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1 /* |
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2 |
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3 Copyright (C) 2002 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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23 #if defined (__GNUG__) && defined (USE_PRAGMA_INTERFACE_IMPLEMENTATION) |
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24 #pragma implementation |
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25 #endif |
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26 |
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27 #ifdef HAVE_CONFIG_H |
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28 #include <config.h> |
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29 #endif |
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30 |
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31 #include <cfloat> |
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32 #include <cmath> |
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33 |
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34 #include "DASRT.h" |
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35 #include "f77-fcn.h" |
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36 #include "lo-error.h" |
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37 #include "lo-sstream.h" |
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38 #include "quit.h" |
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39 |
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40 typedef int (*dasrt_fcn_ptr) (const double&, const double*, const double*, |
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41 double*, int&, double*, int*); |
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42 |
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43 typedef int (*dasrt_jac_ptr) (const double&, const double*, const double*, |
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44 double*, const double&, double*, int*); |
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45 |
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46 typedef int (*dasrt_constr_ptr) (const int&, const double&, const double*, |
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47 const int&, double*, double*, int*); |
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48 |
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49 extern "C" |
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50 { |
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51 F77_RET_T |
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52 F77_FUNC (ddasrt, DDASRT) (dasrt_fcn_ptr, const int&, double&, |
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53 double*, double*, const double&, int*, |
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54 const double*, const double*, int&, double*, |
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55 const int&, int*, const int&, double*, |
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56 int*, dasrt_jac_ptr, dasrt_constr_ptr, |
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57 const int&, int*); |
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58 } |
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59 |
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60 static DAEFunc::DAERHSFunc user_fsub; |
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61 static DAEFunc::DAEJacFunc user_jsub; |
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62 static DAERTFunc::DAERTConstrFunc user_csub; |
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63 |
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64 static int nn; |
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65 |
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66 static int |
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67 ddasrt_f (const double& t, const double *state, const double *deriv, |
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68 double *delta, int& ires, double *, int *) |
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69 { |
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70 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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71 |
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72 ColumnVector tmp_state (nn); |
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73 ColumnVector tmp_deriv (nn); |
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74 |
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75 for (int i = 0; i < nn; i++) |
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76 { |
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77 tmp_state(i) = state[i]; |
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78 tmp_deriv(i) = deriv[i]; |
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79 } |
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80 |
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81 ColumnVector tmp_fval = (*user_fsub) (tmp_state, tmp_deriv, t, ires); |
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82 |
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83 if (tmp_fval.length () == 0) |
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84 ires = -2; |
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85 else |
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86 { |
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87 for (int i = 0; i < nn; i++) |
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88 delta[i] = tmp_fval(i); |
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89 } |
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90 |
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91 END_INTERRUPT_WITH_EXCEPTIONS; |
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92 |
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93 return 0; |
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94 } |
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95 |
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96 int |
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97 ddasrt_j (const double& time, const double *state, const double *deriv, |
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98 double *pd, const double& cj, double *, int *) |
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99 { |
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100 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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101 |
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102 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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103 |
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104 ColumnVector tmp_state (nn); |
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105 ColumnVector tmp_deriv (nn); |
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106 |
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107 for (int i = 0; i < nn; i++) |
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108 { |
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109 tmp_deriv.elem (i) = deriv [i]; |
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110 tmp_state.elem (i) = state [i]; |
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111 } |
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112 |
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113 Matrix tmp_pd = (*user_jsub) (tmp_state, tmp_deriv, time, cj); |
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114 |
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115 for (int j = 0; j < nn; j++) |
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116 for (int i = 0; i < nn; i++) |
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117 pd [nn * j + i] = tmp_pd.elem (i, j); |
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118 |
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119 END_INTERRUPT_WITH_EXCEPTIONS; |
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120 |
