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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511
|
////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1993-2025 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// This file is part of Octave.
//
// Octave is free software: you can redistribute it and/or modify it
// under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// Octave is distributed in the hope that it will be useful, but
// WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with Octave; see the file COPYING. If not, see
// <https://www.gnu.org/licenses/>.
//
////////////////////////////////////////////////////////////////////////
#if defined (HAVE_CONFIG_H)
# include "config.h"
#endif
#include <cmath>
#include <limits>
#include <ostream>
#include "Array.h"
#include "CollocWt.h"
#include "lo-error.h"
#include "lo-mappers.h"
// The following routines jcobi, dif, and dfopr are based on the code
// found in Villadsen, J. and M. L. Michelsen, Solution of Differential
// Equation Models by Polynomial Approximation, Prentice-Hall (1978)
// pages 418-420.
//
// Translated to C++ by jwe.
OCTAVE_BEGIN_NAMESPACE(octave)
// Compute the first three derivatives of the node polynomial.
//
// n0 (alpha,beta) n1
// p (x) = (x) * p (x) * (1 - x)
// nt n
//
// at the interpolation points. Each of the parameters n0 and n1
// may be given the value 0 or 1. The total number of points
// nt = n + n0 + n1
//
// The values of root must be known before a call to dif is possible.
// They may be computed using jcobi.
static void dif (octave_idx_type nt, double *root, double *dif1,
double *dif2, double *dif3)
{
// Evaluate derivatives of node polynomial using recursion formulas.
for (octave_idx_type i = 0; i < nt; i++)
{
double x = root[i];
dif1[i] = 1.0;
dif2[i] = 0.0;
dif3[i] = 0.0;
for (octave_idx_type j = 0; j < nt; j++)
{
if (j != i)
{
double y = x - root[j];
dif3[i] = y * dif3[i] + 3.0 * dif2[i];
dif2[i] = y * dif2[i] + 2.0 * dif1[i];
dif1[i] = y * dif1[i];
}
}
}
}
// Compute the zeros of the Jacobi polynomial.
//
// (alpha,beta)
// p (x)
// n
//
// Use dif to compute the derivatives of the node
// polynomial
//
// n0 (alpha,beta) n1
// p (x) = (x) * p (x) * (1 - x)
// nt n
//
// at the interpolation points.
//
// See Villadsen and Michelsen, pages 131-132 and 418.
//
// Input parameters:
//
// nd : the dimension of the vectors dif1, dif2, dif3, and root
//
// n : the degree of the jacobi polynomial, (i.e., the number
// of interior interpolation points)
//
// n0 : determines whether x = 0 is included as an
// interpolation point
//
// n0 = 0 ==> x = 0 is not included
// n0 = 1 ==> x = 0 is included
//
// n1 : determines whether x = 1 is included as an
// interpolation point
//
// n1 = 0 ==> x = 1 is not included
// n1 = 1 ==> x = 1 is included
//
// alpha : the value of alpha in the description of the jacobi
// polynomial
//
// beta : the value of beta in the description of the jacobi
// polynomial
//
// For a more complete explanation of alpha an beta, see Villadsen
// and Michelsen, pages 57 to 59.
//
// Output parameters:
//
// root : one dimensional vector containing on exit the
// n + n0 + n1 zeros of the node polynomial used in the
// interpolation routine
//
// dif1 : one dimensional vector containing the first derivative
// of the node polynomial at the zeros
//
// dif2 : one dimensional vector containing the second derivative
// of the node polynomial at the zeros
//
// dif3 : one dimensional vector containing the third derivative
// of the node polynomial at the zeros
static bool
jcobi (octave_idx_type n, octave_idx_type n0, octave_idx_type n1,
double alpha, double beta, double *dif1, double *dif2,
double *dif3, double *root)
{
liboctave_panic_unless (n0 == 0 || n0 == 1);
liboctave_panic_unless (n1 == 0 || n1 == 1);
octave_idx_type nt = n + n0 + n1;
liboctave_panic_unless (nt >= 1);
// -- first evaluation of coefficients in recursion formulas.
