cantera/src/numerics/RootFind.cpp

1402 lines
47 KiB
C++

/*
* @file: RootFind.cpp root finder for 1D problems
*/
/*
* $Id$
*/
/*
* Copyright 2004 Sandia Corporation. Under the terms of Contract
* DE-AC04-94AL85000 with Sandia Corporation, the U.S. Government
* retains certain rights in this software.
* See file License.txt for licensing information.
*/
#include "cantera/base/ct_defs.h"
#include "cantera/numerics/RootFind.h"
// turn on debugging for now
#ifndef DEBUG_MODE
#define DEBUG_MODE
#endif
#include "cantera/base/global.h"
#ifdef DEBUG_MODE
#include "cantera/base/mdp_allo.h"
#endif
#include "cantera/base/stringUtils.h"
/* Standard include files */
#include <cstdio>
#include <cstdlib>
#include <cmath>
#include <vector>
using namespace std;
namespace Cantera
{
#ifndef SQUARE
# define SQUARE(x) ( (x) * (x) )
#endif
#ifndef DSIGN
#define DSIGN(x) (( (x) == (0.0) ) ? (0.0) : ( ((x) > 0.0) ? 1.0 : -1.0 ))
#endif
/*****************************************************************************/
/*****************************************************************************/
/*****************************************************************************/
#ifdef DEBUG_MODE
//! Print out a form for the current function evaluation
/*!
* @param fp Pointer to the FILE object
* @param xval Current value of x
* @param fval Current value of f
* @param its Current iteration value
*/
static void print_funcEval(FILE* fp, doublereal xval, doublereal fval, int its)
{
fprintf(fp,"\n");
fprintf(fp,"...............................................................\n");
fprintf(fp,".................. RootFind Function Evaluation ...............\n");
fprintf(fp,".................. iteration = %5d ........................\n", its);
fprintf(fp,".................. value = %12.5g ......................\n", xval);
fprintf(fp,".................. funct = %12.5g ......................\n", fval);
fprintf(fp,"...............................................................\n");
fprintf(fp,"\n");
}
#endif
//================================================================================================
//! Solve Ax = b using gauss's method
/*!
* @param c Matrix
* @param idem Assumed number of rows in the matrix
* @param n Number of rows and columns
* @param b right hand side
* @param m Number of right hand sides
*
* @todo This function is never used, and should be removed.
*/
static int smlequ(doublereal* c, int idem, int n, doublereal* b, int m)
{
int i, j, k, l;
doublereal R;
if (n > idem || n <= 0) {
writelogf("smlequ ERROR: badly dimensioned matrix: %d %d\n", n, idem);
return 1;
}
/*
* Loop over the rows
* -> At the end of each loop, the only nonzero entry in the column
* will be on the diagonal. We can therfore just invert the
* diagonal at the end of the program to solve the equation system.
*/
for (i = 0; i < n; ++i) {
if (c[i + i * idem] == 0.0) {
/*
* Do a simple form of row pivoting to find a non-zero pivot
*/
for (k = i + 1; k < n; ++k) {
if (c[k + i * idem] != 0.0) {
goto FOUND_PIVOT;
}
}
writelogf("smlequ ERROR: Encountered a zero column: %d\n", i);
return 1;
FOUND_PIVOT:
;
for (j = 0; j < n; ++j) {
c[i + j * idem] += c[k + j * idem];
}
for (j = 0; j < m; ++j) {
b[i + j * idem] += b[k + j * idem];
}
}
for (l = 0; l < n; ++l) {
if (l != i && c[l + i * idem] != 0.0) {
R = c[l + i * idem] / c[i + i * idem];
c[l + i * idem] = 0.0;
for (j = i+1; j < n; ++j) {
c[l + j * idem] -= c[i + j * idem] * R;
}
for (j = 0; j < m; ++j) {
b[l + j * idem] -= b[i + j * idem] * R;
}
}
}
}
/*
* The negative in the last expression is due to the form of B upon
* input
*/
for (i = 0; i < n; ++i) {
for (j = 0; j < m; ++j) {
b[i + j * idem] = -b[i + j * idem] / c[i + i*idem];
}
}
return 0;
}
//================================================================================================
// Main constructor
RootFind::RootFind(ResidEval* resid) :
m_residFunc(resid),
m_funcTargetValue(0.0),
m_atolf(1.0E-11),
m_atolx(1.0E-11),
m_rtolf(1.0E-5),
m_rtolx(1.0E-5),
m_maxstep(1000),
printLvl(0),
writeLogAllowed_(false),
DeltaXnorm_(0.01),
specifiedDeltaXnorm_(0),
DeltaXMax_(1.0E6),
specifiedDeltaXMax_(0),
FuncIsGenerallyIncreasing_(false),
FuncIsGenerallyDecreasing_(false),
deltaXConverged_(0.0),
x_maxTried_(-1.0E300),
fx_maxTried_(0.0),
x_minTried_(1.0E300),
fx_minTried_(0.0)
{
}
//================================================================================================
RootFind::RootFind(const RootFind& r) :
m_residFunc(r.m_residFunc),
m_funcTargetValue(0.0),
m_atolf(1.0E-11),
m_atolx(1.0E-11),
m_rtolf(1.0E-5),
m_rtolx(1.0E-5),
m_maxstep(1000),
printLvl(0),
writeLogAllowed_(false),
DeltaXnorm_(0.01),
specifiedDeltaXnorm_(0),
DeltaXMax_(1.0E6),
specifiedDeltaXMax_(0),
FuncIsGenerallyIncreasing_(false),
FuncIsGenerallyDecreasing_(false),
deltaXConverged_(0.0),
x_maxTried_(-1.0E300),
fx_maxTried_(0.0),
x_minTried_(1.0E300),
fx_minTried_(0.0)
{
*this = r;
}
//================================================================================================
// Empty destructor
RootFind::~RootFind()
{
}
//====================================================================================================================
RootFind& RootFind::operator=(const RootFind& right)
{
if (this == &right) {
return *this;
}
m_residFunc = right.m_residFunc;
m_funcTargetValue = right.m_funcTargetValue;
