コード例 #1
0
/*! \fn solve non-linear system with hybrd method
 *
 *  \param [in]  [data]
 *               [sysNumber] index of the corresponing non-linear system
 *
 *  \author wbraun
 */
int solveHybrd(DATA *data, threadData_t *threadData, int sysNumber)
{
  NONLINEAR_SYSTEM_DATA* systemData = &(data->simulationInfo->nonlinearSystemData[sysNumber]);
  DATA_HYBRD* solverData = (DATA_HYBRD*)systemData->solverData;
  /*
   * We are given the number of the non-linear system.
   * We want to look it up among all equations.
   */
  int eqSystemNumber = systemData->equationIndex;

  int i, j;
  integer iflag = 1;
  double xerror, xerror_scaled;
  int success = 0;
  double local_tol = 1e-12;
  double initial_factor = solverData->factor;
  int nfunc_evals = 0;
  int continuous = 1;
  int nonContinuousCase = 0;

  int giveUp = 0;
  int retries = 0;
  int retries2 = 0;
  int retries3 = 0;
  int assertCalled = 0;
  int assertRetries = 0;
  int assertMessage = 0;

  modelica_boolean* relationsPreBackup;

  struct dataAndSys dataAndSysNumber = {data, threadData, sysNumber};

  relationsPreBackup = (modelica_boolean*) malloc(data->modelData->nRelations*sizeof(modelica_boolean));

  solverData->numberOfFunctionEvaluations = 0;
  /* debug output */
  if(ACTIVE_STREAM(LOG_NLS_V))
  {
    int indexes[2] = {1,eqSystemNumber};
    infoStreamPrintWithEquationIndexes(LOG_NLS_V, 1, indexes, "start solving non-linear system >>%d<< at time %g", eqSystemNumber, data->localData[0]->timeValue);
    for(i=0; i<solverData->n; i++)
    {
      infoStreamPrint(LOG_NLS_V, 1, "%d. %s = %f", i+1, modelInfoGetEquation(&data->modelData->modelDataXml,eqSystemNumber).vars[i], systemData->nlsx[i]);
      infoStreamPrint(LOG_NLS_V, 0, "    nominal = %f\nold = %f\nextrapolated = %f",
          systemData->nominal[i], systemData->nlsxOld[i], systemData->nlsxExtrapolation[i]);
      messageClose(LOG_NLS_V);
    }
    messageClose(LOG_NLS_V);
  }

  /* set x vector */
  if(data->simulationInfo->discreteCall)
    memcpy(solverData->x, systemData->nlsx, solverData->n*(sizeof(double)));
  else
    memcpy(solverData->x, systemData->nlsxExtrapolation, solverData->n*(sizeof(double)));

  for(i=0; i<solverData->n; i++){
    solverData->xScalefactors[i] = fmax(fabs(solverData->x[i]), systemData->nominal[i]);
  }

  /* start solving loop */
  while(!giveUp && !success)
  {
    for(i=0; i<solverData->n; i++)
      solverData->xScalefactors[i] = fmax(fabs(solverData->x[i]), systemData->nominal[i]);

    /* debug output */
    if(ACTIVE_STREAM(LOG_NLS_V)) {
      printVector(solverData->xScalefactors, &(solverData->n), LOG_NLS_V, "scaling factors x vector");
      printVector(solverData->x, &(solverData->n), LOG_NLS_V, "Iteration variable values");
    }

    /* Scaling x vector */
    if(solverData->useXScaling) {
      for(i=0; i<solverData->n; i++) {
        solverData->x[i] = (1.0/solverData->xScalefactors[i]) * solverData->x[i];
      }
    }

    /* debug output */
    if(ACTIVE_STREAM(LOG_NLS_V))
    {
      printVector(solverData->x, &solverData->n, LOG_NLS_V, "Iteration variable values (scaled)");
    }

    /* set residual function continuous
     */
    if(continuous) {
      ((DATA*)data)->simulationInfo->solveContinuous = 1;
    } else {
      ((DATA*)data)->simulationInfo->solveContinuous = 0;
    }

    giveUp = 1;

