|
3
|
1 /* |
|
|
2 |
|
2847
|
3 Copyright (C) 1996, 1997 John W. Eaton |
|
3
|
4 |
|
|
5 This file is part of Octave. |
|
|
6 |
|
|
7 Octave is free software; you can redistribute it and/or modify it |
|
|
8 under the terms of the GNU General Public License as published by the |
|
|
9 Free Software Foundation; either version 2, or (at your option) any |
|
|
10 later version. |
|
|
11 |
|
|
12 Octave is distributed in the hope that it will be useful, but WITHOUT |
|
|
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
|
|
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
|
|
15 for more details. |
|
|
16 |
|
|
17 You should have received a copy of the GNU General Public License |
|
|
18 along with Octave; see the file COPYING. If not, write to the Free |
|
1315
|
19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
|
3
|
20 |
|
|
21 */ |
|
|
22 |
|
1296
|
23 #if defined (__GNUG__) |
|
|
24 #pragma implementation |
|
|
25 #endif |
|
|
26 |
|
238
|
27 #ifdef HAVE_CONFIG_H |
|
1192
|
28 #include <config.h> |
|
3
|
29 #endif |
|
|
30 |
|
1367
|
31 #include <cfloat> |
|
|
32 #include <cmath> |
|
|
33 |
|
3503
|
34 #include <iostream> |
|
289
|
35 |
|
1842
|
36 #include "LSODE.h" |
|
1847
|
37 #include "f77-fcn.h" |
|
227
|
38 #include "lo-error.h" |
|
3
|
39 |
|
3955
|
40 void |
|
|
41 LSODE_options::set_integration_method (const std::string& val) |
|
|
42 { |
|
|
43 if (val == "stiff" || val == "bdf") |
|
|
44 x_integration_method = "stiff"; |
|
|
45 else if (val == "non-stiff" || val == "adams") |
|
|
46 x_integration_method = "non-stiff"; |
|
|
47 else |
|
|
48 (*current_liboctave_error_handler) |
|
|
49 ("lsode_options: method must be \"stiff\", \"bdf\", \"non-stiff\", or \"adams\""); |
|
|
50 } |
|
|
51 |
|
3507
|
52 typedef int (*lsode_fcn_ptr) (const int&, const double&, double*, |
|
|
53 double*, int&); |
|
|
54 |
|
|
55 typedef int (*lsode_jac_ptr) (const int&, const double&, double*, |
|
|
56 const int&, const int&, double*, const |
|
|
57 int&); |
|
|
58 |
|
3
|
59 extern "C" |
|
3887
|
60 int F77_FUNC (lsode, LSODE) (lsode_fcn_ptr, int&, double*, double&, |
|
3952
|
61 double&, int&, double&, const double*, int&, |
|
|
62 int&, int&, double*, int&, int*, int&, |
|
|
63 lsode_jac_ptr, int&); |
|
3
|
64 |
|
532
|
65 static ODEFunc::ODERHSFunc user_fun; |
|
|
66 static ODEFunc::ODEJacFunc user_jac; |
|
3
|
67 static ColumnVector *tmp_x; |
|
|
68 |
|
1842
|
69 LSODE::LSODE (void) : ODE (), LSODE_options () |
|
3
|
70 { |
|
1842
|
71 n = size (); |
|
3
|
72 |
|
|
73 stop_time_set = 0; |
|
|
74 stop_time = 0.0; |
|
|
75 |
|
258
|
76 integration_error = 0; |
|
3
|
77 restart = 1; |
|
|
78 |
|
|
79 istate = 1; |
|
|
80 itask = 1; |
|
3955
|
81 iopt = 0; |
|
2343
|
82 |
|
|
83 sanity_checked = 0; |
|
3
|
84 } |
|
|
85 |
|
1842
|
86 LSODE::LSODE (const ColumnVector& state, double time, const ODEFunc& f) |
|
|
87 : ODE (state, time, f), LSODE_options () |
|
3
|
88 { |
|
1842
|
89 n = size (); |
|
3
|
90 |
|
|
91 stop_time_set = 0; |
|
|
92 stop_time = 0.0; |
|
|
93 |
|
258
|
94 integration_error = 0; |
|
3
|
95 restart = 1; |
|
|
96 |
|
|
97 istate = 1; |
|
|
98 itask = 1; |
|
3955
|
99 iopt = 0; |
|
2343
|
100 |
|
|
101 sanity_checked = 0; |
|
3
|
102 } |
|
|
103 |
|
1842
|
104 void |
|
|
105 LSODE::force_restart (void) |
