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1 // DASSL.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1996 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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21 |
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22 */ |
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23 |
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24 #if defined (__GNUG__) |
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25 #pragma implementation |
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26 #endif |
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27 |
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28 #ifdef HAVE_CONFIG_H |
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29 #include <config.h> |
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30 #endif |
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31 |
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32 #include <cfloat> |
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33 #include <cmath> |
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34 |
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35 #include "DASSL.h" |
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36 #include "f77-fcn.h" |
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227
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37 #include "lo-error.h" |
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38 |
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39 extern "C" |
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40 { |
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41 int F77_FCN (ddassl, DDASSL) (int (*)(const double&, double*, |
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42 double*, double*, int&, |
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43 double*, int*), |
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44 const int&, double&, double*, double*, |
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45 double&, const int*, const double&, |
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46 const double&, int&, double*, |
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47 const int&, int*, const int&, |
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48 const double*, const int*, |
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49 int (*)(const double&, double*, |
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50 double*, double*, const |
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51 double&, double*, int*)); |
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52 } |
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53 |
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54 static DAEFunc::DAERHSFunc user_fun; |
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55 static DAEFunc::DAEJacFunc user_jac; |
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56 static int nn; |
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57 |
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58 DASSL::DASSL (void) : DAE () |
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59 { |
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60 stop_time_set = 0; |
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61 stop_time = 0.0; |
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62 |
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63 liw = 0; |
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64 lrw = 0; |
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65 |
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66 info = new int [15]; |
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67 iwork = (int *) 0; |
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68 rwork = (double *) 0; |
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69 |
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70 for (int i = 0; i < 15; i++) |
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71 info [i] = 0; |
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72 } |
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73 |
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74 DASSL::DASSL (const ColumnVector& state, double time, DAEFunc& f) |
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75 : DAE (state, time, f) |
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76 { |
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77 n = size (); |
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78 |
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79 stop_time_set = 0; |
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80 stop_time = 0.0; |
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81 |
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82 liw = 20 + n; |
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83 lrw = 40 + 9*n + n*n; |
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84 |
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85 info = new int [15]; |
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86 iwork = new int [liw]; |
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87 rwork = new double [lrw]; |
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88 |
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89 for (int i = 0; i < 15; i++) |
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90 info [i] = 0; |
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91 } |
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92 |
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93 DASSL::DASSL (const ColumnVector& state, const ColumnVector& deriv, |
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94 double time, DAEFunc& f) |
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95 : DAE (state, deriv, time, f) |
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96 { |
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97 n = size (); |
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98 |
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99 stop_time_set = 0; |
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100 stop_time = 0.0; |
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101 |
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102 DAEFunc::set_function (f.function ()); |
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103 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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104 |
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105 liw = 20 + n; |
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106 lrw = 40 + 9*n + n*n; |
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107 |
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108 info = new int [15]; |
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109 iwork = new int [liw]; |
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110 rwork = new double [lrw]; |
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111 |
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112 for (int i = 0; i < 15; i++) |
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113 info [i] = 0; |
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114 } |
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115 |
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116 DASSL::~DASSL (void) |
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117 { |
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118 delete info; |
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119 delete rwork; |
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120 delete iwork; |
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121 } |
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122 |
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123 void |
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124 DASSL::force_restart (void) |
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125 { |
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126 restart = 1; |
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127 integration_error = 0; |
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128 } |
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129 |
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130 void |
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131 DASSL::set_stop_time (double t) |
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132 { |
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133 stop_time_set = 1; |
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134 stop_time = t; |
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135 } |
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136 |
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137 void |
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138 DASSL::clear_stop_time (void) |
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139 { |
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140 stop_time_set = 0; |
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141 } |
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142 |
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143 int |
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144 ddassl_f (const double& time, double *state, double *deriv, |
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145 double *delta, int& ires, double *, int *) |
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146 { |
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147 ColumnVector tmp_deriv (nn); |
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148 ColumnVector tmp_state (nn); |
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149 ColumnVector tmp_delta (nn); |
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150 |
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151 for (int i = 0; i < nn; i++) |
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152 { |
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153 tmp_deriv.elem (i) = deriv [i]; |
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154 tmp_state.elem (i) = state [i]; |
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155 } |
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156 |
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157 tmp_delta = user_fun (tmp_state, tmp_deriv, time); |
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158 |
