Files
CoolProp/include/CPnumerics.h
2016-11-05 13:26:47 -06:00

666 lines
22 KiB
C++

#ifndef COOLPROP_NUMERICS_H
#define COOLPROP_NUMERICS_H
#include <vector>
#include <set>
#include <cfloat>
#include <stdlib.h> // For abs
#include <algorithm> // For max
#include <numeric>
#include <cmath>
#include "CPstrings.h"
#include "Exceptions.h"
#if defined(HUGE_VAL) && !defined(_HUGE)
# define _HUGE HUGE_VAL
#else
// GCC Version of huge value macro
#if defined(HUGE) && !defined(_HUGE)
# define _HUGE HUGE
#endif
#endif
inline bool ValidNumber(double x)
{
// Idea from http://www.johndcook.com/IEEE_exceptions_in_cpp.html
return (x <= DBL_MAX && x >= -DBL_MAX);
};
#ifndef M_PI
# define M_PI 3.14159265358979323846
#endif
#ifndef COOLPROP_OK
#define COOLPROP_OK 1
#endif
// Undefine these terrible macros defined in windows header
#undef min
#undef max
/* "THE BEER-WARE LICENSE" (Revision 42): Devin Lane wrote this file. As long as you retain
* this notice you can do whatever you want with this stuff. If we meet some day, and you
* think this stuff is worth it, you can buy me a beer in return.
*
* From http://shiftedbits.org/2011/01/30/cubic-spline-interpolation/
*
* IHB(05/01/2016): Removed overload and renamed the interpolate function (cython cannot disambiguate the functions)
*
* Templated on type of X, Y. X and Y must have operator +, -, *, /. Y must have defined
* a constructor that takes a scalar. */
template <typename X, typename Y>
class Spline {
public:
/** An empty, invalid spline */
Spline() {}
/** A spline with x and y values */
Spline(const std::vector<X>& x, const std::vector<Y>& y) {
if (x.size() != y.size()) {
std::cerr << "X and Y must be the same size " << std::endl;
return;
}
if (x.size() < 3) {
std::cerr << "Must have at least three points for interpolation" << std::endl;
return;
}
typedef typename std::vector<X>::difference_type size_type;
size_type n = y.size() - 1;
std::vector<Y> b(n), d(n), a(n), c(n+1), l(n+1), u(n+1), z(n+1);
std::vector<X> h(n+1);
l[0] = Y(1);
u[0] = Y(0);
z[0] = Y(0);
h[0] = x[1] - x[0];
for (size_type i = 1; i < n; i++) {
h[i] = x[i+1] - x[i];
l[i] = Y(2 * (x[i+1] - x[i-1])) - Y(h[i-1]) * u[i-1];
u[i] = Y(h[i]) / l[i];
a[i] = (Y(3) / Y(h[i])) * (y[i+1] - y[i]) - (Y(3) / Y(h[i-1])) * (y[i] - y[i-1]);
z[i] = (a[i] - Y(h[i-1]) * z[i-1]) / l[i];
}
l[n] = Y(1);
z[n] = c[n] = Y(0);
for (size_type j = n-1; j >= 0; j--) {
c[j] = z[j] - u[j] * c[j+1];
b[j] = (y[j+1] - y[j]) / Y(h[j]) - (Y(h[j]) * (c[j+1] + Y(2) * c[j])) / Y(3);
d[j] = (c[j+1] - c[j]) / Y(3 * h[j]);
}
for (size_type i = 0; i < n; i++) {
mElements.push_back(Element(x[i], y[i], b[i], c[i], d[i]));
}
}
virtual ~Spline() {}
Y operator[](const X& x) const {
return interpolate(x);
}
Y interpolate(const X&x) const {
if (mElements.size() == 0) return Y();
typename std::vector<element_type>::const_iterator it;
it = std::lower_bound(mElements.begin(), mElements.end(), element_type(x));
if (it != mElements.begin()) {
it--;
}
return it->eval(x);
}
/* Evaluate at multiple locations, assuming xx is sorted ascending */
std::vector<Y> interpolate_vec(const std::vector<X>& xx) const {
if (mElements.size() == 0) return std::vector<Y>(xx.size());
typename std::vector<X>::const_iterator it;
typename std::vector<element_type>::const_iterator it2;
it2 = mElements.begin();
std::vector<Y> ys;
for (it = xx.begin(); it != xx.end(); it++) {
