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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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4192
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23 #if defined (__GNUG__) && defined (USE_PRAGMA_INTERFACE_IMPLEMENTATION) |
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1296
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24 #pragma implementation |
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25 #endif |
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26 |
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238
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27 #ifdef HAVE_CONFIG_H |
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1192
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28 #include <config.h> |
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29 #endif |
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30 |
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1842
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31 #include <cfloat> |
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32 #include <cmath> |
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33 |
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34 #include "DASSL.h" |
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1847
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35 #include "f77-fcn.h" |
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227
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36 #include "lo-error.h" |
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4051
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37 #include "lo-sstream.h" |
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4180
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38 #include "quit.h" |
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39 |
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3991
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40 typedef int (*dassl_fcn_ptr) (const double&, const double*, const double*, |
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3507
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41 double*, int&, double*, int*); |
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42 |
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3991
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43 typedef int (*dassl_jac_ptr) (const double&, const double*, const double*, |
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44 double*, const double&, double*, int*); |
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45 |
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3
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46 extern "C" |
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4552
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47 { |
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48 F77_RET_T |
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49 F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const int&, double&, |
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50 double*, double*, double&, const int*, |
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51 const double*, const double*, int&, |
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52 double*, const int&, int*, const int&, |
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53 const double*, const int*, |
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54 dassl_jac_ptr); |
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55 } |
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56 |
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532
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57 static DAEFunc::DAERHSFunc user_fun; |
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58 static DAEFunc::DAEJacFunc user_jac; |
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3993
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59 |
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3
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60 static int nn; |
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61 |
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4049
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62 static int |
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63 ddassl_f (const double& time, const double *state, const double *deriv, |
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1482
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64 double *delta, int& ires, double *, int *) |
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65 { |
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4180
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66 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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67 |
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3991
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68 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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69 |
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1546
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70 ColumnVector tmp_deriv (nn); |
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71 ColumnVector tmp_state (nn); |
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72 ColumnVector tmp_delta (nn); |
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73 |
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74 for (int i = 0; i < nn; i++) |
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75 { |
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76 tmp_deriv.elem (i) = deriv [i]; |
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77 tmp_state.elem (i) = state [i]; |
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78 } |
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79 |
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80 tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires); |
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81 |
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82 if (ires >= 0) |
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256
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83 { |
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84 if (tmp_delta.length () == 0) |
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85 ires = -2; |
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86 else |
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87 { |
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88 for (int i = 0; i < nn; i++) |
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89 delta [i] = tmp_delta.elem (i); |
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90 } |
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256
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91 } |
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92 |
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93 END_INTERRUPT_WITH_EXCEPTIONS; |
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94 |
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95 return 0; |
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96 } |
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97 |
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98 static int |
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99 ddassl_j (const double& time, const double *state, const double *deriv, |
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100 double *pd, const double& cj, double *, int *) |
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101 { |
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4180
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102 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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103 |
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104 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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105 |
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106 ColumnVector tmp_state (nn); |
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107 ColumnVector tmp_deriv (nn); |
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108 |
