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/*
* Dirichlet_basepoint.c
*
* The Dirichlet domain code is divided among several files. The header
* file Dirichlet.h explains the organization of the three files, and
* provides the common definitions and declarations.
*
* This file provides the function
*
* void maximize_the_injectivity_radius(
* MatrixPairList *gen_list,
* Boolean *basepoint_was_moved,
* DirichletInteractivity interactivity;
*
* Throughout this file, let "image height" refer to the height (i.e.
* zeroth coordinate) of the image of the basepoint (1, 0, 0, 0) under
* the action of a given matrix. The image height is the hyperbolic cosine
* of the distance from the origin to its image. Note that the two matrices
* of a MatrixPair have the same image height.
*
* maximize_the_injectivity_radius() assumes the MatrixPairs are given
* in order of increasing image height. It moves the basepoint (i.e. it
* conjugates the matrices) so that the smallest image height (excluding
* the identity) is maximized subject to the constraint that no other image
* height be less than it. This is a nonlinear programming problem. To
* solve it, we replace it with its linear approximation, which is a linear
* programming problem in the tangent space to H^3 at (1, 0, 0, 0), and
* then iterate the linear problem as many times as necessary to converge
* to the true solution.
*
* Comments on saddle points.
*
* In three dimensions a saddle point may have
*
* (A) a 2-dimenionsal set of uphill directions and
* a 1-dimensional set of downhill directions, or
*
* (B) a 1-dimenionsal set of uphill directions and
* a 2-dimensional set of downhill directions.
*
* If the basepoint happens to be at a type (A) saddle point, this
* code will notice and ask the user whether s/he would like to see
* the Dirichlet domain based at that point or move on to a local
* maximum of the injectivity radius.
*
* At present the code does not recognize type (B) saddle points;
* it simply moves on. To write code to recognize type (B) saddle
* points, one would need to check whether the gradients of all
* the "h" functions are coplanar.
*
* Note: The check for a type (A) saddle point -- seeing whether
* a constraint takes the form "objective function == 0" -- sometimes
* flags a local maximum as a saddle. (Because even though the full
* set of constraints define a local maximum, a subset defines a
* saddle.) This is no big deal, just so you're aware it happens.
*
* The injectivity radius isn't differentiable (only piecewise
* differentiable), but it's continuous, which is all that matters.
*
* End of comment on saddle points.
*
* Digression on choice of variables.
*
* One could work in terms of the actual distance from the basepoint
* to its images instead of the image height. The latter is the
* hyperbolic cosine of the former. In an abstract mathematical sense,
* both approaches are of course equivalent. The questions are
*
* (1) which approach yields simpler code, and
*
* (2) which approach gives faster convergence.
*
* The image height approach is slighly simpler algebraically, and
* therefore yields slightly simpler code. But the difference is
* small, so if using the actual distances turned out to be faster,
* that would be the best approach. At the moment, I can't decide
* which is likely to converge faster. So I'll go with the simpler
* image height approach, and perhaps later will do some experimental
* tests to see which converges faster.
*
* End of digression.
*
*
* A translation through a distance dx in the x-direction is given
* exactly by the matrix
*
* cosh dx sinh dx 0 0
* sinh dx cosh dx 0 0
* 0 0 1 0
* 0 0 0 1
*
* For small dx, this matrix may be replaced with its linear approximation
*
* 1 dx 0 0
* dx 1 0 0
* 0 0 1 0
* 0 0 0 1
*
* More generally, a translation (dx, dy, dz) has linear approximation
*
* 1 dx dy dz
* dx 1 0 0
* dy 0 1 0
* dz 0 0 1
*
* Such matrices behave nicely under multiplication: the dx, dy and dz
* terms simply add, as you would hope.
*
* Lemma. If T is a translation matrix such as the one shown immediately
* above, then conjugating all matrices M in a covering transformation
* group G by T (i.e. replacing each M by (T^-1)(M)(T)), has the effect of
* moving the basepoint to (1, dx, dy, dz). (The vector (1, dx, dy, dz) is
* expressed in the old coordinate system. In the new coordinate system
* the basepoint will of course be (1, 0, 0, 0).)
*
* Proof. Hmmm . . . visually this seems plausible, but at the moment
* I'm having trouble making my thoughts more precise.
*
*
* Conjugating an arbitrary group element with matrix M by the above
* linear approximation T to a translation matrix gives a matrix
* (T^-1)(M)(T) =
*
* 1 -dx -dy -dz m00 m01 m02 m03 1 +dx +dy +dz
* -dx 1 0 0 m10 m11 m12 m13 +dx 1 0 0
* -dy 0 1 0 m20 m21 m22 m23 +dy 0 1 0
* -dz 0 0 1 m30 m31 m32 m33 +dz 0 0 1
*
* whose image height, which is just the (0,0)th entry, is
*
* h = m00 + (m01 - m10)dx + (m02 - m20)dy + (m03 - m30)dz.
*
* We don't care about the remaining fifteen entries.
*
* From the above expression for h, it's easy to read off the partial
* derivatives
*
* dh/dx = m01 - m10
* dh/dy = m02 - m20
* dh/dz = m03 - m30
*/
#include "kernel.h"
#include "Dirichlet.h"
#include <stdlib.h> /* needed for qsort() */
/*
* If an iteration of the linear programming algorithm moves the basepoint
* a distance less than BASEPOINT_EPSILON, we assume we've converged to
* a solution.
*/
#define BASEPOINT_EPSILON (1e4 * DBL_EPSILON)
/*
* In low precision, non general position situations we may never
* get a solution accurate to within BASEPOINT_EPSILON. So we make the
* convention that if we move a distance less than BIG_BASEPOINT_EPSILON
* twice in a row, we assume we have converged.
*/
#define BIG_BASEPOINT_EPSILON 1e-5
/*
* MAX_TOTAL_DISTANCE is the greatest cumulative distance we're willing
* to move the basepoint before recomputing the Dirichlet domain to get
* a fresh set of generators.
