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Non-Linear Equations Solver

Library to provide and easy-to-use interface to solve non-linear systems of equations using variants of the Newton-Raphson method.

Table of contents

Description

To use this library you esentially need 2 things:

  • Function to be solved (defined by a Func<Vector<double>, Vector<double>>).
  • Stiffness, also called derivative (defined by Func<Vector<double>, Matrix<double>>). Once you have both, you need to create a solver using the builder I provide (check the tests to see how it works). Basically, the builder allows you to define all the aspects of your solver. The aspects are:
  • Solver.Builder.Solve( int degreesOfFreedom, Func<Vector<double>, Vector<double>> structure, Func<Vector<double>, Matrix<double>> stiffness ) : Allows the definition of the problem to solve.
  • Solver.Builder.Under( Func<Vector<double>, Vector<double>> referenceLoad) : Defines the external load to equilibrate.
  • Solver.Builder.UntilTolerancesReached( double displacement, double equilibrium, double energy ) : Define tolerances to satisfy.
  • Solver.Builder.WithMaximumCorrectionIterations( int maximumCorrectionIterations ) : Limits the number of corrections on each iteration.
  • Solver.Builder.UsingStandardNewtonRaphsonScheme( double loadFactorIncrement ) : Defines the iteration scheme as standard Newton-Raphson.
  • Solver.Builder.UsingWorkControlScheme( double work ) : Defines the iteration scheme as a variation of the Newton-Raphson called work-control scheme.
  • Solver.Builder.UsingArcLengthScheme( double radius ) : Defines the iteration scheme as a variation of the Newton-Raphson called Arc-Length scheme.
    • .NormalizeLoadWith( double beta ) : Normalize external load with a factor in case you are working with different units.
    • .WithRestoringMethodInCorrectionPhase() : Defines the correction scheme as Restoring method.
    • .WithAngleMethodInCorrectionPhase() : Defines the correction scheme as Angle method.

Tests 

[Fact]
public void SolveLinearFunction()
{
    // ARRANGE
    static Vector<double> Function(Vector<double> u) => new DenseVector(2) { [0] = u[0], [1] = u[0] + 2 * u[1] };

    static Matrix<double> Stiffness(Vector<double> u) => new DenseMatrix(2, 2) { [0, 0] = 1, [1, 0] = 1, [1, 1] = 2 };
    DenseVector force = new DenseVector(2) { [0] = 1, [1] = 3 };
    Solver Solver = Solver.Builder
	.Solve(2, Function, Stiffness)
	.Under(force)
	.Build();

    // ACT
    List<LoadState> states = Solver.Broadcast().Take(2).ToList();

    // ASSERT
    AssertSolutionsAreCorrect(Function, force, states);
}

[Fact]
public void SolveLinearFunctionSmallIncrements()
{
    // ARRANGE
    static Vector<double> Function(Vector<double> u) => new DenseVector(2) { [0] = u[0], [1] = u[0] + 2 * u[1] };

    static Matrix<double> Stiffness(Vector<double> u) => new DenseMatrix(2, 2) { [0, 0] = 1, [1, 0] = 1, [1, 1] = 2 };
    DenseVector force = new DenseVector(2) { [0] = 1, [1] = 3 };
    double inc = 1e-2;
    Solver Solver = Solver.Builder
	.Solve(2, Function, Stiffness)
	.Under(force)
	.UsingStandardNewtonRaphsonScheme(inc)
	.Build();

    // ACT
    List<LoadState> states = Solver.Broadcast().TakeWhile(s => s.Lambda <= 1).ToList();

    // ASSERT
    Assert.Equal((int)(1 / inc) - 1, states.Count);
    AssertSolutionsAreCorrect(Function, force, states);
}

[Fact]
public void SolveLinearFunctionArcLength()
{
    // ARRANGE
    static Vector<double> Function(Vector<double> u) => new DenseVector(2) { [0] = u[0], [1] = u[0] + 2 * u[1] };

    static Matrix<double> Stiffness(Vector<double> u) => new DenseMatrix(2, 2) { [0, 0] = 1, [1, 0] = 1, [1, 1] = 2 };
    DenseVector force = new DenseVector(2) { [0] = 1, [1] = 3 };
    double radius = 1e-2;
    Solver Solver = Solver.Builder
	.Solve(2, Function, Stiffness)
	.Under(force)
	.UsingArcLengthScheme(radius)
	.Build();

