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1 /* |
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2 |
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3 Copyright (C) 2002 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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23 #if defined (__GNUG__) |
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24 #pragma implementation |
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25 #endif |
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26 |
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27 #ifdef HAVE_CONFIG_H |
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28 #include <config.h> |
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29 #endif |
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30 |
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31 #include <iostream.h> |
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32 #include <fstream.h> |
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33 |
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34 #include <cstdlib> |
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35 #include <cfloat> |
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36 #include <cmath> |
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37 #include "defun-dld.h" |
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38 #include "error.h" |
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39 #include "gripes.h" |
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40 #include "oct-obj.h" |
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41 #include "ov-fcn.h" |
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42 #include "pager.h" |
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43 #include "parse.h" |
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44 #include "unwind-prot.h" |
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45 #include "utils.h" |
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46 #include "variables.h" |
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47 |
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48 #include "DASRT.h" |
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49 #include "f77-fcn.h" |
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50 #include "lo-error.h" |
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51 |
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52 #ifndef F77_FUNC |
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53 #define F77_FUNC(x, X) F77_FCN (x, X) |
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54 #endif |
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55 |
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56 typedef int (*dasrt_fcn_ptr) (const double&, const double*, const double*, |
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57 double*, int&, double*, int*); |
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58 |
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59 typedef int (*dasrt_jac_ptr) (const double&, const double*, const double*, |
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60 double*, const double&, double*, int*); |
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61 |
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62 typedef int (*dasrt_constr_ptr) (const int&, const double&, const double*, |
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63 const int&, double*, double*, int*); |
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64 |
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65 extern "C" |
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66 int F77_FUNC (ddasrt, DASRT) (dasrt_fcn_ptr, const int&, double&, |
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67 double*, double*, const double&, int*, |
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68 double*, double*, int&, double*, |
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69 const int&, int*, const int&, double*, |
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70 int*, dasrt_jac_ptr, dasrt_constr_ptr, |
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71 const int&, int*); |
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72 |
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73 static DAEFunc::DAERHSFunc user_fsub; |
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74 static DAEFunc::DAEJacFunc user_jsub; |
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75 static DAERTFunc::DAERTConstrFunc user_csub; |
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76 |
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77 static int nn; |
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78 |
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79 static int |
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80 ddasrt_f (const double& t, const double *state, const double *deriv, |
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81 double *delta, int& ires, double *rpar, int *ipar) |
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82 { |
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83 ColumnVector tmp_state (nn); |
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84 for (int i = 0; i < nn; i++) |
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85 tmp_state(i) = state[i]; |
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86 |
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87 ColumnVector tmp_deriv (nn); |
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88 for (int i = 0; i < nn; i++) |
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89 tmp_deriv(i) = deriv[i]; |
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90 |
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91 ColumnVector tmp_fval = user_fsub (tmp_state, tmp_deriv, t, ires); |
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92 |
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93 if (tmp_fval.length () == 0) |
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94 ires = -2; |
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95 else |
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96 { |
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97 for (int i = 0; i < nn; i++) |
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98 delta[i] = tmp_fval(i); |
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99 } |
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100 |
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101 return 0; |
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102 } |
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103 |
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104 //typedef int (*efptr) (const double& t, const int& n, double *state, |
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105 // double *ework, double *rpar, int *ipar, |
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106 // const int& ieform, int& ires); |
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107 |
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108 //static efptr e_fun; |
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109 |
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110 int |
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111 ddasrt_j (const double& time, const double *state, const double *deriv, |
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112 double *pd, const double& cj, double *, int *) |
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113 { |
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114 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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115 |
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116 ColumnVector tmp_state (nn); |
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117 ColumnVector tmp_deriv (nn); |
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118 |
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119 for (int i = 0; i < nn; i++) |
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120 { |
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121 tmp_deriv.elem (i) = deriv [i]; |
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122 tmp_state.elem (i) = state [i]; |
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123 } |
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124 |
