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https://github.com/BachoSeven/homotopy-continuation.git
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Add more examples, homogenize() and change step function
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@@ -14,7 +14,9 @@ This is a project for the "Laboratorio Computazionale" exam at the University of
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- Parallelization
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- Extract functions in separate modules(?)
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## Example system
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## Example systems
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Here's some tests on 2x2 systems, with the plotted real approximate solutions
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$$
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\begin{align*}
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@@ -23,6 +25,26 @@ xy - 1 &= 0 \\
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\end{align*}
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$$
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Plot of the approximate solutions:
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---
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$$
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\begin{align*}
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x^2 + y^2 - 2 &= 0 \\
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xy - 1 &= 0 \\
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\end{align*}
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$$
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---
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$$
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\begin{align*}
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x^3 + 5x^2 - y - 10 &= 0 \\
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2x^2 - y - 10 &= 0 \\
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\end{align*}
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$$
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@@ -5,12 +5,20 @@ using Plots
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# Define start system based on total degree
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function start_system(F)
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degrees = [maxdegree(p) for p in F]
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# @polyvar h
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# G = [x_i^d - h^d for (d, x_i) in zip(degrees, variables(F))]
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G = [x_i^d - 1 for (d, x_i) in zip(degrees, variables(F))]
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r = [[exp(2im*pi/d)^k for k=0:d-1] for d in degrees]
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roots = collect(Iterators.product(r...))
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# roots = vec([vcat(collect(root), 1) for root in collect(Iterators.product(r...))])
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roots = vec([collect(root) for root in collect(Iterators.product(r...))])
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return (G, roots)
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end
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function homogenize(F)
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@polyvar h
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return [sum([h^(maxdegree(p)-maxdegree(t))*t for t in p.terms]) for p in F]
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end
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# Define homotopy function
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function homotopy(F, G)
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γ = cis(2π * rand())
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@@ -32,7 +40,7 @@ function en_step(H, x, t, step_size)
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xp = x .+ Δx * step_size
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# Corrector step
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for _ in 1:5
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for _ in 1:10
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JH = [jh(vars=>xp) for jh in differentiate(H(t+step_size), vars)]
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Δx = JH \ -[h(vars=>xp) for h in H(t+step_size)]
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xp = xp .+ Δx
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@@ -45,11 +53,14 @@ function en_step(H, x, t, step_size)
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end
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# Adaptive step size
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function adapt_step(H, x, t, step, m)
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Δ = LinearAlgebra.norm([h(variables(H(t))=>x) for h in H(t)])
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function adapt_step(x, x_old, step, m)
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Δ = LinearAlgebra.norm(x - x_old)
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# function adapt_step(H, x, t, step, m)
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# Δ = LinearAlgebra.norm([h(variables(H(t))=>x) for h in H(t)])
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if Δ > 0.1
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step = 0.5 * step
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elseif Δ < 0.001
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m = 0
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else
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m+=1
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if (m == 5)
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step = 2 * step
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@@ -61,20 +72,22 @@ function adapt_step(H, x, t, step, m)
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end
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# Main homotopy continuation loop
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function solve(F, maxsteps=10000)
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(G, roots) = start_system(F)
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function solve(F, (G, roots) = start_system(F), maxsteps=10000)
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# F=homogenize(F)
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H=homotopy(F,G)
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solutions = []
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for r in roots
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t = 1.0
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step_size = 0.1
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step_size = 0.01
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x0 = r
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m = 0
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while t > 0 && maxsteps > 0
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x0 = en_step(H, x0, t, step_size)
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(m, step_size) = adapt_step(H, x0, t, step_size, m)
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x = en_step(H, x0, t, step_size)
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(m, step_size) = adapt_step(x, x0, step_size, m)
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# (m, step_size) = adapt_step(H, x, t, step_size, m)
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x0 = x
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t -= step_size
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maxsteps -= 1
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end
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@@ -84,20 +97,29 @@ function solve(F, maxsteps=10000)
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return solutions
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end
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function plot_real(solutions, F)
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p=plot(xlim = (-3, 3), ylim = (-3, 3), aspect_ratio = :equal)
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contour!(-3:0.1:3, -3:0.1:3, (x,y)->F[1](variables(F)=>[x,y]), levels=[0], cbar=false, color=:cyan)
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contour!(-3:0.1:3, -3:0.1:3, (x,y)->F[2](variables(F)=>[x,y]), levels=[0], cbar=false, color=:green)
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scatter!([real(sol[1]) for sol in solutions], [real(sol[2]) for sol in solutions], color = "red", label = "Solutions")
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function plot_real(solutions, F, h, v, name)
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p=plot(xlim = (-h, h), ylim = (-v, v), aspect_ratio = :equal)
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contour!(-h:0.1:h, -v:0.1:v, (x,y)->F[1](variables(F)=>[x,y]), levels=[0], cbar=false, color=:cyan)
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contour!(-h:0.1:h, -v:0.1:v, (x,y)->F[2](variables(F)=>[x,y]), levels=[0], cbar=false, color=:green)
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scatter!([real(sol[1]) for sol in solutions], [real(sol[2]) for sol in solutions], color = "red", label = "Real solutions")
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png("solutions")
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png("solutions" * name)
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end
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# Input polynomial system
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@polyvar x y
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F = [x*y - 1, x^2 + y^2 - 4]
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T = [x*y - 1, x^2 + y^2 - 2]
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C = [x^3 - y + 5x^2 - 10, 2x^2 - y - 10]
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P = [x*y - 1, x*y]
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sF = solve(F)
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sF = filter(u -> imag(u[1]) < 0.1 && imag(u[2]) < 0.1, solve(F))
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sT = filter(u -> imag(u[1]) < 0.1 && imag(u[2]) < 0.1, solve(T))
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sC = filter(u -> imag(u[1]) < 0.1 && imag(u[2]) < 0.1, solve(C))
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# sP = filter(u -> imag(u[1]) < 0.1 && imag(u[2]) < 0.1, solve(P))
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# Plotting the system and the real solutions
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plot_real(sF, F)
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plot_real(sF, F, 4, 4, "1")
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plot_real(sT, T, 4, 4, "2")
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plot_real(sC, C, 6, 12, "3")
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# plot_real(sP, P, 5, 5, "4")
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