Mercurial > octave-libtiff
annotate liboctave/numeric/DASSL.cc @ 30898:51a3d3a69193
maint: Use "fcn" as preferred abbreviation for "function" in liboctave/.
* DAEFunc.h, DASPK.cc, DASSL.cc, LSODE.cc, ODEFunc.h, eigs-base.cc,
eigs-base.h, oct-norm.cc, mx-inlines.cc:
Replace "func", "fun" in documentation and variable names with "fcn".
author | Rik <rik@octave.org> |
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date | Tue, 05 Apr 2022 13:20:48 -0700 |
parents | 796f54d4ddbf |
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rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 1993-2022 The Octave Project Developers |
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4 // |
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5 // See the file COPYRIGHT.md in the top-level directory of this |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
3 | 25 |
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26 #if defined (HAVE_CONFIG_H) |
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27 # include "config.h" |
3 | 28 #endif |
29 | |
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30 #include <cinttypes> |
5765 | 31 #include <sstream> |
32 | |
1842 | 33 #include "DASSL.h" |
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34 #include "dMatrix.h" |
1847 | 35 #include "f77-fcn.h" |
227 | 36 #include "lo-error.h" |
4180 | 37 #include "quit.h" |
3 | 38 |
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39 typedef F77_INT (*dassl_fcn_ptr) (const double&, const double *, |
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40 const double *, double *, F77_INT&, |
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41 double *, F77_INT *); |
3507 | 42 |
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43 typedef F77_INT (*dassl_jac_ptr) (const double&, const double *, |
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44 const double *, double *, const double&, |
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45 double *, F77_INT *); |
3507 | 46 |
3 | 47 extern "C" |
4552 | 48 { |
49 F77_RET_T | |
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50 F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const F77_INT&, F77_DBLE&, |
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51 F77_DBLE *, F77_DBLE *, F77_DBLE&, const F77_INT *, |
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52 const F77_DBLE *, const F77_DBLE *, F77_INT&, |
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53 F77_DBLE *, const F77_INT&, F77_INT *, |
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54 const F77_INT&, const F77_DBLE *, const F77_INT *, |
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55 dassl_jac_ptr); |
4552 | 56 } |
3 | 57 |
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58 static DAEFunc::DAERHSFunc user_fcn; |
532 | 59 static DAEFunc::DAEJacFunc user_jac; |
3993 | 60 |
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61 static F77_INT nn; |
3 | 62 |
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63 static F77_INT |
3991 | 64 ddassl_f (const double& time, const double *state, const double *deriv, |
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65 double *delta, F77_INT& ires, double *, F77_INT *) |
3 | 66 { |
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67 // FIXME: would be nice to avoid copying the data. |
3991 | 68 |
1546 | 69 ColumnVector tmp_deriv (nn); |
70 ColumnVector tmp_state (nn); | |
71 ColumnVector tmp_delta (nn); | |
3 | 72 |
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73 for (F77_INT i = 0; i < nn; i++) |
3 | 74 { |
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75 tmp_deriv.elem (i) = deriv[i]; |
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76 tmp_state.elem (i) = state[i]; |
3 | 77 } |
78 | |
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79 octave_idx_type tmp_ires = ires; |
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80 |
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81 tmp_delta = user_fcn (tmp_state, tmp_deriv, time, tmp_ires); |
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82 |
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83 ires = octave::to_f77_int (tmp_ires); |
3 | 84 |
3849 | 85 if (ires >= 0) |
256 | 86 { |
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87 if (tmp_delta.isempty ()) |
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88 ires = -2; |
3849 | 89 else |
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90 { |
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91 for (F77_INT i = 0; i < nn; i++) |
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92 delta[i] = tmp_delta.elem (i); |
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93 } |
256 | 94 } |
3 | 95 |
96 return 0; | |
97 } | |
98 | |
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99 static F77_INT |
3991 | 100 ddassl_j (const double& time, const double *state, const double *deriv, |
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101 double *pd, const double& cj, double *, F77_INT *) |
3 | 102 { |
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103 // FIXME: would be nice to avoid copying the data. |
3991 | 104 |
1546 | 105 ColumnVector tmp_state (nn); |
106 ColumnVector tmp_deriv (nn); | |
3 | 107 |
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108 for (F77_INT i = 0; i < nn; i++) |
3991 | 109 { |
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110 tmp_deriv.elem (i) = deriv[i]; |
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111 tmp_state.elem (i) = state[i]; |
3991 | 112 } |
3 | 113 |
3991 | 114 Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj); |
3 | 115 |
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116 for (F77_INT j = 0; j < nn; j++) |
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117 for (F77_INT i = 0; i < nn; i++) |
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118 pd[nn * j + i] = tmp_pd.elem (i, j); |
3 | 119 |
120 return 0; | |
121 } | |
122 | |
1546 | 123 ColumnVector |
1842 | 124 DASSL::do_integrate (double tout) |
3 | 125 { |
1945 | 126 ColumnVector retval; |
127 | |
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128 if (! m_initialized || m_restart || DAEFunc::m_reset |
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129 || DASSL_options::m_reset) |
1945 | 130 { |
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131 m_integration_error = false; |
4049 | 132 |
