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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__) && defined (USE_PRAGMA_INTERFACE_IMPLEMENTATION) |
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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 <cfloat> |
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32 #include <cmath> |
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33 |
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34 // For instantiating the Array<Matrix> object. |
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35 #include "Array.h" |
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36 #include "Array.cc" |
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37 |
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38 #include "ODESSA.h" |
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39 #include "f77-fcn.h" |
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40 #include "lo-error.h" |
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41 #include "lo-sstream.h" |
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42 #include "quit.h" |
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43 |
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44 typedef int (*odessa_fcn_ptr) (int*, const double&, double*, |
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45 double*, double*); |
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46 |
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47 typedef int (*odessa_jac_ptr) (int*, const double&, double*, |
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48 double*, const int&, const int&, |
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49 double*, const int&); |
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50 |
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51 typedef int (*odessa_dfdp_ptr) (int*, const double&, double*, |
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52 double*, double*, const int&); |
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53 |
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54 |
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55 extern "C" |
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4552
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56 { |
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57 F77_RET_T |
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58 F77_FUNC (dodessa, DODESSA) (odessa_fcn_ptr, odessa_dfdp_ptr, int*, |
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59 double*, double*, double&, double&, |
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60 int&, double&, const double*, int&, |
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61 int&, int*, double*, int&, int*, int&, |
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62 odessa_jac_ptr, int&); |
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63 } |
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64 |
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65 INSTANTIATE_ARRAY (Matrix); |
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66 |
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67 static ODESFunc::ODES_fsub user_fsub; |
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68 static ODESFunc::ODES_bsub user_bsub; |
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69 static ODESFunc::ODES_jsub user_jsub; |
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70 |
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71 |
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72 static int |
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73 odessa_f (int* neq, const double& t, double *state, |
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74 double *par, double *fval) |
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75 { |
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76 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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77 |
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78 int n = neq[0]; |
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79 int n_par = neq[1]; |
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80 |
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81 // Load the state and parameter arrays as Octave objects |
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82 |
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83 ColumnVector tmp_state (n); |
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84 for (int i = 0; i < n; i++) |
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85 tmp_state(i) = state[i]; |
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86 |
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87 ColumnVector tmp_param (n_par); |
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88 for (int i = 0; i < n_par; i++) |
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89 tmp_param(i) = par[i]; |
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90 |
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91 ColumnVector tmp_fval = user_fsub (tmp_state, t, tmp_param); |
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92 |
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93 if (tmp_fval.length () == 0) |
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94 octave_jump_to_enclosing_context (); |
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95 else |
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96 { |
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97 for (int i = 0; i < n; i++) |
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98 fval[i] = tmp_fval(i); |
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99 } |
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100 |
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101 END_INTERRUPT_WITH_EXCEPTIONS; |
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102 |
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103 return 0; |
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104 } |
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105 |
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106 static int |
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107 odessa_j (int* neq, const double& t, double *state, |
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108 double *par, const int& ml, const int& mu, double *pd, |
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109 const int& nrowpd) |
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110 { |
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111 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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112 |
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113 int n = neq[0]; |
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114 int n_par = neq[1]; |