it2 = std::lower_bound(it2, mElements.end(), element_type(*it));
if (it2 != mElements.begin()) {
it2--;
}
ys.push_back(it2->eval(*it));
}
return ys;
}
protected:
class Element {
public:
Element(X _x) : x(_x) {}
Element(X _x, Y _a, Y _b, Y _c, Y _d)
: x(_x), a(_a), b(_b), c(_c), d(_d) {}
Y eval(const X& xx) const {
X xix(xx - x);
return a + b * xix + c * (xix * xix) + d * (xix * xix * xix);
}
bool operator<(const Element& e) const {
return x < e.x;
}
bool operator<(const X& xx) const {
return x < xx;
}
X x;
Y a, b, c, d;
};
typedef Element element_type;
std::vector<element_type> mElements;
};
/// Return the maximum difference between elements in two vectors where comparing z1[i] and z2[i]
template <typename T> T maxvectordiff(const std::vector<T> &z1, const std::vector<T> &z2) {
T maxvecdiff = 0;
for (std::size_t i = 0; i < z1.size(); ++i) {
T diff = std::abs(z1[i] - z2[i]);
if (std::abs(diff) > maxvecdiff){ maxvecdiff = diff; }
}
return maxvecdiff;
}
/// Make a linearly spaced vector of points
template <typename T> std::vector<T> linspace(T xmin, T xmax, std::size_t n) {
std::vector<T> x(n, 0.0);
for ( std::size_t i = 0; i < n; ++i) {
x[i] = (xmax-xmin)/(n-1)*i+xmin;
}
return x;
}
/// Make a base-10 logarithmically spaced vector of points
template <typename T> std::vector<T> log10space(T xmin, T xmax, std::size_t n) {
std::vector<T> x(n, 0.0);
T logxmin = log10(xmin), logxmax = log10(xmax);
for ( std::size_t i = 0; i < n; ++i) {
x[i] = exp((logxmax-logxmin)/(n-1)*i+logxmin);
}
return x;
}
/// Make a base-e logarithmically spaced vector of points
template <typename T> std::vector<T> logspace(T xmin, T xmax, std::size_t n) {
std::vector<T> x(n, 0.0);
T logxmin = log(xmin), logxmax = log(xmax);
for ( std::size_t i = 0; i < n; ++i) {
x[i] = exp((logxmax-logxmin)/(n-1)*i+logxmin);
}
return x;
}
/**
* @brief Use bisection to find the inputs that bisect the value you want, the trick
* here is that this function is allowed to have "holes" where parts of the the array are
* also filled with invalid numbers for which ValidNumber(x) is false
* @param vec The vector to be bisected
* @param val The value to be found
* @param i The index to the left of the final point; i and i+1 bound the value
*/
template <typename T> void bisect_vector(const std::vector<T> &vec, T val, std::size_t &i)
{
T rL, rM, rR;
std::size_t N = vec.size(), L = 0, R = N-1, M = (L+R)/2;
// Move the right limits in until they are good
while (!ValidNumber(vec[R])){
if (R == 1){ throw CoolProp::ValueError("All the values in bisection vector are invalid"); }
R--;
}
// Move the left limits in until they are good
while (!ValidNumber(vec[L])){
if (L == vec.size()-1){ throw CoolProp::ValueError("All the values in bisection vector are invalid"); }
L++;
}
rL = vec[L] - val; rR = vec[R] - val;
while (R - L > 1){
if (!ValidNumber(vec[M])){
std::size_t MR = M, ML = M;
// Move middle-right to the right until it is ok
while (!ValidNumber(vec[MR])){
if (MR == vec.size()-1){ throw CoolProp::ValueError("All the values in bisection vector are invalid"); }
MR++;
}
// Move middle-left to the left until it is ok
while (!ValidNumber(vec[ML])){
if (ML == 1){ throw CoolProp::ValueError("All the values in bisection vector are invalid"); }
ML--;
}
T rML = vec[ML] - val;
T rMR = vec[MR] - val;
// Figure out which chunk is the good part
