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3990
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1 /* |
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2 |
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3 Copyright (C) 2002 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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23 #if defined (__GNUG__) |
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24 #pragma implementation |
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25 #endif |
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26 |
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27 #ifdef HAVE_CONFIG_H |
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28 #include <config.h> |
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29 #endif |
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30 |
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31 #include <iostream.h> |
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32 #include <fstream.h> |
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33 |
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34 #include <cstdlib> |
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35 #include <cfloat> |
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36 #include <cmath> |
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37 #include "defun-dld.h" |
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38 #include "error.h" |
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39 #include "gripes.h" |
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40 #include "oct-obj.h" |
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41 #include "ov-fcn.h" |
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42 #include "pager.h" |
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43 #include "parse.h" |
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44 #include "unwind-prot.h" |
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45 #include "utils.h" |
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46 #include "variables.h" |
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47 |
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48 // For instantiating the Array<Matrix> object. |
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49 #include "Array.h" |
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50 #include "Array.cc" |
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51 |
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52 #include "DASRT.h" |
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53 #include "f77-fcn.h" |
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54 #include "lo-error.h" |
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55 |
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56 #ifndef F77_FUNC |
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57 #define F77_FUNC(x, X) F77_FCN (x, X) |
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58 #endif |
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59 |
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60 extern "C" |
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61 { |
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62 int F77_FUNC (ddasrt, DASRT) (int (*)(const double&, double*, double*, |
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63 double*, int&, double*, int*), |
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64 const int&, const double&, double*, double*, |
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65 const double&, int*, double*, double*, |
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66 int&, double*, const int&, int*, |
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67 const int&, double*, int*, |
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68 int (*)(const double&, double*, |
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69 double*, double*, |
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70 const double&, double*, int*), |
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71 int (*)(const int&, const double&, double*, |
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72 const int&, double*, double*, int*), |
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73 const int&, int*); |
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74 } |
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75 |
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76 template class Array<Matrix>; |
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77 |
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78 static DAEFunc::DAERHSFunc user_fsub; |
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79 static DAEFunc::DAEJacFunc user_jsub; |
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80 static DAERTFunc::DAERTConstrFunc user_csub; |
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81 static int nn; |
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82 |
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83 static int |
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84 ddasrt_f (const double& t, double *state, double *deriv, double *delta, |
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85 int& ires, double *rpar, int *ipar) |
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86 { |
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87 ColumnVector tmp_state (nn); |
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88 for (int i = 0; i < nn; i++) |
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89 tmp_state(i) = state[i]; |
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90 |
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91 ColumnVector tmp_deriv (nn); |
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92 for (int i = 0; i < nn; i++) |
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93 tmp_deriv(i) = deriv[i]; |
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94 |
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95 ColumnVector tmp_fval = user_fsub (tmp_state, tmp_deriv, t, ires); |
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96 |
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97 if (tmp_fval.length () == 0) |
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98 ires = -2; |
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99 else |
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100 { |
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101 for (int i = 0; i < nn; i++) |
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102 delta[i] = tmp_fval(i); |
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103 } |
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104 |
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105 return 0; |
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106 } |
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107 |
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108 //typedef int (*efptr) (const double& t, const int& n, double *state, |
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109 // double *ework, double *rpar, int *ipar, |
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110 // const int& ieform, int& ires); |
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111 |
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112 //static efptr e_fun; |
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113 |
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114 static int |
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115 ddasrt_j (const double& t, double *state, double *deriv, |
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116 double *pdwork, const double& cj, double *rpar, int *ipar) |
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117 { |
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118 ColumnVector tmp_state (nn); |
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119 for (int i = 0; i < nn; i++) |
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120 tmp_state(i) = state[i]; |
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121 |
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122 ColumnVector tmp_deriv (nn); |
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123 for (int i = 0; i < nn; i++) |
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124 tmp_deriv(i) = deriv[i]; |
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125 |
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126 // XXX FIXME XXX |
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127 |
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128 Matrix tmp_dfdxdot (nn, nn); |
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129 Matrix tmp_dfdx (nn, nn); |
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130 |
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131 DAEFunc::DAEJac tmp_jac; |
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132 tmp_jac.dfdxdot = &tmp_dfdxdot; |
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133 tmp_jac.dfdx = &tmp_dfdx; |
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134 |
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135 tmp_jac = user_jsub (tmp_state, tmp_deriv, t); |
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136 |
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137 // Fix up the matrix of partial derivatives for dasrt. |
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138 |
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139 tmp_dfdx = tmp_dfdx + cj * tmp_dfdxdot; |
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140 |
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141 for (int j = 0; j < nn; j++) |
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142 for (int i = 0; i < nn; i++) |
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143 pdwork[j*nn+i] = tmp_dfdx.elem (i, j); |
