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1 /* |
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2 |
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2847
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3 Copyright (C) 1996, 1997 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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1315
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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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1296
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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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238
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27 #ifdef HAVE_CONFIG_H |
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1192
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28 #include <config.h> |
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29 #endif |
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30 |
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1842
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31 #include <cfloat> |
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32 #include <cmath> |
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33 |
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34 #include "DASSL.h" |
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1847
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35 #include "f77-fcn.h" |
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227
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36 #include "lo-error.h" |
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37 |
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3507
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38 typedef int (*dassl_fcn_ptr) (const double&, double*, double*, |
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39 double*, int&, double*, int*); |
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40 |
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41 typedef int (*dassl_jac_ptr) (const double&, double*, double*, |
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42 double*, const double&, double*, int*); |
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43 |
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44 extern "C" |
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3887
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45 int F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const int&, double&, |
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3507
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46 double*, double*, double&, const int*, |
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47 const double&, const double&, int&, |
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48 double*, const int&, int*, const int&, |
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49 const double*, const int*, |
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50 dassl_jac_ptr); |
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51 |
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532
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52 static DAEFunc::DAERHSFunc user_fun; |
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53 static DAEFunc::DAEJacFunc user_jac; |
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54 static int nn; |
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55 |
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1842
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56 DASSL::DASSL (void) : DAE () |
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57 { |
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58 stop_time_set = 0; |
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59 stop_time = 0.0; |
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60 |
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61 liw = 0; |
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62 lrw = 0; |
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63 |
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2344
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64 sanity_checked = 0; |
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65 |
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1945
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66 info.resize (15); |
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67 |
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68 for (int i = 0; i < 15; i++) |
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1945
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69 info.elem (i) = 0; |
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70 } |
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71 |
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1842
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72 DASSL::DASSL (const ColumnVector& state, double time, DAEFunc& f) |
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73 : DAE (state, time, f) |
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74 { |
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1842
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75 n = size (); |
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76 |
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77 stop_time_set = 0; |
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78 stop_time = 0.0; |
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79 |
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80 liw = 20 + n; |
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81 lrw = 40 + 9*n + n*n; |
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82 |
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2344
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83 sanity_checked = 0; |
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84 |
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1945
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85 info.resize (15); |
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86 |
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87 for (int i = 0; i < 15; i++) |
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1945
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88 info.elem (i) = 0; |
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89 } |
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90 |
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91 DASSL::DASSL (const ColumnVector& state, const ColumnVector& deriv, |
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92 double time, DAEFunc& f) |
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93 : DAE (state, deriv, time, f) |
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94 { |
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95 n = size (); |
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96 |
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97 stop_time_set = 0; |
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98 stop_time = 0.0; |
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99 |
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100 DAEFunc::set_function (f.function ()); |
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101 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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102 |
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103 liw = 20 + n; |
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104 lrw = 40 + 9*n + n*n; |
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105 |
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2344
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106 sanity_checked = 0; |
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107 |
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1945
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108 info.resize (15); |
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109 |
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110 for (int i = 0; i < 15; i++) |
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111 info.elem (i) = 0; |
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112 } |
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113 |
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1842
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114 void |
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115 DASSL::force_restart (void) |
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116 { |
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117 restart = 1; |
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118 integration_error = 0; |
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119 } |
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120 |
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121 void |
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3520
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122 DASSL::set_stop_time (double tt) |
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123 { |
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124 stop_time_set = 1; |
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125 stop_time = tt; |
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126 } |
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127 |
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128 void |
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1842
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129 DASSL::clear_stop_time (void) |
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130 { |
