// Daniel Knüttel Aufgabe2 /* * Copyright(c) 2018 Daniel Knüttel */ /* This program is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program. If not, see . * * Dieses Programm ist Freie Software: Sie können es unter den Bedingungen * der GNU General Public License, wie von der Free Software Foundation, * Version 3 der Lizenz oder (nach Ihrer Wahl) jeder neueren * veröffentlichten Version, weiterverbreiten und/oder modifizieren. * * Dieses Programm wird in der Hoffnung, dass es nützlich sein wird, aber * OHNE JEDE GEWÄHRLEISTUNG, bereitgestellt; sogar ohne die implizite * Gewährleistung der MARKTFÄHIGKEIT oder EIGNUNG FÜR EINEN BESTIMMTEN ZWECK. * Siehe die GNU General Public License für weitere Details. * * Sie sollten eine Kopie der GNU General Public License zusammen mit diesem * Programm erhalten haben. Wenn nicht, siehe . */ #include #include #include "lib/lrmp.h" /* * General Information: * * This program will print all the required (N, error) information to stdout, * messages to the user are printed to stderr. Typically the output of * this program will be piped into plot.py to create some plots. * * ./main | python3 plot.py * * to do so. * * Compilation: * * gcc -o main -lm Projekt2_Knuettel_Daniel.c lib/lrmp.c lib/vorrueckwaertsub.c * * * Preprocessor flags: * * - DEBUG turns on some more output. * - NOCRAPMODE enables a reusable interface which is not conformous to the * specification given but allowes to used the algorithms with arbitrary * functions. Also this adds the functions `write_error_(newton|bisek)`. * - ALLOW_NEGATGIVE_ERRORS allows negative errors which might be interesting. * */ #define abs(x) (x < 0 ? (-1)*x : x) /* * \brief Calculate the next interval for the bisection * using the current interval x_minus, x_plus. * * \param x_minus Lower boundary of the interval. Will be updated to the next * search interval. If the search has been sucessful, this will * be the result. * \param x_plus Upper boundary of the interval. * Will be updated to the next search interval. * \param f Used function. * \param eps If f(x) < eps, stop. * * \return 0, if nothing happened, 0xf000, if f(x_min) < eps. * */ int bisec_one(double * x_minus , double * x_plus , double (*f)(double) , double eps); /* * \brief Calculate f(x) < eps using bisection. Note that this requires: f(a)f(b) < 0. * For functions not meeting this requirement the behaviour of this function is * undefined. It might however converge to the boundaries a or b. * * \param f Used function. * \param a Lower boundary of the interval to search in. * \param b Upper boundary of the interval to search in. * \param eps Used precision. * \param Nmax Stop searching after Nmax iterations. * \param flag Will be set to 0xf000, if the goal has been reached, * to 0xf001, if Nmax has been reached * , to 0xf004 if f(a)*f(b) >= 0. * Any other value indicates an unknown error. * \param file The function will not use this parameter, it is there just * for backwards compability. * * \return The last x_minus which is the result of the bisection, if *flag = 0xf000, * or the closest the function was, when it hit Nmax. * */ double bisek(double (*f)(double) , double a , double b , double eps , int Nmax , int * flag , FILE * file); #ifdef NOCRAPMODE /* * \brief Calculate f(x) < eps using bisek and write the results to file. * * \param f Used function. * \param a Lower boundary of the interval to search in. * \param b Upper boundary of the interval to search in. * \param eps Used precision. * \param Nmax Stop searching after Nmax iterations. * \param flag Will be set to 0xf000, if the goal has been reached, * to 0xf001, if Nmax has been reached * , to 0xf004 if f(a)*f(b) >= 0. * Any other value indicates an unknown error. * \param file Write ``Nmax,error\n`` to this file. * \param x0 The real result for bisek. * * \return The result of the bisection * */ double write_error_bisek(double (*f)(double) , double a , double b , double eps , int Nmax , int * flag , FILE * file , double x0); #endif /* * \brief Calculate f(x) < eps or a minimum of f. * * \param x0 The starting point for the calculation * \param f