404 lines
13 KiB
C++
404 lines
13 KiB
C++
/*
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PIP - Platform Independent Primitives
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Math
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Copyright (C) 2011 Ivan Pelipenko peri4@rambler.ru
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This program is free software: you can redistribute it and/or modify
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it under the terms of the GNU General Public License as published by
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the Free Software Foundation, either version 3 of the License, or
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(at your option) any later version.
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This program is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU General Public License for more details.
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You should have received a copy of the GNU General Public License
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along with this program. If not, see <http://www.gnu.org/licenses/>.
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*/
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#include "pimath.h"
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/*
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* Fast Fourier Transformation
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* ====================================================
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* Coded by Miroslav Voinarovsky, 2002
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* This source is freeware.
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*/
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// This array contains values from 0 to 255 with reverse bit order
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static uchar reverse256[]= {
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0x00, 0x80, 0x40, 0xC0, 0x20, 0xA0, 0x60, 0xE0,
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0x10, 0x90, 0x50, 0xD0, 0x30, 0xB0, 0x70, 0xF0,
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0x08, 0x88, 0x48, 0xC8, 0x28, 0xA8, 0x68, 0xE8,
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0x18, 0x98, 0x58, 0xD8, 0x38, 0xB8, 0x78, 0xF8,
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0x04, 0x84, 0x44, 0xC4, 0x24, 0xA4, 0x64, 0xE4,
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0x14, 0x94, 0x54, 0xD4, 0x34, 0xB4, 0x74, 0xF4,
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0x0C, 0x8C, 0x4C, 0xCC, 0x2C, 0xAC, 0x6C, 0xEC,
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0x1C, 0x9C, 0x5C, 0xDC, 0x3C, 0xBC, 0x7C, 0xFC,
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0x02, 0x82, 0x42, 0xC2, 0x22, 0xA2, 0x62, 0xE2,
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0x12, 0x92, 0x52, 0xD2, 0x32, 0xB2, 0x72, 0xF2,
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0x0A, 0x8A, 0x4A, 0xCA, 0x2A, 0xAA, 0x6A, 0xEA,
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0x1A, 0x9A, 0x5A, 0xDA, 0x3A, 0xBA, 0x7A, 0xFA,
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0x06, 0x86, 0x46, 0xC6, 0x26, 0xA6, 0x66, 0xE6,
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0x16, 0x96, 0x56, 0xD6, 0x36, 0xB6, 0x76, 0xF6,
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0x0E, 0x8E, 0x4E, 0xCE, 0x2E, 0xAE, 0x6E, 0xEE,
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0x1E, 0x9E, 0x5E, 0xDE, 0x3E, 0xBE, 0x7E, 0xFE,
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0x01, 0x81, 0x41, 0xC1, 0x21, 0xA1, 0x61, 0xE1,
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0x11, 0x91, 0x51, 0xD1, 0x31, 0xB1, 0x71, 0xF1,
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0x09, 0x89, 0x49, 0xC9, 0x29, 0xA9, 0x69, 0xE9,
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0x19, 0x99, 0x59, 0xD9, 0x39, 0xB9, 0x79, 0xF9,
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0x05, 0x85, 0x45, 0xC5, 0x25, 0xA5, 0x65, 0xE5,
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0x15, 0x95, 0x55, 0xD5, 0x35, 0xB5, 0x75, 0xF5,
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0x0D, 0x8D, 0x4D, 0xCD, 0x2D, 0xAD, 0x6D, 0xED,
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0x1D, 0x9D, 0x5D, 0xDD, 0x3D, 0xBD, 0x7D, 0xFD,
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0x03, 0x83, 0x43, 0xC3, 0x23, 0xA3, 0x63, 0xE3,
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0x13, 0x93, 0x53, 0xD3, 0x33, 0xB3, 0x73, 0xF3,
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0x0B, 0x8B, 0x4B, 0xCB, 0x2B, 0xAB, 0x6B, 0xEB,
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0x1B, 0x9B, 0x5B, 0xDB, 0x3B, 0xBB, 0x7B, 0xFB,
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0x07, 0x87, 0x47, 0xC7, 0x27, 0xA7, 0x67, 0xE7,
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0x17, 0x97, 0x57, 0xD7, 0x37, 0xB7, 0x77, 0xF7,
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0x0F, 0x8F, 0x4F, 0xCF, 0x2F, 0xAF, 0x6F, 0xEF,
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0x1F, 0x9F, 0x5F, 0xDF, 0x3F, 0xBF, 0x7F, 0xFF,
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};
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//This is array exp(-2*pi*j/2^n) for n= 1,...,32
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//exp(-2*pi*j/2^n) = complexd( cos(2*pi/2^n), -sin(2*pi/2^n) )
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static complexd W2n[32] = {
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complexd(-1.00000000000000000000000000000000, 0.00000000000000000000000000000000), // W2 calculator (copy/paste) : po, ps
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complexd( 0.00000000000000000000000000000000, -1.00000000000000000000000000000000), // W4: p/2=o, p/2=s
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complexd( 0.70710678118654752440084436210485, -0.70710678118654752440084436210485), // W8: p/4=o, p/4=s
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complexd( 0.92387953251128675612818318939679, -0.38268343236508977172845998403040), // p/8=o, p/8=s
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complexd( 0.98078528040323044912618223613424, -0.19509032201612826784828486847702), // p/16=
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complexd( 0.99518472667219688624483695310948, -9.80171403295606019941955638886e-2), // p/32=
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complexd( 0.99879545620517239271477160475910, -4.90676743274180142549549769426e-2), // p/64=
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complexd( 0.99969881869620422011576564966617, -2.45412285229122880317345294592e-2), // p/128=
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complexd( 0.99992470183914454092164649119638, -1.22715382857199260794082619510e-2), // p/256=
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complexd( 0.99998117528260114265699043772857, -6.13588464915447535964023459037e-3), // p/(2y9)=
