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