Path tracking
We also export a path tracking primitive to make the core path tracking routine available for other applications. At the heart is a PathTracker
object which holds all the state. The easiest way to construct a PathTracker
is to use the pathtracker_startsolutions
routine.
HomotopyContinuation.pathtracker_startsolutions
— Function.pathtracker_startsolutions(args...; kwargs...)
Construct a PathTracker
and startsolutions
in the same way solve
does it. This also takes the same input arguments as solve
. This is convenient if you want to investigate single paths.
HomotopyContinuation.pathtracker
— Function.pathtracker(args...; kwargs...)
Construct a PathTracker
in the same way solve
does it. This also takes the same input arguments as solve
with the exception that you do not need to specify startsolutions. This is convenient if you want to investigate single paths.
Examples
Obtain single solution
We want to construct a path tracker to track a parameterized system f
with parameters p
from the parameters a
to b
.
tracker = pathtracker(f, parameters=p, p₁=a, p₀=b)
You then can obtain a single solution at b
by using
x_b = track(tracker, x_a).x
Trace a path
To trace a path you can use the iterator
method.
tracker = pathtracker(f, parameters=p, p₁=a, p₀=b, max_step_size =0.01)
for (x, t) in iterator(tracker, x₁)
@show (x,t)
end
If we want to guarantee smooth traces we can limit the maximal step size.
tracker = pathtracker(f, parameters=p, p₁=a, p₀=b, max_step_size =0.01)
for (x, t) in iterator(tracker, x₁)
@show (x,t)
end
Types
HomotopyContinuation.PathTracker
— Type. PathTracker(H::AbstractHomotopy, x₁, t₁, t₀; options...)::PathTracker
Create a PathTracker
to track x₁
from t₁
to t₀
. The homotopy H
needs to be homogenous. Note that a PathTracker
is also a (mutable) iterator.
PathTrackerOptions
corrector::AbstractCorrector
: The corrector used during in the predictor-corrector scheme. The default isNewtonCorrector
.max_corrector_iters=3
: The maximal number of correction steps in a single step.initial_step_size=0.1
: The step size of the first step.max_steps=10_000
: The maximal number of iterations the path tracker has available.min_step_size =1e-14
: The minimal step size.max_step_size =Inf
: The maximal step size.maximal_lost_digits::Real=-(log₁₀(eps) + 3)
: The tracking is terminated if we estimate that we loose more thanmaximal_lost_digits
in the linear algebra steps.predictor::AbstractPredictor
: The predictor used during in the predictor-corrector scheme. The default isHeun
()`.max_refinement_iters=max_corrector_iters
: The maximal number of correction steps used to refine the final value.refinement_accuracy=1e-8
: The precision used to refine the final value.accuracy=1e-7
: The precision used to track a value.auto_scaling=true
: This only applies if we track in affine space. Automatically regauges the variables to effectively compute with a relative accuracy instead of an absolute one.
PathTrackerResult{V<:AbstractVector}
Containing the result of a tracked path. The fields are
returncode::PathTrackerStatus.states
If the tracking was successfull then it isPathTrackerStatus.success
.x::V
The result.t::ComplexF64
Thet
when the path tracker stopped.accuracy::Float64
: The estimated accuracy ofx
.
PathTrackerStatus.states
The possible states the pathtracker can achieve are
PathTrackerStatus.success
PathTrackerStatus.tracking
PathTrackerStatus.terminated_maximal_iterations
PathTrackerStatus.terminated_invalid_startvalue
PathTrackerStatus.terminated_step_size_too_small
PathTrackerStatus.terminated_singularity
PathTrackerStatus.terminated_ill_conditioned
Methods
To track from a start to an endpoint with the PathTracker
we provide the following routines.
HomotopyContinuation.track
— Function.track(tracker, x₁, t₁=1.0, t₀=0.0; options...)::PathTrackerResult
Track a value x₁
from t₁
to t₀
using the given PathTracker
tracker
. This returns a PathTrackerResult
. This modifies tracker
. See track!
for the possible options.
track(tracker, x::AbstractVector, edge::Edge, loop::Loop, stats::MonodromyStatistics)
Track x
along the edge edge
in the loop loop
using tracker
. Record statistics in stats
.
HomotopyContinuation.track!
