source: git/Singular/LIB/ntsolve.lib @ 782fcd8

///////////////////////////////////////////////////////////////////////////////
version="$Id: ntsolve.lib,v 1.6 2000-07-06 13:32:25 pohl Exp $";
info="
LIBRARY: ntsolve.lib ONE REAL SOLUTION OF POLYNOMIAL SYSTEMS (NEWTON ITERATION)
AUTHOR:  Wilfred Pohl,   email: pohl@mathematik.uni-kl.de

PROCEDURES:
nt_solve(i,..);        find one real root of 0-dimensional ideal
";
///////////////////////////////////////////////////////////////////////////////

proc nt_solve( ideal gls, ideal ini, intvec ipar )
"USAGE:   nt_solve(gls,ini,ipar);
         gls: the equations
         ini: the ideal of initial values
         ipar: control
           ipar[1] - max. number of iterations
           ipar[2] - accuracy, have the l2-norm ||.||
                     for the initial error eps0 = ||gls(ini)||
                     accept solution sol with
                     ||gls(sol)|| <  eps0*(0.1^ipar[2])
           ipar[3] - some output for contol if != 0
           defaults - 100, 10, 0
ASSUME:  gls is a zerodimensional ideal with
         nvars(basering) = size(gls) (> 1)
RETURN:  ideal of one solution (if found)
         0 (else)
EXAMPLE: example nt_solve; shows an example
"
{
    def rn = basering;
    int di = size(gls);
    if (nvars(basering) != di){
      ERROR("wrong dimension");}
    if (size(ini) != di){
      ERROR("wrong number of initial values");}
    int prec = system("getPrecDigits"); // precision

    int i1,i2,i3;
    i1 = size(ipar);
    int itmax, acc, prot;
    if (i1 < 1){itmax = 100;}else{itmax = ipar[1];}
    if (i1 < 2){acc = prec/2;}else{acc = ipar[2];}
    if (i1 < 3){prot = 0;}else{prot = ipar[3];}
    if ((acc <= 0)||(acc > prec-1)){acc = prec-1;}

    int dpl = di+1;
    string out; // for prot != 0 and more
    out = "ring rnewton=(real,prec),("+varstr(basering)+"),(c,dp);";
    execute(out);
    ideal gls1=imap(rn,gls);
    module nt,sub;
    sub = transpose(jacob(gls1));
    for (i1=di;i1>0;i1--){
      if(sub[i1]==0){break;}}
    if (i1>0){
      setring rn; kill rnewton;
      ERROR("one var not in equation");}
    list direction;
    ideal ini1;
    ini1 = imap(rn,ini);
    number dum,y1,y2,y3,genau;
    genau = 0.1;
    dum = genau;
    genau = genau^acc;
    for (i1=di;i1>0;i1--){
      sub[i1]=sub[i1]+gls1[i1]*gen(dpl);}
    nt = sub;
    for (i1=di;i1>0;i1--){
      nt = subst(nt,var(i1),ini1[i1]);}
    // now we have in sub the general structure
    // and in nt the structure with subst. vars

    // compute initial error
    y1 = ml2norm(nt,genau);
    if(prot){out=" initial error = "+string(y1);out;}
    y2 = genau*y1;

  // begin of iteration
  for(i3=1;i3<=itmax;i3++){
    if(prot){out="  Nr. "+string(i3);out;}

    // find newton direction
    direction=bareiss(nt,1,-1);

    // find dumping
    dum = linesearch(gls1,ini1,direction[1],y1,dum,genau);
    if (i3%5 == 0)
    {
      if (dum <= 0.000001)
      {
        dum = 1.0;
      }
    }
    if(prot){out="  dumping = "+string(dum);out;}