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133 m_initialized = true; |
4049 | 134 |
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135 m_info.resize (dim_vector (15, 1)); |
4049 | 136 |
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137 for (F77_INT i = 0; i < 15; i++) |
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138 m_info(i) = 0; |
1945 | 139 |
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140 F77_INT n = octave::to_f77_int (size ()); |
4049 | 141 |
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142 m_liw = 21 + n; |
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143 m_lrw = 40 + 9*n + n*n; |
1945 | 144 |
4049 | 145 nn = n; |
1945 | 146 |
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147 m_iwork.resize (dim_vector (m_liw, 1)); |
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148 m_rwork.resize (dim_vector (m_lrw, 1)); |
256 | 149 |
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150 m_info(0) = 0; |
3994 | 151 |
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152 if (m_stop_time_set) |
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153 { |
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154 m_rwork(0) = m_stop_time; |
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155 m_info(3) = 1; |
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156 } |
4049 | 157 else |
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158 m_info(3) = 0; |
3 | 159 |
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160 m_restart = false; |
4049 | 161 |
162 // DAEFunc | |
3 | 163 |
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164 user_fcn = DAEFunc::function (); |
4049 | 165 user_jac = DAEFunc::jacobian_function (); |
166 | |
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167 if (user_fcn) |
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168 { |
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169 octave_idx_type ires = 0; |
4049 | 170 |
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171 ColumnVector res = (*user_fcn) (m_x, m_xdot, m_t, ires); |
3993 | 172 |
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173 if (res.numel () != m_x.numel ()) |
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174 { |
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175 (*current_liboctave_error_handler) |
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176 ("dassl: inconsistent sizes for state and residual vectors"); |
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178 m_integration_error = true; |
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179 return retval; |
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180 } |
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181 } |
4049 | 182 else |
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183 { |
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184 (*current_liboctave_error_handler) |
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185 ("dassl: no user supplied RHS subroutine!"); |
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187 m_integration_error = true; |
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188 return retval; |
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189 } |
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191 m_info(4) = (user_jac ? 1 : 0); |
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192 |
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193 DAEFunc::m_reset = false; |
3 | 194 |
4049 | 195 // DASSL_options |
3998 | 196 |
4049 | 197 double hmax = maximum_step_size (); |
198 if (hmax >= 0.0) | |
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199 { |
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200 m_rwork(1) = hmax; |
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201 m_info(6) = 1; |
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202 } |
4049 | 203 else |
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204 m_info(6) = 0; |
3998 | 205 |
4049 | 206 double h0 = initial_step_size (); |
207 if (h0 >= 0.0) | |
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208 { |
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209 m_rwork(2) = h0; |
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210 m_info(7) = 1; |
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211 } |
4049 | 212 else |
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213 m_info(7) = 0; |
3998 | 214 |
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215 F77_INT sl = octave::to_f77_int (step_limit ()); |
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216 |
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217 if (sl >= 0) |
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218 { |
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219 m_info(11) = 1; |
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220 m_iwork(20) = sl; |
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221 } |
4429 | 222 else |
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223 m_info(11) = 0; |
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225 F77_INT maxord = octave::to_f77_int (maximum_order ()); |
4049 | 226 if (maxord >= 0) |
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227 { |
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228 if (maxord > 0 && maxord < 6) |
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229 { |
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230 m_info(8) = 1; |
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231 m_iwork(2) = maxord; |
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232 } |
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233 else |
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234 { |
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235 (*current_liboctave_error_handler) |
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236 ("dassl: invalid value for maximum order: %" |
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237 OCTAVE_F77_INT_TYPE_FORMAT, maxord); |
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238 m_integration_error = true; |
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239 return retval; |
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240 } |
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241 } |
4047 | 242 |
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243 F77_INT enc = octave::to_f77_int (enforce_nonnegativity_constraints ()); |
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244 m_info(9) = (enc ? 1 : 0); |