The function that should be used * \param df The differential of f, must be continuous * \param eps The precision * \param Nmax The maximal number of iterations * \param flag Flag indicating the status of the calculation. * 0xe000: Precision has been hit. f(x) < eps. * 0xe001: Nmax has been hit f(x) > eps. * 0xe002: Found a minimum of f (<= df(x) = 0) * \param file Unused. See write_error_newton. Only for legacy reasons. * * \return x Such that the condition in flag is met. * */ double newton(double x0 , double (*f)(double) , double (*df)(double) , double eps , int Nmax , int * flag , FILE * file); #ifdef NOCRAPMODE /* * \brief Calculate f(x) < eps or a minimum of f. And write the results to file * * \param x0 The starting point for the calculation * \param f The function that should be used * \param df The differential of f, must be continuous * \param eps The precision * \param Nmax The maximal number of iterations * \param flag Flag indicating the status of the calculation. * 0xe000: Precision has been hit. f(x) < eps. * 0xe001: Nmax has been hit f(x) > eps. * 0xe002: Found a minimum of f (<= df(x) = 0) * \param file Write "N,error\n" to file. error is calculated from the * expected value x1. * \param x1 Real result of the newton method. * * \return x Such that the condition in flag is met. * */ double write_error_newton(double x0 , double (*f)(double) , double (*df)(double) , double eps , int Nmax , int * flag , FILE * file , double x1); #endif /* * \brief Calculate one step of the newton iteration. * * \param x The current value for the newton iteration. * For nonzero return values x is unchanged, for * zero return values x is updated according to the newton * algorithm. * \param f The function that should be used * \param df The differential of f, must be continuous * \param eps The precision * * \return if f(x) < eps: 0xe000 * if df(x) < eps: 0xe002 * else: 0x0000 * * */ int newton_one(double * x , double (*f)(double) , double (*df)(double) , double eps); /* * \brief Calculate the multi dimensional newton iteration. * * \param N Dimension of the system * \param x0 Starting point * \param f Used function * \param df Differential of f * \param fx Result of the calculation * \param Nmax The maximal number of iterations * \param eps Precision * * \return If the calculation suceeded (ie |f(x)| < eps): 0xe000 * If df(x) is not regulary: 0xe002 * If Nmax has been hit: 0xe001 * */ int newton_mult(int N , double * x0 , void (*f)(double *, double *, int) , void (*df)(double *, double **, int) , double *fx , int Nmax , double eps); /* * \brief Calculate one iteration for newton_mult * * \param N Dimension of the system * \param x Current point. * For nonzero retirn values x is unchanged, for * zero return values x is updated according to the newton * algorithm. * \param f Used function * \param df Differential of f * \param eps Precision * * \return if f(x) < eps: 0xe000 * if df(x) < eps: 0xe002 * else: 0x0000 * * */ int newton_mult_one(int N , double * x , void (*f)(double *, double *, int) , void (*df)(double *, double **, int) , double eps); /* * \brief Copy from src to dst * * \param N Dimension of the vector * \param dst Destination * \param src Source * * \return 0 * */ int vector_copy(int N , double * dst , double * src); /* * \brief Compute the modulus of vector x * \param N Dimension of x * \param x Vector x * \return The modulus * */ double modulus(int N , double * x); // The test functions in one dimension. double g1(double x); double g2(double x); double dg1(double x); double dg2(double x); // The test functio in 2D void g(double * x, double * y, int N); void dg(double * x, double ** y, int N); int main(void) { int i, j; int flag; double result; // Calculate the bisection of g1. for(i = 1, j = 0; i < 100 ;i += 1, j++) { #ifdef NOCRAPMODE write_error_bisek(g1, -2.5, -100, 1e-7, i, &flag, stdout, -6); #else bisek(g1, -2.5, -100, 1e-7, i, &flag, stdout); #endif } printf("XXX\n"); fprintf(stderr, "wrote %d lines for g1 to /dev/stdout\n", j); // Calculate the bisection of g2. // Note that the output of this will be basically crap, because // g2 