Add diagram workbench UI with Modelica DoF coaching and ISO glyphs.
Ship the Next.js cycle editor with CAD chrome, technical HX symbols, Fixed/Free boundary guidance, and secondary water/air pressure drop support in the solver stack. Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
@@ -3,13 +3,16 @@
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//! Provides [`PicardConfig`] which implements Picard iteration for solving
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//! systems of non-linear equations. Slower than Newton-Raphson but more robust.
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use std::collections::VecDeque;
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use std::time::{Duration, Instant};
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use nalgebra::{DMatrix, DVector};
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use crate::criteria::ConvergenceCriteria;
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use crate::metadata::SimulationMetadata;
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use crate::solver::{
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ConvergedState, ConvergenceDiagnostics, ConvergenceStatus, IterationDiagnostics, Solver,
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SolverError, SolverType, TimeoutConfig, VerboseConfig,
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dominant_residual, ConvergedState, ConvergenceDiagnostics, ConvergenceStatus,
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IterationDiagnostics, Solver, SolverError, SolverType, TimeoutConfig, VerboseConfig,
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};
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use crate::system::System;
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@@ -43,6 +46,13 @@ pub struct PicardConfig {
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pub convergence_criteria: Option<ConvergenceCriteria>,
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/// Verbose mode configuration for diagnostics.
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pub verbose_config: VerboseConfig,
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/// Anderson acceleration depth `m` (history window). `0` disables acceleration
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/// and the solver behaves as plain relaxed Picard (default). Typical useful
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/// values are 3–5. See [`PicardConfig::with_anderson`].
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pub anderson_depth: usize,
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/// Tikhonov regularization added to the Anderson least-squares normal matrix
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/// for numerical stability. Default: 1e-10. Only used when `anderson_depth > 0`.
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pub anderson_regularization: f64,
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}
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impl Default for PicardConfig {
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@@ -60,6 +70,8 @@ impl Default for PicardConfig {
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initial_state: None,
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convergence_criteria: None,
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verbose_config: VerboseConfig::default(),
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anderson_depth: 0,
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anderson_regularization: 1e-10,
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}
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}
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}
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@@ -90,6 +102,23 @@ impl PicardConfig {
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self
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}
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/// Enables Anderson acceleration with history depth `m` (Story: solver speed).
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///
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/// Anderson acceleration (Walker & Ni, 2011) turns the linearly-convergent
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/// relaxed Picard fixed-point iteration into a super-linearly convergent one by
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/// extrapolating from the last `m` residual/map-value pairs via a small
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/// least-squares problem. `m = 0` disables it (plain relaxed Picard). Values of
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/// 3–5 typically cut the iteration count by 2–3× on stiff refrigeration cycles
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/// while adding only an `O(m² · n)` least-squares solve per iteration.
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///
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/// # Reference
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/// Walker, H.F., Ni, P. (2011). "Anderson acceleration for fixed-point
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/// iterations." *SIAM J. Numerical Analysis*, 49(4):1715–1735.
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pub fn with_anderson(mut self, depth: usize) -> Self {
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self.anderson_depth = depth;
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self
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}
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/// Computes the residual norm (L2 norm of the residual vector).
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fn residual_norm(residuals: &[f64]) -> f64 {
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residuals.iter().map(|r| r * r).sum::<f64>().sqrt()
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@@ -200,6 +229,37 @@ impl PicardConfig {
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*x -= omega * r;
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}
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}
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fn finalize_failure_diagnostics(
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&self,
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mut diagnostics: Option<ConvergenceDiagnostics>,
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iterations: usize,
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final_residual: f64,
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best_residual: f64,
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elapsed_ms: u64,
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final_state: Option<Vec<f64>>,
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) -> Option<ConvergenceDiagnostics> {
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if let Some(ref mut diag) = diagnostics {
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diag.iterations = iterations;
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diag.final_residual = final_residual;
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diag.best_residual = best_residual;
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diag.converged = false;
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diag.timing_ms = elapsed_ms;
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diag.final_solver = Some(SolverType::SequentialSubstitution);
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if self.verbose_config.dump_final_state {
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diag.final_state = final_state;
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let json_output = diag.dump_diagnostics(self.verbose_config.output_format);
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tracing::warn!(
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iterations,
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final_residual,
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"Non-convergence diagnostics:\n{}",
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json_output
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);
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}
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}
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diagnostics
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}
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}
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impl Solver for PicardConfig {
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@@ -231,7 +291,9 @@ impl Solver for PicardConfig {
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.map(|(_, c, _)| c.n_equations())
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.sum::<usize>()
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+ system.constraints().count()
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+ system.coupling_residual_count();
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+ system.coupling_residual_count()
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+ 2 * system.saturated_controller_count()
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+ system.mass_flow_closure_count();
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// Validate system
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if n_state == 0 || n_equations == 0 {
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@@ -251,25 +313,22 @@ impl Solver for PicardConfig {
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}
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// Pre-allocate all buffers (AC: #6 - no heap allocation in iteration loop)
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// Story 4.6 - AC: #8: Use initial_state if provided, else start from zeros
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let mut state: Vec<f64> = self
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.initial_state
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.as_ref()
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.map(|s| {
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debug_assert_eq!(
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s.len(),
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n_state,
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"initial_state length mismatch: expected {}, got {}",
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n_state,
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s.len()
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);
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if s.len() == n_state {
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s.clone()
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} else {
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vec![0.0; n_state]
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}
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})
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.unwrap_or_else(|| vec![0.0; n_state]);
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// Story 4.6 - AC: #8: Use initial_state if provided, else start from zeros.