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159 if (tmp_delta.length () == 0) |
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160 ires = -2; |
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161 else |
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162 { |
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163 for (int i = 0; i < nn; i++) |
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164 delta [i] = tmp_delta.elem (i); |
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165 } |
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166 |
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167 return 0; |
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168 } |
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169 |
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170 int |
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171 ddassl_j (const double& time, double *, double *, double *pd, const |
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172 double& cj, double *, int *) |
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173 { |
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174 ColumnVector tmp_state (nn); |
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175 ColumnVector tmp_deriv (nn); |
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176 |
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177 // XXX FIXME XXX |
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178 |
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179 Matrix tmp_dfdxdot (nn, nn); |
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180 Matrix tmp_dfdx (nn, nn); |
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181 |
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182 DAEFunc::DAEJac tmp_jac; |
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183 tmp_jac.dfdxdot = &tmp_dfdxdot; |
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184 tmp_jac.dfdx = &tmp_dfdx; |
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185 |
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186 tmp_jac = user_jac (tmp_state, tmp_deriv, time); |
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187 |
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188 // Fix up the matrix of partial derivatives for dassl. |
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189 |
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190 tmp_dfdx = tmp_dfdx + cj * tmp_dfdxdot; |
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191 |
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192 for (int j = 0; j < nn; j++) |
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193 for (int i = 0; i < nn; i++) |
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194 pd [nn * j + i] = tmp_dfdx.elem (i, j); |
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195 |
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196 return 0; |
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197 } |
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198 |
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199 ColumnVector |
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200 DASSL::do_integrate (double tout) |
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201 { |
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202 integration_error = 0; |
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203 |
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204 if (DAEFunc::jacobian_function ()) |
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205 iwork [4] = 1; |
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206 else |
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207 iwork [4] = 0; |
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208 |
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209 double *px = x.fortran_vec (); |
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210 double *pxdot = xdot.fortran_vec (); |
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211 |
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212 nn = n; |
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213 user_fun = DAEFunc::fun; |
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214 user_jac = DAEFunc::jac; |
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215 |
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216 if (stop_time_set) |
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217 { |
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218 info [3] = 1; |
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219 rwork [0] = stop_time; |
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220 } |
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221 else |
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222 info [3] = 0; |
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223 |
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224 double abs_tol = absolute_tolerance (); |
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225 double rel_tol = relative_tolerance (); |
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226 |
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227 if (initial_step_size () >= 0.0) |
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228 { |
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229 rwork[2] = initial_step_size (); |
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230 info[7] = 1; |
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231 } |
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232 else |
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233 info[7] = 0; |
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234 |
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235 if (maximum_step_size () >= 0.0) |
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236 { |
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237 rwork[2] = maximum_step_size (); |
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238 info[6] = 1; |
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239 } |
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240 else |
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241 info[6] = 0; |
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242 |
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243 double *dummy = 0; |
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244 int *idummy = 0; |
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245 |
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246 if (restart) |
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247 { |
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248 restart = 0; |
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249 info[0] = 0; |
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250 } |
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251 |
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252 // again: |
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253 |
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254 F77_FCN (ddassl, DDASSL) (ddassl_f, n, t, px, pxdot, tout, info, |
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255 rel_tol, abs_tol, idid, rwork, lrw, iwork, |
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256 liw, dummy, idummy, ddassl_j); |
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257 |
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258 switch (idid) |
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259 { |
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260 case 1: // A step was successfully taken in the |
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261 // intermediate-output mode. The code has not yet reached |
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262 // TOUT. |
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263 break; |
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264 |
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265 case 2: // The integration to TSTOP was successfully completed |
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266 // (T=TSTOP) by stepping exactly to TSTOP. |
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267 break; |
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268 |
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269 case 3: // The integration to TOUT was successfully completed |
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270 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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271 // interpolation. YPRIME(*) is obtained by interpolation. |
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272 break; |
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273 |
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274 case -1: // A large amount of work has been expended. (About 500 steps). |
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275 case -2: // The error tolerances are too stringent. |
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276 case -3: // The local error test cannot be satisfied because you |
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277 // specified a zero component in ATOL and the |
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278 // corresponding computed solution component is zero. |
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279 // Thus, a pure relative error test is impossible for |
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280 // this component. |
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281 case -6: // DDASSL had repeated error test failures on the last |
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282 // attempted step. |
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283 case -7: // The corrector could not converge. |
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284 case -8: // The matrix of partial derivatives is singular. |
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285 case -9: // The corrector could not converge. There were repeated |
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286 // error test failures in this step. |
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287 case -10: // The corrector could not converge because IRES was |
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288 // equal to minus one. |
