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1 /* |
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2 |
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3 Copyright (C) 1993, 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2001, |
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4 2002, 2003, 2004, 2005, 2006, 2007 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 3 of the License, or (at your |
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11 option) any later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, see |
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20 <http://www.gnu.org/licenses/>. |
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21 |
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22 */ |
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23 |
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238
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24 #ifdef HAVE_CONFIG_H |
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25 #include <config.h> |
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26 #endif |
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27 |
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28 #include <cfloat> |
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29 |
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30 #include <sstream> |
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31 |
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32 #include "DASSL.h" |
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1847
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33 #include "f77-fcn.h" |
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227
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34 #include "lo-error.h" |
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7231
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35 #include "lo-math.h" |
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4180
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36 #include "quit.h" |
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37 |
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38 typedef octave_idx_type (*dassl_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 (*dassl_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 extern "C" |
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4552
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45 { |
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46 F77_RET_T |
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47 F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const octave_idx_type&, double&, |
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48 double*, double*, double&, const octave_idx_type*, |
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49 const double*, const double*, octave_idx_type&, |
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50 double*, const octave_idx_type&, octave_idx_type*, const octave_idx_type&, |
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51 const double*, const octave_idx_type*, |
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52 dassl_jac_ptr); |
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53 } |
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54 |
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532
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55 static DAEFunc::DAERHSFunc user_fun; |
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56 static DAEFunc::DAEJacFunc user_jac; |
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57 |
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58 static octave_idx_type nn; |
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59 |
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60 static octave_idx_type |
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61 ddassl_f (const double& time, const double *state, const double *deriv, |
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62 double *delta, octave_idx_type& ires, double *, octave_idx_type *) |
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63 { |
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64 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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65 |
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66 // FIXME -- would be nice to avoid copying the data. |
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67 |
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68 ColumnVector tmp_deriv (nn); |
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69 ColumnVector tmp_state (nn); |
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70 ColumnVector tmp_delta (nn); |
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71 |
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72 for (octave_idx_type i = 0; i < nn; i++) |
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73 { |
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74 tmp_deriv.elem (i) = deriv [i]; |
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75 tmp_state.elem (i) = state [i]; |
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76 } |
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77 |
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78 tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires); |
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79 |
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80 if (ires >= 0) |
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81 { |
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82 if (tmp_delta.length () == 0) |
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83 ires = -2; |
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84 else |
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85 { |
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86 for (octave_idx_type i = 0; i < nn; i++) |
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87 delta [i] = tmp_delta.elem (i); |
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88 } |
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89 } |
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90 |
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91 END_INTERRUPT_WITH_EXCEPTIONS; |
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92 |
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93 return 0; |
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94 } |
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95 |
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96 static octave_idx_type |
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97 ddassl_j (const double& time, const double *state, const double *deriv, |
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98 double *pd, const double& cj, double *, octave_idx_type *) |
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99 { |
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100 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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101 |
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102 // FIXME -- would be nice to avoid copying the data. |
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103 |
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104 ColumnVector tmp_state (nn); |
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105 ColumnVector tmp_deriv (nn); |
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106 |
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107 for (octave_idx_type i = 0; i < nn; i++) |
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108 { |
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109 tmp_deriv.elem (i) = deriv [i]; |
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110 tmp_state.elem (i) = state [i]; |
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111 } |
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112 |
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113 Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj); |
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114 |
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115 for (octave_idx_type j = 0; j < nn; j++) |
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116 for (octave_idx_type i = 0; i < nn; i++) |
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117 pd [nn * j + i] = tmp_pd.elem (i, j); |
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118 |
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119 END_INTERRUPT_WITH_EXCEPTIONS; |
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120 |
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121 return 0; |
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122 } |
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123 |
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124 ColumnVector |
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125 DASSL::do_integrate (double tout) |
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126 { |
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127 ColumnVector retval; |
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128 |
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129 if (! initialized || restart || DAEFunc::reset|| DASSL_options::reset) |
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130 { |
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131 integration_error = false; |
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132 |
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133 initialized = true; |
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134 |
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135 info.resize (15); |
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136 |
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137 for (octave_idx_type i = 0; i < 15; i++) |
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138 info(i) = 0; |
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139 |
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140 pinfo = info.fortran_vec (); |
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141 |
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142 octave_idx_type n = size (); |
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143 |
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144 liw = 21 + n; |
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145 lrw = 40 + 9*n + n*n; |
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146 |
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147 nn = n; |
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148 |
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149 iwork.resize (liw); |
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150 rwork.resize (lrw); |
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151 |
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152 info(0) = 0; |
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153 |
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154 if (stop_time_set) |
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155 { |
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156 rwork(0) = stop_time; |
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157 info(3) = 1; |
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158 } |
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159 else |
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160 info(3) = 0; |
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161 |
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162 px = x.fortran_vec (); |
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163 pxdot = xdot.fortran_vec (); |
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164 |
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165 piwork = iwork.fortran_vec (); |