    /* try */
    {
      int success = 0;
#ifndef OMC_EMCC
      MMC_TRY_INTERNAL(simulationJumpBuffer)
#endif
      hybrj_(wrapper_fvec_hybrj, &solverData->n, solverData->x,
          solverData->fvec, solverData->fjac, &solverData->ldfjac, &solverData->xtol,
          &solverData->maxfev, solverData->diag, &solverData->mode, &solverData->factor,
          &solverData->nprint, &solverData->info, &solverData->nfev, &solverData->njev, solverData->r__,
          &solverData->lr, solverData->qtf, solverData->wa1, solverData->wa2,
          solverData->wa3, solverData->wa4, (void*) &dataAndSysNumber);

      success = 1;
      if(assertCalled)
      {
        infoStreamPrint(LOG_NLS, 0, "After assertions failed, found a solution for which assertions did not fail.");
        /* re-scaling x vector */
        for(i=0; i<solverData->n; i++){
          if(solverData->useXScaling)
            systemData->nlsxOld[i] = solverData->x[i]*solverData->xScalefactors[i];
          else
            systemData->nlsxOld[i] = solverData->x[i];
        }
      }
      assertRetries = 0;
      assertCalled = 0;
      success = 1;
#ifndef OMC_EMCC
      MMC_CATCH_INTERNAL(simulationJumpBuffer)
#endif
      /* catch */
      if (!success)
      {
        if (!assertMessage)
        {
          if (ACTIVE_WARNING_STREAM(LOG_STDOUT))
          {
            if(data->simulationInfo->initial)
              warningStreamPrint(LOG_STDOUT, 1, "While solving non-linear system an assertion failed during initialization.");
            else
              warningStreamPrint(LOG_STDOUT, 1, "While solving non-linear system an assertion failed at time %g.", data->localData[0]->timeValue);
            warningStreamPrint(LOG_STDOUT, 0, "The non-linear solver tries to solve the problem that could take some time.");
            warningStreamPrint(LOG_STDOUT, 0, "It could help to provide better start-values for the iteration variables.");
            if (!ACTIVE_STREAM(LOG_NLS))
              warningStreamPrint(LOG_STDOUT, 0, "For more information simulate with -lv LOG_NLS");
            messageClose(LOG_STDOUT);
          }
          assertMessage = 1;
        }

        solverData->info = -1;
        xerror_scaled = 1;
        xerror = 1;
        assertCalled = 1;
      }
    }

    /* set residual function continuous */
    if(continuous)
    {
      ((DATA*)data)->simulationInfo->solveContinuous = 0;
    }
    else
    {
      ((DATA*)data)->simulationInfo->solveContinuous = 1;
    }

    /* re-scaling x vector */
    if(solverData->useXScaling)
      for(i=0; i<solverData->n; i++)
        solverData->x[i] = solverData->x[i]*solverData->xScalefactors[i];

    /* check for proper inputs */
    if(solverData->info == 0) {
      printErrorEqSyst(IMPROPER_INPUT, modelInfoGetEquation(&data->modelData->modelDataXml, eqSystemNumber),
          data->localData[0]->timeValue);
    }

    if(solverData->info != -1)
    {
      /* evaluate with discontinuities */
      if(data->simulationInfo->discreteCall){
        int scaling = solverData->useXScaling;
        int success = 0;
        if(scaling)
          solverData->useXScaling = 0;

        ((DATA*)data)->simulationInfo->solveContinuous = 0;

        /* try */
#ifndef OMC_EMCC
        MMC_TRY_INTERNAL(simulationJumpBuffer)
#endif
        wrapper_fvec_hybrj(&solverData->n, solverData->x, solverData->fvec, solverData->fjac, &solverData->ldfjac, &iflag, (void*) &dataAndSysNumber);
        success = 1;
#ifndef OMC_EMCC
        MMC_CATCH_INTERNAL(simulationJumpBuffer)
#endif
        /* catch */
        if (!success)
        {
          warningStreamPrint(LOG_STDOUT, 0, "Non-Linear Solver try to handle a problem with a called assert.");

          solverData->info = -1;
          xerror_scaled = 1;
          xerror = 1;
          assertCalled = 1;
        }

        if(scaling)
          solverData->useXScaling = 1;

        updateRelationsPre(data);
      }
    }

    if(solverData->info != -1)
    {
      /* scaling residual vector */
      {
        int l=0;
        for(i=0; i<solverData->n; i++){
          solverData->resScaling[i] = 1e-16;
          for(j=0; j<solverData->n; j++){
            solverData->resScaling[i] = (fabs(solverData->fjacobian[l]) > solverData->resScaling[i])
                    ? fabs(solverData->fjacobian[l]) : solverData->resScaling[i];
            l++;
          }
          solverData->fvecScaled[i] = solverData->fvec[i] * (1 / solverData->resScaling[i]);
        }
        /* debug output */
        if(ACTIVE_STREAM(LOG_NLS_V))
        {
          infoStreamPrint(LOG_NLS_V, 1, "scaling factors for residual vector");
          for(i=0; i<solverData->n; i++)
          {
            infoStreamPrint(LOG_NLS_V, 1, "scaled residual [%d] : %.20e", i, solverData->fvecScaled[i]);
            infoStreamPrint(LOG_NLS_V, 0, "scaling factor [%d] : %.20e", i, solverData->resScaling[i]);
            messageClose(LOG_NLS_V);
          }
          messageClose(LOG_NLS_V);
        }

