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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 const double*, const 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 int |
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105 ddasrt_j (const double& time, const double *state, const double *deriv, |
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106 double *pd, const double& cj, double *, int *) |
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107 { |
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108 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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109 |
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110 ColumnVector tmp_state (nn); |
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111 ColumnVector tmp_deriv (nn); |
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112 |
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113 for (int i = 0; i < nn; i++) |
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114 { |
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115 tmp_deriv.elem (i) = deriv [i]; |
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116 tmp_state.elem (i) = state [i]; |
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117 } |
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118 |
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119 Matrix tmp_pd = (*user_jsub) (tmp_state, tmp_deriv, time, cj); |
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120 |
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121 for (int j = 0; j < nn; j++) |
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122 for (int i = 0; i < nn; i++) |
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123 pd [nn * j + i] = tmp_pd.elem (i, j); |
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124 |
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125 return 0; |
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126 } |
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127 |
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128 static int |
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129 ddasrt_g (const int& neq, const double& t, const double *state, |
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130 const int& ng, double *gout, double *rpar, int *ipar) |
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131 { |
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132 int n = neq; |
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133 |
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134 ColumnVector tmp_state (n); |
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135 for (int i = 0; i < n; i++) |
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136 tmp_state(i) = state[i]; |
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137 |
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138 ColumnVector tmp_fval = (*user_csub) (tmp_state, t); |
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139 |
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140 for (int i = 0; i < ng; i++) |
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141 gout[i] = tmp_fval(i); |
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142 |
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143 return 0; |
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144 } |
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145 |
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146 DASRT::DASRT (void) |
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147 : DAERT () |
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148 { |
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149 initialized = false; |
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150 |
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151 sanity_checked = false; |
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152 |
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153 info.resize (30, 0); |
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154 |
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155 ng = 0; |
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156 |
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157 liw = 0; |
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158 lrw = 0; |
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159 } |
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160 |
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161 DASRT::DASRT (const ColumnVector& state, double time, DAERTFunc& f) |
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162 : DAERT (state, time, f) |
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163 { |
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164 n = size (); |
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165 |
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166 initialized = false; |
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167 |
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168 liw = 20 + n; |
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169 lrw = 50 + 9*n + n*n; |
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170 |
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171 sanity_checked = false; |
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172 |
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173 info.resize (15, 0); |
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174 |
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175 DAERTFunc::DAERTConstrFunc tmp_csub = DAERTFunc::constraint_function (); |
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176 |
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177 if (tmp_csub) |
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178 { |
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179 ColumnVector tmp = tmp_csub (state, time); |
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180 ng = tmp.length (); |
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181 } |
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182 else |
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183 ng = 0; |
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184 |
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185 jroot.resize (ng, 1); |
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186 } |
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187 |
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188 DASRT::DASRT (const ColumnVector& state, const ColumnVector& deriv, |
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189 double time, DAERTFunc& f) |
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190 : DAERT (state, deriv, time, f) |
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191 { |
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192 n = size (); |
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193 |
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194 initialized = false; |
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195 |
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196 sanity_checked = false; |
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197 |
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198 info.resize (30, 0); |
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199 |
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200 DAERTFunc::DAERTConstrFunc tmp_csub = DAERTFunc::constraint_function (); |
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201 |
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202 if (tmp_csub) |
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203 { |
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204 ColumnVector tmp = tmp_csub (state, time); |
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205 ng = tmp.length (); |
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206 } |
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207 else |
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208 ng = 0; |
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209 |
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210 liw = 20 + n + 1000; |
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211 lrw = 50 + 9*n + n*n + 1000; |
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212 |
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213 jroot.resize (ng, 1); |
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214 } |
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215 |
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216 void |