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125 Matrix tmp_pd = user_jsub (tmp_state, tmp_deriv, time, cj); |
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126 |
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127 for (int j = 0; j < nn; j++) |
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128 for (int i = 0; i < nn; i++) |
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129 pd [nn * j + i] = tmp_pd.elem (i, j); |
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130 |
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131 return 0; |
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132 } |
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133 |
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134 static int |
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135 ddasrt_g (const int& neq, const double& t, const double *state, |
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136 const int& ng, double *gout, double *rpar, int *ipar) |
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137 { |
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138 int n = neq; |
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139 |
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140 ColumnVector tmp_state (n); |
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141 for (int i = 0; i < n; i++) |
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142 tmp_state(i) = state[i]; |
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143 |
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144 ColumnVector tmp_fval = user_csub (tmp_state, t); |
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145 |
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146 for (int i = 0; i < ng; i++) |
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147 gout[i] = tmp_fval(i); |
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148 |
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149 return 0; |
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150 } |
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151 |
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152 |
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153 DASRT::DASRT (void) |
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154 : DAERT () |
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155 { |
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156 initialized = false; |
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157 restart = false; |
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158 |
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159 stop_time_set = false; |
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160 stop_time = 0.0; |
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161 |
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162 sanity_checked = false; |
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163 |
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164 info.resize (30, 0); |
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165 |
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166 npar = 0; |
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167 ng = 0; |
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168 |
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169 liw = 0; |
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170 lrw = 0; |
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171 } |
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172 |
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173 DASRT::DASRT (const ColumnVector& state, const ColumnVector& deriv, |
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174 double time, DAERTFunc& f) |
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175 : DAERT (state, deriv, time, f) |
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176 { |
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177 n = size (); |
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178 |
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179 initialized = false; |
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180 restart = false; |
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181 |
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182 stop_time_set = false; |
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183 stop_time = 0.0; |
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184 |
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185 sanity_checked = false; |
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186 |
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187 info.resize (30, 0); |
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188 jroot.resize (ng, 1); |
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189 |
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190 npar = 0; |
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191 |
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192 DAERTFunc::DAERTConstrFunc tmp_csub = DAERTFunc::constraint_function (); |
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193 |
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194 if (tmp_csub) |
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195 { |
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196 ColumnVector tmp = tmp_csub (state, time); |
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197 ng = tmp.length (); |
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198 } |
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199 else |
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200 ng = 0; |
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201 |
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202 rpar.resize (npar+1); |
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203 ipar.resize (npar+1); |
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204 |
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205 info(11) = npar; |
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206 |
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207 // Also store it here, for communication with user-supplied |
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208 // subroutines. |
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209 ipar(0) = npar; |
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210 |
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211 y.resize (n, 1, 0.0); |
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212 ydot.resize (n, 1, 0.0); |
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213 } |
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214 |
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215 void |
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216 DASRT::init_work_size (int info_zero) |
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217 { |
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218 double t; |
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219 double *py = y.fortran_vec (); |
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220 double *pydot = ydot.fortran_vec (); |
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221 double rel_tol = relative_tolerance (); |
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222 double abs_tol = absolute_tolerance (); |
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223 int *pinfo = info.fortran_vec (); |
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224 double *prpar = rpar.fortran_vec (); |
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225 int *pipar = ipar.fortran_vec (); |
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226 int *pjroot = jroot.fortran_vec (); |
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227 int idid; |
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228 |
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229 // We do not have to lie. |
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230 rwork.resize (5000+9*n+n*n, 0.0); |
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231 iwork.resize (n+20, 0); |
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232 |
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233 liw = n+20; |
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234 lrw = 5000+9*n+n*n; |
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235 |
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236 double *prwork = rwork.fortran_vec (); |