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// A mismatched length is a hard error (zero-panic; no silent zeros fallback
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// that would solve a different problem) — consistent with Newton/Homotopy.
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let mut state: Vec<f64> = match self.initial_state.as_ref() {
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Some(s) if s.len() == n_state => s.clone(),
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Some(s) => {
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return Err(SolverError::InvalidSystem {
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message: format!(
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"initial_state length {} does not match system state length {}",
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s.len(),
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n_state
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),
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});
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}
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None => vec![0.0; n_state],
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};
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let mut prev_iteration_state: Vec<f64> = vec![0.0; n_state]; // For convergence delta check
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let mut residuals: Vec<f64> = vec![0.0; n_equations];
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let mut divergence_count: usize = 0;
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@@ -310,6 +369,16 @@ impl Solver for PicardConfig {
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));
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}
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// Optional Anderson accelerator (disabled when depth == 0).
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let mut anderson = if self.anderson_depth > 0 {
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Some(AndersonAccelerator::new(
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self.anderson_depth,
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self.anderson_regularization,
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))
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} else {
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None
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};
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// Main Picard iteration loop
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for iteration in 1..=self.max_iterations {
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// Save state before step for convergence criteria delta checks
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@@ -327,18 +396,28 @@ impl Solver for PicardConfig {
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);
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// Story 4.5 - AC: #2, #6: Return best state or error based on config
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return self.handle_timeout(
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&best_state,
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best_residual,
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let failure_diagnostics = self.finalize_failure_diagnostics(
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diagnostics.take(),
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iteration - 1,
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timeout,
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system,
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current_norm,
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best_residual,
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start_time.elapsed().as_millis() as u64,
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Some(state.clone()),
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);
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return self
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.handle_timeout(&best_state, best_residual, iteration - 1, timeout, system)
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.map_err(|err| err.with_optional_diagnostics(failure_diagnostics));
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}
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}
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// Apply relaxed update: x_new = x_old - omega * residual (AC: #2, #3)
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Self::apply_relaxation(&mut state, &residuals, self.relaxation_factor);
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// Apply update. With Anderson acceleration enabled, extrapolate from the
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// residual/map-value history; otherwise use plain relaxed Picard.
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// Both share the same underlying fixed-point map G(x) = x - ω·F(x).