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131 stop_time_set = 0; |
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132 } |
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133 |
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134 int |
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135 ddassl_f (const double& time, double *state, double *deriv, |
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136 double *delta, int& ires, double *, int *) |
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137 { |
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1546
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138 ColumnVector tmp_deriv (nn); |
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139 ColumnVector tmp_state (nn); |
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140 ColumnVector tmp_delta (nn); |
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141 |
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142 for (int i = 0; i < nn; i++) |
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143 { |
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144 tmp_deriv.elem (i) = deriv [i]; |
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145 tmp_state.elem (i) = state [i]; |
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146 } |
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147 |
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148 tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires); |
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149 |
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3849
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150 if (ires >= 0) |
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256
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151 { |
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3849
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152 if (tmp_delta.length () == 0) |
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153 ires = -2; |
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154 else |
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155 { |
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156 for (int i = 0; i < nn; i++) |
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157 delta [i] = tmp_delta.elem (i); |
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158 } |
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256
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159 } |
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160 |
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161 return 0; |
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162 } |
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163 |
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164 int |
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165 ddassl_j (const double& time, double *, double *, double *pd, const |
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166 double& cj, double *, int *) |
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167 { |
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168 ColumnVector tmp_state (nn); |
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169 ColumnVector tmp_deriv (nn); |
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170 |
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171 // XXX FIXME XXX |
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172 |
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173 Matrix tmp_dfdxdot (nn, nn); |
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174 Matrix tmp_dfdx (nn, nn); |
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175 |
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532
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176 DAEFunc::DAEJac tmp_jac; |
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177 tmp_jac.dfdxdot = &tmp_dfdxdot; |
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178 tmp_jac.dfdx = &tmp_dfdx; |
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179 |
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180 tmp_jac = user_jac (tmp_state, tmp_deriv, time); |
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181 |
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182 // Fix up the matrix of partial derivatives for dassl. |
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183 |
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184 tmp_dfdx = tmp_dfdx + cj * tmp_dfdxdot; |
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185 |
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186 for (int j = 0; j < nn; j++) |
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187 for (int i = 0; i < nn; i++) |
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188 pd [nn * j + i] = tmp_dfdx.elem (i, j); |
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189 |
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190 return 0; |
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191 } |
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192 |
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193 ColumnVector |
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194 DASSL::do_integrate (double tout) |
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195 { |
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1945
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196 ColumnVector retval; |
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197 |
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198 if (restart) |
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199 { |
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200 restart = 0; |
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201 info.elem (0) = 0; |
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202 } |
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203 |
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204 if (iwork.length () != liw) |
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205 iwork.resize (liw); |
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206 |
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207 if (rwork.length () != lrw) |
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208 rwork.resize (lrw); |
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209 |
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256
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210 integration_error = 0; |
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211 |
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532
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212 if (DAEFunc::jacobian_function ()) |
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213 info.elem (4) = 1; |
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465
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214 else |
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3312
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215 info.elem (4) = 0; |
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216 |
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217 double *px = x.fortran_vec (); |
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218 double *pxdot = xdot.fortran_vec (); |
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219 |
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220 nn = n; |
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221 user_fun = DAEFunc::fun; |
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222 user_jac = DAEFunc::jac; |
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223 |
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224 if (! sanity_checked) |
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225 { |
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226 int ires = 0; |
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227 |
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228 ColumnVector res = (*user_fun) (x, xdot, t, ires); |
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229 |
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230 if (res.length () != x.length ()) |
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231 { |
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232 (*current_liboctave_error_handler) |
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233 ("dassl: inconsistent sizes for state and residual vectors"); |
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234 |
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235 integration_error = 1; |
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236 return retval; |
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237 } |
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238 |
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239 sanity_checked = 1; |
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240 } |
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241 |
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242 if (stop_time_set) |
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243 { |
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244 rwork.elem (0) = stop_time; |
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245 info.elem (3) = 1; |
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246 } |
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247 else |
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248 info.elem (3) = 0; |
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249 |
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289
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250 double abs_tol = absolute_tolerance (); |