    // ACT
    List<LoadState> states = Solver.Broadcast().TakeWhile(s => s.Lambda <= 1).ToList();

    // ASSERT
    AssertSolutionsAreCorrect(Function, force, states);
}

[Fact]
public void SolveQuadraticFunction()
{
    // ARRANGE
    static Vector<double> Function(Vector<double> u) => new DenseVector(2)
    {
	[0] = u[0] * u[0] + 2 * u[1] * u[1],
	[1] = 2 * u[0] * u[0] + u[1] * u[1]
    };

    static Matrix<double> Stiffness(Vector<double> u) => new DenseMatrix(2, 2)
    {
	[0, 0] = 2 * u[0],
	[0, 1] = 4 * u[1],
	[1, 0] = 4 * u[0],
	[1, 1] = 2 * u[1]
    };
    DenseVector force = new DenseVector(2) { [0] = 3, [1] = 3 };
    Solver Solver = Solver.Builder
	.Solve(2, Function, Stiffness)
	.Under(force)
	.WithInitialConditions(0.1, DenseVector.Create(2, 0), DenseVector.Create(2, 1))
	.Build();

    // ACT
    List<LoadState> states = Solver.Broadcast().TakeWhile(x => x.Lambda <= 1).ToList();

    // ASSERT
    AssertSolutionsAreCorrect(Function, force, states);
}

[Fact]
public void SolveQuadraticFunctionSmallIncrements()
{
    // ARRANGE
    static Vector<double> Function(Vector<double> u) => new DenseVector(2)
    {
	[0] = u[0] * u[0] + 2 * u[1] * u[1],
	[1] = 2 * u[0] * u[0] + u[1] * u[1]
    };

    static Matrix<double> Stiffness(Vector<double> u) => new DenseMatrix(2, 2)
    {
	[0, 0] = 2 * u[0],
	[0, 1] = 4 * u[1],
	[1, 0] = 4 * u[0],
	[1, 1] = 2 * u[1]
    };
    DenseVector force = new DenseVector(2) { [0] = 3, [1] = 3 };
    Solver Solver = Solver.Builder
	.Solve(2, Function, Stiffness)
	.Under(force)
	.WithInitialConditions(0.1, DenseVector.Create(2, 0), DenseVector.Create(2, 1))
	.UsingStandardNewtonRaphsonScheme(0.01)
	.Build();

    // ACT
    List<LoadState> states = Solver.Broadcast().TakeWhile(x => x.Lambda <= 1).ToList();

    // ASSERT
    AssertSolutionsAreCorrect(Function, force, states);
}

[Fact]
public void SolveQuadraticFunctionArcLength()
{
    // ARRANGE
    static Vector<double> Function(Vector<double> u) => new DenseVector(2)
    {
	[0] = u[0] * u[0] + 2 * u[1] * u[1],
	[1] = 2 * u[0] * u[0] + u[1] * u[1]
    };

    static Matrix<double> Stiffness(Vector<double> u) => new DenseMatrix(2, 2)
    {
	[0, 0] = 2 * u[0],
	[0, 1] = 4 * u[1],
	[1, 0] = 4 * u[0],
	[1, 1] = 2 * u[1]
    };
    DenseVector force = new DenseVector(2) { [0] = 3, [1] = 3 };
    Solver Solver = Solver.Builder
	.Solve(2, Function, Stiffness)
	.Under(force)
	.WithInitialConditions(0.1, DenseVector.Create(2, 0), DenseVector.Create(2, 1))
	.UsingArcLengthScheme(0.05)
	.NormalizeLoadWith(0.01)
	.Build();

    // ACT
    List<LoadState> states = Solver.Broadcast().TakeWhile(x => x.Lambda <= 10).ToList();

    // ASSERT
    AssertSolutionsAreCorrect(Function, force, states);
}

void AssertSolutionIsCorrect(Vector<double> solution)
{
    double first = solution.First();
    foreach (double d in solution)
    {
	Assert.Equal(first, d, decimalsPrecision);
    }
}

void AssertSolutionsAreCorrect(Func<Vector<double>, Vector<double>> reaction, Vector<double> force, List<LoadState> states)
{
    foreach (LoadState state in states)
    {
	AssertSolutionIsCorrect(state.Displacement);
	AssertAreCloseEnough(reaction(state.Displacement), state.Lambda * force, tolerance);
    }
}

void AssertAreCloseEnough(Vector<double> v1, Vector<double> v2, double tolerance) => Assert.True((v1 - v2).Norm(2) <= tolerance);
}