m_atolf = right.m_atolf;
m_atolx = right.m_atolx;
m_rtolf = right.m_rtolf;
m_rtolx = right.m_rtolx;
m_maxstep = right.m_maxstep;
printLvl = right.printLvl;
writeLogAllowed_ = right.writeLogAllowed_;
DeltaXnorm_ = right.DeltaXnorm_;
specifiedDeltaXnorm_ = right.specifiedDeltaXnorm_;
DeltaXMax_ = right.DeltaXMax_;
specifiedDeltaXMax_ = right.specifiedDeltaXMax_;
FuncIsGenerallyIncreasing_ = right.FuncIsGenerallyIncreasing_;
FuncIsGenerallyDecreasing_ = right.FuncIsGenerallyDecreasing_;
deltaXConverged_ = right.deltaXConverged_;
x_maxTried_ = right.x_maxTried_;
fx_maxTried_ = right.fx_maxTried_;
x_minTried_ = right.x_minTried_;
fx_minTried_ = right.fx_minTried_;
return *this;
}
//================================================================================================
// Calculate a deltaX from an input value of x
/*
* This routine ensure that the deltaX will be greater or equal to DeltaXNorm_
* or 1.0E-14 x
*
* @param x1 input value of x
*/
doublereal RootFind::delXNonzero(doublereal x1) const
{
doublereal deltaX = 1.0E-14 * fabs(x1);
doublereal delmin = DeltaXnorm_ * 1.0E-14;
if (delmin > deltaX) {
return delmin;
}
return deltaX;
}
//================================================================================================
// Calculate a deltaX from an input value of x
/*
* This routine ensure that the deltaX will be greater or equal to DeltaXNorm_
* or 1.0E-14 x or deltaXConverged_.
*
* @param x1 input value of x
*/
doublereal RootFind::delXMeaningful(doublereal x1) const
{
doublereal del = delXNonzero(x1);
if (deltaXConverged_ > del) {
return deltaXConverged_;
}
return del;
}
//================================================================================================
// Calcuated a controlled, nonzero delta between two numbers
/*
* The delta is designed to be greater than or equal to delXNonzero(x) defined above
* with the same sign as the original delta. Therefore if you subtract it from either
* of the two original numbers, you get a different number.
*
* @param x1 first number
* @param x2 second number
*/
double RootFind::deltaXControlled(doublereal x2, doublereal x1) const
{
doublereal sgnn = 1.0;
if (x1 > x2) {
sgnn = -1.0;
}
doublereal deltaX = x2 - x1;
doublereal x = fabs(x2) + fabs(x1);
doublereal deltaXm = delXNonzero(x);
if (fabs(deltaX) < deltaXm) {
deltaX = sgnn * deltaXm;
}
return deltaX;
}
//====================================================================================================================
// Function to decide whether two real numbers are the same or not
/*
* A comparison is made between the two numbers to decide whether they
* are close to one another. This is defined as being within factor * delXMeaningful() of each other.
*
* @param x2 First number
* @param x1 second number
* @param factor Multiplicative factor for delta X. defaults to 1
*
* @return Returns a boolean indicating whether the two numbers are the same or not.
*/
bool RootFind::theSame(doublereal x2, doublereal x1, doublereal factor) const
{
doublereal x = fabs(x2) + fabs(x1);
doublereal deltaX = delXMeaningful(x);
doublereal deltaXSmall = factor * deltaX;
deltaXSmall = std::max(deltaXSmall , x * 1.0E-15);
if (fabs(x2 - x1) < deltaXSmall) {
return true;
}
return false;
}
//====================================================================================================================
/*
* The following calculation is a line search method to find the root of a function
*
*
* xbest Returns the x that satisfies the function
* On input, xbest should contain the best estimate
*
* return:
* 0 Found function
*/
int RootFind::solve(doublereal xmin, doublereal xmax, int itmax, doublereal& funcTargetValue, doublereal* xbest)
{
/*
* We store the function target and then actually calculate a modified functional
*
* func = eval(x1) - m_funcTargetValue = 0
*
*
*/
m_funcTargetValue = funcTargetValue;
static int callNum = 0;
const char* stre = "RootFind ERROR: ";
const char* strw = "RootFind WARNING: ";
int converged = 0;
int bottomBump = 0;
int topBump = 0;
#ifdef DEBUG_MODE
char fileName[80];
FILE* fp = 0;
#endif
int doFinalFuncCall = 0;
doublereal x1, x2, xnew, f1, f2, fnew, slope;
doublereal deltaX2 = 0.0, deltaXnew = 0.0;
int posStraddle = 0;
int retn = ROOTFIND_FAILEDCONVERGENCE;
int foundPosF = 0;
int foundNegF = 0;
int foundStraddle = 0;
doublereal xPosF = 0.0;
doublereal fPosF = 1.0E300;
doublereal xNegF = 0.0;
doublereal fNegF = -1.0E300;
doublereal fnorm; /* A valid norm for the making the function value dimensionless */
doublereal xDelMin;
doublereal sgn;
doublereal fnoise = 0.0;
rfHistory_.clear();
rfTable rfT;
rfT.clear();
rfT.reasoning = "First Point: ";
callNum++;
#ifdef DEBUG_MODE
if (printLvl >= 3 && writeLogAllowed_) {
sprintf(fileName, "RootFind_%d.log", callNum);
fp = fopen(fileName, "w");
fprintf(fp, " Iter TP_its xval Func_val | Reasoning\n");
fprintf(fp, "-----------------------------------------------------"
"-------------------------------\n");
}
#else
if (printLvl >= 3) {
writelog("WARNING: RootFind: printlvl >= 3, but debug mode not turned on\n");
}
#endif
if (xmax <= xmin) {
writelogf("%sxmin and xmax are bad: %g %g\n", stre, xmin, xmax);
funcTargetValue = func(*xbest);
return ROOTFIND_BADINPUT;
}
/*
* If the maximum step size has not been specified, set it here to 1/5 of the
* domain range of x.
