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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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3991
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38 typedef int (*dassl_fcn_ptr) (const double&, const double*, const double*, |
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39 double*, int&, double*, int*); |
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40 |
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3991
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41 typedef int (*dassl_jac_ptr) (const double&, const double*, const 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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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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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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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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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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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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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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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, const double *state, const double *deriv, |
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136 double *delta, int& ires, double *, int *) |
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137 { |
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138 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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139 |
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140 ColumnVector tmp_deriv (nn); |
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141 ColumnVector tmp_state (nn); |
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142 ColumnVector tmp_delta (nn); |
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143 |
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144 for (int i = 0; i < nn; i++) |
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145 { |
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146 tmp_deriv.elem (i) = deriv [i]; |
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147 tmp_state.elem (i) = state [i]; |
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148 } |
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149 |
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150 tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires); |
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151 |
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152 if (ires >= 0) |
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256
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153 { |
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154 if (tmp_delta.length () == 0) |
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155 ires = -2; |
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156 else |
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157 { |
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158 for (int i = 0; i < nn; i++) |
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159 delta [i] = tmp_delta.elem (i); |
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160 } |
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256
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161 } |
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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 int |
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167 ddassl_j (const double& time, const double *state, const double *deriv, |
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168 double *pd, const double& cj, double *, int *) |
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169 { |
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170 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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171 |
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172 ColumnVector tmp_state (nn); |
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173 ColumnVector tmp_deriv (nn); |
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174 |
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175 for (int i = 0; i < nn; i++) |
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176 { |
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177 tmp_deriv.elem (i) = deriv [i]; |
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178 tmp_state.elem (i) = state [i]; |
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179 } |
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180 |
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181 Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj); |
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182 |
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183 for (int j = 0; j < nn; j++) |
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184 for (int i = 0; i < nn; i++) |
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185 pd [nn * j + i] = tmp_pd.elem (i, j); |
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186 |
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187 return 0; |
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188 } |
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189 |
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190 ColumnVector |
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191 DASSL::do_integrate (double tout) |
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192 { |
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1945
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193 ColumnVector retval; |
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194 |
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195 if (restart) |
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196 { |
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197 restart = 0; |
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198 info.elem (0) = 0; |
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199 } |
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200 |
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201 if (iwork.length () != liw) |
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202 iwork.resize (liw); |
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203 |
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204 if (rwork.length () != lrw) |
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205 rwork.resize (lrw); |
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206 |
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256
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207 integration_error = 0; |
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208 |
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209 if (DAEFunc::jacobian_function ()) |
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3312
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210 info.elem (4) = 1; |
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211 else |
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212 info.elem (4) = 0; |
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213 |
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214 double *px = x.fortran_vec (); |
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215 double *pxdot = xdot.fortran_vec (); |
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216 |
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217 nn = n; |
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218 user_fun = DAEFunc::fun; |
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219 user_jac = DAEFunc::jac; |
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220 |
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221 if (! sanity_checked) |
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222 { |
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223 int ires = 0; |
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224 |
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225 ColumnVector res = (*user_fun) (x, xdot, t, ires); |
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226 |
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227 if (res.length () != x.length ()) |
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228 { |
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229 (*current_liboctave_error_handler) |
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230 ("dassl: inconsistent sizes for state and residual vectors"); |
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231 |
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232 integration_error = 1; |
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233 return retval; |
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234 } |
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235 |
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236 sanity_checked = 1; |
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237 } |
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238 |
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239 if (stop_time_set) |
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240 { |
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241 rwork.elem (0) = stop_time; |
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242 info.elem (3) = 1; |
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243 } |
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244 else |
