X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=src%2FFEM%2FR1.hs;h=57e2412c83af938f736200bee0ce2b83299cff5f;hb=7882858773939371a684749f7a6c1e5eaf6ef9b2;hp=02eab316d3daaa5ea324cb1bb15ccf8da8b2cf30;hpb=91069005ec9f5249efe64cb96fb84fbbd70aad25;p=numerical-analysis.git

diff --git a/src/FEM/R1.hs b/src/FEM/R1.hs
index 02eab31..57e2412 100644
--- a/src/FEM/R1.hs
+++ b/src/FEM/R1.hs
@@ -14,6 +14,17 @@
 --   if c(x) = 0, then it is assumed that the boundary conditions are
 --   Dirichlet.
 --
+--   The code creates a linear system,
+--
+--     (K + M)x = F
+--
+--   to be solved for @x@, where @K@ (\"big_K\") is the stiffness
+--   matrix, @M@ (\"big_M\") is the mass matrix, and @F@ (\"big_F\")
+--   is the load vector.
+--
+--   Warning: until PLU factorization is implemented, we can only
+--   solve the resulting system if it's positive definite!
+--
 module FEM.R1
 where
 
@@ -29,10 +40,22 @@ import Integration.Gaussian ( gaussian )
 import Linear.Matrix (
   Col,
   Mat(..),
+  Row,
   (!!!),
   construct,
+  element_sum2,
+  fromList,
   ifoldl2,
-  nrows )
+  map2,
+  nrows,
+  rows2,
+  set_idx,
+  toList,
+  transpose,
+  zip2,
+  zipwith2 )
+import Linear.System ( solve_positive_definite )
+import Piecewise ( Piecewise(..), from_intervals )
 import Polynomials.Orthogonal ( legendre )
 
 -- | Dirichlet boundary conditions. Since u(a)=u(b)=0 are fixed,
@@ -172,9 +195,12 @@ affine_inv (x1,x2) x =
     two = fromInteger 2
 
 
--- | Orthonormal basis functions over [-1,1]. The test case below
---   comes from Sage where the orthogonality of the polynomials'
---   derivatives can easily be tested.
+-- * Load vector
+
+-- | Normalized integrals of orthogonal basis functions over
+--   [-1,1]. The test case below comes from Sage where the
+--   orthogonality of the polynomials' derivatives can easily be
+--   tested.
 --
 --   Examples:
 --
@@ -215,7 +241,7 @@ big_N k x
 --
 --   Examples:
 --
---   >>> import Data.Vector.Fixed ( N5 )
+--   >>> import Data.Vector.Fixed ( N5, N6 )
 --   >>> import Integration.Gaussian ( gaussian )
 --   >>> import Linear.Matrix ( Col5, fromList )
 --   >>> import Naturals ( N19 )
@@ -223,7 +249,7 @@ big_N k x
 --   >>> let p = fromList [[3],[3],[5],[4],[5]] :: Col5 Int
 --   >>> let mesh = undefined :: Col5 (Double,Double)
 --   >>> let params = Params mesh p :: Params N5 N5 N19 Double
---   >>> let big_ns = big_N_matrix params
+--   >>> let big_ns = big_N_matrix :: Mat N5 N6 (Double -> Double)
 --   >>> let n1 = big_ns !!! (1,0)
 --   >>> let n4 = big_ns !!! (4,0)
 --   >>> n1 1.5 == n4 1.5
@@ -233,26 +259,30 @@ big_N k x
 --   >>> gaussian (\x -> (n1 x) * (n2 x)) < 1e-12
 --   True
 --
-big_N_matrix :: (Arity m, Arity n, Arity l, Algebraic.C a, RealField.C a)
-             => Params m n l a
-             -> Mat m (S n) (a -> a)
-big_N_matrix params =
+big_N_matrix :: (Arity m, Arity n, Algebraic.C a, RealField.C a)
+             => Mat m n (a -> a)
+big_N_matrix =
   construct lambda
   where
-    maxdeg i = (max_degrees params) !!! (i,0)
-    lambda i j = if j > maxdeg i
-                 then (const $ fromInteger 0)
-                 else big_N (toInteger j)
+    lambda _ j x = big_N (toInteger j) x
+
 
+-- | The matrix of (N_i * N_j) functions used in the integrand of
+--   the mass matrices.
