aboutsummaryrefslogtreecommitdiff
path: root/lyapunov.c
diff options
context:
space:
mode:
authorB. Bogart <bbogart@users.sourceforge.net>2003-09-30 16:06:46 +0000
committerB. Bogart <bbogart@users.sourceforge.net>2003-09-30 16:06:46 +0000
commitf9920590bc711f8a6aee5d71348c8ef6b42bed70 (patch)
treef0c9bb789128d610e54151acc2045ed4e26106ee /lyapunov.c
parent705f8dee50e2073a3aba60b03e5c9b86672abd4c (diff)
again, I missed a few. This should now be complete!
svn path=/trunk/externals/bbogart/chaos/; revision=1053
Diffstat (limited to 'lyapunov.c')
-rw-r--r--lyapunov.c90
1 files changed, 90 insertions, 0 deletions
diff --git a/lyapunov.c b/lyapunov.c
new file mode 100644
index 0000000..04153ba
--- /dev/null
+++ b/lyapunov.c
@@ -0,0 +1,90 @@
+#include <stdio.h>
+#include <math.h>
+#include "lyapunov.h"
+
+#define LY_ITERATIONS 50000
+
+//#define LY_ABERATION 1e-6
+#define LY_ABERATION 10e-15
+
+/**
+ * this expects the fractal to already be stable (ie iterate it a few hundred/thousand times).
+
+ Steps as described by Julian Sprott
+ 1. Start with any initial condition in the basin of attraction
+ 2. Iterate until the orbit is on the attractor
+ 3. Select (almost any) nearby point (separated by d0)
+ 4. Advancce both orbits one iteration and calculate the new separation d1
+ 5. Evaluate log(d1/d0) in any convienient base
+ 6. Readjust one orbit so its separation is d0 in the same direction as d1
+ 7. Repeat steps 4-6 many times and calculate the average of step 5
+ */
+double lyapunov_eval(void *fractal, t_gotfn calc, int var_count, double *vars, double *test) {
+ int i, j;
+ double exponent = 0.0, sum = 0.0, d2, df, rs;
+ double diff[MAX_VARS];
+
+ for(i = 0; i < LY_ITERATIONS; i++) {
+ // 4. iterate each set
+ calc(fractal, vars);
+ calc(fractal, test);
+ // 5. Evaluate
+ d2 = 0.0;
+ for(j = 0; j < var_count; j++) {
+ diff[j] = test[j] - vars[j];
+ //fprintf(stderr, "vars[%d] = %0.30f\n test[%d] = %0.30f\n diff[%d] = %0.30f\n",
+ // j, vars[j], j, test[j], j, diff[j]);
+ d2 += diff[j] * diff[j];
+ }
+ df = 1000000000000.0 * d2;
+ rs = 1.0 / sqrt(df);
+ sum += log(df);
+ exponent = 0.721347 * sum / i;
+ //fprintf(stderr, "%d\n d2 = %0.30f\n df = %0.30f\n rs = %0.30f\n sum = %0.30f\nexponent = %0.30f\n\n",
+ // i, d2, df, rs, sum, exponent);
+ // 6. adjust the orbit under test
+ for(j = 0; j < var_count; j++) {
+ test[j] = vars[j] + (rs * (test[j] - vars[j]));
+ }
+ }
+ return exponent;
+}
+
+double lyapunov(void *fractal, t_gotfn calc, int var_count, double *vars) {
+ int i;
+ double test[MAX_VARS];
+
+ // 1. + 2. 'vars' is expected to be ready to start computing
+ // 3. create a test set of variables
+ test[0] = vars[0] + LY_ABERATION;
+ for(i = 1; i < var_count; i++) { test[i] = vars[i]; }
+
+ return lyapunov_eval(fractal, calc, var_count, vars, test);
+}
+
+double *lyapunov_full(void *fractal, t_gotfn calc, int var_count, double *vars, double *results) {
+ int i, j;
+ double initial[MAX_VARS];
+ double test[MAX_VARS];
+
+ // save the starting values
+ for(i = 0; i < var_count; i++) {
+ initial[i] = vars[i];
+ }
+ for(i = 0; i < var_count; i++) {
+ // aberate each variable in turn
+ for(j = 0; j < var_count; j++) {
+ if (j == i) {
+ test[j] = vars[j] + LY_ABERATION;
+ } else {
+ test[j] = vars[j];
+ }
+ }
+ results[i] = lyapunov_eval(fractal, calc, var_count, vars, test);
+ // set the vars back the initial values
+ for(j = 0; j < var_count; j++) {
+ vars[j] = initial[j];
+ }
+ }
+ return results;
+}