diff --git a/src/Numerics.Tests/RootFindingTests/BroydenVectorTest.cs b/src/Numerics.Tests/RootFindingTests/BroydenVectorTest.cs new file mode 100644 index 000000000..6676e0096 --- /dev/null +++ b/src/Numerics.Tests/RootFindingTests/BroydenVectorTest.cs @@ -0,0 +1,2668 @@ +// +// Math.NET Numerics, part of the Math.NET Project +// http://numerics.mathdotnet.com +// http://github.com/mathnet/mathnet-numerics +// +// Copyright (c) 2009-2016 Math.NET +// +// Permission is hereby granted, free of charge, to any person +// obtaining a copy of this software and associated documentation +// files (the "Software"), to deal in the Software without +// restriction, including without limitation the rights to use, +// copy, modify, merge, publish, distribute, sublicense, and/or sell +// copies of the Software, and to permit persons to whom the +// Software is furnished to do so, subject to the following +// conditions: +// +// The above copyright notice and this permission notice shall be +// included in all copies or substantial portions of the Software. +// +// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, +// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES +// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND +// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT +// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, +// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING +// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR +// OTHER DEALINGS IN THE SOFTWARE. +// + +using MathNet.Numerics.RootFinding; +using NUnit.Framework; +using System; +using MathNet.Numerics.LinearAlgebra; +using MathNet.Numerics.LinearAlgebra.Double; + +namespace MathNet.Numerics.Tests.RootFindingTests +{ + [TestFixture, Category("RootFinding")] + internal class BroydenVectorTest + { + [Test] + public void MultipleRoots() + { + // Roots at -2, 2 + Func f1 = x => x * x - 4; + Assert.AreEqual(0, f1(BroydenFindRoot(f1, 0, 5, 1e-14))); + Assert.AreEqual(-2, BroydenFindRoot(f1, -5, -1, 1e-14)); + Assert.AreEqual(2, BroydenFindRoot(f1, 1, 4, 1e-14)); + Assert.AreEqual(0, f1(BroydenFindRoot(x => -f1(x), 0, 5, 1e-14))); + Assert.AreEqual(-2, BroydenFindRoot(x => -f1(x), -5, -1, 1e-14)); + Assert.AreEqual(2, BroydenFindRoot(x => -f1(x), 1, 4, 1e-14)); + + // Roots at 3, 4 + Func f2 = x => (x - 3) * (x - 4); + Assert.AreEqual(0, f2(BroydenFindRoot(f2, 3.5, 5, 1e-14)), 1e-14); + Assert.AreEqual(3, BroydenFindRoot(f2, -5, 3.5, 1e-14), 1e-14); // slightly less accurate then Bisection + Assert.AreEqual(4, BroydenFindRoot(f2, 3.2, 5, 1e-14)); + Assert.AreEqual(3, BroydenFindRoot(f2, 2.1, 3.9, 0.001), 0.001); + Assert.AreEqual(3, BroydenFindRoot(f2, 2.1, 3.4, 0.001), 0.001); + } + + [Test] + public void LocalMinima() + { + // Method cannot get out of local minima. + Func f1 = x => x * x * x - 2 * x + 2; + Assert.That(() => BroydenFindRoot(f1, -5, 5, 1e-14), Throws.TypeOf()); + Assert.That(() => BroydenFindRoot(f1, -2, 4, 1e-14), Throws.TypeOf()); + Assert.AreEqual(0, f1(BroydenFindRoot(f1, -2, -1, 1e-14)), 1e-14); + } + + [Test] + public void NoRoot() + { + Func f1 = x => x * x + 4; + Assert.That(() => BroydenFindRoot(f1, -5, 5, 1e-14), Throws.TypeOf()); + } + + [Test] + public void Oneeq1() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq1.htm + Func f1 = z => 8 * Math.Pow((4 - z) * z, 2) / (Math.Pow(6 - 3 * z, 2) * (2 - z)) - 0.186; + double x = BroydenFindRoot(f1, 0.1, 0.9, accuracy: 1e-14, maxIterations: 80); + Assert.AreEqual(0.277759543089215, x, 1e-9); + Assert.AreEqual(0, f1(x), 2e-16); // slightly less accurate then Bisection + } + + [Test] + public void Oneeq2a() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq2a.htm + Func f1 = T => + { + const double x1 = 0.332112; + const double x2 = 1 - x1; + const double G12 = 0.07858889; + const double G21 = 0.30175355; + double P2 = Math.Pow(10, 6.87776 - 1171.53 / (224.366 + T)); + double P1 = Math.Pow(10, 8.04494 - 1554.3 / (222.65 + T)); + const double t1 = x1 + x2 * G12; + const double t2 = x2 + x1 * G21; + double gamma2 = Math.Exp(-Math.Log(t2) - (x1 * (G12 * t2 - G21 * t1)) / (t1 * t2)); + double gamma1 = Math.Exp(-Math.Log(t1) + (x2 * (G12 * t2 - G21 * t1)) / (t1 * t2)); + double k1 = gamma1 * P1 / 760; + double k2 = gamma2 * P2 / 760; + return 1 - k1 * x1 - k2 * x2; + }; + + double x = BroydenFindRoot(f1, 0, 100, 1e-14); + Assert.AreEqual(58.7000023925600, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-14); + } + + [Test] + public void Oneeq2b() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq2b.htm + Func f1 = T => + { + const double x1 = 0.6763397; + const double x2 = 1 - x1; + const double A = 0.75807689; + const double B = 1.1249035; + double P2 = Math.Pow(10, 6.9024 - 1268.115 / (216.9 + T)); + double P1 = Math.Pow(10, 8.04494 - 1554.3 / (222.65 + T)); + double gamma2 = Math.Pow(10, B * Math.Pow(x1, 2) / Math.Pow(x1 + B * x2 / A, 2)); + double gamma1 = Math.Pow(10, A * Math.Pow(x2, 2) / Math.Pow(A * x1 / B + x2, 2)); + double k1 = gamma1 * P1 / 760; + double k2 = gamma2 * P2 / 760; + return 1 - k1 * x1 - k2 * x2; + }; + + double x = BroydenFindRoot(f1, 0, 100, 1e-14); + Assert.AreEqual(70.9000000710300, x, 1e-9); + Assert.AreEqual(0, f1(x), 1e-14); + } + + [Test] + public void Oneeq3() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq3.htm + Func f1 = T => Math.Exp(21000 / T) / (T * T) - 1.11e11; + double x = BroydenFindRoot(f1, 550, 560, 1e-2); + Assert.AreEqual(551.773822885233, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-2); + } + + [Test] + public void Oneeq4() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq4.htm + Func f1 = x => + { + const double A = 0.38969; + const double B = 0.55954; + return A * B * (B * Math.Pow(1 - x, 2) - A * x * x) / Math.Pow(x * (A - B) + B, 2) + 0.14845; + }; + + double r = BroydenFindRoot(f1, 0, 1, 1e-14); + Assert.AreEqual(0.691473747542323, r, 1e-5); + Assert.AreEqual(0, f1(r), 1e-14); + } + + [Test] + public void Oneeq5() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq5.htm + Func f1 = TR => + { + const double ALPHA = 7.256; + const double BETA = 2.298E-3; + const double GAMMA = 0.283E-6; + const double DH = -57798.0; + return DH + TR * (ALPHA + TR * (BETA / 2 + TR * GAMMA / 3)) - 298.0 * (ALPHA + 298.0 * (BETA / 2 + 298.0 * GAMMA / 3)); + }; + + double x = BroydenFindRoot(f1, 3000, 5000); + Assert.AreEqual(4305.30991366774, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-10); + } + + [Test] + public void Oneeq6a() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq6a.htm + // not solvable with this method + Func f1 = V => + { + const double R = 0.08205; + const double T = 273.0; + const double B0 = 0.05587; + const double A0 = 2.2769; + const double C = 128300.0; + const double A = 0.01855; + const double B = -0.01587; + const double P = 100.0; + const double Beta = R * T * B0 - A0 - R * C / (T * T); + const double Gama = -R * T * B0 * B + A0 * A - R * C * B0 / (T * T); + const double Delta = R * B0 * B * C / (T * T); + + return R * T / V + Beta / (V * V) + Gama / (V * V * V) + Delta / (V * V * V * V) - P; + }; + + Assert.That(() => BroydenFindRoot(f1, 0.1, 1), Throws.TypeOf()); + } + + [Test] + public void Oneeq6b() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq6b.htm + Func f1 = V => + { + const double R = 0.08205; + const double T = 273.0; + const double B0 = 0.05587; + const double A0 = 2.2769; + const double C = 128300.0; + const double A = 0.01855; + const double B = -0.01587; + const double P = 100.0; + const double Beta = R * T * B0 - A0 - R * C / (T * T); + const double Gama = -R * T * B0 * B + A0 * A - R * C * B0 / (T * T); + const double Delta = R * B0 * B * C / (T * T); + + return R * T * V * V * V + Beta * V * V + Gama * V + Delta - P * V * V * V * V; + }; + + double x = BroydenFindRoot(f1, 0.1, 1, 1e-14); + Assert.AreEqual(0.174749600398905, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-13); + } + + [Test] + public void Oneeq7() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq7.htm + // not solvable with this method + Func f1 = x => x / (1 - x) - 5 * Math.Log(0.4 * (1 - x) / (0.4 - 0.5 * x)) + 4.45977; + Assert.That(() => BroydenFindRoot(f1, 0, 0.79, 1e-2), Throws.TypeOf()); + } + + [Test] + public void Oneeq8() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq8.htm + Func f1 = v => + { + const double a = 240; + const double b = 40; + const double c = 200; + + return a * v * v + b * Math.Pow(v, 7 / 4) - c; + }; + + double x = BroydenFindRoot(f1, 0.01, 1, 1e-12); + Assert.AreEqual(0.842524411168525, x, 1e-2); + Assert.AreEqual(0, f1(x), 1e-13); + } + + [Test] + public void Oneeq9() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq9.htm + Func f1 = P => + { + const double At = 0.1; + const double A = 0.12; + const double gama = 1.41; + const double Pd = 100; + + return Math.Pow((gama + 1) / 2, (gama + 1) / (gama - 1)) * (2 / (gama - 1)) * (Math.Pow(P / Pd, 2 / gama) - Math.Pow(P / Pd, (gama + 1) / gama)) - Math.Pow(At / A, 2); + }; + + double x = BroydenFindRoot(f1, 1, 50, 1e-14); + Assert.AreEqual(25.743977294088, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-14); + x = BroydenFindRoot(f1, 50, 100, 1e-14); + Assert.AreEqual(78.905412035983, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-14); + } + + [Test] + public void Oneeq10() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq10.htm + // method fails if started too far away from the root + Func f1 = x => (1.0 / 63.0) * Math.Log(x) + (64.0 / 63.0) * Math.Log(1 / (1 - x)) + Math.Log(0.95 - x) - Math.Log(0.9); + + Assert.That(() => BroydenFindRoot(f1, .01, 0.35), Throws.TypeOf()); + double r = BroydenFindRoot(f1, .01, 0.04, 1e-14); + Assert.AreEqual(0.036210083704, r, 1e-5); + Assert.AreEqual(0, f1(r), 1e-14); + r = BroydenFindRoot(f1, 0.35, 0.7, 1e-14); + Assert.AreEqual(0.5, r, 1e-5); + Assert.AreEqual(0, f1(r), 1e-14); + } + + [Test] + public void Oneeq11a() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq11a.htm + Func f1 = x => + { + const double a = 0.5; + const double b = 0.8; + const double c = 0.3; + const double kp = 604500; + const double P = 0.00243; + + return a - Math.Pow((c + 2 * x) * (a + b + c - 2 * x), 2) / (kp * P * P * Math.Pow(b - 3 * x, 3)) - x; + }; + + double r = BroydenFindRoot(f1, 0, 0.25, 1e-14); + Assert.AreEqual(0.058654581076661, r, 1e-5); + Assert.AreEqual(0, f1(r), 1e-14); + r = BroydenFindRoot(f1, 0.3, 1, 1e-14); + Assert.AreEqual(0.600323116977323, r, 1e-5); + Assert.AreEqual(0, f1(r), 1e-14); + } + + [Test] + public void Oneeq11b() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq11b.htm + Func f1 = x => + { + const double a = 0.5; + const double b = 0.8; + const double c = 0.3; + const double kp = 604500; + const double P = 0.00243; + + return (b - Math.Pow(Math.Pow((c + 2 * x) * (a + b + c - 2 * x), 2) / (kp * P * P * (a - x)), 1.0 / 3.0)) / 3.0 - x; + }; + + double r = BroydenFindRoot(f1, 0.01, 0.45, 1e-14); + Assert.AreEqual(0.058654571042804, r, 1e-5); + Assert.AreEqual(0, f1(r), 1e-14); + // Could not test the following root, since Math.Pow(y,1/3) does not work for y<0 + // r = BroydenFindRoot(f1, 0.55, 0.7); + // Assert.AreEqual(0.600323117488527, r, 1e-5); + // Assert.AreEqual(0, f1(r), 1e-14); + } + + [Test] + public void Oneeq12() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq12.htm + Func f1 = v => + { + const double b = -159; + const double c = 9000; + const double P = 75; + const double T = 430.85; + const double R = 82.05; + + return (R * T / P) * (1 + b / v + c / (v * v)) - v; + }; + + double x = BroydenFindRoot(f1, 100, 300, 1e-14); + Assert.AreEqual(213.001818272273, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-14); + } + + [Test] + public void Oneeq13() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq13.htm + Func f1 = V => + { + const double Pc = 45.8; + const double Tc = 191.0; + const double P = 100; + const double T = 210.0; + const double R = 0.08205; + double A = 0.42748 * (R * R * Math.Pow(Tc, 2.5)) / Pc; + const double B = 0.08664 * R * Tc / Pc; + + return R * Math.Pow(T, 1.5) * V * (V + B) / (P * Math.Sqrt(T) * V * (V + B) + A) + B - V; + }; + + double x = BroydenFindRoot(f1, .01, .3, 1e-14); + Assert.AreEqual(0.075699587993613, x, 1e-9); + Assert.AreEqual(0, f1(x), 1e-14); + } + + [Test] + public void Oneeq14() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq14.htm + Func f1 = Q => + { + const double M = 43800.0; + const double m = 149000.0; + const double Cp = 0.605; + const double U = 55.0; + const double A = 662.0; + const double T1 = 390.0; + const double t1 = 100.0; + const double cp = 0.49; + double