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[NumCS] Finish quadrature, a few fixes
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@@ -1,33 +1,4 @@
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import numpy as np
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import scipy as sp
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def fastbroyd(x0, F, J, tol=1e-12, maxit=20):
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x = x0.copy() # make sure we do not change the iput
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lup = sp.linalg.lu_factor(J) # LU decomposition of J
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s = sp.linalg.lu_solve(lup, F(x)) # start with a Newton corection
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sn = np.dot(s, s) # squared norm of the correction
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x -= s
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f = F(x) # start with a full Newton step
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dx = np.zeros((maxit, len(x))) # containers for storing corrections s and their sn:
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dxn = np.zeros(maxit)
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k = 0
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dx[k] = s
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dxn[k] = sn
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k += 1 # the number of the Broyden iteration
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# Broyden iteration
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while sn > tol and k < maxit:
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w = sp.linalg.lu_solve(lup, f) # f = F (actual Broyden iteration x)
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# Using the Sherman-Morrison-Woodbury formel
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for r in range(1, k):
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w += dx[r] * (np.dot(dx[r - 1], w)) / dxn[r - 1]
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z = np.dot(s, w)
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s = (1 + z / (sn - z)) * w
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sn = np.dot(s, s)
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dx[k] = s
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dxn[k] = sn
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x -= s
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f = F(x)
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k += 1 # update x and iteration number k
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return x, k # return the final value and the numbers of iterations needed
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def simpson(f, a, b, N):
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x, h = np.linspace(a, b, 2 * int(N) + 1, retstep=True)
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I = h / 3.0 * (np.sum(f(x[::2])) + 4.0 * np.sum(f(x[1::2])) + f(x[0]) - f(x[-1]))
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return I
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