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-- File: FunctionSetRoot.cdl
-- Created: Tue May 14 14:32:21 1991
-- Author: Laurent PAINNOT
-- <lpa@topsn3>
---Copyright: Matra Datavision 1991, 1992
class FunctionSetRoot from math
---Purpose: The math_FunctionSetRoot class calculates the root
-- of a set of N functions of M variables (N<M, N=M or N>M). Knowing
-- an initial guess of the solution and using a minimization algorithm, a search
-- is made in the Newton direction and then in the Gradient direction if there
-- is no success in the Newton direction. This algorithm can also be
-- used for functions minimization. Knowledge of all the partial
-- derivatives (the Jacobian) is required.
uses Vector from math,
Matrix from math,
IntegerVector from math,
FunctionSetWithDerivatives from math,
OStream from Standard
raises NotDone from StdFail,
DimensionError from Standard
is
Create(F: in out FunctionSetWithDerivatives;
Tolerance : Vector;
NbIterations: Integer = 100)
---Purpose: is used in a sub-class to initialize correctly all the fields
-- of this class.
-- The range (1, F.NbVariables()) must be especially
-- respected for all vectors and matrix declarations.
returns FunctionSetRoot from math;
Create(F: in out FunctionSetWithDerivatives;
NbIterations: Integer = 100)
---Purpose: is used in a sub-class to initialize correctly all the fields
-- of this class.
-- The range (1, F.NbVariables()) must be especially
-- respected for all vectors and matrix declarations.
-- The method SetTolerance must be called after this
-- constructor.
returns FunctionSetRoot from math;
Create(F: in out FunctionSetWithDerivatives; StartingPoint: Vector;
Tolerance: Vector; NbIterations: Integer = 100)
---Purpose: is used to improve the root of the function F
-- from the initial guess StartingPoint.
-- The maximum number of iterations allowed is given by
-- NbIterations.
-- In this case, the solution is found when:
-- abs(Xi - Xi-1)(j) <= Tolerance(j) for all unknowns.
returns FunctionSetRoot from math;
Create(F: in out FunctionSetWithDerivatives; StartingPoint: Vector;
Tolerance: Vector; infBound, supBound: Vector;
NbIterations: Integer = 100)
---Purpose: is used to improve the root of the function F
-- from the initial guess StartingPoint.
-- The maximum number of iterations allowed is given
-- by NbIterations.
-- In this case, the solution is found when:
-- abs(Xi - Xi-1) <= Tolerance for all unknowns.
returns FunctionSetRoot from math;
Delete(me:out) is virtual;
---C++: alias "Standard_EXPORT virtual ~math_FunctionSetRoot(){Delete();}"
SetTolerance(me: in out; Tolerance: Vector)
---Purpose: Initializes the tolerance values.
is static;
Perform(me: in out; F: in out FunctionSetWithDerivatives;
StartingPoint: Vector;
infBound, supBound: Vector)
---Purpose: Improves the root of function F from the initial guess
-- StartingPoint. infBound and supBound may be given to constrain the solution.
-- Warning
-- This method is called when computation of the solution is
-- not performed by the constructors.
is static;
IsSolutionReached(me: in out; F: in out FunctionSetWithDerivatives)
---Purpose: This routine is called at the end of each iteration
-- to check if the solution was found. It can be redefined
-- in a sub-class to implement a specific test to stop the
-- iterations.
-- In this case, the solution is found when:
-- abs(Xi - Xi-1) <= Tolerance for all unknowns.
returns Boolean is virtual;
IsDone(me)
---Purpose:
-- Returns true if the computations are successful, otherwise returns false.
---C++: inline
returns Boolean
is static;
NbIterations(me)
---Purpose: Returns the number of iterations really done
-- during the computation of the root.
-- Exception NotDone is raised if the root was not found.
---C++: inline
returns Integer
raises NotDone
is static;
StateNumber(me)
---Purpose: returns the stateNumber (as returned by
-- F.GetStateNumber()) associated to the root found.
---C++: inline
returns Integer
raises NotDone
is static;
Root(me)
---Purpose: Returns the value of the root of function F.
-- Exception NotDone is raised if the root was not found.
---C++: inline
---C++: return const&
returns Vector
raises NotDone,
DimensionError
is static;
Root(me; Root: out Vector)
---Purpose: Outputs the root vector in Root.
-- Exception NotDone is raised if the root was not found.
-- Exception DimensionError is raised if the range of Root
-- is not equal to the range of the StartingPoint.
raises NotDone from StdFail
is static;
Derivative(me)
---Purpose: Returns the matrix value of the derivative at the root.
-- Exception NotDone is raised if the root was not found.
---C++: inline
---C++: return const&
returns Matrix
raises NotDone
is static;
Derivative(me; Der: out Matrix)
---Purpose: outputs the matrix value of the derivative
-- at the root in Der.
-- Exception NotDone is raised if the root was not found.
-- Exception DimensionError is raised if the column range
-- of <Der> is not equal to the range of the startingPoint.
---C++: inline
raises NotDone,
DimensionError
is static;
FunctionSetErrors(me)
---Purpose: returns the vector value of the error done
-- on the functions at the root.
-- Exception NotDone is raised if the root was not found.
---C++: inline
---C++: return const&
returns Vector
raises NotDone
is static;
FunctionSetErrors(me; Err: out Vector)
---Purpose: outputs the vector value of the error done
-- on the functions at the root in Err.
-- Exception NotDone is raised if the root was not found.
-- Exception DimensionError is raised if the range of Err
-- is not equal to the range of the StartingPoint.
raises NotDone,
DimensionError
is static;
Dump(me; o: in out OStream)
---Purpose: Prints on the stream o information on the current state
-- of the object.
-- Is used to redefine the operator <<.
is static;
fields
Done : Boolean;
Delta : Vector is protected;
Sol : Vector is protected;
DF : Matrix is protected;
Kount : Integer;
State : Integer;
Tol : Vector is protected;
Itermax : Integer;
-- working tables
InfBound : Vector;
SupBound : Vector;
SolSave : Vector;
GH : Vector;
DH : Vector;
DHSave : Vector;
FF : Vector;
PreviousSolution : Vector;
Save : Vector;
Constraints : IntegerVector;
Temp1 : Vector;
Temp2 : Vector;
Temp3 : Vector;
Temp4 : Vector;
end FunctionSetRoot;
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