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/* ASCEND modelling environment |
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Copyright (C) 1990-2006 Carnegie-Mellon University |
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|
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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 2, or (at your option) |
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any later version. |
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|
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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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|
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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, write to the Free Software |
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Foundation, Inc., 59 Temple Place - Suite 330, |
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Boston, MA 02111-1307, USA. |
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*//** @file |
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Sensititvity analysis code |
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|
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@see documentation in sensitivity.h. |
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*//* |
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by Kirk Abbott |
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*/ |
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|
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#include "sensitivity.h" |
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|
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#include <string.h> |
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#include <math.h> |
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#include <utilities/error.h> |
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#include <utilities/ascMalloc.h> |
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#include <utilities/ascPanic.h> |
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#include <compiler/packages.h> |
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#include <compiler/fractions.h> |
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#include <compiler/dimen.h> |
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#include <compiler/atomvalue.h> |
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#include <compiler/instquery.h> |
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#include <general/mathmacros.h> |
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|
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#define DEBUG 1 |
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|
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#if 0 |
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static real64 *zero_vector(real64 *vec, int size) |
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{ |
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int c; |
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for (c=0;c<size;c++) { |
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vec[c] = 0.0; |
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} |
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return vec; |
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} |
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#endif |
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|
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/*---------------------------------------------------- |
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UTILITY ROUTINES |
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*/ |
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|
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/** |
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Allocate memory for a matrix |
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@param nrows Number of rows |
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@param ncols Number of colums |
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@return Pointer to the allocated matrix memory location |
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*/ |
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real64 **make_matrix(int nrows, int ncols){ |
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real64 **result; |
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int i; |
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result = (real64 **)calloc(nrows,sizeof(real64*)); |
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for (i=0;i<nrows;i++) { |
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result[i] = (real64 *)calloc(ncols,sizeof(real64)); |
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} |
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return result; |
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} |
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|
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/** |
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Free a matrix from memory |
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@param matrix Memory location for the matrix |
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@param nrows Number of rows in the matrix |
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*/ |
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void free_matrix(real64 **matrix, int nrows){ |
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int i; |
