/* PIP - Platform Independent Primitives Math Copyright (C) 2011 Ivan Pelipenko peri4ko@gmail.com 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 . */ #include "pimath.h" /* * Fast Fourier Transformation * ==================================================== * Coded by Miroslav Voinarovsky, 2002 * This source is freeware. */ // This array contains values from 0 to 255 with reverse bit order static uchar reverse256[]= { 0x00, 0x80, 0x40, 0xC0, 0x20, 0xA0, 0x60, 0xE0, 0x10, 0x90, 0x50, 0xD0, 0x30, 0xB0, 0x70, 0xF0, 0x08, 0x88, 0x48, 0xC8, 0x28, 0xA8, 0x68, 0xE8, 0x18, 0x98, 0x58, 0xD8, 0x38, 0xB8, 0x78, 0xF8, 0x04, 0x84, 0x44, 0xC4, 0x24, 0xA4, 0x64, 0xE4, 0x14, 0x94, 0x54, 0xD4, 0x34, 0xB4, 0x74, 0xF4, 0x0C, 0x8C, 0x4C, 0xCC, 0x2C, 0xAC, 0x6C, 0xEC, 0x1C, 0x9C, 0x5C, 0xDC, 0x3C, 0xBC, 0x7C, 0xFC, 0x02, 0x82, 0x42, 0xC2, 0x22, 0xA2, 0x62, 0xE2, 0x12, 0x92, 0x52, 0xD2, 0x32, 0xB2, 0x72, 0xF2, 0x0A, 0x8A, 0x4A, 0xCA, 0x2A, 0xAA, 0x6A, 0xEA, 0x1A, 0x9A, 0x5A, 0xDA, 0x3A, 0xBA, 0x7A, 0xFA, 0x06, 0x86, 0x46, 0xC6, 0x26, 0xA6, 0x66, 0xE6, 0x16, 0x96, 0x56, 0xD6, 0x36, 0xB6, 0x76, 0xF6, 0x0E, 0x8E, 0x4E, 0xCE, 0x2E, 0xAE, 0x6E, 0xEE, 0x1E, 0x9E, 0x5E, 0xDE, 0x3E, 0xBE, 0x7E, 0xFE, 0x01, 0x81, 0x41, 0xC1, 0x21, 0xA1, 0x61, 0xE1, 0x11, 0x91, 0x51, 0xD1, 0x31, 0xB1, 0x71, 0xF1, 0x09, 0x89, 0x49, 0xC9, 0x29, 0xA9, 0x69, 0xE9, 0x19, 0x99, 0x59, 0xD9, 0x39, 0xB9, 0x79, 0xF9, 0x05, 0x85, 0x45, 0xC5, 0x25, 0xA5, 0x65, 0xE5, 0x15, 0x95, 0x55, 0xD5, 0x35, 0xB5, 0x75, 0xF5, 0x0D, 0x8D, 0x4D, 0xCD, 0x2D, 0xAD, 0x6D, 0xED, 0x1D, 0x9D, 0x5D, 0xDD, 0x3D, 0xBD, 0x7D, 0xFD, 0x03, 0x83, 0x43, 0xC3, 0x23, 0xA3, 0x63, 0xE3, 0x13, 0x93, 0x53, 0xD3, 0x33, 0xB3, 0x73, 0xF3, 0x0B, 0x8B, 0x4B, 0xCB, 0x2B, 0xAB, 0x6B, 0xEB, 0x1B, 0x9B, 0x5B, 0xDB, 0x3B, 0xBB, 0x7B, 0xFB, 0x07, 0x87, 0x47, 0xC7, 0x27, 0xA7, 0x67, 0xE7, 0x17, 0x97, 0x57, 0xD7, 0x37, 0xB7, 0x77, 0xF7, 0x0F, 0x8F, 0x4F, 0xCF, 0x2F, 0xAF, 0x6F, 0xEF, 0x1F, 0x9F, 0x5F, 0xDF, 0x3F, 0xBF, 0x7F, 0xFF, }; //This is array exp(-2*pi*j/2^n) for n= 1,...,32 //exp(-2*pi*j/2^n) = complexd( cos(2*pi/2^n), -sin(2*pi/2^n) ) static complexd W2n[32] = { complexd(-1.00000000000000000000000000000000, 0.00000000000000000000000000000000), // W2 calculator (copy/paste) : po, ps complexd( 0.00000000000000000000000000000000, -1.00000000000000000000000000000000), // W4: p/2=o, p/2=s complexd( 0.70710678118654752440084436210485, -0.70710678118654752440084436210485), // W8: p/4=o, p/4=s complexd( 0.92387953251128675612818318939679, -0.38268343236508977172845998403040), // p/8=o, p/8=s complexd( 0.98078528040323044912618223613424, -0.19509032201612826784828486847702), // p/16= complexd( 0.99518472667219688624483695310948, -9.80171403295606019941955638886e-2), // p/32= complexd( 0.99879545620517239271477160475910, -4.90676743274180142549549769426e-2), // p/64= complexd( 0.99969881869620422011576564966617, -2.45412285229122880317345294592e-2), // p/128= complexd( 