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121 return 0; |
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122 } |
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123 |
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124 static int |
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125 ddasrt_g (const int& neq, const double& t, const double *state, |
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126 const int& ng, double *gout, double *, int *) |
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127 { |
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128 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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129 |
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130 int n = neq; |
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131 |
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132 ColumnVector tmp_state (n); |
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133 for (int i = 0; i < n; i++) |
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134 tmp_state(i) = state[i]; |
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135 |
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136 ColumnVector tmp_fval = (*user_csub) (tmp_state, t); |
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137 |
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138 for (int i = 0; i < ng; i++) |
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139 gout[i] = tmp_fval(i); |
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140 |
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141 END_INTERRUPT_WITH_EXCEPTIONS; |
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142 |
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143 return 0; |
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144 } |
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145 |
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146 void |
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147 DASRT::integrate (double tout) |
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148 { |
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149 DASRT_result retval; |
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150 |
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151 // I suppose this is the safe thing to do. If this is the first |
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152 // call, or if anything about the problem has changed, we should |
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153 // start completely fresh. |
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154 |
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155 if (! initialized || restart |
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156 || DAEFunc::reset || DAERTFunc::reset || DASRT_options::reset) |
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157 { |
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158 integration_error = false; |
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159 |
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160 initialized = true; |
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161 |
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162 info.resize (15); |
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163 |
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164 for (int i = 0; i < 15; i++) |
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165 info(i) = 0; |
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166 |
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167 pinfo = info.fortran_vec (); |
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168 |
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169 int n = size (); |
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170 |
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171 nn = n; |
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172 |
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173 // DAERTFunc |
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174 |
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175 user_csub = DAERTFunc::constraint_function (); |
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176 |
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177 if (user_csub) |
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178 { |
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179 ColumnVector tmp = (*user_csub) (x, t); |
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180 ng = tmp.length (); |
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181 } |
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182 else |
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183 ng = 0; |
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184 |
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185 int maxord = maximum_order (); |
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186 if (maxord >= 0) |
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187 { |
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188 if (maxord > 0 && maxord < 6) |
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189 { |
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190 info(8) = 1; |
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191 iwork(2) = maxord; |
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192 } |
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193 else |
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194 { |
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195 (*current_liboctave_error_handler) |
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196 ("dassl: invalid value for maximum order"); |
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197 integration_error = true; |
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198 return; |
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199 } |
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200 } |
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201 |
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202 liw = 21 + n; |
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203 lrw = 50 + 9*n + n*n + 3*ng; |
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204 |
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205 iwork.resize (liw); |
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206 rwork.resize (lrw); |
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207 |
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208 info(0) = 0; |
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209 |
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210 if (stop_time_set) |
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211 { |
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212 info(3) = 1; |
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213 rwork(0) = stop_time; |
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214 } |
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215 else |
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216 info(3) = 0; |
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217 |
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218 px = x.fortran_vec (); |
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219 pxdot = xdot.fortran_vec (); |
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220 |
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221 piwork = iwork.fortran_vec (); |
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222 prwork = rwork.fortran_vec (); |
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223 |
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224 restart = false; |
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225 |
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226 // DAEFunc |
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227 |
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228 user_fsub = DAEFunc::function (); |
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229 user_jsub = DAEFunc::jacobian_function (); |
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230 |
