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1 // DASSL.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1996 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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21 |
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22 */ |
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23 |
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24 #if defined (__GNUG__) |
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25 #pragma implementation |
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26 #endif |
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27 |
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28 #ifdef HAVE_CONFIG_H |
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29 #include <config.h> |
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30 #endif |
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31 |
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32 #include <cfloat> |
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33 #include <cmath> |
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34 |
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35 #include "DASSL.h" |
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36 #include "f77-fcn.h" |
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227
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37 #include "lo-error.h" |
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38 |
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39 extern "C" |
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40 { |
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41 int F77_FCN (ddassl, DDASSL) (int (*)(const double&, double*, |
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42 double*, double*, int&, |
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43 double*, int*), |
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44 const int&, double&, double*, double*, |
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45 double&, const int*, const double&, |
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46 const double&, int&, double*, |
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47 const int&, int*, const int&, |
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48 const double*, const int*, |
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49 int (*)(const double&, double*, |
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50 double*, double*, const |
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51 double&, double*, int*)); |
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52 } |
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53 |
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54 static DAEFunc::DAERHSFunc user_fun; |
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55 static DAEFunc::DAEJacFunc user_jac; |
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56 static int nn; |
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57 |
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58 DASSL::DASSL (void) : DAE () |
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59 { |
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60 stop_time_set = 0; |
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61 stop_time = 0.0; |
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62 |
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63 liw = 0; |
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64 lrw = 0; |
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65 |
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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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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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83 info.resize (15); |
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84 |
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85 for (int i = 0; i < 15; i++) |
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86 info.elem (i) = 0; |
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87 } |
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88 |
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89 DASSL::DASSL (const ColumnVector& state, const ColumnVector& deriv, |
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90 double time, DAEFunc& f) |
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91 : DAE (state, deriv, time, f) |
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92 { |
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93 n = size (); |
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94 |
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95 stop_time_set = 0; |
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96 stop_time = 0.0; |
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97 |
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98 DAEFunc::set_function (f.function ()); |
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99 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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100 |
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101 liw = 20 + n; |
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102 lrw = 40 + 9*n + n*n; |
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103 |
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104 info.resize (15); |
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105 |
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106 for (int i = 0; i < 15; i++) |
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107 info.elem (i) = 0; |
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108 } |
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109 |
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110 void |
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111 DASSL::force_restart (void) |
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112 { |
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113 restart = 1; |
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114 integration_error = 0; |
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115 } |
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116 |
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117 void |
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118 DASSL::set_stop_time (double t) |
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119 { |
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120 stop_time_set = 1; |
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121 stop_time = t; |
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122 } |
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123 |
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124 void |
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125 DASSL::clear_stop_time (void) |
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126 { |
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127 stop_time_set = 0; |
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128 } |
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129 |
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130 int |
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131 ddassl_f (const double& time, double *state, double *deriv, |
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132 double *delta, int& ires, double *, int *) |
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133 { |
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134 ColumnVector tmp_deriv (nn); |
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135 ColumnVector tmp_state (nn); |
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136 ColumnVector tmp_delta (nn); |
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137 |
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138 for (int i = 0; i < nn; i++) |
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139 { |
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140 tmp_deriv.elem (i) = deriv [i]; |
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141 tmp_state.elem (i) = state [i]; |
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142 } |
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143 |
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144 tmp_delta = user_fun (tmp_state, tmp_deriv, time); |
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145 |
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146 if (tmp_delta.length () == 0) |
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147 ires = -2; |
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148 else |
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149 { |
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150 for (int i = 0; i < nn; i++) |
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151 delta [i] = tmp_delta.elem (i); |
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152 } |
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153 |
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154 return 0; |
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155 } |
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156 |
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157 int |
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158 ddassl_j (const double& time, double *, double *, double *pd, const |
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159 double& cj, double *, int *) |
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160 { |
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161 ColumnVector tmp_state (nn); |
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162 ColumnVector tmp_deriv (nn); |
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163 |
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164 // XXX FIXME XXX |
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165 |
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166 Matrix tmp_dfdxdot (nn, nn); |
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167 Matrix tmp_dfdx (nn, nn); |
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168 |
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169 DAEFunc::DAEJac tmp_jac; |
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170 tmp_jac.dfdxdot = &tmp_dfdxdot; |
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171 tmp_jac.dfdx = &tmp_dfdx; |
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172 |
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173 tmp_jac = user_jac (tmp_state, tmp_deriv, time); |
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174 |
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175 // Fix up the matrix of partial derivatives for dassl. |
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176 |