DT1 = T1 - t1 - Q / (M * Cp); + double DT2 = T1 - t1 - Q / (m * cp); + + return U * A * (DT2 - DT1) / Math.Log(DT2 / DT1) - Q; + }; + + double x = BroydenFindRoot(f1, 1000000, 7000000); + Assert.AreEqual(5281024.23857737, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-9); + } + + [Test] + public void Oneeq15a() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq15a.htm + Func f1 = h => h * (1 + h * (3 - h)) - 2.4 - h; + + double x = BroydenFindRoot(f1, -2, 0, 1e-14); + Assert.AreEqual(-0.795219754733581, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-14); + x = BroydenFindRoot(f1, 0, 2, 1e-14); + Assert.AreEqual(1.13413784566692, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-14); + x = BroydenFindRoot(f1, 2, 5, 1e-14); + Assert.AreEqual(2.66108192383197, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-14); + } + + [Test] + public void Oneeq15b() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq15b.htm + Func f1 = h => 2.4 / (h * (3 - h)) - h; + + double x = BroydenFindRoot(f1, -2, -0.5, 1e-14); + Assert.AreEqual(-0.795219745444464, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-14); + x = BroydenFindRoot(f1, 0.5, 2, 1e-14); + Assert.AreEqual(1.134137843811, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-14); + x = BroydenFindRoot(f1, 2, 2.9, 1e-14); + Assert.AreEqual(2.66108190354552, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-14); + } + + [Test] + public void Oneeq16() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq16.htm + Func f1 = T => + { + const double y = 0.7; + const double x = 1.7; + const double z = 1 - y - 0.02; + const double CH4 = 0; + const double C2H6 = 0; + const double COtwo = y + 2 * z; + const double H2O = 2 * y + 3 * z; + const double N2 = 0.02 + 3.76 * (2 * y + 7 * z / 2) * x; + const double O2 = (2 * y + 7 * z / 2) * (x - 1); + const double alp = 3.381 * CH4 + 2.247 * C2H6 + 6.214 * COtwo + 7.256 * H2O + 6.524 * N2 + 6.148 * O2; + const double bet = 18.044 * CH4 + 38.201 * C2H6 + 10.396 * COtwo + 2.298 * H2O + 1.25 * N2 + 3.102 * O2; + const double gam = -4.3 * CH4 - 11.049 * C2H6 - 3.545 * COtwo + 0.283 * H2O - 0.001 * N2 - 0.923 * O2; + const double H0 = alp * 298 + bet * 0.001 * 298 * 298 / 2 + gam * 1e-6 * 298 * 298 * 298 / 3; + double Hf = alp * T + bet * 0.001 * T * T / 2 + gam * 1e-6 * T * T * T / 3; + const double xx = 1; + + return 212798 * y * xx + 372820 * z * xx + H0 - Hf; + }; + + double r = BroydenFindRoot(f1, 1000, 3000, 1e-14); + Assert.AreEqual(1779.48406483697, r, 1e-5); + Assert.AreEqual(0, f1(r), 1e-9); + } + + [Test] + public void Oneeq17() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq17.htm + // method fails if started too far away from the root + Func f1 = rp => rp - 0.327 * Math.Pow(0.06 - 161 * rp, 0.804) * Math.Exp(-5230 / (1.987 * (373 + 1.84e6 * rp))); + + Assert.That(() => BroydenFindRoot(f1, 0, 0.00035), Throws.TypeOf()); + double x = BroydenFindRoot(f1, 0.0003, 0.00035, 1e-14, 100, 1.0e-8); + Assert.AreEqual(0.000340568862275, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-14); + } + + [Test] + public void Oneeq18a() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq18a.htm + Func f1 = T => + { + double Tp = (269.267 * T - 1752) / 266.667; + double k = 0.0006 * Math.Exp(20.7 - 15000 / Tp); + double Pp = -(0.1 / (321 * (320.0 / 321.0 - (1 + k)))); + double P = (320 * Pp + 0.1) / 321; + + return 1.296 * (T - Tp) + 10369 * k * Pp; + }; + + double x = BroydenFindRoot(f1, 500, 725, 1e-14); + Assert.AreEqual(690.4486645013260, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-12); + x = BroydenFindRoot(f1, 725, 850, 1e-12); + Assert.AreEqual(758.3286948959860, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-12); + x = BroydenFindRoot(f1, 850, 1000, 1e-12); + Assert.AreEqual(912.7964911381540, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-12); + } + + [Test] + public void Oneeq18b() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq18b.htm + Func f1 = T => + { + double Tp = (269 * T - 1752) / 267; + double k = 0.0006 * Math.Exp(20.7 - 15000 / Tp); + double Pp = -(0.1 / (321 * (320.0 / 321.0 - (1 + k)))); + double P = (320 * Pp + 0.1) / 321; + + return 1.3 * (T - Tp) + 1.04e4 * k * Pp; + }; + + double x = BroydenFindRoot(f1, 500, 1500, 1e-12); + Assert.AreEqual(1208.2863599396200, x, 1e-4); + Assert.AreEqual(0, f1(x), 1e-12); + } + + [Test] + public void Oneeq19a() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq19a.htm + Func f1 = z => + { + const double P = 200; + const double Pc = 33.5; + const double T = 631 * 2; + const double Tc = 126.2; + const double Pr = P / Pc; + const double Tr = T / Tc; + double Asqr = 0.4278 * Pr / Math.Pow(Tr, 2.5); + const double B = 0.0867 * Pr / Tr; + double Q = B * B + B - Asqr; + double r = Asqr * B; + double p = (-3 * Q - 1) / 3; + double q = (-27 * r - 9 * Q - 2) / 27; + double R = Math.Pow(p / 3, 3) + Math.Pow(q / 2, 2); + double V = (R > 0) ? Math.Pow(-q / 2 + Math.Sqrt(R), 1 / 3) : 0; + double WW = (R > 0) ? (-q / 2 - Math.Sqrt(R)) : (0); + double psi1 = (R < 0) ? (Math.Acos(Math.Sqrt((q * q / 4) / (-p * p * p / 27)))) : (0); + double W = (R > 0) ? (Math.Sign(WW) * Math.Pow(Math.Abs(WW), 1 / 3)) : (0); + double z1 = (R < 0) ? (2 * Math.Sqrt(-p / 3) * Math.Cos((psi1 / 3) + 2 * 3.1416 * 0 / 3) + 1 / 3) : (0); + double z2 = (R < 0) ? (2 * Math.Sqrt(-p / 3) * Math.Cos((psi1 / 3) + 2 * 3.1416 * 1 / 3) + 1 / 3) : (0); + double z3 = (R < 0) ? (2 * Math.Sqrt(-p / 3) * Math.Cos((psi1 / 3) + 2 * 3.1416 * 2 / 3) + 1 / 3) : (0); + double z0 = (R > 0) ? (V + W + 1 / 3) : (0); + + return z * z * z - z * z - Q * z - r; + }; + + double x = BroydenFindRoot(f1, -0.5, -0.02, 1e-14); + Assert.AreEqual(-0.03241692071380, x, 1e-7); + Assert.AreEqual(0, f1(x), 1e-14); + x = BroydenFindRoot(f1, -0.02, 0.5, 1e-14); + Assert.AreEqual(-0.01234360708030, x, 1e-7); + Assert.AreEqual(0, f1(x), 1e-14); + x = BroydenFindRoot(f1, 0.5, 1.2, 1e-14); + Assert.AreEqual(1.04476050281300, x, 1e-7); + Assert.AreEqual(0, f1(x), 1e-14); + } + + [Test] + public void Oneeq19b() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq19b.htm + // method fails if started too far away from the root + Func f1 = z => + { + const double P = 200; + const double Pc = 33.5; + const double T = 631; + const double Tc = 126.2; + const double Pr = P / Pc; + const double Tr = T / Tc; + double Asqr = 0.4278 * Pr / Math.Pow(Tr, 2.5); + const double B = 0.0867 * Pr / Tr; + double Q = B * B + B - Asqr; + double r = Asqr * B; + double p = (-3 * Q - 1) / 3; + double q = (-27 * r - 9 * Q - 2) / 27; + double R = Math.Pow(p / 3, 3) + Math.Pow(q / 2, 2); + double V = (R > 0) ? Math.Pow(-q / 2 + Math.Sqrt(R), 1 / 3) : 0; + double WW = (R > 0) ? (-q / 2 - Math.Sqrt(R)) : (0); + double psi1 = (R < 0) ? (Math.Acos(Math.Sqrt((q * q / 4) / (-p * p * p / 27)))) : (0); + double W = (R > 0) ? (Math.Sign(WW) * Math.Pow(Math.Abs(WW), 1 / 3)) : (0); + double z1 = (R < 0) ? (2 * Math.Sqrt(-p / 3) * Math.Cos((psi1 / 3) + 2 * 3.1416 * 0 / 3) + 1 / 3) : (0); + double z2 = (R < 0) ? (2 * Math.Sqrt(-p / 3) * Math.Cos((psi1 / 3) + 2 * 3.1416 * 1 / 3) + 1 / 3) : (0); + double z3 = (R < 0) ? (2 * Math.Sqrt(-p / 3) * Math.Cos((psi1 / 3) + 2 * 3.1416 * 2 / 3) + 1 / 3) : (0); + double z0 = (R > 0) ? (V + W + 1 / 3) : (0); + + return z * z * z - z * z - Q * z - r; + }; + + Assert.That(() => BroydenFindRoot(f1, -0.5, 1.2), Throws.TypeOf()); + double x = BroydenFindRoot(f1, 0.5, 1.2, 1e-14); + Assert.AreEqual(1.06831213384200, x, 1e-7); + Assert.AreEqual(0, f1(x), 1e-14); + } + + [Test] + public void Oneeq20a() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq20a.htm + // method fails if started too far away from the root + Func f1 = xa => + { + const double T = 313; + const double P0 = 10; + const double FA0 = 20 * P0 / (0.082 * 450); + double k1 = 1.277 * 1.0e9 * Math.Exp(-90000 / (8.31 * T)); + double k2 = 1.29 * 1.0e11 * Math.Exp(-135000 / (8.31 * T)); + double den = 1 + 7 * P0 * (1 - xa) / (1 + xa); + double xa1 = 1 + xa; + double ra = (-k1 * P0 * (1 - xa) / xa1 + k2 * P0 * P0 * xa * xa / (xa1 * xa1)) / den; + + return -ra / FA0; + }; + + Assert.That(() => BroydenFindRoot(f1, 0.75, 1.02), Throws.TypeOf()); + double x = BroydenFindRoot(f1, 0.98, 1.02, 1e-14); + Assert.AreEqual(0.999251497006000, x, 1e-3); + Assert.AreEqual(0, f1(x), 1e-14); + } + + [Test] + public void Oneeq20b() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq20b.htm + Func f1 = xa => + { + const double T = 313; + const double P0 = 10; + const double FA0 = 20 * P0 / (0.082 * 450); + double k1 = 1.277 * 1.0e9 * Math.Exp(-90000 / (8.31 * T)); + double k2 = 1.29 * 1.0e11 * Math.Exp(-135000 / (8.31 * T)); + double xa1 = 1 + xa; + double ra = (-k1 * P0 * (1 - xa) / xa1 + k2 * P0 * P0 * xa * xa / (xa1 * xa1)); + + return -ra / FA0; + }; + + double x = BroydenFindRoot(f1, 0.75, 1.02, 1e-14); + Assert.AreEqual(0.999984253901100, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-14); + } + + [Test] + public void Oneeq21a() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq21a.htm + // method fails if started too far away from the root + Func f1 = h => + { + double sg = Math.Acos(2 * h - 1); + double si = Math.Pow(1 - Math.Pow(2 * h - 1, 2), 0.5); + double ag = (sg - (2 * h - 1) * si) / 4; + double al = 3.1415927 / 4 - ag; + const double d = 1.44; + double dg = 4 * ag / (sg + si) * d; + const double ugs = -0.0295; + double ug = ugs * 3.1415927 / 4 / ag; + const double uls = -0.00001; + double ul = uls * 3.1415927 / 4 / al; + double sl = 3.1415927 - sg; + double dl = 4 * al / (sl) * d; + const double rol = 1; + const double rog = 0.835; + const double bt = .6; + double g = 980 * Math.Sin(bt * 3.1415927 / 180); + double dpg = (rol * al + rog * ag) * g / 3.1415927 * 4; + const double vig = 1.0; + double reg = Math.Abs(ug) * rog * dg / vig; + double tg = -16 / reg * (.5 * rog * ug * Math.Abs(ug)); + const double vil = .01; + double rel = Math.Abs(ul) * rol * dl / vil; + double tl = -16 / rel * (.5 * rol * ul * Math.Abs(ul)); + const double it = 1; + double ti = -16 / reg * rog * (.5 * (ug - ul) * Math.Abs(ug - ul)) * it; + double dpf = (tl * sl + tg * sg) * d / (al + ag) / (d * d) * 4; + double dp = dpg + dpf; + double tic = (Math.Abs(ul) < Math.Abs(ug)) ? (rog / reg) : (rol / rel); + double y = (rol - rog) * g * Math.Pow(d / 2, 2) / (8 * vig * ugs); + + return -tg * sg * al + tl * sl * ag - ti * si * (al + ag) + d * (rol - rog) * al * ag * g; + }; + + Assert.That(() => BroydenFindRoot(f1, 0, 0.3), Throws.TypeOf()); + double x = BroydenFindRoot(f1, 0, 0.01, 1e-14); + Assert.AreEqual(0.00596133169486, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-14); + } + + [Test] + public void Oneeq21b() + { + // Test case from http://www.polymath-software.com/library/nle/Oneeq21b.htm + // method fails if started too far away from the root + Func f1 = h => + { + double sg = Math.Acos(2 * h - 1); + double si = Math.Pow(1 - Math.Pow(2 * h - 1, 2), 0.5); + double ag = (sg - (2 * h - 1) * si) / 4; + double al = 3.1415927 / 4 - ag; + const double d = 1.44; + double dg = 4 * ag / (sg + si) * d; + const double ugs = -0.029; + double ug = ugs * 3.1415927 / 4 / ag; + const double uls = -0.00001; + double ul = uls * 3.1415927 / 4 / al; + double sl = 3.1415927 - sg; + double dl = 4 * al / (sl) * d; + const double rol = 1; + const double rog = 0.835; + const double bt = .6; + double g = 980 * Math.Sin(bt * 3.1415927 / 180); + double dpg = (rol * al + rog * ag) * g / 3.1415927 * 4; + const double vig = 1.0; + double reg = Math.Abs(ug) * rog * dg / vig; + double tg = -16 / reg * (.5 * rog * ug * Math.Abs(ug)); + const double vil = .01; + double rel = Math.Abs(ul) * rol * dl / vil; + double tl = -16 / rel * (.5 * rol * ul * Math.Abs(ul)); + const double it = 1; + double ti = -16 / reg * rog * (.5 * (ug - ul) * Math.Abs(ug - ul)) * it; + double dpf = (tl * sl + tg * sg) * d / (al + ag) / (d * d) * 4; + double dp = dpg + dpf; + double tic = (Math.Abs(ul) < Math.Abs(ug)) ? (rog / reg) : (rol / rel); + double y = (rol - rog) * g * Math.Pow(d / 2, 2) / (8 * vig * ugs); + + return -tg * sg * al + tl * sl * ag - ti * si * (al + ag) + d * (rol - rog) * al * ag * g; + }; + + Assert.That(() => BroydenFindRoot(f1, 0, 0.1), Throws.TypeOf()); + double x = BroydenFindRoot(f1, 0, 0.01, 1e-14); + Assert.AreEqual(0.00602268958797, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-14); + x = BroydenFindRoot(f1, 0.1, 0.24, 1e-14); + Assert.AreEqual(0.19925189173123, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-14); + x = BroydenFindRoot(f1, 0.24, 0.3, 1e-14); + Assert.AreEqual(0.26405262123160, x, 