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complexd( 0.99999529380957617151158012570012, -3.06795676296597627014536549091e-3), // p/(2y10)=
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complexd( 0.99999882345170190992902571017153, -1.53398018628476561230369715026e-3), // p/(2y11)=
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complexd( 0.99999970586288221916022821773877, -7.66990318742704526938568357948e-4), // p/(2y12)=
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complexd( 0.99999992646571785114473148070739, -3.83495187571395589072461681181e-4), // p/(2y13)=
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complexd( 0.99999998161642929380834691540291, -1.91747597310703307439909561989e-4), // p/(2y14)=
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complexd( 0.99999999540410731289097193313961, -9.58737990959773458705172109764e-5), // p/(2y15)=
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complexd( 0.99999999885102682756267330779455, -4.79368996030668845490039904946e-5), // p/(2y16)=
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complexd( 0.99999999971275670684941397221864, -2.39684498084182187291865771650e-5), // p/(2y17)=
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complexd( 0.99999999992818917670977509588385, -1.19842249050697064215215615969e-5), // p/(2y18)=
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complexd( 0.99999999998204729417728262414778, -5.99211245264242784287971180889e-6), // p/(2y19)=
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complexd( 0.99999999999551182354431058417300, -2.99605622633466075045481280835e-6), // p/(2y20)=
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complexd( 0.99999999999887795588607701655175, -1.49802811316901122885427884615e-6), // p/(2y21)=
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complexd( 0.99999999999971948897151921479472, -7.49014056584715721130498566730e-7), // p/(2y22)=
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complexd( 0.99999999999992987224287980123973, -3.74507028292384123903169179084e-7), // p/(2y23)=
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complexd( 0.99999999999998246806071995015625, -1.87253514146195344868824576593e-7), // p/(2y24)=
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complexd( 0.99999999999999561701517998752946, -9.36267570730980827990672866808e-8), // p/(2y25)=
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complexd( 0.99999999999999890425379499688176, -4.68133785365490926951155181385e-8), // p/(2y26)=
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complexd( 0.99999999999999972606344874922040, -2.34066892682745527595054934190e-8), // p/(2y27)=
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complexd( 0.99999999999999993151586218730510, -1.17033446341372771812462135032e-8), // p/(2y28)=
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complexd( 0.99999999999999998287896554682627, -5.85167231706863869080979010083e-9), // p/(2y29)=
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complexd( 0.99999999999999999571974138670657, -2.92583615853431935792823046906e-9), // p/(2y30)=
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complexd( 0.99999999999999999892993534667664, -1.46291807926715968052953216186e-9), // p/(2y31)=
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};
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/*
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* x: x - array of items
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* T: 1 << T = 2 power T - number of items in array
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* complement: false - normal (direct) transformation, true - reverse transformation
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*/
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void fft(complexd * x, int T, bool complement)
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{
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uint I, J, Nmax, N, Nd2, k, m, mpNd2, Skew;
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uchar *Ic = (uchar*) &I;
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uchar *Jc = (uchar*) &J;
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complexd S;
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complexd * Wstore, * Warray;
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complexd WN, W, Temp, *pWN;
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Nmax = 1 << T;
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//first interchanging
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for(I = 1; I < Nmax - 1; I++)
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{
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Jc[0] = reverse256[Ic[3]];
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Jc[1] = reverse256[Ic[2]];
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Jc[2] = reverse256[Ic[1]];
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Jc[3] = reverse256[Ic[0]];
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J >>= (32 - T);
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if (I < J)
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{
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S = x[I];
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x[I] = x[J];
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x[J] = S;
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}
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}
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//rotation multiplier array allocation
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Wstore = new complexd[Nmax / 2];
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Wstore[0] = complexd(1., 0.);
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//main loop
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for(N = 2, Nd2 = 1, pWN = W2n, Skew = Nmax >> 1; N <= Nmax; Nd2 = N, N += N, pWN++, Skew >>= 1)
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{
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//WN = W(1, N) = exp(-2*pi*j/N)
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WN= *pWN;
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if (complement)
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WN = complexd(WN.real(), -WN.imag());
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for(Warray = Wstore, k = 0; k < Nd2; k++, Warray += Skew)
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{
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if (k & 1)
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{
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W *= WN;
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*Warray = W;
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}
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else
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W = *Warray;
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for(m = k; m < Nmax; m += N)
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{
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mpNd2 = m + Nd2;
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Temp = W;