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115 |
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116 // Load the state and parameter arrays as Octave objects |
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117 ColumnVector tmp_state (n); |
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118 for (int i = 0; i < n; i++) |
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119 tmp_state(i) = state[i]; |
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120 |
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121 ColumnVector tmp_param (n_par); |
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122 for (int i = 0; i < n_par; i++) |
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123 tmp_param(i) = par[i]; |
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124 |
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125 Matrix tmp_fval = user_jsub (tmp_state, t, tmp_param); |
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126 |
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127 if (tmp_fval.length () == 0) |
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128 octave_jump_to_enclosing_context (); |
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129 else |
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130 { |
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131 for (int j = 0; j < n; j++) |
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132 for (int i = 0; i < nrowpd; i++) |
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133 pd[nrowpd*j+i] = tmp_fval(i,j); |
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134 } |
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135 |
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136 END_INTERRUPT_WITH_EXCEPTIONS; |
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137 |
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138 return 0; |
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139 } |
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140 |
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141 static int |
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142 odessa_b (int* neq, const double& t, double *state, |
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143 double *par, double *dfdp, const int& jpar) |
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144 |
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145 { |
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146 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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147 |
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148 int n = neq[0]; |
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149 int n_par = neq[1]; |
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150 |
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151 // Load the state and parameter arrays as Octave objects |
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152 ColumnVector tmp_state (n); |
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153 for (int i = 0; i < n; i++) |
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154 tmp_state(i) = state[i]; |
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155 |
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156 ColumnVector tmp_param (n_par); |
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157 for (int i = 0; i < n_par; i++) |
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158 tmp_param(i) = par[i]; |
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159 |
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160 ColumnVector tmp_fval = user_bsub (tmp_state, t, tmp_param, jpar); |
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161 |
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162 if (tmp_fval.length () == 0) |
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163 octave_jump_to_enclosing_context (); |
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164 else |
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165 { |
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166 for (int i = 0; i < n; i++) |
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167 dfdp[i] = tmp_fval(i); |
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168 } |
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169 |
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170 END_INTERRUPT_WITH_EXCEPTIONS; |
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171 |
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172 return 0; |
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173 } |
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174 |
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175 ODESSA::ODESSA (void) : ODES (), ODESSA_options () |
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176 { |
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177 initialized = false; |
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178 |
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179 neq.resize(2); |
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180 n = size (); |
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181 |
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182 iopt.resize(4); |
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183 |
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184 itask = 1; |
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185 iopt(0) = 0; |
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186 isopt = 0; |
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187 iopt(1) = isopt; |
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188 npar = 0; |
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189 neq(0) = n; |
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190 neq(1) = npar; |
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191 |
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192 sanity_checked = false; |
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193 } |
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194 |
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195 ODESSA::ODESSA (const ColumnVector& s, double tm, ODESFunc& f) |
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196 : ODES (s, tm, f), ODESSA_options () |
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197 { |
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198 initialized = false; |
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199 |
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200 neq.resize(2); |
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201 n = size (); |
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202 |
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203 iopt.resize(4); |
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204 itask = 1; |
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205 iopt(0) = 0; |
