File: korder.h

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#define _Ttensor TYPENAME ctraits<t> ::Ttensor
#define _Ttensym TYPENAME ctraits<t> ::Ttensym
#define _Tg TYPENAME ctraits<t> ::Tg
#define _Tgs TYPENAME ctraits<t> ::Tgs
#define _Tgss TYPENAME ctraits<t> ::Tgss
#define _TG TYPENAME ctraits<t> ::TG
#define _TZstack TYPENAME ctraits<t> ::TZstack
#define _TGstack TYPENAME ctraits<t> ::TGstack
#define _TZXstack TYPENAME ctraits<t> ::TZXstack
#define _TGXstack TYPENAME ctraits<t> ::TGXstack
#define __Tm TYPENAME ctraits<t> ::Tm
#define _Tpol TYPENAME ctraits<t> ::Tpol \
 \

/*1:*/
#line 62 "./korder.hweb"

#ifndef KORDER_H
#define KORDER_H

#include "int_sequence.h"
#include "fs_tensor.h"
#include "gs_tensor.h"
#include "t_container.h"
#include "stack_container.h"
#include "normal_moments.h"
#include "t_polynomial.h"
#include "faa_di_bruno.h"
#include "journal.h"

#include "kord_exception.h"
#include "GeneralSylvester.h"

#include <dynlapack.h> 

#include <cmath> 

#define TYPENAME typename

/*2:*/
#line 108 "./korder.hweb"

class FoldedZXContainer;
class UnfoldedZXContainer;
class FoldedGXContainer;
class UnfoldedGXContainer;

template<bool condition,class Then,class Else> 
struct IF{
typedef Then RET;
};

template<class Then,class Else> 
struct IF<false,Then,Else> {
typedef Else RET;
};

template<int type> 
class ctraits{
public:
enum{fold,unfold};
typedef TYPENAME IF<type==fold,FGSTensor,UGSTensor> ::RET Ttensor;
typedef TYPENAME IF<type==fold,FFSTensor,UFSTensor> ::RET Ttensym;
typedef TYPENAME IF<type==fold,FGSContainer,UGSContainer> ::RET Tg;
typedef TYPENAME IF<type==fold,FGSContainer,UGSContainer> ::RET Tgs;
typedef TYPENAME IF<type==fold,FGSContainer,UGSContainer> ::RET Tgss;
typedef TYPENAME IF<type==fold,FGSContainer,UGSContainer> ::RET TG;
typedef TYPENAME IF<type==fold,FoldedZContainer,UnfoldedZContainer> ::RET TZstack;
typedef TYPENAME IF<type==fold,FoldedGContainer,UnfoldedGContainer> ::RET TGstack;
typedef TYPENAME IF<type==fold,FNormalMoments,UNormalMoments> ::RET Tm;
typedef TYPENAME IF<type==fold,FTensorPolynomial,UTensorPolynomial> ::RET Tpol;
typedef TYPENAME IF<type==fold,FoldedZXContainer,UnfoldedZXContainer> ::RET TZXstack;
typedef TYPENAME IF<type==fold,FoldedGXContainer,UnfoldedGXContainer> ::RET TGXstack;
};


/*:2*/
#line 85 "./korder.hweb"
;
/*3:*/
#line 158 "./korder.hweb"

struct PartitionY{
const int nstat;
const int npred;
const int nboth;
const int nforw;
PartitionY(int num_stat,int num_pred,
int num_both,int num_forw)
:nstat(num_stat),npred(num_pred),
nboth(num_both),nforw(num_forw)
{}
int ny()const
{return nstat+npred+nboth+nforw;}
int nys()const
{return npred+nboth;}
int nyss()const
{return nboth+nforw;}
};


/*:3*/
#line 86 "./korder.hweb"
;
/*4:*/
#line 185 "./korder.hweb"

class PLUMatrix:public TwoDMatrix{
public:
PLUMatrix(int n)
:TwoDMatrix(n,n),
inv(nrows()*ncols()),
ipiv(new lapack_int[nrows()]){}
PLUMatrix(const PLUMatrix&plu);
virtual~PLUMatrix()
{delete[]ipiv;}
void multInv(TwoDMatrix&m)const;
private:
Vector inv;
lapack_int*ipiv;
protected:
void calcPLU();
};