does not meet the requirements for a bisection. for(i = 1, j = 0; i < 100 ;i += 1, j++) { #ifdef NOCRAPMODE write_error_bisek(g2, -2.5, -100, 1e-7, i, &flag, stdout, -6); #else bisek(g2, -2.5, -100, 1e-7, i, &flag, stdout); #endif } printf("XXX\n"); fprintf(stderr, "wrote %d lines for g2 to /dev/stdout\n", j); // Calculate the newton iteration of g1. for(i = 1, j = 0; i < 100 ;i += 1, j++) { #ifdef NOCRAPMODE write_error_newton(-100, g1, dg1, 1e-7, i, &flag, stdout, -6); #else newton(-100, g1, dg1, 1e-7, i, &flag, stdout); #endif } printf("XXX\n"); fprintf(stderr, "wrote %d lines for g1 to /dev/stdout\n", j); // Calculate the newton iteration of g2. // Note that the output of this will be basically crap, because // g2 does not meet the requirements for the newton iteration. for(i = 1, j = 0; i < 100 ;i += 1, j++) { #ifdef NOCRAPMODE write_error_newton(-100, g2, dg2, 1e-7, i, &flag, stdout, -6); #else newton(-100, g2, dg2, 1e-7, i, &flag, stdout); #endif } printf("XXX\n"); fprintf(stderr, "wrote %d lines for g2 to /dev/stdout\n", j); // Calculate the multi dimensional newton iteration // Allocate and initialzie the two starting points. double * x1 = malloc(sizeof(double) * 2) , * x2 = malloc(sizeof(double) * 2); x1[0] = -0.5; x1[1] = 1.4; x2[0] = -0.14; x2[1] = 1.47; double * x = malloc(sizeof(double) * 2); // use x1 flag = newton_mult(2, x1, g, dg, x, 100, 1e-7); fprintf(stderr, "newton_mult -> %x\n", flag); // calculate g(x) g(x, x1, 2); fprintf(stderr, "result: (%.4e, %.4e), f(%.4e, %.4e) = (%.4e, %.4e)\n" , x[0], x[1] , x[0], x[1] , x1[0], x1[1]); // use x2 flag = newton_mult(2, x2, g, dg, x, 100, 1e-7); fprintf(stderr, "newton_mult -> %x\n", flag); // calculate g(x) g(x, x2, 2); fprintf(stderr, "result: (%.4e, %.4e), f(%.4e, %.4e) = (%.4e, %.4e)\n" , x[0], x[1] , x[0], x[1] , x2[0], x2[1]); free(x); free(x1); free(x2); return 0; } double g1(double x) { return (x + 6) * (x*x + 1); } double g2(double x) { double result = 1; int i; for(i = 0; i < 4; i++) { result *= (x + 6); } return result; } double dg1(double x) { return 3*x*x + 12*x + 1; } double dg2(double x) { double result = 4; int i; for(i = 0; i < 3; i++) { result *= (x + 6); } return result; } int bisec_one(double * x_minus , double * x_plus , double (*f)(double) , double eps) { double a = *x_minus , b = *x_plus; double x_m = (b + a) / 2.0; double y_m = f(x_m); if(y_m < 0) { // We hit precision. if(y_m > -1 * eps) { *x_minus = x_m; return 0xf000; } // Continue. *x_minus = x_m; *x_plus = b; return 0; } // We hit precision. if(y_m < eps) { *x_minus = x_m; return 0xf000; } // Continue. *x_minus = a; *x_plus = x_m; return 0; } double #ifdef NOCRAPMODE bisek #else __inline_bisek #endif (double (*f)(double) , double a , double b , double eps , int Nmax , int * flag , FILE * file) { if(f(a)*f(b) >= 0) { *flag = 0xf004; return 0; } double x_minus = a , x_plus = b; if(a > b) { x_minus = b; x_plus = a; } int i; int status; for(i = 0; i < Nmax; i++) { // Calculate the next interval. status = bisec_one(&x_minus, &x_plus, f, eps); // We have hit precision. if(status) { *flag = status; return x_minus; } } // We ran out of iterations. *flag = 0xf001; return x_minus; } double #ifdef NOCRAPMODE write_error_bisek #else bisek #endif (double (*f)(double) , double a , double b , double eps , int Nmax , int * flag , FILE * file #ifdef NOCRAPMODE , double x0 #endif ) { #ifndef NOCRAPMODE double x0 = -6; #endif double result , error; result = #ifdef NOCRAPMODE bisek #else __inline_bisek #endif (f, a, b, eps, Nmax, flag, file); if(*flag & 0x0f == 0x01) { fprintf(stderr, "WARNING: bisek(..., eps = %.10e, Nmax = %d, ...) hit Nmax.\n", eps, Nmax); } if(*flag & 0x0f == 0x04) { fprintf(stderr, "WARNING: bisek(..., eps = %.10e, Nmax = %d, ...) conditions failed.\n", eps, Nmax); } if(!(*flag & 0xff00)) { fprintf(stderr, "WARNING: bisek flag is invalid.