if (rR*rML > 0 && rL*rML < 0){
// solution is between L and ML
R = ML; rR = vec[ML] - val;
}
else if (rR*rMR < 0 && rL*rMR > 0){
// solution is between R and MR
L = MR; rL = vec[MR] - val;
}
else{
throw CoolProp::ValueError(format("Unable to bisect segmented vector; neither chunk contains the solution val:%g left:(%g,%g) right:(%g,%g)", val, vec[L], vec[ML], vec[MR], vec[R]));
}
M = (L+R)/2;
}
else{
rM = vec[M] - val;
if (rR*rM > 0 && rL*rM < 0){
// solution is between L and M
R = M; rR = vec[R] - val;
}
else{
// solution is between R and M
L = M; rL = vec[L] - val;
}
M = (L+R)/2;
}
}
i = L;
}
/**
* @brief Use bisection to find the inputs that bisect the value you want, the trick
* here is that this function is allowed to have "holes" where parts of the the array are
* also filled with invalid numbers for which ValidNumber(x) is false
* @param matrix The vector to be bisected
* @param j The index of the matric in the off-grain dimension
* @param val The value to be found
* @param i The index to the left of the final point; i and i+1 bound the value
*/
template <typename T> void bisect_segmented_vector_slice(const std::vector<std::vector<T> > &mat, std::size_t j, T val, std::size_t &i)
{
T rL, rM, rR;
std::size_t N = mat[j].size(), L = 0, R = N-1, M = (L+R)/2;
// Move the right limits in until they are good
while (!ValidNumber(mat[R][j])){
if (R == 1){ throw CoolProp::ValueError("All the values in bisection vector are invalid"); }
R--;
}
rR = mat[R][j] - val;
// Move the left limits in until they are good
while (!ValidNumber(mat[L][j])){
if (L == mat.size()-1){ throw CoolProp::ValueError("All the values in bisection vector are invalid"); }
L++;
}
rL = mat[L][j] - val;
while (R - L > 1){
if (!ValidNumber(mat[M][j])){
std::size_t MR = M, ML = M;
// Move middle-right to the right until it is ok
while (!ValidNumber(mat[MR][j])){
if (MR == mat.size()-1){ throw CoolProp::ValueError("All the values in bisection vector are invalid"); }
MR++;
}
// Move middle-left to the left until it is ok
while (!ValidNumber(mat[ML][j])){
if (ML == 1){ throw CoolProp::ValueError("All the values in bisection vector are invalid"); }
ML--;
}
T rML = mat[ML][j] - val;
T rMR = mat[MR][j] - val;
// Figure out which chunk is the good part
if (rR*rMR > 0 && rL*rML < 0){
// solution is between L and ML
R = ML; rR = mat[ML][j] - val;
}
else if (rR*rMR < 0 && rL*rML > 0){
// solution is between R and MR
L = MR; rL = mat[MR][j] - val;
}
else{
throw CoolProp::ValueError(format("Unable to bisect segmented vector slice; neither chunk contains the solution %g lef:(%g,%g) right:(%g,%g)", val, mat[L][j], mat[ML][j], mat[MR][j], mat[R][j]));
}
M = (L+R)/2;
}
else{
rM = mat[M][j] - val;
if (rR*rM > 0 && rL*rM < 0){
// solution is between L and M
R = M; rR = mat[R][j] - val;
}
else{
// solution is between R and M
L = M; rL = mat[L][j] - val;
}
M = (L+R)/2;
}
}
i = L;
}
// From http://rosettacode.org/wiki/Power_set#C.2B.2B
inline std::size_t powerset_dereference(std::set<std::size_t>::const_iterator v) { return *v; };
// From http://rosettacode.org/wiki/Power_set#C.2B.2B
inline std::set<std::set<std::size_t> > powerset(std::set<std::size_t> const& set)
{
std::set<std::set<std::size_t> > result;
std::vector<std::set<std::size_t>::const_iterator> elements;
do
{
std::set<std::size_t> tmp;
std::transform(elements.begin(), elements.end(),
