public Vector CalculateIteration()
{
calc_u = DifferentialEquation.GetSolutionTask1(manage_p, manage_f, phi, nu, L, T, aa, GRID_SIZE, TIME_SIZE);
Matrix KSI = DifferentialEquation.GetSolutionTask2(y, calc_u, nu, L, T, aa, GRID_SIZE, TIME_SIZE);
Vector ksi_l = new Vector(TIME_SIZE);
for (int i = 0; i < TIME_SIZE; i++)
{
ksi_l[i] = KSI[i, GRID_SIZE - 1];
}
double alpha = alpha_old;
double tau = MyMath.GetStep(TIME_SIZE, 0d, T);
double h = MyMath.GetStep(GRID_SIZE, 0d, L);
switch (pickAlpha)
{
case PickAlpha.Lipshiz:
alpha = ChooseAlpha_LipMethod();
break;
case PickAlpha.Divide:
if (ITERATION > 0)
{
alpha = ChooseAlpha_DivideMethod(alpha_old);
}
break;
case PickAlpha.Lipshiz_CG:
if (ITERATION > 0)
{
alpha = ChooseAplpha_LipMethodForConditionalGradient(KSI, manage_f, alpha, tau, h);
}
//alpha = 1d / (ITERATION + 1);
break;
case PickAlpha.SUM:
alpha = ChooseAlpha_Sum();
break;
case PickAlpha.Projection:
alpha = ChooseAlpha_Projection(KSI, manage_f, alpha, R, tau, h);
break;
default:
break;
}
manage_p = DifferentialEquation.GrdientProjection(manage_p, ksi_l, alpha, aa, P_MIN, P_MAX);
//manage_f = DifferentialEquation.GrdientProjectionByF(manage_f, KSI, alpha, R, h, tau);
ITERATION++;
calc_u_old = calc_u;
alpha_old = alpha;
return(manage_p);
}
public double ChooseAlpha_Projection(Matrix KSI, Matrix f, double alpha, double R, double tau, double h)
{
Vector u_temp = new Vector();
double EPS = 0.001d;
double NORM = 0;
do
{
Matrix f_new = DifferentialEquation.GrdientProjectionByF(f, KSI, alpha, R, h, tau);
f_new = Pu(f_new, R, h, tau);
u_temp = DifferentialEquation.GetSolutionTask1(manage_p, f_new, phi, nu, L, T, aa, GRID_SIZE, TIME_SIZE);
NORM = Calculate_L2NORM(f - f_new, h, tau);
alpha = alpha / 2.0;
} while (Functional_J(calc_u) - Functional_J(u_temp) < EPS * NORM * NORM);
return(alpha * 2.0);
}
public double ChooseAplpha_LipMethodForConditionalGradient(Matrix KSI, Matrix f, double alpha, double tau, double h)
{
double rho = ChooseAlpha_LipMethod();
int N = f.Length.n;
int M = f.Length.m;
double NORM = 0;
Matrix KSI2 = new Matrix(N, M);
Matrix f2 = new Matrix(N, M);
for (int i = 0; i < N; i++)
{
for (int j = 0; j < M; j++)
{
KSI2[i, j] = Math.Pow(Math.Abs(KSI[i, j]), 2);
}
}
NORM = Math.Sqrt(MyMath.IntegrateSurface(KSI2, tau, h));
double f_prime = 0, temp = 0;
for (int i = 0; i < N; i++)
{
for (int j = 0; j < M; j++)
{
//R = 10;
f_prime = -R * KSI[i, j] / NORM;
temp = f_prime - f[i, j];
f2[i, j] = temp * temp;
}
}
NORM = MyMath.IntegrateSurface(f2, tau, h);
double dJ = DifferentialEquation.dJ_f(KSI, f, h, tau);
//MessageBox.Show("dJ = " + dJ + " NORM = " + NORM);
return(min(1d, rho * dJ / (NORM)));
}