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------------------------------------------------------
-- refining/sharpening routines, Newton's method
-- (loaded by ../NumericalAlgebraicGeometry.m2)
------------------------------------------------------
export {"refine", "newton", "endGameCauchy"}
newton = method()
-- assumes F has coefficients in field RR_prec or CC_prec
-- P has coordinates in that can be promoted to the above field
newton (System, AbstractPoint) := (F,P) -> (
X := transpose matrix P;
valueJ := evaluateJacobian(F,P);
dX := if isSquare F then solve(valueJ, evaluate(F,P))
else if numVariables F < numFunctions F then solve(valueJ, evaluate(F,X), ClosestFit=>true)
else ( -- underdetermined
M := valueJ;
(S,U,Vt) := SVD M;
invJ := conjugate transpose Vt *
diagonalMatrix(numColumns M, numRows M, apply(S, s->if s==0 then 0 else 1/s)) *
conjugate transpose U; -- pseudo-inverse
invJ*evaluate(F,X)
);
X':=X-dX;
P' := point X';
P'.cache.ErrorBoundEstimate = norm(X'-X);
P'
)
-*
newton (System, Matrix) := (F,X) -> (
J := jacobian F;
dX := if isSquare F then solve(evaluate(J,X), evaluate(F,X))
else if F.NumberOfVariables < F.NumberOfPolys then solve(evaluate(J,X), evaluate(F,X), ClosestFit=>true)
else ( -- underdetermined
M := evaluate(J,X);
(S,U,Vt) := SVD M;
invJ := conjugate transpose Vt *
diagonalMatrix(numColumns M, numRows M, apply(S, s->if s==0 then 0 else 1/s)) *
conjugate transpose U; -- pseudo-inverse
invJ*evaluate(F,X)
);
X-dX
)
*-
TEST ///
-- square
CC[x,y]
F = polySystem {x^2+y^2-2,x+y-2}
P = point {{1.2,1.2+0.2*ii}}
for i from 1 to 10 do (
P = newton(F,P);
print coordinates P;
)
assert( norm evaluate(F,P) < 0.000001 )
-- overdetermined
CC[x,y]
F = polySystem {x^3+y^3-2,x^2+y^2-2,x+y-2}
P = point {{1.2,1.2+0.2*ii}}
for i from 1 to 10 do (
P = newton(F,P);
print coordinates P;
)
assert( norm evaluate(F,P) < 0.000001 )
-- underdetermined
CC[x,y]
F = polySystem {x^2+y^2-2}
P = point {{1.2,1.2+0.2*ii}}
for i from 1 to 10 do (
P = newton(F,P);
print coordinates P;
)
assert( norm evaluate(F,P) < 0.000001 )
CC[x,y,z]
F = polySystem {x^2-y,x^3-z}
P = point {{1.2,1.2+0.2*ii,0.9+ii}}
for i from 1 to 10 do (
P = newton(F,P);
print coordinates P;
)
assert( norm evaluate(F,P) < 0.000001 )
///
refine = method(TypicalValue => List, Options =>{
Software=>null,
ErrorTolerance =>null,
ResidualTolerance =>null,
Iterations => null,
Bits => null,
SingularConditionNumber=>null
})
refine (List,List) := List => o -> (T,solsT) -> refine(polySystem T, solsT, o)
refine AbstractPoint := o -> P -> if P.cache.?SolutionSystem then (
local ret;
if P.cache.?LiftedSystem then (
P' := refine(P.cache.LiftedSystem,P.cache.LiftedPoint,o);
ret = point{take(coordinates P', P.cache.SolutionSystem.NumberOfVariables)};
ret.cache.SolutionStatus = P'.cache.SolutionStatus;
if status ret === Regular then ret.cache.SolutionStatus = Singular
)
else (
P' = refine(P.cache.SolutionSystem,P,o);
ret = point{P'.Coordinates};
ret.cache.SolutionStatus = P'.cache.SolutionStatus;
);
ret.cache.ErrorBoundEstimate = P'.cache.ErrorBoundEstimate;
ret.cache.ConditionNumber = P'.cache.ConditionNumber;
ret
) else error "there is no polynomial system associated with the point"
-- this is the main function for M2
refine (PolySystem,AbstractPoint) := Point => o -> (F',s) ->
if member(o.Software,{PHCPACK}) then first refine(F',{s},o) else
if member(o.Software,{BERTINI}) then refineBertini(F',s,o) else