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109 for (int i = 0; i < nn; i++) |
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110 { |
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111 tmp_deriv.elem (i) = deriv [i]; |
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112 tmp_state.elem (i) = state [i]; |
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113 } |
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114 |
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115 Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj); |
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116 |
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117 for (int j = 0; j < nn; j++) |
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118 for (int i = 0; i < nn; i++) |
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119 pd [nn * j + i] = tmp_pd.elem (i, j); |
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120 |
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121 END_INTERRUPT_WITH_EXCEPTIONS; |
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122 |
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123 return 0; |
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124 } |
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125 |
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126 ColumnVector |
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127 DASSL::do_integrate (double tout) |
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128 { |
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129 ColumnVector retval; |
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130 |
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131 if (! initialized || restart || DAEFunc::reset|| DASSL_options::reset) |
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1945
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132 { |
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133 integration_error = false; |
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134 |
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135 initialized = true; |
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136 |
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137 info.resize (15); |
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138 |
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139 for (int i = 0; i < 15; i++) |
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140 info(i) = 0; |
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1945
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141 |
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142 pinfo = info.fortran_vec (); |
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143 |
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144 int n = size (); |
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145 |
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146 liw = 21 + n; |
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147 lrw = 40 + 9*n + n*n; |
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1945
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148 |
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149 nn = n; |
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1945
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150 |
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151 iwork.resize (liw); |
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152 rwork.resize (lrw); |
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256
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153 |
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154 info(0) = 0; |
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155 |
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156 if (stop_time_set) |
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157 { |
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158 rwork(0) = stop_time; |
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159 info(3) = 1; |
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160 } |
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161 else |
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162 info(3) = 0; |
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163 |
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164 px = x.fortran_vec (); |
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165 pxdot = xdot.fortran_vec (); |
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166 |
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167 piwork = iwork.fortran_vec (); |
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168 prwork = rwork.fortran_vec (); |
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169 |
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170 restart = false; |
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171 |
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172 // DAEFunc |
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173 |
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174 user_fun = DAEFunc::function (); |
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175 user_jac = DAEFunc::jacobian_function (); |
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176 |
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177 if (user_fun) |
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178 { |
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179 int ires = 0; |
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180 |
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181 ColumnVector res = (*user_fun) (x, xdot, t, ires); |
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182 |
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183 if (res.length () != x.length ()) |
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184 { |
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185 (*current_liboctave_error_handler) |
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186 ("dassl: inconsistent sizes for state and residual vectors"); |
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187 |
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188 integration_error = true; |
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189 return retval; |
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190 } |
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191 } |
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192 else |
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193 { |
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194 (*current_liboctave_error_handler) |
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195 ("dassl: no user supplied RHS subroutine!"); |
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196 |
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197 integration_error = true; |
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198 return retval; |
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199 } |
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200 |
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201 info(4) = user_jac ? 1 : 0; |
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202 |
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203 DAEFunc::reset = false; |
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204 |
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205 // DASSL_options |
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206 |
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207 double hmax = maximum_step_size (); |
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208 if (hmax >= 0.0) |
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209 { |
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210 rwork(1) = hmax; |
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211 info(6) = 1; |
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212 } |
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213 else |
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214 info(6) = 0; |
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215 |
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216 double h0 = initial_step_size (); |
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217 if (h0 >= 0.0) |
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218 { |