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231 if (user_fsub) |
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232 { |
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233 int ires = 0; |
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234 |
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235 ColumnVector fval = (*user_fsub) (x, xdot, t, ires); |
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236 |
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237 if (fval.length () != x.length ()) |
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238 { |
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239 (*current_liboctave_error_handler) |
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240 ("dasrt: inconsistent sizes for state and residual vectors"); |
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241 |
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242 integration_error = true; |
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243 return; |
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244 } |
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245 } |
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246 else |
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247 { |
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248 (*current_liboctave_error_handler) |
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249 ("dasrt: no user supplied RHS subroutine!"); |
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250 |
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251 integration_error = true; |
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252 return; |
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253 } |
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254 |
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255 info(4) = user_jsub ? 1 : 0; |
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256 |
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257 DAEFunc::reset = false; |
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258 |
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259 jroot.resize (ng, 1); |
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260 |
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261 pjroot = jroot.fortran_vec (); |
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262 |
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263 DAERTFunc::reset = false; |
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264 |
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265 // DASRT_options |
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266 |
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267 double mss = maximum_step_size (); |
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268 if (mss >= 0.0) |
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269 { |
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270 rwork(1) = mss; |
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271 info(6) = 1; |
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272 } |
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273 else |
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274 info(6) = 0; |
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275 |
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276 double iss = initial_step_size (); |
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277 if (iss >= 0.0) |
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278 { |
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279 rwork(2) = iss; |
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280 info(7) = 1; |
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281 } |
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282 else |
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283 info(7) = 0; |
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284 |
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285 if (step_limit () >= 0) |
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286 { |
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287 info(11) = 1; |
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288 iwork(20) = step_limit (); |
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289 } |
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290 else |
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291 info(11) = 0; |
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292 |
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293 abs_tol = absolute_tolerance (); |
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294 rel_tol = relative_tolerance (); |
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295 |
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296 int abs_tol_len = abs_tol.length (); |
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297 int rel_tol_len = rel_tol.length (); |
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298 |
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299 if (abs_tol_len == 1 && rel_tol_len == 1) |
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300 { |
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301 info.elem (1) = 0; |
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302 } |
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303 else if (abs_tol_len == n && rel_tol_len == n) |
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304 { |
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305 info.elem (1) = 1; |
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306 } |
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307 else |
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308 { |
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309 (*current_liboctave_error_handler) |
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310 ("dasrt: inconsistent sizes for tolerance arrays"); |
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311 |
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312 integration_error = true; |
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313 return; |
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314 } |
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315 |
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316 pabs_tol = abs_tol.fortran_vec (); |
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317 prel_tol = rel_tol.fortran_vec (); |
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318 |
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319 DASRT_options::reset = false; |
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320 } |
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321 |
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322 static double *dummy = 0; |
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323 static int *idummy = 0; |
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324 |
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325 F77_XFCN (ddasrt, DDASRT, (ddasrt_f, nn, t, px, pxdot, tout, pinfo, |
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326 prel_tol, pabs_tol, istate, prwork, lrw, |
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327 piwork, liw, dummy, idummy, ddasrt_j, |
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328 ddasrt_g, ng, pjroot)); |
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329 |
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330 if (f77_exception_encountered) |
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331 { |
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332 integration_error = true; |
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333 (*current_liboctave_error_handler) ("unrecoverable error in dasrt"); |
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334 } |
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335 else |
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336 { |
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337 switch (istate) |
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338 { |