std::inserter(tmp, tmp.end()),
powerset_dereference);
result.insert(tmp);
if (!elements.empty() && ++elements.back() == set.end())
{
elements.pop_back();
}
else
{
std::set<std::size_t>::const_iterator iter;
if (elements.empty())
{
iter = set.begin();
}
else
{
iter = elements.back();
++iter;
}
for (; iter != set.end(); ++iter)
{
elements.push_back(iter);
}
}
} while (!elements.empty());
return result;
}
/// Some functions related to testing and comparison of values
bool inline check_abs(double A, double B, double D){
double max = std::abs(A);
double min = std::abs(B);
if (min>max) {
max = min;
min = std::abs(A);
}
if (max>DBL_EPSILON*1e3) return ( ( 1.0-min/max*1e0 ) < D );
else throw CoolProp::ValueError(format("Too small numbers: %f cannot be tested with an accepted error of %f for a machine precision of %f. ",max,D,DBL_EPSILON));
};
bool inline check_abs(double A, double B){
return check_abs(A,B,1e5*DBL_EPSILON);
};
template<class T> void normalize_vector(std::vector<T> &x)
{
// Sum up all the elements in the vector
T sumx = std::accumulate( x.begin(), x.end(), static_cast<T>(0) );
// Normalize the components by dividing each by the sum
for (std::size_t i = 0; i < x.size(); ++i){
x[i] /= sumx;
}
};
/// A spline is a curve given by the form y = ax^3 + bx^2 + c*x + d
/// As there are 4 constants, 4 constraints are needed to create the spline. These constraints could be the derivative or value at a point
/// Often, the value and derivative of the value are known at two points.
class SplineClass
{
protected:
int Nconstraints;
std::vector<std::vector<double> > A;
std::vector<double> B;
public:
double a,b,c,d;
SplineClass():Nconstraints(0),A(4, std::vector<double>(4, 0)),B(4,0),a(_HUGE),b(_HUGE),c(_HUGE),d(_HUGE){}
bool build(void);
bool add_value_constraint(double x, double y);
void add_4value_constraints(double x1, double x2, double x3, double x4, double y1, double y2, double y3, double y4);
bool add_derivative_constraint(double x, double dydx);
double evaluate(double x);
};
/// from http://stackoverflow.com/a/5721830/1360263
template<class T> T factorial(T n)
{
if (n == 0)
return 1;
return n * factorial(n - 1);
}
/// see https://proofwiki.org/wiki/Nth_Derivative_of_Mth_Power
/// and https://proofwiki.org/wiki/Definition:Falling_Factorial
template<class T1, class T2> T1 nth_derivative_of_x_to_m(T1 x, T2 n, T2 m)
{
if (n > m){
return 0;
}
else{
return factorial(m)/factorial(m-n)*pow(x, m-n);
}
}
void MatInv_2(double A[2][2] , double B[2][2]);
double root_sum_square(const std::vector<double> &x);
double interp1d(const std::vector<double> *x, const std::vector<double> *y, double x0);
double powInt(double x, int y);
template<class T> T POW2(T x) { return x*x; }
template<class T> T POW3(T x) { return POW2(x)*x; }
template<class T> T POW4(T x) { return POW2(x)*POW2(x); }
#define POW5(x) ((x)*(x)*(x)*(x)*(x))
#define POW6(x) ((x)*(x)*(x)*(x)*(x)*(x))
#define POW7(x) ((x)*(x)*(x)*(x)*(x)*(x)*(x))
template<class T> T LinearInterp(T x0, T x1, T y0, T y1, T x)
{
return (y1-y0)/(x1-x0)*(x-x0)+y0;
};
template<class T1, class T2> T2 LinearInterp(const std::vector<T1> &x, const std::vector<T1> &y, std::size_t i0, std::size_t i1, T2 val)
{
return LinearInterp(x[i0],x[i1],y[i0],y[i1], static_cast<T1>(val));
};
template<class T> T QuadInterp(T x0, T x1, T x2, T f0, T f1, T f2, T x)
{
/* Quadratic interpolation.