+big_Ns_matrix :: (Arity m, Arity n, Algebraic.C a, RealField.C a)
+               => Mat m n (a -> a)
+big_Ns_matrix =
+  construct lambda
+  where
+    lambda i j x = (big_N (toInteger i) x) * (big_N (toInteger j) x)
 
 
 -- | Compute the global load vector F.
 --
 --   Examples:
 --
---   >>> import Data.Vector.Fixed ( N3, N4 )
 --   >>> import Linear.Matrix ( Col4, frobenius_norm, fromList )
---   >>> import Naturals ( N7 )
+--   >>> import Naturals ( N3, N4, N7 )
 --
 --   >>> let big_A = const (1::Double)
 --   >>> let c x = sin x
@@ -287,7 +317,7 @@ big_F :: forall m n l a.
       -> Params m n l a
       -> Col l a
 big_F pde params =
-  ifoldl2 accum zero (big_N_matrix params)
+  ifoldl2 accum zero (big_N_matrix :: Mat m (S n) (a -> a))
   where
     accum :: Int -> Int -> Col l a -> (a -> a) -> Col l a
     accum i j prev_F this_N =
@@ -300,8 +330,305 @@ big_F pde params =
 
         -- The pointer matrix numbers from 1 so subtract one here to
         -- get the right index.
-        global_idx = ((pointer params) !!! (i,j)) - 1
-        this_F = construct lambda
-        lambda k _ = if k == global_idx
-                     then (gaussian integrand)*(x2 - x1) / two
-                     else fromInteger 0
+        k = ((pointer params) !!! (i,j)) - 1
+        integral = (gaussian integrand)*(x2 - x1) / two
+        this_F = set_idx zero (k,0) integral
+
+
+-- * Stiffness matrix
+
+-- | Derivatives of the 'big_N's, that is, orthogonal basis functions
+--   over [-1,1]. The test case below comes from Sage where the
+--   orthogonality of the polynomials' derivatives can easily be
+--   tested. The indices are shifted by one so that k=0 is the first
+--   basis function.
+--
+--   Examples:
+--
+--   >>> import qualified Algebra.Absolute as Absolute ( abs )
+--
+--   >>> let expected = 11.5757525403319
+--   >>> let actual = big_N' 3 1.5 :: Double
+--   >>> Absolute.abs (actual - expected) < 1e-10
+--   True
+--
+big_N' :: forall a. (Algebraic.C a, RealField.C a) => Integer -> a -> a
+big_N' k x
+  | k < 0 = error "requested a negative basis function"
+  | k == 0 = negate ( one / (fromInteger 2))
+  | k == 1 = one / (fromInteger 2)
+  | otherwise = coeff * ( legendre k x )
+      where
+        two = fromInteger 2
+        coeff = sqrt ((two*(fromInteger k) + one) / two) :: a
+
+
+-- | The matrix of (N_i' * N_j') functions used in the integrand of
+--   the stiffness matrix.
+big_N's_matrix :: (Arity m, Arity n, Algebraic.C a, RealField.C a)
+               => Mat m n (a -> a)
+big_N's_matrix =
+  construct lambda
+  where
+    lambda i j x = (big_N' (toInteger i) x) * (big_N' (toInteger j) x)
+
+
+big_K_elem :: forall m n l a b.
