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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, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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20 02110-1301, USA. |
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21 |
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22 */ |
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23 |
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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 <cfloat> |
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29 #include <cmath> |
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30 |
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31 #include <sstream> |
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32 |
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33 #include "DASRT.h" |
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34 #include "f77-fcn.h" |
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35 #include "lo-error.h" |
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36 #include "quit.h" |
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37 |
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38 typedef octave_idx_type (*dasrt_fcn_ptr) (const double&, const double*, const double*, |
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39 double*, octave_idx_type&, double*, octave_idx_type*); |
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40 |
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41 typedef octave_idx_type (*dasrt_jac_ptr) (const double&, const double*, const double*, |
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42 double*, const double&, double*, octave_idx_type*); |
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43 |
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44 typedef octave_idx_type (*dasrt_constr_ptr) (const octave_idx_type&, const double&, const double*, |
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45 const octave_idx_type&, double*, double*, octave_idx_type*); |
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46 |
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47 extern "C" |
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48 { |
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49 F77_RET_T |
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50 F77_FUNC (ddasrt, DDASRT) (dasrt_fcn_ptr, const octave_idx_type&, double&, |
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51 double*, double*, const double&, octave_idx_type*, |
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52 const double*, const double*, octave_idx_type&, double*, |
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53 const octave_idx_type&, octave_idx_type*, const octave_idx_type&, double*, |
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54 octave_idx_type*, dasrt_jac_ptr, dasrt_constr_ptr, |
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55 const octave_idx_type&, octave_idx_type*); |
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56 } |
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57 |
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58 static DAEFunc::DAERHSFunc user_fsub; |
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59 static DAEFunc::DAEJacFunc user_jsub; |
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60 static DAERTFunc::DAERTConstrFunc user_csub; |
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61 |
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62 static octave_idx_type nn; |
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63 |
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64 static octave_idx_type |
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65 ddasrt_f (const double& t, const double *state, const double *deriv, |
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66 double *delta, octave_idx_type& ires, double *, octave_idx_type *) |
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67 { |
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68 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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69 |
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70 ColumnVector tmp_state (nn); |
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71 ColumnVector tmp_deriv (nn); |
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72 |
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73 for (octave_idx_type i = 0; i < nn; i++) |
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74 { |
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75 tmp_state(i) = state[i]; |
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76 tmp_deriv(i) = deriv[i]; |
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77 } |
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78 |
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79 ColumnVector tmp_fval = (*user_fsub) (tmp_state, tmp_deriv, t, ires); |
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80 |
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81 if (tmp_fval.length () == 0) |
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82 ires = -2; |
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83 else |
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84 { |
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85 for (octave_idx_type i = 0; i < nn; i++) |
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86 delta[i] = tmp_fval(i); |
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87 } |
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88 |
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89 END_INTERRUPT_WITH_EXCEPTIONS; |
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90 |
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91 return 0; |
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92 } |
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93 |
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94 octave_idx_type |
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95 ddasrt_j (const double& time, const double *state, const double *deriv, |
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96 double *pd, const double& cj, double *, octave_idx_type *) |
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97 { |
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98 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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99 |
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100 // FIXME -- would be nice to avoid copying the data. |
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101 |
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102 ColumnVector tmp_state (nn); |
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103 ColumnVector tmp_deriv (nn); |
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104 |
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105 for (octave_idx_type i = 0; i < nn; i++) |
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106 { |
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107 tmp_deriv.elem (i) = deriv [i]; |
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108 tmp_state.elem (i) = state [i]; |
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109 } |
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110 |
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111 Matrix tmp_pd = (*user_jsub) (tmp_state, tmp_deriv, time, cj); |
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112 |
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113 for (octave_idx_type j = 0; j < nn; j++) |
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114 for (octave_idx_type i = 0; i < nn; i++) |
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115 pd [nn * j + i] = tmp_pd.elem (i, j); |
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116 |
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117 END_INTERRUPT_WITH_EXCEPTIONS; |
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118 |
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119 return 0; |
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120 } |
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121 |
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122 static octave_idx_type |
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123 ddasrt_g (const octave_idx_type& neq, const double& t, const double *state, |
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124 const octave_idx_type& ng, double *gout, double *, octave_idx_type *) |
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125 { |
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126 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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127 |
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128 octave_idx_type n = neq; |
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129 |
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130 ColumnVector tmp_state (n); |
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131 for (octave_idx_type i = 0; i < n; i++) |
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132 tmp_state(i) = state[i]; |
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133 |
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134 ColumnVector tmp_fval = (*user_csub) (tmp_state, t); |
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135 |
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136 for (octave_idx_type i = 0; i < ng; i++) |
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137 gout[i] = tmp_fval(i); |
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138 |
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139 END_INTERRUPT_WITH_EXCEPTIONS; |
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140 |
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141 return 0; |
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142 } |
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143 |
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144 void |
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145 DASRT::integrate (double tout) |
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146 { |
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147 DASRT_result retval; |
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148 |