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if (!matrix) |
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return; |
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for (i=0;i<nrows;i++) { |
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if (matrix[i]) { |
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free(matrix[i]); |
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matrix[i] = NULL; |
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} |
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} |
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free(matrix); |
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} |
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|
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/** |
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Fetch an element from a branch of an arglist...? |
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*/ |
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struct Instance *FetchElement(struct gl_list_t *arglist, |
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unsigned long whichbranch, |
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unsigned long whichelement){ |
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struct gl_list_t *branch; |
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struct Instance *element; |
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|
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if (!arglist) return NULL; |
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branch = (struct gl_list_t *)gl_fetch(arglist,whichbranch); |
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element = (struct Instance *)gl_fetch(branch,whichelement); |
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return element; |
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} |
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|
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#if 0 |
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static int ReSolve(slv_system_t sys) |
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{ |
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if (!sys) |
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return 1; |
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slv_solve(sys); |
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return 0; |
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} |
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#endif |
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|
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/** |
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Build then presolve the solve an instance... |
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*/ |
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int DoSolve(struct Instance *inst){ |
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slv_system_t sys; |
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|
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sys = system_build(inst); |
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if (!sys) { |
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ERROR_REPORTER_HERE(ASC_PROG_ERR, |
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"Something radically wrong in creating solver."); |
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return 1; |
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} |
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(void)slv_select_solver(sys,0); |
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slv_presolve(sys); |
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slv_solve(sys); |
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system_destroy(sys); |
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return 0; |
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} |
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|
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/** |
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Finite difference... |
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*/ |
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int finite_difference(struct gl_list_t *arglist){ |
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struct Instance *model_inst, *xinst, *inst; |
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slv_system_t sys; |
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int ninputs,noutputs; |
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int i,j,offset; |
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real64 **partials; |
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real64 *y_old, *y_new; |
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real64 x; |
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real64 interval = 1e-6; |
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int result=0; |
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|
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model_inst = FetchElement(arglist,1,1); |
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sys = system_build(model_inst); |
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if (!sys) { |
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FPRINTF(stdout,"Something radically wrong in creating solver\n"); |
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return 1; |
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} |
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(void)slv_select_solver(sys,0); |
