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-- File: Uzawa.cdl
-- Created: Thu Aug 22 10:44:47 1991
-- Author: Laurent PAINNOT
-- <lpa@topsn3>
---Copyright: Matra Datavision 1991, 1992
class Uzawa from math
---Purpose: This class implements a system resolution C*X = B with
-- an approach solution X0. There are no conditions on the
-- number of equations. The algorithm used is the Uzawa
-- algorithm. It is possible to have equal or inequal (<)
-- equations to solve. The resolution is done with a
-- minimization of Norm(X-X0).
-- If there are only equal equations, the resolution is directly
-- done and is similar to Gauss resolution with an optimisation
-- because the matrix is a symmetric matrix.
-- (The resolution is done with Crout algorithm)
uses Matrix from math,
Vector from math,
OStream from Standard
raises NotDone from StdFail,
ConstructionError from Standard
is
Create(Cont: Matrix; Secont, StartingPoint: Vector;
EpsLix: Real = 1.0e-06; EpsLic: Real = 1.0e-06;
NbIterations: Integer = 500)
---Purpose: Given an input matrix Cont, two input vectors Secont
-- and StartingPoint, it solves Cont*X = Secont (only
-- = equations) with a minimization of Norme(X-X0).
-- The maximun iterations number allowed is fixed to
-- NbIterations.
-- The tolerance EpsLic is fixed for the dual variable
-- convergence. The tolerance EpsLix is used for the
-- convergence of X.
-- Exception ConstuctionError is raised if the line number
-- of Cont is different from the length of Secont.
returns Uzawa
raises ConstructionError;
Create(Cont: Matrix; Secont, StartingPoint: Vector; Nci, Nce: Integer;
EpsLix: Real = 1.0e-06; EpsLic: Real = 1.0e-06;
NbIterations: Integer = 500)
---Purpose: Given an input matrix Cont, two input vectors Secont
-- and StartingPoint, it solves Cont*X = Secont (the Nce
-- first equations are equal equations and the Nci last
-- equations are inequalities <) with a minimization
-- of Norme(X-X0).
-- The maximun iterations number allowed is fixed to
-- NbIterations.
-- The tolerance EpsLic is fixed for the dual variable
-- convergence. The tolerance EpsLix is used for the
-- convergence of X.
-- There are no conditions on Nce and Nci.
-- Exception ConstuctionError is raised if the line number
-- of Cont is different from the length of Secont and from
-- Nce + Nci.
returns Uzawa
raises ConstructionError;
Perform(me: in out; Cont: Matrix; Secont, StartingPoint: Vector;
Nci, Nce: Integer; EpsLix: Real = 1.0e-06;
EpsLic: Real = 1.0e-06; NbIterations: Integer = 500)
---Purpose: Is used internally by the two constructors above.
is static protected;
IsDone(me)
---Purpose: Returns true if the computations are successful, otherwise returns false.
---C++: inline
returns Boolean
is static;
Value(me)
---Purpose: Returns the vector solution of the system above.
-- An exception is raised if NotDone.
---C++: inline
---C++: return const&
returns Vector
raises NotDone
is static;
InitialError(me)
---Purpose: Returns the initial error Cont*StartingPoint-Secont.
-- An exception is raised if NotDone.
---C++: inline
---C++: return const&
returns Vector
raises NotDone
is static;
Duale(me; V : out Vector)
---Purpose: returns the duale variables V of the systeme.
raises NotDone
is static;
Error(me)
---Purpose: Returns the difference between X solution and the
-- StartingPoint.
-- An exception is raised if NotDone.
---C++: inline
---C++: return const&
returns Vector
raises NotDone
is static;
NbIterations(me)
---Purpose: returns the number of iterations really done.
-- An exception is raised if NotDone.
---C++: inline
returns Integer
raises NotDone
is static;
InverseCont(me)
---Purpose: returns the inverse matrix of (C * Transposed(C)).
-- This result is needed for the computation of the gradient
-- when approximating a curve.
---C++: inline
---C++: return const&
returns Matrix
raises NotDone
is static;
Dump(me; o: in out OStream)
---Purpose: Prints information on the current state of the object.
is static;
fields
Resul : Vector;
Erruza: Vector;
Errinit: Vector;
Vardua: Vector;
CTCinv: Matrix;
NbIter : Integer;
Done: Boolean;
end Uzawa;
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