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219 rwork(2) = h0; |
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220 info(7) = 1; |
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221 } |
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222 else |
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223 info(7) = 0; |
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224 |
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225 if (step_limit () >= 0) |
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226 { |
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227 info(11) = 1; |
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228 iwork(20) = step_limit (); |
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229 } |
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230 else |
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231 info(11) = 0; |
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232 |
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233 int maxord = maximum_order (); |
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234 if (maxord >= 0) |
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235 { |
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236 if (maxord > 0 && maxord < 6) |
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237 { |
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238 info(8) = 1; |
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239 iwork(2) = maxord; |
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240 } |
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241 else |
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242 { |
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243 (*current_liboctave_error_handler) |
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244 ("dassl: invalid value for maximum order"); |
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245 integration_error = true; |
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246 return retval; |
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247 } |
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248 } |
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249 |
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250 int enc = enforce_nonnegativity_constraints (); |
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251 info(9) = enc ? 1 : 0; |
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252 |
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253 int ccic = compute_consistent_initial_condition (); |
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254 info(10) = ccic ? 1 : 0; |
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255 |
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256 abs_tol = absolute_tolerance (); |
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257 rel_tol = relative_tolerance (); |
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289
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258 |
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259 int abs_tol_len = abs_tol.length (); |
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260 int rel_tol_len = rel_tol.length (); |
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261 |
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262 if (abs_tol_len == 1 && rel_tol_len == 1) |
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263 { |
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264 info(1) = 0; |
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265 } |
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266 else if (abs_tol_len == n && rel_tol_len == n) |
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267 { |
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268 info(1) = 1; |
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269 } |
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270 else |
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271 { |
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272 (*current_liboctave_error_handler) |
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273 ("dassl: inconsistent sizes for tolerance arrays"); |
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274 |
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275 integration_error = true; |
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276 return retval; |
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277 } |
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278 |
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279 pabs_tol = abs_tol.fortran_vec (); |
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280 prel_tol = rel_tol.fortran_vec (); |
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281 |
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282 DASSL_options::reset = false; |
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289
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283 } |
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284 |
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285 static double *dummy = 0; |
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286 static int *idummy = 0; |
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287 |
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288 F77_XFCN (ddassl, DDASSL, (ddassl_f, nn, t, px, pxdot, tout, pinfo, |
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289 prel_tol, pabs_tol, istate, prwork, lrw, |
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290 piwork, liw, dummy, idummy, ddassl_j)); |
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291 |
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292 if (f77_exception_encountered) |
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293 { |
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294 integration_error = true; |
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295 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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296 } |
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1945
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297 else |
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298 { |
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299 switch (istate) |
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1945
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300 { |
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301 case 1: // A step was successfully taken in intermediate-output |
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302 // mode. The code has not yet reached TOUT. |
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303 case 2: // The integration to TSTOP was successfully completed |
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304 // (T=TSTOP) by stepping exactly to TSTOP. |
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305 case 3: // The integration to TOUT was successfully completed |
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306 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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307 // interpolation. YPRIME(*) is obtained by interpolation. |
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308 retval = x; |
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309 t = tout; |
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310 break; |
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311 |
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312 case -1: // A large amount of work has been expended. (~500 steps). |
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313 case -2: // The error tolerances are too stringent. |
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314 case -3: // The local error test cannot be satisfied because you |
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315 // specified a zero component in ATOL and the |
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316 // corresponding computed solution component is zero. |
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317 // Thus, a pure relative error test is impossible for |
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318 // this component. |
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319 case -6: // DDASSL had repeated error test failures on the last |