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slv_presolve(sys); |
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slv_solve(sys); |
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|
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/* Make the necessary vectors */ |
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|
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ninputs = (int)gl_length((struct gl_list_t *)gl_fetch(arglist,2)); |
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noutputs = (int)gl_length((struct gl_list_t *)gl_fetch(arglist,3)); |
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y_old = (real64 *)calloc(noutputs,sizeof(real64)); |
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y_new = (real64 *)calloc(noutputs,sizeof(real64)); |
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partials = make_matrix(noutputs,ninputs); |
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for (i=0;i<noutputs;i++) { /* get old yvalues */ |
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inst = FetchElement(arglist,3,i+1); |
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y_old[i] = RealAtomValue(inst); |
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} |
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for (j=0;j<ninputs;j++) { |
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xinst = FetchElement(arglist,2,j+1); |
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x = RealAtomValue(xinst); |
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SetRealAtomValue(xinst,x+interval,(unsigned)0); /* perturb system */ |
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slv_presolve(sys); |
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slv_solve(sys); |
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|
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for (i=0;i<noutputs;i++) { /* get new yvalues */ |
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inst = FetchElement(arglist,3,i+1); |
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y_new[i] = RealAtomValue(inst); |
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partials[i][j] = -1.0 * (y_old[i] - y_new[i])/interval; |
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PRINTF("y_old = %20.12g y_new = %20.12g\n", y_old[i],y_new[i]); |
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} |
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SetRealAtomValue(xinst,x,(unsigned)0); /* unperturb system */ |
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} |
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offset = 0; |
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for (i=0;i<noutputs;i++) { |
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for (j=0;j<ninputs;j++) { |
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inst = FetchElement(arglist,4,offset+j+1); |
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SetRealAtomValue(inst,partials[i][j],(unsigned)0); |
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PRINTF("%12.6f %s",partials[i][j], (j==(ninputs-1)) ? "\n" : " "); |
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} |
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offset += ninputs; |
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} |
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/* error: */ |
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free(y_old); |
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free(y_new); |
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free_matrix(partials,noutputs); |
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system_destroy(sys); |
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return result; |
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} |
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|
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|
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|
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/** |
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Looks like it returns the number of relations in a solver's system |
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|
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@param sys The system in question |
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@return int Number of relations in the system |
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@see slv_count_solvers_rels |
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*/ |
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int NumberRels(slv_system_t sys){ |
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static int nrels = -1; |
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rel_filter_t rfilter; |
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int tmp; |
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|
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if (!sys) { /* a NULL system may be used to reinitialise the count */ |
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nrels = -1; |
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return -1; |
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} |
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if (nrels < 0) { |
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/*get used (included) relation count -- equalities only !*/ |
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rfilter.matchbits = (REL_INCLUDED | REL_EQUALITY | REL_ACTIVE); |