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144 |
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145 return 0; |
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146 } |
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147 |
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148 static int |
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149 ddasrt_g (const int& neq, const double& t, double *state, const int& ng, |
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150 double *gout, double *rpar, int *ipar) |
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151 { |
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152 int n = neq; |
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153 |
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154 ColumnVector tmp_state (n); |
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155 for (int i = 0; i < n; i++) |
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156 tmp_state(i) = state[i]; |
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157 |
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158 ColumnVector tmp_fval = user_csub (tmp_state, t); |
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159 |
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160 for (int i = 0; i < ng; i++) |
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161 gout[i] = tmp_fval(i); |
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162 |
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163 return 0; |
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164 } |
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165 |
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166 |
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167 DASRT::DASRT (void) |
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168 : DAERT () |
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169 { |
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170 initialized = false; |
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171 restart = false; |
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172 |
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173 stop_time_set = false; |
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174 stop_time = 0.0; |
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175 |
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176 sanity_checked = false; |
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177 |
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178 info.resize (30, 0); |
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179 |
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180 npar = 0; |
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181 |
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182 liw = 0; |
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183 lrw = 0; |
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184 } |
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185 |
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186 DASRT::DASRT (const int& ng, const ColumnVector& state, |
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187 const ColumnVector& deriv, double time, DAERTFunc& f) |
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188 : DAERT (state, deriv, time, f) |
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189 { |
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190 n = size (); |
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191 |
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192 initialized = false; |
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193 restart = false; |
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194 |
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195 stop_time_set = false; |
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196 stop_time = 0.0; |
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197 |
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198 DAERTFunc::operator = (f); |
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199 |
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200 sanity_checked = false; |
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201 |
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202 info.resize (30, 0); |
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203 jroot.resize (ng, 1); |
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204 |
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205 npar = 0; |
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206 |
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207 rpar.resize (npar+1); |
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208 ipar.resize (npar+1); |
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209 |
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210 info(11) = npar; |
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211 |
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212 // Also store it here, for communication with user-supplied |
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213 // subroutines. |
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214 ipar(0) = npar; |
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215 |
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216 y.resize (n, 1, 0.0); |
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217 ydot.resize (n, 1, 0.0); |
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218 } |
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219 |
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220 void |
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221 DASRT::init_work_size (int info_zero) |
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222 { |
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223 double t; |
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224 double *py = y.fortran_vec (); |
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225 double *pydot = ydot.fortran_vec (); |
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226 double rel_tol = relative_tolerance (); |
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227 double abs_tol = absolute_tolerance (); |
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228 int *pinfo = info.fortran_vec (); |
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229 double *prpar = rpar.fortran_vec (); |
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230 int *pipar = ipar.fortran_vec (); |
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231 int *pjroot = jroot.fortran_vec (); |
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232 int idid; |
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233 |
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234 // We do not have to lie. |
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235 rwork.resize (5000+9*n+n*n, 0.0); |
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236 iwork.resize (n+20, 0); |
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237 |
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238 liw = n+20; |
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239 lrw = 5000+9*n+n*n; |
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240 |
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241 double *prwork = rwork.fortran_vec (); |
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242 int *piwork = iwork.fortran_vec (); |
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243 |
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244 |
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245 F77_FUNC (ddasrt, DASRT) (ddasrt_f, n, t, py, pydot, t, pinfo, |
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246 &rel_tol, &abs_tol, idid, prwork, lrw, |
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247 piwork, liw, prpar, pipar, ddasrt_j, |
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248 ddasrt_g, ng, pjroot); |
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249 |
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250 int iwadd = iwork(18); |
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251 |
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252 |
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253 if (iwadd > 0) |
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254 liw += iwadd; |
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255 |
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256 info(0) = 0; |
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257 |
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258 iwork.resize (liw, 0); |
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259 |
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260 piwork = iwork.fortran_vec (); |
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261 |
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262 F77_FUNC (ddasrt, DASRT) (ddasrt_f, n, t, py, pydot, t, pinfo, |
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263 &rel_tol, &abs_tol, idid, prwork, lrw, |
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264 piwork, liw, prpar, pipar, ddasrt_j, |
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265 ddasrt_g, ng, pjroot); |
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266 |
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267 int rwadd = iwork(19); |
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268 |
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269 |
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270 if (rwadd > 0) |
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271 lrw += rwadd; |
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272 |
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273 rwork.resize (lrw, 0.0); |
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274 |