*/
#define MAX_TOTAL_DISTANCE 0.25
/*
* The derivative of each image height is typically nonzero. If it's ever
* less than DERIVATIVE_EPSILON, ask the user how to proceed.
*/
#define DERIVATIVE_EPSILON 1e-6
/*
* MAX_STEP_SIZE defines the largest step size the linear programming
* algorithm will take. If it's too large, the algorithm will go
* beyond the region in which the linear approximation is meaningful.
* If it's too small, the algorithm will converge unnecessarily slowly.
*/
#define MAX_STEP_SIZE 0.1
/*
* The identity MatrixPair is recognized by the fact that its height
* is less than 1.0 + IDENTITY_EPSILON. (Since cosh(dx) ~ 1 + (1/2)dx^2,
* a MatrixPair which translates the origin a distance dx will have
* height (1/2)dx^2.)
*/
#define IDENTITY_EPSILON 1e-6
/*
* A Constraint is considered to be satisfied at a point iff it evaluates
* to at most CONSTRAINT_EPSILON. If CONSTRAINT_EPSILON is too small,
* bad things are likely to happen at points where more than three
* constraint planes intersect. If CONSTRAINT_EPSILON is too large, we
* could lose accuracy in delicate situations. The latter possibility
* seems much less likely than the former (indeed we know the former occurs
* for many of the most beautiful Dirichlet domains), so let's go with a
* fairly large value of CONSTRAINT_EPSILON.
*/
#define CONSTRAINT_EPSILON 1e-6
/*
* Two vectors u and v are considered parallel (resp. antiparallel) iff
* the cosine of the angle between them is greater than 1.0 - SADDLE_EPSILON
* (resp. less than -1.0 + SADDLE_EPSILON).
*/
#define SADDLE_EPSILON 1e-6
/*
* A constraint is considered to have zero derivative iff the norm of
* its gradient vector is less than ZERO_DERIV_EPSILON.
*/
#define ZERO_DERIV_EPSILON 1e-6
/*
* A set of three linear equations in three variables is considered
* degenerate iff some pivot has absolute value less than MIN_PIVOT.
*/
#define MIN_PIVOT (1e5 * DBL_EPSILON)
#define ROOT3OVER2 0.86602540378443864676
/*
* We want to evaluate Constraints quickly, without the overhead of a
* function call, but we don't want a lot of messy code. So let's define
* a macro for testing the value of an equation at a given point.
* This macro will also test the value of an ObjectiveFunction at a point.
*/
#define EVALUATE_EQN(eqn, pt) \
(eqn[0]*pt[0] + eqn[1]*pt[1] + eqn[2]*pt[2] + eqn[3])
/*
* An ObjectiveFunction is a 4-element vector (a, b, c, k).
* The linear_programming() function tries to maximize
* a*dx + b*dy + c*dz + k subject to the given constraints.
*/
typedef double ObjectiveFunction[4];
/*
* A constraint is a 4-element vector (a, b, c, k)
* interpreted as the inequality a*dx + b*dy + c*dz + k <= 0.
*/
typedef double Constraint[4];
/*
* A solution is a vector (dx, dy, dz) which maximizes the
* objective function subject to the constraints.
*/
typedef double Solution[3];
static int count_matrix_pairs(MatrixPairList *gen_list);
static void verify_gen_list(MatrixPairList *gen_list, int num_matrix_pairs);
static FuncResult set_objective_function(ObjectiveFunction objective_function, MatrixPair *matrix_pair);
static void step_size_constraints(Constraint *constraints, ObjectiveFunction objective_function);
static void regular_constraints(Constraint *constraints, MatrixPairList *gen_list, ObjectiveFunction objective_function, Boolean *may_be_saddle_point);
static void linear_programming(ObjectiveFunction objective_function, int num_constraints, Constraint *constraints, Solution solution);
static Boolean apex_is_higher(double height1, double height2, Solution apex1, Solution apex2);
static FuncResult solve_three_equations(Constraint *equations[3], Solution solution);
static void initialize_t2(Solution solution, O31Matrix t2);
static void sort_gen_list(MatrixPairList *gen_list, int num_matrix_pairs);
static int CDECL compare_image_height(const void *ptr1, const void *ptr2);
static double length3(double v[3]);
static double inner3(double u[3], double v[3]);
static void copy3(Solution dest, const Solution source);
void maximize_the_injectivity_radius(
MatrixPairList *gen_list,
Boolean *basepoint_moved,
DirichletInteractivity interactivity)
{
int num_matrix_pairs;
double distance_moved,
prev_distance_moved,
total_distance_moved;
Boolean keep_going;
ObjectiveFunction objective_function;
int num_constraints;
Constraint *constraints;
Solution solution;
Boolean may_be_saddle_point,
saddle_query_given;
int choice;
static const Solution zero_solution = {0.0, 0.0, 0.0},
small_displacement = {0.001734, 0.002035, 0.000721};
const static char *saddle_message = "The basepoint may be at a saddle point of the injectivity radius function.";
const static int num_saddle_responses = 2;
const static char *saddle_responses[2] = {
"Continue On",
"Stop Here and See Dirichlet Domain"};
const static int saddle_default = 1;
const static char *zero_deriv_message = "The derivative of the distance to the closest translate of the basepoint is zero.";
const static char num_zero_deriv_responses = 2;
const static char *zero_deriv_responses[2] = {
"Displace Basepoint and Continue On",
"Stop Here and See Dirichlet Domain"};
const static int zero_deriv_default = 1;
/*
* Count the number of MatrixPairs.
*/
num_matrix_pairs = count_matrix_pairs(gen_list);
/*
* Make sure that
*
* (1) the identity and at least two other MatrixPairs are present,
*
* (2) the MatrixPairs are in order of increasing height.
*
* Technical notes: We don't really need to have the gen_list
* completely sorted -- it would be enough to have the identity come
* first and the element of lowest image height come immediately after.
* But I think the algorithm will run a tad faster if all elements are
* in order of increasing image height. That way we get to the
* meaningful constraints first.