4049 | 245 |
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246 F77_INT ccic = octave::to_f77_int (compute_consistent_initial_condition ()); |
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247 m_info(10) = (ccic ? 1 : 0); |
4049 | 248 |
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249 m_abs_tol = absolute_tolerance (); |
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250 m_rel_tol = relative_tolerance (); |
289 | 251 |
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252 F77_INT abs_tol_len = octave::to_f77_int (m_abs_tol.numel ()); |
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253 F77_INT rel_tol_len = octave::to_f77_int (m_rel_tol.numel ()); |
4049 | 254 |
255 if (abs_tol_len == 1 && rel_tol_len == 1) | |
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256 { |
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257 m_info(1) = 0; |
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258 } |
4049 | 259 else if (abs_tol_len == n && rel_tol_len == n) |
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260 { |
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261 m_info(1) = 1; |
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262 } |
4047 | 263 else |
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264 { |
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265 (*current_liboctave_error_handler) |
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266 ("dassl: inconsistent sizes for tolerance arrays"); |
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268 m_integration_error = true; |
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269 return retval; |
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270 } |
4049 | 271 |
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272 DASSL_options::m_reset = false; |
289 | 273 } |
4047 | 274 |
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275 double *px = m_x.fortran_vec (); |
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276 double *pxdot = m_xdot.fortran_vec (); |
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277 |
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278 F77_INT *pinfo = m_info.fortran_vec (); |
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279 |
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280 double *prel_tol = m_rel_tol.fortran_vec (); |
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281 double *pabs_tol = m_abs_tol.fortran_vec (); |
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282 |
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283 double *prwork = m_rwork.fortran_vec (); |
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284 F77_INT *piwork = m_iwork.fortran_vec (); |
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285 |
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286 double *dummy = nullptr; |
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287 F77_INT *idummy = nullptr; |
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288 |
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289 F77_INT tmp_istate = octave::to_f77_int (m_istate); |
3 | 290 |
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291 F77_XFCN (ddassl, DDASSL, (ddassl_f, nn, m_t, px, pxdot, tout, pinfo, |
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292 prel_tol, pabs_tol, tmp_istate, prwork, m_lrw, |
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293 piwork, m_liw, dummy, idummy, ddassl_j)); |
3 | 294 |
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295 m_istate = tmp_istate; |
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296 |
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297 switch (m_istate) |
3 | 298 { |
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299 case 1: // A step was successfully taken in intermediate-output |
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300 // mode. The code has not yet reached TOUT. |
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301 case 2: // The integration to TSTOP was successfully completed |
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302 // (T=TSTOP) by stepping exactly to TSTOP. |
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303 case 3: // The integration to TOUT was successfully completed |
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304 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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305 // interpolation. YPRIME(*) is obtained by interpolation. |
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306 retval = m_x; |
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307 m_t = tout; |
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308 break; |
1360 | 309 |
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310 case -1: // A large amount of work has been expended. (~500 steps). |
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311 case -2: // The error tolerances are too stringent. |
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312 case -3: // The local error test cannot be satisfied because you |
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313 // specified a zero component in ATOL and the |
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314 // corresponding computed solution component is zero. |
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315 // Thus, a pure relative error test is impossible for |
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316 // this component. |
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317 case -6: // DDASSL had repeated error test failures on the last |
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318 // attempted step. |
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319 case -7: // The corrector could not converge. |
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320 case -8: // The matrix of partial derivatives is singular. |
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321 case -9: // The corrector could not converge. There were repeated |
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322 // error test failures in this step. |
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323 case -10: // The corrector could not converge because IRES was |
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324 // equal to minus one. |
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325 case -11: // IRES equal to -2 was encountered and control is being |
