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1 // NLEqn.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. |
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21 |
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22 */ |
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23 |
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238
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24 #ifdef HAVE_CONFIG_H |
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25 #include "config.h" |
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26 #endif |
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27 |
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28 #include <float.h> |
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29 |
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30 #include "NLEqn.h" |
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31 #include "f77-uscore.h" |
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227
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32 #include "lo-error.h" |
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33 |
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34 extern "C" |
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35 { |
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253
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36 int F77_FCN (hybrd1) (int (*)(int*, double*, double*, int*), |
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37 const int*, double*, double*, const double*, |
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38 int*, double*, const int*); |
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39 |
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40 int F77_FCN (hybrj1) (int (*)(int*, double*, double*, double*, int*, int*), |
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41 const int*, double*, double*, double*, const int*, |
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42 const double*, int*, double*, const int*); |
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43 } |
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44 |
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45 static nonlinear_fcn user_fun; |
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46 static jacobian_fcn user_jac; |
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47 |
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48 // error handling |
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49 |
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50 void |
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51 NLEqn::error (const char* msg) |
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52 { |
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53 (*current_liboctave_error_handler) ("fatal NLEqn error: %s", msg); |
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54 } |
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55 |
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56 // Constructors |
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57 |
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58 NLEqn::NLEqn (void) : NLFunc (), x (), n (0) {} |
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59 |
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60 NLEqn::NLEqn (const Vector& xvec, const NLFunc f) |
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61 : NLFunc (f), x (xvec), n (xvec.capacity ()) {} |
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62 |
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63 NLEqn::NLEqn (const NLEqn& a) : NLFunc (a.fun, a.jac), x (a.x), n (a.n) {} |
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64 |
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65 void |
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66 NLEqn::resize (int nn) |
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67 { |
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68 if (n != nn) |
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69 { |
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70 n = nn; |
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71 x.resize (n); |
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72 } |
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73 } |
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74 |
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75 int |
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76 NLEqn::size (void) const |
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77 { |
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78 return n; |
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79 } |
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80 |
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81 // Assignment |
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82 |
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83 NLEqn& |
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84 NLEqn::operator = (const NLEqn& a) |
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85 { |
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86 fun = a.fun; |
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87 jac = a.jac; |
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88 x = a.n; |
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89 |
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90 return *this; |
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91 } |
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92 |
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93 Vector |
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94 NLEqn::states (void) const |
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95 { |
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96 return x; |
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97 } |
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98 |
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99 void |
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100 NLEqn::set_states (const Vector& xvec) |
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101 { |
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102 if (xvec.capacity () != n) |
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103 { |
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104 error ("dimension error"); |
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105 return; |
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106 } |
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107 |
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108 x = xvec; |
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109 } |
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110 |
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111 // Other operations |
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112 |
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113 Vector |
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114 NLEqn::solve (const Vector& xvec) |
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115 { |
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116 set_states (xvec); |
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117 int info; |
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118 return solve (info); |
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119 } |
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120 |
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121 Vector |
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122 NLEqn::solve (const Vector& xvec, int& info) |
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123 { |
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124 set_states (xvec); |
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125 return solve (info); |
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126 } |
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127 |
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128 Vector |
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129 NLEqn::solve (void) |
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130 { |
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131 int info; |
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132 return solve (info); |
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133 } |
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134 |
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135 int |
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136 hybrd1_fcn (int *n, double *x, double *fvec, int *iflag) |
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137 { |
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138 int nn = *n; |
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139 Vector tmp_f (nn); |
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140 Vector tmp_x (nn); |
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141 |
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142 for (int i = 0; i < nn; i++) |
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143 tmp_x.elem (i) = x[i]; |
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144 |
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145 tmp_f = (*user_fun) (tmp_x); |
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146 |
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147 if (tmp_f.length () == 0) |
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148 *iflag = -1; |
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149 else |
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150 { |
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151 for (i = 0; i < nn; i++) |
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152 fvec[i] = tmp_f.elem (i); |
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153 } |
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154 |
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155 return 0; |
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156 } |
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157 |
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158 int |
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159 hybrj1_fcn (int *n, double *x, double *fvec, double *fjac, |
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160 int *ldfjac, int *iflag) |
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161 { |
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162 int nn = *n; |
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163 Vector tmp_x (nn); |
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164 |
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165 for (int i = 0; i < nn; i++) |
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166 tmp_x.elem (i) = x[i]; |
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167 |
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168 int flag = *iflag; |