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275 info(0) = info_zero; |
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276 |
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277 } |
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278 |
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279 void |
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280 DASRT::force_restart (void) |
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281 { |
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282 restart = true; |
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283 integration_error = false; |
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284 } |
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285 |
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286 void |
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287 DASRT::set_stop_time (double t) |
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288 { |
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289 stop_time_set = true; |
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290 stop_time = t; |
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291 } |
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292 |
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293 void |
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294 DASRT::set_ng (int the_ng) |
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295 { |
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296 ng = the_ng; |
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297 } |
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298 |
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299 int DASRT::get_ng (void) |
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300 { |
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301 return ng; |
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302 } |
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303 |
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304 void |
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305 DASRT::clear_stop_time (void) |
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306 { |
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307 stop_time_set = false; |
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308 } |
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309 |
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310 void |
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311 DASRT::integrate (double tout) |
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312 { |
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313 DASRT_result retval; |
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314 |
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315 if (! initialized) |
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316 { |
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317 info(0) = 0; |
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318 |
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319 for (int i = 0; i < n; i++) |
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320 { |
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321 y(i,0) = x(i); |
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322 ydot(i,0) = xdot(i); |
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323 } |
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324 |
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325 integration_error = false; |
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326 |
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327 user_fsub = DAEFunc::function (); |
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328 user_jsub = DAEFunc::jacobian_function (); |
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329 user_csub = DAERTFunc::constraint_function (); |
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330 |
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331 if (user_jsub) |
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332 info(4) = 1; |
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333 else |
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334 info(4) = 0; |
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335 |
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336 if (! sanity_checked) |
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337 { |
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338 int ires = 0; |
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339 |
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340 ColumnVector fval = user_fsub (x, xdot, t, ires); |
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341 |
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342 if (fval.length () != x.length ()) |
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343 { |
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344 (*current_liboctave_error_handler) |
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345 ("dassl: inconsistent sizes for state and residual vectors"); |
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346 |
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347 integration_error = true; |
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348 return; |
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349 } |
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350 |
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351 sanity_checked = true; |
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352 } |
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353 |
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354 |
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355 init_work_size (info(0)); |
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356 |
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357 |
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358 |
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359 |
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360 if (iwork.length () != liw) |
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361 iwork.resize (liw); |
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362 |
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363 if (rwork.length () != lrw) |
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364 rwork.resize (lrw); |
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365 |
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366 abs_tol = absolute_tolerance (); |
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367 rel_tol = relative_tolerance (); |
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368 |
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369 |
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370 if (initial_step_size () >= 0.0) |
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371 { |
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372 rwork(2) = initial_step_size (); |
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373 info(7) = 1; |
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374 } |
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375 else |
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376 info(7) = 0; |
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377 |
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378 if (step_limit () >= 0) |
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379 { |
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380 info(11) = 1; |
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381 iwork(18) = step_limit (); |
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382 } |
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383 else |
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384 info(11) = 0; |
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385 |
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386 if (maximum_step_size () >= 0.0) |
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387 { |
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388 rwork(1) = maximum_step_size (); |
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389 info(6) = 1; |
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390 } |
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391 else |
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392 info(6) = 0; |
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393 |
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394 |
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395 py = y.fortran_vec (); |
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396 pydot = ydot.fortran_vec (); |
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397 pinfo = info.fortran_vec (); |
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398 piwork = iwork.fortran_vec (); |
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399 prwork = rwork.fortran_vec (); |
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400 prpar = rpar.fortran_vec (); |
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401 pipar = ipar.fortran_vec (); |
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402 pjroot = jroot.fortran_vec (); |
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403 |
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404 info(5) = 0; |
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405 info(8) = 0; |
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406 initialized = true; |
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407 } |
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408 |
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409 if (restart) |
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410 { |
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411 info(0) = 0; |
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412 |