\n"); } fprintf(stderr, "bisek(, %.10e, %.10e, %.10e, %d, &(%x), ) -> %.10e\n", a, b, eps, Nmax, *flag, result); error = x0 - result; fprintf(stderr, "x0 = %.10e, result = %.10e, error = %.10e\n", x0, result, error); // FIXME: // Shold we allow negative errors? It is mathematically incorrect but // more interesting. #ifndef ALLOW_NEGATGIVE_ERRORS if(error < 0) { error *= -1; } #endif fprintf(file, "%d,%.10e\n", Nmax, error); return result; } int newton_one(double * x , double (*f)(double) , double (*df)(double) , double eps) { double y, yd; y = f(*x); yd = df(*x); #ifdef DEBUG fprintf(stderr, "f(%.4e) -> %.4e; df(%.4e) -> %.4e\n", *x, y, *x, yd); #endif if(abs(y) < eps) { return 0xe000; } if(abs(yd) < eps) { return 0xe002; } *x -= y / yd; #ifdef DEBUG fprintf(stderr, "set new x: %.4e\n", *x); #endif return 0; } double #ifdef NOCRAPMODE newton #else __inline_newton #endif (double x0 , double (*f)(double) , double (*df)(double) , double eps , int Nmax , int * flag , FILE * file) { int i; int status = 0; double x = x0; for(i = 0; i < Nmax && !status; i++) { status = newton_one(&x, f, df, eps); } if(status) { *flag = status; } else { *flag = 0xe001; } return x; } double #ifdef NOCRAPMODE write_error_newton #else newton #endif (double x0 , double (*f)(double) , double (*df)(double) , double eps , int Nmax , int * flag , FILE * file #ifdef NOCRAPMODE , double x1 #endif ) { #ifndef NOCRAPMODE double x1 = -6; #endif double result, error; result = #ifdef NOCRAPMODE newton #else __inline_newton #endif (x0, f, df, eps, Nmax, flag, file); if(*flag & 0xff) { fprintf(stderr, "WARNING: newton(..., eps = %.4e, Nmax = %d, ...) hit Nmax or min.\n", eps, Nmax); } if(!(*flag & 0xff00)) { fprintf(stderr, "WARNING: newton flag is invalid.\n"); } fprintf(stderr, "newton(%.4e, , , %.4e, %d, &(%x), ) -> %.4e\n", x0, eps, Nmax, *flag, result); error = x1 - result; fprintf(stderr, "x1 = %.4e, result = %.4e, error = %.4e\n", x1, result, error); // FIXME: // Shold we allow negative errors? It is mathematically incorrect but // more interesting. #ifndef ALLOW_NEGATGIVE_ERRORS if(error < 0) { error *= -1; } #endif fprintf(file, "%d,%.10e\n", Nmax, error); return result; } int newton_mult(int N , double * x0 , void (*f)(double *, double *, int) , void (*df)(double *, double **, int) , double *fx , int Nmax , double eps) { int i, status = 0; double * x = malloc(sizeof(double) * N); vector_copy(N, x, x0); for(i = 0; i < Nmax && !status; i++) { status = newton_mult_one(N, x, f, df, eps); } vector_copy(N, fx, x); free(x); if(status) { return status; } return 0xe001; } int newton_mult_one(int N , double * x , void (*f)(double *, double *, int) , void (*df)(double *, double **, int) , double eps) { int i, status; double * b; int * p; double ** A; fprintf(stderr, "newton_mult_one(..., (%.4e, %4e, ...), ...)\n", x[0], x[1]); p = malloc(sizeof(int) * N); b = malloc(sizeof(double) * N); // f(x) = b f(x, b, N); // check if the precision is already met. if(modulus(N, b) < eps) { free(p); free(b); return 0xe000; } // Allocate A and calculate df(x) = A A = malloc(sizeof(double *) * N); for(i = 0; i < N; i++) { A[i] = malloc(sizeof(double) * N); } df(x, A, N); // We have to solve (As = -f(x) = -b), so multiply result b by -1. for(i = 0; i < N; i++) { b[i] *= -1; } // Try to solve status = Solve(N, A, b, p); if(status) { // df(x) is not regular. // Basically we are in a minimum or a saddle point. status = 0xe002; // Clean up & return goto exit; } for(i = 0; i < N; i++) { // FIXME: // Does Solve invert the swaps automatically // or do I have to take care of that? // Crappy docs! x[i] += b[i]; } exit: // Clean up & go. for(i = 0; i < N; i++) { free(A[i]); } free(A); free(b); free(p); return status; } int vector_copy(int N , double * dst , double * src) { int i; for(i = 0; i < N; i++) { dst[i] = src[i]; } return 0; } double modulus(int N, double * x) { int i; double result = 0; for(i = 0; i < N; i++) { result += x[i]*x[i]; } return sqrt(result); } void g(double * x, double * y, int N) { // Well idk. Should not happen. // At least prevent SegFault. if(N < 2) { return; } y[0] = (x[0] + 3)*(x[1]*x[1]*x[1] - 7) + 18; y[1] = sin(x[1]*exp(x[0]) -1); } void dg(double * x, double ** y, int N) { if(N < 2) { return; } y[0][0] = x[1]*x[1]*x[1] - 7; y[0][1] = 3*(x[0] + 3)*x[1]*x[1]; y[1][0] = cos(x[1]*exp(x[0]) - 1)*exp(x[0])*x[1]; y[1][1] = cos(x[1]*exp(x[0]) - 1)*exp(x[0]); }