#include #include #include #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); 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); if ( (f < fmin) && rmin >= -1e-8) { fmin = f; x = hx; } } } }