+         (Arity l, Arity m, Arity n,
+          Algebraic.C a, RealField.C a, ToRational.C a)
+      => PDE a
+      -> Params m n l a
+      -> Int
+      -> Int
+      -> Mat l l a
+      -> b
+      -> Mat l l a
+big_K_elem pde params _ k cur_K _ =
+  ifoldl2 accum cur_K (big_N's_matrix :: Mat m (S n) (a -> a))
+  where
+    accum :: Int -> Int -> Mat l l a -> (a -> a) -> Mat l l a
+    accum i j prev_K these_N's =
+      prev_K + this_K
+      where
+        two = fromInteger 2
+        (x1,x2) = (mesh params) !!! (k,0)
+        q = affine_inv (x1,x2)
+        integrand x = ((big_A pde) (q x)) * (these_N's x)
+        -- The pointer matrix numbers from 1 so subtract one here to
+        -- get the right index.
+        row_idx = ((pointer params) !!! (k,i)) - 1
+        col_idx = ((pointer params) !!! (k,j)) - 1
+        integral = (two/(x2 - x1))* (gaussian integrand)
+        this_K = set_idx zero (row_idx, col_idx) integral
+
+
+
+-- | Compute the \"big K\" stiffness matrix. There are three
+--   parameters needed for K, namely i,j,k so a fold over a matrix will
+--   not do. This little gimmick simulates a three-index fold by doing a
+--   two-index fold over a row of the proper dimensions.
+--
+--   Examples:
+--
+--   >>> import Linear.Matrix ( Col4, frobenius_norm, fromList )
+--   >>> import Naturals ( N3, N4, N7 )
+--
+--   >>> let big_A = const (1::Double)
+--   >>> let c x = sin x
+--   >>> let f x = x*(sin x)
+--   >>> let bdy = Left (Dirichlet (0,1::Double))
+--   >>> let pde = PDE big_A c f bdy
+--
+--   >>> let i1 = (0.0,1/3)
+--   >>> let i2 = (1/3,2/3)
+--   >>> let i3 = (2/3,4/5)
+--   >>> let i4 = (4/5,1.0)
+--   >>> let mesh = fromList [[i1], [i2], [i3], [i4]] :: Col4 (Double,Double)
+--   >>> let pvec = fromList [[2],[3],[2],[1]] :: Col4 Int
+--   >>> let params = Params mesh pvec :: Params N4 N3 N7 Double
+--
+--   >>> let k1 = [6, -3, 0, 0, 0, 0, 0] :: [Double]
+--   >>> let k2 = [-3, 10.5, -7.5, 0, 0, 0, 0] :: [Double]
+--   >>> let k3 = [0, -7.5, 12.5, 0, 0, 0, 0] :: [Double]
+--   >>> let k4 = [0, 0, 0, 6, 0, 0, 0] :: [Double]
+--   >>> let k5 = [0, 0, 0, 0, 6, 0, 0] :: [Double]
+--   >>> let k6 = [0, 0, 0, 0, 0, 6, 0] :: [Double]
+--   >>> let k7 = [0, 0, 0, 0, 0, 0, 15] :: [Double]
+--   >>> let expected = fromList [k1,k2,k3,k4,k5,k6,k7] :: Mat N7 N7 Double
+--   >>> let actual = big_K pde params
+--   >>> frobenius_norm (actual - expected) < 1e-10
+--   True
+--
+big_K :: forall m n l a.
+         (Arity l, Arity m, Arity n,
+          Algebraic.C a, RealField.C a, ToRational.C a)
+      => PDE a
+      -> Params m n l a
+      -> Mat l l a
+big_K pde params =
+  ifoldl2 (big_K_elem pde params) zero col_idxs
+  where
+    col_idxs = fromList [map fromInteger [0..]] :: Row m a
+
+
+-- * Mass matrix
+
+big_M_elem :: forall m n l a b.