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289 case -11: // IRES equal to -2 was encountered and control is being |
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290 // returned to the calling program. |
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291 case -12: // DDASSL failed to compute the initial YPRIME. |
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292 case -33: // The code has encountered trouble from which it cannot |
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293 // recover. A message is printed explaining the trouble |
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294 // and control is returned to the calling program. For |
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295 // example, this occurs when invalid input is detected. |
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296 |
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297 default: |
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298 integration_error = 1; |
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299 break; |
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300 } |
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301 |
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302 t = tout; |
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303 |
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304 return x; |
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305 } |
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306 |
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307 Matrix |
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308 DASSL::do_integrate (const ColumnVector& tout) |
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309 { |
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310 Matrix dummy; |
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311 return integrate (tout, dummy); |
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312 } |
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313 |
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314 Matrix |
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315 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) |
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316 { |
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317 Matrix retval; |
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318 int n_out = tout.capacity (); |
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319 |
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320 if (n_out > 0 && n > 0) |
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321 { |
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322 retval.resize (n_out, n); |
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323 xdot_out.resize (n_out, n); |
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324 |
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325 for (int i = 0; i < n; i++) |
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326 { |
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327 retval.elem (0, i) = x.elem (i); |
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328 xdot_out.elem (0, i) = xdot.elem (i); |
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329 } |
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330 |
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331 for (int j = 1; j < n_out; j++) |
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332 { |
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333 ColumnVector x_next = do_integrate (tout.elem (j)); |
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334 |
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335 if (integration_error) |
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336 return retval; |
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337 |
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338 for (int i = 0; i < n; i++) |
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339 { |
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340 retval.elem (j, i) = x_next.elem (i); |
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341 xdot_out.elem (j, i) = xdot.elem (i); |
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342 } |
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343 } |
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344 } |
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345 |
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346 return retval; |
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347 } |
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348 |
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349 Matrix |
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350 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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351 const ColumnVector& tcrit) |
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352 { |
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353 Matrix retval; |
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354 int n_out = tout.capacity (); |
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355 |
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356 if (n_out > 0 && n > 0) |
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357 { |
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358 retval.resize (n_out, n); |
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359 xdot_out.resize (n_out, n); |
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360 |
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361 for (int i = 0; i < n; i++) |
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362 { |
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363 retval.elem (0, i) = x.elem (i); |
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364 xdot_out.elem (0, i) = xdot.elem (i); |
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365 } |
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366 |
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367 int n_crit = tcrit.capacity (); |
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368 |
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369 if (n_crit > 0) |
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370 { |
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371 int i_crit = 0; |
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372 int i_out = 1; |
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373 double next_crit = tcrit.elem (0); |
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374 double next_out; |
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375 while (i_out < n_out) |
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376 { |
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377 int do_restart = 0; |
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378 |
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379 next_out = tout.elem (i_out); |
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380 if (i_crit < n_crit) |
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381 next_crit = tcrit.elem (i_crit); |
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382 |
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383 int save_output; |
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384 double t_out; |
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385 |
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386 if (next_crit == next_out) |
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387 { |
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388 set_stop_time (next_crit); |
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389 t_out = next_out; |
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390 save_output = 1; |
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391 i_out++; |
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392 i_crit++; |
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393 do_restart = 1; |
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394 } |
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395 else if (next_crit < next_out) |
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396 { |
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397 if (i_crit < n_crit) |
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398 { |
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399 set_stop_time (next_crit); |
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400 t_out = next_crit; |
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401 save_output = 0; |
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402 i_crit++; |
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403 do_restart = 1; |
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404 } |
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405 else |
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406 { |
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407 clear_stop_time (); |
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408 t_out = next_out; |
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409 save_output = 1; |
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410 i_out++; |
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411 } |
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412 } |
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413 else |
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414 { |
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415 set_stop_time (next_crit); |
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416 t_out = next_out; |
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417 save_output = 1; |
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418 i_out++; |
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419 } |
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420 |
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421 ColumnVector x_next = do_integrate (t_out); |
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422 |
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423 if (integration_error) |
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424 return retval; |
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425 |
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426 if (save_output) |
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427 { |