(
o = fillInDefaultOptions o;
errorTolerance := o.ErrorTolerance;
x := transpose matrix s; -- convert to vector
if o.Bits =!= infinity then errorTolerance = min(errorTolerance,
2.^(-o.Bits)*conditionNumber evaluate(jacobian F', x));
bits := max(53,
( if o.Bits =!= infinity then o.Bits
else -round(log_2 errorTolerance) )
+ 2); -- two safety bits
K := CC_bits; -- new field
R := K(monoid[gens ring F']); -- new ring
F := polySystem (map(R, ring F', gens R)) F'.PolyMap;
n'iterations := o.Iterations;
-- if isProjective then x = normalize x;
x1 := promote(x,K); -- refined x
error'bound := infinity;
norm'dx := infinity;
norm'Fx := infinity;
refinement'success := true;
nCorrSteps := 0;
while (norm'Fx > o.ResidualTolerance
or norm'dx > errorTolerance * norm x1)
and nCorrSteps < n'iterations
and refinement'success
--and cond < o.SingularConditionNumber
do (
Fx := evaluate(F,x1);
norm'Fx = norm Fx;
J := evaluate(jacobian F, x1);
--cond = conditionNumber J;
try (
dx := solve(J, -Fx);
norm'dx = norm dx;
if DBG > 3 then << "x=" << toString x1 << " res=" << Fx << " dx=" << dx << endl;
if norm'dx < error'bound then (
x1 = x1 + dx;
--if isProjective then x1 = normalize x1;
nCorrSteps = nCorrSteps + 1;
)
else (
if DBG>2 then print "warning: Newton's method correction exceeded the error bound obtained in the previous step";
refinement'success = false;
);
error'bound = norm'dx;
) else (
refinement'success = false;
)
);
if refinement'success then (
if norm'Fx > o.ResidualTolerance then (
if DBG>2 then print "warning: Newton's method did not converge within given residual bound in the given number of steps";
refinement'success = false;
);
if norm'dx > errorTolerance * norm x1 then (
if DBG>2 then print "warning: Newton's method did not converge within given error bound in the given number of steps";
refinement'success = false;
);
);
s' := point { flatten entries x1,
SolutionSystem => F,
ConditionNumber => conditionNumber evaluate(jacobian F, x1)
};
s'.cache.ErrorBoundEstimate = error'bound;
s'.cache.SolutionStatus = if refinement'success then (
if s'.cache.ConditionNumber > o.SingularConditionNumber
then Singular
else Regular
)
else (
if DBG>2 then print "warning: refinement failed";
RefinementFailure
);
s'
)
-- this is the main function for Bertini and PHCpack
refine (PolySystem,List) := List => o -> (F,solsT) -> (
-- refines solutions to solsT of the system F
o = fillInDefaultOptions o;
n := F.NumberOfVariables;
if n > 0 then (
R := ring F;
C := coefficientRing R;
)
else error "expected nonempty target system";
isProjective := false;
if n != numgens R then (
if numgens R == n+1 and isHomogeneous F
then (
isProjective = true;
n = n+1;
)
else error "expected a square system";
);
if #solsT == 0 then return solsT;
if isProjective then (
if o.Software === M2engine then (
error "refine is not implemented in the engine yet";
)
else error "refining projective solutions is not implemented yet";
);
if o.Software === PHCPACK then return refinePHCpack(equations F,solsT,o)/point
else apply(solsT, s->refine(F,
if instance(s,AbstractPoint) then s else point {s/toCC},
o
))
)
TEST /// -- refine
sqrt2 = point {{sqrt(2p1000)}}
R = CC[x]
-- sqrt2' = refine(polySystem{x^2-2}, point {{1.5}}, Bits=>500) -- fails with SIGSEGV
sqrt2' = refine(polySystem{x^2-2}, point {{1.5_CC}}, Bits=>500)
areEqual(sqrt2',sqrt2, Tolerance=>2^-498)
R = CC[x,y];
T = {x^2+y^2-1, x*y};