*/
verify_gen_list(gen_list, num_matrix_pairs);
/*
* Initialize *basepoint_moved to FALSE.
* If we later move the basepoint, we'll set *basepoint_moved to TRUE.
*/
*basepoint_moved = FALSE;
/*
* Keep track of the total distance we've moved the basepoint.
* We don't want to go too far without recomputing the Dirichlet
* domain to get a fresh set of group elements.
*/
total_distance_moved = 0.0;
/*
* Some ad hoc code for handling low precision situations
* needs to keep track of the prev_distance_moved.
*/
prev_distance_moved = DBL_MAX;
/*
* We don't want to bother the user with the saddle query
* more than once. We initialize saddle_query_given to FALSE,
* and then set it to TRUE if and when the query takes place.
*/
saddle_query_given = FALSE;
/*
* We want to move the basepoint to a local maximum of the injectivity
* radius function. Solve the linear approximation to this problem,
* and repeat until a solution is found.
*/
do
{
/*
* Set the objective function using the first nonidentity matrix
* on the list. If the derivative of the objective function is
* nonzero, proceed normally. Otherwise ask the user how s/he
* would like to proceed.
*/
if (set_objective_function(objective_function, gen_list->begin.next->next) == func_OK)
{
/*
* Allocate space for the Constraints.
* There'll be num_matrix_pairs - 2 regular constraints
* (one for each MatrixPair, excluding the identity and the
* MatrixPair used to define the objective function),
* preceded by three constraints which limit the step size
* to MAX_STEP_SIZE.
*/
num_constraints = (num_matrix_pairs - 2) + 3;
constraints = NEW_ARRAY(num_constraints, Constraint);
/*
* Set up the three step size constraints.
*/
step_size_constraints(constraints, objective_function);
/*
* Set up the regular constraints.
*/
regular_constraints(constraints, gen_list, objective_function, &may_be_saddle_point);
/*
* If we're not near an apparent saddle point,
* do the linear programming.
*/
if (may_be_saddle_point == FALSE)
linear_programming(objective_function, num_constraints, constraints, solution);
/*
* Otherwise ask the user whether s/he would like
* to continue on normally or stop here.
*/
else
{
switch (interactivity)
{
case Dirichlet_interactive:
if (saddle_query_given == FALSE)
{
choice = uQuery( saddle_message,
num_saddle_responses,
saddle_responses,
saddle_default);
saddle_query_given = TRUE;
}
else
choice = 0; /* continue on */
break;
case Dirichlet_stop_here:
choice = 1; /* stop here */
break;
case Dirichlet_keep_going:
choice = 0; /* continue on */
break;
}
switch (choice)
{
case 0:
/*
* Continue on normally.
*/
linear_programming(objective_function, num_constraints, constraints, solution);
break;
case 1:
/*
* Stop here, set *basepoint_moved to FALSE
* to force an exit from the loop, and look at
* the Dirichlet domain.
*/
copy3(solution, zero_solution);
*basepoint_moved = FALSE;
break;
}
}
/*
* Free the Constraint array.
*/
my_free(constraints);
}
else
{
/*
* The derivative of the objective function is zero.
*
* Ask the user whether to use this basepoint, or move on in
* search of a local maximum of the injectivity radius.
*/
switch (interactivity)
{
case Dirichlet_interactive:
choice = uQuery( zero_deriv_message,
num_zero_deriv_responses,
zero_deriv_responses,
zero_deriv_default);
break;
case Dirichlet_stop_here:
choice = 1; /* stop here */
break;
case Dirichlet_keep_going:
choice = 0; /* continue on */
break;
}
switch (choice)
{
case 0:
/*
* Displace the basepoint and continue on.
*/
copy3(solution, small_displacement);
break;
case 1:
/*
* We want to stay at this point, so set the solution
* to (0, 0, 0), and set *basepoint_moved to FALSE
* to force an exit from the loop.
*/
copy3(solution, zero_solution);
*basepoint_moved = FALSE;
break;
}
}
/*
* Use the solution to conjugate the MatrixPairs.
*/
conjugate_matrices(gen_list, solution);
/*
* Resort the gen_list according to increasing image height.
*/
sort_gen_list(gen_list, num_matrix_pairs);
/*
* How far was the basepoint moved this time?
*/
distance_moved = length3(solution);
/*
* What is the total distance we've moved the basepoint?
*/
total_distance_moved += distance_moved;
/*
* If the basepoint moved any meaningful distance,
* set *basepoint_moved to TRUE.
*/
if (distance_moved > BASEPOINT_EPSILON)
{
*basepoint_moved = TRUE;
/*
* If we move too far from the original basepoint, we should
* recompute the Dirichlet domain to get a fresh set of
* group elements. Otherwise we keep going.
*/
keep_going = (total_distance_moved < MAX_TOTAL_DISTANCE);
}
else
keep_going = FALSE;
/*
* The preceding code works great when the constraints are
* either in general position, or are given to moderately high
* precision. But for low precision, non general position
* constraints (e.g. for an 8-component circular chain with no
* twist), the algorithm can knock around forever making
* changes on the order of 1e-9. The following code lets the
* algorithm terminate in those cases.
*/
if (prev_distance_moved < BIG_BASEPOINT_EPSILON
&& distance_moved < BIG_BASEPOINT_EPSILON)
{
/*
* For sure we don't want to keep going after making
* two fairly small changes in a row.
*/
keep_going = FALSE;
/*
* If the total_distance_moved is less than BIG_BASEPOINT_EPSILON,
* then we want to set *basepoint_moved to FALSE to prevent
* recomputation of the Dirichlet domain. Note that we still
* allow the possibility that *basepoint_moved is TRUE even when
* the total_distance_moved is greater than BIG_BASEPOINT_EPSILON,
* as could happen if preceding code artificially set *basepoint_moved
* to FALSE to force an exit from the loop.
