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1 /* |
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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 3 of the License, or (at your |
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10 option) any 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, see |
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19 <http://www.gnu.org/licenses/>. |
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20 |
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21 */ |
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22 |
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23 #ifdef HAVE_CONFIG_H |
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24 #include <config.h> |
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25 #endif |
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26 |
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27 #include "NLEqn.h" |
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28 #include "dMatrix.h" |
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29 #include "f77-fcn.h" |
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30 #include "lo-error.h" |
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31 #include "quit.h" |
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32 |
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33 typedef octave_idx_type (*hybrd1_fcn_ptr) (octave_idx_type*, double*, double*, octave_idx_type*); |
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34 |
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35 typedef octave_idx_type (*hybrj1_fcn_ptr) (octave_idx_type*, double*, double*, double*, octave_idx_type*, octave_idx_type*); |
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36 |
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37 extern "C" |
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38 { |
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39 F77_RET_T |
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40 F77_FUNC (hybrd1, HYBRD1) (hybrd1_fcn_ptr, const octave_idx_type&, double*, |
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41 double*, const double&, octave_idx_type&, double*, |
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42 const octave_idx_type&); |
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43 |
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44 |
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45 F77_RET_T |
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46 F77_FUNC (hybrj1, HYBRJ1) (hybrj1_fcn_ptr, const octave_idx_type&, double*, |
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47 double*, double*, const octave_idx_type&, const |
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48 double&, octave_idx_type&, double*, const octave_idx_type&); |
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49 } |
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50 |
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51 static NLFunc::nonlinear_fcn user_fun; |
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52 static NLFunc::jacobian_fcn user_jac; |
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53 |
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54 // error handling |
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55 |
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56 void |
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57 NLEqn::error (const char* msg) |
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58 { |
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59 (*current_liboctave_error_handler) ("fatal NLEqn error: %s", msg); |
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60 } |
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61 |
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62 // Other operations |
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63 |
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64 octave_idx_type |
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65 hybrd1_fcn (octave_idx_type *n, double *x, double *fvec, octave_idx_type *iflag) |
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66 { |
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67 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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68 |
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69 octave_idx_type nn = *n; |
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70 ColumnVector tmp_f (nn); |
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71 ColumnVector tmp_x (nn); |
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72 |
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73 for (octave_idx_type i = 0; i < nn; i++) |
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74 tmp_x.elem (i) = x[i]; |
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75 |
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76 tmp_f = (*user_fun) (tmp_x); |
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77 |
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78 if (tmp_f.length () == 0) |
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79 *iflag = -1; |
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80 else |
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81 { |
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82 for (octave_idx_type i = 0; i < nn; i++) |
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83 fvec[i] = tmp_f.elem (i); |
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84 } |
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85 |
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86 END_INTERRUPT_WITH_EXCEPTIONS; |
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87 |
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88 return 0; |
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89 } |
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90 |
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91 octave_idx_type |
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92 hybrj1_fcn (octave_idx_type *n, double *x, double *fvec, double *fjac, |
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93 octave_idx_type *ldfjac, octave_idx_type *iflag) |
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94 { |
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95 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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96 |
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97 octave_idx_type nn = *n; |
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98 ColumnVector tmp_x (nn); |
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99 |
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100 for (octave_idx_type i = 0; i < nn; i++) |
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101 tmp_x.elem (i) = x[i]; |
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102 |
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103 octave_idx_type flag = *iflag; |
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104 if (flag == 1) |
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105 { |
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106 ColumnVector tmp_f (nn); |
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107 |
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108 tmp_f = (*user_fun) (tmp_x); |
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109 |
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110 if (tmp_f.length () == 0) |
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111 *iflag = -1; |
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112 else |
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113 { |
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114 for (octave_idx_type i = 0; i < nn; i++) |
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115 fvec[i] = tmp_f.elem (i); |
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116 } |
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117 } |
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118 else |
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119 { |
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120 Matrix tmp_fj (nn, nn); |
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121 |
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122 tmp_fj = (*user_jac) (tmp_x); |
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123 |
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124 if (tmp_fj.rows () == 0 || tmp_fj.columns () == 0) |
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125 *iflag = -1; |
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126 else |
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127 { |
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128 octave_idx_type ld = *ldfjac; |
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129 for (octave_idx_type j = 0; j < nn; j++) |
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130 for (octave_idx_type i = 0; i < nn; i++) |
