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Offline mkraska  
#1 Posted : 27 April 2013 01:52:04(UTC)
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Didn't find an explicit alglib topic, thus I post this here:

It seems that the convolution function from the alglib plugin does not care for the second and fourth arguments (problem size in alglib ). I guess that the problem size is nothing else than the size of the 1st and 3rd arguments, thus they are obsolete.

If that is correct than I suggest to provide a convr1d(2) function.
BTW, a real symmetric eigensolver would be fine...

It seems that the alglib license does not allow for inclusion of the plugin in any smath distribution, except if someone buys a commercial license.

[Moderator]: Moved.

Edited by moderator 18 June 2018 15:10:29(UTC)  | Reason: Not specified

File Attachment(s):
conv.sm (7kb) downloaded 113 time(s).
mkraska attached the following image(s):
conv.png
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Offline uni  
#2 Posted : 27 April 2013 13:18:16(UTC)
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AlgLib 3.1x

SMath Studio compatibility SMath Viewer compatibility mono compatibility Extension page Sources


Functions list: al_airy(), al_beta(), al_convr1d(), al_convr1dinv(), al_fftc1d(), al_fftc1dinv(), al_nleqsolve(), al_rkckadapt(), al_polyroots().





Examples:

alglib.ode.integrate.sm (12kb) downloaded 42 time(s).
alglib.ode.kinetic1.sm (8kb) downloaded 76 time(s).
alglib.ode.kinetic2.sm (11kb) downloaded 58 time(s).
alglib.ode.kinetic3.sm (11kb) downloaded 65 time(s).
alglib.ode.test1.sm (11kb) downloaded 66 time(s).
alglib.ode.test2.sm (11kb) downloaded 58 time(s).
alglib.ode.Amplitude detector.sm (20kb) downloaded 68 time(s).

alglib.ode.integrate.pdf (93kb) downloaded 45 time(s).
alglib.ode.kinetic1.pdf (76kb) downloaded 64 time(s).
alglib.ode.kinetic2.pdf (90kb) downloaded 46 time(s).
alglib.ode.kinetic3.pdf (84kb) downloaded 54 time(s).
alglib.ode.test1.pdf (86kb) downloaded 49 time(s).
alglib.ode.test2.pdf (90kb) downloaded 42 time(s).
alglib.ode.Amplitude detector.pdf (148kb) downloaded 53 time(s).

Fourier series coefficients.sm (29kb) downloaded 104 time(s).
Fourier series coefficients.pdf (171kb) downloaded 76 time(s).

Links:

1. ALGLIB

Edited by user 17 November 2021 17:43:02(UTC)  | Reason: Not specified

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Offline uni  
#3 Posted : 28 April 2013 02:57:43(UTC)
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Originally Posted by: mkraska Go to Quoted Post
It seems that the convolution function from the alglib plugin does not care for the second and fourth arguments (problem size in alglib ). I guess that the problem size is nothing else than the size of the 1st and 3rd arguments, thus they are obsolete.

If that is correct than I suggest to provide a convr1d(2) function.

I think it's best to follow the description in the source code (see doc.pdf). I corrected the behavior of the function and added an inverse function convr1dinv().
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Offline mkraska  
#4 Posted : 28 April 2013 09:34:59(UTC)
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Originally Posted by: uni Go to Quoted Post

I think it's best to follow the description in the source code (see doc.pdf). I corrected the behavior of the function and added an inverse function convr1dinv().


Uni, thanks for the update. Now the function convr1d seems to insist on providing the correct vector sizes as arguments. This is not really an improvement unless values differing from the actual length can be provided for some magic purpose. I did not find any such hint in the doc. Thus, in order to keep the argument list lean, I would recommend to have
convr1d(f;g) and let the interface determine the sizes as in the previous version.

However, I do not want to distract you from progress in the xyplot-plugin!

Martin

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Offline uni  
#5 Posted : 28 April 2013 13:24:22(UTC)
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Originally Posted by: mkraska Go to Quoted Post
Originally Posted by: uni Go to Quoted Post

I think it's best to follow the description in the source code (see doc.pdf). I corrected the behavior of the function and added an inverse function convr1dinv().

Thus, in order to keep the argument list lean, I would recommend to have
convr1d(f;g) and let the interface determine the sizes as in the previous version.

Ok, I'll add this too. It seems to me that I need to follow the documentation to describe the interfaces of functions.
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Offline mkraska  
#6 Posted : 28 April 2013 14:52:45(UTC)
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Originally Posted by: uni Go to Quoted Post
Originally Posted by: mkraska Go to Quoted Post

Thus, in order to keep the argument list lean, I would recommend to have
convr1d(f;g) and let the interface determine the sizes as in the previous version.

Ok, I'll add this too. It seems to me that I need to follow the documentation to describe the interfaces of functions.


Thanks for considering the change. This would perhaps apply to the other integral transforms as well. When providing sort of convr1d(2), then you could add a hint to the doc string that the size parameters in alglib are determined from the actual size).

The alglib version of the Beta function seems o return values if one argument is negative despite of the docs limiting the range to posive arguments. Also, in contrast to the implementation in the StatisticalTools Plugin, the function cannot handle complex numbers.

I added the plugin to the inofficial SMath distribution.

After a look at the alglib license I feel safe to do so. The available functions are (at least a little) documented in the Handbook based on alglib docs and examples by uni.