sols = { {1.1_CC,0.1}, { -0.1,1.2} };
rsols = refine(T, sols, Software=>M2, ErrorTolerance=>.001, Iterations=>10)
exactSols = {point{{1,0}},point{{0,1}}}
assert areEqual(rsols, exactSols)
r1000sols = refine(T, rsols, Software=>M2, Bits=>1000)
assert areEqual(r1000sols, exactSols, Tolerance=>2^-997)
T = polySystem {x^2+y^2-1, (x-y)^2};
e = 1e-9;
P = point {{sqrt 2/2 + e*ii,sqrt 2/2 - e*ii}};
P' = refine(T,P)
assert(P'.cache.ErrorBoundEstimate < 1e-6 and P'.cache.ConditionNumber > 1e6 and status P' === Singular)
P = deflateAndStoreDeflationSequence(P,T)
P'' = refine P
assert(P''.cache.ErrorBoundEstimate < 1e-6 and P''.cache.ConditionNumber < 100 and status P'' === Singular)
///
------------------------------- ENGAMES -------------------------------------------------------------------
-- H: a homotopy
-- t'end: the end value of the continuation parameter t
-- p0: an AbstractPoint = a solution to H_t(x)=0, with t0=p0.LastT close to t'end
-- "number of vertices" (optional): ... of the regular polygon approximating the circle |t-t'end|=|t0-t'end|
-- OUTPUT: a Point
endGameCauchy = method(Options=>{"number of vertices"=>16,"backtrack factor"=>1.,
tStep => null, -- initial
tStepMin => null,
stepIncreaseFactor => null,
numberSuccessesBeforeIncrease => null,
maxCorrSteps => null,
CorrectorTolerance => null, -- tracking tolerance
-- end of path
EndZoneFactor => null, --!!! EndZoneCorrectorTolerance = CorrectorTolerance*EndZoneFactor when 1-t<EndZoneFactor
InfinityThreshold => null -- used to tell if the path is diverging
})
endGameCauchy (GateHomotopy, Number, AbstractPoint):= o -> (H, t'end, p0) -> (
x0 := mutableMatrix transpose {coordinates p0 | {p0.cache.LastT}} ;
w := endGameCauchy(H,t'end,x0,o);
-- if w == 0 then error "endGameCauchy: something went wrong";
p := point {drop(first entries transpose x0,-1)};
if w>0 then (
p.cache.Multiplicity = w;
p.cache.SolutionStatus = (if w == 1 then Regular else Singular);
p.cache.LastT = t'end;
)
else (
p.cache.SolutionStatus = RefinementFailure;
);
p
)
-- x0: a column vector with n+1 coordinates, the last one is t0
-- OUTPUT: changes x0 in place, returns the winding number or 0 if failed
endGameCauchy (GateHomotopy, Number, MutableMatrix):= o -> (H, t'end, x0in) -> (
assert(numcols x0in === 1);
checkPrecision := true; -- !!! should be adaptive eventually
if not canHaveRawHomotopy H then error "expected a Homotopy with RawHomotopy";
o = fillInDefaultOptions o;
m := o#"number of vertices";
if DBG>0 then << "(C"<<m<<")";
n := numrows x0in - 1;
statusOut := mutableMatrix(ZZ,2,1); -- 2 rows (status, number of steps), #solutions
nPlus1rows := toList(0..n);
nPlus1by1submatrix := M -> submatrix(M,nPlus1rows,{0});
-- backtrack from x0in to x0
x0out := mutableMatrix(ring x0in,n+2,1);
dt0 := x0in_(n,0)-t'end;
x0out_(n,0) = t'end + o#"backtrack factor"*dt0;
trackHomotopyM2engine(H, x0in,
x0out, statusOut, -- output goes here
o.tStep, o.tStepMin,
o.CorrectorTolerance, o.maxCorrSteps,
toRR o.InfinityThreshold,
checkPrecision
);
s'status := solutionStatusLIST#(statusOut_(0,0));
if s'status =!= Regular then return 0; -- error
x0 := nPlus1by1submatrix(x0out);
inp := mutableMatrix x0;
out := mutableMatrix(ring x0,n+2,1);
x0' := mutableMatrix x0; -- x0' stores the sum approximating the integral
dt0 = x0_(n,0)-t'end;
out_(n,0) = t'end + dt0*exp(2*pi*ii/m);
loop'incomplete := true;
s'status = Regular;
w := 0;
while loop'incomplete and w<=10 --!!!
