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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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1296
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23 #if defined (__GNUG__) |
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24 #pragma implementation |
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25 #endif |
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26 |
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238
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27 #ifdef HAVE_CONFIG_H |
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1192
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28 #include <config.h> |
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29 #endif |
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30 |
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1842
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31 #include <cfloat> |
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32 #include <cmath> |
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33 |
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34 #include "DASSL.h" |
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1847
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35 #include "f77-fcn.h" |
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227
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36 #include "lo-error.h" |
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37 |
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3991
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38 typedef int (*dassl_fcn_ptr) (const double&, const double*, const double*, |
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39 double*, int&, double*, int*); |
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40 |
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41 typedef int (*dassl_jac_ptr) (const double&, const double*, const double*, |
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42 double*, const double&, double*, int*); |
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43 |
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44 extern "C" |
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3887
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45 int F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const int&, double&, |
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46 double*, double*, double&, const int*, |
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47 const double&, const double&, int&, |
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48 double*, const int&, int*, const int&, |
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49 const double*, const int*, |
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50 dassl_jac_ptr); |
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51 |
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532
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52 static DAEFunc::DAERHSFunc user_fun; |
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53 static DAEFunc::DAEJacFunc user_jac; |
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54 |
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55 static int nn; |
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56 |
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1842
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57 DASSL::DASSL (void) : DAE () |
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58 { |
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59 liw = 0; |
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60 lrw = 0; |
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61 |
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3994
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62 sanity_checked = false; |
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63 |
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1945
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64 info.resize (15); |
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65 |
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66 for (int i = 0; i < 15; i++) |
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67 info.elem (i) = 0; |
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68 } |
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69 |
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70 DASSL::DASSL (const ColumnVector& state, double time, DAEFunc& f) |
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71 : DAE (state, time, f) |
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72 { |
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73 n = size (); |
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74 |
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75 liw = 20 + n; |
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76 lrw = 40 + 9*n + n*n; |
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77 |
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78 sanity_checked = false; |
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79 |
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80 info.resize (15, 0); |
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81 } |
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82 |
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83 DASSL::DASSL (const ColumnVector& state, const ColumnVector& deriv, |
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84 double time, DAEFunc& f) |
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85 : DAE (state, deriv, time, f) |
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86 { |
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87 n = size (); |
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88 |
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89 DAEFunc::set_function (f.function ()); |
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90 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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91 |
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92 liw = 20 + n; |
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93 lrw = 40 + 9*n + n*n; |
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94 |
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95 sanity_checked = false; |
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96 |
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1945
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97 info.resize (15); |
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98 |
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99 for (int i = 0; i < 15; i++) |
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1945
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100 info.elem (i) = 0; |
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101 } |
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102 |
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103 int |
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104 ddassl_f (const double& time, const double *state, const double *deriv, |
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105 double *delta, int& ires, double *, int *) |
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106 { |
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107 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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108 |
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109 ColumnVector tmp_deriv (nn); |
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110 ColumnVector tmp_state (nn); |
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111 ColumnVector tmp_delta (nn); |
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112 |
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113 for (int i = 0; i < nn; i++) |
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114 { |
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115 tmp_deriv.elem (i) = deriv [i]; |
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116 tmp_state.elem (i) = state [i]; |
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117 } |
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118 |
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119 tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires); |
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120 |
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121 if (ires >= 0) |
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256
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122 { |
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123 if (tmp_delta.length () == 0) |
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124 ires = -2; |
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125 else |
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126 { |
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127 for (int i = 0; i < nn; i++) |
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128 delta [i] = tmp_delta.elem (i); |
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129 } |
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256
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130 } |
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131 |
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132 return 0; |
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133 } |
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134 |
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135 int |