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237 int *piwork = iwork.fortran_vec (); |
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238 |
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239 F77_FUNC (ddasrt, DASRT) (ddasrt_f, n, t, py, pydot, t, pinfo, |
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240 &rel_tol, &abs_tol, idid, prwork, lrw, |
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241 piwork, liw, prpar, pipar, ddasrt_j, |
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242 ddasrt_g, ng, pjroot); |
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243 |
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244 int iwadd = iwork(18); |
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245 |
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246 if (iwadd > 0) |
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247 liw += iwadd; |
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248 |
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249 info(0) = 0; |
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250 |
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251 iwork.resize (liw, 0); |
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252 |
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253 piwork = iwork.fortran_vec (); |
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254 |
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255 F77_FUNC (ddasrt, DASRT) (ddasrt_f, n, t, py, pydot, t, pinfo, |
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256 &rel_tol, &abs_tol, idid, prwork, lrw, |
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257 piwork, liw, prpar, pipar, ddasrt_j, |
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258 ddasrt_g, ng, pjroot); |
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259 |
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260 int rwadd = iwork(19); |
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261 |
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262 if (rwadd > 0) |
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263 lrw += rwadd; |
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264 |
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265 rwork.resize (lrw, 0.0); |
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266 |
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267 info(0) = info_zero; |
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268 } |
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269 |
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270 void |
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271 DASRT::force_restart (void) |
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272 { |
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273 restart = true; |
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274 integration_error = false; |
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275 } |
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276 |
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277 void |
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278 DASRT::set_stop_time (double t) |
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279 { |
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280 stop_time_set = true; |
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281 stop_time = t; |
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282 } |
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283 |
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284 void |
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285 DASRT::clear_stop_time (void) |
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286 { |
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287 stop_time_set = false; |
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288 } |
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289 |
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290 void |
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291 DASRT::integrate (double tout) |
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292 { |
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293 DASRT_result retval; |
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294 |
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295 if (! initialized) |
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296 { |
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297 info(0) = 0; |
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298 |
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299 for (int i = 0; i < n; i++) |
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300 { |
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301 y(i,0) = x(i); |
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302 ydot(i,0) = xdot(i); |
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303 } |
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304 |
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305 integration_error = false; |
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306 |
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307 nn = n; |
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308 |
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309 user_fsub = DAEFunc::function (); |
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310 user_jsub = DAEFunc::jacobian_function (); |
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311 user_csub = DAERTFunc::constraint_function (); |
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312 |
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313 if (user_jsub) |
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314 info(4) = 1; |
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315 else |
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316 info(4) = 0; |
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317 |
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318 if (! sanity_checked) |
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319 { |
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320 int ires = 0; |
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321 |
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322 ColumnVector fval = user_fsub (x, xdot, t, ires); |
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323 |
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324 if (fval.length () != x.length ()) |
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325 { |
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326 (*current_liboctave_error_handler) |
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327 ("dassl: inconsistent sizes for state and residual vectors"); |
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328 |
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329 integration_error = true; |
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330 return; |
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331 } |
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332 |
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333 sanity_checked = true; |
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334 } |
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335 |
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336 init_work_size (info(0)); |
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337 |
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338 if (iwork.length () != liw) |
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339 iwork.resize (liw); |
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340 |
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341 if (rwork.length () != lrw) |
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342 rwork.resize (lrw); |
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343 |
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344 abs_tol = absolute_tolerance (); |
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345 rel_tol = relative_tolerance (); |
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346 |
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347 if (initial_step_size () >= 0.0) |
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348 { |
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349 rwork(2) = initial_step_size (); |
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350 info(7) = 1; |