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339 case 1: // A step was successfully taken in intermediate-output |
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340 // mode. The code has not yet reached TOUT. |
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341 case 2: // The integration to TOUT was successfully completed |
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342 // (T=TOUT) by stepping exactly to TOUT. |
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343 case 3: // The integration to TOUT was successfully completed |
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344 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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345 // interpolation. YPRIME(*) is obtained by interpolation. |
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346 t = tout; |
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347 break; |
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348 |
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349 case 4: // The integration was successfully completed |
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350 // by finding one or more roots of G at T. |
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351 break; |
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352 |
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353 case -1: // A large amount of work has been expended. |
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354 case -2: // The error tolerances are too stringent. |
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355 case -3: // The local error test cannot be satisfied because you |
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356 // specified a zero component in ATOL and the |
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357 // corresponding computed solution component is zero. |
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358 // Thus, a pure relative error test is impossible for |
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359 // this component. |
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360 case -6: // DDASRT had repeated error test failures on the last |
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361 // attempted step. |
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362 case -7: // The corrector could not converge. |
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363 case -8: // The matrix of partial derivatives is singular. |
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364 case -9: // The corrector could not converge. There were repeated |
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365 // error test failures in this step. |
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366 case -10: // The corrector could not converge because IRES was |
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367 // equal to minus one. |
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368 case -11: // IRES equal to -2 was encountered and control is being |
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369 // returned to the calling program. |
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370 case -12: // DASSL failed to compute the initial YPRIME. |
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371 case -33: // The code has encountered trouble from which it cannot |
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372 // recover. A message is printed explaining the trouble |
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373 // and control is returned to the calling program. For |
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374 // example, this occurs when invalid input is detected. |
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375 integration_error = true; |
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376 break; |
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377 |
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378 default: |
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379 integration_error = true; |
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380 (*current_liboctave_error_handler) |
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381 ("unrecognized value of istate (= %d) returned from ddasrt", |
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382 istate); |
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383 break; |
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384 } |
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385 } |
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386 } |
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387 |
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388 DASRT_result |
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389 DASRT::integrate (const ColumnVector& tout) |
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390 { |
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391 DASRT_result retval; |
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392 |
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393 Matrix x_out; |
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394 Matrix xdot_out; |
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395 ColumnVector t_out = tout; |
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396 |
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397 int n_out = tout.capacity (); |
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398 int n = size (); |
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399 |
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400 if (n_out > 0 && n > 0) |
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401 { |
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402 x_out.resize (n_out, n); |
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403 xdot_out.resize (n_out, n); |
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404 |
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405 for (int i = 0; i < n; i++) |
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406 { |
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407 x_out(0,i) = x(i); |
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408 xdot_out(0,i) = xdot(i); |
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409 } |
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410 |
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411 for (int j = 1; j < n_out; j++) |
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412 { |
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413 integrate (tout(j)); |
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3994
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414 |
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415 if (integration_error) |
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416 { |
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417 retval = DASRT_result (x_out, xdot_out, t_out); |
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418 return retval; |
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419 } |
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420 |
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3997
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421 if (istate == 4) |
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422 t_out(j) = t; |
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423 else |
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424 t_out(j) = tout(j); |
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425 |
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426 for (int i = 0; i < n; i++) |
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427 { |
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428 x_out(j,i) = x(i); |
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429 xdot_out(j,i) = xdot(i); |
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430 } |
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3992
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431 |
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3997