*/
if (!specifiedDeltaXMax_) {
DeltaXMax_ = 0.2 *(xmax - xmin);
}
if (!specifiedDeltaXnorm_) {
DeltaXnorm_ = 0.2 * DeltaXMax_;
} else {
if (DeltaXnorm_ > DeltaXMax_) {
if (specifiedDeltaXnorm_) {
DeltaXMax_ = DeltaXnorm_;
} else {
DeltaXnorm_ = 0.5 * DeltaXMax_;
}
}
}
/*
* Calculate an initial value of deltaXConverged_
*/
deltaXConverged_ = m_rtolx * (*xbest) + m_atolx;
if (DeltaXnorm_ < deltaXConverged_) {
writelogf("%s DeltaXnorm_, %g, is too small compared to tols, increasing to %g\n",
stre, DeltaXnorm_, deltaXConverged_);
DeltaXnorm_ = deltaXConverged_;
}
/*
* Find the first function value f1 = func(x1), by using the value entered into xbest.
* Process it
*/
x1 = *xbest;
if (x1 < xmin || x1 > xmax) {
x1 = (xmin + xmax) / 2.0;
rfT.reasoning += " x1 set middle between xmin and xmax because entrance is outside bounds.";
} else {
rfT.reasoning += " x1 set to entrance x.";
}
x_maxTried_ = x1;
x_minTried_ = x1;
int its = 1;
f1 = func(x1);
#ifdef DEBUG_MODE
if (printLvl >= 3 && writeLogAllowed_) {
print_funcEval(fp, x1, f1, its);
fprintf(fp, "%-5d %-5d %-15.5E %-15.5E\n", -2, 0, x1, f1);
}
#endif
if (f1 == 0.0) {
*xbest = x1;
return 0;
} else if (f1 > fnoise) {
foundPosF = 1;
xPosF = x1;
fPosF = f1;
} else if (f1 < -fnoise) {
foundNegF = 1;
xNegF = x1;
fNegF = f1;
}
rfT.its = its;
rfT.TP_its = 0;
rfT.xval = x1;
rfT.fval = f1;
rfT.foundPos = foundPosF;
rfT.foundNeg = foundNegF;
rfT.deltaXConverged = m_rtolx * (fabs(x1) + 0.001);
rfT.deltaFConverged = fabs(f1) * m_rtolf;
rfT.delX = xmax - xmin;
rfHistory_.push_back(rfT);
rfT.clear();
/*
* Now, this is actually a tricky part of the algorithm - Find the x value for
* the second point. It's tricky because we don't have a valid idea of the scale of x yet
*
*/
rfT.reasoning = "Second Point: ";
if (x1 == 0.0) {
x2 = x1 + 0.01 * DeltaXnorm_;
rfT.reasoning += "Set by DeltaXnorm_";
} else {
x2 = x1 * 1.0001;
rfT.reasoning += "Set slightly higher.";
}
if (x2 > xmax) {
x2 = x1 - 0.01 * DeltaXnorm_;
rfT.reasoning += " - But adjusted to be within bounds";
}
/*
* Find the second function value f2 = func(x2), Process it
*/
deltaX2 = x2 - x1;
its++;
f2 = func(x2);
#ifdef DEBUG_MODE
if (printLvl >= 3 && writeLogAllowed_) {
print_funcEval(fp, x2, f2, its);
fprintf(fp, "%-5d %-5d %-15.5E %-15.5E", -1, 0, x2, f2);
}
#endif
/*
* Calculate the norm of the function, this is the nominal value of f. We try
* to reduce the nominal value of f by rtolf, this is the main convergence requirement.
*/
if (m_funcTargetValue != 0.0) {
fnorm = m_atolf + fabs(m_funcTargetValue);
} else {
fnorm = 0.5*(fabs(f1) + fabs(f2)) + fabs(m_funcTargetValue) + m_atolf;
}
fnoise = 1.0E-100;
if (f2 > fnoise) {
if (!foundPosF) {
foundPosF = 1;
xPosF = x2;
fPosF = f2;
}
} else if (f2 < - fnoise) {
if (!foundNegF) {
foundNegF = 1;
xNegF = x2;
fNegF = f2;
}
} else if (f2 == 0.0) {
*xbest = x2;
return ROOTFIND_SUCCESS;
}
rfT.its = its;
rfT.TP_its = 0;
rfT.xval = x2;
rfT.fval = f2;
rfT.foundPos = foundPosF;
rfT.foundNeg = foundNegF;
/*
* See if we have already achieved a straddle
*/
foundStraddle = foundPosF && foundNegF;
if (foundStraddle) {
if (xPosF > xNegF) {
posStraddle = 1;
} else {
posStraddle = 0;
}
}
bool useNextStrat = false;
bool slopePointingToHigher = true;
// ---------------------------------------------------------------------------------------------
// MAIN LOOP
// ---------------------------------------------------------------------------------------------
do {
/*
* Find an estimate of the next point, xnew, to try based on
* a linear approximation from the last two points.