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rfilter.matchvalue = (REL_INCLUDED | REL_EQUALITY | REL_ACTIVE); |
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tmp = slv_count_solvers_rels(sys,&rfilter); |
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nrels = tmp; |
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return tmp; |
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} |
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else return nrels; |
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} |
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|
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int NumberIncludedRels(slv_system_t sys){ |
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static int nrels = -1; |
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rel_filter_t rfilter; |
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int tmp; |
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|
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if (!sys) { /* a NULL system may be used to reinitialise the count */ |
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nrels = -1; |
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return -1; |
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} |
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if (nrels < 0) { |
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/*get used (included) relation count -- equalities only !*/ |
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rfilter.matchbits = (REL_INCLUDED | REL_EQUALITY | REL_ACTIVE); |
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rfilter.matchvalue = (REL_INCLUDED | REL_EQUALITY | REL_ACTIVE); |
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tmp = slv_count_solvers_rels(sys,&rfilter); |
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nrels = tmp; |
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return tmp; |
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} else { |
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return nrels; |
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} |
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} |
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|
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/** |
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Looks like it returns the number of free variables in a solver's system |
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|
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@param sys The system in question |
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@return the number of free variables |
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|
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@see slv_count_solvers_vars |
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*/ |
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int NumberFreeVars(slv_system_t sys){ |
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static int nvars = -1; |
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var_filter_t vfilter; |
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int tmp; |
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|
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if (!sys) { |
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/* no system: return error */ |
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nvars = -1; |
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return -1; |
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} |
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|
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if (nvars >=0){ |
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/* return stored value */ |
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return nvars; |
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} |
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|
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/* get used (free and incident) variable count */ |
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vfilter.matchbits = (VAR_FIXED | VAR_INCIDENT | VAR_SVAR | VAR_ACTIVE); |
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vfilter.matchvalue = (VAR_INCIDENT | VAR_SVAR | VAR_ACTIVE); |
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tmp = slv_count_solvers_vars(sys,&vfilter); |
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nvars = tmp; |
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return tmp; |
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} |
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|
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/* |
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* The following bit of code does the computation of the matrix |
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* dz/dx. It accepts a slv_system_t and a list of 'input' variables. |
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* The matrix df/dx now exists and sits to the right of the main |
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* square region of the Jacobian. We will do the following in turn |
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* for each variable in this list: |
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* |
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* 1) Get the variable index, and use it to extract the required column |
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* from the main gradient matrix, this will be stored in a temporary |