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251 double rel_tol = relative_tolerance (); |
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252 |
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253 if (initial_step_size () >= 0.0) |
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254 { |
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255 rwork.elem (2) = initial_step_size (); |
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256 info.elem (7) = 1; |
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289
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257 } |
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258 else |
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259 info.elem (7) = 0; |
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289
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260 |
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261 if (maximum_step_size () >= 0.0) |
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262 { |
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263 rwork.elem (1) = maximum_step_size (); |
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264 info.elem (6) = 1; |
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289
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265 } |
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266 else |
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267 info.elem (6) = 0; |
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289
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268 |
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269 double *dummy = 0; |
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270 int *idummy = 0; |
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271 |
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272 int *pinfo = info.fortran_vec (); |
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273 int *piwork = iwork.fortran_vec (); |
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274 double *prwork = rwork.fortran_vec (); |
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275 |
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465
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276 // again: |
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277 |
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1945
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278 F77_XFCN (ddassl, DDASSL, (ddassl_f, n, t, px, pxdot, tout, pinfo, |
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279 rel_tol, abs_tol, idid, prwork, lrw, |
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280 piwork, liw, dummy, idummy, ddassl_j)); |
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281 |
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282 if (f77_exception_encountered) |
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283 { |
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284 integration_error = 1; |
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285 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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286 } |
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287 else |
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288 { |
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289 switch (idid) |
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290 { |
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291 case 1: // A step was successfully taken in intermediate-output |
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292 // mode. The code has not yet reached TOUT. |
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293 case 2: // The integration to TSTOP was successfully completed |
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294 // (T=TSTOP) by stepping exactly to TSTOP. |
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295 case 3: // The integration to TOUT was successfully completed |
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296 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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297 // interpolation. YPRIME(*) is obtained by interpolation. |
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298 |
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299 retval = x; |
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300 t = tout; |
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301 break; |
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302 |
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303 case -1: // A large amount of work has been expended. (~500 steps). |
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304 case -2: // The error tolerances are too stringent. |
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305 case -3: // The local error test cannot be satisfied because you |
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306 // specified a zero component in ATOL and the |
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307 // corresponding computed solution component is zero. |
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308 // Thus, a pure relative error test is impossible for |
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309 // this component. |
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310 case -6: // DDASSL had repeated error test failures on the last |
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311 // attempted step. |
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312 case -7: // The corrector could not converge. |
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313 case -8: // The matrix of partial derivatives is singular. |
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314 case -9: // The corrector could not converge. There were repeated |
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315 // error test failures in this step. |
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316 case -10: // The corrector could not converge because IRES was |
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317 // equal to minus one. |
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318 case -11: // IRES equal to -2 was encountered and control is being |
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319 // returned to the calling program. |
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320 case -12: // DDASSL failed to compute the initial YPRIME. |
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321 case -33: // The code has encountered trouble from which it cannot |
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322 // recover. A message is printed explaining the trouble |
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323 // and control is returned to the calling program. For |
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324 // example, this occurs when invalid input is detected. |
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325 default: |
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326 integration_error = 1; |
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327 break; |
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328 } |
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329 } |
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330 |
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331 return retval; |
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332 } |
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333 |
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334 Matrix |
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335 DASSL::do_integrate (const ColumnVector& tout) |
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336 { |
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337 Matrix dummy; |
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338 return integrate (tout, dummy); |
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339 } |
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340 |
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341 Matrix |
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342 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) |
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343 { |
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344 Matrix retval; |
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345 int n_out = tout.capacity (); |
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346 |
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347 if (n_out > 0 && n > 0) |
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348 { |
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349 retval.resize (n_out, n); |
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350 xdot_out.resize (n_out, n); |
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351 |
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352 for (int i = 0; i < n; i++) |
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353 { |
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354 retval.elem (0, i) = x.elem (i); |
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355 xdot_out.elem (0, i) = xdot.elem (i); |
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356 } |
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357 |
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358 for (int j = 1; j < n_out; j++) |
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359 { |
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360 ColumnVector x_next = do_integrate (tout.elem (j)); |
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256