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206 isopt = 0; |
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207 iopt(1) = isopt; |
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208 |
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209 sanity_checked = false; |
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210 |
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211 npar = 0; |
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212 neq(0) = n; |
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213 neq(1) = npar; |
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214 |
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215 y.resize (n, 1, 0.0); |
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216 } |
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217 |
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218 ODESSA::ODESSA (const ColumnVector& s, const ColumnVector& xtheta, |
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219 const Matrix& sensitivity_guess, double tm, ODESFunc& f) |
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220 : ODES (s, xtheta, tm, f) |
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221 { |
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222 initialized = false; |
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223 |
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224 neq.resize(2); |
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225 n = s.length(); |
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226 npar = xtheta.length(); |
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227 |
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228 neq(0) = n; |
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229 neq(1) = npar; |
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230 |
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231 sx0 = sensitivity_guess; |
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232 par.resize (npar); |
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233 |
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234 for (int i = 0; i < npar; i++) |
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235 { |
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236 par(i) = xtheta(i); |
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237 } |
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238 |
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239 sanity_checked = false; |
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240 |
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241 npar = xtheta.length (); |
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242 |
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243 iopt.resize(4); |
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244 itask = 1; |
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245 iopt(0) = 0; |
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246 isopt = 1; |
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247 iopt(1) = isopt; |
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248 |
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249 y.resize (n, npar+1, 0.0); |
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250 } |
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251 |
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252 void |
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253 ODESSA::integrate (double tout) |
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254 { |
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255 ODESSA_result retval; |
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256 |
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257 if (! initialized) |
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258 { |
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259 |
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260 for (int i = 0; i < n; i++) |
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261 y(i,0) = x(i); |
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262 |
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263 if (npar > 0) |
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264 { |
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265 for (int j = 0; j < npar; j++) |
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266 for (int i = 0; i < n; i++) |
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267 y(i,j+1) = sx0(i,j); |
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268 } |
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269 |
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270 integration_error = false; |
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271 |
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272 user_fsub = ODESFunc::fsub_function (); |
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273 user_bsub = ODESFunc::bsub_function (); |
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274 user_jsub = ODESFunc::jsub_function (); |
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275 |
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276 int idf; |
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277 |
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278 if (user_bsub) |
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279 idf = 1; |
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280 else |
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281 idf = 0; |
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282 |
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283 iopt(2) = idf; |
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284 |
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285 if (restart) |
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286 { |
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287 restart = false; |
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288 istate = 1; |
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289 } |
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290 |
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291 int max_maxord = 0; |
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292 |
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293 if (integration_method () == "stiff") |
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294 { |
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295 if (user_jsub) |
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296 method_flag = 21; |
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297 else |
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298 method_flag = 22; |
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299 |
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300 max_maxord = 5; |
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301 |
