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0001 // Created on: 1991-05-14 0002 // Created by: Laurent PAINNOT 0003 // Copyright (c) 1991-1999 Matra Datavision 0004 // Copyright (c) 1999-2014 OPEN CASCADE SAS 0005 // 0006 // This file is part of Open CASCADE Technology software library. 0007 // 0008 // This library is free software; you can redistribute it and/or modify it under 0009 // the terms of the GNU Lesser General Public License version 2.1 as published 0010 // by the Free Software Foundation, with special exception defined in the file 0011 // OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT 0012 // distribution for complete text of the license and disclaimer of any warranty. 0013 // 0014 // Alternatively, this file may be used under the terms of Open CASCADE 0015 // commercial license or contractual agreement. 0016 0017 #ifndef _math_FunctionSetRoot_HeaderFile 0018 #define _math_FunctionSetRoot_HeaderFile 0019 0020 #include <math_IntegerVector.hxx> 0021 #include <math_Matrix.hxx> 0022 #include <math_Vector.hxx> 0023 #include <Standard_OStream.hxx> 0024 #include <Standard_DimensionError.hxx> 0025 #include <StdFail_NotDone.hxx> 0026 0027 class math_FunctionSetWithDerivatives; 0028 0029 //! The math_FunctionSetRoot class calculates the root 0030 //! of a set of N functions of M variables (N<M, N=M or N>M). Knowing 0031 //! an initial guess of the solution and using a minimization algorithm, a search 0032 //! is made in the Newton direction and then in the Gradient direction if there 0033 //! is no success in the Newton direction. This algorithm can also be 0034 //! used for functions minimization. Knowledge of all the partial 0035 //! derivatives (the Jacobian) is required. 0036 class math_FunctionSetRoot 0037 { 0038 public: 0039 DEFINE_STANDARD_ALLOC 0040 0041 //! is used in a sub-class to initialize correctly all the fields 0042 //! of this class. 0043 //! The range (1, F.NbVariables()) must be especially 0044 //! respected for all vectors and matrix declarations. 0045 Standard_EXPORT math_FunctionSetRoot(math_FunctionSetWithDerivatives& F, 0046 const math_Vector& Tolerance, 0047 const int NbIterations = 100); 0048 0049 //! is used in a sub-class to initialize correctly all the fields 0050 //! of this class. 0051 //! The range (1, F.NbVariables()) must be especially 0052 //! respected for all vectors and matrix declarations. 0053 //! The method SetTolerance must be called after this 0054 //! constructor. 0055 Standard_EXPORT math_FunctionSetRoot(math_FunctionSetWithDerivatives& F, 0056 const int NbIterations = 100); 0057 0058 //! Destructor 0059 Standard_EXPORT virtual ~math_FunctionSetRoot(); 0060 0061 //! Initializes the tolerance values. 0062 Standard_EXPORT void SetTolerance(const math_Vector& Tolerance); 0063 0064 //! This routine is called at the end of each iteration 0065 //! to check if the solution was found. It can be redefined 0066 //! in a sub-class to implement a specific test to stop the iterations. 0067 //! In this case, the solution is found when: abs(Xi - Xi-1) <= Tolerance 0068 //! for all unknowns. 0069 virtual bool IsSolutionReached(math_FunctionSetWithDerivatives&) 0070 { 0071 for (int i = 1; i <= Sol.Length(); ++i) 0072 { 0073 if (std::abs(Delta(i)) > Tol(i)) 0074 { 0075 return false; 0076 } 0077 } 0078 return true; 0079 } 0080 0081 //! Improves the root of function from the initial guess point. 0082 //! The infinum and supremum may be given to constrain the solution. 0083 //! In this case, the solution is found when: abs(Xi - Xi-1)(j) <= Tolerance(j) 0084 //! for all unknowns. 0085 Standard_EXPORT void Perform(math_FunctionSetWithDerivatives& theFunction, 0086 const math_Vector& theStartingPoint, 0087 const bool theStopOnDivergent = false); 0088 0089 //! Improves the root of function from the initial guess point. 0090 //! The infinum and supremum may be given to constrain the solution. 