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326 // returned to the calling program. |
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327 case -12: // DDASSL failed to compute the initial YPRIME. |
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328 case -33: // The code has encountered trouble from which it cannot |
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329 // recover. A message is printed explaining the trouble |
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330 // and control is returned to the calling program. For |
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331 // example, this occurs when invalid input is detected. |
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332 m_integration_error = true; |
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333 break; |
3996 | 334 |
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335 default: |
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336 m_integration_error = true; |
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337 (*current_liboctave_error_handler) |
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338 ("unrecognized value of istate (= %" OCTAVE_IDX_TYPE_FORMAT ") " |
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339 "returned from ddassl", m_istate); |
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340 break; |
3 | 341 } |
342 | |
1945 | 343 return retval; |
3 | 344 } |
345 | |
346 Matrix | |
1842 | 347 DASSL::do_integrate (const ColumnVector& tout) |
348 { | |
349 Matrix dummy; | |
350 return integrate (tout, dummy); | |
351 } | |
352 | |
353 Matrix | |
354 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) | |
3 | 355 { |
356 Matrix retval; | |
4049 | 357 |
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358 octave_idx_type n_out = tout.numel (); |
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359 F77_INT n = octave::to_f77_int (size ()); |
3 | 360 |
361 if (n_out > 0 && n > 0) | |
362 { | |
363 retval.resize (n_out, n); | |
364 xdot_out.resize (n_out, n); | |
365 | |
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366 for (F77_INT i = 0; i < n; i++) |
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367 { |
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368 retval.elem (0, i) = m_x.elem (i); |
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369 xdot_out.elem (0, i) = m_xdot.elem (i); |
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370 } |
3 | 371 |
5275 | 372 for (octave_idx_type j = 1; j < n_out; j++) |
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373 { |
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374 ColumnVector x_next = do_integrate (tout.elem (j)); |
256 | 375 |
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376 if (m_integration_error) |
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377 return retval; |
256 | 378 |
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379 for (F77_INT i = 0; i < n; i++) |
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380 { |
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381 retval.elem (j, i) = x_next.elem (i); |
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382 xdot_out.elem (j, i) = m_xdot.elem (i); |
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383 } |
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384 } |
3 | 385 } |
386 | |
387 return retval; | |
388 } | |
389 | |
390 Matrix | |
3519 | 391 DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
392 { | |
393 Matrix dummy; | |
394 return integrate (tout, dummy, tcrit); | |
395 } | |
396 | |
397 Matrix | |
1842 | 398 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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399 const ColumnVector& tcrit) |
3 | 400 { |
401 Matrix retval; | |
4049 | 402 |
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403 octave_idx_type n_out = tout.numel (); |
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404 F77_INT n = octave::to_f77_int (size ()); |
3 | 405 |
406 if (n_out > 0 && n > 0) | |
407 { | |
408 retval.resize (n_out, n); | |
409 xdot_out.resize (n_out, n); | |
410 | |
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411 for (F77_INT i = 0; i < n; i++) |
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412 { |
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413 retval.elem (0, i) = m_x.elem (i); |
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414 xdot_out.elem (0, i) = m_xdot.elem (i); |
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415 } |
3 | 416 |
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417 octave_idx_type n_crit = tcrit.numel (); |
3 | 418 |
419 if (n_crit > 0) | |
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420 { |
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421 octave_idx_type i_crit = 0; |
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422 octave_idx_type i_out = 1; |
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423 double next_crit = tcrit.elem (0); |
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424 double next_out; |
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425 while (i_out < n_out) |
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426 { |
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427 bool do_restart = false; |
3 | 428 |
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429 next_out = tout.elem (i_out); |
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430 if (i_crit < n_crit) |
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431 next_crit = tcrit.elem (i_crit); |
3 | 432 |
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433 bool save_output; |
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434 double t_out; |
3 | 435 |
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436 if (next_crit == next_out) |
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437 { |
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438 set_stop_time (next_crit); |
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439 t_out = next_out; |
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440 save_output = true; |
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441 i_out++; |
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442 i_crit++; |
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443 do_restart = true; |
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444 } |