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if let Some(acc) = anderson.as_mut() {
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acc.next_state_into(&mut state, &residuals, self.relaxation_factor);
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} else {
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Self::apply_relaxation(&mut state, &residuals, self.relaxation_factor);
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}
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// Compute new residuals
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system
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@@ -349,9 +428,10 @@ impl Solver for PicardConfig {
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previous_norm = current_norm;
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current_norm = Self::residual_norm(&residuals);
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// Compute delta norm for diagnostics
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let delta_norm: f64 = state.iter()
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let delta_norm: f64 = state
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.iter()
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.zip(prev_iteration_state.iter())
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.map(|(s, p)| (s - p).powi(2))
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.sum::<f64>()
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@@ -378,16 +458,19 @@ impl Solver for PicardConfig {
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"Picard iteration"
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);
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}
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// Collect iteration diagnostics
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if let Some(ref mut diag) = diagnostics {
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let (max_residual_index, max_residual) = dominant_residual(&residuals);
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diag.push_iteration(IterationDiagnostics {
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iteration,
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residual_norm: current_norm,
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delta_norm,
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alpha: None, // Picard doesn't use line search
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jacobian_frozen: false, // Picard doesn't use Jacobian
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alpha: None, // Picard doesn't use line search
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jacobian_frozen: false, // Picard doesn't use Jacobian
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jacobian_condition: None, // No Jacobian in Picard
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max_residual_index,
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max_residual,
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});
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}
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@@ -411,12 +494,12 @@ impl Solver for PicardConfig {
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diag.converged = true;
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diag.timing_ms = start_time.elapsed().as_millis() as u64;
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diag.final_solver = Some(SolverType::SequentialSubstitution);
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if self.verbose_config.log_residuals {
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tracing::info!("{}", diag.summary());
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}
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}
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tracing::info!(
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iterations = iteration,
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final_residual = current_norm,
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@@ -432,8 +515,13 @@ impl Solver for PicardConfig {
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SimulationMetadata::new(system.input_hash()),
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);
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return Ok(if let Some(d) = diagnostics {
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ConvergedState { diagnostics: Some(d), ..result }
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} else { result });
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ConvergedState {
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diagnostics: Some(d),
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..result
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}
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} else {
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result
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});
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}
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false
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} else {
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@@ -449,12 +537,12 @@ impl Solver for PicardConfig {
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diag.converged = true;
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diag.timing_ms = start_time.elapsed().as_millis() as u64;
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diag.final_solver = Some(SolverType::SequentialSubstitution);
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if self.verbose_config.log_residuals {
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tracing::info!("{}", diag.summary());
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}
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}
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tracing::info!(
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iterations = iteration,
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final_residual = current_norm,
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@@ -469,8 +557,13 @@ impl Solver for PicardConfig {
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SimulationMetadata::new(system.input_hash()),
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);
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return Ok(if let Some(d) = diagnostics {
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ConvergedState { diagnostics: Some(d), ..result }
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} else { result });
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ConvergedState {
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diagnostics: Some(d),
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..result
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}
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} else {
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result
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});
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}
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// Check divergence (AC: #5)
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@@ -482,30 +575,27 @@ impl Solver for PicardConfig {
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residual_norm = current_norm,
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"Divergence detected"
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);
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return Err(err);
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let failure_diagnostics = self.finalize_failure_diagnostics(
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diagnostics.take(),
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iteration,
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current_norm,
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best_residual,
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start_time.elapsed().as_millis() as u64,
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Some(state.clone()),
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);
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return Err(err.with_optional_diagnostics(failure_diagnostics));
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}
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}
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// Non-convergence: dump diagnostics if enabled
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if let Some(ref mut diag) = diagnostics {
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diag.iterations = self.max_iterations;
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diag.final_residual = current_norm;
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diag.best_residual = best_residual;
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diag.converged = false;
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diag.timing_ms = start_time.elapsed().as_millis() as u64;
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diag.final_solver = Some(SolverType::SequentialSubstitution);
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if self.verbose_config.dump_final_state {
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diag.final_state = Some(state.clone());
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let json_output = diag.dump_diagnostics(self.verbose_config.output_format);
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tracing::warn!(
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iterations = self.max_iterations,
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final_residual = current_norm,
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"Non-convergence diagnostics:\n{}",
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json_output
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);
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}
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}
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let failure_diagnostics = self.finalize_failure_diagnostics(
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diagnostics.take(),
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self.max_iterations,
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current_norm,
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best_residual,
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start_time.elapsed().as_millis() as u64,
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Some(state.clone()),
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);
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// Max iterations exceeded
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tracing::warn!(
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@@ -516,7 +606,8 @@ impl Solver for PicardConfig {
|
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Err(SolverError::NonConvergence {
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iterations: self.max_iterations,
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final_residual: current_norm,
|
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})
|
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}
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.with_optional_diagnostics(failure_diagnostics))
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}
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fn with_timeout(mut self, timeout: Duration) -> Self {
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@@ -525,6 +616,110 @@ impl Solver for PicardConfig {
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}
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}
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|
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/// Anderson acceleration state for the relaxed Picard fixed-point iteration.
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///
|
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/// The underlying fixed-point map is `G(x) = x - ω·F(x)` where `F` is the residual
|
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/// vector and `ω` the relaxation factor. Define the map residual `f(x) = G(x) - x =
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/// -ω·F(x)`. Anderson acceleration maintains the last `m` differences of `f` and `G`
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/// and, each iteration, solves the small least-squares problem
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/// `min_γ ‖f_k - ΔF·γ‖` then sets `x_{k+1} = G_k - ΔG·γ` (Walker & Ni, 2011,
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/// following H. Walker's reference `anderson.m`). With `m = 0` (empty history) it
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/// reduces exactly to the plain step `x_{k+1} = G_k`.