+         (Arity l, Arity m, Arity n,
+          Algebraic.C a, RealField.C a, ToRational.C a)
+      => PDE a
+      -> Params m n l a
+      -> Int
+      -> Int
+      -> Mat l l a
+      -> b
+      -> Mat l l a
+big_M_elem pde params _ k cur_M _ =
+  ifoldl2 accum cur_M (big_Ns_matrix :: Mat m (S n) (a -> a))
+  where
+    accum :: Int -> Int -> Mat l l a -> (a -> a) -> Mat l l a
+    accum i j prev_M these_Ns =
+      prev_M + this_M
+      where
+        two = fromInteger 2
+        (x1,x2) = (mesh params) !!! (k,0)
+        q = affine_inv (x1,x2)
+        integrand x = ((c pde) (q x)) * (these_Ns x)
+        -- The pointer matrix numbers from 1 so subtract one here to
+        -- get the right index.
+        row_idx = ((pointer params) !!! (k,i)) - 1
+        col_idx = ((pointer params) !!! (k,j)) - 1
+        integral = (x2 - x1)*(gaussian integrand) / two
+        this_M = set_idx zero (row_idx, col_idx) integral
+
+
+-- | Compute the \"big M\" mass matrix. There are three
+--   parameters needed for M, namely i,j,k so a fold over a matrix will
+--   not do. This little gimmick simulates a three-index fold by doing a
+--   two-index fold over a row of the proper dimensions.
+--
+--   Examples:
+--
+--   >>> import Linear.Matrix ( Col4, frobenius_norm, fromList )
+--   >>> import Naturals ( N3, N4, N7 )
+--
+--   >>> let big_A = const (1::Double)
+--   >>> let c x = sin x
+--   >>> let f x = x*(sin x)
+--   >>> let bdy = Left (Dirichlet (0,1::Double))
+--   >>> let pde = PDE big_A c f bdy
+--
+--   >>> let i1 = (0.0,1/3)
+--   >>> let i2 = (1/3,2/3)
+--   >>> let i3 = (2/3,4/5)
+--   >>> let i4 = (4/5,1.0)
+--   >>> let mesh = fromList [[i1], [i2], [i3], [i4]] :: Col4 (Double,Double)
+--   >>> let pvec = fromList [[2],[3],[2],[1]] :: Col4 Int
+--   >>> let params = Params mesh pvec :: Params N4 N3 N7 Double
+--
+--   >>> let m1 = [0.0723,0.0266,0,-0.0135,-0.0305,0.0058,0] :: [Double]
+--   >>> let m2 = [0.0266,0.0897,0.0149,0,-0.0345,-0.0109,-0.0179] :: [Double]
+--   >>> let m3 = [0,0.0149,0.0809,0,0,0,-0.0185] :: [Double]
+--   >>> let m4 = [-0.0135,0,0,0.0110,0,0,0] :: [Double]
+--   >>> let m5 = [-0.0305,-0.0345,0,0,0.0319,0.0018,0] :: [Double]
+--   >>> let m6 = [0.0058,-0.0109,0,0,0.0018,0.0076,0] :: [Double]
+--   >>> let m7 = [0,-0.0179,-0.0185,0,0,0,0.0178] :: [Double]
+--
+--   >>> let expected = fromList [m1,m2,m3,m4,m5,m6,m7] :: Mat N7 N7 Double
+--   >>> let actual = big_M pde params
+--   >>> frobenius_norm (actual - expected) < 1e-3
+--   True
+--
+big_M :: forall m n l a.
+         (Arity l, Arity m, Arity n,
+          Algebraic.C a, RealField.C a, ToRational.C a)
+      => PDE a
+      -> Params m n l a
+      -> Mat l l a
+big_M pde params =
+  ifoldl2 (big_M_elem pde params) zero col_idxs
+  where
+    col_idxs = fromList [map fromInteger [0..]] :: Row m a
+
+
+
+-- | Determine the coefficient vector @x@ from the system @(K + M)x = F@.