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177 tmp_dfdx = tmp_dfdx + cj * tmp_dfdxdot; |
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178 |
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179 for (int j = 0; j < nn; j++) |
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180 for (int i = 0; i < nn; i++) |
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181 pd [nn * j + i] = tmp_dfdx.elem (i, j); |
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182 |
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183 return 0; |
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184 } |
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185 |
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186 ColumnVector |
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187 DASSL::do_integrate (double tout) |
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188 { |
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189 ColumnVector retval; |
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190 |
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191 if (restart) |
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192 { |
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193 restart = 0; |
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194 info.elem (0) = 0; |
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195 } |
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196 |
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197 if (iwork.length () != liw) |
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198 iwork.resize (liw); |
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199 |
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200 if (rwork.length () != lrw) |
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201 rwork.resize (lrw); |
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202 |
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203 integration_error = 0; |
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204 |
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205 if (DAEFunc::jacobian_function ()) |
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206 iwork.elem (4) = 1; |
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207 else |
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208 iwork.elem (4) = 0; |
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209 |
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210 double *px = x.fortran_vec (); |
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211 double *pxdot = xdot.fortran_vec (); |
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212 |
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213 nn = n; |
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214 user_fun = DAEFunc::fun; |
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215 user_jac = DAEFunc::jac; |
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216 |
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217 if (stop_time_set) |
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218 { |
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219 info.elem (3) = 1; |
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220 rwork.elem (0) = stop_time; |
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221 } |
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222 else |
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223 info.elem (3) = 0; |
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224 |
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225 double abs_tol = absolute_tolerance (); |
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226 double rel_tol = relative_tolerance (); |
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227 |
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228 if (initial_step_size () >= 0.0) |
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229 { |
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230 rwork.elem (2) = initial_step_size (); |
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231 info.elem (7) = 1; |
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232 } |
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233 else |
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234 info.elem (7) = 0; |
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235 |
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236 if (maximum_step_size () >= 0.0) |
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237 { |
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238 rwork.elem (2) = maximum_step_size (); |
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239 info.elem (6) = 1; |
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240 } |
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241 else |
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242 info.elem (6) = 0; |
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243 |
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244 double *dummy = 0; |
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245 int *idummy = 0; |
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246 |
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247 int *pinfo = info.fortran_vec (); |
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248 int *piwork = iwork.fortran_vec (); |
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249 double *prwork = rwork.fortran_vec (); |
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250 |
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251 // again: |
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252 |
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253 F77_XFCN (ddassl, DDASSL, (ddassl_f, n, t, px, pxdot, tout, pinfo, |
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254 rel_tol, abs_tol, idid, prwork, lrw, |
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255 piwork, liw, dummy, idummy, ddassl_j)); |
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256 |
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257 if (f77_exception_encountered) |
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258 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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259 else |
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260 { |
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261 switch (idid) |
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262 { |
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263 case 1: // A step was successfully taken in intermediate-output |
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264 // mode. The code has not yet reached TOUT. |
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265 case 2: // The integration to TSTOP was successfully completed |
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266 // (T=TSTOP) by stepping exactly to TSTOP. |
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267 case 3: // The integration to TOUT was successfully completed |
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268 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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269 // interpolation. YPRIME(*) is obtained by interpolation. |
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270 |
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271 retval = x; |
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272 t = tout; |
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273 break; |
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274 |
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275 case -1: // A large amount of work has been expended. (~500 steps). |
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276 case -2: // The error tolerances are too stringent. |
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277 case -3: // The local error test cannot be satisfied because you |
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278 // specified a zero component in ATOL and the |
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279 // corresponding computed solution component is zero. |
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280 // Thus, a pure relative error test is impossible for |
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281 // this component. |
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282 case -6: // DDASSL had repeated error test failures on the last |
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283 // attempted step. |
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284 case -7: // The corrector could not converge. |
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285 case -8: // The matrix of partial derivatives is singular. |
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286 case -9: // The corrector could not converge. There were repeated |
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287 // error test failures in this step. |
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288 case -10: // The corrector could not converge because IRES was |
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289 // equal to minus one. |
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290 case -11: // IRES equal to -2 was encountered and control is being |
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291 // returned to the calling program. |
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292 case -12: // DDASSL failed to compute the initial YPRIME. |
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293 case -33: // The code has encountered trouble from which it cannot |
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294 // recover. A message is printed explaining the trouble |
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295 // and control is returned to the calling program. For |
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296 // example, this occurs when invalid input is detected. |
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297 default: |
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298 integration_error = 1; |
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299 break; |
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300 } |
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301 } |
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302 |
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303 return retval; |
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304 } |
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305 |
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306 Matrix |
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307 DASSL::do_integrate (const ColumnVector& tout) |
