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/* |
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Sensitivity add-on for ASCEND |
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by Tom Epperly, Kirk Abbot |
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Copyright (C) 1990-2006 Carnegie-Mellon University |
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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 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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|
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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., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA |
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This file is part of the SLV solver. |
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*/ |
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/** @file |
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@note This is a static package in ASCEND. It can not be built as a dynamic package |
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because it doesn't contain the self-registration stuff. |
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This file attempts to implement the extraction of dy_dx from |
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a system of equations. If one considers a black-box where x are |
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the input variables, u are input parameters, y are the output |
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variables, f(x,y,u) is the system of equations that will be solved |
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for given x and u, then one can extract the sensitivity information |
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of y wrt x. |
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One crude but simple way of doing this is to finite-difference the |
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given black box, i.e, perturb x, n\subx times by delta x, resolve |
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the system of equations at the new value of x, and compute |
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dy/dx = (f(x\sub1) - f(x\sub2))/(x\sub1 - x\sub2). |
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This is known to be very expensive. |
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The solution that will be adopted here is to formulate the Jacobian J of |
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the system, (or the system is already solved, to grab the jacobian at |
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the solution. Develop the sensitivity matrix df/dx by exact numnerical |
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differentiation; this will be a n x n\subx matrix. Compute the LU factors |
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for J, and to solve column by column to : LU dz/dx = df/dx. Here |
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z, represents all the internal variables to the system and the strictly |
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output variables y. In other words J = df/dz. |
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Given the solution of the above problem we then simply extract the rows |
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of dz/dx, that pertain to the y variables that we are interested in; |
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this will give us dy/dx. |
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@todo Do we really need 2 files called [Ss]ensitivity.[ch]? Other one is in tcltk. |
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@todo Make this self-registering so that it can be compiled as a dlopenable library. |
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*/ |
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/** @file |
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Requires: |
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#include <utilities/ascConfig.h> |
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#include <compiler/instance_enum.h> |
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#include <compiler/compiler.h> |
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#include <general/list.h> |
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#include <compiler/extfunc.h> |
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*/ |
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#ifndef ASC_SENSITIVITY_H |
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#define ASC_SENSITIVITY_H |
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/* ignores: interp, i, whichvar */ |
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extern int do_solve_eval( struct Instance *i, struct gl_list_t *arglist); |
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/* ignores: interp, i, whichvar */ |
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extern int do_finite_diff_eval( struct Instance *i, struct gl_list_t *arglist); |
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extern char sensitivity_help[]; |
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/* ignores: interp, i, */ |
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extern int do_sensitivity_eval_all( struct Instance *i, struct gl_list_t *arglist); |
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/* ignores: interp, i, */ |
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extern int do_sensitivity_eval( struct Instance *i, struct gl_list_t *arglist); |
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ASC_DLLSPEC(int) sensitivity_register(void); |
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#endif /* ASC_SENSITIVITY_H */ |
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