Menu

Suggestion related to the Jacobian and Hessian calculation

lanast
2020-04-04
2020-07-01
  • lanast

    lanast - 2020-04-04

    Hi

    Dynamical systems of second order as often encountered in structural dynamics can be transformed in the state-space configuration, where the order is reduced to first, and dimension is doubled. The essence is that the state vector is extended to include not only the position state, but also the velocity state.
    This formulation leads to a Jacobian matrix which contains large areas of "zeros" and "ones". Would it be possible to define an additional option in Matcont, where the user can define the pattern/sparsity of the Jacobian and Hessian? If the algorithm would take this into account, I could imagine that te continuation could be accelerated.

    Best regards
    Lysandros Anastasopoulos

     
    • hilmeijer

      hilmeijer - 2020-04-06

      Dear Lysandros,

      There are only two spots where this is relevant:

      1. The continuer, using \ for the Newton iterations. But, unless you have really large systems (>200 variables) matlab will provide a proper direct solve. If your system is larger, then consider using the commandline package adapted for large systems; cl_MatContL, but not on this forum.
      2. Setting up the Jacobian matrices. This is the part that is most time-consuming, especially for periodic orbits. We have no plans ourselves to improve this part, but we're open to suggestions.

      Best regards, Hil


      From: lanast lanast@users.sourceforge.net
      Sent: Saturday, April 4, 2020 12:33 PM
      To: [matcont:discussion]
      Subject: [matcont:discussion] Suggestion related to the Jacobian and Hessian calculation

      Hi

      Dynamical systems of second order as often encountered in structural dynamics can be transformed in the state-space configuration, where the order is reduced to first, and dimension is doubled. The essence is that the state vector is extended to include not only the position state, but also the velocity state.
      This formulation leads to a Jacobian matrix which contains large areas of "zeros" and "ones". Would it be possible to define an additional option in Matcont, where the user can define the pattern/sparsity of the Jacobian and Hessian? If the algorithm would take this into account, I could imagine that te continuation could be accelerated.

      Best regards
      Lysandros Anastasopoulos


      Suggestion related to the Jacobian and Hessian calculation


      Sent from sourceforge.net because you indicated interest in https://sourceforge.net/p/matcont/discussion/762214/

      To unsubscribe from further messages, please visit https://sourceforge.net/auth/subscriptions/

       
  • lanast

    lanast - 2020-05-12

    Dear professor,
    thank you for these remarks on the continuation process.
    I have attached a suggestion of how the code structure could be adapted. It would allow for finite difference calculation solely at the degrees of freedom affected by nonlinearities, while circumventing the sparse and/or constant columns of the Jacobian matrix.
    Kind regards
    Lysandros

     
    • hilmeijer

      hilmeijer - 2020-06-12

      Dear Lysandros,

      When you define a system in the GUI, you can specify whether you want to have your derivatives numerically, symbolically, or "from window". Have you tried integrating your input with this option?

      Best, Hil


      From: lanast lanast@users.sourceforge.net
      Sent: Tuesday, May 12, 2020 9:17 PM
      To: [matcont:discussion]
      Subject: [matcont:discussion] Suggestion related to the Jacobian and Hessian calculation

      Dear professor,
      thank you for these remarks on the continuation process.
      I have attached a suggestion of how the code structure could be adapted. It would allow for finite difference calculation solely at the degrees of freedom affected by nonlinearities, while circumventing the sparse and/or constant columns of the Jacobian matrix.
      Kind regards
      Lysandros

      Attachments:


      Suggestion related to the Jacobian and Hessian calculation


      Sent from sourceforge.net because you indicated interest in https://sourceforge.net/p/matcont/discussion/762214/

      To unsubscribe from further messages, please visit https://sourceforge.net/auth/subscriptions/

       
  • lanast

    lanast - 2020-07-01

    Dear Hil,
    Thanks for the hint. I am aware of the fact, that the derivatives can be defined numerically, symbolically or from window.
    Kind regards

     

Log in to post a comment.