netgen/libsrc/linalg/linopt.cpp

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2009-01-26 01:58:48 +05:00
#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(0) = b(i1-1);
rs(1) = b(i2-1);
rs(2) = b(i3-1);
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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(0);
for (int hi = 1; hi < res.Size(); hi++)
if (res(hi) < rmin) rmin = res(hi);
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if ( (f < fmin) && rmin >= -1e-8)
{
fmin = f;
x = hx;
}
}
}
}