*/
if (total_distance_moved < BIG_BASEPOINT_EPSILON)
*basepoint_moved = FALSE;
}
prev_distance_moved = distance_moved;
} while (keep_going == TRUE);
}
static int count_matrix_pairs(
MatrixPairList *gen_list)
{
int num_matrix_pairs;
MatrixPair *matrix_pair;
num_matrix_pairs = 0;
for ( matrix_pair = gen_list->begin.next;
matrix_pair != &gen_list->end;
matrix_pair = matrix_pair->next)
num_matrix_pairs++;
return num_matrix_pairs;
}
static void verify_gen_list(
MatrixPairList *gen_list,
int num_matrix_pairs)
{
MatrixPair *matrix_pair;
/*
* Does the list have at least two elements beyond the identity?
* Algebraically, we'll need an objective function
* and at least one constraint.
* Geometrically, the Dirichlet domain which provided these
* generators must have at least two pairs of faces.
*/
if (num_matrix_pairs < 2)
uFatalError("verify_gen_list", "Dirichlet_basepoint");
/*
* The first MatrixPair on gen_list should be the identity.
*/
if (gen_list->begin.next->height > 1.0 + IDENTITY_EPSILON)
uFatalError("verify_gen_list", "Dirichlet_basepoint");
/*
* We want the MatrixPairs to be in order of increasing image height.
* (Note that this loop starts at the second MatrixPair on the list.)
*/
for ( matrix_pair = gen_list->begin.next->next;
matrix_pair != &gen_list->end;
matrix_pair = matrix_pair->next)
if (matrix_pair->height < matrix_pair->prev->height)
uFatalError("verify_gen_list", "Dirichlet_basepoint");
}
static FuncResult set_objective_function(
ObjectiveFunction objective_function,
MatrixPair *matrix_pair)
{
int i;
/*
* Read the objective function from the first matrix on the list.
* Recall from above that we want to maximize
*
* h = m00 + (m01 - m10)dx + (m02 - m20)dy + (m03 - m30)dz.
*
* Note that the object function is the same for matrix_pair[0] and
* matrix_pair[1], because they are inverses. (This follows from the
* rule for computing inverses in O(3,1) (see o31_invert() in
* o31_matrices.c), as well as from the geometrical fact that an
* isometry and its inverse must translate the basepoint equal amounts.)
*
* Return
* func_OK if the objective function's derivative is nonzero, or
* func_failed if it isn't.
*/
/*
* Compute the objective function.
*/
for (i = 0; i < 3; i++)
objective_function[i] = matrix_pair->m[0][0][i+1] - matrix_pair->m[0][i+1][0];
objective_function[3] = matrix_pair->m[0][0][0];
/*
* Check whether the derivative is nonzero.
*/
if (length3(objective_function) > DERIVATIVE_EPSILON)
return func_OK;
else
return func_failed;
}
static void step_size_constraints(
Constraint *constraints,
ObjectiveFunction objective_function)
{
int i,
j,
i0;
double v[3][3],
w[3][3],
max_abs,
length;
/*
* The three step size constraints will be faces of a cube,
* with the vector for the objective_function pointing in the
* direction of the cube's corner where the three faces intersect.
*/
/*
* First find an orthonormal basis {v[0], v[1], v[2]} with
* v[0] equal to the vector part of the objective function.
*/
/*
* Let v[0] be the vector part of the objective function,
* normalized to have length one. (Elsewhere we checked that
* its length is at least DERIVATIVE_EPSILON.)
*/
length = length3(objective_function);
for (i = 0; i < 3; i++)
v[0][i] = objective_function[i] / length;
/*
* Let v[1] be a unit vector orthogonal to v[0].
*/
/*
* Let i0 be the index of the component of v[0] which has the greatest
* absolute value. (In particular, its absolute value is sure to be
* nonzero.)
*/
max_abs = 0.0;
for (i = 0; i < 3; i++)
if (fabs(v[0][i]) > max_abs)
{
i0 = i;
max_abs = fabs(v[0][i]);
}
/*
* Write down a nonzero v[1] orthogonal to v[0] . . .
*/
v[1][i0] = -v[0][(i0+1)%3] / v[0][i0];
v[1][(i0+1)%3] = 1.0;
v[1][(i0+2)%3] = 0.0;
/*
* . . . and normalize its length to 1.0.
*/
length = length3(v[1]);
for (i = 0; i < 3; i++)
v[1][i] /= length;
/*
* Let v[2] = v[0] x v[1].
*/
for (i = 0; i < 3; i++)
v[2][i] = v[0][(i+1)%3] * v[1][(i+2)%3] - v[0][(i+2)%3] * v[1][(i+1)%3];
/*
* Use the orthonormal basis {v[0], v[1], v[2]} to find another basis
* {w[0], w[1], w[2]} whose elements symmetrically surround v[0].
*
* w[0] = v[0] + v[1]
* w[1] = v[0] + ( -1/2 v[1] + sqrt(3)/2 v[2] )
* w[2] = v[0] + ( -1/2 v[1] - sqrt(3)/2 v[2] )
*/
for (j = 0; j < 3; j++)
{
w[0][j] = v[0][j] + v[1][j];
w[1][j] = v[0][j] + (-0.5*v[1][j] + ROOT3OVER2*v[2][j]);
w[2][j] = v[0][j] + (-0.5*v[1][j] - ROOT3OVER2*v[2][j]);
}
/*
* Use the basis {w[0], w[1], w[2]} to write down
* the three step size constraints.
*
* Technical note: If you move in the direction of the objective
* function vector v[0], the three constraints will be exactly
* satisfied at a distance MAX_STEP_SIZE from the origin. That is, the
* inner product of (MAX_STEP_SIZE, 0, 0) with with each of (1, 1, 0),
* (1, -1/2, sqrt(3)/2) and (1, -1/2, -sqrt(3)/2) is exactly
* MAX_STEP_SIZE. However, if you move to the side (orthogonally to
* v[0]) it's possible to move a distance 2*MAX_STEP_SIZE. E.g. the
* inner product of (0, -2*MAX_STEP_SIZE, 0) with with each of
* (1, 1, 0), (1, -1/2, sqrt(3)/2) and (1, -1/2, -sqrt(3)/2) is
* -2*MAX_STEP_SIZE, MAX_STEP_SIZE and MAX_STEP_SIZE, respectively, so
* it satisfies all three constraints. But typically we won't be
* moving to the side, and in any case all we really care about anyhow
* is the order of magnitude of MAX_STEP_SIZE. A factor of two isn't
* important.