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413 if (stop_time_set) |
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414 { |
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415 info(3) = 1; |
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416 rwork(0) = stop_time; |
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417 } |
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418 else |
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419 info(3) = 0; |
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420 } |
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421 |
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422 |
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423 |
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424 |
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425 F77_XFCN (ddasrt, DASRT, (ddasrt_f, n, t, py, pydot, tout, pinfo, |
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426 &rel_tol, &abs_tol, idid, prwork, lrw, |
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427 piwork, liw, prpar, pipar, ddasrt_j, |
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428 ddasrt_g, ng, pjroot)); |
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429 |
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430 if (f77_exception_encountered) |
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431 { |
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432 integration_error = true; |
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433 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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434 } |
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435 else |
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436 { |
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437 switch (idid) |
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438 { |
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439 case 0: // Initial conditions made consistent. |
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440 case 1: // A step was successfully taken in intermediate-output |
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441 // mode. The code has not yet reached TOUT. |
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442 case 2: // The integration to TOUT was successfully completed |
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443 // (T=TOUT) by stepping exactly to TOUT. |
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444 case 3: // The integration to TOUT was successfully completed |
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445 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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446 // interpolation. YPRIME(*) is obtained by interpolation. |
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447 case 5: // The integration to TSTOP was successfully completed |
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448 // (T=TSTOP) by stepping to TSTOP within the |
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449 // tolerance. Must restart to continue. |
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450 for (int i = 0; i < n; i++) |
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451 x(i) = y(i,0); |
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452 t = tout; |
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453 break; |
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454 |
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455 case 4: // We've hit the stopping condition. |
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456 for (int i = 0; i < n; i++) |
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457 x(i) = y(i,0); |
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458 break; |
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459 |
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460 case -1: // A large amount of work has been expended. (~500 steps). |
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461 case -2: // The error tolerances are too stringent. |
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462 case -3: // The local error test cannot be satisfied because you |
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463 // specified a zero component in ATOL and the |
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464 // corresponding computed solution component is zero. |
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465 // Thus, a pure relative error test is impossible for |
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466 // this component. |
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467 case -6: // DDASRT had repeated error test failures on the last |
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468 // attempted step. |
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469 case -7: // The corrector could not converge. |
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470 case -8: // The matrix of partial derivatives is singular. |
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471 case -9: // The corrector could not converge. There were repeated |
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472 // error test failures in this step. |
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473 case -10: // The corrector could not converge because IRES was |
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474 // equal to minus one. |
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475 case -11: // IRES equal to -2 was encountered and control is being |
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476 // returned to the calling program. |
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477 case -12: // DASSL failed to compute the initial YPRIME. |
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478 case -33: // The code has encountered trouble from which it cannot |
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479 // recover. A message is printed explaining the trouble |
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480 // and control is returned to the calling program. For |
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481 // example, this occurs when invalid input is detected. |
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482 default: |
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483 integration_error = true; |
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484 (*current_liboctave_error_handler) |
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485 ("ddasrt failed with IDID = %d", idid); |
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486 break; |
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487 } |
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488 } |
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489 } |
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490 |
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491 DASRT_result |
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492 DASRT::integrate (const ColumnVector& tout) |
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493 { |
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494 DASRT_result retval; |
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495 |
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496 Matrix x_out; |
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497 Matrix xdot_out; |
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498 ColumnVector t_out; |
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499 |
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500 int oldj = 0; |
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501 |
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502 int n_out = tout.capacity (); |
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503 |
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504 |
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505 if (n_out > 0 && n > 0) |
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506 { |
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507 x_out.resize (n_out, n); |
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508 xdot_out.resize (n_out, n); |
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509 t_out.resize (n_out); |
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510 |
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511 for (int j = 0; j < n_out; j++) |
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512 { |
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513 integrate (tout(j)); |
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514 if (integration_error) |
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515 { |
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516 retval = DASRT_result (x_out, xdot_out, t_out); |
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517 return retval; |
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518 } |
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519 if (idid == 4) |
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520 t_out(j) = t; |
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521 else |
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522 t_out(j) = tout(j); |
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523 |
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524 |
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525 for (int i = 0; i < n; i++) |
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526 { |
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527 x_out(j,i) = y(i,0); |
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528 xdot_out(j,i) = ydot(i,0); |
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529 } |
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530 if (idid ==4) |