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136 ddassl_j (const double& time, const double *state, const double *deriv, |
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137 double *pd, const double& cj, double *, int *) |
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138 { |
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139 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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140 |
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141 ColumnVector tmp_state (nn); |
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142 ColumnVector tmp_deriv (nn); |
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143 |
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144 for (int i = 0; i < nn; i++) |
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145 { |
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146 tmp_deriv.elem (i) = deriv [i]; |
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147 tmp_state.elem (i) = state [i]; |
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148 } |
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149 |
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150 Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj); |
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151 |
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152 for (int j = 0; j < nn; j++) |
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153 for (int i = 0; i < nn; i++) |
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154 pd [nn * j + i] = tmp_pd.elem (i, j); |
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155 |
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156 return 0; |
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157 } |
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158 |
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159 ColumnVector |
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160 DASSL::do_integrate (double tout) |
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161 { |
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162 ColumnVector retval; |
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163 |
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164 if (restart) |
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165 { |
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166 restart = false; |
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167 info.elem (0) = 0; |
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168 } |
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169 |
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170 if (iwork.length () != liw) |
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171 iwork.resize (liw); |
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172 |
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173 if (rwork.length () != lrw) |
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174 rwork.resize (lrw); |
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175 |
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176 integration_error = false; |
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177 |
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178 user_fun = DAEFunc::fun; |
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179 user_jac = DAEFunc::jac; |
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180 |
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181 if (user_jac) |
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3312
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182 info.elem (4) = 1; |
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183 else |
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184 info.elem (4) = 0; |
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185 |
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3994
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186 double *px = x.fortran_vec (); |
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187 double *pxdot = xdot.fortran_vec (); |
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188 |
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189 nn = n; |
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190 |
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191 if (! sanity_checked) |
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192 { |
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193 int ires = 0; |
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194 |
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195 ColumnVector res = (*user_fun) (x, xdot, t, ires); |
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196 |
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197 if (res.length () != x.length ()) |
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198 { |
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199 (*current_liboctave_error_handler) |
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200 ("dassl: inconsistent sizes for state and residual vectors"); |
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201 |
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202 integration_error = true; |
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203 return retval; |
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204 } |
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205 |
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206 sanity_checked = true; |
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207 } |
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208 |
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209 if (stop_time_set) |
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210 { |
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211 rwork.elem (0) = stop_time; |
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212 info.elem (3) = 1; |
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213 } |
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214 else |
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215 info.elem (3) = 0; |
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216 |
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289
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217 double abs_tol = absolute_tolerance (); |
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218 double rel_tol = relative_tolerance (); |
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219 |
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220 if (initial_step_size () >= 0.0) |
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221 { |
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222 rwork.elem (2) = initial_step_size (); |
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223 info.elem (7) = 1; |
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289
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224 } |
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225 else |
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226 info.elem (7) = 0; |
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227 |
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228 if (maximum_step_size () >= 0.0) |
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229 { |
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230 rwork.elem (1) = maximum_step_size (); |
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231 info.elem (6) = 1; |
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289
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232 } |
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233 else |
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234 info.elem (6) = 0; |
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289
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235 |
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236 double *dummy = 0; |
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237 int *idummy = 0; |
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238 |
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239 int *pinfo = info.fortran_vec (); |
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240 int *piwork = iwork.fortran_vec (); |
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241 double *prwork = rwork.fortran_vec (); |
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242 |
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465
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243 // again: |
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244 |
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245 F77_XFCN (ddassl, DDASSL, (ddassl_f, n, t, px, pxdot, tout, pinfo, |
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246 rel_tol, abs_tol, idid, prwork, lrw, |
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247 piwork, liw, dummy, idummy, ddassl_j)); |
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248 |
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249 if (f77_exception_encountered) |
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250 { |
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251 integration_error = true; |
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252 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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253 } |
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254 else |
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255 { |
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256 switch (idid) |