*/
#ifdef DEBUG_MODE
if (fabs(x2 - x1) < 1.0E-14) {
printf(" RootFind: we are here x2 = %g x1 = %g\n", x2, x1);
}
#endif
doublereal delXtmp = deltaXControlled(x2, x1);
slope = (f2 - f1) / delXtmp;
rfT.slope = slope;
rfHistory_.push_back(rfT);
rfT.clear();
rfT.reasoning = "";
if (fabs(slope) <= 1.0E-100) {
if (printLvl >= 2) {
writelogf("%s functions evals produced the same result, %g, at %g and %g\n",
strw, f2, x1, x2);
}
xnew = x2 + DeltaXnorm_;
slopePointingToHigher = true;
useNextStrat = true;
rfT.reasoning += "Slope is close to zero. ";
} else {
useNextStrat = false;
xnew = x2 - f2 / slope;
if (xnew > x2) {
slopePointingToHigher = true;
} else {
slopePointingToHigher = false;
}
rfT.reasoning += "Slope is good. ";
}
#ifdef DEBUG_MODE
if (printLvl >= 3 && writeLogAllowed_) {
fprintf(fp, " | xlin = %-11.5E", xnew);
}
#endif
deltaXnew = xnew - x2;
/*
* If the suggested step size is too big, throw out step
*/
if (!foundStraddle) {
if (fabs(xnew - x2) > DeltaXMax_) {
useNextStrat = true;
rfT.reasoning += "Too large change in xnew from slope. ";
}
if (fabs(deltaXnew) < fabs(deltaX2)) {
deltaXnew = 1.2 * deltaXnew;
xnew = x2 + deltaXnew;
}
}
/*
* If the slope can't be trusted using a different strategy for picking the next point
*/
if (useNextStrat) {
rfT.reasoning += "Using DeltaXnorm, " + fp2str(DeltaXnorm_) + " and FuncIsGenerallyIncreasing hints. ";
if (f2 < 0.0) {
if (FuncIsGenerallyIncreasing_) {
if (slopePointingToHigher) {
xnew = std::min(x2 + 3.0*DeltaXnorm_, xnew);
} else {
xnew = x2 + DeltaXnorm_;
}
} else if (FuncIsGenerallyDecreasing_) {
if (!slopePointingToHigher) {
xnew = std::max(x2 - 3.0*DeltaXnorm_, xnew);
} else {
xnew = x2 - DeltaXnorm_;
}
} else {
if (slopePointingToHigher) {
xnew = x2 + DeltaXnorm_;
} else {
xnew = x2 - DeltaXnorm_;
}
}
} else {
if (FuncIsGenerallyDecreasing_) {
if (!slopePointingToHigher) {
xnew = std::max(x2 + 3.0*DeltaXnorm_, xnew);
} else {
xnew = x2 + DeltaXnorm_;
}
} else if (FuncIsGenerallyIncreasing_) {
if (! slopePointingToHigher) {
xnew = std::min(x2 - 3.0*DeltaXnorm_, xnew);
} else {
xnew = x2 - DeltaXnorm_;
}
} else {
if (slopePointingToHigher) {
xnew = x2 + DeltaXnorm_;
} else {
xnew = x2 - DeltaXnorm_;
}
}
}
}
/*
* Here, if we have a straddle, we purposefully overshoot the smaller side by 5%. Yes it does lead to
* more iterations. However, we're interested in bounding x, and not just doing Newton's method.
*/
if (foundStraddle) {
double delta = fabs(x2 - x1);
if (fabs(xnew - x1) < .01 * delta) {
xnew = x1 + 0.01 * (x2 - x1);
} else if (fabs(xnew - x2) < .01 * delta) {
xnew = x1 + 0.01 * (x2 - x1);
} else if ((xnew > x1 && xnew < x2) || (xnew < x1 && xnew > x2)) {
if (fabs(xnew - x1) < fabs(x2 - xnew)) {
xnew = x1 + 20./19. * (xnew - x1);
} else {
xnew = x2 + 20./19. * (xnew - x2);
}
}
}
/*
* OK, we have an estimate xnew.
*
*
* Put heuristic bounds on the step jump
*/
if ((xnew > x1 && xnew < x2) || (xnew < x1 && xnew > x2)) {
/*
* If we are doing a jump in between the two previous points, make sure
* the new trial is no closer that 10% of the distances between x2-x1 to
* any of the original points. This is an important part of finding a good bound.