+--
+--   Examples:
+--
+--   >>> import Linear.Matrix ( Col4, Col7, frobenius_norm, fromList )
+--   >>> import Naturals ( N3, N4, N7 )
+--
+--   >>> let big_A = const (1::Double)
+--   >>> let c x = sin x
+--   >>> let f x = x*(sin x)
+--   >>> let bdy = Left (Dirichlet (0,1::Double))
+--   >>> let pde = PDE big_A c f bdy
+--
+--   >>> let i1 = (0.0,1/3)
+--   >>> let i2 = (1/3,2/3)
+--   >>> let i3 = (2/3,4/5)
+--   >>> let i4 = (4/5,1.0)
+--   >>> let mesh = fromList [[i1], [i2], [i3], [i4]] :: Col4 (Double,Double)
+--   >>> let pvec = fromList [[2],[3],[2],[1]] :: Col4 Int
+--   >>> let params = Params mesh pvec :: Params N4 N3 N7 Double
+--
+--   >>> let c1 = [0.02366220347687] :: [Double]
+--   >>> let c2 = [0.03431630082636] :: [Double]
+--   >>> let c3 = [0.02841800893264] :: [Double]
+--   >>> let c4 = [-0.00069489654996] :: [Double]
+--   >>> let c5 = [-0.00518637005151] :: [Double]
+--   >>> let c6 = [-0.00085028505337] :: [Double]
+--   >>> let c7 = [-0.00170478210110] :: [Double]
+--   >>> let expected = fromList [c1,c2,c3,c4,c5,c6,c7] :: Col7 Double
+--   >>> let actual = coefficients pde params
+--   >>> frobenius_norm (actual - expected) < 1e-8
+--   True
+--
+coefficients :: forall m n l a.
+                (Arity m, Arity n, Arity l,
+                 Algebraic.C a, Eq a, RealField.C a, ToRational.C a)
+             => PDE a
+             -> Params m n (S l) a
+             -> Col (S l) a
+coefficients pde params =
+  solve_positive_definite matrix b
+  where
+    matrix = (big_K pde params) + (big_M pde params)
+    b      = big_F pde params
+
+
+solution :: forall m n l a.
+            (Arity m, Arity n, Arity l,
+            Algebraic.C a, Eq a, RealField.C a, ToRational.C a, Show a)
+         => PDE a
+         -> Params m n (S l) a
+         -> Piecewise a
+solution pde params =
+  from_intervals $ map head $ toList $ solved_column
+  where
+    global_coeffs :: Col (S l) a
+    global_coeffs = coefficients pde params
+
+    ptr :: Mat m (S n) Int
+    ptr = pointer params
+
+    -- Each mesh element has an associated row in the pointer
+    -- matrix. Stick them together.
+    mesh_with_ptr_rows :: Col m (Interval a, Row (S n) Int)
+    mesh_with_ptr_rows = zip2 (mesh params) (rows2 ptr)
+
+    make_local_coeffs :: (Interval a, Row (S n) Int) -> Row (S n) a
+    make_local_coeffs (interval, ptr_row) =
+      construct lambda
+        where
+          lambda _ j = if (ptr_row !!! (0,j)) == zero
+                       then zero
+                       else global_coeffs !!! ((ptr_row !!! (0,j)) - 1, 0)
+
+    -- Create a column vector for each mesh element containing the global
+    -- coefficients corresponding to that element.
+    local_coeffs :: Col m (Row (S n) a)
+    local_coeffs = map2 make_local_coeffs mesh_with_ptr_rows
+
+    global_basis_functions :: Col (S n) (a -> a)
+    global_basis_functions =
+      construct lambda
+        where lambda i _ = big_N (toInteger i)
+
+    mesh_with_coeffs :: Col m (Interval a, Row (S n) a)
+    mesh_with_coeffs = zip2 (mesh params) local_coeffs
+
+    solved_column :: Col m (Interval a, (a -> a))
+    solved_column = map2 solve_piece $ mesh_with_coeffs
+
+    solve_piece :: (Interval a, Row (S n) a) -> (Interval a, (a -> a))
+    solve_piece (interval, coeffs_row) = (interval, f)
+      where
+        coeffs_col = transpose coeffs_row
+
+        f x = element_sum2 $ zipwith2 combine coeffs_col global_basis_functions
+          where
+            xi = (affine interval) x
+            combine ci ni = ci*(ni xi)
+