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257 { |
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258 case 1: // A step was successfully taken in intermediate-output |
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259 // mode. The code has not yet reached TOUT. |
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260 case 2: // The integration to TSTOP was successfully completed |
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261 // (T=TSTOP) by stepping exactly to TSTOP. |
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262 case 3: // The integration to TOUT was successfully completed |
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263 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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264 // interpolation. YPRIME(*) is obtained by interpolation. |
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265 retval = x; |
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266 t = tout; |
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267 break; |
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268 |
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269 case -1: // A large amount of work has been expended. (~500 steps). |
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270 case -2: // The error tolerances are too stringent. |
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271 case -3: // The local error test cannot be satisfied because you |
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272 // specified a zero component in ATOL and the |
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273 // corresponding computed solution component is zero. |
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274 // Thus, a pure relative error test is impossible for |
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275 // this component. |
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276 case -6: // DDASSL had repeated error test failures on the last |
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277 // attempted step. |
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278 case -7: // The corrector could not converge. |
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279 case -8: // The matrix of partial derivatives is singular. |
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280 case -9: // The corrector could not converge. There were repeated |
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281 // error test failures in this step. |
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282 case -10: // The corrector could not converge because IRES was |
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283 // equal to minus one. |
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284 case -11: // IRES equal to -2 was encountered and control is being |
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285 // returned to the calling program. |
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286 case -12: // DDASSL failed to compute the initial YPRIME. |
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287 case -33: // The code has encountered trouble from which it cannot |
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288 // recover. A message is printed explaining the trouble |
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289 // and control is returned to the calling program. For |
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290 // example, this occurs when invalid input is detected. |
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291 integration_error = true; |
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292 break; |
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293 |
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294 default: |
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295 integration_error = true; |
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296 (*current_liboctave_error_handler) |
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297 ("unrecognized value of idid (= %d) returned from ddassl", idid); |
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298 break; |
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299 } |
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300 } |
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301 |
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302 return retval; |
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303 } |
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304 |
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305 Matrix |
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306 DASSL::do_integrate (const ColumnVector& tout) |
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307 { |
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308 Matrix dummy; |
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309 return integrate (tout, dummy); |
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310 } |
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311 |
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312 Matrix |
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313 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) |
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314 { |
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315 Matrix retval; |
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316 int n_out = tout.capacity (); |
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317 |
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318 if (n_out > 0 && n > 0) |
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319 { |
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320 retval.resize (n_out, n); |
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321 xdot_out.resize (n_out, n); |
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322 |
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323 for (int i = 0; i < n; i++) |
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324 { |
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325 retval.elem (0, i) = x.elem (i); |
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326 xdot_out.elem (0, i) = xdot.elem (i); |
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327 } |
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328 |
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329 for (int j = 1; j < n_out; j++) |
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330 { |
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331 ColumnVector x_next = do_integrate (tout.elem (j)); |
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332 |
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333 if (integration_error) |
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334 return retval; |
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335 |
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336 for (int i = 0; i < n; i++) |
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337 { |
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338 retval.elem (j, i) = x_next.elem (i); |
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339 xdot_out.elem (j, i) = xdot.elem (i); |
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340 } |
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341 } |
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342 } |
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343 |
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344 return retval; |
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345 } |
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346 |
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347 Matrix |
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348 DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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349 { |
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350 Matrix dummy; |
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351 return integrate (tout, dummy, tcrit); |
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352 } |
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353 |
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354 Matrix |
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355 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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356 const ColumnVector& tcrit) |
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357 { |
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358 Matrix retval; |
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359 int n_out = tout.capacity (); |
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360 |
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361 if (n_out > 0 && n > 0) |
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362 { |
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363 retval.resize (n_out, n); |
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364 xdot_out.resize (n_out, n); |
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365 |
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366 for (int i = 0; i < n; i++) |
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367 { |
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368 retval.elem (0, i) = x.elem (i); |
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369 xdot_out.elem (0, i) = xdot.elem (i); |
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370 } |