Edited by user 28 April 2013 14:57:51(UTC)  | Reason: Not specified

mkraska attached the following image(s):
al_beta.png
Beta2.png
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Offline uni  
#7 Posted : 06 May 2013 13:55:55(UTC)
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Updated. al_convr1d(2), al_convr1dinv(2) added.

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Offline mkraska  
#8 Posted : 06 May 2013 17:42:24(UTC)
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Originally Posted by: uni Go to Quoted Post
Updated. al_convr1d(2), al_convr1dinv(2) added.


Thanks for implementing the proposal.

On my system, Example 2.sm fails to run correctly. If I replace the al_convr1dinv(4) by al_convr1dinv(2) then it is ok. My handbook examples show the same effect, on top of that, in conv.sm, there is an xy-plot-region throwiing an critical error. It does not recover, even if I fix the convolution problem with the new (2)-call. conv1.sm is the fixed version.

Edited by user 06 May 2013 19:03:55(UTC)  | Reason: Not specified

File Attachment(s):
conv.sm (13kb) downloaded 61 time(s).
conv1.sm (12kb) downloaded 59 time(s).
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Offline uni  
#9 Posted : 08 May 2013 19:57:13(UTC)
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Updated. al_nleqsolve() function added (Levenberg-Marquardt-like nonlinear solver).

This algorithm solves system of nonlinear equations F(x).

Parameters:
Code:

X0 - starting point.
StepMax - maximum step length, >=0. Set StpMax to 0.0,  if you don't want to limit step length.
Eps - >=0. The subroutine finishes  its work if on k+1-th iteration the condition ||F||<=EpsF is satisfied.



Edited by user 08 May 2013 23:15:10(UTC)  | Reason: Not specified

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Offline omorr  
#10 Posted : 08 May 2013 21:22:45(UTC)
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Thank you uni for this one Good

I could see that al_nleqsolve() will not work with

f(v):eval(F(el(v,1),el(v,2),el(v,3)))

j(v):eval(Jac(el(v,1),el(v,2),el(v,3)))

Is there any way to make this possible?

Regards,
Radovan
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Offline uni  
#11 Posted : 08 May 2013 21:37:08(UTC)
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I think it is not necessary, since the function within itself already performs this. I need more examples. Try this solver at work.
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Offline omorr  
#12 Posted : 08 May 2013 23:17:40(UTC)
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Originally Posted by: uni Go to Quoted Post
I think it is not necessary, since the function within itself already performs this. I need more examples. Try this solver at work.

I just have some frustrating experience when the Jacobian is involved, and would rather appreciated some "derivative free" algorithms of this kind.

Here is just a playing with the NonlinearSolver plugin which includes Levenberg-Marquard algorithm and this one in AlgLib. For this particular example all performed quite well.



Regards,
Radovan

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Offline uni  
#13 Posted : 08 May 2013 23:38:49(UTC)
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Originally Posted by: omorr Go to Quoted Post
Originally Posted by: uni Go to Quoted Post
I think it is not necessary, since the function within itself already performs this. I need more examples. Try this solver at work.

I just have some frustrating experience when the Jacobian is involved, and would rather appreciated some "derivative free" algorithms of this kind.

Here is just a playing with the NonlinearSolver plugin which includes Levenberg-Marquard algorithm and this one in AlgLib. For this particular example all performed quite well.



Regards,
Radovan



Thank you, Radovan. Unfortunately, this interface is defined by the function.

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Offline uni  
#14 Posted : 12 July 2013 02:04:23(UTC)
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Updated. al_rkckadapt() function added (Runge-Kutta-Cash-Karp adaptive ODE solver).

You can compare with the examples from here: Using the AlgLib ODE (Runge-Kutta) Solver with Excel.

Edited by user 12 July 2013 02:51:38(UTC)  | Reason: Not specified

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Offline uni  
#15 Posted : 19 July 2013 22:07:01(UTC)
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Updated. Source code refactoring.
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Offline uni  
#16 Posted : 17 June 2018 13:10:00(UTC)
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Updated to AlgLib 3.14, refactored.

2018-06-17_15-09-26.png

al_nleqsolve.sm (16kb) downloaded 63 time(s).
al_nleqsolve.pdf (42kb) downloaded 52 time(s).

Edited by user 17 June 2018 13:11:58(UTC)  | Reason: Not specified

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Offline Jean Giraud  
#17 Posted : 18 June 2018 06:58:25(UTC)
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Originally Posted by: uni Go to Quoted Post
Updated to AlgLib 3.14, refactored


Thanks UNI, works fine 6179.

Jean
Offline tomtit  
#18 Posted : 08 July 2018 20:07:58(UTC)
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al_nlsolve.png
Some problem in the latest plugin. Another solver f_nrk(...) works fine.
x is formal parameter, how I can define it ? Optimization is numerical, the same for both solvers.

Edited by user 09 July 2018 00:40:01(UTC)  | Reason: Not specified

Offline uni  
#19 Posted : 09 July 2018 10:33:54(UTC)
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I need a complete example.
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Offline tomtit  
#20 Posted : 09 July 2018 16:54:22(UTC)
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Hello uni,
Unfortunately I can't provide complete example, but if I pass to solver copy-pasted copies of the equations, it works.
See it below. The problem is that plugin can't read correct result of symbolic calculations, but solver written in Smath does it right.

example.sm (49kb) downloaded 54 time(s).
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