*/
xDelMin = fabs(x2 - x1) / 10.;
if (fabs(xnew - x1) < xDelMin) {
xnew = x1 + DSIGN(xnew-x1) * xDelMin;
#ifdef DEBUG_MODE
if (printLvl >= 3 && writeLogAllowed_) {
fprintf(fp, " | x10%% = %-11.5E", xnew);
}
#endif
}
if (fabs(xnew - x2) < 0.1 * xDelMin) {
xnew = x2 + DSIGN(xnew-x2) * 0.1 * xDelMin;
#ifdef DEBUG_MODE
if (printLvl >= 3 && writeLogAllowed_) {
fprintf(fp, " | x10%% = %-11.5E", xnew);
}
#endif
}
} else {
/*
* If we are venturing into new ground, only allow the step jump
* to increase by 50% at each interation, unless the step jump is less than
* the user has said that it is ok to take
*/
doublereal xDelMax = 1.5 * fabs(x2 - x1);
if (specifiedDeltaXnorm_) {
if (0.5 * DeltaXnorm_ > xDelMax) {
xDelMax = 0.5 *DeltaXnorm_ ;
}
}
if (fabs(xDelMax) < fabs(xnew - x2)) {
xnew = x2 + DSIGN(xnew-x2) * xDelMax;
#ifdef DEBUG_MODE
if (printLvl >= 3 && writeLogAllowed_) {
fprintf(fp, " | xlimitsize = %-11.5E", xnew);
}
#endif
}
/*
* If we are doing a jump outside the two previous points, make sure
* the new trial is no closer that 10% of the distances between x2-x1 to
* any of the original points. This is an important part of finding a good bound.
*/
xDelMin = 0.1 * fabs(x2 - x1);
if (fabs(xnew - x2) < xDelMin) {
xnew = x2 + DSIGN(xnew - x2) * xDelMin;
#ifdef DEBUG_MODE
if (printLvl >= 3 && writeLogAllowed_) {
fprintf(fp, " | x10%% = %-11.5E", xnew);
}
#endif
}
if (fabs(xnew - x1) < xDelMin) {
xnew = x1 + DSIGN(xnew - x1) * xDelMin;
#ifdef DEBUG_MODE
if (printLvl >= 3 && writeLogAllowed_) {
fprintf(fp, " | x10%% = %-11.5E", xnew);
}
#endif
}
}
/*
* HKM -> Not sure this section is needed
*/
if (foundStraddle) {
#ifdef DEBUG_MODE
double xorig = xnew;
#endif
if (posStraddle) {
if (f2 > 0.0) {
if (xnew > x2) {
xnew = (xNegF + x2)/2;
}
if (xnew < xNegF) {
xnew = (xNegF + x2)/2;
}
} else {
if (xnew < x2) {
xnew = (xPosF + x2)/2;
}
if (xnew > xPosF) {
xnew = (xPosF + x2)/2;
}
}
} else {
if (f2 > 0.0) {
if (xnew < x2) {
xnew = (xNegF + x2)/2;
}
if (xnew > xNegF) {
xnew = (xNegF + x2)/2;
}
} else {
if (xnew > x2) {
xnew = (xPosF + x2)/2;
}
if (xnew < xPosF) {
xnew = (xPosF + x2)/2;
}
}
}
#ifdef DEBUG_MODE
if (printLvl >= 3 && writeLogAllowed_) {
if (xorig != xnew) {
fprintf(fp, " | xstraddle = %-11.5E", xnew);
}
}
#endif
}
/*
* Enforce a minimum stepsize if we haven't found a straddle.
*/
deltaXnew = xnew - x2;
if (fabs(deltaXnew) < 1.2 * delXMeaningful(xnew)) {
if (!foundStraddle) {
sgn = 1.0;
if (x2 > xnew) {
sgn = -1.0;
}
deltaXnew = 1.2 * delXMeaningful(xnew) * sgn;
rfT.reasoning += "Enforcing minimum stepsize from " + fp2str(xnew - x2) +
" to " + fp2str(deltaXnew);
xnew = x2 + deltaXnew;
}
}
/*
* Guard against going above xmax or below xmin
*/
if (xnew > xmax) {
topBump++;
if (topBump < 3) {
xnew = x2 + (xmax - x2) / 2.0;
rfT.reasoning += ("xval reduced to " + fp2str(xnew) + " because predicted xnew was above max value of " + fp2str(xmax));
} else {
if (x2 == xmax || x1 == xmax) {
// we are here when we are bumping against the top limit.
// No further action is possible
retn = ROOTFIND_SOLNHIGHERTHANXMAX;
*xbest = xnew;
rfT.slope = slope;
rfT.reasoning += "Giving up because we're at xmax and xnew point higher: " + fp2str(xnew);
goto done;
} else {
rfT.reasoning += "xval reduced from " + fp2str(xnew) + " to the max value, " + fp2str(xmax);
xnew = xmax;
}
}
#ifdef DEBUG_MODE
if (printLvl >= 3 && writeLogAllowed_) {
fprintf(fp, " | xlimitmax = %-11.5E", xnew);
}
#endif
}
if (xnew < xmin) {
bottomBump++;
if (bottomBump < 3) {
rfT.reasoning += ("xnew increased from " + fp2str(xnew) +" to " + fp2str(x2 - (x2 - xmin) / 2.0) +
" because above min value of " + fp2str(xmin));
xnew = x2 - (x2 - xmin) / 2.0;
} else {
if (x2 == xmin || x1 == xmin) {
// we are here when we are bumping against the bottom limit.