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302 if (isopt) |
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303 { |
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304 liw = 21 + n + npar; |
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305 lrw = 22 + 8*(npar+1)*n + n*n + n; |
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306 } |
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307 else |
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308 { |
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309 liw = 20 + n; |
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310 lrw = 22 + 9*n + n*n; |
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311 } |
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312 } |
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313 else |
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314 { |
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315 max_maxord = 12; |
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316 |
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317 if (isopt) |
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318 { |
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319 if (user_jsub) |
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320 method_flag = 11; |
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321 else |
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322 method_flag = 12; |
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323 liw = 21 + n + npar; |
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324 lrw = 22 + 15*(npar+1)*n + n*n + n; |
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325 } |
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326 else |
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327 { |
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328 method_flag = 10; |
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329 liw = 20 + n; |
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330 lrw = 22 + 16 * n; |
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331 } |
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332 } |
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333 |
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334 if (iwork.length () != liw) |
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335 { |
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336 iwork.resize (liw); |
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337 |
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338 for (int i = 4; i < 10; i++) |
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339 iwork.elem (i) = 0; |
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340 } |
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341 |
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342 if (rwork.length () != lrw) |
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343 { |
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344 rwork.resize (lrw); |
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345 |
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346 for (int i = 4; i < 10; i++) |
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347 rwork.elem (i) = 0.0; |
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348 } |
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349 |
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350 maxord = maximum_order (); |
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351 |
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352 if (maxord >= 0) |
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353 { |
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354 if (maxord > 0 && maxord <= max_maxord) |
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355 { |
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356 iwork(4) = maxord; |
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357 iopt(0) = 1; |
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358 } |
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359 else |
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360 { |
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361 (*current_liboctave_error_handler) |
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362 ("odessa: invalid value for maximum order"); |
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363 integration_error = true; |
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364 return; |
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365 } |
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366 } |
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367 |
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368 initialized = true; |
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369 } |
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370 |
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371 integration_error = false; |
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372 |
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373 // NOTE: this won't work if LSODE passes copies of the state vector. |
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374 // In that case we have to create a temporary vector object |
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375 // and copy. |
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376 |
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377 |
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378 if (! sanity_checked) |
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379 { |
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380 ColumnVector fval = user_fsub (x, t, theta); |
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381 |
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382 if (fval.length () != x.length ()) |
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383 { |
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384 (*current_liboctave_error_handler) |
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385 ("odessa: inconsistent sizes for state and residual vectors"); |
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386 |
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387 integration_error = true; |
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388 return; |
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389 } |
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390 |
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391 sanity_checked = true; |
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392 } |
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393 |
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394 if (stop_time_set) |
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395 { |
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396 itask = 4; |
