Package gov.nih.mipav.model.algorithms

Class NESolve

java.lang.Object
gov.nih.mipav.model.algorithms.NESolve
Direct Known Subclasses:
SchwarzChristoffelMapping2.stpfun3
public abstract class NESolve extends Object
This is a port of nesolve.m and supporting files coded in MATLAB by Richard T. Behrens in 1988 with portions replaced to be closer to original pseudocode in appendix A of Numerical Methods for Unconstrained Optimization and Nonlinear Equations. NESolve produces the solution to a system of nonlinear equations For example, find the x, y, and z that solve the simultaneous equations: sin(x) + y^2 + log(z) - 7 = 0 3*x + 2^y - z^3 + 1 = 0; x + y + z - 5 = 0 nesolve.m coded in MATLAB by Ricaard T. Behrens, April 1988. Revised 11/278/88 JNL Hookstep option added 8/21/90 RTB. Hello William, Thank you for contacting MathWorks Technical Support. My name is Stephen and I am writing in reference to your Technical Support Case #02445410 regarding 'Permission to port nesolve.m'. Thank you for contacting us about this. It appears that "nesolve" is a File Exchange function that is not part of the MATLAB code base. The author included parts of a MATLAB function help header, but none of its source code. Therefore, we neither grant nor deny permission to copy the contents of that file as it does not pertain to the MATLAB code base. If you have any more related questions, let me know and I would be happy to help. Sincerely, Stephen Jue MathWorks Technical Support Department In a document with the title NONLINPK NESOLVE and UMSOLVE Release 1.1, August 31, 1990 by Richard T. Behrens He states: The UMSOLVE files are distributed as Shareware (but NESOLVE is public domain). nesolve.m is based on Algorithm D6.1.3: Part of the modular software system from the appendix of the book "Numerical Methods for Unconstrained Optimization and Nonlinear Equations" by Dennis invalid input: '&' Schnabel, 1983. Refer to that book for more detailed information about the algorithms.

  • Field Summary

    Fields
    Modifier and Type
    Field
    Description
    protected boolean
    analyticJacobian
     
    private final int
    BROWN_ALMOST_LINEAR
     
    protected double[]
    btrack
     
    private final int
    CHEBYQUAD
     
    protected double
    chiSquared
     
    protected double[]
    details
     
    private double
    eps
     
    protected double[]
    fparam
     
    private final int
    FREUDENSTEIN_AND_ROTH
     
    protected double[]
    fvc
     
    private final int
    HELICAL_VALLEY
     
    private final int
    HOCK1
     
    protected boolean
    initialJacobianIdentity
     
    protected int
    itncount
     
    private final int
    LEVMAR_ROSENBROCK
     
    int
    LINE_SEARCH
     
    int
    NO_SCALING
     
    protected int[]
    nofun
     
    private int
    nPts
     
    private int
    param
     
    protected Vector<Double>
    path
     
    private final int
    POWELL_2_PARAMETER
     
    private final int
    POWELL_SINGULAR
     
    private final int
    ROSENBROCK
     
    protected double[][]
    scale
     
    int
    SCALING_WITH_SCALE
     
    int
    SCALING_WITHOUT_SCALE
     
    protected int[]
    termcode
     
    private int
    testCase
     
    private boolean
    testMode
     
    private double
    tol
     
    private final int
    TRIGONOMETRIC
     
    int
    TRUST_REGION
     
    protected double[]
    x0
     
    protected double[]
    xf
     

  • Constructor Summary

    Constructors
    Constructor
    Description
    NESolve()
     
    NESolve(boolean initialJacobianIdentity, double[] x0, double[] fparam, boolean analyticJacobian, double[][] scale, Vector<Double> path, double[] btrack, int trace, int method, int maxIterations, double fvectol, double steptol, double maxStepSize, double details11, int scaling)
     