// No further action is possible
retn = ROOTFIND_SOLNLOWERTHANXMIN;
*xbest = xnew;
rfT.slope = slope;
rfT.reasoning = "Giving up because we're already at xmin and xnew points lower: " + fp2str(xnew);
goto done;
} else {
rfT.reasoning += "xval increased from " + fp2str(xnew) + " to the min value, " + fp2str(xmin);
xnew = xmin;
}
}
#ifdef DEBUG_MODE
if (printLvl >= 3 && writeLogAllowed_) {
fprintf(fp, " | xlimitmin = %-11.5E", xnew);
}
#endif
}
its++;
fnew = func(xnew);
#ifdef DEBUG_MODE
if (printLvl >= 3 && writeLogAllowed_) {
fprintf(fp,"\n");
print_funcEval(fp, xnew, fnew, its);
fprintf(fp, "%-5d %-5d %-15.5E %-15.5E", its, 0, xnew, fnew);
}
#endif
rfT.xval = xnew;
rfT.fval = fnew;
rfT.its = its;
if (foundStraddle) {
if (posStraddle) {
if (fnew > 0.0) {
if (xnew < xPosF) {
xPosF = xnew;
fPosF = fnew;
}
} else {
if (xnew > xNegF) {
xNegF = xnew;
fNegF = fnew;
}
}
} else {
if (fnew > 0.0) {
if (xnew > xPosF) {
xPosF = xnew;
fPosF = fnew;
}
} else {
if (xnew < xNegF) {
xNegF = xnew;
fNegF = fnew;
}
}
}
}
if (! foundStraddle) {
if (fnew > fnoise) {
if (!foundPosF) {
foundPosF = 1;
rfT.foundPos = 1;
xPosF = xnew;
fPosF = fnew;
foundStraddle = 1;
if (xPosF > xNegF) {
posStraddle = 1;
} else {
posStraddle = 0;
}
}
} else if (fnew < - fnoise) {
if (!foundNegF) {
foundNegF = 1;
rfT.foundNeg = 1;
xNegF = xnew;
fNegF = fnew;
foundStraddle = 1;
if (xPosF > xNegF) {
posStraddle = 1;
} else {
posStraddle = 0;
}
}
}
}
x1 = x2;
f1 = f2;
x2 = xnew;
f2 = fnew;
/*
* As we go on to new data points, we make sure that
* we have the best straddle of the solution with the choice of F1 and F2 when
* we do have a straddle to work with.
*/
if (foundStraddle) {
bool foundBetterPos = false;
bool foundBetterNeg = false;
if (posStraddle) {
if (f2 > 0.0) {
if (xPosF < x2) {
foundBetterPos = false;
x2 = xPosF;
f2 = fPosF;
}
if (f1 > 0.0) {
if (foundBetterPos) {
x1 = xNegF;
f1 = fNegF;
} else {
if (x1 >= x2) {
x1 = xNegF;
f1 = fNegF;
}
}
}
} else {
if (xNegF > x2) {
foundBetterNeg = false;
x2 = xNegF;
f2 = fNegF;
}
if (f1 < 0.0) {
if (foundBetterNeg) {
x1 = xPosF;
f1 = fPosF;
} else {
if (x1 <= x2) {
x1 = xPosF;
f1 = fPosF;
}
}
}
}
} else {
if (f2 < 0.0) {
if (xNegF < x2) {
foundBetterNeg = false;
x2 = xNegF;
f2 = fNegF;
}
if (f1 < 0.0) {
if (foundBetterNeg) {
x1 = xPosF;
f1 = fPosF;
} else {
if (x1 >= x2) {
x1 = xPosF;
f1 = fPosF;
}
}
}
} else {
if (xPosF > x2) {
foundBetterPos = true;
x2 = xPosF;
f2 = fPosF;
}
if (f1 > 0.0) {
if (foundBetterNeg) {
x1 = xNegF;
f1 = fNegF;
} else {
if (x1 <= x2) {
x1 = xNegF;
f1 = fNegF;
}
}
}
}
}
AssertThrow((f1* f2 <= 0.0), "F1 and F2 aren't bounding");
}
deltaX2 = deltaXnew;
deltaXnew = x2 - x1;
deltaXConverged_ = 0.5 * deltaXConverged_ + 0.5 * (m_rtolx * 0.5 * (fabs(x2) + fabs(x1)) + m_atolx);
rfT.deltaXConverged = deltaXConverged_;
rfT.deltaFConverged = fnorm * m_rtolf;
if (foundStraddle) {
rfT.delX = std::max(fabs(deltaX2), fabs(deltaXnew));
} else {
rfT.delX = std::max(fabs(deltaX2), fabs(deltaXnew));
if (x2 < x1) {
rfT.delX = std::max(rfT.delX, x2 - xmin);
} else {
rfT.delX = std::max(rfT.delX, xmax - x2);
}
}
/*
* Section To Determine CONVERGENCE criteria
*/
doFinalFuncCall = 0;
if ((fabs(fnew / fnorm) < m_rtolf) && foundStraddle) {
if (fabs(deltaX2) < deltaXConverged_ && fabs(deltaXnew) < deltaXConverged_) {
converged = 1;
rfT.reasoning += "NormalConvergence";
retn = ROOTFIND_SUCCESS;
}
else if (fabs(slope) > 1.0E-100) {
double xdels = fabs(fnew / slope);
if (xdels < deltaXConverged_ * 0.3) {
converged = 1;
rfT.reasoning += "NormalConvergence-SlopelimitsDelX";
doFinalFuncCall = 1;
retn = ROOTFIND_SUCCESS;
}
}
/*
* Check for excess convergence in the x coordinate
*/
if (!converged) {
if (foundStraddle) {
doublereal denom = fabs(x1 - x2);
if (denom < 1.0E-200) {
retn = ROOTFIND_FAILEDCONVERGENCE;
converged = true;
rfT.reasoning += "ConvergenceFZero but X1X2Identical";
}
if (theSame(x2, x1, 1.0E-2)) {
converged = true;
rfT.reasoning += " ConvergenceF and XSame";
retn = ROOTFIND_SUCCESS;
}
}
}
} else {
/*
* We are here when F is not converged, but we may want to end anyway
*/
if (!converged) {
if (foundStraddle) {
doublereal denom = fabs(x1 - x2);
if (denom < 1.0E-200) {
retn = ROOTFIND_FAILEDCONVERGENCE;
converged = true;
rfT.reasoning += "FNotConverged but X1X2Identical";
}
/*
* The premise here is that if x1 and x2 get close to one another,
* then the accuracy of the calculation gets destroyed.