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320 // attempted step. |
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321 case -7: // The corrector could not converge. |
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322 case -8: // The matrix of partial derivatives is singular. |
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323 case -9: // The corrector could not converge. There were repeated |
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324 // error test failures in this step. |
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325 case -10: // The corrector could not converge because IRES was |
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326 // equal to minus one. |
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327 case -11: // IRES equal to -2 was encountered and control is being |
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328 // returned to the calling program. |
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329 case -12: // DDASSL failed to compute the initial YPRIME. |
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330 case -33: // The code has encountered trouble from which it cannot |
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331 // recover. A message is printed explaining the trouble |
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332 // and control is returned to the calling program. For |
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333 // example, this occurs when invalid input is detected. |
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3996
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334 integration_error = true; |
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335 break; |
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336 |
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337 default: |
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3994
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338 integration_error = true; |
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3996
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339 (*current_liboctave_error_handler) |
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3997
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340 ("unrecognized value of istate (= %d) returned from ddassl", |
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341 istate); |
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1945
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342 break; |
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343 } |
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3
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344 } |
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345 |
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1945
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346 return retval; |
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347 } |
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348 |
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349 Matrix |
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350 DASSL::do_integrate (const ColumnVector& tout) |
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351 { |
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352 Matrix dummy; |
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353 return integrate (tout, dummy); |
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354 } |
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355 |
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356 Matrix |
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357 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) |
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358 { |
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359 Matrix retval; |
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360 |
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361 int n_out = tout.capacity (); |
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362 int n = size (); |
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363 |
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364 if (n_out > 0 && n > 0) |
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365 { |
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366 retval.resize (n_out, n); |
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367 xdot_out.resize (n_out, n); |
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368 |
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369 for (int i = 0; i < n; i++) |
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370 { |
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371 retval.elem (0, i) = x.elem (i); |
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372 xdot_out.elem (0, i) = xdot.elem (i); |
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373 } |
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374 |
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375 for (int j = 1; j < n_out; j++) |
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376 { |
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1842
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377 ColumnVector x_next = do_integrate (tout.elem (j)); |
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256
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378 |
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379 if (integration_error) |
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380 return retval; |
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381 |
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382 for (int i = 0; i < n; i++) |
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3
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383 { |
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384 retval.elem (j, i) = x_next.elem (i); |
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385 xdot_out.elem (j, i) = xdot.elem (i); |
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386 } |
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387 } |
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388 } |
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389 |
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390 return retval; |
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391 } |
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392 |
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393 Matrix |
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3519
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394 DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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395 { |
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396 Matrix dummy; |
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397 return integrate (tout, dummy, tcrit); |
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398 } |
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399 |
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400 Matrix |
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1842
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401 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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402 const ColumnVector& tcrit) |
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3
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403 { |
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404 Matrix retval; |
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4049
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405 |
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3
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406 int n_out = tout.capacity (); |
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4049
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407 int n = size (); |
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3
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408 |
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409 if (n_out > 0 && n > 0) |
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410 { |
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411 retval.resize (n_out, n); |