*/
for (i = 0; i < 3; i++)
{
for (j = 0; j < 3; j++)
constraints[i][j] = w[i][j];
constraints[i][3] = -MAX_STEP_SIZE;
}
}
static void regular_constraints(
Constraint *constraints,
MatrixPairList *gen_list,
ObjectiveFunction objective_function,
Boolean *may_be_saddle_point)
{
/*
* The documentation at the top of this file shows that the image
* height h corresponding to a matrix m is
*
* h = m00 + (m01 - m10)dx + (m02 - m20)dy + (m03 - m30)dz.
*
* Each regular constraint will say that the image height h for the
* given matrix must remain greater than the image height h' of the
* matrix used for the objective function. In symbols, h >= h'.
* Since a Constraint says that some quantity must remain negative,
* we express the constraint as h' - h <= 0.
*
* The Boolean *may_be_saddle_point will be set to TRUE if some
* constraint suggests a saddle point. Otherwise it gets set to FALSE.
*/
int i;
MatrixPair *matrix_pair;
Constraint *constraint;
double h[4],
c;
/*
* Assume we're not at a saddle point unless we encounter
* evidence to the contrary.
*/
*may_be_saddle_point = FALSE;
/*
* Skip the identity and the MatrixPair used to define the objective
* function, and begin with the next MatrixPair on the list.
* Write a constraint for it and each successive MatrixPair.
*
* Skip the first three Constraints in the constraints array.
* They contain the step size constraints.
*/
for ( matrix_pair = gen_list->begin.next->next->next,
constraint = constraints + 3;
matrix_pair != &gen_list->end;
matrix_pair = matrix_pair->next,
constraint++)
{
/*
* Compute h. (As explained in set_objective_function(),
* it doesn't matter which of the two matrices we use.)
*/
for (i = 0; i < 3; i++)
h[i] = matrix_pair->m[0][0][i+1] - matrix_pair->m[0][i+1][0];
h[3] = matrix_pair->m[0][0][0];
/*
* Set the constraint to h' - h.
* (The objective function is h' in the above notation.)
*/
for (i = 0; i < 4; i++)
(*constraint)[i] = objective_function[i] - h[i];
/*
* Does the constraint plane pass through the origin?
*/
if ((*constraint)[3] > - CONSTRAINT_EPSILON)
{
/*
* Does the constraint have nonzero derivative?
* If not, then h and h' must have equal but nonzero derivatives.
* We know h' has nonzero derivative because we checked it
* when we computed the objective function.
* Its OK for h and h' to have equal but nonzero derivatives --
* it simply means that as we move avoid from the closest
* translate of the basepoint, we're moving away from some
* other translate as well -- be we don't want to divide by
* length3(*constraint).
*/
if (length3(*constraint) > ZERO_DERIV_EPSILON)
{
/*
* Check whether the constraint plane is parallel
* to the level sets of the objective function.
*
* Use the formula <u,v> = |u| |v| cos(angle).
*/
c = inner3(objective_function, *constraint) /
(length3(objective_function) * length3(*constraint));
/*
* If it is parallel, set *may_be_saddle_point to TRUE.
*/
if (fabs(c) > 1.0 - SADDLE_EPSILON)
*may_be_saddle_point = TRUE;
/*
* If necessary we could be more sophisticated at this point,
* and check whether the gradients of h and h' are parallel
* or antiparallel. Typically one expects them to be
* antiparallel (the MatrixPairs are, after all, the face
* pairings of a Dirichlet domain, so we don't have to worry
* about squares of a matrix), but if they were parallel one
* might want to ask which is longer (depending on which is
* longer, you will or will not be able to move the basepoint
* in that direction).
*/
}
}
}
}
static void linear_programming(
ObjectiveFunction objective_function,
int num_constraints,
Constraint *constraints,
Solution solution)
{
int i,
j,
k;
Constraint *active_constraints[3],
*new_constraints[3];
Solution apex,
new_apex,
max_apex;
double apex_height,
new_height,
max_height;
int inactive_constraint_index;
/*
* Initialize the three active_constraints to be the first three
* constraints on the list. (In the present context these are the
* step size constraints, but let's write the code so as not to
* rely on this knowledge.) Visually, we think of the intersection
* of the halfspaces defined by the three active_constraints as
* a pyramid, oriented so that the gradient of objective function
* points up.
*/
for (i = 0; i < 3; i++)
active_constraints[i] = constraints + i;
/*
* Initialize the apex to be the vertex defined by the intersection
* of the three step size constraints.
*
* Important note: We assume the maximum value for the objective
* function, subject to the active_constraints, occurs at the apex.
* (In the present context this is true by virtue of the way the
* step size constraints were written.)
*/
if (solve_three_equations(active_constraints, apex) == func_failed)
uFatalError("linear_programming", "Dirichlet_basepoint");
/*
* For future reference, set apex_height to the value of the
* objective function at the apex.
*/
apex_height = EVALUATE_EQN(objective_function, apex);
/*
* Go down the full list of constraints and see whether the apex
* satisfies all of them.
*
* If it does, we've solved the linear programming problem
* and we're done.
*
* If it doesn't, then slice the pyramid defined by the
* active_constraints with the constraint which isn't satisfied.
* Let the new apex be the highest point on the truncated pyramid,
* and the new active_constraints be the three faces of the truncated
* pyramid incident to the new apex. Repeat this procedure until
* all constraints are satisfied. Note that we have to start from
* the beginning of the constraint list each time, since even if the
* old apex satisfied a given constraint, the new apex might not.