1e-5); + Assert.AreEqual(0, f1(x), 1e-14); + } + + private static double BroydenFindRoot(Func f, double lowerBound, double upperBound, double accuracy = 1e-8, int maxIterations = 100, double jacobianStepSize = 1.0e-4) + { + Func, Vector> fw = x => new DenseVector(new[] { f(x[0]) }); + var initialGuess = new DenseVector(new[] { (lowerBound + upperBound) * 0.5 }); + return Broyden.FindRoot(fw, initialGuess, accuracy, maxIterations, jacobianStepSize)[0]; + } + + [Test] + public void Twoeq1() + { + // Test case from http://www.polymath-software.com/library/nle/Twoeq1.htm + Func, Vector> fa1 = x => + { + double D = x[0]; + double fF = x[1]; + const double dp = 103000; + const double L = 100; + const double T = 25 + 273.15; + const double Q = 0.0025; + const double pi = 3.1416; + const double rho = 46.048 + T * (9.418 + T * (-0.0329 + T * (4.882e-5 - T * 2.895e-8))); + double vis = Math.Exp(-10.547 + 541.69 / (T - 144.53)); + double v = Q / (pi * D * D / 4); + double kvis = vis / rho; + double Re = v * D / kvis; + double fD = -dp / rho + 2 * fF * v * v * L / D; + double ffF = (Re < 2100) ? (fF - 16 / Re) : (fF - 1 / Math.Pow(4 * Math.Log10(Re * Math.Sqrt(fF)) - 0.4, 2)); + return new DenseVector(new[] { fD, ffF }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.04, 0.001 }), 1e-14); + Assert.AreEqual(0.0389653029101, r[0], 1e-5); + Assert.AreEqual(0.0045905347283, r[1], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + } + + [Test] + public void Twoeq2() + { + // Test case from http://www.polymath-software.com/library/nle/Twoeq2.htm + // with this method this test is only solvable with reduced accuracy + Func, Vector> fa1 = xa => + { + double x = xa[0]; + double T = xa[1]; + double k = 0.12 * Math.Exp(12581 * (T - 298) / (298 * T)); + double fx = 120 * x - 75 * k * (1 - x); + double fT = -x * (873 - T) + 11.0 * (T - 300); + return new DenseVector(new[] { fx, fT }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new double[] { 1, 400 }), 1e-6); + Assert.AreEqual(0.9638680512795, r[0], 1e-5); + Assert.AreEqual(346.16369814640, r[1], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-6); + Assert.AreEqual(0, fa1(r)[1], 1e-7); + } + + [Test] + public void Twoeq3() + { + // Test case from http://www.polymath-software.com/library/nle/Twoeq3.htm + // with this method this test is only solvable with slightly reduced accuracy + Func, Vector> fa1 = xa => + { + double x = xa[0]; + double T = xa[1]; + double k = Math.Exp(-149750 / T + 92.5); + double Kp = Math.Exp(42300 / T - 24.2 + 0.17 * Math.Log(T)); + double fx = k * Math.Sqrt(1 - x) * ((0.91 - 0.5 * x) / (9.1 - 0.5 * x) - x * x / ((1 - x) * (1 - x) * Kp)); + double fT = T * (1.84 * x + 77.3) - 43260 * x - 105128; + return new DenseVector(new[] { fx, fT }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.5, 1700 }), 1e-11); + Assert.AreEqual(0.5333728995523, r[0], 1e-5); + Assert.AreEqual(1637.70322946500, r[1], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-11); + Assert.AreEqual(0, fa1(r)[1], 1e-14); + } + + [Test] + public void Twoeq4a() + { + // Test case from http://www.polymath-software.com/library/nle/Twoeq4a.htm + Func, Vector> fa1 = xa => + { + double G21 = xa[0]; + double G12 = xa[1]; + const double t = 58.7; + const double pw1 = 21; + const double x1 = (pw1 / 46.07) / (pw1 / 46.07 + (100 - pw1) / 86.18); + double P2 = Math.Pow(10, 6.87776 - 1171.53 / (224.366 + t)); + double P1 = Math.Pow(10, 8.04494 - 1554.3 / (222.65 + t)); + double gamma2 = 760 / P2; + double gamma1 = 760 / P1; + const double x2 = 1 - x1; + double t1 = x1 + x2 * G12; + double t2 = x2 + x1 * G21; + double g2calc = Math.Exp(-Math.Log(t2) - x1 * (G12 * t2 - G21 * t1) / (t1 * t2)); + double g1calc = Math.Exp(-Math.Log(t1) + x2 * (G12 * t2 - G21 * t1) / (t1 * t2)); + double fG21 = Math.Log(gamma2) + Math.Log(t2) + x1 * (G12 * t2 - G21 * t1) / (t1 * t2); + double fG12 = Math.Log(gamma1) + Math.Log(t1) - x2 * (G12 * t2 - G21 * t1) / (t1 * t2); + return new DenseVector(new[] { fG21, fG12 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.5, 0.5 }), 1e-14); + Assert.AreEqual(0.3017535930592, r[0], 1e-5); + Assert.AreEqual(0.0785888476379, r[1], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-14); + Assert.AreEqual(0, fa1(r)[1], 1e-14); + } + + [Test] + public void Twoeq4b() + { + // Test case from http://www.polymath-software.com/library/nle/Twoeq4b.htm + Func, Vector> fa1 = xa => + { + double G21 = xa[0]; + double G12 = xa[1]; + const double t = 58.7; + const double pw1 = 21; + const double x1 = (pw1 / 46.07) / (pw1 / 46.07 + (100 - pw1) / 86.18); + double P2 = Math.Pow(10, 6.87776 - 1171.53 / (224.366 + t)); + double P1 = Math.Pow(10, 8.04494 - 1554.3 / (222.65 + t)); + double gamma2 = 760 / P2; + double gamma1 = 760 / P1; + const double x2 = 1 - x1; + double t1 = x1 + x2 * G12; + double t2 = x2 + x1 * G21; + double g2calc = Math.Exp(-Math.Log(t2) - x1 * (G12 * t2 - G21 * t1) / (t1 * t2)); + double g1calc = Math.Exp(-Math.Log(t1) + x2 * (G12 * t2 - G21 * t1) / (t1 * t2)); + double fG21 = t1 * t2 * (Math.Log(gamma2) + Math.Log(t2)) + x1 * (G12 * t2 - G21 * t1); + double fG12 = t1 * t2 * (Math.Log(gamma1) + Math.Log(t1)) - x2 * (G12 * t2 - G21 * t1); + return new DenseVector(new[] { fG21, fG12 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.8, 0.8 }), 1e-14); + Assert.AreEqual(0.3017535528355, r[0], 1e-5); + Assert.AreEqual(0.0785888934885, r[1], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-14); + Assert.AreEqual(0, fa1(r)[1], 1e-14); + } + + [Test] + public void Twoeq5a() + { + // Test case from http://www.polymath-software.com/library/nle/Twoeq5a.htm + Func, Vector> fa1 = xa => + { + double A = xa[0]; + double B = xa[1]; + const double t = 70.9; + const double pw1 = 49; + const double x1 = (pw1 / 46.07) / (pw1 / 46.07 + (100 - pw1) / 100.2); + double P2 = Math.Pow(10, 6.9024 - 1268.115 / (216.9 + t)); + double P1 = Math.Pow(10, 8.04494 - 1554.3 / (222.65 + t)); + double gamma1 = 760 / P1; + const double x2 = 1 - x1; + double gamma2 = 760 / P2; + double g1calc = Math.Pow(10, A * Math.Pow(x2 / (A * x1 / B + x2), 2)); + double g2calc = Math.Pow(10, B * Math.Pow(x1 / (x1 + B * x2 / A), 2)); + double fA = Math.Log10(gamma1) - A * Math.Pow(x2 / (A * x1 / B + x2), 2); + double fB = Math.Log10(gamma2) - B * Math.Pow(x1 / (x1 + B * x2 / A), 2); + return new DenseVector(new[] { fA, fB }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 1.0, 1.0 }), 1e-14); + Assert.AreEqual(0.7580768059470, r[0], 1e-5); + Assert.AreEqual(1.1249034445330, r[1], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-14); + Assert.AreEqual(0, fa1(r)[1], 1e-14); + } + + [Test] + public void Twoeq5b() + { + // Test case from http://www.polymath-software.com/library/nle/Twoeq5b.htm + Func, Vector> fa1 = xa => + { + double A = xa[0]; + double B = xa[1]; + const double t = 70.9; + const double pw1 = 49; + const double x1 = (pw1 / 46.07) / (pw1 / 46.07 + (100 - pw1) / 100.2); + double P2 = Math.Pow(10, 6.9024 - 1268.115 / (216.9 + t)); + double P1 = Math.Pow(10, 8.04494 - 1554.3 / (222.65 + t)); + double gamma1 = 760 / P1; + const double x2 = 1 - x1; + double gamma2 = 760 / P2; + double g1calc = Math.Pow(10, A * Math.Pow(x2 / (A * x1 / B + x2), 2)); + double g2calc = Math.Pow(10, B * Math.Pow(x1 / (x1 + B * x2 / A), 2)); + double fA = Math.Log10(gamma1) * Math.Pow(A * x1 / B + x2, 2) - A * Math.Pow(x2, 2); + double fB = Math.Log10(gamma2) * Math.Pow(x1 + B * x2 / A, 2) - B * Math.Pow(x1, 2); + return new DenseVector(new[] { fA, fB }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 1.0, 1.0 }), 1e-14); + Assert.AreEqual(0.7580768919420, r[0], 1e-5); + Assert.AreEqual(1.1249035089540, r[1], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-14); + Assert.AreEqual(0, fa1(r)[1], 1e-14); + } + + [Test] + public void Twoeq6() + { + // Test case from http://www.polymath-software.com/library/nle/Twoeq7.htm + Func, Vector> fa1 = x => + { + double x1 = x[0]; + double x2 = x[1]; + double f1 = x1 / (1 - x1) - 5 * Math.Log(0.4 * (1 - x1) / x2) + 4.45977; + double f2 = x2 - (0.4 - 0.5 * x1); + return new DenseVector(new[] { f1, f2 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.9, 0.5 }), 1e-14); + Assert.AreEqual(0.7573962468236, r[0], 1e-5); + Assert.AreEqual(0.0213018765882, r[1], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-14); + Assert.AreEqual(0, fa1(r)[1], 1e-14); + } + + [Test] + public void Twoeq7() + { + // Test case from http://www.polymath-software.com/library/nle/Twoeq7.htm + Func, Vector> fa1 = x => + { + double x1 = x[0]; + double x2 = x[1]; + const double a = 0.5; + const double b = 0.8; + const double c = 0.3; + const double kp = 604500; + const double P = 0.00243; + double f1 = a - Math.Pow((c + 2 * x1) * (a + b + c - 2 * x1), 2) / (x2) - x1; + double f2 = x2 - kp * P * P * Math.Pow(b - 3 * x1, 3); + return new DenseVector(new[] { f1, f2 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new double[] { 0, -1 }), 1e-14); + Assert.AreEqual(0.6003231171445, r[0], 1e-5); + Assert.AreEqual(-3.57990244801, r[1], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-14); + Assert.AreEqual(0, fa1(r)[1], 1e-14); + } + + [Test] + public void Twoeq8() + { + // Test case from http://www.polymath-software.com/library/nle/Twoeq8.htm + Func, Vector> fa1 = xa => + { + double rp = xa[0]; + double x = xa[1]; + double frp = rp - 0.327 * Math.Pow(x, 0.804) * Math.Exp(-5230 / (1.987 * (373 + 1.84e6 * rp))); + double fx = x - (0.06 - 161 * rp); + return new DenseVector(new[] { frp, fx }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.0001, 0.01 }), 1e-14, 100, 1e-8); + Assert.AreEqual(0.0003406054400, r[0], 1e-5); + Assert.AreEqual(0.0051625241669, r[1], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-14); + Assert.AreEqual(0, fa1(r)[1], 1e-14); + } + + [Test] + public void Twoeq9() + { + // Test case from http://www.polymath-software.com/library/nle/Twoeq9.htm + Func, Vector> fa1 = x => + { + double fF = x[0]; + double u = x[1]; + const double L = 6000; + const double D = 0.505; + const double rho = 53; + const double g = 32.2; + const double eps = .00015; + double Re = rho * D * u / (13.2 * 0.000672); + double ffF = fF - 1 / Math.Pow(2.28 - 4 * Math.Log10(eps / D + 4.67 / (Re * Math.Sqrt(fF))), 2); + double fu = 133.7 - (2 * fF * rho * u * u * L / D + rho * g * 200) / (g * 144); + return new DenseVector(new[] { ffF, fu }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.1, 10.0 }), 1e-14); + Assert.AreEqual(0.006874616348157, r[0], 1e-5); + Assert.AreEqual(5.6728221306731, r[1], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-14); + Assert.AreEqual(0, fa1(r)[1], 1e-14); + } + + [Test] + public void Twoeq10() + { + // Test case from http://www.polymath-software.com/library/nle/Twoeq10.htm + Func, Vector> fa1 = xa => + { + double t12 = xa[0]; + double t21 = xa[1]; + const double alpha = 0.4; + double c1 = Math.Exp(-alpha * t21); + double c2 = Math.Exp(-2 * alpha * t21); + double c3 = Math.Exp(-alpha * t12); + double c4 = Math.Exp(-2 * alpha * t12); + const double x1 = 0.5; + const double x2 = 1 - x1; + + double ft12 = 1 / (x1 * x2) - 2 * t21 * c2 / Math.Pow(x1 + x2 * c1, 3) - 2 * t12 * c4 / Math.Pow(x2 + x1 * c3, 3); + double ft21 = (x1 - x2) / Math.Pow(x1 * x2, 2) + 6 * t21 * c2 * (1 - c1) / Math.Pow(x1 + x2 * c1, 4) + 6 * t12 * c4 * (c3 - 1) / Math.Pow(x2 + x1 * c3, 4); + return new DenseVector(new[] { ft12, ft21 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.1, 0.1 }), 1e-14); + Assert.AreEqual(1.6043843214350, r[0], 1e-5); + Assert.AreEqual(1.6043843214350, r[1], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-14); + Assert.AreEqual(0, fa1(r)[1], 1e-14); + } + + [Test] + public void Threeq1() + { + // Test case from http://www.polymath-software.com/library/nle/Threeq1.htm + Func, Vector> fa1 = xa => + { + double t = xa[0]; + double x1 = xa[1]; + double x2 = xa[2]; + const double y2 = 0.8; + const double y1 = 0.2; + double p1 = Math.Pow(10, 7.62231 - 1417.9 / (191.15 + t)); + double p2 = Math.Pow(10, 8.10765 - 1750.29 / (235 + t)); + const double B = 0.7; + const double A = 1.7; + double gamma2 = Math.Pow(10, B * x1 * x1 / Math.Pow(x1 + B * x2 / A, 2)); + double gamma1 = Math.Pow(10, A * x2 * x2 / Math.Pow(A * x1 / B + x2, 2)); + double k2 = gamma2 * p2 / 760; + double k1 = gamma1 * p1 / 760; + double ft = x1 + x2 - 1; + double fx1 = x1 - y1 / k1; + double fx2 = x2 - y2 / k2; + return new DenseVector(new[] { ft, fx1, fx2 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 100, 0.2, 0.8 }), 1e-14); + Assert.AreEqual(93.96706523770, r[0], 1e-5); + Assert.AreEqual(0.0078754574659, r[1], 