mirror of
https://github.com/NGSolve/netgen.git
synced 2024-12-27 06:10:34 +05:00
74 lines
1.6 KiB
C++
74 lines
1.6 KiB
C++
|
#include <mystdlib.h>
|
||
|
|
#include <myadt.hpp>
|
||
|
|
|
||
|
|
#include <linalg.hpp>
|
||
|
|
#include "opti.hpp"
|
||
|
|
|
||
|
|
namespace netgen
|
||
|
|
{
|
||
|
|
|
||
|
|
void LinearOptimize (const DenseMatrix & a, const Vector & b,
|
||
|
|
const Vector & c, Vector & x)
|
||
|
|
|
||
|
|
{
|
||
|
|
int i1, i2, i3, j;
|
||
|
|
DenseMatrix m(3), inv(3);
|
||
|
|
Vector rs(3), hx(3), res(a.Height()), res2(3);
|
||
|
|
double f, fmin;
|
||
|
|
int nrest;
|
||
|
|
|
||
|
|
if (a.Width() != 3)
|
||
|
|
{
|
||
|
|
cerr << "LinearOptimize only implemented for 3 unknowns" << endl;
|
||
|
|
return;
|
||
|
|
}
|
||
|
|
|
||
|
|
fmin = 1e10;
|
||
|
|
x = 0;
|
||
|
|
nrest = a.Height();
|
||
|
|
for (i1 = 1; i1 <= nrest; i1++)
|
||
|
|
for (i2 = i1 + 1; i2 <= nrest; i2++)
|
||
|
|
for (i3 = i2 + 1; i3 <= nrest; i3++)
|
||
|
|
{
|
||
|
|
for (j = 1; j <= 3; j++)
|
||
|
|
{
|
||
|
|
m.Elem(1, j) = a.Get(i1, j);
|
||
|
|
m.Elem(2, j) = a.Get(i2, j);
|
||
|
|
m.Elem(3, j) = a.Get(i3, j);
|
||
|
|
}
|
||
|
|
|
||
|
|
rs.Elem(1) = b.Get(i1);
|
||
|
|
rs.Elem(2) = b.Get(i2);
|
||
|
|
rs.Elem(3) = b.Get(i3);
|
||
|
|
|
||
|
|
if (fabs (m.Det()) < 1e-12) continue;
|
||
|
|
|
||
|
|
CalcInverse (m, inv);
|
||
|
|
inv.Mult (rs, hx);
|
||
|
|
|
||
|
|
a.Residuum (hx, b, res);
|
||
|
|
// m.Residuum (hx, rs, res2);
|
||
|
|
f = c * hx;
|
||
|
|
|
||
|
|
/*
|
||
|
|
testout -> precision(12);
|
||
|
|
(*testout) << "i = (" << i1 << "," << i2 << "," << i3
|
||
|
|
<< "), f = " << f << " x = " << x << " res = " << res
|
||
|
|
<< " resmin = " << res.Min()
|
||
|
|
<< " res2 = " << res2 << " prod = " << prod << endl;
|
||
|
|
*/
|
||
|
|
|
||
|
|
|
||
|
|
double rmin = res.Elem(1);
|
||
|
|
for (int hi = 2; hi <= res.Size(); hi++)
|
||
|
|
if (res.Elem(hi) < rmin) rmin = res.Elem(hi);
|
||
|
|
|
||
|
|
if ( (f < fmin) && rmin >= -1e-8)
|
||
|
|
{
|
||
|
|
fmin = f;
|
||
|
|
x = hx;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|