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149 // I suppose this is the safe thing to do. If this is the first |
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150 // call, or if anything about the problem has changed, we should |
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151 // start completely fresh. |
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152 |
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153 if (! initialized || restart |
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154 || DAEFunc::reset || DAERTFunc::reset || DASRT_options::reset) |
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155 { |
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156 integration_error = false; |
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157 |
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158 initialized = true; |
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159 |
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160 info.resize (15); |
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161 |
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162 for (octave_idx_type i = 0; i < 15; i++) |
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163 info(i) = 0; |
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164 |
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165 pinfo = info.fortran_vec (); |
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166 |
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167 octave_idx_type n = size (); |
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168 |
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169 nn = n; |
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170 |
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171 // DAERTFunc |
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172 |
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173 user_csub = DAERTFunc::constraint_function (); |
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174 |
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175 if (user_csub) |
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176 { |
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177 ColumnVector tmp = (*user_csub) (x, t); |
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178 ng = tmp.length (); |
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179 } |
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180 else |
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181 ng = 0; |
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182 |
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183 octave_idx_type maxord = maximum_order (); |
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184 if (maxord >= 0) |
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185 { |
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186 if (maxord > 0 && maxord < 6) |
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187 { |
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188 info(8) = 1; |
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189 iwork(2) = maxord; |
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190 } |
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191 else |
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192 { |
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193 (*current_liboctave_error_handler) |
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194 ("dassl: invalid value for maximum order"); |
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195 integration_error = true; |
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196 return; |
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197 } |
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198 } |
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199 |
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200 liw = 21 + n; |
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201 lrw = 50 + 9*n + n*n + 3*ng; |
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202 |
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203 iwork.resize (liw); |
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204 rwork.resize (lrw); |
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205 |
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206 info(0) = 0; |
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207 |
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208 if (stop_time_set) |
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209 { |
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210 info(3) = 1; |
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211 rwork(0) = stop_time; |
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212 } |
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213 else |
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214 info(3) = 0; |
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215 |
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216 px = x.fortran_vec (); |
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217 pxdot = xdot.fortran_vec (); |
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218 |
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219 piwork = iwork.fortran_vec (); |
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220 prwork = rwork.fortran_vec (); |
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221 |
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222 restart = false; |
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223 |
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224 // DAEFunc |
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225 |
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226 user_fsub = DAEFunc::function (); |
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227 user_jsub = DAEFunc::jacobian_function (); |
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228 |
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229 if (user_fsub) |
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230 { |
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231 octave_idx_type ires = 0; |
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232 |
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233 ColumnVector fval = (*user_fsub) (x, xdot, t, ires); |
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234 |
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235 if (fval.length () != x.length ()) |
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236 { |
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237 (*current_liboctave_error_handler) |
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238 ("dasrt: inconsistent sizes for state and residual vectors"); |
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239 |
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240 integration_error = true; |
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241 return; |
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242 } |
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243 } |
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244 else |
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245 { |
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246 (*current_liboctave_error_handler) |
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247 ("dasrt: no user supplied RHS subroutine!"); |
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248 |
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249 integration_error = true; |
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250 return; |
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251 } |
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252 |
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253 info(4) = user_jsub ? 1 : 0; |
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254 |
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255 DAEFunc::reset = false; |
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256 |
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257 jroot.resize (ng, 1); |
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258 |
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259 pjroot = jroot.fortran_vec (); |
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260 |
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261 DAERTFunc::reset = false; |
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262 |
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263 // DASRT_options |
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264 |
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265 double mss = maximum_step_size (); |
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266 if (mss >= 0.0) |
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267 { |
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268 rwork(1) = mss; |
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269 info(6) = 1; |
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270 } |
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271 else |
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272 info(6) = 0; |
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273 |
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274 double iss = initial_step_size (); |
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275 if (iss >= 0.0) |
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276 { |
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277 rwork(2) = iss; |
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278 info(7) = 1; |
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279 } |
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280 else |
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281 info(7) = 0; |
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282 |
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283 if (step_limit () >= 0) |
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284 { |
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285 info(11) = 1; |
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286 iwork(20) = step_limit (); |
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287 } |
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288 else |
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289 info(11) = 0; |
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290 |
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291 abs_tol = absolute_tolerance (); |
