert (n0 == 0 || n0 == 1);
  assert (n1 == 0 || n1 == 1);

  octave_idx_type nt = n + n0 + n1;

  assert (nt >= 1);

  assert (id == 1 || id == 2 || id == 3);

  if (id != 3)
    assert (i >= 0 && i < nt);

  // Evaluate discretization matrices and Gaussian quadrature weights.
  // Quadrature weights are normalized to sum to one.

  if (id != 3)
    {
      for (octave_idx_type j = 0; j < nt; j++)
        {
          if (j == i)
            {
              if (id == 1)
                vect[i] = dif2[i] / dif1[i] / 2.0;
              else
                vect[i] = dif3[i] / dif1[i] / 3.0;
            }
          else
            {
              double y = root[i] - root[j];

              vect[j] = dif1[i] / dif1[j] / y;

              if (id == 2)
                vect[j] = vect[j] * (dif2[i] / dif1[i] - 2.0 / y);
            }
        }
    }
  else
    {
      double y = 0.0;

      for (octave_idx_type j = 0; j < nt; j++)
        {
          double x = root[j];

          double ax = x * (1.0 - x);

          if (n0 == 0)
            ax = ax / x / x;

          if (n1 == 0)
            ax = ax / (1.0 - x) / (1.0 - x);

          vect[j] = ax / (dif1[j] * dif1[j]);

          y += vect[j];
        }

      for (octave_idx_type j = 0; j < nt; j++)
        vect[j] = vect[j] / y;
    }
}

// Error handling.

void CollocWt::error (const char *msg)
{
  (*current_liboctave_error_handler) ("CollocWt: fatal error '%s'", msg);
}

CollocWt& CollocWt::set_left (double val)
{
  if (val >= m_rb)
    error ("CollocWt: left bound greater than right bound");

  m_lb = val;
  m_initialized = 0;
  return *this;
}

CollocWt& CollocWt::set_right (double val)
{
  if (val <= m_lb)
    error ("CollocWt: right bound less than left bound");

  m_rb = val;
  m_initialized = 0;
  return *this;
}

void CollocWt::init (void)
{
  // Check for possible errors.

  double wid = m_rb - m_lb;
  if (wid <= 0.0)
    {
      error ("CollocWt: width less than or equal to zero");
    }

  octave_idx_type nt = m_n + m_inc_left + m_inc_right;

  if (nt < 0)
    error ("CollocWt: total number of collocation points less than zero");
  else if (nt == 0)
    return;

  Array<double> dif1 (dim_vector (nt, 1));
  double *pdif1 = dif1.fortran_vec ();

  Array<double> dif2 (dim_vector (nt, 1));
  double *pdif2 = dif2.fortran_vec ();

  Array<double> dif3 (dim_vector (nt, 1));
  double *pdif3 = dif3.fortran_vec ();

  Array<double> vect (dim_vector (nt, 1));
  double *pvect = vect.fortran_vec ();

  m_r.resize (nt, 1);
  m_q.resize (nt, 1);
  m_A.resize (nt, nt);
  m_B.resize (nt, nt);

  double *pr = m_r.fortran_vec ();

  // Compute roots.

  if (! jcobi (m_n, m_inc_left, m_inc_right, m_alpha, m_beta, pdif1,
               pdif2, pdif3, pr))
    error ("jcobi: newton iteration failed");

  octave_idx_type id;

  // First derivative weights.

  id = 1;
  for (octave_idx_type i = 0; i < nt; i++)
    {
      dfopr (m_n, m_inc_left, m_inc_right, i, id, pdif1, pdif2, pdif3,
             pr, pvect);

      for (octave_idx_type j = 0; j < nt; j++)
        m_A(i, j) = vect(j);
    }

  // Second derivative weights.

  id = 2;
  for (octave_idx_type i = 0; i < nt; i++)
    {
      dfopr (m_n, m_inc_left, m_inc_right, i, id, pdif1, pdif2, pdif3,
             pr, pvect);

      for (octave_idx_type j = 0; j < nt; j++)
        m_B(i, j) = vect(j);
    }

  // Gaussian quadrature weights.

  id = 3;
  double *pq = m_q.fortran_vec ();
  dfopr (m_n, m_inc_left, m_inc_right, id, id, pdif1, pdif2, pdif3, pr, pq);

  m_initialized = 1;
}

std::ostream& operator << (std::ostream& os, const CollocWt& a)
{
  if (a.left_included ())
    os << "left  boundary is included\n";
  else
    os << "left  boundary is not included\n";

  if (a.right_included ())
    os << "right boundary is included\n";
  else
    os << "right boundary is not included\n";

  os << "\n";

  os << a.m_alpha << ' ' << a.m_beta << "\n\n"
     << a.m_r << "\n\n"
     << a.m_q << "\n\n"
     << a.m_A << "\n"
     << a.m_B << "\n";

  return os;
}

OCTAVE_END_NAMESPACE(octave)