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245 info.elem (3) = 0; |
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246 |
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289
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247 double abs_tol = absolute_tolerance (); |
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248 double rel_tol = relative_tolerance (); |
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249 |
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250 if (initial_step_size () >= 0.0) |
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251 { |
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252 rwork.elem (2) = initial_step_size (); |
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253 info.elem (7) = 1; |
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289
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254 } |
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255 else |
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256 info.elem (7) = 0; |
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289
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257 |
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258 if (maximum_step_size () >= 0.0) |
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259 { |
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260 rwork.elem (1) = maximum_step_size (); |
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261 info.elem (6) = 1; |
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289
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262 } |
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263 else |
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264 info.elem (6) = 0; |
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289
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265 |
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266 double *dummy = 0; |
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267 int *idummy = 0; |
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268 |
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269 int *pinfo = info.fortran_vec (); |
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270 int *piwork = iwork.fortran_vec (); |
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271 double *prwork = rwork.fortran_vec (); |
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272 |
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465
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273 // again: |
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274 |
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275 F77_XFCN (ddassl, DDASSL, (ddassl_f, n, t, px, pxdot, tout, pinfo, |
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276 rel_tol, abs_tol, idid, prwork, lrw, |
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277 piwork, liw, dummy, idummy, ddassl_j)); |
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278 |
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279 if (f77_exception_encountered) |
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280 { |
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281 integration_error = 1; |
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282 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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283 } |
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284 else |
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285 { |
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286 switch (idid) |
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287 { |
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288 case 1: // A step was successfully taken in intermediate-output |
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289 // mode. The code has not yet reached TOUT. |
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290 case 2: // The integration to TSTOP was successfully completed |
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291 // (T=TSTOP) by stepping exactly to TSTOP. |
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292 case 3: // The integration to TOUT was successfully completed |
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293 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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294 // interpolation. YPRIME(*) is obtained by interpolation. |
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295 |
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296 retval = x; |
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297 t = tout; |
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298 break; |
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299 |
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300 case -1: // A large amount of work has been expended. (~500 steps). |
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301 case -2: // The error tolerances are too stringent. |
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302 case -3: // The local error test cannot be satisfied because you |
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303 // specified a zero component in ATOL and the |
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304 // corresponding computed solution component is zero. |
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305 // Thus, a pure relative error test is impossible for |
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306 // this component. |
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307 case -6: // DDASSL had repeated error test failures on the last |
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308 // attempted step. |
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309 case -7: // The corrector could not converge. |
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310 case -8: // The matrix of partial derivatives is singular. |
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311 case -9: // The corrector could not converge. There were repeated |
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312 // error test failures in this step. |
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313 case -10: // The corrector could not converge because IRES was |
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314 // equal to minus one. |
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315 case -11: // IRES equal to -2 was encountered and control is being |
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316 // returned to the calling program. |
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317 case -12: // DDASSL failed to compute the initial YPRIME. |
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318 case -33: // The code has encountered trouble from which it cannot |
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319 // recover. A message is printed explaining the trouble |
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320 // and control is returned to the calling program. For |
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321 // example, this occurs when invalid input is detected. |
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322 default: |
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323 integration_error = 1; |
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324 break; |
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325 } |
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326 } |
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327 |
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328 return retval; |
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329 } |
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330 |
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331 Matrix |
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332 DASSL::do_integrate (const ColumnVector& tout) |
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333 { |
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334 Matrix dummy; |
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335 return integrate (tout, dummy); |
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336 } |
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337 |
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338 Matrix |
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339 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) |
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340 { |
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341 Matrix retval; |
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342 int n_out = tout.capacity (); |
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343 |
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344 if (n_out > 0 && n > 0) |
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345 { |
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346 retval.resize (n_out, n); |
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347 xdot_out.resize (n_out, n); |
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348 |
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349 for (int i = 0; i < n; i++) |
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350 { |
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351 retval.elem (0, i) = x.elem (i); |
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352 xdot_out.elem (0, i) = xdot.elem (i); |
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353 } |
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354 |
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355 for (int j = 1; j < n_out; j++) |
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356 { |
