/// <summary>
/// Performs iteration
/// </summary>
/// <returns>Residue</returns>
public double Iterate()
{
PrepareIteration();
double sigma = 0;
List <IIterator> iterators;
if (ownIterators.Count != 0)
{
iterators = ownIterators;
}
else
{
iterators = this.iterators;
}
if (iterators.Count == 0)
{
return(1);
}
foreach (IIterator it in iterators)
{
it.Reset();
}
for (int i = 0; i < a.GetLength(0); i++)
{
for (int j = 0; j < a.GetLength(1); j++)
{
a[i, j] = d[i, j];
}
}
for (int i = 0; i < z.Length; i++)
{
z[i] = 0;
}
while (true)
{
consumer.Reset();
try
{
consumer.UpdateChildrenData();
}
catch (Exception ex)
{
ex.ShowError(10);
goto cycle;
}
for (int i = 0; i < y.Length; i++)
{
object o = left[i].Parameter();
if (o == null)
{
goto cycle;
}
y[i] = (double)o;
o = right[i].Parameter();
if (o == null | o is DBNull)
{
goto cycle;
}
double res = (double)o - y[i];
yr[i] = res;
sigma += res * res;
}
for (int i = 0; i < aliases.Length; i++)
{
IAliasName a = aliases[i];
double delta = dx[i];
SetDelta(a, delta);
consumer.Reset();
consumer.UpdateChildrenData();
for (int j = 0; j < y.Length; j++)
{
object obj = left[j].Parameter();
if (obj == null)
{
SetDelta(a, -delta);
goto cycle;
}
ht[i, j] = ((double)obj - y[j]) / delta;
}
SetDelta(a, -delta);
}
for (int i = 0; i < y.Length; i++)
{
for (int j = 0; j <= i; j++)
{
mr[i, j] = (double)r[i, j].Parameter();
mr[j, i] = mr[i, j];
}
}
RealMatrix.Invert(mr, mr1);
RealMatrix.Multiply(ht, mr1, htr);
for (int i = 0; i < a.GetLength(0); i++)
{
for (int k = 0; k < htr.GetLength(1); k++)
{
z[i] += htr[i, k] * yr[k];
for (int j = 0; j < a.GetLength(1); j++)
{
a[i, j] += htr[i, k] * ht[j, k];
}
}
}
cycle:
foreach (IIterator it in iterators)
{
if (!it.Next())
{
goto m;
}
}
}
m:
RealMatrix.Solve(a, z, indxa);
for (int i = 0; i < z.Length; i++)
{
SetDelta(aliases[i], z[i]);
}
return(sigma);
}
/// <summary>
/// Performs iteration step
/// </summary>
/// <param name="x">Input/Output parameters</param>
/// <param name="dx">Delta</param>
/// <param name="d">Weights of Input/Output</param>
/// <param name="y">Auxiliary variable</param>
/// <param name="y1">Auxiliary variable</param>
/// <param name="h">Numercial derivations</param>
/// <returns>Sigma0</returns>
public double Iterate(double[] x, double[] dx, double[] d, double?[] y, double?[] y1, double?[,] h)
{
double s = 0;
int l = DataDimension;
for (int im = 0; im < l; im++)
{
for (int i = 0; i < n; i++)
{
h[i, im] = 1;
}
}
for (int i = 0; i < n; i++)
{
z[i] = 0;
for (int j = 0; j < n; j++)
{
a[i, j] = 0;
}
}
if (residuals == null)
{
residuals = new double?[l];
}
else if (residuals.Length != l)
{
residuals = new double?[l];
}
Calculate(x, selection, y);
for (int i = 0; i < n; i++)
{
x[i] += dx[i];
Calculate(x, selection, y1);
for (int im = 0; im < l; im++)
{
double?der = (y1[im] - y[im]) / dx[i];
double?res = this[im] - y[im];
residuals[im] = -res;
double r = GetWeight(im);
if (res != null)
{
z[i] += (double)(res * der * r);
}
h[i, im] = der;
if (res != null)
{
s += (double)(res * res * r);
}
}
x[i] -= dx[i];
}
for (int im = 0; im < l; im++)
{
for (int i = 0; i < n; i++)
{
if (h[i, im] == null)
{
continue;
}
for (int j = 0; j < n; j++)
{
if (h[j, im] == null)
{
continue;
}
double r = GetWeight(im);
a[i, j] += (double)(r * h[i, im] * h[j, im]);
}
}
}
for (int i = 0; i < n; i++)
{
a[i, i] += d[i];
}
RealMatrix.Solve(a, z, indx);
for (int i = 0; i < n; i++)
{
x[i] += z[i];
}
return(s);
}
/// <summary>
/// Performs full iteration
/// </summary>
/// <returns>Residue</returns>
public double FullIterate()
{
PrepareIteration();
for (int i = 0; i < a.GetLength(0); i++)
{
for (int j = 0; j < a.GetLength(1); j++)
{
a[i, j] = d[i, j];
}
}
for (int i = 0; i < z.Length; i++)
{
z[i] = 0;
}
currentSigma = 0;
List <double[]> c = Calculate();
double s = currentSigma;
List <double[]>[] ll = new List <double[]> [aliases.Length];
double[,] h = new double[aliases.Length, c.Count];
for (int i = 0; i < aliases.Length; i++)
{
IAliasName alias = aliases[i];
double delta = dx[i];
SetDelta(alias, delta);
ll[i] = Calculate();
SetDelta(alias, -delta);
}
for (int i = 0; i < y.Length; i++)
{
for (int j = 0; j <= i; j++)
{
mr[i, j] = (double)r[i, j].Parameter();
mr[j, i] = mr[i, j];
}
}
RealMatrix.Invert(mr, mr1);
for (int im = 0; im < c.Count; im++)
{
double[] y0 = c[im];
for (int i = 0; i < aliases.Length; i++)
{
double[] y = ll[i][im];
for (int j = 0; j < y.Length; j++)
{
ht[i, j] = (y[j] - y0[j]) / dx[i];
}
}
RealMatrix.Multiply(ht, mr1, htr);
for (int i = 0; i < a.GetLength(0); i++)
{
for (int k = 0; k < htr.GetLength(1); k++)
{
z[i] -= htr[i, k] * y0[k];
for (int j = 0; j < a.GetLength(1); j++)
{
a[i, j] += htr[i, k] * ht[j, k];
}
}
}
}
RealMatrix.Solve(a, z, indxa);
for (int i = 0; i < z.Length; i++)
{
SetDelta(aliases[i], z[i]);
}
return(s);
}