    // new value
    for(i1=di;i1>0;i1--){
      ini1[i1]=ini1[i1]-dum*direction[1][i1];}
    nt = sub;
    for (i1=di;i1>0;i1--){
      nt = subst(nt,var(i1),ini1[i1]);}
    y1 = ml2norm(nt,genau);
    if(prot){out="  error = "+string(y1);out;}
    if(y1<y2){break;} // we are ready
  }

    if (y1>y2){
      "WARNING: no convergence";}
    setring rn;
    ini = imap(rnewton,ini1);
    kill rnewton;
    return(ini);
}
example
{
    "EXAMPLE:";echo=2;
    ring rsq = (real,40),(x,y,z,w),lp;
    ideal gls =  x2+y2+z2-10, y2+z3+w-8, xy+yz+xz+w5 - 1,w3+y;
    ideal ini = 3.1,2.9,1.1,0.5;
    intvec ipar = 200,0,1;
    ideal sol = nt_solve(gls,ini,ipar);
    sol;
}
///////////////////////////////////////////////////////////////////////////////

static proc sqrt (number wr, number wa, number wg)
{
  number es,we;
  number wb=wa;
  number wf=wb*wb-wr;
  if(wf>0){
    es=wf;}
  else{
    es=-wf;}
  we=wg*es;
  while (es>we)
  {
    wf=wf/(wb+wb);
    wb=wb-wf;
    wf=wb*wb-wr;
    if(wf>0){
      es=wf;}
    else{
      es=-wf;}
  }
  return(wb);
}

static proc il2norm (ideal H, number wg)
{
  number wa,wb;
  int wi,dpl;
  wa = leadcoef(H[1]);
  wa = wa*wa;
  for(wi=size(H);wi>1;wi--)
  {
    wb=leadcoef(H[wi]);
    wa=wa+wb*wb;
  }
  return(sqrt(wa,wa,wg));
}

static proc ml2norm (module H, number wg)
{
  number wa,wb;
  int wi,dpl;
  dpl = size(H)+1;
  wa = leadcoef(H[1][dpl]);
  wa = wa*wa;
  for(wi=size(H);wi>1;wi--)
  {
    wb=leadcoef(H[wi][dpl]);
    wa=wa+wb*wb;
  }
  return(sqrt(wa,wa,wg));
}

static
proc linesearch(ideal nl, ideal aa, ideal bb,
number z1, number tt, number gg)
{
  int ii,d;
  ideal cc,jn;
  number ss,z2,z3,mm;

  mm=0.000001;
  ss=tt;
  d=size(nl);
  cc=aa;
  for(ii=d;ii>0;ii--){cc[ii]=cc[ii]-ss*bb[ii];}
  jn=nl;
  for(ii=d;ii>0;ii--){jn=subst(jn,var(ii),cc[ii]);}
  z2=il2norm(jn,gg);
  z3=-1;
  while(z2>=z1)
  {
    ss=0.5*ss;
    if(ss<mm){return (mm);}
    cc=aa;
    for(ii=d;ii>0;ii--)
    {
      cc[ii]=cc[ii]-ss*bb[ii];
    }
    jn=nl;
    for(ii=d;ii>0;ii--){jn=subst(jn,var(ii),cc[ii]);}
    z3=z2;
    z2=il2norm(jn,gg);
  }
  if(z3<0)
  {
    while(z3<z2)
    {
      ss=ss+ss;
      cc=aa;
      for(ii=d;ii>0;ii--)
      {
        cc[ii]=cc[ii]-ss*bb[ii];
      }
      jn=nl;
      for(ii=d;ii>0;ii--){jn=subst(jn,var(ii),cc[ii]);}
      if(z3>0){z2=z3;}
      z3=il2norm(jn,gg);
    }
  }
  z2=z2-z1;
  z3=z3-z1;
  ss=0.25*ss*(z3-4*z2)/(z3-2*z2);
  if(ss>1.0){return (1.0);}
  if(ss<mm){return (mm);}
  return(ss);
}
///////////////////////////////////////////////////////////////////////////////

// End: ***