0091 //! In this case, the solution is found when: abs(Xi - Xi-1) <= Tolerance 0092 //! for all unknowns. 0093 Standard_EXPORT void Perform(math_FunctionSetWithDerivatives& theFunction, 0094 const math_Vector& theStartingPoint, 0095 const math_Vector& theInfBound, 0096 const math_Vector& theSupBound, 0097 const bool theStopOnDivergent = false); 0098 0099 //! Returns true if the computations are successful, otherwise returns false. 0100 bool IsDone() const { return Done; } 0101 0102 //! Returns the number of iterations really done 0103 //! during the computation of the root. 0104 //! Exception NotDone is raised if the root was not found. 0105 int NbIterations() const 0106 { 0107 StdFail_NotDone_Raise_if(!Done, " "); 0108 return Kount; 0109 } 0110 0111 //! returns the stateNumber (as returned by 0112 //! F.GetStateNumber()) associated to the root found. 0113 int StateNumber() const 0114 { 0115 StdFail_NotDone_Raise_if(!Done, " "); 0116 return State; 0117 } 0118 0119 //! Returns the value of the root of function F. 0120 //! Exception NotDone is raised if the root was not found. 0121 const math_Vector& Root() const 0122 { 0123 StdFail_NotDone_Raise_if(!Done, " "); 0124 return Sol; 0125 } 0126 0127 //! Outputs the root vector in Root. 0128 //! Exception NotDone is raised if the root was not found. 0129 //! Exception DimensionError is raised if the range of Root 0130 //! is not equal to the range of the StartingPoint. 0131 Standard_EXPORT void Root(math_Vector& Root) const; 0132 0133 //! Returns the matrix value of the derivative at the root. 0134 //! Exception NotDone is raised if the root was not found. 0135 const math_Matrix& Derivative() const 0136 { 0137 StdFail_NotDone_Raise_if(!Done, " "); 0138 return DF; 0139 } 0140 0141 //! outputs the matrix value of the derivative 0142 //! at the root in Der. 0143 //! Exception NotDone is raised if the root was not found. 0144 //! Exception DimensionError is raised if the column range 0145 //! of <Der> is not equal to the range of the startingPoint. 0146 void Derivative(math_Matrix& Der) const 0147 { 0148 StdFail_NotDone_Raise_if(!Done, " "); 0149 Standard_DimensionError_Raise_if(Der.ColNumber() != Sol.Length(), " "); 0150 Der = DF; 0151 } 0152 0153 //! returns the vector value of the error done 0154 //! on the functions at the root. 0155 //! Exception NotDone is raised if the root was not found. 0156 const math_Vector& FunctionSetErrors() const 0157 { 0158 StdFail_NotDone_Raise_if(!Done, " "); 0159 return Delta; 0160 } 0161 0162 //! outputs the vector value of the error done 0163 //! on the functions at the root in Err. 0164 //! Exception NotDone is raised if the root was not found. 0165 //! Exception DimensionError is raised if the range of Err 0166 //! is not equal to the range of the StartingPoint. 0167 Standard_EXPORT void FunctionSetErrors(math_Vector& Err) const; 0168 0169 //! Prints on the stream o information on the current state 0170 //! of the object. 0171 //! Is used to redefine the operator <<. 0172 Standard_EXPORT void Dump(Standard_OStream& o) const; 0173 0174 bool IsDivergent() const { return myIsDivergent; } 0175 0176 protected: 0177 math_Vector Delta; 0178 math_Vector Sol; 0179 math_Matrix DF; 0180 math_Vector Tol; 0181 0182 private: 0183 bool Done; 0184 int Kount; 0185 int State; 0186 int Itermax; 0187 math_Vector InfBound; 0188 math_Vector SupBound; 0189 math_Vector SolSave; 0190 math_Vector GH; 0191 math_Vector DH; 0192 math_Vector DHSave; 0193 math_Vector FF; 0194 math_Vector PreviousSolution; 0195 math_Vector Save; 0196 math_IntegerVector Constraints; 0197 math_Vector Temp1; 0198 math_Vector Temp2; 0199 math_Vector Temp3; 0200 math_Vector Temp4; 0201 bool myIsDivergent; 0202 }; 0203 0204 inline Standard_OStream& operator<<(Standard_OStream& theStream, const math_FunctionSetRoot& theF) 0205 { 0206 theF.Dump(theStream); 0207 return theStream; 0208 } 0209 0210 #endif // _math_FunctionSetRoot_HeaderFile
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