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412 xdot_out.resize (n_out, n); |
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413 |
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414 for (int i = 0; i < n; i++) |
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415 { |
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416 retval.elem (0, i) = x.elem (i); |
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417 xdot_out.elem (0, i) = xdot.elem (i); |
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418 } |
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419 |
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420 int n_crit = tcrit.capacity (); |
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421 |
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422 if (n_crit > 0) |
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423 { |
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424 int i_crit = 0; |
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425 int i_out = 1; |
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426 double next_crit = tcrit.elem (0); |
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427 double next_out; |
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428 while (i_out < n_out) |
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429 { |
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3487
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430 bool do_restart = false; |
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3
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431 |
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432 next_out = tout.elem (i_out); |
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433 if (i_crit < n_crit) |
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434 next_crit = tcrit.elem (i_crit); |
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435 |
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3487
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436 bool save_output; |
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3
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437 double t_out; |
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438 |
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439 if (next_crit == next_out) |
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440 { |
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441 set_stop_time (next_crit); |
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442 t_out = next_out; |
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3487
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443 save_output = true; |
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3
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444 i_out++; |
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445 i_crit++; |
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3487
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446 do_restart = true; |
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3
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447 } |
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448 else if (next_crit < next_out) |
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449 { |
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450 if (i_crit < n_crit) |
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451 { |
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452 set_stop_time (next_crit); |
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453 t_out = next_crit; |
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3487
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454 save_output = false; |
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3
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455 i_crit++; |
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3487
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456 do_restart = true; |
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3
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457 } |
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458 else |
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459 { |
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460 clear_stop_time (); |
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461 t_out = next_out; |
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3487
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462 save_output = true; |
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3
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463 i_out++; |
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464 } |
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465 } |
|
|
466 else |
|
|
467 { |
|
|
468 set_stop_time (next_crit); |
|
|
469 t_out = next_out; |
|
3487
|
470 save_output = true; |
|
3
|
471 i_out++; |
|
|
472 } |
|
|
473 |
|
1842
|
474 ColumnVector x_next = do_integrate (t_out); |
|
3
|
475 |
|
256
|
476 if (integration_error) |
|
|
477 return retval; |
|
|
478 |
|
3
|
479 if (save_output) |
|
|
480 { |
|
1321
|
481 for (int i = 0; i < n; i++) |
|
3
|
482 { |
|
|
483 retval.elem (i_out-1, i) = x_next.elem (i); |
|
|
484 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
|
|
485 } |
|
|
486 } |
|
|
487 |
|
|
488 if (do_restart) |
|
|
489 force_restart (); |
|
|
490 } |
|
|
491 } |
|
|
492 else |
|
256
|
493 { |
|
|
494 retval = integrate (tout, xdot_out); |
|
|
495 |
|
|
496 if (integration_error) |
|
|
497 return retval; |
|
|
498 } |
|
3
|
499 } |
|
|
500 |
|
|
501 return retval; |
|
|
502 } |
|
289
|
503 |
|
3995
|
504 std::string |
|
|
505 DASSL::error_message (void) const |
|
|
506 { |
|
|
507 std::string retval; |
|
|
508 |
|
4051
|
509 OSSTREAM buf; |
|
|
510 buf << t << OSSTREAM_ENDS; |
|
|
511 std::string t_curr = OSSTREAM_STR (buf); |
|
|
512 OSSTREAM_FREEZE (buf); |
|
4043
|
513 |
|
3997
|
514 switch (istate) |
|
3995
|
515 { |
|
3996
|
516 case 1: |
|
|
517 retval = "a step was successfully taken in intermediate-output mode."; |
|
|
518 break; |
|
|
519 |
|
|
520 case 2: |
|
|
521 retval = "integration completed by stepping exactly to TOUT"; |
|
|
522 break; |
|
|
523 |
|
|
524 case 3: |
|
|
525 retval = "integration to tout completed by stepping past TOUT"; |
|
|
526 break; |
|
|
527 |
|
|
528 case -1: |
|
4043
|
529 retval = std::string ("a large amount of work has been expended (t =") |
|
|
530 + t_curr + ")"; |
|
3996
|
531 break; |
|
|
532 |
|
|
533 case -2: |
|
|
534 retval = "the error tolerances are too stringent"; |
|
|
535 break; |
|
|
536 |
|
|
537 case -3: |
|
4043
|
538 retval = std::string ("error weight became zero during problem. (t = ") |
|
|
539 + t_curr |
|
|
540 + "; solution component i vanished, and atol or atol(i) == 0)"; |
|
3996
|
541 break; |
|
|
542 |
|
|
543 case -6: |
|
4043
|
544 retval = std::string ("repeated error test failures on the last attempted step (t = ") |
|
|
545 + t_curr + ")"; |
|
3996
|
546 break; |
|
|
547 |
|
|
548 case -7: |
|
4043
|
549 retval = std::string ("the corrector could not converge (t = ") |
|
|
550 + t_curr + ")"; |
|
3996
|
551 break; |
|
|
552 |
|
|
553 case -8: |
|
4043
|
554 retval = std::string ("the matrix of partial derivatives is singular (t = ") |
|
|
555 + t_curr + ")"; |
|
3996
|
556 break; |
|
|
557 |
|
|
558 case -9: |
|
4043
|
559 retval = std::string ("the corrector could not converge (t = ") |
|
|
560 + t_curr + "; repeated test failures)"; |
|
3996
|
561 break; |
|
|
562 |
|
|
563 case -10: |
|
4043
|
564 retval = std::string ("corrector could not converge because IRES was -1 (t = ") |
|
|
565 + t_curr + ")"; |
|
3996
|
566 break; |
|
|
567 |
|
|
568 case -11: |
|
4043
|
569 retval = std::string ("return requested in user-supplied function (t = ") |
|
|
570 + t_curr + ")"; |
|
3996
|
571 break; |
|
|
572 |
|
|
573 case -12: |
|
|
574 retval = "failed to compute consistent initial conditions"; |
|
|
575 break; |
|
|
576 |
|
|
577 case -33: |
|
|
578 retval = "unrecoverable error (see printed message)"; |
|
|
579 break; |
|
|
580 |
|
3995
|
581 default: |
|
|
582 retval = "unknown error state"; |
|
|
583 break; |
|
|
584 } |
|
|
585 |
|
|
586 return retval; |
|
|
587 } |
|
|
588 |
|
289
|
589 /* |
|
|
590 ;;; Local Variables: *** |
|
|
591 ;;; mode: C++ *** |
|
|
592 ;;; End: *** |
|
|
593 */ |