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* vector. |
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* 2) We will then clear the column in the original matrix, as we want to |
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* store the caluclated results back in place. |
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* 3) Add the vector extracted in 1) as rhs to the main matrix. |
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* 4) Call linsol solve on this rhs to yield a solution which represents |
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* a column of dx/dx. |
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* 6) Store this vector back in the location cleared out in 2). |
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* 7) Goto 1. |
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* |
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* At the end of this procedure we would have calculated all the columns of |
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* dz/dx, and left them back in the main matrix. |
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*/ |
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|
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|
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/* |
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* At this point we should have an empty jacobian. We now |
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* need to call relman_diff over the *entire* matrix. |
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* fixed and free. |
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* |
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* Calculates the entire jacobian. |
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* It is initially unscaled. |
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*/ |
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int Compute_J(slv_system_t sys) |
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{ |
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int32 row; |
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var_filter_t vfilter; |
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linsolqr_system_t lqr_sys; |
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mtx_matrix_t mtx; |
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struct rel_relation **rlist; |
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int nrows; |
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real64 resid; |
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|
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/* |
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* Get the linear system from the solve system. |
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* Get the matrix from the linear system. |
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* Get the relations list from the solve system. |
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*/ |
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lqr_sys = slv_get_linsolqr_sys(sys); |
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mtx = linsolqr_get_matrix(lqr_sys); |
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rlist = slv_get_solvers_rel_list(sys); |
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nrows = slv_get_num_solvers_rels(sys); |
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|
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calc_ok = TRUE; |
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vfilter.matchbits = (VAR_SVAR | VAR_ACTIVE) ; |
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vfilter.matchvalue = vfilter.matchbits ; |
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|
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/* |
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* Clear the entire matrix and then compute |
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* the gradients at the current point. |
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*/ |
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mtx_clear_region(mtx,mtx_ENTIRE_MATRIX); |
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for(row=0; row<nrows; row++) { |
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struct rel_relation *rel; |
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rel = rlist[mtx_row_to_org(mtx,row)]; |
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asc_assert(rel!=NULL); |
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(void)relman_diffs(rel,&vfilter,mtx,&resid,1); |
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} |
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linsolqr_matrix_was_changed(lqr_sys); |
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|
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return(!calc_ok); |
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} |
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|
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|
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#if 0 |
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/** |
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* At this point we should have an empty jacobian. We now |
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* need to call relman_diff over the *entire* matrix. |
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* Calculates the entire jacobian. It is initially unscaled. |
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* |