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531 { |
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532 oldj = j; |
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533 j = n_out; |
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534 x_out.resize (oldj+1, n); |
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535 xdot_out.resize (oldj+1, n); |
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536 t_out.resize (oldj+1); |
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537 } |
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538 } |
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539 } |
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540 |
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541 retval = DASRT_result (x_out, xdot_out, t_out); |
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542 |
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543 return retval; |
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544 } |
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545 |
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546 DASRT_result |
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547 DASRT::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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548 { |
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549 DASRT_result retval; |
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550 |
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551 Matrix x_out; |
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552 Matrix xdot_out; |
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553 ColumnVector t_outs; |
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554 |
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555 int n_out = tout.capacity (); |
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556 |
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557 if (n_out > 0 && n > 0) |
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558 { |
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559 x_out.resize (n_out, n); |
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560 xdot_out.resize (n_out, n); |
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561 t_outs.resize (n_out); |
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562 |
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563 int n_crit = tcrit.capacity (); |
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564 |
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565 if (n_crit > 0) |
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566 { |
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567 int i_crit = 0; |
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568 int i_out = 0; |
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569 double next_crit = tcrit(0); |
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570 double next_out; |
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571 while (i_out < n_out) |
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572 { |
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573 bool do_restart = false; |
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574 |
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575 next_out = tout(i_out); |
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576 if (i_crit < n_crit) |
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577 next_crit = tcrit(i_crit); |
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578 |
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579 int save_output; |
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580 double t_out; |
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581 |
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582 if (next_crit == next_out) |
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583 { |
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584 set_stop_time (next_crit); |
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585 t_out = next_out; |
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586 save_output = 1; |
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587 i_out++; |
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588 i_crit++; |
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589 do_restart = true; |
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590 } |
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591 else if (next_crit < next_out) |
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592 { |
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593 if (i_crit < n_crit) |
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594 { |
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595 set_stop_time (next_crit); |
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596 t_out = next_crit; |
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597 save_output = 0; |
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598 i_crit++; |
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599 do_restart = true; |
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600 } |
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601 else |
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602 { |
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603 clear_stop_time (); |
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604 t_out = next_out; |
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605 save_output = 1; |
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606 i_out++; |
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607 } |
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608 } |
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609 else |
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610 { |
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611 set_stop_time (next_crit); |
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612 t_out = next_out; |
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613 save_output = 1; |
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614 i_out++; |
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615 } |
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616 |
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617 integrate (t_out); |
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618 |
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619 if (integration_error) |
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620 { |
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621 retval = DASRT_result (x_out, xdot_out, t_outs); |
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622 return retval; |
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623 } |
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624 if (idid == 4) |
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625 t_out = t; |
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626 |
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627 if (save_output) |
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628 { |
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629 for (int i = 0; i < n; i++) |
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630 { |
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631 x_out(i_out-1,i) = y(i,0); |
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632 xdot_out(i_out-1,i) = ydot(i,0); |
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633 } |
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634 t_outs(i_out-1) = t_out; |
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635 if (idid ==4) |
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636 { |
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637 x_out.resize (i_out, n); |
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638 xdot_out.resize (i_out, n); |
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639 t_outs.resize (i_out); |
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640 i_out = n_out; |
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641 } |
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642 |
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643 } |
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644 |
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645 if (do_restart) |
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646 force_restart (); |
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647 } |
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648 |
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649 retval = DASRT_result (x_out, xdot_out, t_outs); |
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650 } |
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651 else |
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652 { |
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653 retval = integrate (tout); |
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654 |
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655 if (integration_error) |
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656 return retval; |
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657 } |
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658 } |
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659 |
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660 return retval; |
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661 } |
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662 |
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663 /* |
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664 ;;; Local Variables: *** |
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665 ;;; mode: C++ *** |
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666 ;;; End: *** |
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667 */ |