1e-5); + Assert.AreEqual(0.9921245425339, r[2], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-14); + Assert.AreEqual(0, fa1(r)[1], 1e-14); + Assert.AreEqual(0, fa1(r)[2], 1e-14); + } + + [Test] + public void Threeq2() + { + // Test case from http://www.polymath-software.com/library/nle/Threeq2.htm + Func, Vector> fa1 = xa => + { + double x1 = xa[0]; + double x2 = xa[1]; + double alpha = xa[2]; + const double t = 88.538; + const double B = 0.7; + const double A = 1.7; + const double z1 = 0.2; + const double z2 = 0.8; + double p1 = Math.Pow(10, 7.62231 - 1417.9 / (191.15 + t)); + double p2 = Math.Pow(10, 8.10765 - 1750.29 / (235 + t)); + double gamma2 = Math.Pow(10, B * x1 * x1 / Math.Pow(x1 + B * x2 / A, 2)); + double gamma1 = Math.Pow(10, A * x2 * x2 / Math.Pow(A * x1 / B + x2, 2)); + double k1 = gamma1 * p1 / 760; + double k2 = gamma2 * p2 / 760; + double y1 = k1 * x1; + double y2 = k2 * x2; + double fx1 = x1 - z1 / (1 + alpha * (k1 - 1)); + double fx2 = x2 - z2 / (1 + alpha * (k2 - 1)); + double falpha = x1 + x2 - (y1 + y2); + return new DenseVector(new[] { fx1, fx2, falpha }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0, 1, 0.5 }), 1e-14); + Assert.AreEqual(0.0226974766367, r[0], 1e-5); + Assert.AreEqual(0.9773025233633, r[1], 1e-5); + Assert.AreEqual(0.5322677863643, r[2], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-14); + Assert.AreEqual(0, fa1(r)[1], 1e-14); + Assert.AreEqual(0, fa1(r)[2], 1e-14); + } + + [Test] + public void Threeq3() + { + // Test case from http://www.polymath-software.com/library/nle/Threeq3.htm + Func, Vector> fa1 = xa => + { + double T = xa[0]; + double Ca = xa[1]; + double Tj = xa[2]; + double k = 7.08e10 * Math.Exp(-30000 / 1.9872 / T); + const double rhocp = 50 * 0.75; + const double F = 40; + const double T0 = 530; + const double V = 48; + const double U = 150; + const double A = 250; + const double Ca0 = 0.55; + const double Fj = 49.9; + const double Tj0 = 530; + double fT = F * (T0 - T) / V + 30000 * k * Ca / rhocp - U * A * (T - Tj) / (rhocp * V); + double fCa = F * (Ca0 - Ca) / V - k * Ca; + double fTj = Fj * (Tj0 - Tj) / 3.85 + U * A * (T - Tj) / (62.3 * 1.0 * 3.85); + return new DenseVector(new[] { fT, fCa, fTj }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 600, 0.1, 600 }), 1e-11, 100, 1e-6); + Assert.AreEqual(590.34979512380, r[0], 1e-5); + Assert.AreEqual(0.3301868979161, r[1], 1e-5); + Assert.AreEqual(585.72976766210, r[2], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-11); + Assert.AreEqual(0, fa1(r)[1], 1e-11); + Assert.AreEqual(0, fa1(r)[2], 1e-11); + } + + [Test] + public void Threeq4a() + { + // Test case from http://www.polymath-software.com/library/nle/Threeq4a.htm + Func, Vector> fa1 = xa => + { + double CD = xa[0]; + double CX = xa[1]; + double CZ = xa[2]; + double CY = CX + CZ; + double CC = CD - CY; + const double CA0 = 1.5; + const double CB0 = 1.5; + double CA = CA0 - CD - CZ; + double CB = CB0 - CD - CY; + const double KC1 = 1.06; + const double KC2 = 2.63; + const double KC3 = 5; + double fCD = CC * CD / (CA * CB) - KC1; + double fCX = CX * CY / (CB * CC) - KC2; + double fCZ = CZ / (CA * CX) - KC3; + return new DenseVector(new[] { fCD, fCX, fCZ }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.7, 0.2, 0.4 }), 1e-14); + Assert.AreEqual(0.7053344059695, r[0], 1e-5); + Assert.AreEqual(0.1777924200537, r[1], 1e-5); + Assert.AreEqual(0.3739765850146, r[2], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-14); + Assert.AreEqual(0, fa1(r)[1], 1e-14); + Assert.AreEqual(0, fa1(r)[2], 1e-14); + } + + [Test] + public void Threeq4b() + { + // Test case from http://www.polymath-software.com/library/nle/Threeq4b.htm + Func, Vector> fa1 = xa => + { + double CD = xa[0]; + double CX = xa[1]; + double CZ = xa[2]; + double CY = CX + CZ; + double CC = CD - CY; + const double CA0 = 1.5; + const double CB0 = 1.5; + double CA = CA0 - CD - CZ; + double CB = CB0 - CD - CY; + const double KC1 = 1.06; + const double KC2 = 2.63; + const double KC3 = 5; + double fCD = CC * CD - KC1 * (CA * CB); + double fCX = CX * CY - KC2 * (CB * CC); + double fCZ = CZ - KC3 * (CA * CX); + return new DenseVector(new[] { fCD, fCX, fCZ }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.7, 0.2, 0.4 }), 1e-14); + Assert.AreEqual(0.7053344059695, r[0], 1e-5); + Assert.AreEqual(0.1777924200537, r[1], 1e-5); + Assert.AreEqual(0.3739765850146, r[2], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-14); + Assert.AreEqual(0, fa1(r)[1], 1e-14); + Assert.AreEqual(0, fa1(r)[2], 1e-14); + } + + [Test] + public void Threeq5() + { + // Test case from http://www.polymath-software.com/library/nle/Threeq5.htm + Func, Vector> fa1 = xa => + { + double X = xa[0]; + double T = xa[1]; + double h = xa[2]; + double k1 = 3e5 * Math.Exp(-5000 / T); + double k2 = 6e7 * Math.Exp(-7500 / T); + const double F0 = 1; + const double T0 = 300; + double fX = -0.16 * X * F0 / h + k1 * (1 - X) - k2 * X; + double fT = 0.16 * F0 * T0 / h - 0.16 * T * F0 / h + 5 * (k1 * (1 - X) - k2 * X); + double fh = 0.16 * F0 - 0.4 * Math.Sqrt(h); + return new DenseVector(new[] { fX, fT, fh }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.5, 500, 0.5 }), 1e-13); + Assert.AreEqual(0.0171035426725, r[0], 1e-5); + Assert.AreEqual(300.08551771340, r[1], 1e-5); + Assert.AreEqual(0.16, r[2], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-14); + Assert.AreEqual(0, fa1(r)[1], 1e-13); + Assert.AreEqual(0, fa1(r)[2], 1e-14); + } + + [Test, Ignore("Algorithm moves out of supported domain in some MKL environments")] + public void Threeq6() + { + // Test case from http://www.polymath-software.com/library/nle/Threeq6.htm + Func, Vector> fa1 = xa => + { + double CA = xa[0]; + double CB = xa[1]; + double T = xa[2]; + double k1 = 11 * Math.Exp(-4180 / (8.314 * (T + 273.16))); + double k2 = 172.2 * Math.Exp(-34833 / (8.314 * (T + 273.16))); + const double Q = 5.1E6; + double fCA = 0.1 * (1 - CA) - k1 * CA * CA; + double fCB = -0.1 * CB + k1 * CA * CA - k2 * CB; + double fT = 0.1 * (25 - T) - 418 * k1 * CA * CA - 418 * k2 * CB + Q * 1e-5; + return new DenseVector(new[] { fCA, fCB, fT }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.5, 0.5, 500 }), 1e-13); + Assert.AreEqual(0.1578109142617, r[0], 1e-5); + Assert.AreEqual(0.77071354919, r[1], 1e-5); + Assert.AreEqual(153.09, r[2], 1e-2); + Assert.AreEqual(0, fa1(r)[0], 1e-14); + Assert.AreEqual(0, fa1(r)[1], 1e-14); + Assert.AreEqual(0, fa1(r)[2], 1e-13); + } + + [Test] + public void Threeq7() + { + // Test case from http://www.polymath-software.com/library/nle/Threeq7.htm + Func, Vector> fa1 = xa => + { + double CA = xa[0]; + double CB = xa[1]; + double T = xa[2]; + const double T0 = 298; + const double CA0 = 3; + const double CB0 = 0; + const double CC0 = 0; + const double theta = 300; + double k1 = 4e6 * Math.Exp(-60000 / (8.314 * T)); + double KA = 17 * Math.Exp(-7000 / (8.314 * T)); + double k2 = 3e4 * Math.Exp(-80000 / (8.314 * T)); + double k2p = 3e4 * Math.Exp(-90000 / (8.314 * T)); + double CC = (CC0 + theta * k2 * CB) / (1 + theta * k2p); + double fCA = CA0 - CA - theta * k1 * CA / (1 + KA * CB); + double fCB = CB - CB0 - (theta * k1 * CA / (1 + KA * CB) - theta * k2 * CB + theta * k2p * CC); + double fT = 85 * (T - T0) + 0.02 * (T * T - T0 * T0) - ((16000 + 3 * T - 0.002 * T * T) * ((CA0 - CA) / CA0) + (30000 + 4 * T - 0.003 * T * T) * CC / CA0); + return new DenseVector(new[] { fCA, fCB, fT }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new double[] { 3, 0, 300 }), 1e-13); + Assert.AreEqual(2.7873203092940, r[0], 1e-5); + Assert.AreEqual(0.2126796260201, r[1], 1e-5); + Assert.AreEqual(310.212556340, r[2], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-14); + Assert.AreEqual(0, fa1(r)[1], 1e-14); + Assert.AreEqual(0, fa1(r)[2], 1e-14); + } + + [Test] + public void Threeq8() + { + // Test case from http://www.polymath-software.com/library/nle/Threeq8.htm + Func, Vector> fa1 = xa => + { + double p4 = xa[0]; + double Q24 = xa[1]; + double Q34 = xa[2]; + double p2 = 156.6 - 0.00752 * Q24 * Q24; + double p3 = 117.1 - 0.00427 * Q34 * Q34; + const double D34 = 2.067 / 12; + const double D24 = 1.278 / 12; + const double D45 = 2.469 / 12; + const double fF = 0.015; + const double pi = 3.1416; + double k24 = 2 * fF * 125 / (Math.Pow((60 * 7.48) * (pi * D24 * D24 / 4), 2) * D24); + double k34 = 2 * fF * 125 / (Math.Pow((60 * 7.48) * (pi * D34 * D34 / 4), 2) * D34); + double k45 = 2 * fF * 145 / (Math.Pow((60 * 7.48) * (pi * D45 * D45 / 4), 2) * D45); + double fp4 = 70 * 32.3 - p4 * (144 * 32.2 / 62.35) + k45 * Math.Pow(Q24 + Q34, 2); + double fQ24 = (p4 - p2) * (144 * 32.2 / 62.35) + k24 * Q24 * Q24; + double fQ34 = (p4 - p3) * (144 * 32.2 / 62.35) + k34 * Q34 * Q34; + return new DenseVector(new[] { fp4, fQ24, fQ34 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new double[] { 50, 100, 100 }), 1e-11, 100, 1e-5); + Assert.AreEqual(57.12556038475, r[0], 1e-5); + Assert.AreEqual(51.75154563498, r[1], 1e-5); + Assert.AreEqual(92.91811138918, r[2], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + } + + [Test] + public void Foureq1() + { + // Test case from http://www.polymath-software.com/library/nle/Foureq1.htm + Func, Vector> fa1 = xa => + { + double CA = xa[0]; + double CB = xa[1]; + double CC = xa[2]; + double T = xa[3]; + double k1 = 4e6 * Math.Exp(-60000 / (8.314 * T)); + double KA = 17 * Math.Exp(-7000 / (8.314 * T)); + double k2 = 3e4 * Math.Exp(-80000 / (8.314 * T)); + double k2p = 3e4 * Math.Exp(-90000 / (8.314 * T)); + const double T0 = 298; + const double CA0 = 3; + const double CB0 = 0; + const double CC0 = 0; + const double theta = 300; + double fCA = CA0 - CA - theta * k1 * CA / (1 + KA * CB); + double fCB = CB - CB0 - (theta * k1 * CA / (1 + KA * CB) - theta * k2 * CB + theta * k2p * CC); + double fCC = CC - CC0 - theta * k2 * CB + theta * k2p * CC; + double fT = 85 * (T - T0) + 0.02 * (T * T - T0 * T0) - ((16000 + 3 * T - 0.002 * T * T) * ((CA0 - CA) / CA0) + (30000 + 4 * T - 0.003 * T * T) * CC / CA0); + return new DenseVector(new[] { fCA, fCB, fCC, fT }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new double[] { 3, 0, 0, 300 }), 1e-14); + Assert.AreEqual(2.7873203092938, r[0], 1e-5); + Assert.AreEqual(0.2126796260201, r[1], 1e-5); + Assert.AreEqual(6.468613E-08, r[2], 1e-14); + Assert.AreEqual(310.2125563399750, r[3], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + } + + [Test] + public void Fiveq1() + { + // Test case from http://www.polymath-software.com/library/nle/Fiveq1.htm + // Constraints (0 <= b <= 1, 0 <= y <= 1) are not met; found an "unphysical" solution. + Func, Vector> fa1 = xa => + { + double ca = xa[0]; + double t1 = xa[1]; + double tc = xa[2]; + double b = xa[3]; + double y = xa[4]; + double k = 0.0744 * Math.Exp(-1.182e7 / (8314.39 * (t1 + 273.16))); + const double kc = 1; + double m = y + kc * (10 / 20 - b); + double fc = 0.02 * Math.Pow(50, -m); + const double F = 0.0075; + const double V = 7.08; + const double dhr = -9.86e7; + const double rho = 19.2; + const double cp = 1.815e5; + const double u = 3550; + const double a = 5.4; + const double taui = 600; + double fca = F * (2.88 - ca) / V - k * ca * ca; + double ft1 = F * (66 - t1) / V - dhr * k * ca * ca / (rho * cp) - u * a * (t1 - tc) / (V * rho * cp); + double ftc = u * a * (t1 - tc) / (1.82 * 1000 * 4184) - fc * (tc - 27) / 1.82; + double fb = ((t1 - 80) / 20 - b) / 20; + double fy = (m - y) / taui; + return new DenseVector(new[] { fca, ft1, ftc, fb, fy }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 1, 100, 50, 0.4, 0.25 }), 1e-14); + //Assert.AreEqual(1.1206138931808, r[0], 1e-5); + //Assert.AreEqual(90, r[1], 1e-5); + //Assert.AreEqual(54.8512245178517, r[2], 1e-5); + //Assert.AreEqual(0.5, r[3], 1e-5); + //Assert.AreEqual(0.3172119884117, r[4], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + } + + [Test, Ignore("Known convergence problem on Mono")] + public void Sixeq1() + { + // Test case from http://www.polymath-software.com/library/nle/Sixeq1.htm + Func, Vector> fa1 = xa => + { + double x1 = xa[0]; + double x2 = xa[1]; + double x3 = xa[2]; + double x4 = xa[3]; + double x5 = xa[4]; + double x6 = xa[5]; + double fx1 = x1 + x2 + x4 - 0.001; + double fx2 = x5 + x6 - 55; + double fx3 = x1 + x2 + x3 + 2 * x5 + x6 - 110.001; + double fx4 = x1 - 0.1 * x2; + double fx5 = x1 - 1e4 * x3 * x4; + double fx6 = x5 - 55e14 * x3 * x6; + return new DenseVector(new[] { fx1, fx2, fx3, fx4, fx5, fx6 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new double[] { 10, 10, 10, 10, 10, 10 }), 1e-2, 1000); + Assert.AreEqual(0.0000826446329, r[0], 1e-9); + Assert.AreEqual(0.0008264463286, r[1], 