— Function. track!(tracker, x₁, t₁=1.0, t₀=0.0; setup_patch=true, checkstartvalue=true, compute_ẋ=true)
Track a value x₁
from t₁
to t₀
using the given PathTracker
tracker
. Returns one of the enum values of PathTrackerStatus.states
indicating the status. If the tracking was successfull it is PathTrackerStatus.success
. If setup_patch
is true
then setup!
is called at the beginning of the tracking.
track!(x₀, tracker, x₁, t₁=1.0, t₀=0.0; options...)
Additionally also stores the result in x₀
if the tracking was successfull.
HomotopyContinuation.setup!
— Function.setup!(::AbstractAffinePatchState, x::AbstractVector)
Setup the affine patch depending on x
and modify x
if necessary. This is only called once at the beginning of a tracked path.
setup!(cache::AbstractStatefulPredictorCache, H, x, ẋ, t, fac)
Setup the cache. x
is the new path value at t
and ẋ
is the derivative at t
. fac
is a factorization of the Jacobian at (x,t)
. This falls back to calling update
.
setup!(pathtracker, x₁, t₁=1.0, t₀=0.0, setup_patch=pathtracker.options.update_patch, checkstartvalue=true, compute_ẋ=true)
Setup pathtracker
to track x₁
from t₁
to t₀
. Use this if you want to use the pathtracker as an iterator.
It is also possible to use a PathTracker
as an iterator. This can either be done by the high level iterator
method or by directly using a PathTracker
as an iterator. The recommend approach is simply using iterator
.
HomotopyContinuation.iterator
— Function.iterator(tracker::PathTracker, x₁, t₁=1.0, t₀=0.0; affine=true)
Prepare a tracker to make it usable as a (stateful) iterator. Use this if you want to inspect a specific path. In each iteration the tuple (x,t)
is returned. If affine == true
then x
is the affine solution (internally we compute in projective space).
Example
Assume you have PathTracker
tracker
and you wan to track x₁
from 1.0 to 0.25:
for (x,t) in iterator(tracker, x₁, 1.0, 0.25)
println("x at t=$t:")
println(x)
end
Note that this is a stateful iterator. You can still introspect the state of the tracker. For example to check whether the tracker was successfull (and did not terminate early due to some problem) you can do
println("Success: ", currstatus(tracker) == PathTrackerStatus.success)
Introspecting the current state
To introspect the current state we provide the following routines.
HomotopyContinuation.currx
— Function.currx(tracker::PathTracker)
Return the current value of x
.
HomotopyContinuation.currt
— Function. currt(tracker::PathTracker)
Current t
.
HomotopyContinuation.currΔt
— Function. currΔt(tracker::PathTracker)
Current step_size Δt
.
HomotopyContinuation.curriters
— Function. curriters(tracker::PathTracker)
Current number of iterations.
HomotopyContinuation.currstatus
— Function. currstatus(tracker::PathTracker)
Current status.
Changing options
To change settings
HomotopyContinuation.accuracy
— Function. accuracy(tracker::PathTracker)
Current accuracy.
HomotopyContinuation.set_accuracy!
— Function. set_accuracy!(tracker::PathTracker, accuracy)
Set the current accuracy to accuracy
.
HomotopyContinuation.max_corrector_iters
— Function. max_corrector_iters(tracker::PathTracker)
Current correction max_steps.
HomotopyContinuation.set_max_corrector_iters!
— Function. set_max_corrector_iters!(tracker::PathTracker, n)
Set the correction max_steps to n
.
HomotopyContinuation.max_step_size
— Function. max_step_size (tracker::PathTracker)
Current maximal step size.
HomotopyContinuation.set_max_step_size!
— Function. set_max_corrector_iters!(tracker::PathTracker, Δs)
Set the maximal step size to Δs
.
HomotopyContinuation.max_refinement_iters
— Function. max_refinement_iters(tracker::PathTracker)
Current refinement max_steps.
HomotopyContinuation.set_max_refinement_iters!
— Function. set_max_refinement_iters!(tracker::PathTracker, n)
Set the current refinement max_steps to n
.
HomotopyContinuation.refinement_accuracy
— Function. refinement_accuracy(tracker::PathTracker)
Current refinement accuracy.
HomotopyContinuation.set_refinement_accuracy!
— Function. set_max_refinement_iters!(tracker::PathTracker, accuracy)
Set the current refinement accuracy to accuracy
.