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351 } |
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352 else |
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353 info(7) = 0; |
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354 |
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355 if (step_limit () >= 0) |
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356 { |
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357 info(11) = 1; |
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358 iwork(18) = step_limit (); |
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359 } |
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360 else |
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361 info(11) = 0; |
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362 |
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363 if (maximum_step_size () >= 0.0) |
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364 { |
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365 rwork(1) = maximum_step_size (); |
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366 info(6) = 1; |
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367 } |
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368 else |
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369 info(6) = 0; |
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370 |
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371 py = y.fortran_vec (); |
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372 pydot = ydot.fortran_vec (); |
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373 pinfo = info.fortran_vec (); |
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374 piwork = iwork.fortran_vec (); |
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375 prwork = rwork.fortran_vec (); |
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376 prpar = rpar.fortran_vec (); |
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377 pipar = ipar.fortran_vec (); |
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378 pjroot = jroot.fortran_vec (); |
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379 |
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380 info(5) = 0; |
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381 info(8) = 0; |
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382 initialized = true; |
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383 } |
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384 |
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385 if (restart) |
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386 { |
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387 info(0) = 0; |
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388 |
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389 if (stop_time_set) |
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390 { |
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391 info(3) = 1; |
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392 rwork(0) = stop_time; |
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393 } |
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394 else |
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395 info(3) = 0; |
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396 } |
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397 |
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398 F77_XFCN (ddasrt, DASRT, (ddasrt_f, n, t, py, pydot, tout, pinfo, |
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399 &rel_tol, &abs_tol, idid, prwork, lrw, |
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400 piwork, liw, prpar, pipar, ddasrt_j, |
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401 ddasrt_g, ng, pjroot)); |
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402 |
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403 if (f77_exception_encountered) |
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404 { |
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405 integration_error = true; |
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406 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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407 } |
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408 else |
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409 { |
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410 switch (idid) |
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411 { |
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412 case 0: // Initial conditions made consistent. |
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413 case 1: // A step was successfully taken in intermediate-output |
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414 // mode. The code has not yet reached TOUT. |
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415 case 2: // The integration to TOUT was successfully completed |
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416 // (T=TOUT) by stepping exactly to TOUT. |
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417 case 3: // The integration to TOUT was successfully completed |
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418 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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419 // interpolation. YPRIME(*) is obtained by interpolation. |
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420 case 5: // The integration to TSTOP was successfully completed |
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421 // (T=TSTOP) by stepping to TSTOP within the |
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422 // tolerance. Must restart to continue. |
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423 for (int i = 0; i < n; i++) |
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424 x(i) = y(i,0); |
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425 t = tout; |
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426 break; |
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427 |
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428 case 4: // We've hit the stopping condition. |
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429 for (int i = 0; i < n; i++) |
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430 x(i) = y(i,0); |
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431 break; |
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432 |
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433 case -1: // A large amount of work has been expended. (~500 steps). |
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434 case -2: // The error tolerances are too stringent. |
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435 case -3: // The local error test cannot be satisfied because you |
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436 // specified a zero component in ATOL and the |
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437 // corresponding computed solution component is zero. |
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438 // Thus, a pure relative error test is impossible for |
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439 // this component. |
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440 case -6: // DDASRT had repeated error test failures on the last |
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441 // attempted step. |
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442 case -7: // The corrector could not converge. |
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443 case -8: // The matrix of partial derivatives is singular. |
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444 case -9: // The corrector could not converge. There were repeated |
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445 // error test failures in this step. |
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446 case -10: // The corrector could not converge because IRES was |
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447 // equal to minus one. |
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448 case -11: // IRES equal to -2 was encountered and control is being |
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449 // returned to the calling program. |
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450 case -12: // DASSL failed to compute the initial YPRIME. |