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397 rwork.elem (0) = stop_time; |
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398 iopt(0) = 1; |
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399 } |
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400 else |
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401 { |
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402 itask = 1; |
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403 } |
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404 |
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405 double rel_tol = relative_tolerance (); |
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406 |
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407 Array<double> abs_tol = absolute_tolerance (); //note; this should |
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408 // be a matrix, not a vector |
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409 |
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410 int abs_tol_len = abs_tol.length (); |
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411 |
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412 int itol; |
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413 |
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414 if (abs_tol_len == 1) |
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415 itol = 1; |
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416 else if (abs_tol_len == n) |
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417 itol = 2; |
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418 else |
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419 { |
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420 (*current_liboctave_error_handler) |
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421 ("odessa: inconsistent sizes for state and absolute tolerance vectors"); |
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422 |
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423 integration_error = 1; |
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424 return; |
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425 } |
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426 |
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427 if (initial_step_size () >= 0.0) |
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428 { |
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429 rwork.elem (4) = initial_step_size (); |
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430 iopt(0) = 1; |
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431 } |
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432 |
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433 if (maximum_step_size () >= 0.0) |
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434 { |
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435 rwork.elem (5) = maximum_step_size (); |
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436 iopt(0) = 1; |
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437 } |
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438 |
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439 if (minimum_step_size () >= 0.0) |
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440 { |
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441 rwork.elem (6) = minimum_step_size (); |
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442 iopt(0) = 1; |
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443 } |
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444 |
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445 if (step_limit () > 0) |
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446 { |
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447 iwork.elem (5) = step_limit (); |
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448 iopt(0) = 1; |
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449 } |
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450 |
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451 py = y.fortran_vec (); |
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452 piwork = iwork.fortran_vec (); |
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453 prwork = rwork.fortran_vec (); |
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454 ppar = par.fortran_vec (); |
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455 piopt = iopt.fortran_vec (); |
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456 pneq = neq.fortran_vec (); |
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457 |
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458 const double *pabs_tol = abs_tol.fortran_vec (); |
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459 |
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4583
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460 F77_XFCN (dodessa, DODESSA, (odessa_f, odessa_b, pneq, py, ppar, t, |
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461 tout, itol, rel_tol, pabs_tol, itask, |
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462 istate, piopt, prwork, lrw, piwork, liw, |
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463 odessa_j, method_flag)); |
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464 |
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465 if (f77_exception_encountered) |
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466 { |
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467 integration_error = true; |
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468 (*current_liboctave_error_handler) ("unrecoverable error in odessa"); |
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469 } |
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470 else |
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471 { |
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472 switch (istate) |
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473 { |
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3996
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474 case 1: // prior to initial integration step. |
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475 case 2: // odessa was successful. |
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476 t = tout; |
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477 break; |
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478 |
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479 case -1: // excess work done on this call (perhaps wrong mf). |
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480 case -2: // excess accuracy requested (tolerances too small). |
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481 case -3: // illegal input detected (see printed message). |
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482 case -4: // repeated error test failures (check all inputs). |
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3984
