/*public Vector<double> IntegrateStep(DAESemiImplicitSystem system, Vector<double> x, Vector<double> z, double t)
* {
* int sizeX = system.SizeX * Stages;
* int sizeZ = system.SizeZ * Stages;
* int size = sizeX + sizeZ;
* Vector<double>[] kx = new Vector<double>[Stages];// vector k=[k1_1,k1_2,...k1_n,...,kn_1,...,kn_n]
* Vector<double>[] kz = new Vector<double>[Stages];// vector k=[k1_1,k1_2,...k1_n,...,kn_1,...,kn_n]
*
* for (int i = 0; i < Stages; i++)
* {
* kx[i] = Vector<double>.Build.Dense(system.SizeX);
* kz[i] = Vector<double>.Build.Dense(system.SizeZ);
* }
*
* for (int i = 0; i < newtonIterations; i++)
* {
* Matrix<double> jacobiMatrix = Matrix<double>.Build.Dense(size, size);
* Vector<double> f = Vector<double>.Build.Dense(size);
* for (int j = 0; j < Stages; j++)
* {
* Vector<double> t_x = x;
* Vector<double> t_z = z;
* for (int m = 0; m < Stages; m++)
* {
* t_x += step * a[j, m] * kx[m];
* t_z += step * a[j, m] * kz[m];
* }
* double time = t + step * c[j];
* Matrix<double> dFdX = system.dFdX(t_x, t_z, time); //use k as dx
* Matrix<double> dFdZ = system.dFdZ(t_x, t_z, time); //use k as dx
* Matrix<double> dGdX = system.dGdX(t_x, t_z, time);
* Matrix<double> dGdZ = system.dGdZ(t_x, t_z, time);
* double[] F = system.F(t_x, t_z, time);
* double[] G = system.G(t_x, t_z, time);
* for (int m = 0; m < system.SizeX; m++)
* {
* int row = j * system.SizeX + m;
* f[row] = F[m];
* for (int p = 0; p < Stages; p++)
* {
* for (int l = 0; l < system.SizeX; l++)
* {
* int column = l + p * system.Size;
* //jacobiMatrix[row, column] = dFdX[m, l] * Step * a[j, p] + dFddX[m, l];
* }
* for (int l = 0; l < system.SizeZ; l++)
* {
* int column = l + p * system.Size;
* //jacobiMatrix[row, column] = dFdX[m, l] * Step * a[j, p] + dFddX[m, l];
* }
* }
* }
* for (int m = 0; m < system.SizeZ; m++)
* {
* int row=j*system.SizeZ + sizeX + m;
* f[row] = G[m];
*
* for (int p = 0; p < Stages; p++)
* {
* for (int l = 0; l < system.SizeX; l++)
* {
* int column = l + p * system.Size;
* //jacobiMatrix[row, column] = dFdX[m, l] * Step * a[j, p] + dFddX[m, l];
* }
* for (int l = 0; l < system.SizeZ; l++)
* {
* int column = l + p * system.Size;
* //jacobiMatrix[row, column] = dFdX[m, l] * Step * a[j, p] + dFddX[m, l];
* }
* }
* }
* }
* Vector<double> dk = jacobiMatrix.Solve(-f);
* for (int j = 0; j < Stages; j++)
* {
* kx[j] += dk.SubVector(j * system.Size, system.Size);
* kz[j] += dk.SubVector(j * system.Size, system.Size);
* }
* }
*
* for (int i = 0; i < Stages; i++)
* {
* x += kx[i] * step * b[i];
* x += kz[i] * step * b[i];
* }
* return x;
*
*
* throw new NotImplementedException();
* }*/
// system is f(x,x',t)=0
// x(n+1)=x(n)+sum k_i*b_i
// k_i = x'(x_n + h*sum k_j * a_ij, t_n + h*c_i) where i is [1,Stages] and j is [1,Stages]
// k_i is a vector and sizeOf(k_i) == sizeOf(x)
// or f(x_n + h*sum k_j * a_ij, k_i, t_n + h * c_i)
// solve this implicit nonlinear system for all k's
public override Vector <double> IntegrateStep(DAEISystem system, Vector <double> x, double t)
{
int size = system.Size * Stages;
Vector <double> [] k = new Vector <double> [Stages];// vector k=[k1_1,k1_2,...k1_n,...,kn_1,...,kn_n]
for (int i = 0; i < Stages; i++)
{
k[i] = Vector <double> .Build.Dense(system.Size);
}
for (int i = 0; i < newtonIterations; i++)
{
Matrix <double> jacobiMatrix = Matrix <double> .Build.Dense(size, size);
Vector <double> f = Vector <double> .Build.Dense(size);
for (int j = 0; j < Stages; j++)
{
Vector <double> t_x = x;
//[row,column]
for (int m = 0; m < Stages; m++)
{
t_x += step * a[j, m] * k[m];
}
double time = t + step * c[j];
Matrix <double> dFdX = system.DFdX(t_x, k[j], time); //use k as dx
Matrix <double> dFddX = system.DFddX(t_x, k[j], time);
Vector <double> F = system.F(t_x, k[j], time);
//subMatrix Size*Size
for (int m = 0; m < system.Size; m++)
{
int row = m + j * system.Size;
f[row] = F[m] * alpha;
for (int p = 0; p < Stages; p++)
{
for (int l = 0; l < system.Size; l++)
{
int column = l + p * system.Size;
double dfddx = p == j ? dFddX[m, l]:0.0;
jacobiMatrix[row, column] = dFdX[m, l] * step * a[j, p] + dfddx;
}
}
}
}
Vector <double> dk = jacobiMatrix.Solve(-f);
for (int j = 0; j < Stages; j++)
{
k[j] += dk.SubVector(j * system.Size, system.Size);
}
if (f.L2Norm() < fAbsTol)
{
for (int j = 0; j < Stages; j++)
{
x += k[j] * step * b[j];
}
return(x);
}
}
throw new Exception("Решение не сошлось");
}
public override Vector <double> IntegrateStep(DAEISystem system, Vector <double> x, double t)
{
//solve f(xn+1,(xn+1-xn)/h,t+h)
Vector <double> xNew = x;
for (int i = 0; i < newtonIterations; i++)
{
Vector <double> dx = (xNew - x) / step;
double time = t + step;
Matrix <double> dFdX = system.DFdX(xNew, dx, time); //use k as dx
Matrix <double> dFddX = system.DFddX(xNew, dx, time);
Vector <double> F = system.F(xNew, dx, time);
F = F * alpha;
//Vector<double> f = Vector<double>.Build.SparseOfArray(F).Multiply(alpha);
Matrix <double> jacobiMatrix;// = Matrix<double>.Build.Sparse(system.Size, system.Size);
jacobiMatrix = dFdX.Add(dFddX.Divide(step));
/* for (int m = 0; m < system.Size; m++)
* {
* for (int l = 0; l < system.Size; l++)
* {
* jacobiMatrix[m, l] = dFdX[m, l] + dFddX[m, l]/step;
* }
* }*/
Vector <double> deltax = jacobiMatrix.Solve(-F);
xNew += deltax;
if (F.L2Norm() < fAbsTol)
{
return(xNew);
}
}
throw new Exception("Решение не сошлось");
}