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Imports Mapack |
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Namespace MathEx.AccelMethods |
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Public Class GDEM |
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Public Shared Function Promote(ByVal currX As Double(), ByVal dXvec As ArrayList, ByVal nu As Integer) As Double() |
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If nu = 0 Then Return currX |
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Dim n As Integer = currX.Length - 1 |
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Dim m As Integer = dXvec.Count - 1 |
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Dim newX(n) As Double |
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Dim mu0 As Mapack.Matrix = New Mapack.Matrix(nu - 1, 1) |
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Dim mu As Mapack.Matrix = New Mapack.Matrix(nu, 1) |
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Dim W As Mapack.Matrix = New Mapack.Matrix(n + 1, n + 1) |
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Dim prod As Mapack.Matrix = New Mapack.Matrix(n + 1, n + 1) |
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Dim m1 As Mapack.Matrix = New Mapack.Matrix(n + 1, 1) |
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Dim m2 As Mapack.Matrix = New Mapack.Matrix(1, n + 1) |
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Dim b As Mapack.Matrix = New Mapack.Matrix(nu - 1, nu - 1) |
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Dim b1 As Mapack.Matrix = New Mapack.Matrix(nu - 1, 1) |
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Dim i, j, k As Integer |
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Dim value, currvalue As Double |
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i = 0 |
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Do |
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j = 0 |
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Do |
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If i <> j Then |
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W(i, j) = 0 |
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Else |
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value = 0.0001 |
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currvalue = dXvec(m)(i, 0) |
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If value < 1 / currvalue ^ 2 Then |
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W(i, j) = value |
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Else |
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W(i, j) = 1 / currvalue ^ 2 |
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End If |
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End If |
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j = j + 1 |
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Loop Until j = n + 1 |
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i = i + 1 |
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Loop Until i = n + 1 |
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If nu > 1 Then |
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j = 1 |
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Do |
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m1 = dXvec(m - j) |
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k = 1 |
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Do |
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m2 = dXvec(m - k) |
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b(j - 1, k - 1) = (m1.Transpose.Multiply(W).Multiply(m2)).FrobeniusNorm ^ 2 |
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k = k + 1 |
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Loop Until k = nu |
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j = j + 1 |
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Loop Until j = nu |
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j = 0 |
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Do |
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m1 = dXvec(m - j) |
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m2 = dXvec(m - 1) |
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b1(j, 0) = (m1.Transpose.Multiply(W).Multiply(m2)).FrobeniusNorm ^ 2 |
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j = j + 1 |
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Loop Until j = nu - 1 |
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If b.Determinant = 0 Then Return currX Else mu0 = b.Solve(b1) |
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i = 0 |
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Do |
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mu(i + 1, 0) = mu0(i, 0) |
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i = i + 1 |
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Loop Until i = nu - 1 |
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mu(0, 0) = 1 |
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Dim sum1 As Double = 0 |
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i = 0 |
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Do |
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sum1 += mu(i, 0) |
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i = i + 1 |
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Loop Until i = nu |
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Dim sum2 As Double = 0, sum3 As Double = 0 |
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k = 0 |
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Do |
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sum3 = 0 |
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i = 0 |
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Do |
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sum2 = 0 |
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j = i + 1 |
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Do |
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sum2 += mu(j, 0) |
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j = j + 1 |
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Loop Until j = nu |
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sum3 += dXvec(m - i)(k, 0) * sum2 |
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i = i + 1 |
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Loop Until i = nu - 1 |
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newX(k) = currX(k) - sum3 / sum1 |
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k = k + 1 |
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Loop Until k = n + 1 |
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Return newX |
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Else |
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m1 = dXvec(m) |
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m2 = dXvec(m - 1) |
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mu(0, 0) = -(m1.Transpose.Multiply(W).Multiply(m2)).FrobeniusNorm ^ 2 |
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m1 = dXvec(m - 1) |
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m2 = dXvec(m - 1) |
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mu(0, 0) = mu(0, 0) / (m1.Transpose.Multiply(W).Multiply(m2)).FrobeniusNorm ^ 2 |
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k = 0 |
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Do |
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newX(k) = currX(k) + dXvec(m)(k, 0) / (1 + mu(0, 0)) |
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k = k + 1 |
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Loop Until k = n + 1 |
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Return newX |
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End If |
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End Function |
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End Class |
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End Namespace |
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