/*:4*/
#line 87 "./korder.hweb"
;
/*5:*/
#line 207 "./korder.hweb"

class MatrixA:public PLUMatrix{
public:
MatrixA(const FSSparseTensor&f,const IntSequence&ss,
const TwoDMatrix&gy,const PartitionY&ypart);
};

/*:5*/
#line 88 "./korder.hweb"
;
/*6:*/
#line 220 "./korder.hweb"

class MatrixS:public PLUMatrix{
public:
MatrixS(const FSSparseTensor&f,const IntSequence&ss,
const TwoDMatrix&gy,const PartitionY&ypart);
};


/*:6*/
#line 89 "./korder.hweb"
;
/*7:*/
#line 231 "./korder.hweb"

class MatrixB:public TwoDMatrix{
public:
MatrixB(const FSSparseTensor&f,const IntSequence&ss)
:TwoDMatrix(FGSTensor(f,ss,IntSequence(1,0),
TensorDimens(ss,IntSequence(1,0))))
{}
};

/*:7*/
#line 90 "./korder.hweb"
;
/*8:*/
#line 327 "./korder.hweb"

class KOrder{
protected:
const PartitionY ypart;
const int ny;
const int nu;
const int maxk;
IntSequence nvs;
/*30:*/
#line 921 "./korder.hweb"

UGSContainer _ug;
FGSContainer _fg;
UGSContainer _ugs;
FGSContainer _fgs;
UGSContainer _ugss;
FGSContainer _fgss;
UGSContainer _uG;
FGSContainer _fG;
UnfoldedZContainer _uZstack;
FoldedZContainer _fZstack;
UnfoldedGContainer _uGstack;
FoldedGContainer _fGstack;
UNormalMoments _um;
FNormalMoments _fm;
const TensorContainer<FSSparseTensor> &f;

/*:30*/
#line 335 "./korder.hweb"
;
const MatrixA matA;
const MatrixS matS;
const MatrixB matB;
/*31:*/
#line 941 "./korder.hweb"

template<int t> _Tg&g();
template<int t> const _Tg&g()const;
template<int t> _Tgs&gs();
template<int t> const _Tgs&gs()const;
template<int t> _Tgss&gss();
template<int t> const _Tgss&gss()const;
template<int t> _TG&G();
template<int t> const _TG&G()const;
template<int t> _TZstack&Zstack();
template<int t> const _TZstack&Zstack()const;
template<int t> _TGstack&Gstack();
template<int t> const _TGstack&Gstack()const;
template<int t> __Tm&m();
template<int t> const __Tm&m()const;


/*:31*/
#line 339 "./korder.hweb"
;
Journal&journal;
public:
KOrder(int num_stat,int num_pred,int num_both,int num_forw,
const TensorContainer<FSSparseTensor> &fcont,
const TwoDMatrix&gy,const TwoDMatrix&gu,const TwoDMatrix&v,
Journal&jr);
enum{fold,unfold};
/*24:*/
#line 798 "./korder.hweb"

template<int t> 
void performStep(int order)
{
KORD_RAISE_IF(order-1!=g<t> ().getMaxDim(),
"Wrong order for KOrder::performStep");
JournalRecordPair pa(journal);
pa<<"Performing step for order = "<<order<<endrec;

recover_y<t> (order);

for(int i= 0;i<order;i++){
recover_yu<t> (i,order-i);
}

for(int j= 1;j<order;j++){
for(int i= j-1;i>=1;i--){
recover_yus<t> (order-j,i,j-i);
}
recover_ys<t> (order-j,j);
}

for(int i= order-1;i>=1;i--){
recover_yus<t> (0,i,order-i);
}
recover_s<t> (order);
}

/*:24*/
#line 347 "./korder.hweb"
;
/*25:*/
#line 830 "./korder.hweb"

template<int t> 
double check(int dim)const
{
KORD_RAISE_IF(dim> g<t> ().getMaxDim(),
"Wrong dimension for KOrder::check");
JournalRecordPair pa(journal);
pa<<"Checking residuals for order = "<<dim<<endrec;

double maxerror= 0.0;