*/
if (theSame(x2, x1, 1.0E-5)) {
converged = true;
retn = ROOTFIND_SUCCESS_XCONVERGENCEONLY;
rfT.reasoning += "FNotConverged but XSame";
}
}
}
}
} while (! converged && its < itmax);
done:
if (converged) {
rfT.slope = slope;
rfHistory_.push_back(rfT);
rfT.clear();
rfT.its = its;
AssertThrow((f1* f2 <= 0.0), "F1 and F2 aren't bounding");
double x_fpos = x2;
double x_fneg = x1;
if (f2 < 0.0) {
x_fpos = x1;
x_fneg = x2;
}
rfT.delX = fabs(x_fpos - x_fneg);
if (doFinalFuncCall || (fabs(f1) < 2.0 * fabs(f2))) {
double delXtmp = deltaXControlled(x2, x1);
slope = (f2 - f1) / delXtmp;
xnew = x2 - f2 / slope;
its++;
fnew = func(xnew);
if (fnew > 0.0) {
if (fabs(xnew - x_fneg) < fabs(x_fpos - x_fneg)) {
x_fpos = xnew;
rfT.delX = fabs(xnew - x_fneg);
}
} else {
if (fabs(xnew - x_fpos) < fabs(x_fpos - x_fneg)) {
x_fneg = xnew;
rfT.delX = fabs(xnew - x_fpos);
}
}
rfT.its = its;
if (fabs(fnew) < fabs(f2) && (fabs(fnew) < fabs(f1))) {
*xbest = xnew;
if (doFinalFuncCall) {
rfT.reasoning += "CONVERGENCE: Another Evaluation Requested";
rfT.delX = fabs(xnew - x2);
} else {
rfT.reasoning += "CONVERGENCE: Another Evaluation done because f1 < f2";
rfT.delX = fabs(xnew - x1);
}
rfT.fval = fnew;
rfT.xval = xnew;
x2 = xnew;
f2 = fnew;
} else if (fabs(f1) < fabs(f2)) {
rfT.its = its;
rfT.xval = xnew;
rfT.fval = fnew;
rfT.slope = slope;
rfT.reasoning += "CONVERGENCE: Another Evaluation not as good as Second Point ";
rfHistory_.push_back(rfT);
rfT.clear();
rfT.its = its;
std::swap(f1, f2);
std::swap(x1, x2);
*xbest = x2;
if (fabs(fnew) < fabs(f1)) {
if (f1 * fnew > 0.0) {
std::swap(f1, fnew);
std::swap(x1, xnew);
}
}
rfT.its = its;
rfT.xval = *xbest;
rfT.fval = f2;
rfT.delX = fabs(x_fpos - x_fneg);
rfT.reasoning += "CONVERGENCE: NormalEnding -> Second point used";
} else {
rfT.its = its;
rfT.xval = xnew;
rfT.fval = fnew;
rfT.slope = slope;
rfT.reasoning += "CONVERGENCE: Another Evaluation not as good as First Point ";
rfHistory_.push_back(rfT);
rfT.clear();
rfT.its = its;
*xbest = x2;
rfT.xval = *xbest;
rfT.fval = f2;
rfT.delX = fabs(x_fpos - x_fneg);
rfT.reasoning += "CONVERGENCE: NormalEnding -> Last point used";
}
} else {
*xbest = x2;
rfT.xval = *xbest;
rfT.fval = f2;
rfT.delX = fabs(x2 - x1);
rfT.reasoning += "CONVERGENCE: NormalEnding -> Last point used";
}
funcTargetValue = f2 + m_funcTargetValue;
rfT.slope = slope;
if (printLvl >= 1) {
writelogf("RootFind success: convergence achieved\n");
}
#ifdef DEBUG_MODE
if (printLvl >= 3 && writeLogAllowed_) {
fprintf(fp, " | RootFind success in %d its, fnorm = %g\n", its, fnorm);
}
#endif
rfHistory_.push_back(rfT);
} else {
rfT.reasoning = "FAILED CONVERGENCE ";
rfT.slope = slope;
rfT.its = its;
if (retn == ROOTFIND_SOLNHIGHERTHANXMAX) {
if (printLvl >= 1) {
writelogf("RootFind ERROR: Soln probably lies higher than xmax, %g: best guess = %g\n", xmax, *xbest);
}
rfT.reasoning += "Soln probably lies higher than xmax, " + fp2str(xmax) + ": best guess = " + fp2str(*xbest);
} else if (retn == ROOTFIND_SOLNLOWERTHANXMIN) {
if (printLvl >= 1) {
writelogf("RootFind ERROR: Soln probably lies lower than xmin, %g: best guess = %g\n", xmin, *xbest);
}
rfT.reasoning += "Soln probably lies lower than xmin, " + fp2str(xmin) + ": best guess = " + fp2str(*xbest);
} else {
retn = ROOTFIND_FAILEDCONVERGENCE;
if (printLvl >= 1) {
writelogf("RootFind ERROR: maximum iterations exceeded without convergence, cause unknown\n");
}
rfT.reasoning += "Maximum iterations exceeded without convergence, cause unknown";
}
#ifdef DEBUG_MODE
if (printLvl >= 3 && writeLogAllowed_) {
fprintf(fp, "\nRootFind failure in %d its\n", its);
}
#endif
*xbest = x2;
funcTargetValue = f2 + m_funcTargetValue;
rfT.xval = *xbest;
rfT.fval = f2;
rfHistory_.push_back(rfT);
}
#ifdef DEBUG_MODE
if (printLvl >= 3 && writeLogAllowed_) {
fclose(fp);
}
#endif
if (printLvl >= 2) {
printTable();
}
return retn;
}
//====================================================================================================================
doublereal RootFind::func(doublereal x)
{
doublereal r;
#ifdef DEBUG_MODE
mdp::checkFinite(x);
#endif
m_residFunc->evalSS(0.0, &x, &r);
#ifdef DEBUG_MODE
mdp::checkFinite(r);
#endif
doublereal ff = r - m_funcTargetValue;
if (x >= x_maxTried_) {
x_maxTried_ = x;
fx_maxTried_ = ff;
}
if (x <= x_minTried_) {
x_minTried_ = x;
fx_minTried_ = ff;
}
return ff;
}
//====================================================================================================================
// Set the tolerance parameters for the rootfinder
/*
* These tolerance parameters are used on the function value to determine convergence
*
*