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292 rel_tol = relative_tolerance (); |
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293 |
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294 octave_idx_type abs_tol_len = abs_tol.length (); |
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295 octave_idx_type rel_tol_len = rel_tol.length (); |
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296 |
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297 if (abs_tol_len == 1 && rel_tol_len == 1) |
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298 { |
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299 info.elem (1) = 0; |
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300 } |
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301 else if (abs_tol_len == n && rel_tol_len == n) |
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302 { |
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303 info.elem (1) = 1; |
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304 } |
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305 else |
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306 { |
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307 (*current_liboctave_error_handler) |
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308 ("dasrt: inconsistent sizes for tolerance arrays"); |
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309 |
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310 integration_error = true; |
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311 return; |
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312 } |
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313 |
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314 pabs_tol = abs_tol.fortran_vec (); |
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315 prel_tol = rel_tol.fortran_vec (); |
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316 |
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317 DASRT_options::reset = false; |
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318 } |
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319 |
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320 static double *dummy = 0; |
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321 static octave_idx_type *idummy = 0; |
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322 |
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323 F77_XFCN (ddasrt, DDASRT, (ddasrt_f, nn, t, px, pxdot, tout, pinfo, |
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324 prel_tol, pabs_tol, istate, prwork, lrw, |
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325 piwork, liw, dummy, idummy, ddasrt_j, |
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326 ddasrt_g, ng, pjroot)); |
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327 |
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328 if (f77_exception_encountered) |
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329 { |
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330 integration_error = true; |
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331 (*current_liboctave_error_handler) ("unrecoverable error in dasrt"); |
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332 } |
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333 else |
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334 { |
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335 switch (istate) |
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336 { |
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337 case 1: // A step was successfully taken in intermediate-output |
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338 // mode. The code has not yet reached TOUT. |
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339 case 2: // The integration to TOUT was successfully completed |
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340 // (T=TOUT) by stepping exactly to TOUT. |
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341 case 3: // The integration to TOUT was successfully completed |
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342 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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343 // interpolation. YPRIME(*) is obtained by interpolation. |
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344 t = tout; |
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345 break; |
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346 |
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347 case 4: // The integration was successfully completed |
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348 // by finding one or more roots of G at T. |
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349 break; |
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350 |
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351 case -1: // A large amount of work has been expended. |
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352 case -2: // The error tolerances are too stringent. |
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353 case -3: // The local error test cannot be satisfied because you |
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354 // specified a zero component in ATOL and the |
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355 // corresponding computed solution component is zero. |
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356 // Thus, a pure relative error test is impossible for |
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357 // this component. |
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358 case -6: // DDASRT had repeated error test failures on the last |
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359 // attempted step. |
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360 case -7: // The corrector could not converge. |
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361 case -8: // The matrix of partial derivatives is singular. |
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362 case -9: // The corrector could not converge. There were repeated |
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363 // error test failures in this step. |
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364 case -10: // The corrector could not converge because IRES was |
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365 // equal to minus one. |
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366 case -11: // IRES equal to -2 was encountered and control is being |
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367 // returned to the calling program. |
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368 case -12: // DASSL failed to compute the initial YPRIME. |
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369 case -33: // The code has encountered trouble from which it cannot |
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370 // recover. A message is printed explaining the trouble |
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371 // and control is returned to the calling program. For |
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372 // example, this occurs when invalid input is detected. |
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373 integration_error = true; |
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374 break; |
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375 |
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376 default: |
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377 integration_error = true; |
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378 (*current_liboctave_error_handler) |
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379 ("unrecognized value of istate (= %d) returned from ddasrt", |
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380 istate); |
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381 break; |
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382 } |
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383 } |
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384 } |
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385 |
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386 DASRT_result |
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387 DASRT::integrate (const ColumnVector& tout) |
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388 { |
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389 DASRT_result retval; |
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390 |
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391 Matrix x_out; |
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392 Matrix xdot_out; |
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3994
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393 ColumnVector t_out = tout; |
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394 |
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5275
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395 octave_idx_type n_out = tout.capacity (); |
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396 octave_idx_type n = size (); |
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3990
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397 |
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398 if (n_out > 0 && n > 0) |
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399 { |
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400 x_out.resize (n_out, n); |
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401 xdot_out.resize (n_out, n); |
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402 |
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403 for (octave_idx_type i = 0; i < n; i++) |
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3994
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404 { |
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405 x_out(0,i) = x(i); |
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406 xdot_out(0,i) = xdot(i); |
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407 } |
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408 |
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5275
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409 for (octave_idx_type j = 1; j < n_out; j++) |
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3990
