OCCT/src/FoundationClasses/TKMath/math/math_NewtonFunctionSetRoot.cxx

// Copyright (c) 1997-1999 Matra Datavision
// Copyright (c) 1999-2014 OPEN CASCADE SAS
//
// This file is part of Open CASCADE Technology software library.
//
// This library is free software; you can redistribute it and/or modify it under
// the terms of the GNU Lesser General Public License version 2.1 as published
// by the Free Software Foundation, with special exception defined in the file
// OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT
// distribution for complete text of the license and disclaimer of any warranty.
//
// Alternatively, this file may be used under the terms of Open CASCADE
// commercial license or contractual agreement.

// #ifndef OCCT_DEBUG
#define No_Standard_RangeError
#define No_Standard_OutOfRange
#define No_Standard_DimensionError

// #endif

#include <math_FunctionSetWithDerivatives.hxx>
#include <math_NewtonFunctionSetRoot.hxx>
#include <math_Recipes.hxx>
#include <StdFail_NotDone.hxx>

//=================================================================================================

math_NewtonFunctionSetRoot::math_NewtonFunctionSetRoot(math_FunctionSetWithDerivatives& theFunction,
                                                       const math_Vector&     theXTolerance,
                                                       const Standard_Real    theFTolerance,
                                                       const Standard_Integer theNbIterations)

    : TolX(1, theFunction.NbVariables()),
      TolF(theFTolerance),
      Indx(1, theFunction.NbVariables()),
      Scratch(1, theFunction.NbVariables()),
      Sol(1, theFunction.NbVariables()),
      DeltaX(1, theFunction.NbVariables()),
      FValues(1, theFunction.NbVariables()),
      Jacobian(1, theFunction.NbVariables(), 1, theFunction.NbVariables()),
      Done(Standard_False),
      State(0),
      Iter(0),
      Itermax(theNbIterations)
{
  SetTolerance(theXTolerance);
}

//=================================================================================================

math_NewtonFunctionSetRoot::math_NewtonFunctionSetRoot(math_FunctionSetWithDerivatives& theFunction,
                                                       const Standard_Real    theFTolerance,
                                                       const Standard_Integer theNbIterations)

    : TolX(1, theFunction.NbVariables()),
      TolF(theFTolerance),
      Indx(1, theFunction.NbVariables()),
      Scratch(1, theFunction.NbVariables()),
      Sol(1, theFunction.NbVariables()),
      DeltaX(1, theFunction.NbVariables()),
      FValues(1, theFunction.NbVariables()),
      Jacobian(1, theFunction.NbVariables(), 1, theFunction.NbVariables()),
      Done(Standard_False),
      State(0),
      Iter(0),
      Itermax(theNbIterations)
{
}

//=================================================================================================

math_NewtonFunctionSetRoot::~math_NewtonFunctionSetRoot() {}

//=================================================================================================

void math_NewtonFunctionSetRoot::SetTolerance(const math_Vector& theXTolerance)
{
  for (Standard_Integer i = 1; i <= TolX.Length(); ++i)
    TolX(i) = theXTolerance(i);
}

//=================================================================================================

void math_NewtonFunctionSetRoot::Perform(math_FunctionSetWithDerivatives& theFunction,
                                         const math_Vector&               theStartingPoint)
{
  const math_Vector anInf(1, theFunction.NbVariables(), RealFirst());
  const math_Vector aSup(1, theFunction.NbVariables(), RealLast());

  Perform(theFunction, theStartingPoint, anInf, aSup);
}

//=================================================================================================

void math_NewtonFunctionSetRoot::Perform(math_FunctionSetWithDerivatives& F,
                                         const math_Vector&               StartingPoint,
                                         const math_Vector&               InfBound,
                                         const math_Vector&               SupBound)
{

  Standard_Real    d;
  Standard_Boolean OK;
  Standard_Integer Error;

  Done = Standard_False;
  Sol  = StartingPoint;
  OK   = F.Values(Sol, FValues, Jacobian);
  if (!OK)
    return;
  for (Iter = 1; Iter <= Itermax; Iter++)
  {
    for (Standard_Integer k = 1; k <= DeltaX.Length(); k++)
    {
      DeltaX(k) = -FValues(k);
    }
    Error = LU_Decompose(Jacobian, Indx, d, Scratch, 1.0e-30);
    if (Error)
      return;
    LU_Solve(Jacobian, Indx, DeltaX);
    for (Standard_Integer i = 1; i <= Sol.Length(); i++)
    {
      Sol(i) += DeltaX(i);

      // Limitation de Sol dans les bornes [InfBound, SupBound] :
      if (Sol(i) <= InfBound(i))
        Sol(i) = InfBound(i);
      if (Sol(i) >= SupBound(i))
        Sol(i) = SupBound(i);
    }
    OK = F.Values(Sol, FValues, Jacobian);
    if (!OK)
      return;
    if (IsSolutionReached(F))
    {
      State = F.GetStateNumber();
      Done  = Standard_True;
      return;
    }
  }
}

//=================================================================================================

void math_NewtonFunctionSetRoot::Dump(Standard_OStream& o) const
{
  o << "math_NewtonFunctionSetRoot ";
  if (Done)
  {
    o << " Status = Done \n";
    o << " Vector solution = " << Sol << "\n";
    o << " Value of the function at this solution = \n";
    o << FValues << "\n";
    o << " Number of iterations = " << Iter << "\n";
  }
  else
  {
    o << "Status = not Done \n";
  }
}