// -- recursion coefficients are stored in dif1 and dif2.
double ab = alpha + beta;
double ad = beta - alpha;
double ap = beta * alpha;
dif1[0] = (ad / (ab + 2.0) + 1.0) / 2.0;
dif2[0] = 0.0;
if (n >= 2)
{
for (octave_idx_type i = 1; i < n; i++)
{
double z1 = i;
double z = ab + 2 * z1;
dif1[i] = (ab * ad / z / (z + 2.0) + 1.0) / 2.0;
if (i == 1)
dif2[i] = (ab + ap + z1) / z / z / (z + 1.0);
else
{
z *= z;
double y = z1 * (ab + z1);
y *= (ap + y);
dif2[i] = y / z / (z - 1.0);
}
}
}
// Root determination by Newton method with suppression of previously
// determined roots.
double x = 0.0;
for (octave_idx_type i = 0; i < n; i++)
{
bool done = false;
int k = 0;
while (! done)
{
double xd = 0.0;
double xn = 1.0;
double xd1 = 0.0;
double xn1 = 0.0;
for (octave_idx_type j = 0; j < n; j++)
{
double xp = (dif1[j] - x) * xn - dif2[j] * xd;
double xp1 = (dif1[j] - x) * xn1 - dif2[j] * xd1 - xn;
xd = xn;
xd1 = xn1;
xn = xp;
xn1 = xp1;
}
double zc = 1.0;
double z = xn / xn1;
if (i != 0)
{
for (octave_idx_type j = 1; j <= i; j++)
zc -= z / (x - root[j-1]);
}
z /= zc;
x -= z;
// Famous last words: 100 iterations should be more than
// enough in all cases.
if (++k > 100 || math::isnan (z))
return false;
if (std::abs (z) <= 100 * std::numeric_limits<double>::epsilon ())
done = true;
}
root[i] = x;
x += std::sqrt (std::numeric_limits<double>::epsilon ());
}
// Add interpolation points at x = 0 and/or x = 1.
if (n0 != 0)
{
for (octave_idx_type i = n; i > 0; i--)
root[i] = root[i-1];
root[0] = 0.0;
}
if (n1 != 0)
root[nt-1] = 1.0;
dif (nt, root, dif1, dif2, dif3);
return true;
}
// Compute derivative weights for orthogonal collocation.
//
// See Villadsen and Michelsen, pages 133-134, 419.
//
// Input parameters:
//
// nd : the dimension of the vectors dif1, dif2, dif3, and root
//
// n : the degree of the jacobi polynomial, (i.e., the number
// of interior interpolation points)
//
// n0 : determines whether x = 0 is included as an
// interpolation point
//
// n0 = 0 ==> x = 0 is not included
// n0 = 1 ==> x = 0 is included
//
// n1 : determines whether x = 1 is included as an
// interpolation point
//
// n1 = 0 ==> x = 1 is not included
// n1 = 1 ==> x = 1 is included
//
// i : the index of the node for which the weights are to be
// calculated
//
// id : indicator
//
// id = 1 ==> first derivative weights are computed
// id = 2 ==> second derivative weights are computed
// id = 3 ==> gaussian weights are computed (in this
// case, the value of i is irrelevant)
//
// Output parameters:
//
// dif1 : one dimensional vector containing the first derivative
// of the node polynomial at the zeros
//
// dif2 : one dimensional vector containing the second derivative
// of the node polynomial at the zeros
//
// dif3 : one dimensional vector containing the third derivative
// of the node polynomial at the zeros
//
// vect : one dimensional vector of computed weights
static void
dfopr (octave_idx_type n, octave_idx_type n0, octave_idx_type n1,
octave_idx_type i, octave_idx_type id, double *dif1,
double *dif2, double *dif3, double *root, double *vect)
{
liboctave_panic_unless (n0 == 0 || n0 == 1);
liboctave_panic_unless (n1 == 0 || n1 == 1);
octave_idx_type nt = n + n0 + n1;
liboctave_panic_unless (nt >= 1);
liboctave_panic_unless (id == 1 || id == 2 || id == 3);
if (id != 3)
liboctave_panic_unless (i >= 0 && i < nt);
// Evaluate discretization matrices and Gaussian quadrature weights.