/*26:*/
#line 850 "./korder.hweb"

for(int i= 0;i<=dim;i++){
Symmetry sym(dim-i,i,0,0);
_Ttensor*r= faaDiBrunoZ<t> (sym);
double err= r->getData().getMax();
JournalRecord(journal)<<"\terror for symmetry "<<sym<<"\tis "<<err<<endrec;
if(err> maxerror)
maxerror= err;
delete r;
}

/*:26*/
#line 841 "./korder.hweb"
;
/*27:*/
#line 862 "./korder.hweb"

SymmetrySet ss(dim,3);
for(symiterator si(ss);!si.isEnd();++si){
int i= (*si)[0];
int j= (*si)[1];
int k= (*si)[2];
if(i+j> 0&&k> 0){
Symmetry sym(i,j,0,k);
_Ttensor*r= faaDiBrunoZ<t> (sym);
_Ttensor*D_ijk= calcD_ijk<t> (i,j,k);
r->add(1.0,*D_ijk);
delete D_ijk;
_Ttensor*E_ijk= calcE_ijk<t> (i,j,k);
r->add(1.0,*E_ijk);
delete E_ijk;
double err= r->getData().getMax();
JournalRecord(journal)<<"\terror for symmetry "<<sym<<"\tis "<<err<<endrec;
delete r;
}
}


/*:27*/
#line 842 "./korder.hweb"
;
/*28:*/
#line 885 "./korder.hweb"

_Ttensor*r= faaDiBrunoZ<t> (Symmetry(0,0,0,dim));
_Ttensor*D_k= calcD_k<t> (dim);
r->add(1.0,*D_k);
delete D_k;
_Ttensor*E_k= calcE_k<t> (dim);
r->add(1.0,*E_k);
delete E_k;
double err= r->getData().getMax();
Symmetry sym(0,0,0,dim);
JournalRecord(journal)<<"\terror for symmetry "<<sym<<"\tis "<<err<<endrec;
if(err> maxerror)
maxerror= err;
delete r;

/*:28*/
#line 843 "./korder.hweb"
;

return maxerror;
}


/*:25*/
#line 348 "./korder.hweb"
;
/*29:*/
#line 901 "./korder.hweb"

template<int t> 
Vector*calcStochShift(int order,double sigma)const
{
Vector*res= new Vector(ny);
res->zeros();
int jfac= 1;
for(int j= 1;j<=order;j++,jfac*= j)
if(is_even(j)){
_Ttensor*ten= calcD_k<t> (j);
res->add(std::pow(sigma,j)/jfac,ten->getData());
delete ten;
}
return res;
}


/*:29*/
#line 349 "./korder.hweb"
;
void switchToFolded();
const PartitionY&getPartY()const
{return ypart;}
const FGSContainer&getFoldDers()const
{return _fg;}
const UGSContainer&getUnfoldDers()const
{return _ug;}
static bool is_even(int i)
{return(i/2)*2==i;}
protected:
/*9:*/
#line 388 "./korder.hweb"

template<int t> 
void insertDerivative(_Ttensor*der)
{
g<t> ().insert(der);
gs<t> ().insert(new _Ttensor(ypart.nstat,ypart.nys(),*der));
gss<t> ().insert(new _Ttensor(ypart.nstat+ypart.npred,
ypart.nyss(),*der));
}


/*:9*/
#line 360 "./korder.hweb"
;
template<int t> 
void sylvesterSolve(_Ttensor&der)const;

/*10:*/
#line 406 "./korder.hweb"

template<int t> 
_Ttensor*faaDiBrunoZ(const Symmetry&sym)const
{
JournalRecordPair pa(journal);
pa<<"Faa Di Bruno Z container for "<<sym<<endrec;
_Ttensor*res= new _Ttensor(ny,TensorDimens(sym,nvs));
FaaDiBruno bruno(journal);
bruno.calculate(Zstack<t> (),f,*res);
return res;
}

