Back to home page

EIC code displayed by LXR

 
 

    


File indexing completed on 2025-01-18 10:04:14

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_NewtonFunctionSetRoot_HeaderFile
0018 #define _math_NewtonFunctionSetRoot_HeaderFile
0019 
0020 #include <Standard.hxx>
0021 #include <Standard_DefineAlloc.hxx>
0022 
0023 #include <Standard_Integer.hxx>
0024 #include <math_Vector.hxx>
0025 #include <math_IntegerVector.hxx>
0026 #include <math_Matrix.hxx>
0027 #include <Standard_OStream.hxx>
0028 class math_FunctionSetWithDerivatives;
0029 
0030 
0031 
0032 //! This class computes the root of a set of N functions of N variables,
0033 //! knowing an initial guess at the solution and using the
0034 //! Newton Raphson algorithm. Knowledge of all the partial
0035 //! derivatives (Jacobian) is required.
0036 class math_NewtonFunctionSetRoot 
0037 {
0038 public:
0039 
0040   DEFINE_STANDARD_ALLOC
0041 
0042   
0043 
0044   //! Initialize correctly all the fields of this class.
0045   //! The range (1, F.NbVariables()) must be especially respected for
0046   //! all vectors and matrix declarations.
0047   Standard_EXPORT math_NewtonFunctionSetRoot(math_FunctionSetWithDerivatives& theFunction, const math_Vector& theXTolerance, const Standard_Real theFTolerance, const Standard_Integer tehNbIterations = 100);
0048   
0049 
0050   //! This constructor should be used in a sub-class to initialize
0051   //! correctly all the fields of this class.
0052   //! The range (1, F.NbVariables()) must be especially respected for
0053   //! all vectors and matrix declarations.
0054   //! The method SetTolerance must be called before performing the algorithm.
0055   Standard_EXPORT math_NewtonFunctionSetRoot(math_FunctionSetWithDerivatives& theFunction, const Standard_Real theFTolerance, const Standard_Integer theNbIterations = 100);
0056   
0057   //! Destructor
0058   Standard_EXPORT virtual ~math_NewtonFunctionSetRoot();
0059   
0060   //! Initializes the tolerance values for the unknowns.
0061   Standard_EXPORT void SetTolerance (const math_Vector& XTol);
0062   
0063 
0064   //! The Newton method is done to improve the root of the function
0065   //! from the initial guess point. The solution is found when:
0066   //! abs(Xj - Xj-1)(i) <= XTol(i) and abs(Fi) <= FTol for all i;
0067   Standard_EXPORT void Perform (math_FunctionSetWithDerivatives& theFunction, const math_Vector& theStartingPoint);
0068   
0069 
0070   //! The Newton method is done to improve the root of the function
0071   //! from the initial guess point. Bounds may be given, to constrain the solution.
0072   //! The solution is found when:
0073   //! abs(Xj - Xj-1)(i) <= XTol(i) and abs(Fi) <= FTol for all i;
0074   Standard_EXPORT void Perform (math_FunctionSetWithDerivatives& theFunction, const math_Vector& theStartingPoint, const math_Vector& theInfBound, const math_Vector& theSupBound);
0075   
0076 
0077   //! This method is called at the end of each iteration to check if the
0078   //! solution is found.
0079   //! Vectors DeltaX, Fvalues and Jacobian Matrix are consistent with the
0080   //! possible solution Vector Sol and can be inspected to decide whether
0081   //! the solution is reached or not.
0082     virtual Standard_Boolean IsSolutionReached (math_FunctionSetWithDerivatives& F);
0083   
0084   //! Returns true if the computations are successful, otherwise returns false.
0085     Standard_Boolean IsDone() const;
0086   
0087   //! Returns the value of the root of function F.
0088   //! Exceptions
0089   //! StdFail_NotDone if the algorithm fails (and IsDone returns false).
0090     const math_Vector& Root() const;
0091   
0092   //! outputs the root vector in Root.
0093   //! Exception NotDone is raised if the root was not found.
0094   //! Exception DimensionError is raised if the range of Root is
0095   //! not equal to the range of the StartingPoint.
0096     void Root (math_Vector& Root) const;
0097   
0098   //! Outputs the state number associated with the solution
0099   //! vector root.
0100     Standard_Integer StateNumber() const;
0101   
0102   //! Returns the matrix value of the derivative at the root.
0103   //! Exception NotDone is raised if the root was not found.
0104     const math_Matrix& Derivative() const;
0105   
0106   //! Outputs the matrix value of the derivative at the root in
0107   //! Der.
0108   //! Exception NotDone is raised if the root was not found.
0109   //! Exception DimensionError is raised if the range of Der is
0110   //! not equal to the range of the StartingPoint.
0111     void Derivative (math_Matrix& Der) const;
0112   
0113   //! Returns the vector value of the error done on the
0114   //! functions at the root.
0115   //! Exception NotDone is raised if the root was not found.
0116     const math_Vector& FunctionSetErrors() const;
0117   
0118   //! Outputs the vector value of the error done on the
0119   //! functions at the root in Err.
0120   //! Exception NotDone is raised if the root was not found.
0121   //! Exception DimensionError is raised if the range of Err is
0122   //! not equal to the range of the StartingPoint.
0123     void FunctionSetErrors (math_Vector& Err) const;
0124   
0125   //! Returns the number of iterations really done
0126   //! during the computation of the Root.
0127   //! Exception NotDone is raised if the root was not found.
0128     Standard_Integer NbIterations() const;
0129   
0130   //! Prints information on the current state of the object.
0131   //! Is used to redefine the operator <<.
0132   Standard_EXPORT void Dump (Standard_OStream& o) const;
0133 
0134 
0135 
0136 
0137 protected:
0138 
0139 
0140 
0141   math_Vector TolX;
0142   Standard_Real TolF;
0143   math_IntegerVector Indx;
0144   math_Vector Scratch;
0145   math_Vector Sol;
0146   math_Vector DeltaX;
0147   math_Vector FValues;
0148   math_Matrix Jacobian;
0149 
0150 
0151 private:
0152 
0153 
0154 
0155   Standard_Boolean Done;
0156   Standard_Integer State;
0157   Standard_Integer Iter;
0158   Standard_Integer Itermax;
0159 
0160 
0161 };
0162 
0163 
0164 #include <math_NewtonFunctionSetRoot.lxx>
0165 
0166 
0167 
0168 
0169 
0170 #endif // _math_NewtonFunctionSetRoot_HeaderFile