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217 DASRT::integrate (double tout) |
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218 { |
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219 DASRT_result retval; |
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220 |
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221 if (! initialized) |
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222 { |
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223 info(0) = 0; |
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224 |
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225 integration_error = false; |
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226 |
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227 user_fsub = DAEFunc::function (); |
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228 user_jsub = DAEFunc::jacobian_function (); |
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229 user_csub = DAERTFunc::constraint_function (); |
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230 |
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231 if (user_jsub) |
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232 info(4) = 1; |
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233 else |
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234 info(4) = 0; |
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235 |
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236 px = x.fortran_vec (); |
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237 pxdot = xdot.fortran_vec (); |
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238 |
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239 nn = n; |
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240 |
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241 if (! sanity_checked) |
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242 { |
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243 int ires = 0; |
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244 |
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245 ColumnVector fval = (*user_fsub) (x, xdot, t, ires); |
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246 |
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247 if (fval.length () != x.length ()) |
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248 { |
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249 (*current_liboctave_error_handler) |
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250 ("dassl: inconsistent sizes for state and residual vectors"); |
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251 |
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252 integration_error = true; |
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253 return; |
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254 } |
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255 |
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256 sanity_checked = true; |
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257 } |
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258 |
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259 if (iwork.length () != liw) |
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260 iwork.resize (liw); |
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261 |
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262 if (rwork.length () != lrw) |
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263 rwork.resize (lrw); |
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264 |
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265 abs_tol = absolute_tolerance (); |
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266 rel_tol = relative_tolerance (); |
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267 |
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268 int abs_tol_len = abs_tol.length (); |
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269 int rel_tol_len = rel_tol.length (); |
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270 |
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271 if (abs_tol_len == 1 && rel_tol_len == 1) |
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272 { |
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273 info.elem (1) = 0; |
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274 } |
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275 else if (abs_tol_len == n && rel_tol_len == n) |
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276 { |
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277 info.elem (1) = 1; |
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278 } |
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279 else |
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280 { |
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281 (*current_liboctave_error_handler) |
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282 ("dassl: inconsistent sizes for tolerance arrays"); |
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283 |
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284 integration_error = true; |
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285 return; |
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286 } |
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287 |
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288 if (initial_step_size () >= 0.0) |
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289 { |
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290 rwork(2) = initial_step_size (); |
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291 info(7) = 1; |
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292 } |
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293 else |
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294 info(7) = 0; |
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295 |
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296 if (step_limit () >= 0) |
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297 { |
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298 info(11) = 1; |
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299 iwork(18) = step_limit (); |
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300 } |
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301 else |
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302 info(11) = 0; |
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303 |
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304 if (maximum_step_size () >= 0.0) |
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305 { |
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306 rwork(1) = maximum_step_size (); |
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307 info(6) = 1; |
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308 } |
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309 else |
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310 info(6) = 0; |
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311 |
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312 pinfo = info.fortran_vec (); |
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313 piwork = iwork.fortran_vec (); |
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314 pabs_tol = abs_tol.fortran_vec (); |
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315 prel_tol = rel_tol.fortran_vec (); |
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316 prwork = rwork.fortran_vec (); |
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317 pjroot = jroot.fortran_vec (); |
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318 |
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319 info(5) = 0; |
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320 info(8) = 0; |
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321 initialized = true; |
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322 } |
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323 |
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324 if (restart) |
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325 { |
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326 info(0) = 0; |
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327 |
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328 if (stop_time_set) |
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329 { |
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330 info(3) = 1; |
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331 rwork(0) = stop_time; |
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332 } |