/*:10*/
#line 364 "./korder.hweb"
;
/*11:*/
#line 421 "./korder.hweb"

template<int t> 
_Ttensor*faaDiBrunoG(const Symmetry&sym)const
{
JournalRecordPair pa(journal);
pa<<"Faa Di Bruno G container for "<<sym<<endrec;
TensorDimens tdims(sym,nvs);
_Ttensor*res= new _Ttensor(ypart.nyss(),tdims);
FaaDiBruno bruno(journal);
bruno.calculate(Gstack<t> (),gss<t> (),*res);
return res;
}

/*:11*/
#line 365 "./korder.hweb"
;

/*12:*/
#line 446 "./korder.hweb"

template<int t> 
void recover_y(int i)
{
Symmetry sym(i,0,0,0);
JournalRecordPair pa(journal);
pa<<"Recovering symmetry "<<sym<<endrec;

_Ttensor*G_yi= faaDiBrunoG<t> (sym);
G<t> ().insert(G_yi);

_Ttensor*g_yi= faaDiBrunoZ<t> (sym);
g_yi->mult(-1.0);

sylvesterSolve<t> (*g_yi);

insertDerivative<t> (g_yi);

_Ttensor*gss_y= gss<t> ().get(Symmetry(1,0,0,0));
gs<t> ().multAndAdd(*gss_y,*G_yi);
_Ttensor*gss_yi= gss<t> ().get(sym);
gs<t> ().multAndAdd(*gss_yi,*G_yi);
}


/*:12*/
#line 367 "./korder.hweb"
;
/*13:*/
#line 482 "./korder.hweb"

template<int t> 
void recover_yu(int i,int j)
{
Symmetry sym(i,j,0,0);
JournalRecordPair pa(journal);
pa<<"Recovering symmetry "<<sym<<endrec;

_Ttensor*G_yiuj= faaDiBrunoG<t> (sym);
G<t> ().insert(G_yiuj);

_Ttensor*g_yiuj= faaDiBrunoZ<t> (sym);
g_yiuj->mult(-1.0);
matA.multInv(*g_yiuj);
insertDerivative<t> (g_yiuj);

gs<t> ().multAndAdd(*(gss<t> ().get(Symmetry(1,0,0,0))),*G_yiuj);
}

/*:13*/
#line 368 "./korder.hweb"
;
/*14:*/
#line 521 "./korder.hweb"

template<int t> 
void recover_ys(int i,int j)
{
Symmetry sym(i,0,0,j);
JournalRecordPair pa(journal);
pa<<"Recovering symmetry "<<sym<<endrec;

fillG<t> (i,0,j);

if(is_even(j)){
_Ttensor*G_yisj= faaDiBrunoG<t> (sym);
G<t> ().insert(G_yisj);

_Ttensor*g_yisj= faaDiBrunoZ<t> (sym);

{
_Ttensor*D_ij= calcD_ik<t> (i,j);
g_yisj->add(1.0,*D_ij);
delete D_ij;
}

if(j>=3){
_Ttensor*E_ij= calcE_ik<t> (i,j);
g_yisj->add(1.0,*E_ij);
delete E_ij;
}

g_yisj->mult(-1.0);

sylvesterSolve<t> (*g_yisj);

insertDerivative<t> (g_yisj);

Gstack<t> ().multAndAdd(1,gss<t> (),*G_yisj);
Gstack<t> ().multAndAdd(i+j,gss<t> (),*G_yisj);
}
}

/*:14*/
#line 369 "./korder.hweb"
;
/*15:*/
#line 579 "./korder.hweb"

template<int t> 
void recover_yus(int i,int j,int k)
{
Symmetry sym(i,j,0,k);
JournalRecordPair pa(journal);
pa<<"Recovering symmetry "<<sym<<endrec;

fillG<t> (i,j,k);

if(is_even(k)){
_Ttensor*G_yiujsk= faaDiBrunoG<t> (sym);
G<t> ().insert(G_yiujsk);

_Ttensor*g_yiujsk= faaDiBrunoZ<t> (sym);

{
_Ttensor*D_ijk= calcD_ijk<t> (i,j,k);
g_yiujsk->add(1.0,*D_ijk);
delete D_ijk;
}

if(k>=3){
_Ttensor*E_ijk= calcE_ijk<t> (i,j,k);
g_yiujsk->add(1.0,*E_ijk);
delete E_ijk;
}

g_yiujsk->mult(-1.0);

matA.multInv(*g_yiujsk);
insertDerivative<t> (g_yiujsk);