*
* If candidate apexes are always at distinct heights, then it's easy
* to prove that this algorithm will terminate in a finite number of
* steps. But if different candidate apexes sometimes lie at the
* same height (as would happen if a constraint function were parallel
* to the level sets of the objective function, for example) then we
* cannot prove that the algorithm terminates. Indeed, the example
* given in the documentation at the end of this function shows how
* the algorithm might get into an infinite loop. To avoid this
* problem, we add an infinitessimal perturbation to the objective
* function. Say we add a term epsilon*dx to the objective function,
* where epsilon is a true mathematical infinitessimal, not just a very
* small number. Then if two heights are precisely equal as floating
* point numbers, the one with the greater dx coordinate will be
* considered greater than the one with the smaller dx coordinate.
* But what if their dx coordinates are equal, too? And dy and dz?
* Our official theoretical definition for the objection function is
*
* (objective function as computed) + dx*epsilon
* + dy*(epsilon^2)
* + dz*(epsilon^3)
*
* In practice, this means that we first compare heights based on the
* objective function as computed. If they come out exactly equal,
* then we compare based on dx coordinates. If the dx's are equal,
* then we compare dy's. If the dy's are equal we compare dz's. If
* all those things are equal, then the points coincide, and it makes
* sense that their heights should be equal. Since there are only
* finite number of possible apexes (one for each triple of constraints),
* it follows that if the height is reduced at each step, then the
* algorithm must terminate after a finite number of steps.
*/
for (i = 0; i < num_constraints; i++)
if (EVALUATE_EQN(constraints[i], apex) > CONSTRAINT_EPSILON)
{
/*
* Uh-oh. The apex doesn't satisfy constraints[i].
* Slice the pyramid with constraints[i], and see which
* new vertex is highest. The new set of active constraints
* will include two of the old active constraints, plus
* constraints[i].
*/
/*
* Initialize max_height to -1.0.
*/
max_height = -1.0;
for (j = 0; j < 3; j++)
max_apex[j] = 0.0;
/*
* Replace each active_constraint, in turn, with constraints[i].
* The variable j will be the index of the active_constraint
* currently being replaced with constraints[i].
*/
for (j = 0; j < 3; j++)
{
/*
* Assemble the candidate set of new_constraints.
*/
for (k = 0; k < 3; k++)
new_constraints[k] =
// Cater to a DEC compiler error that chokes on &(array)[i]
// (k == j ? &constraints[i] : active_constraints[k]);
(k == j ? constraints + i : active_constraints[k]);
/*
* Find the common intersection of the new_constraints.
*
* The equations can't possibly be underdetermined, because
* if the solution set were 1-dimensional it would have to
* include the apex, which is known not to satisfy
* constraints[i].
*
* The equations might, however, be inconsistent. In
* this case, we continue with the loop, as if new_height
* were greater than apex_height (cf. below). If the
* equations are in principle inconsistent but roundoff
* error gives a solution, that's OK too: the solution
* will yield a new_height near +infinity or -infinity,
* and new_apex will be ignored or fail to be maximal,
* respectively.
*/
if (solve_three_equations(new_constraints, new_apex) == func_failed)
continue;
/*
* Compute the value of the objective function
* at the new apex.
*/
new_height = EVALUATE_EQN(objective_function, new_apex);
/*
* If new_height is greater than apex_height, then new_apex
* is above apex, and is not actually a vertex of the
* truncated pyramid. We ignore it and move on. (It's
* easy to prove that *some* j will yield a valid maximum
* height. When we slice the pyramid with constraints[i]
* the resulting solid will somewhere obtain a maximum
* height. The old apex is gone, so it can't be there.
* And the origin is still present, so it must be higher
* than the origin. The infinitessimal correction to the
* objective function insures that no planes or lines are
* ever truly horizontal, so the maximum must occur at a
* vertex, where constraints[i] and two of the old
* constraints intersect.)
*
* If new_height == apex_height, apex_is_higher() applies
* the infinitessimal correction to the objective function,
* as explained above.
*/
if (apex_is_higher(new_height, apex_height, new_apex, apex) == TRUE)
continue;
/*
* Is new_height greater than max_height?
*/
if (apex_is_higher(new_height, max_height, new_apex, max_apex) == TRUE)
{
inactive_constraint_index = j;
max_height = new_height;
for (k = 0; k < 3; k++)
max_apex[k] = new_apex[k];
}
}
/*
* Swap constraints[i] into the active_constraints array
* at index inactive_constraint_index.
*/
// Cater to a DEC compiler error that chokes on &(array)[i]
// active_constraints[inactive_constraint_index] = &constraints[i];
active_constraints[inactive_constraint_index] = constraints + i;
/*
* Set the apex to max_apex and apex_height to max_height.
*
* Note that we preserve the condition (cf. above) that the
* maximum value of the objective function on the pyramid
* occurs at the apex.
*/
for (j = 0; j < 3; j++)
apex[j] = max_apex[j];
apex_height = max_height;
/*
* We've fixed up the active_constraints and the apex,
* so now recheck the other constraints. Set i = -1,
* so that after the i++ in the for(;;) statement it will
* be back to i = 0.
*/
i = -1;
}
/*
* Hooray. All the constraints are satisfied.
* Set the solution equal to the apex and we're done.
*/
for (i = 0; i < 3; i++)
solution[i] = apex[i];
return;
/*
* Here's an example in which an unperturbed objective function
* may lead to an infinite loop.
*
* Make a sketch (in (dx, dy, dz) space) showing the following points:
*
* s0 = (2, 0, 0)
* s1 = (-1, sqrt(3), 0) [twice a primitive cube root of unity]
* s2 = (-1, -sqrt(3), 0)
*
* t0 = (1, 0, 1)
* t1 = (-1, sqrt(3)/2, 1)
* t2 = (-1, -sqrt(3)/2, 1)
*
* u = (0, 0, 2)
*
* The objective function is 0*dx + 0*dy + 1*dz + constant.
*
* The constraints are defined by the following planes. (I'll give
* a spanning set for each plane. The constraint itself will be an
* equation saying that (dx, dy, dz) must lie on the same side of the
* plane as the origin (0, 0, 0) (or on the plane itself is OK too).)