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483 case -5: // repeated convergence failures (perhaps bad jacobian |
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484 // supplied or wrong choice of mf or tolerances). |
|
3996
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485 case -6: // error weight became zero during problem. (solution |
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486 // component i vanished, and atol or atol(i) = 0.) |
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487 case -13: // Return requested in user-supplied function. |
|
3984
|
488 integration_error = 1; |
|
|
489 break; |
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490 |
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3996
|
491 default: |
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492 integration_error = 1; |
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3984
|
493 (*current_liboctave_error_handler) |
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3996
|
494 ("unrecognized value of istate (= %d) returned from odessa", |
|
|
495 istate); |
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3984
|
496 break; |
|
|
497 } |
|
|
498 } |
|
|
499 } |
|
|
500 |
|
|
501 std::string |
|
|
502 ODESSA::error_message (void) const |
|
|
503 { |
|
|
504 std::string retval; |
|
|
505 |
|
4051
|
506 OSSTREAM buf; |
|
|
507 buf << t << OSSTREAM_ENDS; |
|
|
508 std::string t_curr = OSSTREAM_STR (buf); |
|
|
509 OSSTREAM_FREEZE (buf); |
|
4043
|
510 |
|
3984
|
511 switch (istate) |
|
|
512 { |
|
|
513 case 1: |
|
3996
|
514 retval = "prior to initial integration step"; |
|
3984
|
515 break; |
|
|
516 |
|
|
517 case 2: |
|
|
518 retval = "successful exit"; |
|
|
519 break; |
|
|
520 |
|
|
521 case 3: |
|
|
522 retval = "prior to continuation call with modified parameters"; |
|
|
523 break; |
|
|
524 |
|
3996
|
525 case -1: |
|
4043
|
526 retval = std::string ("excess work on this call (t = ") |
|
|
527 + t_curr + "; perhaps wrong integration method)"; |
|
3996
|
528 break; |
|
|
529 |
|
|
530 case -2: |
|
|
531 retval = "excess accuracy requested (tolerances too small)"; |
|
|
532 break; |
|
|
533 |
|
|
534 case -3: |
|
|
535 retval = "invalid input detected (see printed message)"; |
|
|
536 break; |
|
|
537 |
|
|
538 case -4: |
|
4043
|
539 retval = std::string ("repeated error test failures (t = ") |
|
|
540 + t_curr + "check all inputs)"; |
|
3996
|
541 break; |
|
|
542 |
|
|
543 case -5: |
|
4043
|
544 retval = std::string ("repeated convergence failures (t = ") |
|
|
545 + t_curr |
|
|
546 + "perhaps bad jacobian supplied or wrong choice of integration method or tolerances)"; |
|
3996
|
547 break; |
|
|
548 |
|
|
549 case -6: |
|
4043
|
550 retval = std::string ("error weight became zero during problem. (t = ") |
|
|
551 + t_curr |
|
|
552 + "; solution component i vanished, and atol or atol(i) == 0)"; |
|
3996
|
553 break; |
|
|
554 |
|
|
555 case -13: |
|
4043
|
556 retval = "return requested in user-supplied function (t = " |
|
|
557 + t_curr + ")"; |
|
3996
|
558 break; |
|
|
559 |
|
3984
|
560 default: |
|
|
561 retval = "unknown error state"; |
|
|
562 break; |
|
|
563 } |
|
|
564 |
|
|
565 return retval; |
|
|
566 } |
|
|
567 |
|
|
568 |
|
|
569 ODESSA_result |
|
|
570 ODESSA::integrate (const ColumnVector& tout) |
|
|
571 { |
|
|
572 ODESSA_result retval; |
|
|
573 |
|
|
574 Matrix x_out; |
|
|
575 |
|
|
576 Array<Matrix> x_s_out; |
|
|
577 |
|
|
578 int n_out = tout.capacity (); |
|
|
579 |
|
|
580 if (n_out > 0 && n > 0) |
|
|
581 { |
|
|
582 x_out.resize (n_out, n); |
|
|
583 |
|
4548
|
584 x_s_out.resize_and_fill (npar, Matrix (n_out, n, 0.0)); |
|
3984
|
585 |
|
|
586 for (int j = 0; j < n_out; j++) |
|
|
587 { |
|
|
588 integrate (tout(j)); |
|
|
589 |
|
|
590 if (integration_error) |
|
|
591 { |
|
|
592 retval = ODESSA_result (x_out, x_s_out); |
|
|
593 return retval; |
|
|
594 } |
|
|
595 |
|
|
596 for (int i = 0; i < n; i++) |
|
|
597 { |
|
|
598 x_out(j,i) = y(i,0); |
|
|
599 |
|
|
600 for (int k = 0; k < npar; k++) |
|
|
601 { |
|
|
602 x_s_out(k)(j,i) = y(i,k+1); |
|
|
603 } |
|
|
604 } |
|
|
605 } |
|
|
606 } |
|
|
607 |
|
|
608 retval = ODESSA_result (x_out, x_s_out); |
|
|
609 |
|
|
610 return retval; |
|
|
611 } |
|
|
612 |
|
|
613 ODESSA_result |
|
|
614 ODESSA::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
|
|
615 { |
|
|
616 ODESSA_result retval; |
|
|
617 |
|
|
618 Matrix x_out; |
|
|
619 |
|
|
620 Array<Matrix> x_s_out; |
|
|
621 |
|
|
622 int n_out = tout.capacity (); |
|
|
623 |
|
|
624 if (n_out > 0 && n > 0) |
|
|
625 { |
|
|
626 x_out.resize (n_out, n); |
|
|
627 |
|
4548
|
628 x_s_out.resize_and_fill (npar, Matrix (n_out, n, 0.0)); |
|
3984
|
629 |
|
|
630 int n_crit = tcrit.capacity (); |
|
|
631 |
|
|
632 if (n_crit > 0) |
|
|
633 { |
|
|
634 int i_crit = 0; |
|
|
635 int i_out = 0; |
|
|
636 double next_crit = tcrit(0); |
|
|
637 double next_out; |
|
|
638 while (i_out < n_out) |
|
|
639 { |
|
|
640 bool do_restart = false; |
|
|
641 |
|
|
642 next_out = tout(i_out); |
|
|
643 if (i_crit < n_crit) |
|
|
644 next_crit = tcrit(i_crit); |
|
|
645 |
|
|
646 int save_output; |
|
|
647 double t_out; |
|
|
648 |
|
|
649 if (next_crit == next_out) |
|
|
650 { |
|
|
651 set_stop_time (next_crit); |
|
|
652 t_out = next_out; |
|
|
653 save_output = true; |
|
|
654 i_out++; |
|
|
655 i_crit++; |
|
|
656 do_restart = true; |
|
|
657 } |
|
|
658 else if (next_crit < next_out) |
|
|
659 { |
|
|
660 if (i_crit < n_crit) |
|
|
661 { |
|
|
662 set_stop_time (next_crit); |
|
|
663 t_out = next_crit; |
|
|
664 save_output = false; |
|
|
665 i_crit++; |
|
|
666 do_restart = true; |
|
|
667 } |
|
|
668 else |
|
|
669 { |
|
|
670 clear_stop_time (); |
|
|
671 t_out = next_out; |
|
|
672 save_output = true; |
|
|
673 i_out++; |
|
|
674 } |
|
|
675 } |
|
|
676 else |
|
|
677 { |
|
|
678 set_stop_time (next_crit); |
|
|
679 t_out = next_out; |
|
|
680 save_output = true; |
|
|
681 i_out++; |
|
|
682 } |
|
|
683 integrate (t_out); |
|
|
684 if (integration_error) |
|
|
685 { |
|
|
686 retval = ODESSA_result (x_out, x_s_out); |
|
|
687 return retval; |
|
|
688 } |
|
|
689 if (save_output) |
|
|
690 { |
|
|
691 for (int i = 0; i < n; i++) |
|
|
692 { |
|
|
693 x_out(i_out-1,i) = y(i,0); |
|
|
694 |
|
|
695 for (int k = 0; k < npar; k++) |
|
|
696 { |
|
|
697 x_s_out(k)(i_out-1,i) = y(i,k+1); |
|
|
698 } |
|
|
699 } |
|
|
700 } |
|
|
701 |
|
|
702 if (do_restart) |
|
|
703 force_restart (); |
|
|
704 } |
|
|
705 |
|
|
706 retval = ODESSA_result (x_out, x_s_out); |
|
|
707 } |
|
|
708 else |
|
|
709 { |
|
|
710 retval = integrate (tout); |
|
|
711 |
|
|
712 if (integration_error) |
|
|
713 return retval; |
|
|
714 } |
|
|
715 } |
|
|
716 |
|
|
717 return retval; |
|
|
718 } |
|
|
719 |
|
|
720 /* |
|
|
721 ;;; Local Variables: *** |
|
|
722 ;;; mode: C++ *** |
|
|
723 ;;; End: *** |
|
|
724 */ |