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* Note: this assumes the sys given is using one of the ascend solvers |
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* with either linsol or linsolqr. Both are now allowed. baa 7/95 |
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*/ |
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#define SAFE_FIX_ME 0 |
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static int Compute_J_OLD(slv_system_t sys) |
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{ |
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int32 row; |
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var_filter_t vfilter; |
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linsol_system_t lin_sys = NULL; |
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linsolqr_system_t lqr_sys = NULL; |
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mtx_matrix_t mtx; |
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struct rel_relation **rlist; |
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int nrows; |
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int qr=0; |
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#\if DOTIME |
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double time1; |
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#\endif |
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|
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#\if DOTIME |
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time1 = tm_cpu_time(); |
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#\endif |
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/* |
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* Get the linear system from the solve system. |
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* Get the matrix from the linear system. |
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* Get the relations list from the solve system. |
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*/ |
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lin_sys = slv_get_linsol_sys(sys); |
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if (lin_sys==NULL) { |
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qr=1; |
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lqr_sys=slv_get_linsolqr_sys(sys); |
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} |
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mtx = slv_get_sys_mtx(sys); |
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if (mtx==NULL || (lin_sys==NULL && lqr_sys==NULL)) { |
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FPRINTF(stderr,"Compute_dy_dx: error, found NULL.\n"); |
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return 1; |
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} |
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rlist = slv_get_solvers_rel_list(sys); |
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nrows = NumberIncludedRels(sys); |
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|
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calc_ok = TRUE; |
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vfilter.matchbits = VAR_SVAR; |
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vfilter.matchvalue = VAR_SVAR; |
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/* |
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* Clear the entire matrix and then compute |
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* the gradients at the current point. |
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*/ |
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mtx_clear_region(mtx,mtx_ENTIRE_MATRIX); |
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for(row=0; row<nrows; row++) { |
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struct rel_relation *rel; |
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/* added */ |
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double resid; |
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|
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rel = rlist[mtx_row_to_org(mtx,row)]; |
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(void)relman_diffs(rel,&vfilter,mtx,&resid,SAFE_FIX_ME); |
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|
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/* added */ |
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rel_set_residual(rel,resid); |
| 419 |
|
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} |
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if (qr) { |
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linsolqr_matrix_was_changed(lqr_sys); |
| 423 |
} else { |
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linsol_matrix_was_changed(lin_sys); |
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} |
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#\if DOTIME |
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time1 = tm_cpu_time() - time1; |
| 428 |
FPRINTF(stderr,"Time taken for Compute_J = %g\n",time1); |
| 429 |
#\endif |
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return(!calc_ok); |
| 431 |
} |
| 432 |
#endif |
| 433 |
|
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/* |
| 435 |
LU Factor Jacobian |
| 436 |
|
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@note The RHS will have been will already have been added before |
| 438 |
calling this function. |
| 439 |
|
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THERE SEEM TO BE TWO VERSIONS OF THIS... WHAT'S THE STORY? |
| 441 |
*/ |
| 442 |