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410 { |
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411 integrate (tout(j)); |
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3994
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412 |
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413 if (integration_error) |
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414 { |
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415 retval = DASRT_result (x_out, xdot_out, t_out); |
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416 return retval; |
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417 } |
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3992
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418 |
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3997
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419 if (istate == 4) |
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420 t_out(j) = t; |
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421 else |
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422 t_out(j) = tout(j); |
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423 |
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5275
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424 for (octave_idx_type i = 0; i < n; i++) |
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3990
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425 { |
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3994
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426 x_out(j,i) = x(i); |
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427 xdot_out(j,i) = xdot(i); |
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3990
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428 } |
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3992
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429 |
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3997
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430 if (istate == 4) |
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3992
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431 { |
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3994
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432 x_out.resize (j+1, n); |
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433 xdot_out.resize (j+1, n); |
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434 t_out.resize (j+1); |
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435 break; |
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3992
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436 } |
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3990
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437 } |
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438 } |
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439 |
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440 retval = DASRT_result (x_out, xdot_out, t_out); |
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441 |
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442 return retval; |
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443 } |
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444 |
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445 DASRT_result |
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446 DASRT::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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447 { |
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448 DASRT_result retval; |
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449 |
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450 Matrix x_out; |
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451 Matrix xdot_out; |
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3994
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452 ColumnVector t_outs = tout; |
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3990
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453 |
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5275
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454 octave_idx_type n_out = tout.capacity (); |
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455 octave_idx_type n = size (); |
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3990
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456 |
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457 if (n_out > 0 && n > 0) |
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458 { |
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459 x_out.resize (n_out, n); |
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460 xdot_out.resize (n_out, n); |
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461 |
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5275
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462 octave_idx_type n_crit = tcrit.capacity (); |
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3990
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463 |
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464 if (n_crit > 0) |
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465 { |
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5275
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466 octave_idx_type i_crit = 0; |
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467 octave_idx_type i_out = 1; |
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3990
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468 double next_crit = tcrit(0); |
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469 double next_out; |
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470 while (i_out < n_out) |
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471 { |
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472 bool do_restart = false; |
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473 |
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474 next_out = tout(i_out); |
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475 if (i_crit < n_crit) |
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476 next_crit = tcrit(i_crit); |
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477 |
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5275
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478 octave_idx_type save_output; |
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3990
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479 double t_out; |
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480 |
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481 if (next_crit == next_out) |
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482 { |
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483 set_stop_time (next_crit); |
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484 t_out = next_out; |
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485 save_output = 1; |
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486 i_out++; |
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487 i_crit++; |
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488 do_restart = true; |
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489 } |
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490 else if (next_crit < next_out) |
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491 { |
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492 if (i_crit < n_crit) |
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493 { |
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494 set_stop_time (next_crit); |
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495 t_out = next_crit; |
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496 save_output = 0; |
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497 i_crit++; |
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498 do_restart = true; |
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499 } |
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500 else |
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501 { |
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502 clear_stop_time (); |
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503 t_out = next_out; |
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504 save_output = 1; |
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505 i_out++; |
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506 } |
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507 } |
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508 else |
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509 { |
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510 set_stop_time (next_crit); |
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511 t_out = next_out; |
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512 save_output = 1; |
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513 i_out++; |
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514 } |
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515 |
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516 integrate (t_out); |
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517 |
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518 if (integration_error) |
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519 { |
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520 retval = DASRT_result (x_out, xdot_out, t_outs); |
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521 return retval; |
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522 } |
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3992
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523 |
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3997
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524 if (istate == 4) |
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3990
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525 t_out = t; |
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526 |
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527 if (save_output) |
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528 { |
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5275
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529 for (octave_idx_type i = 0; i < n; i++) |
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3990
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530 { |
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3994