|
|
106 { |
|
|
107 restart = 1; |
|
|
108 } |
|
|
109 |
|
|
110 void |
|
|
111 LSODE::set_stop_time (double time) |
|
|
112 { |
|
|
113 stop_time_set = 1; |
|
|
114 stop_time = time; |
|
|
115 } |
|
|
116 |
|
|
117 void |
|
|
118 LSODE::clear_stop_time (void) |
|
|
119 { |
|
|
120 stop_time_set = 0; |
|
|
121 } |
|
|
122 |
|
3
|
123 int |
|
1482
|
124 lsode_f (const int& neq, const double& time, double *, |
|
1251
|
125 double *deriv, int& ierr) |
|
3
|
126 { |
|
2343
|
127 ColumnVector tmp_deriv; |
|
3
|
128 |
|
1360
|
129 // NOTE: this won't work if LSODE passes copies of the state vector. |
|
|
130 // In that case we have to create a temporary vector object |
|
|
131 // and copy. |
|
|
132 |
|
1251
|
133 tmp_deriv = (*user_fun) (*tmp_x, time); |
|
3
|
134 |
|
258
|
135 if (tmp_deriv.length () == 0) |
|
1251
|
136 ierr = -1; |
|
258
|
137 else |
|
|
138 { |
|
1251
|
139 for (int i = 0; i < neq; i++) |
|
258
|
140 deriv [i] = tmp_deriv.elem (i); |
|
|
141 } |
|
3
|
142 |
|
|
143 return 0; |
|
|
144 } |
|
|
145 |
|
|
146 int |
|
1482
|
147 lsode_j (const int& neq, const double& time, double *, |
|
|
148 const int&, const int&, double *pd, const int& nrowpd) |
|
3
|
149 { |
|
1251
|
150 Matrix tmp_jac (neq, neq); |
|
3
|
151 |
|
1360
|
152 // NOTE: this won't work if LSODE passes copies of the state vector. |
|
|
153 // In that case we have to create a temporary vector object |
|
|
154 // and copy. |
|
|
155 |
|
1251
|
156 tmp_jac = (*user_jac) (*tmp_x, time); |
|
3
|
157 |
|
1251
|
158 for (int j = 0; j < neq; j++) |
|
|
159 for (int i = 0; i < neq; i++) |
|
|
160 pd [nrowpd * j + i] = tmp_jac (i, j); |
|
3
|
161 |
|
|
162 return 0; |
|
|
163 } |
|
|
164 |
|
|
165 ColumnVector |
|
1842
|
166 LSODE::do_integrate (double tout) |
|
3
|
167 { |
|
1945
|
168 ColumnVector retval; |
|
|
169 |
|
|
170 if (restart) |
|
|
171 { |
|
|
172 restart = 0; |
|
|
173 istate = 1; |
|
|
174 } |
|
|
175 |
|
3955
|
176 if (integration_method () == "stiff") |
|
|
177 { |
|
|
178 if (jac) |
|
|
179 method_flag = 21; |
|
|
180 else |
|
|
181 method_flag = 22; |
|
|
182 |
|
|
183 liw = 20 + n; |
|
|
184 lrw = 22 + n * (9 + n); |
|
|
185 } |
|
|
186 else |
|
|
187 { |
|
|
188 method_flag = 10; |
|
|
189 |
|
|
190 liw = 20; |
|
|
191 lrw = 22 + 16 * n; |
|
|
192 } |
|
|
193 |
|
1945
|
194 if (iwork.length () != liw) |
|
|
195 { |
|
|
196 iwork.resize (liw); |
|
|
197 |
|
|
198 for (int i = 4; i < 9; i++) |
|
|
199 iwork.elem (i) = 0; |
|
|
200 } |
|
|
201 |
|
|
202 if (rwork.length () != lrw) |
|
|
203 { |
|
|
204 rwork.resize (lrw); |
|
|
205 |
|
|
206 for (int i = 4; i < 9; i++) |
|
|
207 rwork.elem (i) = 0; |
|
|
208 } |
|
|
209 |
|
258
|
210 integration_error = 0; |
|
|
211 |
|
3
|
212 double *xp = x.fortran_vec (); |
|
|
213 |
|
1360
|
214 // NOTE: this won't work if LSODE passes copies of the state vector. |
|
|
215 // In that case we have to create a temporary vector object |
|
|
216 // and copy. |
|
3
|
217 |
|
|
218 tmp_x = &x; |
|
1842
|
219 user_fun = function (); |
|
|
220 user_jac = jacobian_function (); |
|
3
|
221 |
|
2343
|
222 if (! sanity_checked) |
|
|
223 { |
|
|
224 ColumnVector xdot = (*user_fun) (x, t); |
|
|
225 |
|
|
226 if (x.length () != xdot.length ()) |
|
|
227 { |
|
|
228 (*current_liboctave_error_handler) |
|
|