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432 if (istate == 4) |
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433 { |
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3994
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434 x_out.resize (j+1, n); |
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435 xdot_out.resize (j+1, n); |
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436 t_out.resize (j+1); |
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437 break; |
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3992
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438 } |
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439 } |
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440 } |
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441 |
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442 retval = DASRT_result (x_out, xdot_out, t_out); |
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443 |
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444 return retval; |
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445 } |
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446 |
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447 DASRT_result |
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448 DASRT::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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449 { |
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450 DASRT_result retval; |
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451 |
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452 Matrix x_out; |
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453 Matrix xdot_out; |
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3994
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454 ColumnVector t_outs = tout; |
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3990
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455 |
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456 int n_out = tout.capacity (); |
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4049
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457 int n = size (); |
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3990
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458 |
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459 if (n_out > 0 && n > 0) |
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460 { |
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461 x_out.resize (n_out, n); |
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462 xdot_out.resize (n_out, n); |
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463 |
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464 int n_crit = tcrit.capacity (); |
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465 |
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466 if (n_crit > 0) |
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467 { |
|
|
468 int i_crit = 0; |
|
3994
|
469 int i_out = 1; |
|
3990
|
470 double next_crit = tcrit(0); |
|
|
471 double next_out; |
|
|
472 while (i_out < n_out) |
|
|
473 { |
|
|
474 bool do_restart = false; |
|
|
475 |
|
|
476 next_out = tout(i_out); |
|
|
477 if (i_crit < n_crit) |
|
|
478 next_crit = tcrit(i_crit); |
|
|
479 |
|
|
480 int save_output; |
|
|
481 double t_out; |
|
|
482 |
|
|
483 if (next_crit == next_out) |
|
|
484 { |
|
|
485 set_stop_time (next_crit); |
|
|
486 t_out = next_out; |
|
|
487 save_output = 1; |
|
|
488 i_out++; |
|
|
489 i_crit++; |
|
|
490 do_restart = true; |
|
|
491 } |
|
|
492 else if (next_crit < next_out) |
|
|
493 { |
|
|
494 if (i_crit < n_crit) |
|
|
495 { |
|
|
496 set_stop_time (next_crit); |
|
|
497 t_out = next_crit; |
|
|
498 save_output = 0; |
|
|
499 i_crit++; |
|
|
500 do_restart = true; |
|
|
501 } |
|
|
502 else |
|
|
503 { |
|
|
504 clear_stop_time (); |
|
|
505 t_out = next_out; |
|
|
506 save_output = 1; |
|
|
507 i_out++; |
|
|
508 } |
|
|
509 } |
|
|
510 else |
|
|
511 { |
|
|
512 set_stop_time (next_crit); |
|
|
513 t_out = next_out; |
|
|
514 save_output = 1; |
|
|
515 i_out++; |
|
|
516 } |
|
|
517 |
|
|
518 integrate (t_out); |
|
|
519 |
|
|
520 if (integration_error) |
|
|
521 { |
|
|
522 retval = DASRT_result (x_out, xdot_out, t_outs); |
|
|
523 return retval; |
|
|
524 } |
|
3992
|
525 |
|
3997
|
526 if (istate == 4) |
|
3990
|
527 t_out = t; |
|
|
528 |
|
|
529 if (save_output) |
|
|
530 { |
|
|
531 for (int i = 0; i < n; i++) |
|
|
532 { |
|
3994
|
533 x_out(i_out-1,i) = x(i); |
|
|
534 xdot_out(i_out-1,i) = xdot(i); |
|
3990
|
535 } |
|
3994
|
536 |
|
3990
|
537 t_outs(i_out-1) = t_out; |
|
3994
|
538 |
|
3997
|
539 if (istate == 4) |
|
3990
|
540 { |
|
|
541 x_out.resize (i_out, n); |
|
|
542 xdot_out.resize (i_out, n); |
|
|
543 t_outs.resize (i_out); |
|
|
544 i_out = n_out; |
|
|
545 } |
|
|
546 } |
|
|
547 |
|
|
548 if (do_restart) |
|
|
549 force_restart (); |
|
|
550 } |
|
|
551 |
|
|
552 retval = DASRT_result (x_out, xdot_out, t_outs); |
|
|
553 } |
|
|
554 else |
|
|
555 { |
|
|
556 retval = integrate (tout); |
|
|
557 |
|
|
558 if (integration_error) |
|
|
559 return retval; |
|
|
560 } |
|
|
561 } |
|
|
562 |
|
|
563 return retval; |
|
|
564 } |
|
|
565 |
|
3995
|
566 std::string |
|
|
567 DASRT::error_message (void) const |
|
|
568 { |
|
|
569 std::string retval; |
|
|
570 |
|
4051
|
571 OSSTREAM buf; |
|
|
572 buf << t << OSSTREAM_ENDS; |
|
|
573 std::string t_curr = OSSTREAM_STR (buf); |
|
|
574 OSSTREAM_FREEZE (buf); |
|
4043
|
575 |
|
3997
|
576 switch (istate) |
|
3995
|
577 { |
|
3996
|
578 case 1: |
|
|
579 retval = "a step was successfully taken in intermediate-output mode."; |
|
|
580 break; |
|
|
581 |
|
|
582 case 2: |
|
|
583 retval = "integration completed by stepping exactly to TOUT"; |
|
|
584 break; |
|
|
585 |
|
|
586 case 3: |
|
|
587 retval = "integration to tout completed by stepping past TOUT"; |
|
|
588 break; |
|
|
589 |
|
|
590 case 4: |
|
|
591 retval = "integration completed by finding one or more roots of G at T"; |
|
|
592 break; |
|
|
593 |
|
|
594 case -1: |
|
4043
|
595 retval = std::string ("a large amount of work has been expended (t =") |
|
|
596 + t_curr + ")"; |
|
3996
|
597 break; |
|
|
598 |
|
|
599 case -2: |
|
|
600 retval = "the error tolerances are too stringent"; |
|
|
601 break; |
|
|
602 |
|
|
603 case -3: |
|
4043
|
604 retval = std::string ("error weight became zero during problem. (t = ") |
|
|
605 + t_curr |
|
|
606 + "; solution component i vanished, and atol or atol(i) == 0)"; |
|
3996
|
607 break; |
|
|
608 |
|
|
609 case -6: |
|
4043
|
610 retval = std::string ("repeated error test failures on the last attempted step (t = ") |
|
|
611 + t_curr + ")"; |
|
3996
|
612 break; |
|
|
613 |
|
|
614 case -7: |
|
4043
|
615 retval = std::string ("the corrector could not converge (t = ") |
|
|
616 + t_curr + ")"; |
|
3996
|
617 break; |
|
|
618 |
|
|
619 case -8: |
|
4043
|
620 retval = std::string ("the matrix of partial derivatives is singular (t = ") |
|
|
621 + t_curr + ")"; |
|
3996
|
622 break; |
|
|
623 |
|
|
624 case -9: |
|
4043
|
625 retval = std::string ("the corrector could not converge (t = ") |
|
|
626 + t_curr + "; repeated test failures)"; |
|
3996
|
627 break; |
|
|
628 |
|
|
629 case -10: |
|
4043
|
630 retval = std::string ("corrector could not converge because IRES was -1 (t = ") |
|
|
631 + t_curr + ")"; |
|
3996
|
632 break; |
|
|
633 |
|
|
634 case -11: |
|
4043
|
635 retval = std::string ("return requested in user-supplied function (t = ") |
|
|
636 + t_curr + ")"; |
|
3996
|
637 break; |
|
|
638 |
|
|
639 case -12: |
|
|
640 retval = "failed to compute consistent initial conditions"; |
|
|
641 break; |
|
|
642 |
|
|
643 case -33: |
|
|
644 retval = "unrecoverable error (see printed message)"; |
|
|
645 break; |
|
|
646 |
|
3995
|
647 default: |
|
|
648 retval = "unknown error state"; |
|
|
649 break; |
|
|
650 } |
|
|
651 |
|
|
652 return retval; |
|
|
653 } |
|
|
654 |
|
3990
|
655 /* |
|
|
656 ;;; Local Variables: *** |
|
|
657 ;;; mode: C++ *** |
|
|
658 ;;; End: *** |
|
|
659 */ |