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357 ColumnVector x_next = do_integrate (tout.elem (j)); |
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256
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358 |
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359 if (integration_error) |
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360 return retval; |
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361 |
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362 for (int i = 0; i < n; i++) |
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363 { |
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364 retval.elem (j, i) = x_next.elem (i); |
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365 xdot_out.elem (j, i) = xdot.elem (i); |
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366 } |
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367 } |
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368 } |
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369 |
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370 return retval; |
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371 } |
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372 |
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373 Matrix |
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3519
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374 DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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375 { |
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376 Matrix dummy; |
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377 return integrate (tout, dummy, tcrit); |
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378 } |
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379 |
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380 Matrix |
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381 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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382 const ColumnVector& tcrit) |
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383 { |
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384 Matrix retval; |
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385 int n_out = tout.capacity (); |
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386 |
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387 if (n_out > 0 && n > 0) |
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388 { |
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389 retval.resize (n_out, n); |
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390 xdot_out.resize (n_out, n); |
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391 |
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392 for (int i = 0; i < n; i++) |
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393 { |
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394 retval.elem (0, i) = x.elem (i); |
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395 xdot_out.elem (0, i) = xdot.elem (i); |
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396 } |
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397 |
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398 int n_crit = tcrit.capacity (); |
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399 |
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400 if (n_crit > 0) |
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401 { |
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402 int i_crit = 0; |
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403 int i_out = 1; |
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404 double next_crit = tcrit.elem (0); |
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405 double next_out; |
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406 while (i_out < n_out) |
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407 { |
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3487
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408 bool do_restart = false; |
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3
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409 |
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410 next_out = tout.elem (i_out); |
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411 if (i_crit < n_crit) |
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412 next_crit = tcrit.elem (i_crit); |
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413 |
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3487
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414 bool save_output; |
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3
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415 double t_out; |
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416 |
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417 if (next_crit == next_out) |
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418 { |
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419 set_stop_time (next_crit); |
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420 t_out = next_out; |
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421 save_output = true; |
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422 i_out++; |
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423 i_crit++; |
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3487
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424 do_restart = true; |
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3
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425 } |
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426 else if (next_crit < next_out) |
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427 { |
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428 if (i_crit < n_crit) |
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429 { |
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430 set_stop_time (next_crit); |
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431 t_out = next_crit; |
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432 save_output = false; |
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3
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433 i_crit++; |
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3487
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434 do_restart = true; |
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3
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435 } |
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436 else |
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437 { |
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438 clear_stop_time (); |
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439 t_out = next_out; |
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3487
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440 save_output = true; |
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3
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441 i_out++; |
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442 } |
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443 } |
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444 else |
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445 { |
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446 set_stop_time (next_crit); |
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447 t_out = next_out; |
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3487
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448 save_output = true; |
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3
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449 i_out++; |
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450 } |
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451 |
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1842
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452 ColumnVector x_next = do_integrate (t_out); |
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3
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453 |
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256
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454 if (integration_error) |
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455 return retval; |
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456 |
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3
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457 if (save_output) |
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458 { |
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1321
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459 for (int i = 0; i < n; i++) |
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3
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460 { |
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461 retval.elem (i_out-1, i) = x_next.elem (i); |
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462 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
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463 } |
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464 } |
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465 |
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466 if (do_restart) |
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467 force_restart (); |
|
|
468 } |
|
|
469 } |
|
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470 else |
|
256
|
471 { |
|
|
472 retval = integrate (tout, xdot_out); |
|
|
473 |
|
|
474 if (integration_error) |
|
|
475 return retval; |
|
|
476 } |
|
3
|
477 } |
|
|
478 |
|
|
479 return retval; |
|
|
480 } |
|
289
|
481 |
|
|
482 /* |
|
|
483 ;;; Local Variables: *** |
|
|
484 ;;; mode: C++ *** |
|
|
485 ;;; End: *** |
|
|
486 */ |