* Sketch each of these planes in your picture.
*
* a0 = {s1, s2, u}
* a1 = {s2, s0, u}
* a2 = {s0, s1, u}
*
* b = {t0, t1, t2}
*
* c0 = {s0, t1, t2}
* c1 = {t0, s1, t2}
* c2 = {t0, t1, s2}
*
* Now look what happens in the naive linear programming algorithm.
* Say we start with constraints a0, a1 and a2, so the apex is at
* point u. Then we consider constraint b. Constraint b will
* replace one of {a0, a1, a2}; w.l.o.g. say it's a2. So we're
* left with constraints {a0, a1, b} and the apex is at t2. The point
* t2 satisfies all the constraints except c2, so eventually the
* algorithm will swap c2 for either a0 or a1 (w.l.o.g. say its a1)
* and we're left with equations {a0, c2, b}, and the apex moves to
* t1. The point t1 satisfies all the constraints except c1, so
* c1 gets swapped for either a0 or c2, the constraint set becomes
* either {c1, c2, b} or {a0, c1, b}, and the apex moves to either
* t0 or t2. This is the critical juncture for the algorithm. If
* it swapped c1 for a0, then on the next iteration of the algorithm
* it swaps c0 for b, and the constraint set {c1, c2, c0} gives us
* the true solution. But if it swapped c1 for c2, then we run the
* risk of getting into an infinite loop. But with the perturbed
* objective function this will never happen, because we'll never
* visit the same vertex twice.
*/
}
static Boolean apex_is_higher(
double height1,
double height2,
Solution apex1,
Solution apex2)
{
int i;
if (height1 > height2)
return TRUE;
if (height1 < height2)
return FALSE;
for (i = 0; i < 3; i++)
{
if (apex1[i] > apex2[i])
return TRUE;
if (apex1[i] < apex2[i])
return FALSE;
}
return FALSE;
}
static FuncResult solve_three_equations(
Constraint *equations[3],
Solution solution)
{
/*
* If the system of equations has a unique solution,
* write it into the solution parameter and return func_OK.
*
* Otherwise return func_failed.
*/
int r,
c,
p;
double equation_storage[3][4],
*eqn[3],
*temp,
pivot_value;
/*
* We store the set of equations as an array of three pointers,
* to facilitate easy row swapping. Initialize eqn[i] to point
* to equation_storage[i].
*/
for (r = 0; r < 3; r++)
eqn[r] = equation_storage[r];
/*
* Copy the original equations to avoid trashing them.
* Note that the constants are in eqn[r][3].
*/
for (r = 0; r < 3; r++)
for (c = 0; c < 4; c++)
eqn[r][c] = (*equations[r])[c];
/*
* Do the forward part of Gaussian elimination.
*/
/*
* For each pivot position eqn[p][p] . . .
*/
for (p = 0; p < 3; p++)
{
/*
* Find the pivot row and swap it with row p.
*/
for (r = p + 1; r < 3; r++)
if (fabs(eqn[r][p]) > fabs(eqn[p][p]))
{
temp = eqn[p];
eqn[p] = eqn[r];
eqn[r] = temp;
}
/*
* Note the pivot value.
*/
pivot_value = eqn[p][p];
/*
* If the pivot_value is close to zero,
* the equations won't have a stable, unique solution.
* Return func_failed.
*/
if (fabs(pivot_value) < MIN_PIVOT)
return func_failed;
/*
* Divide the pivot row through by the pivot_value.
*
* The entries with c <= p needn't be computed,
* since we know what they are.
*/
for (c = p + 1; c < 4; c++)
eqn[p][c] /= pivot_value;
/*
* Subtract multiples of row p from all subsequent rows,
* so that only zeros appear below the pivot entry.
*
* The entries with c <= r needn't be computed, since
* we know they'll all be zero. However, if we were
* explicitly changing eqn[r][p], then we'd have to save
* a copy of its initial value in a separate variable,
* e.g. we'd replace
*
* eqn[r][c] -= eqn[r][p] * eqn[p][c];
* with
* eqn[r][c] -= multiple * eqn[p][c];
*/
for (r = p + 1; r < 3; r++)
for (c = p + 1; c < 4; c++)
eqn[r][c] -= eqn[r][p] * eqn[p][c];
}
/*
* Do the back substitution part of Gaussian elimination.
*
* We needn't bother computing the zeros which goes in the matrix.
* We just need the constants.
*/
for (c = 3; --c >= 0; )
for (r = c; --r >= 0; )
eqn[r][3] -= eqn[r][c] * eqn[c][3];
/*
* Read off the solution.
*
* Note that the constants sit on the left side of the constraint
* equations, so Gaussian elimination has brought us to the system
*
* 1.0 dx + 0.0 dy + 0.0 dz + eqn[0][3] = 0.0
* 0.0 dx + 1.0 dy + 0.0 dz + eqn[1][3] = 0.0
* 0.0 dx + 0.0 dy + 1.0 dz + eqn[2][3] = 0.0
*
* so
*
* dx = - eqn[0][3]
* dy = - eqn[1][3]
* dz = - eqn[2][3]
*
* Note the minus signs.
*/
for (r = 0; r < 3; r++)
solution[r] = - eqn[r][3];
return func_OK;
}
void conjugate_matrices(
MatrixPairList *gen_list,
double displacement[3])
{
/*
* We want to conjugate each MatrixPair on the gen_list so as to move
* the basepoint the distance given by the displacement. The
* displacement, which is a translation (dx, dy, dz) in the tangent
* space to H^3 at (1, 0, 0, 0), is a linear approximation to where the
* basepoint ought to be.
*
* It won't do simply to conjugate by the matrix T1 =
*
* 1 dx dy dz
* dx 1 0 0
* dy 0 1 0
* dz 0 0 1
*
* Even though T1 is a linear approximation to the desired translation,
* it's columns are not quite orthonormal (they are orthonormal to a
* first order approximation, but not exactly). We need to use a
* translation matrix which is exactly orthonormal, so that the
* MatrixPairs on the gen_list remain elements of O(3,1) to full
* accuracy.