int LUFactorJacobian1(slv_system_t sys,int rank){ |
| 443 |
linsolqr_system_t lqr_sys; |
| 444 |
mtx_region_t region; |
| 445 |
enum factor_method fm; |
| 446 |
|
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mtx_region(®ion,0,rank-1,0,rank-1); /* set the region */ |
| 448 |
lqr_sys = slv_get_linsolqr_sys(sys); /* get the linear system */ |
| 449 |
|
| 450 |
linsolqr_matrix_was_changed(lqr_sys); |
| 451 |
linsolqr_reorder(lqr_sys,®ion,natural); |
| 452 |
|
| 453 |
fm = linsolqr_fmethod(lqr_sys); |
| 454 |
if (fm == unknown_f) fm = ranki_kw2; /* make sure somebody set it */ |
| 455 |
linsolqr_factor(lqr_sys,fm); |
| 456 |
|
| 457 |
return 0; |
| 458 |
} |
| 459 |
|
| 460 |
/** |
| 461 |
This is the other version of this, pulled in from Tcl/Tk files. |
| 462 |
|
| 463 |
* Note a rhs would have been previously added |
| 464 |
* to keep the system happy. |
| 465 |
* Now handles both linsol and linsolqr as needed. |
| 466 |
* Assumes region to be factored is in upper left corner. |
| 467 |
* Region is reordered using the last reorder method used in |
| 468 |
* the case of linsolqr, so all linsolqr methods are available |
| 469 |
* to this routine. |
| 470 |
*/ |
| 471 |
int LUFactorJacobian(slv_system_t sys){ |
| 472 |
linsol_system_t lin_sys=NULL; |
| 473 |
linsolqr_system_t lqr_sys=NULL; |
| 474 |
mtx_region_t region; |
| 475 |
int size,nvars,nrels; |
| 476 |
#if DOTIME |
| 477 |
double time1; |
| 478 |
#endif |
| 479 |
|
| 480 |
#if DOTIME |
| 481 |
time1 = tm_cpu_time(); |
| 482 |
#endif |
| 483 |
|
| 484 |
nvars = NumberFreeVars(sys); |
| 485 |
nrels = NumberIncludedRels(sys); |
| 486 |
size = MAX(nvars,nrels); /* get size of matrix */ |
| 487 |
mtx_region(®ion,0,size-1,0,size-1); /* set the region */ |
| 488 |
lin_sys = slv_get_linsol_sys(sys); /* get the linear system */ |
| 489 |
if (lin_sys!=NULL) { |
| 490 |
linsol_matrix_was_changed(lin_sys); |
| 491 |
linsol_reorder(lin_sys,®ion); /* This was entire_MATRIX */ |
| 492 |
linsol_invert(lin_sys,®ion); /* invert the given matrix over |
| 493 |
* the given region */ |
| 494 |
} else { |
| 495 |
enum factor_method fm; |
| 496 |
int oldtiming; |
| 497 |
lqr_sys = slv_get_linsolqr_sys(sys); |
| 498 |
/* WE are ASSUMING that the system has been qr_preped before now! */ |
| 499 |
linsolqr_matrix_was_changed(lqr_sys); |
| 500 |
linsolqr_reorder(lqr_sys,®ion,natural); /* should retain original */ |
| 501 |
fm = linsolqr_fmethod(lqr_sys); |
| 502 |
if (fm == unknown_f) { |
| 503 |
fm = ranki_kw2; /* make sure somebody set it */ |
| 504 |
} |
| 505 |
oldtiming = g_linsolqr_timing; |
| 506 |
g_linsolqr_timing = 0; |
| 507 |
linsolqr_factor(lqr_sys,fm); |
| 508 |
g_linsolqr_timing = oldtiming; |
| 509 |
} |
| 510 |
|
| 511 |
#if DOTIME |
| 512 |
time1 = tm_cpu_time() - time1; |
| 513 |
FPRINTF(stderr,"Time taken for LUFactorJacobian = %g\n",time1); |
| 514 |
#endif |
| 515 |
return 0; |
| 516 |
} |
| 517 |
|
| 518 |
|
| 519 |
/** |
| 520 |
At this point the rhs would have already been added. |
| 521 |
|
| 522 |
Extended to handle either factorization code: |
| 523 |
linsol or linsolqr. |
| 524 |
|
| 525 |
This routine is part of the 'temporary solution' for derivatives in lsode.c |
| 526 |
*/ |
| 527 |
int Compute_dy_dx_smart(slv_system_t sys, |
| 528 |
real64 *rhs, |
| 529 |
real64 **dy_dx, |
| 530 |
int *inputs, int ninputs, |
| 531 |
int *outputs, int noutputs) |
| 532 |
{ |
| 533 |
linsol_system_t lin_sys=NULL; |
| 534 |
linsolqr_system_t lqr_sys=NULL; |
| 535 |
mtx_matrix_t mtx; |
| 536 |
int col,current_col; |
| 537 |
int row; |
| 538 |
int capacity; |
| 539 |
real64 *solution = NULL; |
| 540 |
int i,j; |
| 541 |
#if DOTIME |
| 542 |
double time1; |
| 543 |
#endif |
| 544 |
|
| 545 |
#if DOTIME |
| 546 |
time1 = tm_cpu_time(); |
| 547 |
#endif |
| 548 |
|
| 549 |
lin_sys = slv_get_linsol_sys(sys); /* get the linear system */ |
| 550 |
lqr_sys = slv_get_linsolqr_sys(sys); /* get the linear system */ |
| 551 |
mtx = slv_get_sys_mtx(sys); /* get the matrix */ |
| 552 |
|
| 553 |
capacity = mtx_capacity(mtx); |
| 554 |
solution = ASC_NEW_ARRAY_CLEAR(real64,capacity); |
| 555 |
|
| 556 |
/* |
| 557 |
* The array inputs is a list of original indexes, of the variables |
| 558 |
* that we are trying to obtain the sensitivity to. We have to |
| 559 |
* get the *current* column from the matrix based on those indices. |
| 560 |
* Hence we use mtx_org_to_col. This little manipulation is not |
| 561 |
* necessary for the computed solution as the solve routine returns |
| 562 |
* the results in the *original* order rather than the *current* order. |
| 563 |
*/ |
| 564 |
if (lin_sys!=NULL) { |
| 565 |
for (j=0;j<ninputs;j++) { |
| 566 |
col = inputs[j]; |
| 567 |
current_col = mtx_org_to_col(mtx,col); |
| 568 |
mtx_org_col_vec(mtx,current_col,rhs,mtx_ALL_ROWS); /* get the column */ |
| 569 |
|
| 570 |
linsol_rhs_was_changed(lin_sys,rhs); |
| 571 |
linsol_solve(lin_sys,rhs); /* solve */ |
| 572 |
linsol_copy_solution(lin_sys,rhs,solution); /* get the solution */ |
| 573 |
|
| 574 |
for (i=0;i<noutputs;i++) { /* copy the solution to dy_dx */ |
| 575 |
row = outputs[i]; |
| 576 |
dy_dx[i][j] = -1.0*solution[row]; /* the -1 comes from the lin alg */ |
| 577 |
} |
| 578 |
/* |
| 579 |
* zero the vector using the incidence pattern of our column. |
| 580 |
* This is faster than the naiive approach of zeroing |
| 581 |
* everything especially if the vector is large. |
| 582 |
*/ |
| 583 |
mtx_zr_org_vec_using_col(mtx,current_col,rhs,mtx_ALL_ROWS); |
| 584 |
} |
| 585 |
} else { |
| 586 |
for (j=0;j<ninputs;j++) { |
| 587 |
col = inputs[j]; |