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169 if (flag == 1) |
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170 { |
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171 Vector tmp_f (nn); |
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172 |
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173 tmp_f = (*user_fun) (tmp_x); |
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174 |
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175 if (tmp_f.length () == 0) |
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176 *iflag = -1; |
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177 else |
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178 { |
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179 for (i = 0; i < nn; i++) |
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180 fvec[i] = tmp_f.elem (i); |
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181 } |
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182 } |
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183 else |
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184 { |
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185 Matrix tmp_fj (nn, nn); |
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186 |
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187 tmp_fj = (*user_jac) (tmp_x); |
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188 |
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189 if (tmp_fj.rows () == 0 || tmp_fj.columns () == 0) |
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190 *iflag = -1; |
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191 else |
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192 { |
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193 int ld = *ldfjac; |
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194 for (int j = 0; j < nn; j++) |
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195 for (i = 0; i < nn; i++) |
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196 fjac[j*ld+i] = tmp_fj.elem (i, j); |
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197 } |
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198 } |
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199 |
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200 return 0; |
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201 } |
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202 |
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203 Vector |
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204 NLEqn::solve (int& info) |
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205 { |
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206 int tmp_info = 0; |
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207 |
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208 if (n == 0) |
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209 { |
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210 error ("equation set not initialized"); |
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211 return Vector (); |
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212 } |
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213 |
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289
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214 double tol = tolerance (); |
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215 |
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216 double *fvec = new double [n]; |
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217 double *px = new double [n]; |
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218 for (int i = 0; i < n; i++) |
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219 px[i] = x.elem (i); |
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220 |
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221 user_fun = fun; |
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222 user_jac = jac; |
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223 |
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224 if (jac == NULL) |
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225 { |
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226 int lwa = (n*(3*n+13))/2; |
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227 double *wa = new double [lwa]; |
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228 |
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229 F77_FCN (hybrd1) (hybrd1_fcn, &n, px, fvec, &tol, &tmp_info, wa, &lwa); |
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230 |
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231 delete [] wa; |
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232 } |
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233 else |
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234 { |
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235 int lwa = (n*(n+13))/2; |
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236 double *wa = new double [lwa]; |
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237 double *fjac = new double [n*n]; |
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238 |
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239 F77_FCN (hybrj1) (hybrj1_fcn, &n, px, fvec, fjac, &n, &tol, |
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240 &tmp_info, wa, &lwa); |
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241 |
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242 delete [] wa; |
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243 delete [] fjac; |
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244 } |
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245 |
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246 Vector retval; |
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247 |
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248 info = tmp_info; |
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249 |
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250 if (info >= 0) |
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251 { |
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252 retval.resize (n); |
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253 |
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254 for (i = 0; i < n; i++) |
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255 retval.elem (i) = px[i]; |
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256 } |
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257 |
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258 return retval; |
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259 } |
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260 |
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261 NLEqn_options::NLEqn_options (void) |
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262 { |
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263 init (); |
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264 } |
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265 |
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266 NLEqn_options::NLEqn_options (const NLEqn_options& opt) |
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267 { |
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268 copy (opt); |
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269 } |
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270 |
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271 NLEqn_options& |
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272 NLEqn_options::operator = (const NLEqn_options& opt) |
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273 { |
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274 if (this != &opt) |
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275 copy (opt); |
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276 |
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277 return *this; |
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278 } |
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279 |
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280 NLEqn_options::~NLEqn_options (void) |
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281 { |
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282 } |
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283 |
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284 void |
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285 NLEqn_options::init (void) |
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286 { |
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287 double sqrt_eps = sqrt (DBL_EPSILON); |
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288 x_tolerance = sqrt_eps; |
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289 } |
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290 |
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291 void |
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292 NLEqn_options::copy (const NLEqn_options& opt) |
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293 { |
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294 x_tolerance = opt.x_tolerance; |
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295 } |
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296 |
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297 void |
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298 NLEqn_options::set_default_options (void) |
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299 { |
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300 init (); |
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301 } |
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302 |
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303 void |
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304 NLEqn_options::set_tolerance (double val) |
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305 { |
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306 x_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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307 } |
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308 |
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309 double |
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310 NLEqn_options::tolerance (void) |
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311 { |
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312 return x_tolerance; |
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313 } |
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314 |
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315 /* |
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316 ;;; Local Variables: *** |
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317 ;;; mode: C++ *** |
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318 ;;; page-delimiter: "^/\\*" *** |
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319 ;;; End: *** |
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320 */ |