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361 |
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362 if (integration_error) |
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363 return retval; |
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364 |
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365 for (int i = 0; i < n; i++) |
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366 { |
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367 retval.elem (j, i) = x_next.elem (i); |
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368 xdot_out.elem (j, i) = xdot.elem (i); |
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369 } |
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370 } |
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371 } |
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372 |
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373 return retval; |
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374 } |
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375 |
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376 Matrix |
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3519
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377 DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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378 { |
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379 Matrix dummy; |
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380 return integrate (tout, dummy, tcrit); |
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381 } |
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382 |
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383 Matrix |
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384 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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385 const ColumnVector& tcrit) |
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386 { |
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387 Matrix retval; |
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388 int n_out = tout.capacity (); |
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389 |
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390 if (n_out > 0 && n > 0) |
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391 { |
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392 retval.resize (n_out, n); |
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393 xdot_out.resize (n_out, n); |
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394 |
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395 for (int i = 0; i < n; i++) |
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396 { |
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397 retval.elem (0, i) = x.elem (i); |
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398 xdot_out.elem (0, i) = xdot.elem (i); |
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399 } |
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400 |
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401 int n_crit = tcrit.capacity (); |
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402 |
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403 if (n_crit > 0) |
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404 { |
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405 int i_crit = 0; |
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406 int i_out = 1; |
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407 double next_crit = tcrit.elem (0); |
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408 double next_out; |
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409 while (i_out < n_out) |
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410 { |
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3487
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411 bool do_restart = false; |
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3
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412 |
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413 next_out = tout.elem (i_out); |
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414 if (i_crit < n_crit) |
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415 next_crit = tcrit.elem (i_crit); |
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416 |
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3487
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417 bool save_output; |
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3
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418 double t_out; |
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419 |
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420 if (next_crit == next_out) |
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421 { |
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422 set_stop_time (next_crit); |
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423 t_out = next_out; |
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3487
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424 save_output = true; |
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3
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425 i_out++; |
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426 i_crit++; |
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3487
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427 do_restart = true; |
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3
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428 } |
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429 else if (next_crit < next_out) |
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430 { |
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431 if (i_crit < n_crit) |
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432 { |
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433 set_stop_time (next_crit); |
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434 t_out = next_crit; |
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3487
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435 save_output = false; |
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3
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436 i_crit++; |
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3487
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437 do_restart = true; |
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3
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438 } |
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439 else |
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440 { |
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441 clear_stop_time (); |
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442 t_out = next_out; |
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3487
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443 save_output = true; |
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3
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444 i_out++; |
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445 } |
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446 } |
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447 else |
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448 { |
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449 set_stop_time (next_crit); |
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450 t_out = next_out; |
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3487
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451 save_output = true; |
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3
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452 i_out++; |
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453 } |
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454 |
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1842
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455 ColumnVector x_next = do_integrate (t_out); |
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3
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456 |
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256
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457 if (integration_error) |
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458 return retval; |
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459 |
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3
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460 if (save_output) |
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461 { |
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1321
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462 for (int i = 0; i < n; i++) |
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3
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463 { |
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464 retval.elem (i_out-1, i) = x_next.elem (i); |
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465 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
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466 } |
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467 } |
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468 |
|
|
469 if (do_restart) |
|
|
470 force_restart (); |
|
|
471 } |
|
|
472 } |
|
|
473 else |
|
256
|
474 { |
|
|
475 retval = integrate (tout, xdot_out); |
|
|
476 |
|
|
477 if (integration_error) |
|
|
478 return retval; |
|
|
479 } |
|
3
|
480 } |
|
|
481 |
|
|
482 return retval; |
|
|
483 } |
|
289
|
484 |
|
|
485 /* |
|
|
486 ;;; Local Variables: *** |
|
|
487 ;;; mode: C++ *** |
|
|
488 ;;; End: *** |
|
|
489 */ |