229 ("lsode: inconsistent sizes for state and derivative vectors"); |
|
|
230 |
|
|
231 integration_error = 1; |
|
|
232 return retval; |
|
|
233 } |
|
|
234 |
|
|
235 sanity_checked = 1; |
|
|
236 } |
|
|
237 |
|
3
|
238 if (stop_time_set) |
|
|
239 { |
|
|
240 itask = 4; |
|
1945
|
241 rwork.elem (0) = stop_time; |
|
3243
|
242 iopt = 1; |
|
3
|
243 } |
|
|
244 else |
|
|
245 { |
|
|
246 itask = 1; |
|
|
247 } |
|
|
248 |
|
289
|
249 double rel_tol = relative_tolerance (); |
|
|
250 |
|
3952
|
251 const Array<double> abs_tol = absolute_tolerance (); |
|
|
252 |
|
|
253 int abs_tol_len = abs_tol.length (); |
|
|
254 |
|
|
255 int itol; |
|
|
256 |
|
|
257 if (abs_tol_len == 1) |
|
|
258 itol = 1; |
|
|
259 else if (abs_tol_len == n) |
|
3953
|
260 itol = 2; |
|
3952
|
261 else |
|
|
262 { |
|
|
263 (*current_liboctave_error_handler) |
|
|
264 ("lsode: inconsistent sizes for state and absolute tolerance vectors"); |
|
|
265 |
|
|
266 integration_error = 1; |
|
|
267 return retval; |
|
|
268 } |
|
|
269 |
|
3243
|
270 if (initial_step_size () >= 0.0) |
|
|
271 { |
|
|
272 rwork.elem (4) = initial_step_size (); |
|
|
273 iopt = 1; |
|
|
274 } |
|
|
275 |
|
|
276 if (maximum_step_size () >= 0.0) |
|
|
277 { |
|
|
278 rwork.elem (5) = maximum_step_size (); |
|
|
279 iopt = 1; |
|
|
280 } |
|
|
281 |
|
|
282 if (minimum_step_size () >= 0.0) |
|
|
283 { |
|
|
284 rwork.elem (6) = minimum_step_size (); |
|
|
285 iopt = 1; |
|
|
286 } |
|
289
|
287 |
|
2850
|
288 if (step_limit () > 0) |
|
3243
|
289 { |
|
|
290 iwork.elem (5) = step_limit (); |
|
|
291 iopt = 1; |
|
|
292 } |
|
2850
|
293 |
|
3952
|
294 const double *pabs_tol = abs_tol.fortran_vec (); |
|
1945
|
295 int *piwork = iwork.fortran_vec (); |
|
|
296 double *prwork = rwork.fortran_vec (); |
|
|
297 |
|
|
298 F77_XFCN (lsode, LSODE, (lsode_f, n, xp, t, tout, itol, rel_tol, |
|
3952
|
299 pabs_tol, itask, istate, iopt, prwork, lrw, |
|
1945
|
300 piwork, liw, lsode_j, method_flag)); |
|
3
|
301 |
|
1945
|
302 if (f77_exception_encountered) |
|
3178
|
303 { |
|
|
304 integration_error = 1; |
|
|
305 (*current_liboctave_error_handler) ("unrecoverable error in lsode"); |
|
|
306 } |
|
1945
|
307 else |
|
3
|
308 { |
|
1945
|
309 switch (istate) |
|
|
310 { |
|
|
311 case -13: // Return requested in user-supplied function. |
|
|
312 case -6: // error weight became zero during problem. (solution |
|
|
313 // component i vanished, and atol or atol(i) = 0.) |
|
|
314 case -5: // repeated convergence failures (perhaps bad jacobian |
|
|
315 // supplied or wrong choice of mf or tolerances). |
|
|
316 case -4: // repeated error test failures (check all inputs). |
|
|
317 case -3: // illegal input detected (see printed message). |
|
|
318 case -2: // excess accuracy requested (tolerances too small). |
|
|
319 integration_error = 1; |
|
|
320 break; |
|
1360
|
321 |
|
1945
|
322 case -1: // excess work done on this call (perhaps wrong mf). |
|
3189
|
323 (*current_liboctave_error_handler) |
|
|
324 ("giving up after more than %d steps attempted in lsode", |
|
|
325 step_limit ()); |
|
|
326 integration_error = 1; |
|
1945
|
327 break; |
|
|
328 |
|
|
329 case 2: // lsode was successful |
|
|
330 retval = x; |
|
|
331 t = tout; |
|
|
332 break; |
|
|
333 |
|
|
334 default: // Error? |
|
227
|