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371 |
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372 int n_crit = tcrit.capacity (); |
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373 |
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374 if (n_crit > 0) |
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375 { |
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376 int i_crit = 0; |
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377 int i_out = 1; |
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378 double next_crit = tcrit.elem (0); |
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379 double next_out; |
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380 while (i_out < n_out) |
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381 { |
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382 bool do_restart = false; |
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383 |
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384 next_out = tout.elem (i_out); |
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385 if (i_crit < n_crit) |
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386 next_crit = tcrit.elem (i_crit); |
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387 |
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3487
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388 bool save_output; |
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389 double t_out; |
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390 |
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391 if (next_crit == next_out) |
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392 { |
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393 set_stop_time (next_crit); |
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394 t_out = next_out; |
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395 save_output = true; |
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396 i_out++; |
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397 i_crit++; |
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3487
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398 do_restart = true; |
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399 } |
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400 else if (next_crit < next_out) |
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401 { |
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402 if (i_crit < n_crit) |
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403 { |
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404 set_stop_time (next_crit); |
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405 t_out = next_crit; |
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406 save_output = false; |
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407 i_crit++; |
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3487
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408 do_restart = true; |
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409 } |
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410 else |
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411 { |
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412 clear_stop_time (); |
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413 t_out = next_out; |
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414 save_output = true; |
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415 i_out++; |
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416 } |
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417 } |
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418 else |
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419 { |
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420 set_stop_time (next_crit); |
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421 t_out = next_out; |
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422 save_output = true; |
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423 i_out++; |
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424 } |
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425 |
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1842
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426 ColumnVector x_next = do_integrate (t_out); |
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3
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427 |
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256
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428 if (integration_error) |
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429 return retval; |
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430 |
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3
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431 if (save_output) |
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432 { |
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1321
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433 for (int i = 0; i < n; i++) |
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3
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434 { |
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435 retval.elem (i_out-1, i) = x_next.elem (i); |
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436 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
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437 } |
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438 } |
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439 |
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440 if (do_restart) |
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441 force_restart (); |
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442 } |
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443 } |
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444 else |
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256
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445 { |
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446 retval = integrate (tout, xdot_out); |
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447 |
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448 if (integration_error) |
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449 return retval; |
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450 } |
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3
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451 } |
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452 |
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453 return retval; |
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454 } |
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289
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455 |
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3995
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456 std::string |
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457 DASSL::error_message (void) const |
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458 { |
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459 std::string retval; |
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460 |
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461 switch (idid) |
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462 { |
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3996
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463 case 1: |
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464 retval = "a step was successfully taken in intermediate-output mode."; |
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465 break; |
|
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466 |
|
|
467 case 2: |
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|
468 retval = "integration completed by stepping exactly to TOUT"; |
|
|
469 break; |
|
|
470 |
|
|
471 case 3: |
|
|
472 retval = "integration to tout completed by stepping past TOUT"; |
|
|
473 break; |
|
|
474 |
|
|
475 case -1: |
|
|
476 retval = "a large amount of work has been expended"; |
|
|
477 break; |
|
|
478 |
|
|
479 case -2: |
|
|
480 retval = "the error tolerances are too stringent"; |
|
|
481 break; |
|
|
482 |
|
|
483 case -3: |
|
|
484 retval = "error weight became zero during problem.\ |
|
|
485 (solution component i vanished, and atol or atol(i) == 0)"; |
|
|
486 break; |
|
|
487 |
|
|
488 case -6: |
|
|
489 retval = "repeated error test failures on the last attempted step"; |
|
|
490 break; |
|
|
491 |
|
|
492 case -7: |
|
|
493 retval = "the corrector could not converge"; |
|
|
494 break; |
|
|
495 |
|
|
496 case -8: |
|
|
497 retval = "the matrix of partial derivatives is singular"; |
|
|
498 break; |
|
|
499 |
|
|
500 case -9: |
|
|
501 retval = "the corrector could not converge (repeated test failures)"; |
|
|
502 break; |
|
|
503 |
|
|
504 case -10: |
|
|
505 retval = "corrector could not converge because IRES was -1"; |
|
|
506 break; |
|
|
507 |
|
|
508 case -11: |
|
|
509 retval = "return requested in user-supplied function"; |
|
|
510 break; |
|
|
511 |
|
|
512 case -12: |
|
|
513 retval = "failed to compute consistent initial conditions"; |
|
|
514 break; |
|
|
515 |
|
|
516 case -33: |
|
|
517 retval = "unrecoverable error (see printed message)"; |
|
|
518 break; |
|
|
519 |
|
3995
|
520 default: |
|
|
521 retval = "unknown error state"; |
|
|
522 break; |
|
|
523 } |
|
|
524 |
|
|
525 return retval; |
|
|
526 } |
|
|
527 |
|
289
|
528 /* |
|
|
529 ;;; Local Variables: *** |
|
|
530 ;;; mode: C++ *** |
|
|
531 ;;; End: *** |
|
|
532 */ |