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308 { |
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309 Matrix dummy; |
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310 return integrate (tout, dummy); |
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311 } |
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312 |
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313 Matrix |
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314 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) |
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315 { |
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316 Matrix retval; |
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317 int n_out = tout.capacity (); |
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318 |
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319 if (n_out > 0 && n > 0) |
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320 { |
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321 retval.resize (n_out, n); |
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322 xdot_out.resize (n_out, n); |
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323 |
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324 for (int i = 0; i < n; i++) |
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325 { |
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326 retval.elem (0, i) = x.elem (i); |
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327 xdot_out.elem (0, i) = xdot.elem (i); |
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328 } |
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329 |
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330 for (int j = 1; j < n_out; j++) |
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331 { |
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332 ColumnVector x_next = do_integrate (tout.elem (j)); |
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333 |
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334 if (integration_error) |
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335 return retval; |
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336 |
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337 for (int i = 0; i < n; i++) |
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338 { |
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339 retval.elem (j, i) = x_next.elem (i); |
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340 xdot_out.elem (j, i) = xdot.elem (i); |
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341 } |
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342 } |
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343 } |
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344 |
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345 return retval; |
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346 } |
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347 |
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348 Matrix |
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349 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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350 const ColumnVector& tcrit) |
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351 { |
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352 Matrix retval; |
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353 int n_out = tout.capacity (); |
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354 |
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355 if (n_out > 0 && n > 0) |
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356 { |
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357 retval.resize (n_out, n); |
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358 xdot_out.resize (n_out, n); |
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359 |
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360 for (int i = 0; i < n; i++) |
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361 { |
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362 retval.elem (0, i) = x.elem (i); |
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363 xdot_out.elem (0, i) = xdot.elem (i); |
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364 } |
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365 |
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366 int n_crit = tcrit.capacity (); |
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367 |
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368 if (n_crit > 0) |
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369 { |
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370 int i_crit = 0; |
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371 int i_out = 1; |
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372 double next_crit = tcrit.elem (0); |
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373 double next_out; |
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374 while (i_out < n_out) |
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375 { |
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376 int do_restart = 0; |
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377 |
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378 next_out = tout.elem (i_out); |
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379 if (i_crit < n_crit) |
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380 next_crit = tcrit.elem (i_crit); |
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381 |
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382 int save_output; |
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383 double t_out; |
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384 |
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385 if (next_crit == next_out) |
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386 { |
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387 set_stop_time (next_crit); |
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388 t_out = next_out; |
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389 save_output = 1; |
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390 i_out++; |
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391 i_crit++; |
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392 do_restart = 1; |
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393 } |
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394 else if (next_crit < next_out) |
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395 { |
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396 if (i_crit < n_crit) |
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397 { |
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398 set_stop_time (next_crit); |
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399 t_out = next_crit; |
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400 save_output = 0; |
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401 i_crit++; |
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402 do_restart = 1; |
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403 } |
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404 else |
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405 { |
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406 clear_stop_time (); |
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407 t_out = next_out; |
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408 save_output = 1; |
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409 i_out++; |
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410 } |
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411 } |
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412 else |
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413 { |
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414 set_stop_time (next_crit); |
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415 t_out = next_out; |
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416 save_output = 1; |
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417 i_out++; |
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418 } |
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419 |
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420 ColumnVector x_next = do_integrate (t_out); |
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421 |
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422 if (integration_error) |
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423 return retval; |
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424 |
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425 if (save_output) |
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426 { |
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427 for (int i = 0; i < n; i++) |
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428 { |
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429 retval.elem (i_out-1, i) = x_next.elem (i); |
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430 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
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431 } |
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432 } |
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433 |
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434 if (do_restart) |
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435 force_restart (); |
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436 } |
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437 } |
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438 else |
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439 { |
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440 retval = integrate (tout, xdot_out); |
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441 |
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442 if (integration_error) |
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443 return retval; |
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444 } |
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445 } |
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446 |
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447 return retval; |
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448 } |
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449 |
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450 /* |
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451 ;;; Local Variables: *** |
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452 ;;; mode: C++ *** |
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453 ;;; page-delimiter: "^/\\*" *** |
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454 ;;; End: *** |
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455 */ |