1e-8); + Assert.AreEqual(0.0000909091485, r[2], 1e-8); + Assert.AreEqual(0.0000909090385, r[3], 1e-8); + Assert.AreEqual(54.9999999998900, r[4], 1e-5); + Assert.AreEqual(0.0000000001100, r[5], 1e-12); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-10); + Assert.AreEqual(0, fa1(r)[2], 1e-10); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-7); + Assert.AreEqual(0, fa1(r)[5], 1e-2); + } + + [Test] + public void Sixeq2a() + { + // Test case from http://www.polymath-software.com/library/nle/Sixeq2a.htm + Func, Vector> fa1 = xa => + { + double x1 = xa[0]; + double x2 = xa[1]; + double x3 = xa[2]; + double x4 = xa[3]; + double x5 = xa[4]; + double x6 = xa[5]; + const double k1 = 31.24; + const double k2 = 2.062; + const double kr1 = 0.272; + const double kr2 = 0.02; + const double k3 = 303.03; + double fx1 = 1 - x1 - k1 * x1 * x6 + kr1 * x4; + double fx2 = 1 - x2 - k2 * x2 * x6 + kr2 * x5; + double fx3 = -x3 + 2 * k3 * x4 * x5; + double fx4 = k1 * x1 * x6 - kr1 * x4 - k3 * x4 * x5; + double fx5 = 1.5 * (k2 * x2 * x6 - kr2 * x5) - k3 * x4 * x5; + double fx6 = 1 - x4 - x5 - x6; + return new DenseVector(new[] { fx1, fx2, fx3, fx4, fx5, fx6 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.99, 0.05, 0.05, 0.99, 0.05, 0 }), 1e-14); + Assert.AreEqual(0.9700739407529, r[0], 1e-5); + Assert.AreEqual(0.9800492938353, r[1], 1e-5); + Assert.AreEqual(0.0598521184942, r[2], 1e-6); + Assert.AreEqual(0.9900268865935, r[3], 1e-5); + Assert.AreEqual(0.0000997509107, r[4], 1e-10); + Assert.AreEqual(0.0098733624958, r[5], 1e-8); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-12); + } + + [Test] + public void Sixeq2b() + { + // Test case from http://www.polymath-software.com/library/nle/Sixeq2b.htm + Func, Vector> fa1 = xa => + { + double x1 = xa[0]; + double x2 = xa[1]; + double x3 = xa[2]; + double x4 = xa[3]; + double x5 = xa[4]; + double x6 = xa[5]; + const double k1 = 17.721; + const double k2 = 3.483; + const double kr1 = 0.118; + const double kr2 = 0.033; + const double k3 = 505.051; + double fx1 = 1 - x1 - k1 * x1 * x6 + kr1 * x4; + double fx2 = 1 - x2 - k2 * x2 * x6 + kr2 * x5; + double fx3 = -x3 + 2 * k3 * x4 * x5; + double fx4 = k1 * x1 * x6 - kr1 * x4 - k3 * x4 * x5; + double fx5 = 1.5 * (k2 * x2 * x6 - kr2 * x5) - k3 * x4 * x5; + double fx6 = 1 - x4 - x5 - x6; + return new DenseVector(new[] { fx1, fx2, fx3, fx4, fx5, fx6 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.99, 0.05, 0.05, 0.99, 0.05, 0 }), 1e-14); + Assert.AreEqual(0.9499424500947, r[0], 1e-5); + Assert.AreEqual(0.9666283000631, r[1], 1e-5); + Assert.AreEqual(0.1001150998106, r[2], 1e-5); + Assert.AreEqual(0.9899868097778, r[3], 1e-5); + Assert.AreEqual(0.0001001163356, r[4], 1e-10); + Assert.AreEqual(0.0099130738866, r[5], 1e-8); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-12); + } + + [Test] + public void Sixeq2c() + { + // Test case from http://www.polymath-software.com/library/nle/Sixeq2c.htm + Func, Vector> fa1 = xa => + { + double x1 = xa[0]; + double x2 = xa[1]; + double x3 = xa[2]; + double x4 = xa[3]; + double x5 = xa[4]; + double x6 = xa[5]; + const double k1 = 17.721; + const double k2 = 6.966; + const double kr1 = 0.118; + const double kr2 = 333.333; + const double k3 = 505.051; + double fx1 = 1 - x1 - k1 * x1 * x6 + kr1 * x4; + double fx2 = 1 - x2 - k2 * x2 * x6 + kr2 * x5; + double fx3 = -x3 + 2 * k3 * x4 * x5; + double fx4 = k1 * x1 * x6 - kr1 * x4 - k3 * x4 * x5; + double fx5 = 1.5 * (k2 * x2 * x6 - kr2 * x5) - k3 * x4 * x5; + double fx6 = 1 - x4 - x5 - x6; + return new DenseVector(new[] { fx1, fx2, fx3, fx4, fx5, fx6 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.99, 0.05, 0.05, 0.99, 0.05, 0 }), 1e-14); + Assert.AreEqual(0.9499356376871, r[0], 1e-5); + Assert.AreEqual(0.9666237584581, r[1], 1e-5); + Assert.AreEqual(0.1001150998106, r[2], 1e-4); + Assert.AreEqual(0.9899863241315, r[3], 1e-5); + Assert.AreEqual(0.0001001299968, r[4], 1e-10); + Assert.AreEqual(0.0099135458718, r[5], 1e-8); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-12); + } + + [Test] + public void Sixeq3() + { + // Test case from http://www.polymath-software.com/library/nle/Sixeq3.htm + Func, Vector> fa1 = xa => + { + double x11 = xa[0]; + double x12 = xa[1]; + double x21 = xa[2]; + double x22 = xa[3]; + double t = xa[4]; + double beta1 = xa[5]; + double p1 = Math.Pow(10, 7.62231 - 1417.9 / (191.15 + t)); + double p2 = Math.Pow(10, 8.10765 - 1750.29 / (235 + t)); + const double A = 1.7; + const double B = 0.7; + double gamma11 = Math.Pow(10, A * x21 * x21 / Math.Pow(A * x11 / B + x21, 2)); + double gamma21 = Math.Pow(10, B * x11 * x11 / Math.Pow(x11 + B * x21 / A, 2)); + double gamma12 = Math.Pow(10, A * x22 * x22 / Math.Pow(A * x12 / B + x22, 2)); + double gamma22 = Math.Pow(10, B * x12 * x12 / Math.Pow(x12 + B * x22 / A, 2)); + double k11 = gamma11 * p1 / 760; + double k21 = gamma21 * p2 / 760; + double k12 = gamma12 * p1 / 760; + double k22 = gamma22 * p2 / 760; + double fx11 = x11 - 0.2 / (beta1 + (1 - beta1) * k11 / k12); + double fx12 = x12 - x11 * k11 / k12; + double fx21 = x21 - 0.8 / (beta1 + (1 - beta1) * k21 / k22); + double fx22 = x22 - x21 * k21 / k22; + double ft = x11 * (1 - k11) + x21 * (1 - k21); + double fbeta1 = (x11 - x12) + (x21 - x22); + return new DenseVector(new[] { fx11, fx12, fx21, fx22, ft, fbeta1 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0, 1, 1, 0, 100, 0.8 }), 1e-14); + Assert.AreEqual(0.0226982050031, r[0], 1e-7); + Assert.AreEqual(0.6867475652564, r[1], 1e-6); + Assert.AreEqual(0.9773017949969, r[2], 1e-6); + Assert.AreEqual(0.3132524347436, r[3], 1e-6); + Assert.AreEqual(88.5378298767092, r[4], 1e-5); + Assert.AreEqual(0.7329990726454, r[5], 1e-6); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-12); + } + + [Test] + public void Sixeq4a() + { + // Test case from http://www.polymath-software.com/library/nle/Sixeq4a.htm + // not solvable with this method + Func, Vector> fa1 = xa => + { + double CA = xa[0]; + double CB = xa[1]; + double CC = xa[2]; + double CD = xa[3]; + double CE = xa[4]; + double T = xa[5]; + const double R = 1.987; + double k1B = 0.4 * Math.Exp((20000 / R) * (1.0 / 300.0 - 1 / T)); + double k2C = 10 * Math.Exp((5000 / R) * (1.0 / 310.0 - 1 / T)); + double k3E = 10 * Math.Exp((10000 / R) * (1.0 / 320.0 - 1 / T)); + double r1B = -k1B * CA * CB; + double r2C = -k2C * CC * CB * CB; + double r3E = k3E * CD; + double rA = 2 * r1B; + double rB = r1B + 2 * r2C; + double rC = -3 * r1B + r2C; + double rD = -r3E - r2C; + double rE = r3E; + double SRH = -rA * 20000 + 2 * r2C * 10000 + 5000 * r3E; + const double V = 500; + const double vo = 75 / 3.3; + const double CAO = 25 / vo; + const double CBO = 50 / vo; + double fCA = V - vo * (CAO - CA) / (-rA); + double fCB = V - vo * (CBO - CB) / (-rB); + double fCC = V - vo * CC / rC; + double fCD = V - vo * CD / rD; + double fCE = V - vo * CE / rE; + double fT = 5000 * (350 - T) - 25 * (20 + 40) * (T - 300) + V * SRH; + return new DenseVector(new[] { fCA, fCB, fCC, fCD, fCE, fT }); + }; + + Assert.That(() => Broyden.FindRoot(fa1, new DenseVector(new[] { 0.5, 0.01, 1, 0.01, 1, 420 }), 1e1), Throws.TypeOf()); + } + + [Test, Ignore("Known convergence problem")] + public void Sixeq4b() + { + // Test case from http://www.polymath-software.com/library/nle/Sixeq4b.htm + Func, Vector> fa1 = xa => + { + double CA = xa[0]; + double CB = xa[1]; + double CC = xa[2]; + double CD = xa[3]; + double CE = xa[4]; + double T = xa[5]; + const double R = 1.987; + double k1B = 0.4 * Math.Exp((20000 / R) * (1.0 / 300.0 - 1 / T)); + double k2C = 10 * Math.Exp((5000 / R) * (1.0 / 310.0 - 1 / T)); + double k3E = 10 * Math.Exp((10000 / R) * (1.0 / 320.0 - 1 / T)); + double r1B = -k1B * CA * CB; + double r2C = -k2C * CC * CB * CB; + double r3E = k3E * CD; + double rA = 2 * r1B; + double rB = r1B + 2 * r2C; + double rC = -3 * r1B + r2C; + double rD = -r3E - r2C; + double rE = r3E; + double SRH = -rA * 20000 + 2 * r2C * 10000 + 5000 * r3E; + const double V = 500; + const double vo = 75 / 3.3; + const double CAO = 25 / vo; + const double CBO = 50 / vo; + double fCA = V * (-rA) - vo * (CAO - CA); + double fCB = V * (-rB) - vo * (CBO - CB); + double fCC = V * rC - vo * CC; + double fCD = V * rD - vo * CD; + double fCE = V * rE - vo * CE; + double fT = 5000 * (350 - T) - 25 * (20 + 40) * (T - 300) + V * SRH; + return new DenseVector(new[] { fCA, fCB, fCC, fCD, fCE, fT }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.5, 0.01, 1, 0.01, 1, 420 }), 1e-7, 10000); + Assert.AreEqual(0.002666326911334, r[0], 1e-9); + Assert.AreEqual(0.033464055791589, r[1], 1e-8); + Assert.AreEqual(0.837065955800961, r[2], 1e-6); + Assert.AreEqual(0.000396698449814, r[3], 1e-10); + Assert.AreEqual(0.808537855382225, r[4], 1e-6); + Assert.AreEqual(372.764586230922, r[5], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-9); + Assert.AreEqual(0, fa1(r)[1], 1e-9); + Assert.AreEqual(0, fa1(r)[2], 1e-9); + Assert.AreEqual(0, fa1(r)[3], 1e-8); + Assert.AreEqual(0, fa1(r)[4], 1e-8); + Assert.AreEqual(0, fa1(r)[5], 1e-7); + } + + [Test] + public void Seveneq1() + { + // Test case from http://www.polymath-software.com/library/nle/Seveneq1.htm + Func, Vector> fa1 = xa => + { + double x1 = xa[0]; + double x2 = xa[1]; + double x3 = xa[2]; + double x4 = xa[3]; + double x5 = xa[4]; + double x6 = xa[5]; + double x7 = xa[6]; + double fx1 = 0.5 * x1 + x2 + 0.5 * x3 - x6 / x7; + double fx2 = x3 + x4 + 2 * x5 - 2 / x7; + double fx3 = x1 + x2 + x5 - 1 / x7; + double fx4 = -28837 * x1 - 139009 * x2 - 78213 * x3 + 18927 * x4 + 8427 * x5 + 13492 / x7 - 10690 * x6 / x7; + double fx5 = x1 + x2 + x3 + x4 + x5 - 1; + double fx6 = 400 * x1 * x4 * x4 * x4 - 1.7837e5 * x3 * x5; + double fx7 = x1 * x3 - 2.6058 * x2 * x4; + return new DenseVector(new[] { fx1, fx2, fx3, fx4, fx5, fx6, fx7 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.5, 0, 0, 0.5, 0, 0.5, 2 }), 1e-12); + Assert.AreEqual(0.3228708394765, r[0], 1e-9); + Assert.AreEqual(0.0092235435392, r[1], 1e-8); + Assert.AreEqual(0.0460170909606, r[2], 1e-8); + Assert.AreEqual(0.6181716750708, r[3], 1e-8); + Assert.AreEqual(0.0037168509528, r[4], 1e-5); + Assert.AreEqual(0.5767153959355, r[5], 1e-12); + Assert.AreEqual(2.9778634507910, r[6], 1e-12); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-12); + Assert.AreEqual(0, fa1(r)[6], 1e-12); + } + + [Test] + public void Seveneq2a() + { + // Test case from http://www.polymath-software.com/library/nle/Seveneq2a.htm + Func, Vector> fa1 = xa => + { + double A = xa[0]; + double B = xa[1]; + double C = xa[2]; + double D = xa[3]; + double E = xa[4]; + double F = xa[5]; + double G = xa[6]; + double fA = 5.5 * (D - B) / (A - B - C) - B / (B + C); + double fB = 3.5 * (0.888 * A - C - D) / (A - B - C) - C / (B + C); + double fC = 5.5 * (0.0986 * A - 0.01 * (1.098 * A - B - 9 * D - E - F + G) - (B + E)) / (1.098 * A - B - 9 * D - E - F + G) - E / (E + F); + double fD = 3.5 * (0.986 * A - 9 * D - F - 0.0986 * A + 0.01 * (1.098 * A - B - 9 * D - E - F + G)) / (1.098 * A - B - 9 * D - E - F + G) - F / (E + F); + double fE = 150.2 * 133.7 * 0.32 * 0.32 / (A - B - C) - D * (A - B - C) / Math.Pow(0.0986 * A - D, 2); + double fF = 446.8 * 133.7 * 0.0032 * 0.0032 / (1.098 * A - B - 9 * D - E - F + G) - (A * 0.0986 - D) / (1.098 * A - B - 9 * D - E - F + G) + 0.01; + double fG = 0.04 * (74.12 * (0.986 * A - 10 * D) + 222.24 * (0.0986 * A - D) + 18 * (D - B) + 278.84 * D + 98.09 * 0.0136 * A) / 98.01 - 0.0136 * A - G; + return new DenseVector(new[] { fA, fB, fC, fD, fE, fF, fG }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 80, 7, 60, 7, 0.5, 4, 0.05 }), 1e-12); + Assert.AreEqual(80.5340430736936, r[0], 1e-9); + Assert.AreEqual(6.9725465115675, r[1], 1e-8); + Assert.AreEqual(61.1190817582544, r[2], 1e-8); + Assert.AreEqual(7.2042004491716, r[3], 1e-8); + Assert.AreEqual(0.5476701839101, r[4], 1e-5); + Assert.AreEqual(3.6532933311347, r[5], 1e-12); + Assert.AreEqual(0.0597027236971, r[6], 1e-12); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-12); + Assert.AreEqual(0, fa1(r)[6], 1e-12); + } + + [Test] + public void Seveneq2b() + { + // Test case from http://www.polymath-software.com/library/nle/Seveneq2b.htm + Func, Vector> fa1 = xa => + { + double A = xa[0]; + double B = xa[1]; + double C = xa[2]; + double D = xa[3]; + double E = xa[4]; + double F = xa[5]; + double G = xa[6]; + double fA = 5.5 * (D - B) * (B + C) - B * (A - B - C); + double fB = 3.5 * (0.888 * A - C - D) * (B + C) - C * (A - B - C); + double fC = 5.5 * (0.0986 * A - 0.01 * (1.098 * A - B - 9 * D - E - F + G) - (B + E)) * (E + F) - E * (1.098 * A - B - 9 * D - E - F + G); + double fD = 3.5 * (0.986 * A - 9 * D - F - 0.0986 * A + 0.01 * (1.098 * A - B - 9 * D - E - F + G)) * (E + F) - F * (1.098 * A - B - 9 * D - E - F + G); + double fE = 2056.4 * Math.Pow(0.0986 * A - D, 2) - D * Math.Pow(A - B - C, 2); + double fF = 0.61177 - (A * 0.0986 - D) + 0.01 * (1.098 * A - B - 9 * D - E - F + G); + double fG = 0.04 * (74.12 * (0.986 * A - 10 * D) + 222.24 * (0.0986 * A - D) + 18 * (D - B) + 278.84 * D + 98.09 * 0.0136 * A) / 98.01 - 0.0136 * A - G; + return new DenseVector(new[] { fA, fB, fC, fD, fE, fF, fG }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 80, 7, 60, 7, 0.5, 4, 0.06 }), 1e-11); + Assert.AreEqual(80.5396204210231, r[0], 1e-9); + Assert.AreEqual(6.9730107905982, r[1], 1e-8); + Assert.AreEqual(61.1233326471120, r[2], 1e-8); + Assert.AreEqual(7.2046801639777, r[3], 1e-8); + Assert.AreEqual(0.5477285762994, r[4], 1e-5); + Assert.AreEqual(3.6537136469003, r[5], 1e-12); + Assert.AreEqual(0.0597122208353, r[6], 1e-12); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-11); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-11); + Assert.AreEqual(0, fa1(r)[5], 1e-12); + Assert.AreEqual(0, fa1(r)[6], 1e-12); + } + + [Test] + public void Seveneq3a() + { + // Test case from http://www.polymath-software.com/library/nle/Seveneq3a.htm + Func, Vector> fa1 = xa => + { + double q01 = xa[0]; + double q12 = xa[1]; + double q13 = xa[2]; + double q24 = xa[3]; + double q23 = xa[4]; + double q34 = xa[5]; + double q45 = xa[6]; + const double fF = 0.005; + const double rho = 997.08; + const double D = 0.154; + const double D5 = D * D * D * D * D; + const double pi = 3.1416; + const double pi2 = pi * pi; + const double deltaPUMP = -15.0e5; + const double k01 = 32 * fF * rho * 100 / (pi2 * D5); + const double k12 = 32 * fF * rho * 300 / (pi2 * D5); + const double k24 = 32 * fF * rho * 1200 / (pi2 * D5); + const double k45 = 32 * fF * rho * 300 / (pi2 * D5); + const double k13 = 32 * fF * rho * 1200 / (pi2 * D5); + const double k23 = 32 * fF * rho * 300 / (pi2 * D5); + const double k34 = 32 * fF * rho * 1200 / (pi2 * D5); + double fq01 = q01 - q12 - q13; + double fq12 = q12 - q24 - q23; + double fq13 = q23 + q13 - q34; + double fq24 = q24 + q34 - q45; + double fq23 = k01 * q01 * q01 + k12 * q12 * q12 + k24 * q24 * q24 + k45 * q45 * q45 + deltaPUMP; + double fq34 = k13 * q13 * q13 - k23 * q23 * q23 - k12 * q12 * q12; + double fq45 = k23 * q23 * q23 + k34 * q34 * q34 - k24 * q24 * q24; + return new DenseVector(new[] { fq01, fq12, fq13, fq24, fq23, fq34, fq45 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1 }), 1e-9); + Assert.AreEqual(0.098136927428176, r[0], 1e-8); + Assert.AreEqual(0.064819554408160, r[1], 1e-8); + Assert.AreEqual(0.033317373020015, r[2], 1e-8); + Assert.AreEqual(0.049372394599739, r[3], 1e-8); + Assert.AreEqual(0.015447159808421, r[4], 1e-8); + Assert.AreEqual(0.048764532828436, r[5], 1e-8); + Assert.AreEqual(0.098136927428176, r[6], 1e-8); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-9); + Assert.AreEqual(0, fa1(r)[6], 1e-9); + } + + [Test] + public void Seveneq3b() + { + // Test case from http://www.polymath-software.com/library/nle/Seveneq3b.htm + Func, Vector> fa1 = xa => + { + double q01 = xa[0]; + double q12 = xa[1]; + double q13 = xa[2]; + double q24 = xa[3]; + double q23 = xa[4]; + double q34 = xa[5]; + double q45 = xa[6]; + const double rho = 997.08; + const double D = 0.154; + const double D5 = D * D * D * D * D; + const double pi = 3.1416; + const double pi2 = pi * pi; + const double mu = 8.937e-4; + const double deltaPUMP = -15.0e5; + const double ed = 4.6e-5 / D; + double fF01 = 1 / (16 * Math.Pow(Math.Log10(ed / 3.7 - 5.02 * pi * D * mu / (4 * q01 * rho) * Math.Log10(ed / 3.7 + 14.5 * pi * D * mu / (4 * q01 * mu))), 2)); + double fF12 = 1 / (16 * Math.Pow(Math.Log10(ed / 3.7 - 5.02 * pi * D * mu / (4 * q12 * rho) * Math.Log10(ed / 3.7 + 14.5 * pi * D * mu / (4 * q12 * rho))), 2)); + double fF24 = 1 / (16 * Math.Pow(Math.Log10(ed / 3.7 - 5.02 * pi * D * mu / (4 * q24 * rho) * Math.Log10(ed / 3.7 + 14.5 * pi * D * mu / (4 * q24 * rho))), 2)); + double fF45 = 1 / (16 * Math.Pow(Math.Log10(ed / 3.7 - 5.02 * pi * D * mu / (4 * q45 * rho) * Math.Log10(ed / 3.7 + 14.5 * pi * D * mu / (4 * q45 * rho))), 2)); + double fF13 = 1 / (16 * Math.Pow(Math.Log10(ed / 3.7 - 5.02 * pi * D * mu / (4 * q13 * rho) * Math.Log10(ed / 3.7 + 14.5 * pi * D * mu / (4 * q13 * rho))), 2)); + double fF23 = 1 / (16 * Math.Pow(Math.Log10(ed / 3.7 - 5.02 * pi * D * mu / (4 * q23 * rho) * Math.Log10(ed / 3.7 + 14.5 * pi * D * mu / (4 * q23 * rho))), 2)); + double fF34 = 1 / (16 * Math.Pow(Math.Log10(ed / 3.7 - 5.02 * pi * D * mu / (4 * q34 * rho) * Math.Log10(ed / 3.7 + 14.5 * pi * D * mu / (4 * q34 * rho))), 2)); + double k01 = 32 * fF01 * rho * 100 / (pi2 * D5); + double k12 = 32 * fF12 * rho * 300 / (pi2 * D5); + double k24 = 32 * fF24 * rho * 1200 / (pi2 * D5); + double k45 = 32 * fF45 * rho * 300 / (pi2 * D5); + double k13 = 32 * fF13 * rho * 1200 / (pi2 * D5); + double k23 = 32 * fF23 * rho * 300 / (pi2 * D5); + double k34 = 32 * fF34 * rho * 1200 / (pi2 * D5); + double fq01 = q01 - q12 - q13; + double fq12 = q12 - q24 - q23; + double fq13 = q23 + q13 - q34; + double fq24 = q24 + q34 - q45; + double fq23 = k01 * q01 * q01 + k12 * q12 * q12 + k24 * q24 * q24 + k45 * q45 * q45 + deltaPUMP; + double fq34 = k13 * q13 * q13 - k23 * q23 * q23 - k12 * q12 * q12; + double fq45 = k23 * q23 * q23 + k34 * q34 * q34 - k24 * q24 * q24; + return new DenseVector(new[] { fq01, fq12, fq13, fq24, fq23, fq34, fq45 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.1, 0.1, 0.1, 0.1, 0.1, 0.1, 0.1 }), 1e-10, 100, 1e-6); + Assert.AreEqual(0.110237410418775, r[0], 1e-8); + Assert.AreEqual(0.073312448014583, r[1], 1e-8); + Assert.AreEqual(0.036924962404192, r[2], 1e-8); + Assert.AreEqual(0.055534266884471, r[3], 1e-8); + Assert.AreEqual(0.017778181130112, r[4], 1e-8); + Assert.AreEqual(0.054703143534304, r[5], 1e-8); + Assert.AreEqual(0.110237410418774, r[6], 1e-8); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-10); + Assert.AreEqual(0, fa1(r)[6], 1e-12); + } + + [Test] + public void Seveneq4() + { + // Test case from http://www.polymath-software.com/library/nle/Seveneq4.htm + Func, Vector> fa1 = xa => + { + double q12 = xa[0]; + double q14 = xa[1]; + double q23 = xa[2]; + double q43 = xa[3]; + double q35 = xa[4]; + double q65 = xa[5]; + double q46 = xa[6]; + const double fc = 8.7e-4; + double dp12 = fc * 2000 * q12 * q12 / Math.Pow(12, 5); + double dp23 = fc * 1000 * q23 * q23 / Math.Pow(8, 5); + double dp43 = fc * 2000 * q43 * q43 / Math.Pow(8, 5); + double dp35 = fc * 1000 * q35 * q35 / Math.Pow(6, 5); + double fq12 = 1400 - q12 - q14; + double fq14 = dp12 + dp23 - dp43 - fc * q14 * q14 * 1000 / Math.Pow(8, 5); + double fq23 = q12 - 420 - q23; + double fq43 = q43 + q23 - 420 - q35; + double fq35 = q35 + q65 - 420; + double fq65 = q46 - 140 - q65; + double fq46 = dp43 + dp35 - fc * 0.2572 * q65 * q65 - fc * 0.1286 * q46 * q46; + return new DenseVector(new[] { fq12, fq14, fq23, fq43, fq35, fq65, fq46 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new double[] { 1000, 500, 600, 200, 300, 100, 400 }), 1e-12); + Assert.AreEqual(872.751598594702, r[0], 1e-5); + Assert.AreEqual(527.248401405298, r[1], 1e-5); + Assert.AreEqual(452.751598594702, r[2], 1e-5); + Assert.AreEqual(252.590830181724, r[3], 1e-5); + Assert.AreEqual(285.342428776427, r[4], 1e-5); + Assert.AreEqual(134.657571223573, r[5], 1e-5); + Assert.AreEqual(274.657571223573, r[6], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-12); + Assert.AreEqual(0, fa1(r)[6], 1e-12); + } + + [Test] + public void Nineq1() + { + // Test case from http://www.polymath-software.com/library/nle/Nineq1.htm + Func, Vector> fa1 = xa => + { + double x11 = xa[0]; + double x12 = xa[1]; + double x13 = xa[2]; + double x21 = xa[3]; + double x22 = xa[4]; + double x23 = xa[5]; + double V = xa[6]; + double L1 = xa[7]; + double L2 = xa[8]; + const double T = 63.7; + const double A12 = 1.6 - 217 / (T + 273); + const double A21 = 3.125 - 855 / (T + 273); + const double A13 = 0.63 + 23.3 / (T + 273); + const double A31 = 0.33 + 23.3 / (273 + T); + const double A23 = 1.54128 + 554 / (T + 273); + const double A32 = -2.2534 + 1449 / (T + 273); + double g11 = Math.Pow(10, x12 * x12 * (A12 + 2 * x11 * (A21 - A12)) + x13 * x13 * (A13 + 2 * x11 * (A31 - A13)) + x12 * x13 * (0.5 * (A21 + A12 + A31 + A13 - A23 - A32) + x11 * (A21 - A12 + A31 - A13) + (x12 - x13) * (A23 - A32) - (1 - 2 * x11) * 0.25)); + double g21 = Math.Pow(10, x22 * x22 * (A12 + 2 * x21 * (A21 - A12)) + x23 * x23 * (A13 + 2 * x21 * (A31 - A13)) + x22 * x23 * (0.5 * (A21 + A12 + A31 + A13 - A23 - A32) + x21 * (A21 - A12 + A31 - A13) + (x22 - x23) * (A23 - A32) - (1 - 2 * x21) * 0.25)); + double g22 = Math.Pow(10, x23 * x23 * (A23 + 2 * x22 * (A31 - A23)) + x21 * x21 * (A21 + 2 * x22 * (A12 - A21)) + x23 * x21 * (0.5 * (A32 + A23 + A12 + A21 - A31 - A13) + x22 * (A32 - A23 + A12 - A21) + (x23 - x21) * (A31 - A13) - (1 - 2 * x22) * 0.25)); + double g12 = Math.Pow(10, x13 * x13 * (A23 + 2 * x12 * (A32 - A23)) + x11 * x11 * (A21 + 2 * x12 * (A12 - A21)) + x13 * x11 * (0.5 * (A32 + A23 + A12 + A21 - A31 - A13) + x12 * (A32 - A23 + A12 - A21) + (x13 - x11) * (A31 - A13) - (1 - 2 * x12) * 0.25)); + double g13 = Math.Pow(10, x11 * x11 * (A31 + 2 * x13 * (A13 - A31)) + x12 * x12 * (A32 + 2 * x13 * (A23 - A32)) + x11 * x12 * (0.5 * (A13 + A31 + A23 + A32 - A12 - A21) + x13 * (A13 - A31 + A23 - A32) + (x11 - x13) * (A12 - A21) - (1 - 2 * x13) * 0.25)); + double g23 = Math.Pow(10, x21 * x21 * (A31 + 2 * x23 * (A13 - A31)) + x22 * x22 * (A32 + 2 * x23 * (A23 - A32)) + x21 * x22 * (0.5 * (A13 + A31 + A23 + A32 - A12 - A21) + x23 * (A13 - A31 + A23 - A32) + (x21 - x23) * (A12 - A21) - (1 - 2 * x23) * 0.25)); + double k12 = Math.Pow(10, 6.90565 - 1211.033 / (T + 220.79)) * g12 / 760; + double k22 = Math.Pow(10, 6.90565 - 1211.033 / (T + 220.79)) * g22 / 760; + double k11 = Math.Pow(10, 8.21337 - 1652.05 / (T + 231.48)) * g11 / 760; + double k21 = Math.Pow(10, 8.21337 - 1652.05 / (T + 231.48)) * g21 / 760; + double k13 = Math.Pow(10, 8.10765 - 1750.286 / (T + 235)) * g13 / 760; + double k23 = Math.Pow(10, 8.10765 - 1750.286 / (T + 235)) * g23 / 760; + double fx11 = x11 * (L1 + L2 * k11 / k21 + V * k11) - 0.23; + double fx12 = x12 * (L1 + L2 * k12 / k22 + V * k12) - 0.27; + double fx13 = x13 * (L1 + L2 * k13 / k23 + V * k13) - 0.5; + double fx21 = x21 - x11 * k11 / k21; + double fx22 = x22 - x12 * k12 / k22; + double fx23 = x23 - x13 * k13 / k23; + double fV = x11 + x12 + x13 - 1; + double fL1 = L1 + L2 + V - 1; + double fL2 = x21 + x22 + x23 - 1; + return new DenseVector(new[] { fx11, fx12, fx13, fx21, fx22, fx23, fV, fL1, fL2 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.3, 0, 0.7, 0, 1, 0, 0.4, 0.55, 0.06 }), 1e-14); + Assert.AreEqual(0.2253818399616, r[0], 1e-5); + Assert.AreEqual(0.0042438488738, r[1], 1e-5); + Assert.AreEqual(0.7703743111646, r[2], 1e-5); + Assert.AreEqual(0.0960474647746, r[3], 1e-5); + Assert.AreEqual(0.8916699617303, r[4], 1e-5); + Assert.AreEqual(0.0122825734951, r[5], 1e-5); + Assert.AreEqual(0.3838837845197, r[6], 1e-5); + Assert.AreEqual(0.5483053023942, r[7], 1e-5); + Assert.AreEqual(0.0678109130861, r[8], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-12); + Assert.AreEqual(0, fa1(r)[6], 1e-12); + Assert.AreEqual(0, fa1(r)[7], 1e-12); + Assert.AreEqual(0, fa1(r)[8], 1e-12); + } + + [Test] + public void Teneq1a() + { + // Test case from http://www.polymath-software.com/library/nle/Teneq1a.htm + // method fails if started too far away from the root + Func, Vector> fa1 = xa => + { + double x1 = xa[0]; + double x2 = xa[1]; + double x3 = xa[2]; + double x4 = xa[3]; + double x5 = xa[4]; + double x6 = xa[5]; + double x7 = xa[6]; + double x8 = xa[7]; + double x9 = xa[8]; + double x10 = xa[9]; + const double R = 10; + double xs = x1 + x2 + x3 + x4 + x5 + x6 + x7 + x8 + x9 + x10; + double fx1 = x1 + x4 - 3; + double fx2 = 2 * x1 + x2 + x4 + x7 + x8 + x9 + 2 * x10 - R; + double fx3 = 2 * x2 + 2 * x5 + x6 + x7 - 8; + double fx4 = 2 * x3 + x5 - 4 * R; + double fx5 = x1 * x5 - 0.193 * x2 * x4; + double fx6 = x6 * Math.Sqrt(x2) - 0.002597 * Math.Sqrt(x2 * x4 * xs); + double fx7 = x7 * Math.Sqrt(x4) - 0.003448 * Math.Sqrt(x1 * x4 * xs); + double fx8 = x8 * x4 - 1.799e-5 * x2 * xs; + double fx9 = x9 * x4 - 0.0002155 * x1 * Math.Sqrt(x3 * xs); + double fx10 = x10 * x4 * x4 - 3.846e-5 * x4 * x4 * xs; + return new DenseVector(new[] { fx1, fx2, fx3, fx4, fx5, fx6, fx7, fx8, fx9, fx10 }); + }; + + Assert.That(() => Broyden.FindRoot(fa1, new DenseVector(new double[] { 1, 1, 10, 1, 1, 1, 0, 0, 0, 0 }), 1e-1), Throws.TypeOf()); + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 3, 4, 20, 0.1, 0.1, 0.01, 0.01, 0.01, 0.1, 0.001 }), 1e-14); + Assert.AreEqual(2.88010599840556, r[0], 1e-5); + Assert.AreEqual(3.95067493980017, r[1], 1e-5); + Assert.AreEqual(19.9841296101664, r[2], 1e-5); + Assert.AreEqual(0.11989400159444, r[3], 1e-5); + Assert.AreEqual(0.03174077966720, r[4], 1e-5); + Assert.AreEqual(0.00468458194156, r[5], 1e-5); + Assert.AreEqual(0.03048397912369, r[6], 1e-5); + Assert.AreEqual(0.01608812124188, r[7], 1e-5); + Assert.AreEqual(0.12055939838135, r[8], 1e-5); + Assert.AreEqual(0.00104378152368, r[9], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-12); + Assert.AreEqual(0, fa1(r)[6], 1e-12); + Assert.AreEqual(0, fa1(r)[7], 1e-12); + Assert.AreEqual(0, fa1(r)[8], 1e-12); + Assert.AreEqual(0, fa1(r)[9], 1e-12); + } + + [Test] + public void Teneq1b() + { + // Test case from http://www.polymath-software.com/library/nle/Teneq1b.htm + // method fails if started too far away from the root + Func, Vector> fa1 = xa => + { + double x1 = xa[0]; + double x2 = xa[1]; + double x3 = xa[2]; + double x4 = xa[3]; + double x5 = xa[4]; + double x6 = xa[5]; + double x7 = xa[6]; + double x8 = xa[7]; + double x9 = xa[8]; + double x10 = xa[9]; + const double R = 40; + double xs = x1 + x2 + x3 + x4 + x5 + x6 + x7 + x8 + x9 + x10; + double fx1 = x1 + x4 - 3; + double fx2 = 2 * x1 + x2 + x4 + x7 + x8 + x9 + 2 * x10 - R; + double fx3 = 2 * x2 + 2 * x5 + x6 + x7 - 8; + double fx4 = 2 * x3 + x5 - 4 * R; + double fx5 = x1 * x5 - 0.193 * x2 * x4; + double fx6 = x6 * Math.Sqrt(x2) - 0.002597 * Math.Sqrt(x2 * x4 * xs); + double fx7 = x7 * Math.Sqrt(x4) - 0.003448 * Math.Sqrt(x1 * x4 * xs); + double fx8 = x8 * x4 - 1.799e-5 * x2 * xs; + double fx9 = x9 * x4 - 0.0002155 * x1 * Math.Sqrt(x3 * xs); + double fx10 = x10 * x4 * x4 - 3.846e-5 * x4 * x4 * xs; + return new DenseVector(new[] { fx1, fx2, fx3, fx4, fx5, fx6, fx7, fx8, fx9, fx10 }); + }; + + Assert.That(() => Broyden.FindRoot(fa1, new DenseVector(new double[] { 2, 5, 80, 1, 0, 0, 0, 0, 20, 5 }), 1e-5), Throws.TypeOf()); + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 3, 4, 80, 0.001, 0.001, 0.001, 0.01, 4, 26, 0.01 }), 1e-14); + Assert.AreEqual(2.99763549788728, r[0], 1e-5); + Assert.AreEqual(3.96642685827836, r[1], 1e-5); + Assert.AreEqual(79.9996980829447, r[2], 1e-5); + Assert.AreEqual(0.00236450211272, r[3], 1e-5); + Assert.AreEqual(0.00060383411050, r[4], 1e-5); + Assert.AreEqual(0.00136594705508, r[5], 1e-5); + Assert.AreEqual(0.06457266816721, r[6], 1e-5); + Assert.AreEqual(3.53081557628766, r[7], 1e-5); + Assert.AreEqual(26.43154979533460, r[8], 1e-5); + Assert.AreEqual(0.00449980202242, r[9], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-12); + Assert.AreEqual(0, fa1(r)[6], 1e-12); + Assert.AreEqual(0, fa1(r)[7], 1e-12); + Assert.AreEqual(0, fa1(r)[8], 1e-12); + Assert.AreEqual(0, fa1(r)[9], 1e-12); + } + + [Test] + public void Teneq2a() + { + // Test case from http://www.polymath-software.com/library/nle/Teneq2a.htm + // method fails if started too far away from the root + Func, Vector> fa1 = xa => + { + double n1 = xa[0]; + double n2 = xa[1]; + double n3 = xa[2]; + double n4 = xa[3]; + double n5 = xa[4]; + double n6 = xa[5]; + double n7 = xa[6]; + double n8 = xa[7]; + double n9 = xa[8]; + double n10 = xa[9]; + double nt = n1 + n2 + n3 + n4 + n5 + n6 + n7 + n8 + n9 + n10; + const double K5 = 0.193; + const double K6 = 2.597e-3; + const double K7 = 3.448e-3; + const double K8 = 1.799e-5; + const double K9 = 2.155e-4; + const double K10 = 3.846e-5; + const double R = 10; + const double p = 40; + double fn1 = n1 + n4 - 3; + double fn2 = 2 * n1 + n2 + n4 + n7 + n8 + n9 + 2 * n10 - R; + double fn3 = 2 * n2 + 2 * n5 + n6 + n7 - 8; + double fn4 = 2 * n3 + n9 - 4 * R; + double fn5 = K5 * n2 * n4 - n1 * n5; + double fn6 = K6 * Math.Sqrt(n2 * n4) - Math.Sqrt(n1) * n6 * Math.Sqrt(p / nt); + double fn7 = K7 * Math.Sqrt(n1 * n2) - Math.Sqrt(n4) * n7 * Math.Sqrt(p / nt); + double fn8 = K8 * n1 - n4 * n8 * (p / nt); + double fn9 = K9 * n1 * Math.Sqrt(n3) - n4 * n9 * Math.Sqrt(p / nt); + double fn10 = K10 * n1 * n1 - n4 * n4 * n10 * (p / nt); + return new DenseVector(new[] { fn1, fn2, fn3, fn4, fn5, fn6, fn7, fn8, fn9, fn10 }); + }; + + Assert.That(() => Broyden.FindRoot(fa1, new DenseVector(new[] { 1.5, 2, 35, 0.5, 0.05, 0.005, 0.04, 0.003, 0.02, 5 }), 1e-5), Throws.TypeOf()); + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 3, 4, 20, 0.1, 0.01, 0.001, 0.04, 0.003, 0.03, 0.03 }), 1e-14); + Assert.AreEqual(2.91572542389522, r[0], 1e-5); + Assert.AreEqual(3.96094281080888, r[1], 1e-5); + Assert.AreEqual(19.9862916465515, r[2], 1e-5); + Assert.AreEqual(8.42745761047765E-02, r[3], 1e-5); + Assert.AreEqual(2.20956017698935E-02, r[4], 1e-5); + Assert.AreEqual(7.22766590884200E-04, r[5], 1e-5); + Assert.AreEqual(3.32004082515745E-02, r[6], 1e-5); + Assert.AreEqual(4.21099693391800E-04, r[7], 1e-5); + Assert.AreEqual(2.74167068969179E-02, r[8], 1e-5); + Assert.AreEqual(3.11467752270064E-02, r[9], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-12); + Assert.AreEqual(0, fa1(r)[6], 1e-12); + Assert.AreEqual(0, fa1(r)[7], 1e-12); + Assert.AreEqual(0, fa1(r)[8], 1e-12); + Assert.AreEqual(0, fa1(r)[9], 1e-12); + } + + [Test] + public void Teneq2b() + { + // Test case from http://www.polymath-software.com/library/nle/Teneq2b.htm + // Found solution disagrees with testcase!? Method fails if started too far away from the root. + Func, Vector> fa1 = xa => + { + double n1 = xa[0]; + double n2 = xa[1]; + double n3 = xa[2]; + double n4 = xa[3]; + double n5 = xa[4]; + double n6 = xa[5]; + double n7 = xa[6]; + double n8 = xa[7]; + double n9 = xa[8]; + double n10 = xa[9]; + double nt = n1 + n2 + n3 + n4 + n5 + n6 + n7 + n8 + n9 + n10; + const double K5 = 0.193; + const double K6 = 2.597e-3; + const double K7 = 3.448e-3; + const double K8 = 1.799e-5; + const double K9 = 2.155e-4; + const double K10 = 3.846e-5; + const double R = 40; + const double p = 40; + double fn1 = n1 + n4 - 3; + double fn2 = 2 * n1 + n2 + n4 + n7 + n8 + n9 + 2 * n10 - R; + double fn3 = 2 * n2 + 2 * n5 + n6 + n7 - 8; + double fn4 = 2 * n3 + n9 - 4 * R; + double fn5 = K5 * n2 * n4 - n1 * n5; + double fn6 = K6 * Math.Sqrt(n2 * n4) - Math.Sqrt(n1) * n6 * Math.Sqrt(p / nt); + double fn7 = K7 * Math.Sqrt(n1 * n2) - Math.Sqrt(n4) * n7 * Math.Sqrt(p / nt); + double fn8 = K8 * n1 - n4 * n8 * (p / nt); + double fn9 = K9 * n1 * Math.Sqrt(n3) - n4 * n9 * Math.Sqrt(p / nt); + double fn10 = K10 * n1 * n1 - n4 * n4 * n10 * (p / nt); + return new DenseVector(new[] { fn1, fn2, fn3, fn4, fn5, fn6, fn7, fn8, fn9, fn10 }); + }; + + Assert.That(() => Broyden.FindRoot(fa1, new DenseVector(new[] { 1.5, 2, 35, 0.5, 0.05, 0.005, 0.04, 0.003, 0.02, 5 }), 1e-5), Throws.TypeOf()); + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 3, 4, 80, 0.01, 0.002, 0.0006, 0.1, 0.004, 0.1, 15 }), 1e-14); + //Assert.AreEqual(2.91572542389522, r[0], 1e-5); + //Assert.AreEqual(3.96094281080888, r[1], 1e-5); + //Assert.AreEqual(19.9862916465515, r[2], 1e-5); + //Assert.AreEqual(8.42745761047765E-02, r[3], 1e-5); + //Assert.AreEqual(2.20956017698935E-02, r[4], 1e-5); + //Assert.AreEqual(7.22766590884200E-04, r[5], 1e-5); + //Assert.AreEqual(3.32004082515745E-02, r[6], 1e-5); + //Assert.AreEqual(4.21099693391800E-04, r[7], 1e-5); + //Assert.AreEqual(2.74167068969179E-02, r[8], 1e-5); + //Assert.AreEqual(3.11467752270064E-02, r[9], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-12); + Assert.AreEqual(0, fa1(r)[6], 1e-12); + Assert.AreEqual(0, fa1(r)[7], 1e-12); + Assert.AreEqual(0, fa1(r)[8], 1e-12); + Assert.AreEqual(0, fa1(r)[9], 1e-12); + } + + [Test] + public void Teneq3() + { + // Test case from http://www.polymath-software.com/library/nle/Teneq3.htm + // method fails if started too far away from the root + Func, Vector> fa1 = xa => + { + double x1 = xa[0]; + double x2 = xa[1]; + double x3 = xa[2]; + double x4 = xa[3]; + double x5 = xa[4]; + double x6 = xa[5]; + double x7 = xa[6]; + double x8 = xa[7]; + double x9 = xa[8]; + double x10 = xa[9]; + double tau = 22.5 / (x3 + x4); + const double kA = 0.08; + const double kB = 0.03; + const double xAinf = kB / (kA + kB); + const double KA = 0.4409; + const double KB = 1.8299; + double fx1 = x3 - x1 - x9; + double fx2 = x4 - x2 - x10; + double fx3 = (x3 / (x3 + x4) - xAinf) * Math.Exp(-(kA + kB) * tau) + xAinf - x5 / (x5 + x6); + double fx4 = x3 + x4 - x5 - x6; + double fx5 = x7 / (x7 + x8) - KA * x9 / (x9 + x10); + double fx6 = x8 / (x7 + x8) - KB * x10 / (x9 + x10); + double fx7 = x5 - x7 - x9; + double fx8 = x6 - x8 - x10; + double fx9 = x1 - 0.9; + double fx10 = x2 - 0.1; + return new DenseVector(new[] { fx1, fx2, fx3, fx4, fx5, fx6, fx7, fx8, fx9, fx10 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.9, 0.1, 1, 0.2, 0.5, 0.8, 0.2, 0.7, 0.2, 0.1 }), 1e-14); + Assert.AreEqual(0.9, r[0], 1e-5); + Assert.AreEqual(0.1, r[1], 1e-5); + Assert.AreEqual(1.1898916711704, r[2], 1e-5); + Assert.AreEqual(0.2952987508752, r[3], 1e-5); + Assert.AreEqual(0.5533206920487, r[4], 1e-5); + Assert.AreEqual(0.9318697299969, r[5], 1e-5); + Assert.AreEqual(0.2634290208783, r[6], 1e-5); + Assert.AreEqual(0.7365709791217, r[7], 1e-5); + Assert.AreEqual(0.2898916711704, r[8], 1e-5); + Assert.AreEqual(0.1952987508752, r[9], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-12); + Assert.AreEqual(0, fa1(r)[6], 1e-12); + Assert.AreEqual(0, fa1(r)[7], 1e-12); + Assert.AreEqual(0, fa1(r)[8], 1e-12); + Assert.AreEqual(0, fa1(r)[9], 1e-12); + } + + [Test] + public void Eleveneq1() + { + // Test case from http://www.polymath-software.com/library/nle/11eq1.htm + // Found solution disagrees with testcase!? + Func, Vector> fa1 = xa => + { + double x1 = xa[0]; + double x2 = xa[1]; + double x3 = xa[2]; + double V = xa[3]; + double L = xa[4]; + double s11 = xa[5]; + double s12 = xa[6]; + double s13 = xa[7]; + double s61 = xa[8]; + double s62 = xa[9]; + double s63 = xa[10]; + const double s102 = 0; + double s21 = s11 / (1 + 0.211 * 1.5); + double s71 = L * x1; + double s72 = L * x2; + double s73 = L * x3; + double s41 = V * 2.523 * x1; + double s42 = V * 1.57 * x2; + double s43 = V * 0.0329 * x3; + double s51 = 0.75 * s41; + double s52 = 0.75 * s42; + double s53 = 0.75 * s43; + double s81 = 0.1 * s71; + double s101 = 0.9 * 0.1 * s71; + double s82 = 0.5 * s72; + double s83 = 0.2 * s73; + double s103 = 0.8 * 0.4 * s73; + double s22 = s12 / (1 + 0.101 * 1.5) + 0.211 * s21 * 1.5 / (1 + 0.101 * 1.5); + double s31 = s21 / (1 + 0.44 * 2); + double s23 = s13 + 0.101 * 1.5 * s22; + double s32 = s22 / (1 + 0.219 * 2) + 0.44 * s31 * 2 / (1 + 0.219 * 2); + double s33 = s23 + 0.219 * 2 * s32; + double fx1 = s61 - x1 * (L + V * 2.523); + double fx2 = s62 - x2 * (L + V * 1.57); + double fx3 = s63 - x3 * (L + V * 0.0329); + double fV = 2.523 * x1 + 1.57 * x2 + 0.0329 * x3 - 1; + double fL = x1 + x2 + x3 - 1; + double fs11 = s11 - 970 - s51; + double fs12 = s12 - 30 - s52; + double fs13 = s13 - s53; + double fs61 = s81 + s101 + s31 - s61; + double fs62 = s82 + s102 + s32 - s62; + double fs63 = s83 + s103 + s33 - s63; + return new DenseVector(new[] { fx1, fx2, fx3, V, L, s11, s12, s13, s61, s62, s63 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.1, 0.2, 0, 500, 500, 970, 30, 0, 970, 30, 0 }), 1e-14); + //Assert.AreEqual(0.16547930319775, r[0], 1e-5); + //Assert.AreEqual(0.36109556119140, r[1], 1e-5); + //Assert.AreEqual(0.4734251356109, r[2], 1e-5); + //Assert.AreEqual(630.763337421609, r[3], 1e-5); + //Assert.AreEqual(1554.563311908010, r[4], 1e-5); + //Assert.AreEqual(1167.509795711420, r[5], 1e-5); + //Assert.AreEqual(298.194278136889, r[6], 1e-5); + //Assert.AreEqual(7.368429217898, r[7], 1e-5); + //Assert.AreEqual(520.594447913209, r[8], 1e-5); + //Assert.AreEqual(918.938282370162, r[9], 1e-5); + //Assert.AreEqual(745.793919046246, r[10], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-12); + Assert.AreEqual(0, fa1(r)[6], 1e-12); + Assert.AreEqual(0, fa1(r)[7], 1e-12); + Assert.AreEqual(0, fa1(r)[8], 1e-12); + Assert.AreEqual(0, fa1(r)[9], 1e-12); + Assert.AreEqual(0, fa1(r)[10], 1e-12); + } + + [Test] + public void Thirteeneq1() + { + // Test case from http://www.polymath-software.com/library/nle/13eq1.htm + Func, Vector> fa1 = xa => + { + double v1 = xa[0]; + double v2 = xa[1]; + double v3 = xa[2]; + double v4 = xa[3]; + double v5 = xa[4]; + double v6 = xa[5]; + double v7 = xa[6]; + double v8 = xa[7]; + double v9 = xa[8]; + double v10 = xa[9]; + double v11 = xa[10]; + double v12 = xa[11]; + double v13 = xa[12]; + double xs = v1 + v2 + v3 + v4 + v5 + v6 + v7 + v8 + v9 + v10; + double fv1 = -6.089 + Math.Log(v1 / xs) + v11; + double fv2 = -17.164 + Math.Log(v2 / xs) + 2 * v11; + double fv3 = -34.054 + Math.Log(v3 / xs) + 2 * v11 + v13; + double fv4 = -5.914 + Math.Log(v4 / xs) + v12; + double fv5 = -24.721 + Math.Log(v5 / xs) + 2 * v12; + double fv6 = -14.986 + Math.Log(v6 / xs) + v11 + v12; + double fv7 = -24.1 + Math.Log(v7 / xs) + v12 + v13; + double fv8 = -10.708 + Math.Log(v8 / xs) + v13; + double fv9 = -26.662 + Math.Log(v9 / xs) + 2 * v13; + double fv10 = -22.197 + Math.Log(v10 / xs) + v11 + v13; + double fv11 = v1 + 2 * v2 + 2 * v3 + v6 + v10 - 2; + double fv12 = v4 + 2 * v5 + v6 + v7 - 1; + double fv13 = v3 + v7 + v8 + 2 * v9 + v10 - 1; + return new DenseVector(new[] { fv1, fv2, fv3, fv4, fv5, fv6, fv7, fv8, fv9, fv10, fv11, fv12, fv13 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.05, 0.2, 0.8, 0.001, 0.5, 0.0007, 0.03, 0.02, 0.1, 0.1, 10, 10, 10 }), 1e-13); + Assert.AreEqual(0.04070664967202, r[0], 1e-5); + Assert.AreEqual(0.14796418434584, r[1], 1e-5); + Assert.AreEqual(0.78211670254494, r[2], 1e-5); + Assert.AreEqual(0.00141449528575, r[3], 1e-5); + Assert.AreEqual(0.48528331804737, r[4], 1e-5); + Assert.AreEqual(0.00069374665473, r[5], 1e-5); + Assert.AreEqual(0.02732512196478, r[6], 1e-5); + Assert.AreEqual(0.01790081773259, r[7], 1e-5); + Assert.AreEqual(0.03710976393300, r[8], 1e-5); + Assert.AreEqual(0.09843782989168, r[9], 1e-5); + Assert.AreEqual(9.78442121489321, r[10], 1e-5); + Assert.AreEqual(12.9690398976484, r[11], 1e-5); + Assert.AreEqual(15.2249662814130, r[12], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-12); + Assert.AreEqual(0, fa1(r)[1], 1e-12); + Assert.AreEqual(0, fa1(r)[2], 1e-12); + Assert.AreEqual(0, fa1(r)[3], 1e-12); + Assert.AreEqual(0, fa1(r)[4], 1e-12); + Assert.AreEqual(0, fa1(r)[5], 1e-12); + Assert.AreEqual(0, fa1(r)[6], 1e-12); + Assert.AreEqual(0, fa1(r)[7], 1e-12); + Assert.AreEqual(0, fa1(r)[8], 1e-12); + Assert.AreEqual(0, fa1(r)[9], 1e-12); + Assert.AreEqual(0, fa1(r)[10], 1e-12); + Assert.AreEqual(0, fa1(r)[11], 1e-12); + Assert.AreEqual(0, fa1(r)[12], 1e-12); + } + + [Test] + public void Fourteeneq1() + { + // Test case from http://www.polymath-software.com/library/nle/14eq1.htm + Func, Vector> fa1 = xa => + { + double x11 = xa[0]; + double x12 = xa[1]; + double x13 = xa[2]; + double x21 = xa[3]; + double x22 = xa[4]; + double x23 = xa[5]; + double t1 = xa[6]; + double t2 = xa[7]; + double t3 = xa[8]; + double tf = xa[9]; + double t0 = xa[10]; + double V1 = xa[11]; + double V2 = xa[12]; + double V3 = xa[13]; + const double F = 1; + const double B = 0.75; + const double D = 0.25; + double L0 = V1 - D; + double L1 = V2 - D; + double L2 = V3 + F - D; + const double L3 = B; + const double P = 760 * 120 / 14.7; + double k11 = Math.Pow(10, 6.80776 - 935.77 / ((t1 - 32) * 5 / 9 + 238.789)) / P; + double k12 = Math.Pow(10, 6.80776 - 935.77 / ((t2 - 32) * 5 / 9 + 238.789)) / P; + double k13 = Math.Pow(10, 6.80776 - 935.77 / ((t3 - 32) * 5 / 9 + 238.789)) / P; + double k21 = Math.Pow(10, 6.85296 - 1064.84 / ((t1 - 32) * 5 / 9 + 232.012)) / P; + double k22 = Math.Pow(10, 6.85296 - 1064.84 / ((t2 - 32) * 5 / 9 + 232.012)) / P; + double k23 = Math.Pow(10, 6.85296 - 1064.84 / ((t3 - 32) * 5 / 9 + 232.012)) / P; + double k1f = Math.Pow(10, 6.80776 - 935.77 / ((tf - 32) * 5 / 9 + 238.789)) / P; + double k2f = Math.Pow(10, 6.85296 - 1064.84 / ((tf - 32) * 5 / 9 + 232.012)) / P; + double k10 = Math.Pow(10, 6.80776 - 935.77 / ((t0 - 32) * 5 / 9 + 238.789)) / P; + double k20 = Math.Pow(10, 6.85296 - 1064.84 / ((tf - 32) * 5 / 9 + 232.012)) / P; + double hl1 = t1 * (29.6 + 0.04 * t1) * x11 + t1 * (38.5 + 0.025 * t1) * x21; + double hv1 = (8003 + t1 * (43.8 - 0.04 * t1)) * k11 * x11 + (12004 + t1 * (31.7 + 0.007 * t1)) * k21 * x21; + double hl2 = t2 * (29.6 + 0.04 * t2) * x12 + t2 * (38.5 + 0.025 * t2) * x22; + double hv2 = (8003 + t2 * (43.8 - 0.04 * t2)) * k12 * x12 + (12004 + t2 * (31.7 + 0.007 * t2)) * k22 * x22; + double hl3 = t3 * (29.6 + 0.04 * t3) * x13 + t3 * (38.5 + 0.025 * t3) * x23; + double hv3 = (8003 + t3 * (43.8 - 0.04 * t3)) * k13 * x13 + (12004 + t3 * (31.7 + 0.007 * t3)) * k23 * x23; + const double z1 = 0.40; + const double z2 = 1 - z1; + double hf = tf * (29.6 + 0.04 * tf) * z1 + tf * (38.5 + 0.025 * tf) * z2; + double h0 = t0 * (29.6 + 0.04 * t0) * k10 * k11 * x11 + t0 * (38.5 + 0.025 * t0) * k20 * k21 * x21; + const double Q = 10000; + double fx11 = -((V1 - L0) * k11 + L1) * x11 + V2 * k12 * x12; + double fx12 = L1 * x11 - (V2 * k12 + L2) * x12 + V3 * k13 * x13 + z1 * F; + double fx13 = L2 * x12 - (V3 * k13 + B) * x13; + double fx21 = -((V1 - L0) * k21 + L1) * x21 + V2 * k22 * x22; + double fx22 = L1 * x21 - (V2 * k22 + L2) * x22 + V3 * k23 * x23 + z2 * F; + double fx23 = L2 * x22 - (V3 * k23 + B) * x23; + double ft1 = k11 * x11 + k21 * x21 - 1; + double ft2 = k12 * x12 + k22 * x22 - 1; + double ft3 = k13 * x13 + k23 * x23 - 1; + double ftf = k1f * z1 + k2f * z2 - 1; + double ft0 = k10 * k11 * x11 + k20 * k21 * x21 - 1; + double fV1 = -V1 * hv1 + V2 * hv2 - L1 * hl1 + L0 * h0; + double fV2 = -V2 * hv2 + V3 * hv3 + hf + L1 * hl1 - L2 * hl2; + double fV3 = -V3 * hv3 + Q + L2 * hl2 - L3 * hl3; + return new DenseVector(new[] { fx11, fx12, fx13, fx21, fx22, fx23, ft1, ft2, ft3, ftf, ft0, fV1, fV2, fV3 }); + }; + + Vector r = Broyden.FindRoot(fa1, new DenseVector(new[] { 0.5, 0.4, 0.3, 0.3, 0.4, 0.5, 145, 190, 210, 200, 200, 1, 1, 1 }), 1e-10); + Assert.AreEqual(0.57902594925514, r[0], 1e-5); + Assert.AreEqual(0.39569120229748, r[1], 1e-5); + Assert.AreEqual(0.27186578944464, r[2], 1e-5); + Assert.AreEqual(0.42097405074479, r[3], 1e-5); + Assert.AreEqual(0.60430879770252, r[4], 1e-5); + Assert.AreEqual(0.72813421055536, r[5], 1e-5); + Assert.AreEqual(186.378525897475, r[6], 1e-5); + Assert.AreEqual(200.526868526979, r[7], 1e-5); + Assert.AreEqual(211.486095297259, r[8], 1e-5); + Assert.AreEqual(200.167501447086, r[9], 1e-5); + Assert.AreEqual(169.064015709595, r[10], 1e-5); + Assert.AreEqual(1.08137588467567, r[11], 1e-5); + Assert.AreEqual(1.06683987591090, r[12], 1e-5); + Assert.AreEqual(1.04952829661125, r[13], 1e-5); + Assert.AreEqual(0, fa1(r)[0], 1e-10); + Assert.AreEqual(0, fa1(r)[1], 1e-10); + Assert.AreEqual(0, fa1(r)[2], 1e-10); + Assert.AreEqual(0, fa1(r)[3], 1e-10); + Assert.AreEqual(0, fa1(r)[4], 1e-10); + Assert.AreEqual(0, fa1(r)[5], 1e-10); + Assert.AreEqual(0, fa1(r)[6], 1e-10); + Assert.AreEqual(0, fa1(r)[7], 1e-10); + Assert.AreEqual(0, fa1(r)[8], 1e-10); + Assert.AreEqual(0, fa1(r)[9], 1e-10); + Assert.AreEqual(0, fa1(r)[10], 1e-10); + Assert.AreEqual(0, fa1(r)[11], 1e-10); + Assert.AreEqual(0, fa1(r)[12], 1e-10); + Assert.AreEqual(0, fa1(r)[13], 1e-10); + } + + /// + /// Demonstrate how Broyden method fails because Jacobian step size approaches zero without limits + /// when the initial value approaches coordinate axis. + /// + [Test] + public void NumericalAccuracyProblemsWithBroydenMethod() + { + Func, Vector> f = xa => + { + var x1 = xa[0]; + var x2 = xa[1]; + var f1 = 1 + x1; + var f2 = 1 + x2; + return new DenseVector(new[] { f1, f2 }); + }; + var init = new DenseVector(new[] { 10 * Precision.PositiveMachineEpsilon, 1.0 }); + Vector r = Broyden.FindRoot(f, init, 1e-5); + Assert.AreEqual(-1.0, r[0], 1e-5); + Assert.AreEqual(-1.0, r[1], 1e-5); + } + } +} diff --git a/src/Numerics/RootFinding/Broyden.cs b/src/Numerics/RootFinding/Broyden.cs index 3b579d34c..d34e658a0 100644 --- a/src/Numerics/RootFinding/Broyden.cs +++ b/src/Numerics/RootFinding/Broyden.cs @@ -57,6 +57,24 @@ public static double[] FindRoot(Func f, double[] initialGues throw new NonConvergenceException("The algorithm has failed, exceeded the number of iterations allowed or there is no root within the provided bounds."); } + /// Find a solution of the equation f(x)=0. + /// The function to find roots from. + /// Initial guess of the root. + /// Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Default 1e-8. Must be greater than 0. + /// Maximum number of iterations. Default 100. + /// Relative step size for calculating the Jacobian matrix at first step. Default 1.0e-4 + /// Returns the root with the specified accuracy. + /// + public static Vector FindRoot(Func, Vector> f, Vector initialGuess, double accuracy = 1e-8, int maxIterations = 100, double jacobianStepSize = 1.0e-4) + { + if (TryFindRootWithJacobianStep(f, initialGuess, accuracy, maxIterations, jacobianStepSize, out var root)) + { + return root; + } + + throw new NonConvergenceException("The algorithm has failed, exceeded the number of iterations allowed or there is no root within the provided bounds."); + } + /// Find a solution of the equation f(x)=0. /// The function to find roots from. /// Initial guess of the root. @@ -84,21 +102,21 @@ public static bool TryFindRootWithJacobianStep(Func f, doubl { for (int i = 0; i <= maxIterations; i++) { - var dx = (DenseVector) (-B.LU().Solve(y)); + var dx = (DenseVector)(-B.LU().Solve(y)); var xnew = x + dx; var ynew = new DenseVector(f(xnew.Values)); double gnew = ynew.L2Norm(); if (gnew > g) { - double g2 = g*g; - double scale = g2/(g2 + gnew*gnew); + double g2 = g * g; + double scale = g2 / (g2 + gnew * gnew); if (scale == 0.0) { scale = 1.0e-4; } - dx = scale*dx; + dx = scale * dx; xnew = x + dx; ynew = new DenseVector(f(xnew.Values)); gnew = ynew.L2Norm(); @@ -129,6 +147,80 @@ public static bool TryFindRootWithJacobianStep(Func f, doubl root = null; return false; } + + /// Find a solution of the equation f(x)=0. + /// The function to find roots from. + /// Initial guess of the root. + /// Desired accuracy. The root will be refined until the accuracy or the maximum number of iterations is reached. Must be greater than 0. + /// Maximum number of iterations. Usually 100. + /// Relative step size for calculating the Jacobian matrix at first step. + /// The root that was found, if any. Undefined if the function returns false. + /// True if a root with the specified accuracy was found, else false. + public static bool TryFindRootWithJacobianStep(Func, Vector> f, Vector initialGuess, double accuracy, int maxIterations, double jacobianStepSize, out Vector root) + { + if (accuracy <= 0) + { + throw new ArgumentOutOfRangeException(nameof(accuracy), "Must be greater than zero."); + } + + var x = initialGuess; + + var y0 = f(initialGuess); + var y = y0; + var g = y.L2Norm(); + + Matrix B = CalculateApproximateJacobian(f, initialGuess, y0, jacobianStepSize); + + try + { + for (int i = 0; i <= maxIterations; i++) + { + var dx = (DenseVector)(-B.LU().Solve(y)); + var xnew = x + dx; + var ynew = f(xnew); + double gnew = ynew.L2Norm(); + + if (gnew > g) + { + double g2 = g * g; + double scale = g2 / (g2 + gnew * gnew); + if (scale == 0.0) + { + scale = 1.0e-4; + } + + dx = scale * dx; + xnew = x + dx; + ynew = f(xnew); + gnew = ynew.L2Norm(); + } + + if (gnew < accuracy) + { + root = xnew; + return true; + } + + // update Jacobian B + var dF = ynew - y; + var dB = (dF - B.Multiply(dx)).ToColumnMatrix() * dx.Multiply(1.0 / Math.Pow(dx.L2Norm(), 2)).ToRowMatrix(); + B += dB; + + x = xnew; + y = ynew; + g = gnew; + } + } + catch (InvalidParameterException) + { + root = null; + return false; + } + + root = null; + return false; + } + /// Find a solution of the equation f(x)=0. /// The function to find roots from. /// Initial guess of the root. @@ -158,7 +250,7 @@ static Matrix CalculateApproximateJacobian(Func f, d for (int j = 0; j < dim; j++) { - double h = (1.0+Math.Abs(x0[j]))*jacobianStepSize; + double h = (1.0 + Math.Abs(x0[j])) * jacobianStepSize; var xj = x[j]; x[j] = xj + h; @@ -167,7 +259,39 @@ static Matrix CalculateApproximateJacobian(Func f, d for (int i = 0; i < dim; i++) { - B.At(i, j, (y[i] - y0[i])/h); + B.At(i, j, (y[i] - y0[i]) / h); + } + } + + return B; + } + + /// + /// Helper method to calculate an approximation of the Jacobian. + /// + /// The function. + /// The argument (initial guess). + /// The result (of initial guess). + /// Relative step size for calculating the Jacobian. + static Matrix CalculateApproximateJacobian(Func, Vector> f, Vector x0, Vector y0, double jacobianStepSize) + { + int dim = x0.Count; + var B = new DenseMatrix(dim); + + var x = x0.ToArray(); + + for (int j = 0; j < dim; j++) + { + double h = (1.0 + Math.Abs(x0[j])) * jacobianStepSize; + + var xj = x[j]; + x[j] = xj + h; + var y = f(new DenseVector(x)); + x[j] = xj; + + for (int i = 0; i < dim; i++) + { + B.At(i, j, (y[i] - y0[i]) / h); } }