0.99992470183914454092164649119638, -1.22715382857199260794082619510e-2), // p/256= complexd( 0.99998117528260114265699043772857, -6.13588464915447535964023459037e-3), // p/(2y9)= complexd( 0.99999529380957617151158012570012, -3.06795676296597627014536549091e-3), // p/(2y10)= complexd( 0.99999882345170190992902571017153, -1.53398018628476561230369715026e-3), // p/(2y11)= complexd( 0.99999970586288221916022821773877, -7.66990318742704526938568357948e-4), // p/(2y12)= complexd( 0.99999992646571785114473148070739, -3.83495187571395589072461681181e-4), // p/(2y13)= complexd( 0.99999998161642929380834691540291, -1.91747597310703307439909561989e-4), // p/(2y14)= complexd( 0.99999999540410731289097193313961, -9.58737990959773458705172109764e-5), // p/(2y15)= complexd( 0.99999999885102682756267330779455, -4.79368996030668845490039904946e-5), // p/(2y16)= complexd( 0.99999999971275670684941397221864, -2.39684498084182187291865771650e-5), // p/(2y17)= complexd( 0.99999999992818917670977509588385, -1.19842249050697064215215615969e-5), // p/(2y18)= complexd( 0.99999999998204729417728262414778, -5.99211245264242784287971180889e-6), // p/(2y19)= complexd( 0.99999999999551182354431058417300, -2.99605622633466075045481280835e-6), // p/(2y20)= complexd( 0.99999999999887795588607701655175, -1.49802811316901122885427884615e-6), // p/(2y21)= complexd( 0.99999999999971948897151921479472, -7.49014056584715721130498566730e-7), // p/(2y22)= complexd( 0.99999999999992987224287980123973, -3.74507028292384123903169179084e-7), // p/(2y23)= complexd( 0.99999999999998246806071995015625, -1.87253514146195344868824576593e-7), // p/(2y24)= complexd( 0.99999999999999561701517998752946, -9.36267570730980827990672866808e-8), // p/(2y25)= complexd( 0.99999999999999890425379499688176, -4.68133785365490926951155181385e-8), // p/(2y26)= complexd( 0.99999999999999972606344874922040, -2.34066892682745527595054934190e-8), // p/(2y27)= complexd( 0.99999999999999993151586218730510, -1.17033446341372771812462135032e-8), // p/(2y28)= complexd( 0.99999999999999998287896554682627, -5.85167231706863869080979010083e-9), // p/(2y29)= complexd( 0.99999999999999999571974138670657, -2.92583615853431935792823046906e-9), // p/(2y30)= complexd( 0.99999999999999999892993534667664, -1.46291807926715968052953216186e-9), // p/(2y31)= }; /* * x: x - array of items * T: 1 << T = 2 power T - number of items in array * complement: false - normal (direct) transformation, true - reverse transformation */ void fft(complexd * x, int T, bool complement) { uint I, J, Nmax, N, Nd2, k, m, mpNd2, Skew; uchar *Ic = (uchar*) &I; uchar *Jc = (uchar*) &J; complexd S; complexd * Wstore, * Warray; complexd WN, W, Temp, *pWN; Nmax = 1 << T; //first interchanging for(I = 1; I < Nmax - 1; I++) { Jc[0] = reverse256[Ic[3]]; Jc[1] = reverse256[Ic[2]]; Jc[2] = reverse256[Ic[1]]; Jc[3] = reverse256[Ic[0]]; J >>= (32 - T); if (I < J) { S = x[I]; x[I] = x[J]; x[J] = S; } } //rotation