Based on method from Kreyszig,
Advanced Engineering Mathematics, 9th Edition
*/
T L0, L1, L2;
L0=((x-x1)*(x-x2))/((x0-x1)*(x0-x2));
L1=((x-x0)*(x-x2))/((x1-x0)*(x1-x2));
L2=((x-x0)*(x-x1))/((x2-x0)*(x2-x1));
return L0*f0+L1*f1+L2*f2;
};
template<class T1, class T2> T2 QuadInterp(const std::vector<T1> &x, const std::vector<T1> &y, std::size_t i0, std::size_t i1, std::size_t i2, T2 val)
{
return QuadInterp(x[i0],x[i1],x[i2],y[i0],y[i1],y[i2],static_cast<T1>(val));
};
template<class T> T CubicInterp( T x0, T x1, T x2, T x3, T f0, T f1, T f2, T f3, T x)
{
/*
Lagrange cubic interpolation as from
http://nd.edu/~jjwteach/441/PdfNotes/lecture6.pdf
*/
T L0,L1,L2,L3;
L0=((x-x1)*(x-x2)*(x-x3))/((x0-x1)*(x0-x2)*(x0-x3));
L1=((x-x0)*(x-x2)*(x-x3))/((x1-x0)*(x1-x2)*(x1-x3));
L2=((x-x0)*(x-x1)*(x-x3))/((x2-x0)*(x2-x1)*(x2-x3));
L3=((x-x0)*(x-x1)*(x-x2))/((x3-x0)*(x3-x1)*(x3-x2));
return L0*f0 + L1*f1 + L2*f2 + L3*f3;
};
/** /brief Calculate the first derivative of the function using a cubic interpolation form
*/
template<class T> T CubicInterpFirstDeriv( T x0, T x1, T x2, T x3, T f0, T f1, T f2, T f3, T x)
{
// Based on http://math.stackexchange.com/a/809946/66405
T L0=((x-x1)*(x-x2)*(x-x3))/((x0-x1)*(x0-x2)*(x0-x3));
T dL0_dx = (1/(x-x1) + 1/(x-x2) + 1/(x-x3) )*L0;
T L1=((x-x0)*(x-x2)*(x-x3))/((x1-x0)*(x1-x2)*(x1-x3));
T dL1_dx = (1/(x-x0) + 1/(x-x2) + 1/(x-x3) )*L1;
T L2=((x-x0)*(x-x1)*(x-x3))/((x2-x0)*(x2-x1)*(x2-x3));
T dL2_dx = (1/(x-x0) + 1/(x-x1) + 1/(x-x3) )*L2;
T L3=((x-x0)*(x-x1)*(x-x2))/((x3-x0)*(x3-x1)*(x3-x2));
T dL3_dx = (1/(x-x0) + 1/(x-x1) + 1/(x-x2) )*L3;
return dL0_dx*f0 + dL1_dx*f1 + dL2_dx*f2 + dL3_dx*f3;
};
template<class T1, class T2> T2 CubicInterp(const std::vector<T1> &x, const std::vector<T1> &y, std::size_t i0, std::size_t i1, std::size_t i2, std::size_t i3, T2 val)
{
return CubicInterp(x[i0],x[i1],x[i2],x[i3],y[i0],y[i1],y[i2],y[i3],static_cast<T1>(val));
};
template<class T> T is_in_closed_range( T x1, T x2, T x)
{
return (x >= std::min(x1,x2) && x <= std::max(x1,x2));
};
/** \brief Solve a cubic with coefficients in decreasing order
*
* 0 = ax^3 + b*x^2 + c*x + d
*
* @param a The x^3 coefficient
* @param b The x^2 coefficient
* @param c The x^1 coefficient
* @param d The x^0 coefficient
* @param N The number of unique real solutions found
* @param x0 The first solution found
* @param x1 The second solution found
* @param x2 The third solution found
*/
void solve_cubic(double a, double b, double c, double d, int &N, double &x0, double &x1, double &x2);
void solve_quartic(double a, double b, double c, double d, double e, int &N, double &x0, double &x1, double &x2, double &x3);
template<class T> inline T min3(T x1, T x2, T x3){return std::min(std::min(x1, x2), x3);};