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531 x_out(i_out-1,i) = x(i); |
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532 xdot_out(i_out-1,i) = xdot(i); |
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3990
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533 } |
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3994
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534 |
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3990
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535 t_outs(i_out-1) = t_out; |
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3994
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536 |
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3997
|
537 if (istate == 4) |
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3990
|
538 { |
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539 x_out.resize (i_out, n); |
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540 xdot_out.resize (i_out, n); |
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541 t_outs.resize (i_out); |
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542 i_out = n_out; |
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543 } |
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544 } |
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545 |
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546 if (do_restart) |
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547 force_restart (); |
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548 } |
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549 |
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550 retval = DASRT_result (x_out, xdot_out, t_outs); |
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551 } |
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552 else |
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553 { |
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554 retval = integrate (tout); |
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555 |
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556 if (integration_error) |
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557 return retval; |
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558 } |
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559 } |
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560 |
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561 return retval; |
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562 } |
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563 |
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3995
|
564 std::string |
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565 DASRT::error_message (void) const |
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566 { |
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567 std::string retval; |
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568 |
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5765
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569 std::ostringstream buf; |
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570 buf << t; |
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571 std::string t_curr = buf.str (); |
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4043
|
572 |
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3997
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573 switch (istate) |
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3995
|
574 { |
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3996
|
575 case 1: |
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576 retval = "a step was successfully taken in intermediate-output mode."; |
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577 break; |
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578 |
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579 case 2: |
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580 retval = "integration completed by stepping exactly to TOUT"; |
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581 break; |
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582 |
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583 case 3: |
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584 retval = "integration to tout completed by stepping past TOUT"; |
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585 break; |
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586 |
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587 case 4: |
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588 retval = "integration completed by finding one or more roots of G at T"; |
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589 break; |
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590 |
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591 case -1: |
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4043
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592 retval = std::string ("a large amount of work has been expended (t =") |
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593 + t_curr + ")"; |
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3996
|
594 break; |
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595 |
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596 case -2: |
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597 retval = "the error tolerances are too stringent"; |
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598 break; |
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599 |
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600 case -3: |
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4043
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601 retval = std::string ("error weight became zero during problem. (t = ") |
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602 + t_curr |
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603 + "; solution component i vanished, and atol or atol(i) == 0)"; |
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3996
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604 break; |
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605 |
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606 case -6: |
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4043
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607 retval = std::string ("repeated error test failures on the last attempted step (t = ") |
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608 + t_curr + ")"; |
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3996
|
609 break; |
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610 |
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611 case -7: |
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4043
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612 retval = std::string ("the corrector could not converge (t = ") |
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613 + t_curr + ")"; |
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3996
|
614 break; |
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615 |
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616 case -8: |
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4043
|
617 retval = std::string ("the matrix of partial derivatives is singular (t = ") |
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618 + t_curr + ")"; |
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3996
|
619 break; |
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620 |
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621 case -9: |
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4043
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622 retval = std::string ("the corrector could not converge (t = ") |
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623 + t_curr + "; repeated test failures)"; |
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3996
|
624 break; |
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625 |
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626 case -10: |
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4043
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627 retval = std::string ("corrector could not converge because IRES was -1 (t = ") |
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628 + t_curr + ")"; |
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3996
|
629 break; |
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630 |
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631 case -11: |
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4043
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632 retval = std::string ("return requested in user-supplied function (t = ") |
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633 + t_curr + ")"; |
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3996
|
634 break; |
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635 |
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|
636 case -12: |
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637 retval = "failed to compute consistent initial conditions"; |
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638 break; |
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639 |
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|
640 case -33: |
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641 retval = "unrecoverable error (see printed message)"; |
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642 break; |
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643 |
|
3995
|
644 default: |
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645 retval = "unknown error state"; |
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646 break; |
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|
647 } |
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|
648 |
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|
649 return retval; |
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650 } |
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651 |
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3990
|
652 /* |
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653 ;;; Local Variables: *** |
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654 ;;; mode: C++ *** |
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655 ;;; End: *** |
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656 */ |