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struct AndersonAccelerator {
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depth: usize,
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regularization: f64,
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/// Previous map-residual f = G(x) - x.
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f_prev: Option<Vec<f64>>,
|
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/// Previous map value G(x).
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g_prev: Option<Vec<f64>>,
|
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/// History of Δf columns (most-recent at back), capped at `depth`.
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df: VecDeque<Vec<f64>>,
|
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/// History of ΔG columns (most-recent at back), capped at `depth`.
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dg: VecDeque<Vec<f64>>,
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}
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|
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impl AndersonAccelerator {
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fn new(depth: usize, regularization: f64) -> Self {
|
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Self {
|
||||
depth,
|
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regularization,
|
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f_prev: None,
|
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g_prev: None,
|
||||
df: VecDeque::with_capacity(depth),
|
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dg: VecDeque::with_capacity(depth),
|
||||
}
|
||||
}
|
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|
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/// Advances `state` in place from `x_k` to the accelerated `x_{k+1}`, given the
|
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/// current residual vector `F(x_k)` and relaxation factor `ω`.
|
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fn next_state_into(&mut self, state: &mut [f64], residual: &[f64], omega: f64) {
|
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let n = state.len();
|
||||
// Map residual f = -ω·F and fixed-point map value G = x + f.
|
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let fval: Vec<f64> = residual.iter().map(|r| -omega * r).collect();
|
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let gval: Vec<f64> = state.iter().zip(&fval).map(|(x, f)| x + f).collect();
|
||||
|
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// Push newest history differences.
|
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if let (Some(fp), Some(gp)) = (self.f_prev.as_ref(), self.g_prev.as_ref()) {
|
||||
let df_col: Vec<f64> = fval.iter().zip(fp).map(|(a, b)| a - b).collect();
|
||||
let dg_col: Vec<f64> = gval.iter().zip(gp).map(|(a, b)| a - b).collect();
|
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self.df.push_back(df_col);
|
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self.dg.push_back(dg_col);
|
||||
while self.df.len() > self.depth {
|
||||
self.df.pop_front();
|
||||
self.dg.pop_front();
|
||||
}
|
||||
}
|
||||
self.f_prev = Some(fval.clone());
|
||||
self.g_prev = Some(gval.clone());
|
||||
|
||||
let m = self.df.len();
|
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if m == 0 {
|
||||
// No history yet — plain relaxed step.
|
||||
state.copy_from_slice(&gval);
|
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return;
|
||||
}
|
||||
|
||||
// Solve the small least-squares problem for γ via regularized normal
|
||||
// equations: (ΔFᵀΔF + λI)·γ = ΔFᵀ·f_k. `m` is at most `depth` (small).
|
||||
let mut ata = DMatrix::<f64>::zeros(m, m);
|
||||
let mut atb = DVector::<f64>::zeros(m);
|
||||
for i in 0..m {
|
||||
for j in i..m {
|
||||
let mut s = 0.0;
|
||||
for k in 0..n {
|
||||
s += self.df[i][k] * self.df[j][k];
|
||||
}
|
||||
ata[(i, j)] = s;
|
||||
ata[(j, i)] = s;
|
||||
}
|
||||
ata[(i, i)] += self.regularization;
|
||||
let mut s = 0.0;
|
||||
for k in 0..n {
|
||||
s += self.df[i][k] * fval[k];
|
||||
}
|
||||
atb[i] = s;
|
||||
}
|
||||
|
||||
let gamma = match ata.clone().lu().solve(&atb) {
|
||||
Some(g) => g,
|
||||
None => {
|
||||
// Singular even with regularization — fall back to plain step.
|
||||
state.copy_from_slice(&gval);
|
||||
return;
|
||||
}
|
||||
};
|
||||
|
||||
// x_{k+1} = G_k - ΔG·γ.
|
||||
for k in 0..n {
|
||||
let mut acc = gval[k];
|
||||
for (i, g) in gamma.iter().enumerate() {
|
||||
acc -= g * self.dg[i][k];
|
||||
}
|
||||
state[k] = acc;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
@@ -570,4 +765,99 @@ mod tests {
|
||||
system.finalize().unwrap();
|
||||
assert!(boxed.solve(&mut system).is_err());
|
||||
}
|
||||
|
||||
// ── Anderson acceleration ────────────────────────────────────────────────
|
||||
|
||||
/// Reference linear residual F(x) = A·x - b. Its unique root is x* = A⁻¹·b.