*
* One approach would be to apply the Gram-Schmidt process to find an
* element of O(3,1) close to T1. The problem here is that the
* Gram-Schmidt process itself may introduce additional error.
*
* Better to start instead with a second order approximation to the
* translation matrix, given by T2 =
*
* 1 + (dx^2 + dy^2 + dz^2)/2 dx dy dz
* dx 1 + (dx^2)/2 (dx dy)/2 (dx dz)/2
* dy (dx dy)/2 1 + (dy^2)/2 (dy dz)/2
* dz (dx dz)/2 (dy dz)/2 1 + (dz^2)/2
*
* Note that T2 is actually orthonormal to third order; that is,
* its columns fail to be orthonormal only by fourth order terms.
*
* We will start with the second order approximation T2 and apply
* Gram-Schmidt to it. The correction terms -- all of fourth order --
* will not significantly affect the closeness of the approximation.
*
* Digression.
*
* You may be wondering where the matrix T2 came from.
* Drop down a dimension, and consider the product of a translation
* (dx, 0) and a translation (0, dy). The result you get depends
* on the order of the factors.
*
* ( 1 dx 0) ( 1 0 dy) ( 1 dx dy )
* ( dx 1 0) ( 0 1 0 ) = ( dx 1 dxdy)
* ( 0 0 1) ( dy 0 1 ) ( dy 0 1 )
*
* ( 1 0 dy) ( 1 dx 0) ( 1 dx dy )
* ( 0 1 0 ) ( dx 1 0) = ( dx 1 0 )
* ( dy 0 1 ) ( 0 0 1) ( dy dxdy 1 )
*
* Averaging the two results leads to the matrix T2 shown above.
*
* End of digression.
*/
O31Matrix t2;
MatrixPair *matrix_pair;
/*
* Initialize t2 to be the second order approximation shown above.
*/
initialize_t2(displacement, t2);
/*
* Apply the Gram-Schmidt process to bring t2 to a nearby element
* of O(3,1).
*/
o31_GramSchmidt(t2);
/*
* For each MatrixPair on gen_list . . .
*/
for (matrix_pair = gen_list->begin.next;
matrix_pair != &gen_list->end;
matrix_pair = matrix_pair->next)
{
/*
* Conjugate m[0] by t2.
* That is, replace m[0] by (t2^-1) m[0] t2.
*/
o31_conjugate(matrix_pair->m[0], t2, matrix_pair->m[0]);
/*
* Recompute m[1] as the inverse of m[0].
*/
o31_invert(matrix_pair->m[0], matrix_pair->m[1]);
/*
* Set the height.
*/
matrix_pair->height = matrix_pair->m[0][0][0];
}
}
static void initialize_t2(
Solution solution,
O31Matrix t2)
{
/*
* Initialize t2 to be the second order approximation to the
* translation matrix, as explain in conjugate_matrices() above.
*
* This code is not optimized for computational efficiency, but
* that's OK because it's called only once for each iteration
* of the algorithm.
*/
int i,
j;
/*
* Set the linear terms.
*/
for (i = 0; i < 3; i++)
t2[0][i+1] = t2[i+1][0] = solution[i];
/*
* Set t2[0][0].
*/
t2[0][0] = 1.0;
for (i = 0; i < 3; i++)
t2[0][0] += 0.5 * solution[i] * solution[i];
/*
* Set the remaining second order terms.
*/
for (i = 0; i < 3; i++)
for (j = 0; j < 3; j++)
t2[i+1][j+1] = (i == j ? 1.0 : 0.0)
+ 0.5 * solution[i] * solution[j];
}
static void sort_gen_list(
MatrixPairList *gen_list,
int num_matrix_pairs)
{
MatrixPair **array,
*matrix_pair;
int i;
/*
* Allocate an array to hold the addresses of the MatrixPairs.
*/
array = NEW_ARRAY(num_matrix_pairs, MatrixPair *);
/*
* Copy the addresses into the array.
*/
for (matrix_pair = gen_list->begin.next,
i = 0;
matrix_pair != &gen_list->end;
matrix_pair = matrix_pair->next,
i++)
array[i] = matrix_pair;
/*
* Do a quick error check to make sure we copied
* the right number of elements.
*/
if (i != num_matrix_pairs)
uFatalError("sort_gen_list", "Dirichlet_basepoint");
/*
* Sort the array of pointers.
*/
qsort( array,
num_matrix_pairs,
sizeof(MatrixPair *),
compare_image_height);
/*
* Adjust the MatrixPairs' prev and next fields
* to reflect the new ordering.
*/
gen_list->begin.next = array[0];
array[0]->prev = &gen_list->begin;
array[0]->next = array[1];
for (i = 1; i < num_matrix_pairs - 1; i++)
{
array[i]->prev = array[i-1];
array[i]->next = array[i+1];
}
array[num_matrix_pairs - 1]->prev = array[num_matrix_pairs - 2];
array[num_matrix_pairs - 1]->next = &gen_list->end;
gen_list->end.prev = array[num_matrix_pairs - 1];
/*
* Free the array.
*/
my_free(array);
}
static int CDECL compare_image_height(
const void *ptr1,
const void *ptr2)
{
double diff;
diff = (*((MatrixPair **)ptr1))->height
- (*((MatrixPair **)ptr2))->height;
if (diff < 0.0)
return -1;
if (diff > 0.0)
return +1;
return 0;
}
static double length3(
double v[3])
{
double length;
int i;
length = 0.0;
for (i = 0; i < 3; i++)
length += v[i] * v[i];
length = sqrt(length); /* no need for safe_sqrt() */
return length;
}
static double inner3(
double u[3],
double v[3])
{
double sum;
int i;
sum = 0.0;
for (i = 0; i < 3; i++)
sum += u[i] * v[i];
return sum;
}
static void copy3(
Solution dest,
const Solution source)
{
int i;
for (i = 0; i < 3; i++)
dest[i] = source[i];
}
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