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428 for (int i = 0; i < n; i++) |
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429 { |
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430 retval.elem (i_out-1, i) = x_next.elem (i); |
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431 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
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432 } |
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433 } |
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434 |
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435 if (do_restart) |
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436 force_restart (); |
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437 } |
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438 } |
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439 else |
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440 { |
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441 retval = integrate (tout, xdot_out); |
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442 |
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443 if (integration_error) |
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444 return retval; |
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445 } |
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446 } |
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447 |
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448 return retval; |
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449 } |
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450 |
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451 DASSL_options::DASSL_options (void) |
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452 { |
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453 init (); |
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454 } |
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455 |
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456 DASSL_options::DASSL_options (const DASSL_options& opt) |
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457 { |
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458 copy (opt); |
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459 } |
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460 |
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461 DASSL_options& |
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462 DASSL_options::operator = (const DASSL_options& opt) |
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463 { |
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464 if (this != &opt) |
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465 copy (opt); |
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466 |
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467 return *this; |
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468 } |
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469 |
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470 DASSL_options::~DASSL_options (void) |
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471 { |
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472 } |
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473 |
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474 void |
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475 DASSL_options::init (void) |
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476 { |
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477 double sqrt_eps = sqrt (DBL_EPSILON); |
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478 x_absolute_tolerance = sqrt_eps; |
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479 x_initial_step_size = -1.0; |
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480 x_maximum_step_size = -1.0; |
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481 x_minimum_step_size = 0.0; |
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482 x_relative_tolerance = sqrt_eps; |
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483 } |
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484 |
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485 void |
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486 DASSL_options::copy (const DASSL_options& opt) |
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487 { |
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488 x_absolute_tolerance = opt.x_absolute_tolerance; |
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489 x_initial_step_size = opt.x_initial_step_size; |
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490 x_maximum_step_size = opt.x_maximum_step_size; |
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491 x_minimum_step_size = opt.x_minimum_step_size; |
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492 x_relative_tolerance = opt.x_relative_tolerance; |
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493 } |
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494 |
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495 void |
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496 DASSL_options::set_default_options (void) |
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497 { |
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498 init (); |
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499 } |
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500 |
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501 void |
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502 DASSL_options::set_absolute_tolerance (double val) |
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503 { |
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504 x_absolute_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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505 } |
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506 |
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507 void |
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508 DASSL_options::set_initial_step_size (double val) |
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509 { |
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510 x_initial_step_size = (val >= 0.0) ? val : -1.0; |
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511 } |
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512 |
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513 void |
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514 DASSL_options::set_maximum_step_size (double val) |
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515 { |
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516 x_maximum_step_size = (val >= 0.0) ? val : -1.0; |
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517 } |
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518 |
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519 void |
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520 DASSL_options::set_minimum_step_size (double val) |
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521 { |
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522 x_minimum_step_size = (val >= 0.0) ? val : 0.0; |
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523 } |
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524 |
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525 void |
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526 DASSL_options::set_relative_tolerance (double val) |
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527 { |
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528 x_relative_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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529 } |
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530 |
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531 double |
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532 DASSL_options::absolute_tolerance (void) |
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533 { |
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534 return x_absolute_tolerance; |
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535 } |
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536 |
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537 double |
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538 DASSL_options::initial_step_size (void) |
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539 { |
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540 return x_initial_step_size; |
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541 } |
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542 |
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543 double |
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544 DASSL_options::maximum_step_size (void) |
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545 { |
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546 return x_maximum_step_size; |
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547 } |
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548 |
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549 double |
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550 DASSL_options::minimum_step_size (void) |
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551 { |
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552 return x_minimum_step_size; |
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553 } |
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554 |
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555 double |
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556 DASSL_options::relative_tolerance (void) |
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557 { |
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558 return x_relative_tolerance; |
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559 } |
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560 |
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289
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561 /* |
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562 ;;; Local Variables: *** |
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563 ;;; mode: C++ *** |
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564 ;;; page-delimiter: "^/\\*" *** |
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565 ;;; End: *** |
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566 */ |