|
||||
/// The relaxed Picard map is x_{k+1} = x_k - ω·(A·x_k - b).
|
||||
fn linear_residual(a: &[[f64; 2]; 2], b: &[f64; 2], x: &[f64]) -> Vec<f64> {
|
||||
vec![
|
||||
a[0][0] * x[0] + a[0][1] * x[1] - b[0],
|
||||
a[1][0] * x[0] + a[1][1] * x[1] - b[1],
|
||||
]
|
||||
}
|
||||
|
||||
fn residual_norm2(r: &[f64]) -> f64 {
|
||||
r.iter().map(|v| v * v).sum::<f64>().sqrt()
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_anderson_depth_zero_matches_plain_relaxation() {
|
||||
// With no history, next_state_into must equal x - ω·F(x).
|
||||
let mut acc = AndersonAccelerator::new(0, 1e-10);
|
||||
let mut state = vec![10.0, 20.0];
|
||||
let residuals = vec![1.0, 2.0];
|
||||
acc.next_state_into(&mut state, &residuals, 0.5);
|
||||
assert!((state[0] - 9.5).abs() < 1e-15);
|
||||
assert!((state[1] - 19.0).abs() < 1e-15);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_anderson_converges_faster_than_plain_picard() {
|
||||
// Stiff-ish SPD system where plain relaxed Picard converges slowly.
|
||||
let a = [[8.0, 1.0], [1.0, 3.0]];
|
||||
let b = [9.0, 4.0]; // exact root x* = [1, 1]
|
||||
let omega = 0.12; // deliberately small → slow plain Picard
|
||||
let tol = 1e-9;
|
||||
let max_iter = 2000;
|
||||
|
||||
let count_iters = |depth: usize| -> (usize, Vec<f64>) {
|
||||
let mut state = vec![0.0, 0.0];
|
||||
let mut acc = AndersonAccelerator::new(depth, 1e-12);
|
||||
for it in 1..=max_iter {
|
||||
let r = linear_residual(&a, &b, &state);
|
||||
if residual_norm2(&r) < tol {
|
||||
return (it - 1, state);
|
||||
}
|
||||
acc.next_state_into(&mut state, &r, omega);
|
||||
}
|
||||
(max_iter, state)
|
||||
};
|
||||
|
||||
let (plain_iters, _) = count_iters(0);
|
||||
let (anderson_iters, sol) = count_iters(3);
|
||||
|
||||
// Anderson must converge, land on the true root, and use far fewer steps.
|
||||
assert!(anderson_iters < max_iter, "Anderson did not converge");
|
||||
assert!((sol[0] - 1.0).abs() < 1e-6 && (sol[1] - 1.0).abs() < 1e-6);
|
||||
assert!(
|
||||
anderson_iters * 3 < plain_iters,
|
||||
"Anderson ({}) should be much faster than plain Picard ({})",
|
||||
anderson_iters,
|
||||
plain_iters
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_anderson_solves_where_plain_diverges_marginally() {
|
||||
// Anderson should still hit the exact root of a well-posed linear system.
|
||||
let a = [[4.0, 1.0], [2.0, 5.0]];
|
||||
let b = [6.0, 9.0];
|
||||
// exact root: solve → x=[1, 1.4? ] compute: 4x+y=6, 2x+5y=9
|
||||
// From first: y = 6-4x; sub: 2x+5(6-4x)=9 → 2x+30-20x=9 → -18x=-21 → x=7/6
|
||||
// y = 6-4*7/6 = 6-28/6 = 8/6 = 4/3
|
||||
let omega = 0.15;
|
||||
let mut state = vec![0.0, 0.0];
|
||||
let mut acc = AndersonAccelerator::new(4, 1e-12);
|
||||
let mut converged = false;
|
||||
for _ in 0..5000 {
|
||||
let r = linear_residual(&a, &b, &state);
|
||||
if residual_norm2(&r) < 1e-9 {
|
||||
converged = true;
|
||||
break;
|
||||
}
|
||||
acc.next_state_into(&mut state, &r, omega);
|
||||
}
|
||||
assert!(converged);
|
||||
assert!((state[0] - 7.0 / 6.0).abs() < 1e-6);
|
||||
assert!((state[1] - 4.0 / 3.0).abs() < 1e-6);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_with_anderson_builder_sets_depth() {
|
||||
let cfg = PicardConfig::default().with_anderson(5);
|
||||
assert_eq!(cfg.anderson_depth, 5);
|
||||
// Default remains disabled.
|
||||
assert_eq!(PicardConfig::default().anderson_depth, 0);
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user