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131 fjac[j*ld+i] = tmp_fj.elem (i, j); |
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132 } |
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133 } |
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134 |
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135 END_INTERRUPT_WITH_EXCEPTIONS; |
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136 |
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137 return 0; |
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138 } |
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139 |
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140 ColumnVector |
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141 NLEqn::solve (octave_idx_type& info) |
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142 { |
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143 ColumnVector retval; |
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144 |
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145 octave_idx_type n = x.capacity (); |
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146 |
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147 if (n == 0) |
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148 { |
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149 error ("equation set not initialized"); |
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150 return retval; |
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151 } |
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152 |
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153 double tol = tolerance (); |
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154 |
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155 retval = x; |
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156 double *px = retval.fortran_vec (); |
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157 |
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158 user_fun = fun; |
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159 user_jac = jac; |
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160 |
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161 if (jac) |
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162 { |
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163 Array<double> fvec (n); |
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164 double *pfvec = fvec.fortran_vec (); |
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165 |
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166 octave_idx_type lwa = (n*(n+13))/2; |
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167 Array<double> wa (lwa); |
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168 double *pwa = wa.fortran_vec (); |
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169 |
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170 Array<double> fjac (n*n); |
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171 double *pfjac = fjac.fortran_vec (); |
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172 |
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173 F77_XFCN (hybrj1, HYBRJ1, (hybrj1_fcn, n, px, pfvec, pfjac, n, |
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174 tol, info, pwa, lwa)); |
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175 |
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176 solution_status = info; |
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177 |
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178 if (f77_exception_encountered) |
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179 (*current_liboctave_error_handler) ("unrecoverable error in hybrj1"); |
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180 } |
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181 else |
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182 { |
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183 Array<double> fvec (n); |
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184 double *pfvec = fvec.fortran_vec (); |
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185 |
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186 octave_idx_type lwa = (n*(3*n+13))/2; |
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187 Array<double> wa (lwa); |
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188 double *pwa = wa.fortran_vec (); |
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189 |
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190 F77_XFCN (hybrd1, HYBRD1, (hybrd1_fcn, n, px, pfvec, tol, info, |
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191 pwa, lwa)); |
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192 |
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193 solution_status = info; |
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194 |
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195 if (f77_exception_encountered) |
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196 (*current_liboctave_error_handler) ("unrecoverable error in hybrd1"); |
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197 } |
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198 |
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199 return retval; |
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200 } |
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201 |
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202 std::string |
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203 NLEqn::error_message (void) const |
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204 { |
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205 std::string retval; |
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206 |
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207 std::string prefix; |
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208 |
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209 octave_idx_type info = solution_status; |
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210 if (info < 0) |
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211 info = -info; |
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212 |
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213 switch (info) |
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214 { |
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215 case 0: |
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216 retval = "improper input parameters"; |
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217 break; |
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218 |
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219 case 1: |
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220 retval = "solution converged within specified tolerance"; |
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221 break; |
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222 |
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223 case 2: |
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224 retval = "number of function calls exceeded limit"; |
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225 break; |
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226 |
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227 case 3: |
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228 retval = "no further improvement possible (tolerance may be too small)"; |
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229 break; |
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230 |
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231 case 4: |
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232 retval = "iteration is not making good progress"; |
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233 break; |
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234 |
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235 default: |
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236 retval = "unknown error state"; |
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237 break; |
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238 } |
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239 |
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240 if (solution_status < 0) |
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241 retval = std::string ("user requested termination: ") + retval; |
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242 |
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243 return retval; |
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244 } |
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245 |
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246 /* |
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247 ;;; Local Variables: *** |
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248 ;;; mode: C++ *** |
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249 ;;; End: *** |
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250 */ |