        /* debug output */
        if(ACTIVE_STREAM(LOG_NLS_JAC))
        {
          char buffer[4096];

          infoStreamPrint(LOG_NLS_JAC, 1, "jacobian matrix [%dx%d]", (int)solverData->n, (int)solverData->n);
          for(i=0; i<solverData->n; i++)
          {
            buffer[0] = 0;
            for(j=0; j<solverData->n; j++)
              sprintf(buffer, "%s%10g ", buffer, solverData->fjacobian[i*solverData->n+j]);
            infoStreamPrint(LOG_NLS_JAC, 0, "%s", buffer);
          }
          messageClose(LOG_NLS_JAC);
        }

        /* check for error  */
        xerror_scaled = enorm_(&solverData->n, solverData->fvecScaled);
        xerror = enorm_(&solverData->n, solverData->fvec);
      }
    }

    /* reset non-contunuousCase */
    if(nonContinuousCase && xerror > local_tol && xerror_scaled > local_tol)
    {
      memcpy(data->simulationInfo->relationsPre, relationsPreBackup, sizeof(modelica_boolean)*data->modelData->nRelations);
      nonContinuousCase = 0;
    }

    if(solverData->info < 4 && xerror > local_tol && xerror_scaled > local_tol)
      solverData->info = 4;

    /* solution found */
    if(solverData->info == 1 || xerror <= local_tol || xerror_scaled <= local_tol)
    {
      int scaling;

      success = 1;
      nfunc_evals += solverData->nfev;
      if(ACTIVE_STREAM(LOG_NLS))
      {
        int indexes[2] = {1,eqSystemNumber};
        /* output solution */
        infoStreamPrintWithEquationIndexes(LOG_NLS, 1, indexes, "solution for NLS %d at t=%g", eqSystemNumber, data->localData[0]->timeValue);
        for(i=0; i<solverData->n; ++i)
        {
          infoStreamPrint(LOG_NLS, 0, "[%d] %s = %g", i+1, modelInfoGetEquation(&data->modelData->modelDataXml,eqSystemNumber).vars[i],  solverData->x[i]);
        }
        messageClose(LOG_NLS);
      }else if (ACTIVE_STREAM(LOG_NLS_V)){
        infoStreamPrint(LOG_NLS_V, 1, "system solved");
        infoStreamPrint(LOG_NLS_V, 0, "%d retries\n%d restarts", retries, retries2+retries3);
        messageClose(LOG_NLS_V);
        printStatus(data, solverData, eqSystemNumber, &nfunc_evals, &xerror, &xerror_scaled, LOG_NLS_V);
      }
      scaling = solverData->useXScaling;
      if(scaling)
        solverData->useXScaling = 0;

      /* take the solution */
      memcpy(systemData->nlsx, solverData->x, solverData->n*(sizeof(double)));

      /* try */
      {
        int success = 0;
#ifndef OMC_EMCC
        MMC_TRY_INTERNAL(simulationJumpBuffer)
#endif
        wrapper_fvec_hybrj(&solverData->n, solverData->x, solverData->fvec, solverData->fjac, &solverData->ldfjac, &iflag, (void*) &dataAndSysNumber);
        success = 1;
#ifndef OMC_EMCC
        MMC_CATCH_INTERNAL(simulationJumpBuffer)
#endif
        /* catch */
        if (!success) {
          warningStreamPrint(LOG_STDOUT, 0, "Non-Linear Solver try to handle a problem with a called assert.");

          solverData->info = 4;
          xerror_scaled = 1;
          xerror = 1;
          assertCalled = 1;
          success = 0;
          giveUp = 0;
        }
      }
      if(scaling)
        solverData->useXScaling = 1;
    }
コード例 #2
0
ファイル: hybrj1_.c プロジェクト: Ayato-Harashima/Bundler
/* Subroutine */ void hybrj1_(void (*fcn)(const int *n, const double *x, double *fvec, double *fjec,
			   const int *ldfjac, int *iflag ), const int *n, double *x, double *
	fvec, double *fjac, const int *ldfjac, const double *tol, int *
	info, double *wa, const int *lwa)
{
    /* Initialized data */

    const double factor = 100.;

    /* System generated locals */
    int fjac_dim1, fjac_offset, i__1;

