1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321
|
/**************************************************************************
**
** Copyright (C) 1993 David E. Steward & Zbigniew Leyk, all rights reserved.
**
** Meschach Library
**
** This Meschach Library is provided "as is" without any express
** or implied warranty of any kind with respect to this software.
** In particular the authors shall not be liable for any direct,
** indirect, special, incidental or consequential damages arising
** in any way from use of the software.
**
** Everyone is granted permission to copy, modify and redistribute this
** Meschach Library, provided:
** 1. All copies contain this copyright notice.
** 2. All modified copies shall carry a notice stating who
** made the last modification and the date of such modification.
** 3. No charge is made for this software or works derived from it.
** This clause shall not be construed as constraining other software
** distributed on the same medium as this software, nor is a
** distribution fee considered a charge.
**
***************************************************************************/
/* tutorial.c 10/12/1993 */
/* routines from Chapter 1 of Meschach */
static char rcsid[] = "$Id: tutorial.c,v 1.3 1994/01/16 22:53:09 des Exp $";
#include <math.h>
#include "matrix.h"
/* rk4 -- 4th order Runge--Kutta method */
double rk4(f,t,x,h)
double t, h;
VEC *(*f)(), *x;
{
static VEC *v1=VNULL, *v2=VNULL, *v3=VNULL, *v4=VNULL;
static VEC *temp=VNULL;
/* do not work with NULL initial vector */
if ( x == VNULL )
error(E_NULL,"rk4");
/* ensure that v1, ..., v4, temp are of the correct size */
v1 = v_resize(v1,x->dim);
v2 = v_resize(v2,x->dim);
v3 = v_resize(v3,x->dim);
v4 = v_resize(v4,x->dim);
temp = v_resize(temp,x->dim);
/* register workspace variables */
MEM_STAT_REG(v1,TYPE_VEC);
MEM_STAT_REG(v2,TYPE_VEC);
MEM_STAT_REG(v3,TYPE_VEC);
MEM_STAT_REG(v4,TYPE_VEC);
MEM_STAT_REG(temp,TYPE_VEC);
/* end of memory allocation */
(*f)(t,x,v1); /* most compilers allow: "f(t,x,v1);" */
v_mltadd(x,v1,0.5*h,temp); /* temp = x+.5*h*v1 */
(*f)(t+0.5*h,temp,v2);
v_mltadd(x,v2,0.5*h,temp); /* temp = x+.5*h*v2 */
(*f)(t+0.5*h,temp,v3);
v_mltadd(x,v3,h,temp); /* temp = x+h*v3 */
(*f)(t+h,temp,v4);
/* now add: v1+2*v2+2*v3+v4 */
v_copy(v1,temp); /* temp = v1 */
v_mltadd(temp,v2,2.0,temp); /* temp = v1+2*v2 */
v_mltadd(temp,v3,2.0,temp); /* temp = v1+2*v2+2*v3 */
v_add(temp,v4,temp); /* temp = v1+2*v2+2*v3+v4 */
/* adjust x */
v_mltadd(x,temp,h/6.0,x); /* x = x+(h/6)*temp */
return t+h; /* return the new time */
}
/* rk4 -- 4th order Runge-Kutta method */
/* another variant */
double rk4_var(f,t,x,h)
double t, h;
VEC *(*f)(), *x;
{
static VEC *v1, *v2, *v3, *v4, *temp;
/* do not work with NULL initial vector */
if ( x == VNULL ) error(E_NULL,"rk4");
/* ensure that v1, ..., v4, temp are of the correct size */
v_resize_vars(x->dim, &v1, &v2, &v3, &v4, &temp, NULL);
/* register workspace variables */
mem_stat_reg_vars(0, TYPE_VEC, __FILE__, __LINE__,
&v1, &v2, &v3, &v4, &temp, NULL);
/* end of memory allocation */
(*f)(t,x,v1); v_mltadd(x,v1,0.5*h,temp);
(*f)(t+0.5*h,temp,v2); v_mltadd(x,v2,0.5*h,temp);
(*f)(t+0.5*h,temp,v3); v_mltadd(x,v3,h,temp);
(*f)(t+h,temp,v4);
/* now add: temp = v1+2*v2+2*v3+v4 */
v_linlist(temp, v1, 1.0, v2, 2.0, v3, 2.0, v4, 1.0, VNULL);
/* adjust x */
v_mltadd(x,temp,h/6.0,x); /* x = x+(h/6)*temp */
return t+h; /* return the new time */
}