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Temp *= x[mpNd2];
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x[mpNd2] = x[m];
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x[mpNd2] -= Temp;
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x[m] += Temp;
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}
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}
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}
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delete[] Wstore;
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if (complement)
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{
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for( I = 0; I < Nmax; I++ )
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x[I] /= Nmax;
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}
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}
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const char Solver::methods_desc[] = "b{Methods:}\
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\n -1 - Global settings\
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\n 01 - Eyler 1\
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\n 02 - Eyler 2\
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\n 14 - Runge-Kutta 4\
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\n 23 - Adams-Bashfort-Moulton 3\
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\n 24 - Adams-Bashfort-Moulton 4\
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\n 32 - Polynomial Approximation 2\
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\n 33 - Polynomial Approximation 3\
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\n 34 - Polynomial Approximation 4\
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\n 35 - Polynomial Approximation 5";
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Solver::Method Solver::method_global = Solver::Eyler_2;
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void Solver::solve(double u, double h) {
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switch (method) {
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case Global:
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switch (method_global) {
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case Eyler_1: solveEyler1(u, h); break;
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case Eyler_2: solveEyler2(u, h); break;
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case RungeKutta_4: solveRK4(u, h); break;
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case AdamsBashfortMoulton_2: solveABM2(u, h); break;
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case AdamsBashfortMoulton_3: solveABM3(u, h); break;
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case AdamsBashfortMoulton_4: default: solveABM4(u, h); break;
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case PolynomialApproximation_2: solvePA2(u, h); break;
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case PolynomialApproximation_3: solvePA3(u, h); break;
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case PolynomialApproximation_4: solvePA4(u, h); break;
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case PolynomialApproximation_5: solvePA5(u, h); break;
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}
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break;
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case Eyler_1: solveEyler1(u, h); break;
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case Eyler_2: solveEyler2(u, h); break;
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case RungeKutta_4: solveRK4(u, h); break;
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case AdamsBashfortMoulton_2: solveABM2(u, h); break;
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case AdamsBashfortMoulton_3: solveABM3(u, h); break;
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case AdamsBashfortMoulton_4: default: solveABM4(u, h); break;
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case PolynomialApproximation_2: solvePA2(u, h); break;
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case PolynomialApproximation_3: solvePA3(u, h); break;
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case PolynomialApproximation_4: solvePA4(u, h); break;
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case PolynomialApproximation_5: solvePA5(u, h); break;
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}
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step++;
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}
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void Solver::fromTF(const TransferFunction & TF) {
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if (TF.vector_An.size() >= TF.vector_Bm.size())
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size = TF.vector_An.size()-1;
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else {
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cout << "Solver error: {A} should be greater than {B}" << endl;
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return;
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}
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if (size == 0) return;
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step = 0;
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times.fill(0.);
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A.resize(size, size);
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d.resize(size + 1); d.fill(0.);
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a1.resize(size + 1); a1.fill(0.);
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b1.resize(size + 1); b1.fill(0.);
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X.resize(size); X.fill(0.);
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F.resize(5);
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for (uint i = 0; i < 5; ++i)
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F[i].resize(size), F[i].fill(0.);
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k1.resize(size); k1.fill(0.);
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k2.resize(size); k2.fill(0.);
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k3.resize(size); k3.fill(0.);
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k4.resize(size); k4.fill(0.);
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xx.resize(size); xx.fill(0.);
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XX.resize(size); XX.fill(0.);
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for (uint i = 0; i < size + 1; ++i)
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a1[size - i] = TF.vector_An[i];
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for (uint i = 0; i < TF.vector_Bm.size(); ++i)
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b1[size - i] = TF.vector_Bm[i];
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double a0 = a1[0];
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a1 /= a0;
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b1 /= a0;