do (
for i to m-1 do (
ti'out := timing trackHomotopyM2engine(H, inp,
out, statusOut, -- output goes here
o.tStep, o.tStepMin,
o.CorrectorTolerance, o.maxCorrSteps,
toRR o.InfinityThreshold,
checkPrecision);
if DBG>2 then << "-- endGameCauchy: trackHomotopyM2engine time = " << first ti'out << " sec." << endl;
s'status = solutionStatusLIST#(statusOut_(0,0));
if s'status =!= Regular then return 0; -- error
if DBG>2 then << "-- endGameCauchy: number of steps = " << statusOut_(1,0) << endl;
x0'' := nPlus1by1submatrix(out);
x0' = x0'+x0'';
inp = x0''; -- reuse matrix for the next step;
out_(n,0) = t'end + dt0*exp(2*pi*(i+2)*ii/m);
);
w = w + 1;
loop'incomplete = not areEqual(inp,x0);
-- print (inp-x0);
if loop'incomplete
then out_(n,0) = t'end + dt0*exp(2*pi*ii/m) -- reset (roundoff error may accumulate)
else x0' = x0' - inp; -- x0 is "double counted"
);
for i to n do x0in_(i,0) = x0'_(i,0)/(w*m);
x0in_(n,0) = t'end;
w
)
TEST ///
debug needsPackage "NumericalAlgebraicGeometry"
CC[x,y]
d = 4;
-- d = 5; -- fails
T = {(x-2)^d,y-x+x^2-x^3}
sols = solveSystem(T,PostProcess=>false)
p0 = first sols
peek p0
t'end = 1
NAGtrace 1
p = endGameCauchy(p0.cache#"H",t'end,p0)
p = endGameCauchy(p0.cache#"H",t'end,p0,"backtrack factor"=>0.5)
assert (d == p.cache.Multiplicity)
p = endGameCauchy(p0.cache#"H",t'end,p0,"number of vertices"=>20)
assert (d == p.cache.Multiplicity)
///
TEST ///
needsPackage "NumericalAlgebraicGeometry"
n = 3;
R = CC[x_1..x_n]
d = 3;
rMap = map(R,R,apply(n,i->random(1,R)+random(2,R)))
T = polySystem(gens R / (f->rMap (f-1)^d))
sols = solveSystem(T,PostProcess=>false)
p0 = first select(sols, s->status s =!= Regular)
peek p0
t'end = 1
p = endGameCauchy(p0.cache#"H",t'end,p0)
norm evaluate(T,p)
assert (d == p.cache.Multiplicity)
p = endGameCauchy(p0.cache#"H",t'end,p0,"backtrack factor"=>2)
norm evaluate(T,p)
assert (d == p.cache.Multiplicity)
p = endGameCauchy(p0.cache#"H",t'end,p0,"number of vertices"=>16)
norm evaluate(T,p)
assert (d == p.cache.Multiplicity)
p = endGameCauchy(p0.cache#"H",t'end,p0,"backtrack factor"=>100,"number of vertices"=>100)
norm evaluate(T,p)
assert (d == p.cache.Multiplicity)
///
TEST ///
R=QQ[x,y]
f = x^2 + y^2 - 1
g = x^3 + y^3 - 1
needsPackage "NumericalAlgebraicGeometry"
solveSystem ({f,g},PostProcess=>false)
solveSystem {f,g}
///
/// -- OLD CODE
refineViaDeflation = method(Options=>{Order=>1, Tolerance=>0.0001})
refineViaDeflation(List, List) := o->(T,solsT) -> refineViaDeflation(transpose matrix{T},solsT,o)
refineViaDeflation(Matrix, List) := o->(sysT,solsT) -> (
n := numgens ring sysT;
ref'solsT := refine(flatten entries sysT,solsT);
for s in ref'solsT do (
if s.SolutionStatus =!= Regular then (
T := sysT;
s.DeflationRandomMatrix = {};
s.DeflationSequence = {};
local dT;
local SM;
ls := coordinates s; -- current lifted solution
dOrder := o.Order;
minRank := infinity;
done := false;
while not done do (
if DBG > 1 then << "-- performing deflation of order " << dOrder << " at the point " << ls << endl;
M := dMatrix(ideal T, dOrder);
r := numericalRank sub(M, matrix{ls});
attempt := 0;
lucky := false;
local new'ls;
while not lucky and attempt < DEFAULT.Attempts do (
(dT,SM) = deflatedSystem(ideal T,M,r,attempt);
lucky = ((new'ls = liftSolution(ls,dT))=!=null);
attempt = attempt + 1;
);
ls = new'ls;
s.DeflationSequence = s.DeflationSequence|{dOrder};
s.DeflationRandomMatrix = s.DeflationRandomMatrix | {SM};
if not lucky
then (
s.SolutionStatus = NumericalRankFailure;
done = true;
)
else (
rs := first refine(dT,{ls});
--print(rs,coordinates s,s.ErrorBoundEstimate,norm matrix s);
solsAreClose := (
norm matrix{take(coordinates rs, n) - coordinates s}
< o.Tolerance * norm matrix s); -- new approximation is not too far
if solsAreClose then (
s.Coordinates = take(coordinates rs, n); -- refine the approximation
);
if rs.SolutionStatus===Regular
then done = true
else if rs.SolutionStatus===Singular then (
done = numgens ring first dT > DEFAULT.maxNumberOfVariables;
if done then s.DeflationSequence = s.DeflationSequence|{infinity}; -- indicates that deflation failed
T = dT;
)
else (
s.SolutionStatus = NumericalRankFailure;
)
))
)
);
solutionsWithMultiplicity ref'solsT
)
///
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