use russell_lab::algo::num_jacobian; use russell_lab::*; use russell_sparse::prelude::*; use russell_sparse::StrError; #[cfg(feature = "with_mumps")] use serial_test::serial; fn calc_residual(rr: &mut Vector, uu: &Vector) { let (d1, d2, d3, d4) = (uu[0], uu[1], uu[2], uu[3]); rr[0] = 2.0 * d1 + d1 * d1 * d1 * d1 + d2 + 3.0 * d1 * d2 * d2 - 9.0 * d4 + d4 * d4 * d4 * d4 - 0.2; rr[1] = d1 + 3.0 * d1 * d1 * d2 + 10.0 * d2 + 4.0 * d2 * d2 + 2.0 * d2 * d3 - 8.0 * d3 + 7.0 * d4 + 0.1; rr[2] = -8.0 * d2 + d2 * d2 + 3.0 * d3 + d3 * d3 + 2.0 * d4; rr[3] = -9.0 * d1 + 4.0 * d1 * d4 * d4 * d4 + 7.0 * d2 + 2.0 * d3 + 5.0 * d4 - 0.5; } fn calc_jacobian(jj: &mut CooMatrix, uu: &Vector) -> Result<(), StrError> { let (d1, d2, d3, d4) = (uu[0], uu[1], uu[2], uu[3]); jj.reset(); jj.put(0, 0, 2.0 + 4.0 * d1 * d1 * d1 + 3.0 * d2 * d2)?; jj.put(0, 1, 1.0 + 6.0 * d1 * d2)?; jj.put(0, 2, 0.0)?; jj.put(0, 3, -9.0 + 4.0 * d4 * d4 * d4)?; jj.put(1, 0, 1.0 + 6.0 * d1 * d2)?; jj.put(1, 1, 10.0 + 3.0 * d1 * d1 + 8.0 * d2 + 2.0 * d3)?; jj.put(1, 2, -8.0 + 2.0 * d2)?; jj.put(1, 3, 7.0)?; jj.put(2, 0, 0.0)?; jj.put(2, 1, -8.0 + 2.0 * d2)?; jj.put(2, 2, 3.0 + 2.0 * d3)?; jj.put(2, 3, 2.0)?; jj.put(3, 0, -9.0 + 4.0 * d4 * d4 * d4)?; jj.put(3, 1, 7.0)?; jj.put(3, 2, 2.0)?; jj.put(3, 3, 5.0 + 12.0 * d1 * d4 * d4)?; Ok(()) } #[test] fn check_jacobian() { struct Args {} let args = &mut Args {}; let neq = 4; let uu = Vector::from(&[1.0, -3.0, 7.0, -2.5]); let jj_num = num_jacobian(neq, 0.0, &uu, 1.0, args, |r, _, u, _| { calc_residual(r, u); Ok(()) }) .unwrap(); let nnz = neq * neq; let mut jj_tri = CooMatrix::new(neq, neq, nnz, Sym::No).unwrap(); calc_jacobian(&mut jj_tri, &uu).unwrap(); let mut jj_ana = Matrix::new(neq, neq); jj_tri.to_dense(&mut jj_ana).unwrap(); mat_approx_eq(&jj_ana, &jj_num, 1e-8); } fn solve_nonlinear_system(genie: Genie) -> Result<(), StrError> { let (neq, nnz) = (4, 16); let mut solver = LinSolver::new(genie)?; let mut jj = SparseMatrix::new_coo(neq, neq, nnz, Sym::No).unwrap(); let mut rr = Vector::new(neq); let mut uu = Vector::from(&[0.0, 0.0, 0.0, 0.0]); let mut mdu = Vector::new(neq); let mut norm_rr0 = 1.0; println!( "{:>4}{:>13}{:>13}{:>13}{:>13}{:>15}", "it", "d1", "d2", "d3", "d4", "err" ); let uu_ref = &[ vec![0.000000, 0.000000, 0.000000, 0.000000], vec![-0.236393, -0.106230, -0.225574, -0.086557], vec![-0.196773, -0.079071, -0.171604, -0.074904], vec![-0.194395, -0.077412, -0.168376, -0.074249], vec![-0.194386, -0.077406, -0.168364, -0.074246], vec![-0.194386, -0.077406, -0.168364, -0.074246], ]; let mut it = 0; while it < 10 { calc_residual(&mut rr, &uu); let err = if it == 0 { norm_rr0 = vec_norm(&rr, Norm::Euc); 1.0 } else { vec_norm(&rr, Norm::Euc) / norm_rr0 }; println!( "{:>4}{:>13.6}{:>13.6}{:>13.6}{:>13.6}{:>15.6e}", it, uu[0], uu[1], uu[2], uu[3], err ); vec_approx_eq(&uu, &uu_ref[it], 1e-6); if err < 1e-13 { break; } calc_jacobian(jj.get_coo_mut()?, &uu)?; solver.actual.factorize(&mut jj, None)?; solver.actual.solve(&mut mdu, &jj, &rr, false)?; vec_update(&mut uu, -1.0, &mdu)?; it += 1; } if it != 5 { Err("number of iterations must be 5") } else { Ok(()) } } #[test] #[serial] #[cfg(feature = "with_mumps")] fn test_nonlinear_system_mumps() -> Result<(), StrError> { solve_nonlinear_system(Genie::Mumps) } #[test] fn test_nonlinear_system_umfpack() -> Result<(), StrError> { solve_nonlinear_system(Genie::Umfpack) }