Core Tracker
We also export the path tracking primitive to make the core path tracking routine available for other applications. At the heart is a CoreTracker
object which holds all the state. The easiest way to construct a CoreTracker
is to use the coretracker_startsolutions
routine.
HomotopyContinuation.coretracker_startsolutions
— Function.coretracker_startsolutions(args...; kwargs...)
Construct a CoreTracker
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.coretracker
— Function.coretracker(args...; kwargs...)
Construct a CoreTracker
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 = coretracker(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 = coretracker(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 = coretracker(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.CoreTracker
— Type. CoreTracker(H::AbstractHomotopy, x₁, t₁, t₀; options...)::CoreTracker
Create a CoreTracker
to track x₁
from t₁
to t₀
. The homotopy H
needs to be homogeneous. Note that a CoreTracker
is also a (mutable) iterator.
CoreTrackerOptions
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=1_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=10
: 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.
CoreTrackerResult{V<:AbstractVector}
Containing the result of a tracked path. The fields are
returncode::CoreTrackerStatus.states
If the tracking was successfull then it isCoreTrackerStatus.success
.x::V
The result.t::ComplexF64
Thet
when the path tracker stopped.accuracy::Float64
: The estimated accuracy ofx
.
CoreTrackerStatus.states
The possible states the coretracker can achieve are
CoreTrackerStatus.success
CoreTrackerStatus.tracking
CoreTrackerStatus.terminated_maximal_iterations
CoreTrackerStatus.terminated_invalid_startvalue
CoreTrackerStatus.terminated_step_size_too_small
CoreTrackerStatus.terminated_singularity
CoreTrackerStatus.terminated_ill_conditioned
Methods
To track from a start to an endpoint with the CoreTracker
we provide the following routines.
HomotopyContinuation.track
— Function.track(tracker, x₁, t₁=1.0, t₀=0.0; options...)::CoreTrackerResult
Track a value x₁
from t₁
to t₀
using the given CoreTracker
tracker
. This returns a CoreTrackerResult
. This modifies tracker
. See track!
for the possible options.
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 CoreTracker
tracker
. Returns one of the enum values of CoreTrackerStatus.states
indicating the status. If the tracking was successfull it is CoreTrackerStatus.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, Jac)
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!(coretracker, x₁, t₁=1.0, t₀=0.0, setup_patch=coretracker.options.update_patch, checkstartvalue=true, compute_ẋ=true)
Setup coretracker
to track x₁
from t₁
to t₀
. Use this if you want to use the coretracker as an iterator.
It is also possible to use a CoreTracker
as an iterator. This can either be done by the high level iterator
method or by directly using a CoreTracker
as an iterator. The recommend approach is simply using iterator
.
HomotopyContinuation.iterator
— Function.iterator(tracker::CoreTracker, 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 CoreTracker
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) == CoreTrackerStatus.success)
Introspecting the current state
To introspect the current state we provide the following routines.
HomotopyContinuation.currx
— Function.currx(tracker::CoreTracker)
Return the current value of x
.
HomotopyContinuation.currt
— Function. currt(tracker::CoreTracker)
Current t
.
HomotopyContinuation.currΔt
— Function. currΔt(tracker::CoreTracker)
Current step_size Δt
.
HomotopyContinuation.curriters
— Function. curriters(tracker::CoreTracker)
Current number of iterations.
HomotopyContinuation.currstatus
— Function. currstatus(tracker::CoreTracker)
Current status.
Changing options
To change settings
HomotopyContinuation.accuracy
— Function. accuracy(tracker::CoreTracker)
Current accuracy.
accuracy(pathresult)
Get the accuracy of the solution $x$ of the path, i.e., $||H(x, 0)||₂$.
HomotopyContinuation.set_accuracy!
— Function. set_accuracy!(tracker::CoreTracker, accuracy)
Set the current accuracy to accuracy
.
HomotopyContinuation.max_corrector_iters
— Function. max_corrector_iters(tracker::CoreTracker)
Current correction max_steps.
HomotopyContinuation.set_max_corrector_iters!
— Function. set_max_corrector_iters!(tracker::CoreTracker, n)
Set the correction max_steps to n
.
HomotopyContinuation.max_step_size
— Function. max_step_size (tracker::CoreTracker)
Current maximal step size.
HomotopyContinuation.set_max_step_size!
— Function. set_max_corrector_iters!(tracker::CoreTracker, Δs)
Set the maximal step size to Δs
.
HomotopyContinuation.max_refinement_iters
— Function. max_refinement_iters(tracker::CoreTracker)
Current refinement max_steps.
HomotopyContinuation.set_max_refinement_iters!
— Function. set_max_refinement_iters!(tracker::CoreTracker, n)
Set the current refinement max_steps to n
.
HomotopyContinuation.refinement_accuracy
— Function. refinement_accuracy(tracker::CoreTracker)
Current refinement accuracy.
HomotopyContinuation.set_refinement_accuracy!
— Function. set_max_refinement_iters!(tracker::CoreTracker, accuracy)
Set the current refinement accuracy to accuracy
.