  • Method Summary

    Modifier and Type
    Method
    Description
    void
    driver()
     
    private void
    driverCalls()
     
    void
    dumpTestResults()
     
    private void
    fitTestModel()
     
    abstract void
    fitToFunction(double[] fvplus, double[] xplus, double[] fparam)
     
    abstract void
    fitToJacobian(double[][] jc, int[] addfun, double[] x0, double[] fparam)
     
    void
    fitToTestFunction(double[] fvplus, double[] xplus, double[] fparam)
     
    void
    fitToTestJacobian(double[][] jc, int[] addfun, double[] x0, double[] fparam)
     
    int
    getExitStatus()
     
    double[]
    getParameters()
     
    private void
    nebroyuf(double[][] A, double[] xc, double[] xp, double[] fc, double[] fp, double[] sx, double eta)
     
    private void
    nechdcmp(double[][] L, double[] maxadd, double[][] H, double maxoffl)
     
    private double
    neconest(double[][] M, double[] M2)
     
    private void
    nefdjac(double[][] J, int[] nofun, double[] fc, double[] xc, double[] sx, double[] details, double[] fparam)
     
    private void
    nefn(double[] fplus, double[] fvplus, int[] nofun, double[] xplus, double[] sf, double[] fparam)
     
    private void
    nehook(int[] retcode, double[] xp, double[] fp, double[] Fp, boolean[] maxtaken, double[] details, double[] trustvars, int[] nofun, double[] xc, double[] fc, double[] g, double[][] L, double[][] H, double[] sn, double[] sx, double[] sf, int itn, double[] fparam)
     
    private void
    neinck(double[] dout, double[] sx, double[] sf, int[] termcode, double[] x0, double[] f0, double[] din, double[][] scale)
     
    private void
    nelnsrch(int[] retcode, double[] xp, double[] fp, double[] Fp, boolean[] maxtaken, int[] nofun, double[] btrack, double[] xc, double fc, double[] g, double[] p, double[] sx, double[] sf, double[] details, double[] fparam)
     
    private void
    nemodel(double[][] m, double[][] h, double[] sn, double[] fc, double[][] J, double[] g, double[] sf, double[] sx, double globmeth)
     
    private void
    neqrdcmp(double[][] M, double[] M1, double[] M2, int[] sing)
     
    private void
    neqrsolv(double[] b, double[][] M, double[] M1, double[] M2)
     
    private void
    nersolv(double[] b, double[][] M, double[] M2)
     
    private void
    nestop(int[] consecmax, int[] termcode, double[] xc, double[] xp, double[] F, double[] Fnorm, double[] g, double[] sx, double[] sf, int retcode, double[] details, int itncount, boolean maxtaken)
     
    private void
    netrust(double[] xp, double[] fp, double[] Fp, boolean[] maxtaken, int[] retcode, double[] xpprev, double[] fpprev, double[] Fpprev, double[] details, int[] nofun, double[] xc, double[] fc, double[] g, double[][] L, double[] s, double[] sx, double[] sf, boolean newttaken, int steptype, double[][] H, boolean umflag, double[] fparam)
     
    void
    printExitStatus(int exitStatus)
     
    private double
    shiftedChebyshev(double x, int n)
     
    private double
    shiftedChebyshevDerivative(double x, int n)
     
    private double
    sign(double x)
     

    Methods inherited from class java.lang.Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Field Details

    • NO_SCALING

      public int NO_SCALING

    • SCALING_WITHOUT_SCALE

      public int SCALING_WITHOUT_SCALE

    • SCALING_WITH_SCALE

      public int SCALING_WITH_SCALE

    • TRUST_REGION

      public int TRUST_REGION

    • x0

      protected double[] x0

    • details

      protected double[] details

    • initialJacobianIdentity

      protected boolean initialJacobianIdentity

    • fparam

      protected double[] fparam

    • analyticJacobian

      protected boolean analyticJacobian

    • scale

      protected double[][] scale

    • xf

      protected double[] xf

    • fvc

      protected double[] fvc

    • chiSquared

      protected double chiSquared

    • termcode

      protected int[] termcode

    • path

      protected Vector<Double> path

    • btrack

      protected double[] btrack

    • nofun

      protected int[] nofun

    • itncount

      protected int itncount

    • eps

      private double eps

    • testMode

      private boolean testMode

    • testCase

      private int testCase

    • ROSENBROCK

      private final int ROSENBROCK
      See Also:

    • FREUDENSTEIN_AND_ROTH

      private final int FREUDENSTEIN_AND_ROTH
      See Also:

    • HELICAL_VALLEY

      private final int HELICAL_VALLEY
      See Also:

    • POWELL_SINGULAR

      private final int POWELL_SINGULAR
      See Also:

    • BROWN_ALMOST_LINEAR

      private final int BROWN_ALMOST_LINEAR
      See Also:

    • CHEBYQUAD

      private final int CHEBYQUAD
      See Also:

    • LEVMAR_ROSENBROCK

      private final int LEVMAR_ROSENBROCK
      See Also:

    • POWELL_2_PARAMETER

      private final int POWELL_2_PARAMETER
      See Also:

    • HOCK1

      private final int HOCK1
      See Also:

    • TRIGONOMETRIC

      private final int TRIGONOMETRIC
      See Also:

    • tol

      private double tol

    • param

      private int param

    • nPts

      private int nPts

  • Constructor Details

    • NESolve

      public NESolve()

    • NESolve

      public NESolve(boolean initialJacobianIdentity, double[] x0, double[] fparam, boolean analyticJacobian, double[][] scale, Vector<Double> path, double[] btrack, int trace, int method, int maxIterations, double fvectol, double steptol, double maxStepSize, double details11, int scaling)

  • Method Details

    • fitTestModel

      private void fitTestModel()

    • driverCalls

      private void driverCalls()

    • dumpTestResults

      public void dumpTestResults()

    • getParameters

      public double[] getParameters()

    • getExitStatus

      public int getExitStatus()

    • printExitStatus

      public void printExitStatus(int exitStatus)

    • fitToFunction

      public abstract void fitToFunction(double[] fvplus, double[] xplus, double[] fparam)

    • fitToTestFunction

      public void fitToTestFunction(double[] fvplus, double[] xplus, double[] fparam)

    • fitToJacobian

      public abstract void fitToJacobian(double[][] jc, int[] addfun, double[] x0, double[] fparam)

    • fitToTestJacobian

      public void fitToTestJacobian(double[][] jc, int[] addfun, double[] x0, double[] fparam)

    • shiftedChebyshev

      private double shiftedChebyshev(double x, int n)

    • shiftedChebyshevDerivative

      private double shiftedChebyshevDerivative(double x, int n)

    • driver

      public void driver()

    • nefn

      private void nefn(double[] fplus, double[] fvplus, int[] nofun, double[] xplus, double[] sf, double[] fparam)

    • neinck

      private void neinck(double[] dout, double[] sx, double[] sf, int[] termcode, double[] x0, double[] f0, double[] din, double[][] scale)

    • nefdjac

      private void nefdjac(double[][] J, int[] nofun, double[] fc, double[] xc, double[] sx, double[] details, double[] fparam)

    • sign

      private double sign(double x)

    • nemodel

      private void nemodel(double[][] m, double[][] h, double[] sn, double[] fc, double[][] J, double[] g, double[] sf, double[] sx, double globmeth)

    • neqrdcmp

      private void neqrdcmp(double[][] M, double[] M1, double[] M2, int[] sing)

    • neconest

      private double neconest(double[][] M, double[] M2)

    • nersolv

      private void nersolv(double[] b, double[][] M, double[] M2)

    • nechdcmp

      private void nechdcmp(double[][] L, double[] maxadd, double[][] H, double maxoffl)

    • neqrsolv

      private void neqrsolv(double[] b, double[][] M, double[] M1, double[] M2)

    • nelnsrch

      private void nelnsrch(int[] retcode, double[] xp, double[] fp, double[] Fp, boolean[] maxtaken, int[] nofun, double[] btrack, double[] xc, double fc, double[] g, double[] p, double[] sx, double[] sf, double[] details, double[] fparam)

    • nehook

      private void nehook(int[] retcode, double[] xp, double[] fp, double[] Fp, boolean[] maxtaken, double[] details, double[] trustvars, int[] nofun, double[] xc, double[] fc, double[] g, double[][] L, double[][] H, double[] sn, double[] sx, double[] sf, int itn, double[] fparam)

    • netrust

      private void netrust(double[] xp, double[] fp, double[] Fp, boolean[] maxtaken, int[] retcode, double[] xpprev, double[] fpprev, double[] Fpprev, double[] details, int[] nofun, double[] xc, double[] fc, double[] g, double[][] L, double[] s, double[] sx, double[] sf, boolean newttaken, int steptype, double[][] H, boolean umflag, double[] fparam)

    • nebroyuf

      private void nebroyuf(double[][] A, double[] xc, double[] xp, double[] fc, double[] fp, double[] sx, double eta)

    • nestop

      private void nestop(int[] consecmax, int[] termcode, double[] xc, double[] xp, double[] F, double[] Fnorm, double[] g, double[] sx, double[] sf, int retcode, double[] details, int itncount, boolean maxtaken)