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333 else |
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334 info(3) = 0; |
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335 } |
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336 |
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337 double *dummy = 0; |
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338 int *idummy = 0; |
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339 |
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340 F77_XFCN (ddasrt, DASRT, (ddasrt_f, n, t, px, pxdot, tout, pinfo, |
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341 prel_tol, pabs_tol, istate, prwork, lrw, |
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342 piwork, liw, dummy, idummy, ddasrt_j, |
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343 ddasrt_g, ng, pjroot)); |
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344 |
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345 if (f77_exception_encountered) |
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346 { |
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347 integration_error = true; |
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348 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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349 } |
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350 else |
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351 { |
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352 switch (istate) |
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353 { |
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354 case 1: // A step was successfully taken in intermediate-output |
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355 // mode. The code has not yet reached TOUT. |
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356 case 2: // The integration to TOUT was successfully completed |
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357 // (T=TOUT) by stepping exactly to TOUT. |
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358 case 3: // The integration to TOUT was successfully completed |
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359 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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360 // interpolation. YPRIME(*) is obtained by interpolation. |
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361 t = tout; |
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362 break; |
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363 |
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364 case 4: // The integration was successfully completed |
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365 // by finding one or more roots of G at T. |
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366 break; |
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367 |
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368 case -1: // A large amount of work has been expended. |
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369 case -2: // The error tolerances are too stringent. |
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370 case -3: // The local error test cannot be satisfied because you |
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371 // specified a zero component in ATOL and the |
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372 // corresponding computed solution component is zero. |
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373 // Thus, a pure relative error test is impossible for |
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374 // this component. |
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375 case -6: // DDASRT had repeated error test failures on the last |
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376 // attempted step. |
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377 case -7: // The corrector could not converge. |
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378 case -8: // The matrix of partial derivatives is singular. |
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379 case -9: // The corrector could not converge. There were repeated |
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380 // error test failures in this step. |
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381 case -10: // The corrector could not converge because IRES was |
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382 // equal to minus one. |
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383 case -11: // IRES equal to -2 was encountered and control is being |
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384 // returned to the calling program. |
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385 case -12: // DASSL failed to compute the initial YPRIME. |
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386 case -33: // The code has encountered trouble from which it cannot |
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387 // recover. A message is printed explaining the trouble |
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388 // and control is returned to the calling program. For |
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389 // example, this occurs when invalid input is detected. |
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390 integration_error = true; |
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391 break; |
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392 |
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393 default: |
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394 integration_error = true; |
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395 (*current_liboctave_error_handler) |
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3997
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396 ("unrecognized value of istate (= %d) returned from ddasrt", |
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397 istate); |
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398 break; |
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399 } |
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400 } |
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401 } |
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402 |
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403 DASRT_result |
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404 DASRT::integrate (const ColumnVector& tout) |
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405 { |
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406 DASRT_result retval; |
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407 |
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408 Matrix x_out; |
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409 Matrix xdot_out; |
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3994
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410 ColumnVector t_out = tout; |
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3990
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411 |
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412 int n_out = tout.capacity (); |
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413 |
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414 if (n_out > 0 && n > 0) |
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415 { |
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416 x_out.resize (n_out, n); |
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417 xdot_out.resize (n_out, n); |
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418 |
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419 for (int i = 0; i < n; i++) |
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420 { |
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421 x_out(0,i) = x(i); |
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422 xdot_out(0,i) = xdot(i); |
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423 } |
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424 |
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425 for (int j = 1; j < n_out; j++) |
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3990
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426 { |
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427 integrate (tout(j)); |
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3994
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428 |
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3990