    /* Local variables */
    int j, lr, mode, nfev, njev;
    double xtol;
    int maxfev, nprint;

/*     ********** */

/*     subroutine hybrj1 */

/*     the purpose of hybrj1 is to find a zero of a system of */
/*     n nonlinear functions in n variables by a modification */
/*     of the powell hybrid method. this is done by using the */
/*     more general nonlinear equation solver hybrj. the user */
/*     must provide a subroutine which calculates the functions */
/*     and the jacobian. */

/*     the subroutine statement is */

/*       subroutine hybrj1(fcn,n,x,fvec,fjac,ldfjac,tol,info,wa,lwa) */

/*     where */

/*       fcn is the name of the user-supplied subroutine which */
/*         calculates the functions and the jacobian. fcn must */
/*         be declared in an external statement in the user */
/*         calling program, and should be written as follows. */

/*         subroutine fcn(n,x,fvec,fjac,ldfjac,iflag) */
/*         integer n,ldfjac,iflag */
/*         double precision x(n),fvec(n),fjac(ldfjac,n) */
/*         ---------- */
/*         if iflag = 1 calculate the functions at x and */
/*         return this vector in fvec. do not alter fjac. */
/*         if iflag = 2 calculate the jacobian at x and */
/*         return this matrix in fjac. do not alter fvec. */
/*         --------- */
/*         return */
/*         end */

/*         the value of iflag should not be changed by fcn unless */
/*         the user wants to terminate execution of hybrj1. */
/*         in this case set iflag to a negative integer. */

/*       n is a positive integer input variable set to the number */
/*         of functions and variables. */

/*       x is an array of length n. on input x must contain */
/*         an initial estimate of the solution vector. on output x */
/*         contains the final estimate of the solution vector. */

/*       fvec is an output array of length n which contains */
/*         the functions evaluated at the output x. */

/*       fjac is an output n by n array which contains the */
/*         orthogonal matrix q produced by the qr factorization */
/*         of the final approximate jacobian. */

/*       ldfjac is a positive integer input variable not less than n */
/*         which specifies the leading dimension of the array fjac. */

/*       tol is a nonnegative input variable. termination occurs */
/*         when the algorithm estimates that the relative error */
/*         between x and the solution is at most tol. */

/*       info is an integer output variable. if the user has */
/*         terminated execution, info is set to the (negative) */
/*         value of iflag. see description of fcn. otherwise, */
/*         info is set as follows. */

/*         info = 0   improper input parameters. */

/*         info = 1   algorithm estimates that the relative error */
/*                    between x and the solution is at most tol. */

/*         info = 2   number of calls to fcn with iflag = 1 has */
/*                    reached 100*(n+1). */

/*         info = 3   tol is too small. no further improvement in */
/*                    the approximate solution x is possible. */

/*         info = 4   iteration is not making good progress. */

/*       wa is a work array of length lwa. */

/*       lwa is a positive integer input variable not less than */
/*         (n*(n+13))/2. */

/*     subprograms called */

/*       user-supplied ...... fcn */

/*       minpack-supplied ... hybrj */

/*     argonne national laboratory. minpack project. march 1980. */
/*     burton s. garbow, kenneth e. hillstrom, jorge j. more */

/*     ********** */
    /* Parameter adjustments */
    --fvec;
    --x;
    fjac_dim1 = *ldfjac;
    fjac_offset = 1 + fjac_dim1 * 1;
    fjac -= fjac_offset;
    --wa;

    /* Function Body */
    *info = 0;

/*     check the input parameters for errors. */

    if (*n <= 0 || *ldfjac < *n || *tol < 0. || *lwa < *n * (*n + 13) / 2) {
	/* goto L20; */
        return;
    }

/*     call hybrj. */

    maxfev = (*n + 1) * 100;
    xtol = *tol;
    mode = 2;
    i__1 = *n;
    for (j = 1; j <= i__1; ++j) {
	wa[j] = 1.;
/* L10: */
    }
    nprint = 0;
    lr = *n * (*n + 1) / 2;
    hybrj_(fcn, n, &x[1], &fvec[1], &fjac[fjac_offset], ldfjac, &xtol, &
	    maxfev, &wa[1], &mode, &factor, &nprint, info, &nfev, &njev, &wa[*
	    n * 6 + 1], &lr, &wa[*n + 1], &wa[(*n << 1) + 1], &wa[*n * 3 + 1],
	     &wa[(*n << 2) + 1], &wa[*n * 5 + 1]);
    if (*info == 5) {
	*info = 4;
    }
/* L20: */
    return;

/*     last card of subroutine hybrj1. */

} /* hybrj1_ */