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authorJörg Frings-Fürst <debian@jff-webhosting.net>2018-07-15 18:00:09 +0200
committerJörg Frings-Fürst <debian@jff-webhosting.net>2018-07-15 18:00:09 +0200
commit82d1d89d2e68db56890c593a6428cdcbed1105f2 (patch)
tree7341711df7d1dc24bfec7b408e5b1fc3eeba7a10 /numlib/tconjgrad.c
parentd27d024c441a3912ac2959dff6183abf0e199d78 (diff)
parent711b90e2fe8e1b842c3181a6909af1e432fe0fdc (diff)
Merge branch 'feature/upstream' into develop
Diffstat (limited to 'numlib/tconjgrad.c')
-rwxr-xr-xnumlib/tconjgrad.c162
1 files changed, 162 insertions, 0 deletions
diff --git a/numlib/tconjgrad.c b/numlib/tconjgrad.c
new file mode 100755
index 0000000..aa98871
--- /dev/null
+++ b/numlib/tconjgrad.c
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+/* Code to test the conjgrad minimiser */
+/*
+ * Copyright 1999, 2018 Graeme W. Gill
+ * All rights reserved.
+ *
+ * This material is licenced under the GNU AFFERO GENERAL PUBLIC LICENSE Version 3 :-
+ * see the License.txt file for licencing details.
+ */
+
+#include <stdio.h>
+#include "numlib.h"
+
+/* Final approximate solution: */
+
+double expect[9] = {
+ -0.5706545E+00,
+ -0.6816283E+00,
+ -0.7017325E+00,
+ -0.7042129E+00,
+ -0.7013690E+00,
+ -0.6918656E+00,
+ -0.6657920E+00,
+ -0.5960342E+00,
+ -0.4164121E+00 };
+
+double fcn( /* Return function value */
+ void *fdata, /* Opaque data pointer */
+ double tp[] /* Multivriate input value */
+);
+
+static double dfcn(
+ void *fdata,
+ double dp[],
+ double tp[]
+);
+
+#define N 9
+
+static void progress(void *pdata, int perc) {
+ printf("%c% 3d%%",cr_char,perc);
+ if (perc == 100)
+ printf("\n");
+ fflush(stdout);
+}
+
+int main(void)
+{
+ double cp[N]; /* Function input values */
+ double s[N]; /* Search area */
+ double err;
+ int j;
+ int nprint = 0; /* Itteration debugging print = off */
+ int rc;
+
+ error_program = "tpowell"; /* Set global error reporting string */
+ check_if_not_interactive();
+
+ /* The following starting values provide a rough solution. */
+ for (j = 0; j < N; j++) {
+ cp[j] = -1.f;
+ s[j] = 0.9;
+ }
+
+ nprint = 0;
+
+ /* Set tol to the square root of the machine precision. */
+ /* Unless high precision solutions are required, */
+ /* this is the recommended setting. */
+
+ rc = conjgrad(
+ &err,
+ N, /* Dimentionality */
+ cp, /* Initial starting point */
+ s, /* Size of initial search area */
+ 0.00000001, /* Tollerance of error change to stop on */
+ 1000, /* Maximum iterations allowed */
+ fcn, /* Error function to evaluate */
+ dfcn, /* Partial derivative function */
+ NULL, /* Opaque data needed by function */
+ progress, /* Progress callback */
+ NULL /* Context for callback */
+ );
+
+
+ fprintf(stdout,"Status = %d, final approximate solution err = %f:\n",rc,err);
+ for (j = 0; j < N; j++) {
+ fprintf(stdout,"cp[%d] = %e, expect %e\n",j,cp[j],expect[j]);
+ }
+
+ return 0;
+} /* main() */
+
+/* Function being minimized */
+double fcn( /* Return function value */
+void *fdata, /* Opaque data pointer */
+double tp[] /* Multivriate input value */
+) {
+ double err, tt;
+ double temp, temp1, temp2;
+ int k;
+
+ /* Function Body */
+ err = 0.0;
+ for (k = 0; k < N; ++k) {
+ temp = (3.0 - 2.0 * tp[k]) * tp[k];
+ temp1 = 0.0;
+ if (k != 0) {
+ temp1 = tp[k-1];
+ }
+ temp2 = 0.0;
+ if (k != ((N)-1))
+ temp2 = tp[k+1];
+ tt = temp - temp1 - 2.0 * temp2 + 1.0;
+ err += tt * tt;
+ }
+ err = sqrt(err);
+//printf("Returning %16.14f\n",err);
+ return err;
+}
+
+
+/* Compute aprox. forward difference */
+
+#define JEPS 1.0e-8 /* Aprox. sqrt of machine precision */
+
+static double dfcn(
+void *fdata,
+double dp[],
+double tp[]
+) {
+ int i;
+ double d, h, temp;
+
+ d = fcn(fdata, tp);
+
+ for (i = 0; i < N; i++) {
+ temp = tp[i];
+
+ h = JEPS * fabs(temp);
+ if (h == 0.0)
+ h = JEPS;
+ tp[i] = temp + h; /* Add delta */
+ h = tp[i] - temp; /* Actual delta with fp precision limits */
+
+ dp[i] = (fcn(fdata, tp) - d)/h;
+
+ tp[i] = temp; /* Restore value */
+ }
+
+ return DFUNC_NRV;
+}
+
+
+
+
+
+
+
+
+
+
+