multiplier array allocation Wstore = new complexd[Nmax / 2]; Wstore[0] = complexd(1., 0.); //main loop for(N = 2, Nd2 = 1, pWN = W2n, Skew = Nmax >> 1; N <= Nmax; Nd2 = N, N += N, pWN++, Skew >>= 1) { //WN = W(1, N) = exp(-2*pi*j/N) WN= *pWN; if (complement) WN = complexd(WN.real(), -WN.imag()); for(Warray = Wstore, k = 0; k < Nd2; k++, Warray += Skew) { if (k & 1) { W *= WN; *Warray = W; } else W = *Warray; for(m = k; m < Nmax; m += N) { mpNd2 = m + Nd2; Temp = W; Temp *= x[mpNd2]; x[mpNd2] = x[m]; x[mpNd2] -= Temp; x[m] += Temp; } } } delete[] Wstore; if (complement) { for( I = 0; I < Nmax; I++ ) x[I] /= Nmax; } } const char Solver::methods_desc[] = "b{Methods:}\ \n -1 - Global settings\ \n 01 - Eyler 1\ \n 02 - Eyler 2\ \n 14 - Runge-Kutta 4\ \n 23 - Adams-Bashfort-Moulton 3\ \n 24 - Adams-Bashfort-Moulton 4\ \n 32 - Polynomial Approximation 2\ \n 33 - Polynomial Approximation 3\ \n 34 - Polynomial Approximation 4\ \n 35 - Polynomial Approximation 5"; Solver::Method Solver::method_global = Solver::Eyler_2; void Solver::solve(double u, double h) { switch (method) { case Global: switch (method_global) { case Eyler_1: solveEyler1(u, h); break; case Eyler_2: solveEyler2(u, h); break; case RungeKutta_4: solveRK4(u, h); break; case AdamsBashfortMoulton_2: solveABM2(u, h); break; case AdamsBashfortMoulton_3: solveABM3(u, h); break; case AdamsBashfortMoulton_4: default: solveABM4(u, h); break; case PolynomialApproximation_2: solvePA2(u, h); break; case PolynomialApproximation_3: solvePA3(u, h); break; case PolynomialApproximation_4: solvePA4(u, h); break; case PolynomialApproximation_5: solvePA5(u, h); break; } break; case Eyler_1: solveEyler1(u, h); break; case Eyler_2: solveEyler2(u, h); break; case RungeKutta_4: solveRK4(u, h); break; case AdamsBashfortMoulton_2: solveABM2(u, h); break; case AdamsBashfortMoulton_3: solveABM3(u, h); break; case AdamsBashfortMoulton_4: default: solveABM4(u, h); break; case PolynomialApproximation_2: solvePA2(u, h); break; case PolynomialApproximation_3: solvePA3(u, h); break; case PolynomialApproximation_4: solvePA4(u, h); break; case PolynomialApproximation_5: solvePA5(u, h); break; } step++; } void Solver::fromTF(const TransferFunction & TF) { if (TF.vector_An.size() >= TF.vector_Bm.size()) size = TF.vector_An.size()-1; else { cout << "Solver error: {A} should be greater than {B}" << endl; return; } if (size == 0) return; step = 0; times.fill(0.); A.resize(size, size); d.resize(size + 1); d.fill(0.); a1.resize(size + 1); a1.fill(0.); b1.resize(size + 1); b1.fill(0.); X.resize(size); X.fill(0.); F.resize(5); for (uint i = 0; i < 5; ++i) F[i].resize(size), F[i].fill(0.); k1.resize(size); k1.fill(0.); k2.resize(size); k2.fill(0.); k3.resize(size); k3.fill(0.); k4.resize(size); k4.fill(0.); xx.resize(size); xx.fill(0.); XX.resize(size); XX.fill(0.); for (uint i = 0; i < size + 1; ++i) a1[size - i] = TF.vector_An[i]; for (uint i = 0; i < TF.vector_Bm.size(); ++i) b1[size - i] = TF.vector_Bm[i]; double a0 = a1[0]; a1 /= a0; b1 /= a0; d[0] = b1[0]; // Рассчитываем вектор d for (uint i = 1; i < size + 1; ++i) { sum = 0.; for (uint m = 0; m < i; ++m) sum += a1[i - m] * d[m]; d[i] = b1[i] - sum; } for (uint i = 0; i < size - 1; ++i) // Заполняем матрицу А for (uint j = 0; j < size; ++j) A[j][i] = (j == i + 1); for (uint i = 0; i < size; ++i) A[i][size - 1] = -a1[size - i]; for (uint i = 0; i < size; ++i) d[i] = d[i + 1]; } void Solver::solveEyler1(double u, double h) { /*for (uint i = 0; i < size; ++i) { * sum = 0.; * for (uint j = 0; j < size; ++j) * sum += A[j][i] * X[j]; * xx[i] = sum + d[i] * u; }*/ F[0] = A * X + d * u; X += F[0] * h; moveF(); } void Solver::solveEyler2(double u, double h) { F[0] = A * X + d * u; X += (F[0] + F[1]) * h / 2.; moveF(); } void Solver::solveRK4(double u, double h) { td = X[0] - F[0][0]; k1 = A * X + d * u; xx = k1 * h / 2.; XX = X + xx; k2 = A * (XX + k1 * h / 2.) + d * (u + td/3.); xx = k2 * h / 2.; XX += xx; k3 = A * (XX + k2 * h / 2.) + d * (u + td*2./3.); xx = k3 * h; XX += xx; k4 = A * (XX + k3 * h) + d * (u + td); //cout << k1 << k2 << k3 << k4 << endl; X += (k1 + k2 * 2. + k3 * 2. + k4) * h / 6.; F[0] = X; } void Solver::solveABM2(double u, double h) { F[0] = A * X + d * u; XX = X + (F[0] * 3. - F[1]) * (h / 2.); F[1] = A * XX + d * u; X += (F[1] + F[0]) * (h / 2.); moveF(); } void Solver::solveABM3(double u, double h) { F[0] = A * X + d * u; XX = X + (F[0] * 23. - F[1] * 16. + F[2] * 5.) * (h / 12.); F[2] = A * XX + d * u; X += (F[2] * 5. + F[0] * 8. - F[1]) * (h / 12.); moveF(); } void Solver::solveABM4(double u, double h) { F[0] = A * X + d * u; XX = X + (F[0] * 55. - F[1] * 59. + F[2] * 37. - F[3] * 9.) * (h / 24.); F[3] = A * XX + d * u; X += (F[3] * 9. + F[0] * 19. - F[1] * 5. + F[2]) * (h / 24.); moveF(); } void Solver::solvePA(double u, double h, uint deg) { F[0] = A * X + d * u; M.resize(deg, deg); Y.resize(deg); pY.resize(deg); for (uint k = 0; k < size; ++k) { for (uint i = 0; i < deg; ++i) { td = 1.; ct = times[i]; for (uint j = 0; j < deg; ++j) { M[j][i] = td; td *= ct; } } for (uint i = 0; i < deg; ++i) Y[i] = F[i][k]; /// find polynom //if (step == 1) cout << M << endl << Y << endl; M.invert(&ok, &Y); //if (step == 1) cout << Y << endl; if (!ok) { solveEyler2(u, h); break; } /// calc last piece x0 = 0.; td = 1.; t = times[0]; for (uint i = 0; i < deg; ++i) { x0 += Y[i] * td / (i + 1.); td *= t; } x0 *= t; x1 = 0.; td = 1.; t = times[1]; for (uint i = 0; i < deg; ++i) { x1 += Y[i] * td / (i + 1.); td *= t; } x1 *= t; lp = x0 - x1; if (deg > 2) { /// calc prev piece x0 = 0.; td = 1.; dh = times[1] - times[2]; if (dh != 0. && step > 1) { t = times[2]; for (uint i = 0; i < deg; ++i) { x0 += Y[i] * td / (i + 1.); td *= t; } x0 *= t; ct = x1 - x0; /// calc correction ct -= pY[k]; } /// calc final X[k] += lp - ct; pY[k] = lp; } else { X[k] += lp; pY[k] = lp; } } moveF(); }