template<class T> inline T max3(T x1, T x2, T x3){return std::max(std::max(x1, x2), x3);};
template<class T> inline T min4(T x1, T x2, T x3, T x4){return std::min(std::min(std::min(x1, x2), x3), x4);};
template<class T> inline T max4(T x1, T x2, T x3, T x4){return std::max(std::max(std::max(x1, x2), x3), x4);};
inline bool double_equal(double a, double b){return std::abs(a - b) <= 1 * DBL_EPSILON * std::max(std::abs(a), std::abs(b));};
template<class T> T max_abs_value(const std::vector<T> &x)
{
T max = 0;
std::size_t N = x.size();
for (std::size_t i = 0; i < N; ++i)
{
T axi = std::abs(x[i]);
if (axi > max){ max = axi; }
}
return max;
}
template<class T> T min_abs_value(const std::vector<T> &x)
{
T min = 1e40;
std::size_t N = x.size();
for (std::size_t i = 0; i < N; ++i)
{
T axi = std::abs(x[i]);
if (axi < min){ min = axi; }
}
return min;
}
inline int Kronecker_delta(std::size_t i, std::size_t j){
if (i == j) {
return static_cast<int>(1);
}
else {
return static_cast<int>(0);
}
};
inline int Kronecker_delta(int i, int j){
if (i == j) {
return 1;
}
else {
return 0;
}
};
/// Sort three values in place; see http://codereview.stackexchange.com/a/64763
template<typename T>
void sort3(T &a, T &b, T &c){
if (a > b) {
std::swap(a, b);
}
if (a > c) {
std::swap(a, c);
}
if (b > c) {
std::swap(b, c);
}
}
/**
* Due to the periodicity of angles, you need to handle the case where the
* angles wrap around - suppose theta_d is 6.28 and you are at an angles of 0.1 rad,
* the difference should be around 0.1, not -6.27
*
* This brilliant method is from http://blog.lexique-du-net.com/index.php?post/Calculate-the-real-difference-between-two-angles-keeping-the-sign
* and the comment of user tk
*
* Originally implemented in PDSim
*/
template<class T> T angle_difference(T angle1, T angle2){
return fmod(angle1 - angle2 + M_PI, 2*M_PI) - M_PI;
}
/// A simple function for use in wrappers where macros cause problems
inline double get_HUGE(){ return _HUGE; }
#if defined(_MSC_VER)
// Microsoft version of math.h doesn't include acosh or asinh, so we just define them here.
// It was included from Visual Studio 2013
#if _MSC_VER < 1800
static double acosh(double x)
{
return log(x + sqrt(x*x - 1.0));
}
static double asinh(double value)
{
if(value>0){
return log(value + sqrt(value * value + 1));
}
else{
return -log(-value + sqrt(value * value + 1));
}
}
#endif
#endif
#if defined(__powerpc__)
// PPC version of math.h doesn't include acosh or asinh, so we just define them here
static double acosh(double x)
{
return log(x + sqrt(x*x - 1.0) );
}
static double asinh(double value)
{
if(value>0){
return log(value + sqrt(value * value + 1));
}
else{
return -log(-value + sqrt(value * value + 1));
}
}
#endif
#if defined(__powerpc__)
#undef EOS
#endif
#endif