Gstack<t> ().multAndAdd(1,gss<t> (),*G_yiujsk);
}
}

/*:15*/
#line 370 "./korder.hweb"
;
/*16:*/
#line 644 "./korder.hweb"

template<int t> 
void recover_s(int i)
{
Symmetry sym(0,0,0,i);
JournalRecordPair pa(journal);
pa<<"Recovering symmetry "<<sym<<endrec;

fillG<t> (0,0,i);

if(is_even(i)){
_Ttensor*G_si= faaDiBrunoG<t> (sym);
G<t> ().insert(G_si);

_Ttensor*g_si= faaDiBrunoZ<t> (sym);

{
_Ttensor*D_i= calcD_k<t> (i);
g_si->add(1.0,*D_i);
delete D_i;
}

if(i>=3){
_Ttensor*E_i= calcE_k<t> (i);
g_si->add(1.0,*E_i);
delete E_i;
}

g_si->mult(-1.0);


matS.multInv(*g_si);
insertDerivative<t> (g_si);

Gstack<t> ().multAndAdd(1,gss<t> (),*G_si);
Gstack<t> ().multAndAdd(i,gss<t> (),*G_si);
}
}

/*:16*/
#line 371 "./korder.hweb"
;
/*17:*/
#line 687 "./korder.hweb"

template<int t> 
void fillG(int i,int j,int k)
{
for(int m= 1;m<=k;m++){
if(is_even(k-m)){
_Ttensor*G_yiujupms= faaDiBrunoG<t> (Symmetry(i,j,m,k-m));
G<t> ().insert(G_yiujupms);
}
}
}


/*:17*/
#line 372 "./korder.hweb"
;

/*18:*/
#line 707 "./korder.hweb"

template<int t> 
_Ttensor*calcD_ijk(int i,int j,int k)const
{
_Ttensor*res= new _Ttensor(ny,TensorDimens(Symmetry(i,j,0,0),nvs));
res->zeros();
if(is_even(k)){
_Ttensor*tmp= faaDiBrunoZ<t> (Symmetry(i,j,k,0));
tmp->contractAndAdd(2,*res,*(m<t> ().get(Symmetry(k))));
delete tmp;
}
return res;
}


/*:18*/
#line 374 "./korder.hweb"
;
/*20:*/
#line 745 "./korder.hweb"

template<int t> 
_Ttensor*calcD_ik(int i,int k)const
{
return calcD_ijk<t> (i,0,k);
}

/*:20*/
#line 375 "./korder.hweb"
;
/*21:*/
#line 753 "./korder.hweb"

template<int t> 
_Ttensor*calcD_k(int k)const
{
return calcD_ijk<t> (0,0,k);
}

/*:21*/
#line 376 "./korder.hweb"
;

/*19:*/
#line 729 "./korder.hweb"

template<int t> 
_Ttensor*calcE_ijk(int i,int j,int k)const
{
_Ttensor*res= new _Ttensor(ny,TensorDimens(Symmetry(i,j,0,0),nvs));
res->zeros();
for(int n= 2;n<=k-1;n+= 2){
_Ttensor*tmp= faaDiBrunoZ<t> (Symmetry(i,j,n,k-n));
tmp->mult((double)(Tensor::noverk(k,n)));
tmp->contractAndAdd(2,*res,*(m<t> ().get(Symmetry(n))));
delete tmp;
}
return res;
}

/*:19*/
#line 378 "./korder.hweb"
;
/*22:*/
#line 761 "./korder.hweb"

template<int t> 
_Ttensor*calcE_ik(int i,int k)const
{
return calcE_ijk<t> (i,0,k);
}

/*:22*/
#line 379 "./korder.hweb"
;
/*23:*/
#line 769 "./korder.hweb"

template<int t> 
_Ttensor*calcE_k(int k)const
{
return calcE_ijk<t> (0,0,k);
}

/*:23*/
#line 380 "./korder.hweb"
;
};



/*:8*/
#line 91 "./korder.hweb"
;


#endif

/*:1*/