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451 case -33: // The code has encountered trouble from which it cannot |
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452 // recover. A message is printed explaining the trouble |
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453 // and control is returned to the calling program. For |
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454 // example, this occurs when invalid input is detected. |
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455 default: |
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456 integration_error = true; |
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457 (*current_liboctave_error_handler) |
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458 ("ddasrt failed with IDID = %d", idid); |
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459 break; |
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460 } |
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461 } |
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462 } |
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463 |
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464 DASRT_result |
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465 DASRT::integrate (const ColumnVector& tout) |
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466 { |
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467 DASRT_result retval; |
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468 |
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469 Matrix x_out; |
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470 Matrix xdot_out; |
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471 ColumnVector t_out; |
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472 |
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473 int oldj = 0; |
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474 |
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475 int n_out = tout.capacity (); |
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476 |
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477 if (n_out > 0 && n > 0) |
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478 { |
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479 x_out.resize (n_out, n); |
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480 xdot_out.resize (n_out, n); |
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481 t_out.resize (n_out); |
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482 |
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483 for (int j = 0; j < n_out; j++) |
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484 { |
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485 integrate (tout(j)); |
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486 if (integration_error) |
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487 { |
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488 retval = DASRT_result (x_out, xdot_out, t_out); |
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489 return retval; |
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490 } |
|
3992
|
491 |
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3990
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492 if (idid == 4) |
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493 t_out(j) = t; |
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494 else |
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495 t_out(j) = tout(j); |
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496 |
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497 for (int i = 0; i < n; i++) |
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498 { |
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499 x_out(j,i) = y(i,0); |
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500 xdot_out(j,i) = ydot(i,0); |
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501 } |
|
3992
|
502 |
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503 if (idid == 4) |
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504 { |
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505 oldj = j; |
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506 j = n_out; |
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507 x_out.resize (oldj+1, n); |
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508 xdot_out.resize (oldj+1, n); |
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509 t_out.resize (oldj+1); |
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510 } |
|
3990
|
511 } |
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|
512 } |
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513 |
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514 retval = DASRT_result (x_out, xdot_out, t_out); |
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515 |
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516 return retval; |
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517 } |
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518 |
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519 DASRT_result |
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520 DASRT::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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521 { |
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522 DASRT_result retval; |
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523 |
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524 Matrix x_out; |
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525 Matrix xdot_out; |
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526 ColumnVector t_outs; |
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527 |
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|
528 int n_out = tout.capacity (); |
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|
529 |
|
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530 if (n_out > 0 && n > 0) |
|
|
531 { |
|
|
532 x_out.resize (n_out, n); |
|
|
533 xdot_out.resize (n_out, n); |
|
|
534 t_outs.resize (n_out); |
|
|
535 |
|
|
536 int n_crit = tcrit.capacity (); |
|
|
537 |
|
|
538 if (n_crit > 0) |
|
|
539 { |
|
|
540 int i_crit = 0; |
|
|
541 int i_out = 0; |
|
|
542 double next_crit = tcrit(0); |
|
|
543 double next_out; |
|
|
544 while (i_out < n_out) |
|
|
545 { |
|
|
546 bool do_restart = false; |
|
|
547 |
|
|
548 next_out = tout(i_out); |
|
|
549 if (i_crit < n_crit) |
|
|
550 next_crit = tcrit(i_crit); |
|
|
551 |
|
|
552 int save_output; |
|
|
553 double t_out; |
|
|
554 |
|
|
555 if (next_crit == next_out) |
|
|
556 { |
|
|
557 set_stop_time (next_crit); |
|
|
558 t_out = next_out; |
|
|
559 save_output = 1; |
|
|
560 i_out++; |
|
|
561 i_crit++; |
|
|
562 do_restart = true; |
|
|
563 } |
|
|
564 else if (next_crit < next_out) |
|
|
565 { |
|
|
566 if (i_crit < n_crit) |
|
|
567 { |
|
|
568 set_stop_time (next_crit); |
|
|
569 t_out = next_crit; |
|
|
570 save_output = 0; |
|
|
571 i_crit++; |
|
|
572 do_restart = true; |
|
|
573 } |
|
|
574 else |
|
|
575 { |
|
|
576 clear_stop_time (); |
|
|
577 t_out = next_out; |
|
|
578 save_output = 1; |
|
|
579 i_out++; |
|
|
580 } |
|
|
581 } |
|
|
582 else |
|
|
583 { |
|
|
584 set_stop_time (next_crit); |
|
|
585 t_out = next_out; |
|
|
586 save_output = 1; |
|
|
587 i_out++; |
|
|
588 } |
|
|
589 |
|
|
590 integrate (t_out); |
|
|
591 |
|
|
592 if (integration_error) |
|
|
593 { |
|
|
594 retval = DASRT_result (x_out, xdot_out, t_outs); |
|
|
595 return retval; |
|
|
596 } |
|
3992
|
597 |
|
3990
|
598 if (idid == 4) |
|
|
599 t_out = t; |
|
|
600 |
|
|
601 if (save_output) |
|
|
602 { |
|
|
603 for (int i = 0; i < n; i++) |
|
|
604 { |
|
|
605 x_out(i_out-1,i) = y(i,0); |
|
|
606 xdot_out(i_out-1,i) = ydot(i,0); |
|
|
607 } |
|
|
608 t_outs(i_out-1) = t_out; |
|
|
609 if (idid ==4) |
|
|
610 { |
|
|
611 x_out.resize (i_out, n); |
|
|
612 xdot_out.resize (i_out, n); |
|
|
613 t_outs.resize (i_out); |
|
|
614 i_out = n_out; |
|
|
615 } |
|
|
616 } |
|
|
617 |
|
|
618 if (do_restart) |
|
|
619 force_restart (); |
|
|
620 } |
|
|
621 |
|
|
622 retval = DASRT_result (x_out, xdot_out, t_outs); |
|
|
623 } |
|
|
624 else |
|
|
625 { |
|
|
626 retval = integrate (tout); |
|
|
627 |
|
|
628 if (integration_error) |
|
|
629 return retval; |
|
|
630 } |
|
|
631 } |
|
|
632 |
|
|
633 return retval; |
|
|
634 } |
|
|
635 |
|
|
636 /* |
|
|
637 ;;; Local Variables: *** |
|
|
638 ;;; mode: C++ *** |
|
|
639 ;;; End: *** |
|
|
640 */ |