* @param rtol Relative tolerance. The default is 10^-5
* @param atol absolute tolerance. The default is 10^-11
*/
void RootFind::setTol(doublereal rtolf, doublereal atolf, doublereal rtolx, doublereal atolx)
{
m_atolf = atolf;
m_rtolf = rtolf;
if (rtolx <= 0.0) {
m_rtolx = atolf;
} else {
m_rtolx = rtolx;
}
if (atolx <= 0.0) {
m_atolx = atolf;
} else {
m_atolx = atolx;
}
}
//====================================================================================================================
// Set the print level from the rootfinder
/*
*
* 0 -> absolutely nothing is printed for a single time step.
* 1 -> One line summary per solve_nonlinear call
* 2 -> short description, points of interest: Table of nonlinear solve - one line per iteration
* 3 -> Table is included -> More printing per nonlinear iteration (default) that occurs during the table
* 4 -> Summaries of the nonlinear solve iteration as they are occurring -> table no longer printed
* 5 -> Algorithm information on the nonlinear iterates are printed out
* 6 -> Additional info on the nonlinear iterates are printed out
* 7 -> Additional info on the linear solve is printed out.
* 8 -> Info on a per iterate of the linear solve is printed out.
*
* @param printLvl integer value
*/
void RootFind::setPrintLvl(int printlvl)
{
printLvl = printlvl;
}
//====================================================================================================================
// Set the function behavior flag
/*
* If this is true, the function is generally an increasing function of x.
* In particular, if the algorithm is seeking a higher value of f, it will look
* in the positive x direction.
*
* This type of function is needed because this algorithm must deal with regions of f(x) where
* f is not changing with x.
*
* @param value boolean value
*/
void RootFind::setFuncIsGenerallyIncreasing(bool value)
{
if (value) {
FuncIsGenerallyDecreasing_ = false;
}
FuncIsGenerallyIncreasing_ = value;
}
//====================================================================================================================
// Set the function behavior flag
/*
* If this is true, the function is generally a decreasing function of x.
* In particular, if the algorithm is seeking a higher value of f, it will look
* in the negative x direction.
*
* This type of function is needed because this algorithm must deal with regions of f(x) where
* f is not changing with x.
*
* @param value boolean value
*/
void RootFind::setFuncIsGenerallyDecreasing(bool value)
{
if (value) {
FuncIsGenerallyIncreasing_ = false;
}
FuncIsGenerallyDecreasing_ = value;
}
//====================================================================================================================
// Set the nominal value of deltaX
/*
* This sets the value of deltaXNorm_
*
* @param deltaXNorm
*/
void RootFind::setDeltaX(doublereal deltaXNorm)
{
DeltaXnorm_ = deltaXNorm;
specifiedDeltaXnorm_ = 1;
}
//====================================================================================================================
// Set the maximum value of deltaX
/*
* This sets the value of deltaXMax_
*
* @param deltaX
*/
void RootFind::setDeltaXMax(doublereal deltaX)
{
DeltaXMax_ = deltaX;
specifiedDeltaXMax_ = 1;
}
//====================================================================================================================
//====================================================================================================================
void RootFind::printTable()
{
printf("\t----------------------------------------------------------------------------------------------------------------------------------------\n");
printf("\t RootFinder Summary table: \n");
printf("\t FTarget = %g\n", m_funcTargetValue);
printf("\t Iter | xval delX deltaXConv | slope | foundP foundN| F - F_targ deltaFConv | Reasoning\n");
printf("\t----------------------------------------------------------------------------------------------------------------------------------------\n");
for (int i = 0; i < (int) rfHistory_.size(); i++) {
struct rfTable rfT = rfHistory_[i];
printf("\t %3d |%- 17.11E %- 13.7E %- 13.7E |%- 13.5E| %3d %3d | %- 12.5E %- 12.5E | %s \n",
rfT.its, rfT.xval, rfT.delX, rfT.deltaXConverged, rfT.slope, rfT.foundPos, rfT.foundNeg, rfT.fval,
rfT.deltaFConverged, (rfT.reasoning).c_str());
}
printf("\t----------------------------------------------------------------------------------------------------------------------------------------\n");
}
//====================================================================================================================
}