| 588 |
current_col = mtx_org_to_col(mtx,col); |
| 589 |
mtx_org_col_vec(mtx,current_col,rhs,mtx_ALL_ROWS); |
| 590 |
|
| 591 |
linsolqr_rhs_was_changed(lqr_sys,rhs); |
| 592 |
linsolqr_solve(lqr_sys,rhs); |
| 593 |
linsolqr_copy_solution(lqr_sys,rhs,solution); |
| 594 |
|
| 595 |
for (i=0;i<noutputs;i++) { |
| 596 |
row = outputs[i]; |
| 597 |
dy_dx[i][j] = -1.0*solution[row]; |
| 598 |
} |
| 599 |
mtx_zr_org_vec_using_col(mtx,current_col,rhs,mtx_ALL_ROWS); |
| 600 |
} |
| 601 |
} |
| 602 |
if (solution) { |
| 603 |
ascfree((char *)solution); |
| 604 |
} |
| 605 |
|
| 606 |
#if DOTIME |
| 607 |
time1 = tm_cpu_time() - time1; |
| 608 |
FPRINTF(stderr,"Time for Compute_dy_dx_smart = %g\n",time1); |
| 609 |
#endif |
| 610 |
return 0; |
| 611 |
} |
| 612 |
|
| 613 |
#if 0 |
| 614 |
static int ComputeInverse(slv_system_t sys, |
| 615 |
real64 *rhs) |
| 616 |
{ |
| 617 |
linsolqr_system_t lqr_sys; |
| 618 |
mtx_matrix_t mtx; |
| 619 |
int capacity,order; |
| 620 |
real64 *solution = NULL; |
| 621 |
int j,k; |
| 622 |
|
| 623 |
lqr_sys = slv_get_linsolqr_sys(sys); /* get the linear system */ |
| 624 |
mtx = linsolqr_get_matrix(lqr_sys); /* get the matrix */ |
| 625 |
|
| 626 |
capacity = mtx_capacity(mtx); |
| 627 |
zero_vector(rhs,capacity); /* zero the rhs */ |
| 628 |
solution = ASC_NEW_ARRAY_CLEAR(real64,capacity); |
| 629 |
|
| 630 |
order = mtx_order(mtx); |
| 631 |
for (j=0;j<order;j++) { |
| 632 |
rhs[j] = 1.0; |
| 633 |
linsolqr_rhs_was_changed(lqr_sys,rhs); |
| 634 |
linsolqr_solve(lqr_sys,rhs); /* solve */ |
| 635 |
linsolqr_copy_solution(lqr_sys,rhs,solution); /* get the solution */ |
| 636 |
|
| 637 |
FPRINTF(stderr,"This is the rhs and solution for rhs #%d\n",j); |
| 638 |
for (k=0;k<order;k++) { |
| 639 |
FPRINTF(stderr,"%12.8g %12.8g\n",rhs[k],solution[k]); |
| 640 |
} |
| 641 |
rhs[j] = 0.0; |
| 642 |
} |
| 643 |
if (solution) ascfree((char *)solution); |
| 644 |
return 0; |
| 645 |
} |
| 646 |
#endif |
| 647 |
|
| 648 |
/** |
| 649 |
Do Data Analysis |
| 650 |
*/ |
| 651 |
int DoDataAnalysis(struct var_variable **inputs, |
| 652 |
struct var_variable **outputs, |
| 653 |
int ninputs, int noutputs, |
| 654 |
real64 **dy_dx) |
| 655 |
{ |
| 656 |
FILE *fp; |
| 657 |
double *norm_2, *norm_1; |
| 658 |
double input_nominal,maxvalue,sum; |
| 659 |
int i,j; |
| 660 |
|
| 661 |
norm_1 = ASC_NEW_ARRAY_CLEAR(double,ninputs); |
| 662 |
norm_2 = ASC_NEW_ARRAY_CLEAR(double,ninputs); |
| 663 |
|
| 664 |
fp = fopen("sensitivity.out","w+"); |
| 665 |
if (!fp) return 0; |
| 666 |
|
| 667 |
/* |
| 668 |
* calculate the 1 and 2 norms; cache them away so that we |
| 669 |
* can pretty print them. Style is everything !. |
| 670 |
* |
| 671 |
*/ |
| 672 |
for (j=0;j<ninputs;j++) { |
| 673 |
input_nominal = var_nominal(inputs[j]); |
| 674 |
maxvalue = sum = 0; |
| 675 |
for (i=0;i<noutputs;i++) { |
| 676 |
dy_dx[i][j] *= input_nominal/var_nominal(outputs[i]); |
| 677 |
maxvalue = MAX(fabs(dy_dx[i][j]),maxvalue); |
| 678 |
sum += dy_dx[i][j]*dy_dx[i][j]; |
| 679 |
} |
| 680 |
norm_1[j] = maxvalue; |
| 681 |
norm_2[j] = sum; |
| 682 |
} |
| 683 |
|
| 684 |
for (j=0;j<ninputs;j++) { /* print the var_index */ |
| 685 |
FPRINTF(fp,"%8d ",var_mindex(inputs[j])); |
| 686 |
} |
| 687 |
FPRINTF(fp,"\n"); |
| 688 |
|
| 689 |
for (j=0;j<ninputs;j++) { /* print the 1 norms */ |
| 690 |
FPRINTF(fp,"%-#18.8f ",norm_1[j]); |
| 691 |
} |
| 692 |
FPRINTF(fp,"\n"); |
| 693 |
|
| 694 |
for (j=0;j<ninputs;j++) { /* print the 2 norms */ |
| 695 |
FPRINTF(fp,"%-#18.8f ",norm_2[j]); |
| 696 |
} |
| 697 |
FPRINTF(fp,"\n\n"); |
| 698 |
ascfree((char *)norm_1); |
| 699 |
ascfree((char *)norm_2); |
| 700 |
|
| 701 |
for (i=0;i<noutputs;i++) { /* print the scaled data */ |
| 702 |
for (j=0;j<ninputs;j++) { |
| 703 |
FPRINTF(fp,"%-#18.8f %-4d",dy_dx[i][j],i); |
| 704 |
} |
| 705 |
if (var_fixed(outputs[i])) |
| 706 |
FPRINTF(fp," **fixed*** \n"); |
| 707 |
else |
| 708 |
PUTC('\n',fp); |
| 709 |
} |
| 710 |
FPRINTF(fp,"\n"); |
| 711 |
fclose(fp); |
| 712 |
return 0; |
| 713 |
} |
| 714 |
|
| 715 |
#if 0 |
| 716 |
static int DoProject_X(struct var_variable **old_inputs, |
| 717 |
struct var_variable **new_inputs, /* new values of u */ |
| 718 |
double step_length, |
| 719 |
struct var_variable **outputs, |
| 720 |
int ninputs, int noutputs, |
| 721 |
real64 **dy_dx) |
| 722 |
{ |
| 723 |
struct var_variable *var; |
| 724 |
real64 old_y, new_y, tmp; |
| 725 |
real64 *delta_x; |
| 726 |
int i,j; |
| 727 |
|
| 728 |
delta_x = ASC_NEW_ARRAY_CLEAR(real64,ninputs); |
| 729 |
|
| 730 |
for (j=0;j<ninputs;j++) { |
| 731 |
delta_x[j] = var_value(new_inputs[j]) - var_value(old_inputs[j]); |
| 732 |
/* delta_x[j] = RealAtomValue(new_inputs[j]) - RealAtomValue(old_inputs[j]); */ |
| 733 |
} |
| 734 |
|
| 735 |
for (i=0;i<noutputs;i++) { |
| 736 |
var = outputs[i]; |
| 737 |
if (var_fixed(var) || !var_active(var)) /* project only the free vars */ |
| 738 |
continue; |
| 739 |
tmp = 0.0; |
| 740 |
for (j=0;j<ninputs;j++) { |
| 741 |
tmp += (dy_dx[i][j] * delta_x[j]); |
| 742 |
} |
| 743 |
/* old_y = RealAtomValue(var); */ |
| 744 |
old_y = var_value(var); |
| 745 |
new_y = old_y + step_length*tmp; |
| 746 |
/* SetRealAtomValue(var,new_y,(unsigned)0); */ |
| 747 |
var_set_value(var,new_y); |
| 748 |
# if DEBUG |
| 749 |
FPRINTF(stderr,"Old_y = %12.8g; Nex_y = %12.8g\n",old_y,new_y); |
| 750 |
# endif |
| 751 |
} |
| 752 |
ascfree((char *)delta_x); |
| 753 |
return 0; |
| 754 |
} |
| 755 |
#endif |
| 756 |
|
| 757 |
|
| 758 |
|
| 759 |
|
| 760 |
|
| 761 |
|
| 762 |
#undef DEBUG |
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