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429 if (integration_error) |
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430 { |
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431 retval = DASRT_result (x_out, xdot_out, t_out); |
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432 return retval; |
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433 } |
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434 |
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3997
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435 if (istate == 4) |
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436 t_out(j) = t; |
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437 else |
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438 t_out(j) = tout(j); |
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439 |
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440 for (int i = 0; i < n; i++) |
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441 { |
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3994
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442 x_out(j,i) = x(i); |
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443 xdot_out(j,i) = xdot(i); |
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3990
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444 } |
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3992
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445 |
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3997
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446 if (istate == 4) |
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447 { |
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3994
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448 x_out.resize (j+1, n); |
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449 xdot_out.resize (j+1, n); |
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450 t_out.resize (j+1); |
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451 break; |
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452 } |
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453 } |
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454 } |
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455 |
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456 retval = DASRT_result (x_out, xdot_out, t_out); |
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457 |
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458 return retval; |
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459 } |
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460 |
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461 DASRT_result |
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462 DASRT::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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463 { |
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464 DASRT_result retval; |
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465 |
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466 Matrix x_out; |
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467 Matrix xdot_out; |
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3994
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468 ColumnVector t_outs = tout; |
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3990
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469 |
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470 int n_out = tout.capacity (); |
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471 |
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472 if (n_out > 0 && n > 0) |
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473 { |
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474 x_out.resize (n_out, n); |
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475 xdot_out.resize (n_out, n); |
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476 |
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477 int n_crit = tcrit.capacity (); |
|
|
478 |
|
|
479 if (n_crit > 0) |
|
|
480 { |
|
|
481 int i_crit = 0; |
|
3994
|
482 int i_out = 1; |
|
3990
|
483 double next_crit = tcrit(0); |
|
|
484 double next_out; |
|
|
485 while (i_out < n_out) |
|
|
486 { |
|
|
487 bool do_restart = false; |
|
|
488 |
|
|
489 next_out = tout(i_out); |
|
|
490 if (i_crit < n_crit) |
|
|
491 next_crit = tcrit(i_crit); |
|
|
492 |
|
|
493 int save_output; |
|
|
494 double t_out; |
|
|
495 |
|
|
496 if (next_crit == next_out) |
|
|
497 { |
|
|
498 set_stop_time (next_crit); |
|
|
499 t_out = next_out; |
|
|
500 save_output = 1; |
|
|
501 i_out++; |
|
|
502 i_crit++; |
|
|
503 do_restart = true; |
|
|
504 } |
|
|
505 else if (next_crit < next_out) |
|
|
506 { |
|
|
507 if (i_crit < n_crit) |
|
|
508 { |
|
|
509 set_stop_time (next_crit); |
|
|
510 t_out = next_crit; |
|
|
511 save_output = 0; |
|
|
512 i_crit++; |
|
|
513 do_restart = true; |
|
|
514 } |
|
|
515 else |
|
|
516 { |
|
|
517 clear_stop_time (); |
|
|
518 t_out = next_out; |
|
|
519 save_output = 1; |
|
|
520 i_out++; |
|
|
521 } |
|
|
522 } |
|
|
523 else |
|
|
524 { |
|
|
525 set_stop_time (next_crit); |
|
|
526 t_out = next_out; |
|
|
527 save_output = 1; |
|
|
528 i_out++; |
|
|
529 } |
|
|
530 |
|
|
531 integrate (t_out); |
|
|
532 |
|
|
533 if (integration_error) |
|
|
534 { |
|
|
535 retval = DASRT_result (x_out, xdot_out, t_outs); |
|
|
536 return retval; |
|
|
537 } |
|
3992
|
538 |
|
3997
|
539 if (istate == 4) |
|
3990
|
540 t_out = t; |
|
|
541 |
|
|
542 if (save_output) |
|
|
543 { |
|
|
544 for (int i = 0; i < n; i++) |
|
|
545 { |
|
3994
|
546 x_out(i_out-1,i) = x(i); |
|
|
547 xdot_out(i_out-1,i) = xdot(i); |
|
3990
|
548 } |
|
3994
|
549 |
|
3990
|
550 t_outs(i_out-1) = t_out; |
|
3994
|
551 |
|
3997
|
552 if (istate == 4) |
|
3990
|
553 { |
|
|
554 x_out.resize (i_out, n); |
|
|
555 xdot_out.resize (i_out, n); |
|
|
556 t_outs.resize (i_out); |
|
|
557 i_out = n_out; |
|
|
558 } |
|
|
559 } |
|
|
560 |
|
|
561 if (do_restart) |
|
|
562 force_restart (); |
|
|
563 } |
|
|
564 |
|
|
565 retval = DASRT_result (x_out, xdot_out, t_outs); |
|
|
566 } |
|
|
567 else |
|
|
568 { |
|
|
569 retval = integrate (tout); |
|
|
570 |
|
|
571 if (integration_error) |
|
|
572 return retval; |
|
|
573 } |
|
|
574 } |
|
|
575 |
|
|
576 return retval; |
|
|
577 } |
|
|
578 |
|
3995
|
579 std::string |
|
|
580 DASRT::error_message (void) const |
|
|
581 { |
|
|
582 std::string retval; |
|
|
583 |
|
3997
|
584 switch (istate) |
|
3995
|
585 { |
|
3996
|
586 case 1: |
|
|
587 retval = "a step was successfully taken in intermediate-output mode."; |
|
|
588 break; |
|
|
589 |
|
|
590 case 2: |
|
|
591 retval = "integration completed by stepping exactly to TOUT"; |
|
|
592 break; |
|
|
593 |
|
|
594 case 3: |
|
|
595 retval = "integration to tout completed by stepping past TOUT"; |
|
|
596 break; |
|
|
597 |
|
|
598 case 4: |
|
|
599 retval = "integration completed by finding one or more roots of G at T"; |
|
|
600 break; |
|
|
601 |
|
|
602 case -1: |
|
|
603 retval = "a large amount of work has been expended"; |
|
|
604 break; |
|
|
605 |
|
|
606 case -2: |
|
|
607 retval = "the error tolerances are too stringent"; |
|
|
608 break; |
|
|
609 |
|
|
610 case -3: |
|
|
611 retval = "error weight became zero during problem.\ |
|
|
612 (solution component i vanished, and atol or atol(i) == 0)"; |
|
|
613 break; |
|
|
614 |
|
|
615 case -6: |
|
|
616 retval = "repeated error test failures on the last attempted step"; |
|
|
617 break; |
|
|
618 |
|
|
619 case -7: |
|
|
620 retval = "the corrector could not converge"; |
|
|
621 break; |
|
|
622 |
|
|
623 case -8: |
|
|
624 retval = "the matrix of partial derivatives is singular"; |
|
|
625 break; |
|
|
626 |
|
|
627 case -9: |
|
|
628 retval = "the corrector could not converge (repeated test failures)"; |
|
|
629 break; |
|
|
630 |
|
|
631 case -10: |
|
|
632 retval = "corrector could not converge because IRES was -1"; |
|
|
633 break; |
|
|
634 |
|
|
635 case -11: |
|
|
636 retval = "return requested in user-supplied function"; |
|
|
637 break; |
|
|
638 |
|
|
639 case -12: |
|
|
640 retval = "failed to compute consistent initial conditions"; |
|
|
641 break; |
|
|
642 |
|
|
643 case -33: |
|
|
644 retval = "unrecoverable error (see printed message)"; |
|
|
645 break; |
|
|
646 |
|
3995
|
647 default: |
|
|
648 retval = "unknown error state"; |
|
|
649 break; |
|
|
650 } |
|
|
651 |
|
|
652 return retval; |
|
|
653 } |
|
|
654 |
|
3990
|
655 /* |
|
|
656 ;;; Local Variables: *** |
|
|
657 ;;; mode: C++ *** |
|
|
658 ;;; End: *** |
|
|
659 */ |
