159 lines
4.9 KiB
C++
159 lines
4.9 KiB
C++
/*
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Written by Xuchen Han <xuchenhan2015@u.northwestern.edu>
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Bullet Continuous Collision Detection and Physics Library
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Copyright (c) 2019 Google Inc. http://bulletphysics.org
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This software is provided 'as-is', without any express or implied warranty.
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In no event will the authors be held liable for any damages arising from the use of this software.
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Permission is granted to anyone to use this software for any purpose,
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including commercial applications, and to alter it and redistribute it freely,
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subject to the following restrictions:
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1. The origin of this software must not be misrepresented; you must not claim that you wrote the original software. If you use this software in a product, an acknowledgment in the product documentation would be appreciated but is not required.
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2. Altered source versions must be plainly marked as such, and must not be misrepresented as being the original software.
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3. This notice may not be removed or altered from any source distribution.
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*/
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#ifndef BT_CONJUGATE_GRADIENT_H
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#define BT_CONJUGATE_GRADIENT_H
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#include <iostream>
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#include <cmath>
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#include <limits>
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#include <LinearMath/btAlignedObjectArray.h>
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#include <LinearMath/btVector3.h>
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#include "LinearMath/btQuickprof.h"
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template <class MatrixX>
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class btConjugateGradient
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{
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typedef btAlignedObjectArray<btVector3> TVStack;
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TVStack r,p,z,temp;
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int max_iterations;
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btScalar tolerance_squared;
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public:
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btConjugateGradient(const int max_it_in)
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: max_iterations(max_it_in)
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{
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tolerance_squared = 1e-5;
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}
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virtual ~btConjugateGradient(){}
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// return the number of iterations taken
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int solve(MatrixX& A, TVStack& x, const TVStack& b, bool verbose = false)
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{
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BT_PROFILE("CGSolve");
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btAssert(x.size() == b.size());
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reinitialize(b);
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// r = b - A * x --with assigned dof zeroed out
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A.multiply(x, temp);
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r = sub(b, temp);
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A.project(r);
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// z = M^(-1) * r
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A.precondition(r, z);
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A.project(z);
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btScalar r_dot_z = dot(z,r);
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if (r_dot_z <= tolerance_squared) {
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if (verbose)
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{
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std::cout << "Iteration = 0" << std::endl;
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std::cout << "Two norm of the residual = " << r_dot_z << std::endl;
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}
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return 0;
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}
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p = z;
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btScalar r_dot_z_new = r_dot_z;
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for (int k = 1; k <= max_iterations; k++) {
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// temp = A*p
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A.multiply(p, temp);
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A.project(temp);
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if (dot(p,temp) < SIMD_EPSILON)
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{
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if (verbose)
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std::cout << "Encountered negative direction in CG!" << std::endl;
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if (k == 1)
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{
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x = b;
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}
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return k;
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}
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// alpha = r^T * z / (p^T * A * p)
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btScalar alpha = r_dot_z_new / dot(p, temp);
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// x += alpha * p;
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multAndAddTo(alpha, p, x);
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// r -= alpha * temp;
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multAndAddTo(-alpha, temp, r);
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// z = M^(-1) * r
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A.precondition(r, z);
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r_dot_z = r_dot_z_new;
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r_dot_z_new = dot(r,z);
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if (r_dot_z_new < tolerance_squared) {
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if (verbose)
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{
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std::cout << "ConjugateGradient iterations " << k << std::endl;
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}
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return k;
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}
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btScalar beta = r_dot_z_new/r_dot_z;
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p = multAndAdd(beta, p, z);
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}
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if (verbose)
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{
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std::cout << "ConjugateGradient max iterations reached " << max_iterations << std::endl;
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}
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return max_iterations;
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}
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void reinitialize(const TVStack& b)
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{
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r.resize(b.size());
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p.resize(b.size());
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z.resize(b.size());
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temp.resize(b.size());
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}
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TVStack sub(const TVStack& a, const TVStack& b)
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{
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// c = a-b
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btAssert(a.size() == b.size());
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TVStack c;
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c.resize(a.size());
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for (int i = 0; i < a.size(); ++i)
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{
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c[i] = a[i] - b[i];
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}
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return c;
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}
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btScalar squaredNorm(const TVStack& a)
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{
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return dot(a,a);
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}
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btScalar dot(const TVStack& a, const TVStack& b)
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{
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btScalar ans(0);
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for (int i = 0; i < a.size(); ++i)
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ans += a[i].dot(b[i]);
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return ans;
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}
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void multAndAddTo(btScalar s, const TVStack& a, TVStack& result)
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{
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// result += s*a
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btAssert(a.size() == result.size());
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for (int i = 0; i < a.size(); ++i)
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result[i] += s * a[i];
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}
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TVStack multAndAdd(btScalar s, const TVStack& a, const TVStack& b)
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{
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// result = a*s + b
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TVStack result;
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result.resize(a.size());
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for (int i = 0; i < a.size(); ++i)
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result[i] = s * a[i] + b[i];
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return result;
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}
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};
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#endif /* btConjugateGradient_h */
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