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d[0] = b1[0]; // Рассчитываем вектор d
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for (uint i = 1; i < size + 1; ++i) {
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sum = 0.;
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for (uint m = 0; m < i; ++m)
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sum += a1[i - m] * d[m];
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d[i] = b1[i] - sum;
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}
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for (uint i = 0; i < size - 1; ++i) // Заполняем матрицу А
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for (uint j = 0; j < size; ++j)
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A[j][i] = (j == i + 1);
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for (uint i = 0; i < size; ++i)
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A[i][size - 1] = -a1[size - i];
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for (uint i = 0; i < size; ++i)
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d[i] = d[i + 1];
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}
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void Solver::solveEyler1(double u, double h) {
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/*for (uint i = 0; i < size; ++i) {
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* sum = 0.;
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* for (uint j = 0; j < size; ++j)
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* sum += A[j][i] * X[j];
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* xx[i] = sum + d[i] * u;
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}*/
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F[0] = A * X + d * u;
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X += F[0] * h;
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moveF();
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}
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void Solver::solveEyler2(double u, double h) {
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F[0] = A * X + d * u;
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X += (F[0] + F[1]) * h / 2.;
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moveF();
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}
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void Solver::solveRK4(double u, double h) {
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td = X[0] - F[0][0];
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k1 = A * X + d * u; xx = k1 * h / 2.; XX = X + xx;
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k2 = A * (XX + k1 * h / 2.) + d * (u + td/3.); xx = k2 * h / 2.; XX += xx;
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k3 = A * (XX + k2 * h / 2.) + d * (u + td*2./3.); xx = k3 * h; XX += xx;
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k4 = A * (XX + k3 * h) + d * (u + td);
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//cout << k1 << k2 << k3 << k4 << endl;
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X += (k1 + k2 * 2. + k3 * 2. + k4) * h / 6.;
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F[0] = X;
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}
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void Solver::solveABM2(double u, double h) {
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F[0] = A * X + d * u;
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XX = X + (F[0] * 3. - F[1]) * (h / 2.);
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F[1] = A * XX + d * u;
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X += (F[1] + F[0]) * (h / 2.);
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moveF();
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}
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void Solver::solveABM3(double u, double h) {
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F[0] = A * X + d * u;
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XX = X + (F[0] * 23. - F[1] * 16. + F[2] * 5.) * (h / 12.);
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F[2] = A * XX + d * u;
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X += (F[2] * 5. + F[0] * 8. - F[1]) * (h / 12.);
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moveF();
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}
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void Solver::solveABM4(double u, double h) {
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F[0] = A * X + d * u;
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XX = X + (F[0] * 55. - F[1] * 59. + F[2] * 37. - F[3] * 9.) * (h / 24.);
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F[3] = A * XX + d * u;
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X += (F[3] * 9. + F[0] * 19. - F[1] * 5. + F[2]) * (h / 24.);
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moveF();
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}
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void Solver::solvePA(double u, double h, uint deg) {
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F[0] = A * X + d * u;
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M.resize(deg, deg);
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Y.resize(deg);
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pY.resize(deg);
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for (uint k = 0; k < size; ++k) {
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for (uint i = 0; i < deg; ++i) {
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td = 1.;
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ct = times[i];
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for (uint j = 0; j < deg; ++j) {
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M[j][i] = td;
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td *= ct;
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}
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}
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for (uint i = 0; i < deg; ++i)
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Y[i] = F[i][k];
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/// find polynom
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//if (step == 1) cout << M << endl << Y << endl;
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M.invert(&ok, &Y);
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//if (step == 1) cout << Y << endl;
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if (!ok) {
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solveEyler2(u, h);
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break;
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}
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/// calc last piece
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x0 = 0.;
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td = 1.;
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t = times[0];
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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();
|
||
}
|