// Quadrature weights are normalized to sum to one.
if (id != 3)
{
for (octave_idx_type j = 0; j < nt; j++)
{
if (j == i)
{
if (id == 1)
vect[i] = dif2[i] / dif1[i] / 2.0;
else
vect[i] = dif3[i] / dif1[i] / 3.0;
}
else
{
double y = root[i] - root[j];
vect[j] = dif1[i] / dif1[j] / y;
if (id == 2)
vect[j] = vect[j] * (dif2[i] / dif1[i] - 2.0 / y);
}
}
}
else
{
double y = 0.0;
for (octave_idx_type j = 0; j < nt; j++)
{
double x = root[j];
double ax = x * (1.0 - x);
if (n0 == 0)
ax = ax / x / x;
if (n1 == 0)
ax = ax / (1.0 - x) / (1.0 - x);
vect[j] = ax / (dif1[j] * dif1[j]);
y += vect[j];
}
for (octave_idx_type j = 0; j < nt; j++)
vect[j] = vect[j] / y;
}
}
// Error handling.
void
CollocWt::error (const char *msg)
{
(*current_liboctave_error_handler) ("CollocWt: fatal error '%s'", msg);
}
CollocWt&
CollocWt::set_left (double val)
{
if (val >= m_rb)
error ("CollocWt: left bound greater than right bound");
m_lb = val;
m_initialized = 0;
return *this;
}
CollocWt&
CollocWt::set_right (double val)
{
if (val <= m_lb)
error ("CollocWt: right bound less than left bound");
m_rb = val;
m_initialized = 0;
return *this;
}
void
CollocWt::init ()
{
// Check for possible errors.
double wid = m_rb - m_lb;
if (wid <= 0.0)
{
error ("CollocWt: width less than or equal to zero");
}
octave_idx_type nt = m_n + m_inc_left + m_inc_right;
if (nt < 0)
error ("CollocWt: total number of collocation points less than zero");
else if (nt == 0)
return;
Array<double> dif1 (dim_vector (nt, 1));
double *pdif1 = dif1.rwdata ();
Array<double> dif2 (dim_vector (nt, 1));
double *pdif2 = dif2.rwdata ();
Array<double> dif3 (dim_vector (nt, 1));
double *pdif3 = dif3.rwdata ();
Array<double> vect (dim_vector (nt, 1));
double *pvect = vect.rwdata ();
m_r.resize (nt, 1);
m_q.resize (nt, 1);
m_A.resize (nt, nt);
m_B.resize (nt, nt);
double *pr = m_r.rwdata ();
// Compute roots.
if (! jcobi (m_n, m_inc_left, m_inc_right, m_alpha, m_beta, pdif1,
pdif2, pdif3, pr))
error ("jcobi: newton iteration failed");
octave_idx_type id;
// First derivative weights.
id = 1;
for (octave_idx_type i = 0; i < nt; i++)
{
dfopr (m_n, m_inc_left, m_inc_right, i, id, pdif1, pdif2, pdif3,
pr, pvect);
for (octave_idx_type j = 0; j < nt; j++)
m_A(i, j) = vect(j);
}
// Second derivative weights.
id = 2;
for (octave_idx_type i = 0; i < nt; i++)
{
dfopr (m_n, m_inc_left, m_inc_right, i, id, pdif1, pdif2, pdif3,
pr, pvect);
for (octave_idx_type j = 0; j < nt; j++)
m_B(i, j) = vect(j);
}
// Gaussian quadrature weights.
id = 3;
double *pq = m_q.rwdata ();
dfopr (m_n, m_inc_left, m_inc_right, id, id, pdif1, pdif2, pdif3, pr, pq);
m_initialized = 1;
}
std::ostream&
operator << (std::ostream& os, const CollocWt& a)
{
if (a.left_included ())
os << "left boundary is included\n";
else
os << "left boundary is not included\n";
if (a.right_included ())
os << "right boundary is included\n";
else
os << "right boundary is not included\n";
os << "\n";
os << a.m_alpha << ' ' << a.m_beta << "\n\n"
<< a.m_r << "\n\n"
<< a.m_q << "\n\n"
<< a.m_A << "\n"
<< a.m_B << "\n";
return os;
}
OCTAVE_END_NAMESPACE(octave)
|