/* f -- right-hand side of ODE solver */
VEC *f(t,x,out)
VEC *x, *out;
double t;
{
if ( x == VNULL || out == VNULL )
error(E_NULL,"f");
if ( x->dim != 2 || out->dim != 2 )
error(E_SIZES,"f");
out->ve[0] = x->ve[1];
out->ve[1] = - x->ve[0];
return out;
}
void tutor_rk4()
{
VEC *x;
VEC *f();
double h, t, t_fin;
double rk4();
input("Input initial time: ","%lf",&t);
input("Input final time: ", "%lf",&t_fin);
x = v_get(2); /* this is the size needed by f() */
prompter("Input initial state:\n"); x = v_input(VNULL);
input("Input step size: ", "%lf",&h);
printf("# At time %g, the state is\n",t);
v_output(x);
while (t < t_fin)
{
/* you can use t = rk4_var(f,t,x,min(h,t_fin-t)); */
t = rk4(f,t,x,min(h,t_fin-t)); /* new t is returned */
printf("# At time %g, the state is\n",t);
v_output(x);
}
}
#include "matrix2.h"
void tutor_ls()
{
MAT *A, *QR;
VEC *b, *x, *diag;
/* read in A matrix */
printf("Input A matrix:\n");
A = m_input(MNULL); /* A has whatever size is input */
if ( A->m < A->n )
{
printf("Need m >= n to obtain least squares fit\n");
exit(0);
}
printf("# A =\n"); m_output(A);
diag = v_get(A->m);
/* QR is to be the QR factorisation of A */
QR = m_copy(A,MNULL);
QRfactor(QR,diag);
/* read in b vector */
printf("Input b vector:\n");
b = v_get(A->m);
b = v_input(b);
printf("# b =\n"); v_output(b);
/* solve for x */
x = QRsolve(QR,diag,b,VNULL);
printf("Vector of best fit parameters is\n");
v_output(x);
/* ... and work out norm of errors... */
printf("||A*x-b|| = %g\n",
v_norm2(v_sub(mv_mlt(A,x,VNULL),b,VNULL)));
}
#include "iter.h"
#define N 50
#define VEC2MAT(v,m) vm_move((v),0,(m),0,0,N,N);
#define PI 3.141592653589793116
#define index(i,j) (N*((i)-1)+(j)-1)
/* right hand side function (for generating b) */
double f1(x,y)
double x,y;
{
/* return 2.0*PI*PI*sin(PI*x)*sin(PI*y); */
return exp(x*y);
}
/* discrete laplacian */
SPMAT *laplacian(A)
SPMAT *A;
{
Real h;
int i,j;
if (!A)
A = sp_get(N*N,N*N,5);
for ( i = 1; i <= N; i++ )
for ( j = 1; j <= N; j++ )
{
if ( i < N )
sp_set_val(A,index(i,j),index(i+1,j),-1.0);
if ( i > 1 )
sp_set_val(A,index(i,j),index(i-1,j),-1.0);
if ( j < N )
sp_set_val(A,index(i,j),index(i,j+1),-1.0);
if ( j > 1 )
sp_set_val(A,index(i,j),index(i,j-1),-1.0);
sp_set_val(A,index(i,j),index(i,j),4.0);
}
return A;
}
/* generating right hand side */
VEC *rhs_lap(b)
VEC *b;
{
Real h,h2,x,y;
int i,j;
if (!b)
b = v_get(N*N);
h = 1.0/(N+1); /* for a unit square */
h2 = h*h;
x = 0.0;
for ( i = 1; i <= N; i++ ) {
x += h;
y = 0.0;
for ( j = 1; j <= N; j++ ) {
y += h;
b->ve[index(i,j)] = h2*f1(x,y);
}
}
return b;
}
void tut_lap()
{
SPMAT *A, *LLT;
VEC *b, *out, *x;
MAT *B;
int num_steps;
FILE *fp;
A = sp_get(N*N,N*N,5);
b = v_get(N*N);
laplacian(A);
LLT = sp_copy(A);
spICHfactor(LLT);
out = v_get(A->m);
x = v_get(A->m);
rhs_lap(b); /* new rhs */
iter_spcg(A,LLT,b,1e-6,out,1000,&num_steps);
printf("Number of iterations = %d\n",num_steps);
/* save b as a MATLAB matrix */
fp = fopen("laplace.mat","w"); /* b will be saved in laplace.mat */
if (fp == NULL) {
printf("Cannot open %s\n","laplace.mat");
exit(1);
}
/* b must be transformed to a matrix */
B = m_get(N,N);
VEC2MAT(out,B);
m_save(fp,B,"sol"); /* sol is an internal name in MATLAB */
}
void main()
{
int i;
input("Choose the problem (1=Runge-Kutta, 2=least squares,3=laplace): ",
"%d",&i);
switch (i) {
case 1: tutor_rk4(); break;
case 2: tutor_ls(); break;
case 3: tut_lap(); break;
default:
printf(" Wrong value of i (only 1, 2 or 3)\n\n");
break;
}
}
|