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445 else if (next_crit < next_out) |
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446 { |
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447 if (i_crit < n_crit) |
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448 { |
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449 set_stop_time (next_crit); |
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450 t_out = next_crit; |
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451 save_output = false; |
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452 i_crit++; |
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453 do_restart = true; |
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454 } |
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455 else |
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456 { |
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457 clear_stop_time (); |
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458 t_out = next_out; |
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459 save_output = true; |
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460 i_out++; |
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461 } |
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462 } |
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463 else |
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464 { |
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465 set_stop_time (next_crit); |
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466 t_out = next_out; |
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467 save_output = true; |
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468 i_out++; |
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469 } |
3 | 470 |
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471 ColumnVector x_next = do_integrate (t_out); |
3 | 472 |
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473 if (m_integration_error) |
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474 return retval; |
256 | 475 |
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476 if (save_output) |
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477 { |
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478 for (F77_INT i = 0; i < n; i++) |
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479 { |
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480 retval.elem (i_out-1, i) = x_next.elem (i); |
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481 xdot_out.elem (i_out-1, i) = m_xdot.elem (i); |
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482 } |
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483 } |
3 | 484 |
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485 if (do_restart) |
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486 force_restart (); |
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487 } |
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488 } |
3 | 489 else |
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490 { |
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491 retval = integrate (tout, xdot_out); |
256 | 492 |
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493 if (m_integration_error) |
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494 return retval; |
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495 } |
3 | 496 } |
497 | |
498 return retval; | |
499 } | |
289 | 500 |
3995 | 501 std::string |
502 DASSL::error_message (void) const | |
503 { | |
504 std::string retval; | |
505 | |
5765 | 506 std::ostringstream buf; |
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507 buf << m_t; |
5765 | 508 std::string t_curr = buf.str (); |
4043 | 509 |
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510 switch (m_istate) |
3995 | 511 { |
3996 | 512 case 1: |
513 retval = "a step was successfully taken in intermediate-output mode."; | |
514 break; | |
515 | |
516 case 2: | |
517 retval = "integration completed by stepping exactly to TOUT"; | |
518 break; | |
519 | |
520 case 3: | |
521 retval = "integration to tout completed by stepping past TOUT"; | |
522 break; | |
523 | |
524 case -1: | |
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525 retval = "a large amount of work has been expended (t =" + t_curr + ')'; |
3996 | 526 break; |
527 | |
528 case -2: | |
529 retval = "the error tolerances are too stringent"; | |
530 break; | |
531 | |
532 case -3: | |
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533 retval = "error weight became zero during problem. (t = " + t_curr + |
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534 "; solution component i vanished, and atol or atol(i) == 0)"; |
3996 | 535 break; |
536 | |
537 case -6: | |
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538 retval = "repeated error test failures on the last attempted step (t = " |
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539 + t_curr + ')'; |
3996 | 540 break; |
541 | |
542 case -7: | |
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543 retval = "the corrector could not converge (t = " + t_curr + ')'; |
3996 | 544 break; |
545 | |
546 case -8: | |
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547 retval = "the matrix of partial derivatives is singular (t = " + t_curr + |
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548 ')'; |
3996 | 549 break; |
550 | |
551 case -9: | |
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552 retval = "the corrector could not converge (t = " + t_curr + |
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553 "; repeated test failures)"; |
3996 | 554 break; |
555 | |
556 case -10: | |
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557 retval = "corrector could not converge because IRES was -1 (t = " |
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558 + t_curr + ')'; |
3996 | 559 break; |
560 | |
561 case -11: | |
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562 retval = "return requested in user-supplied function (t = " + t_curr + |
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563 ')'; |
3996 | 564 break; |
565 | |
566 case -12: | |
567 retval = "failed to compute consistent initial conditions"; | |
568 break; | |
569 | |
570 case -33: | |
571 retval = "unrecoverable error (see printed message)"; | |
572 break; | |
573 | |
3995 | 574 default: |
575 retval = "unknown error state"; | |
576 break; | |
577 } | |
578 | |
579 return retval; | |
580 } |