335 (*current_liboctave_error_handler) |
|
1945
|
336 ("unrecognized value of istate returned from lsode"); |
|
|
337 break; |
|
3
|
338 } |
|
|
339 } |
|
|
340 |
|
1945
|
341 return retval; |
|
3
|
342 } |
|
|
343 |
|
|
344 Matrix |
|
1842
|
345 LSODE::do_integrate (const ColumnVector& tout) |
|
3
|
346 { |
|
|
347 Matrix retval; |
|
|
348 int n_out = tout.capacity (); |
|
|
349 |
|
|
350 if (n_out > 0 && n > 0) |
|
|
351 { |
|
|
352 retval.resize (n_out, n); |
|
|
353 |
|
|
354 for (int i = 0; i < n; i++) |
|
|
355 retval.elem (0, i) = x.elem (i); |
|
|
356 |
|
|
357 for (int j = 1; j < n_out; j++) |
|
|
358 { |
|
1842
|
359 ColumnVector x_next = do_integrate (tout.elem (j)); |
|
258
|
360 |
|
|
361 if (integration_error) |
|
|
362 return retval; |
|
|
363 |
|
1321
|
364 for (int i = 0; i < n; i++) |
|
3
|
365 retval.elem (j, i) = x_next.elem (i); |
|
|
366 } |
|
|
367 } |
|
|
368 |
|
|
369 return retval; |
|
|
370 } |
|
|
371 |
|
|
372 Matrix |
|
3511
|
373 LSODE::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
|
3
|
374 { |
|
|
375 Matrix retval; |
|
|
376 int n_out = tout.capacity (); |
|
|
377 |
|
|
378 if (n_out > 0 && n > 0) |
|
|
379 { |
|
|
380 retval.resize (n_out, n); |
|
|
381 |
|
|
382 for (int i = 0; i < n; i++) |
|
|
383 retval.elem (0, i) = x.elem (i); |
|
|
384 |
|
|
385 int n_crit = tcrit.capacity (); |
|
|
386 |
|
|
387 if (n_crit > 0) |
|
|
388 { |
|
|
389 int i_crit = 0; |
|
|
390 int i_out = 1; |
|
|
391 double next_crit = tcrit.elem (0); |
|
|
392 double next_out; |
|
|
393 while (i_out < n_out) |
|
|
394 { |
|
|
395 int do_restart = 0; |
|
|
396 |
|
|
397 next_out = tout.elem (i_out); |
|
|
398 if (i_crit < n_crit) |
|
|
399 next_crit = tcrit.elem (i_crit); |
|
|
400 |
|
|
401 int save_output; |
|
|
402 double t_out; |
|
|
403 |
|
|
404 if (next_crit == next_out) |
|
|
405 { |
|
|
406 set_stop_time (next_crit); |
|
|
407 t_out = next_out; |
|
|
408 save_output = 1; |
|
|
409 i_out++; |
|
|
410 i_crit++; |
|
|
411 do_restart = 1; |
|
|
412 } |
|
|
413 else if (next_crit < next_out) |
|
|
414 { |
|
|
415 if (i_crit < n_crit) |
|
|
416 { |
|
|
417 set_stop_time (next_crit); |
|
|
418 t_out = next_crit; |
|
|
419 save_output = 0; |
|
|
420 i_crit++; |
|
|
421 do_restart = 1; |
|
|
422 } |
|
|
423 else |
|
|
424 { |
|
|
425 clear_stop_time (); |
|
|
426 t_out = next_out; |
|
|
427 save_output = 1; |
|
|
428 i_out++; |
|
|
429 } |
|
|
430 } |
|
|
431 else |
|
|
432 { |
|
|
433 set_stop_time (next_crit); |
|
|
434 t_out = next_out; |
|
|
435 save_output = 1; |
|
|
436 i_out++; |
|
|
437 } |
|
|
438 |
|
1842
|
439 ColumnVector x_next = do_integrate (t_out); |
|
3
|
440 |
|
258
|
441 if (integration_error) |
|
|
442 return retval; |
|
|
443 |
|
3
|
444 if (save_output) |
|
|
445 { |
|
1321
|
446 for (int i = 0; i < n; i++) |
|
3
|
447 retval.elem (i_out-1, i) = x_next.elem (i); |
|
|
448 } |
|
|
449 |
|
|
450 if (do_restart) |
|
|
451 force_restart (); |
|
|
452 } |
|
|
453 } |
|
|
454 else |
|
258
|
455 { |
|
1842
|
456 retval = do_integrate (tout); |
|
258
|
457 |
|
|
458 if (integration_error) |
|
|
459 return retval; |
|
|
460 } |
|
3
|
461 } |
|
|
462 |
|
|
463 return retval; |
|
|
464 } |
|
|
465 |
|
|
466 /* |
|
|
467 ;;; Local Variables: *** |
|
|
468 ;;; mode: C++ *** |
|
|
469 ;;; End: *** |
|
|
470 */ |