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166 prwork = rwork.fortran_vec (); |
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167 |
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168 restart = false; |
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169 |
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170 // DAEFunc |
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171 |
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172 user_fun = DAEFunc::function (); |
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173 user_jac = DAEFunc::jacobian_function (); |
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174 |
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175 if (user_fun) |
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176 { |
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177 octave_idx_type ires = 0; |
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178 |
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179 ColumnVector res = (*user_fun) (x, xdot, t, ires); |
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180 |
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181 if (res.length () != x.length ()) |
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182 { |
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183 (*current_liboctave_error_handler) |
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184 ("dassl: inconsistent sizes for state and residual vectors"); |
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185 |
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186 integration_error = true; |
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187 return retval; |
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188 } |
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189 } |
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190 else |
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191 { |
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192 (*current_liboctave_error_handler) |
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193 ("dassl: no user supplied RHS subroutine!"); |
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194 |
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195 integration_error = true; |
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196 return retval; |
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197 } |
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198 |
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199 info(4) = user_jac ? 1 : 0; |
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200 |
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201 DAEFunc::reset = false; |
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202 |
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203 // DASSL_options |
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204 |
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205 double hmax = maximum_step_size (); |
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206 if (hmax >= 0.0) |
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207 { |
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208 rwork(1) = hmax; |
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209 info(6) = 1; |
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210 } |
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211 else |
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212 info(6) = 0; |
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213 |
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214 double h0 = initial_step_size (); |
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215 if (h0 >= 0.0) |
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216 { |
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217 rwork(2) = h0; |
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218 info(7) = 1; |
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219 } |
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220 else |
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221 info(7) = 0; |
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222 |
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223 if (step_limit () >= 0) |
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224 { |
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225 info(11) = 1; |
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226 iwork(20) = step_limit (); |
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227 } |
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228 else |
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229 info(11) = 0; |
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230 |
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231 octave_idx_type maxord = maximum_order (); |
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232 if (maxord >= 0) |
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233 { |
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234 if (maxord > 0 && maxord < 6) |
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235 { |
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236 info(8) = 1; |
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237 iwork(2) = maxord; |
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238 } |
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239 else |
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240 { |
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241 (*current_liboctave_error_handler) |
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242 ("dassl: invalid value for maximum order"); |
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243 integration_error = true; |
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244 return retval; |
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245 } |
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246 } |
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247 |
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248 octave_idx_type enc = enforce_nonnegativity_constraints (); |
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249 info(9) = enc ? 1 : 0; |
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250 |
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251 octave_idx_type ccic = compute_consistent_initial_condition (); |
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252 info(10) = ccic ? 1 : 0; |
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253 |
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254 abs_tol = absolute_tolerance (); |
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255 rel_tol = relative_tolerance (); |
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256 |
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257 octave_idx_type abs_tol_len = abs_tol.length (); |
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258 octave_idx_type rel_tol_len = rel_tol.length (); |
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259 |
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260 if (abs_tol_len == 1 && rel_tol_len == 1) |
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261 { |
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262 info(1) = 0; |
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263 } |
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264 else if (abs_tol_len == n && rel_tol_len == n) |
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265 { |
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266 info(1) = 1; |
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267 } |
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268 else |
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269 { |
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270 (*current_liboctave_error_handler) |
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271 ("dassl: inconsistent sizes for tolerance arrays"); |
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272 |
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273 integration_error = true; |
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274 return retval; |
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275 } |
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276 |
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277 pabs_tol = abs_tol.fortran_vec (); |
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278 prel_tol = rel_tol.fortran_vec (); |
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279 |
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280 DASSL_options::reset = false; |
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289
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281 } |
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282 |
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283 static double *dummy = 0; |
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284 static octave_idx_type *idummy = 0; |
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285 |
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286 F77_XFCN (ddassl, DDASSL, (ddassl_f, nn, t, px, pxdot, tout, pinfo, |
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287 prel_tol, pabs_tol, istate, prwork, lrw, |
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288 piwork, liw, dummy, idummy, ddassl_j)); |
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289 |
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290 if (f77_exception_encountered) |
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291 { |
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292 integration_error = true; |
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293 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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294 } |
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295 else |
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296 { |
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297 switch (istate) |
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1945
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298 { |
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299 case 1: // A step was successfully taken in intermediate-output |
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300 // mode. The code has not yet reached TOUT. |
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301 case 2: // The integration to TSTOP was successfully completed |
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302 // (T=TSTOP) by stepping exactly to TSTOP. |
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303 case 3: // The integration to TOUT was successfully completed |
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304 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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305 // interpolation. YPRIME(*) is obtained by interpolation. |
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306 retval = x; |
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307 t = tout; |
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308 break; |
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309 |
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310 case -1: // A large amount of work has been expended. (~500 steps). |
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311 case -2: // The error tolerances are too stringent. |
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312 case -3: // The local error test cannot be satisfied because you |
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313 // specified a zero component in ATOL and the |
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314 // corresponding computed solution component is zero. |
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315 // Thus, a pure relative error test is impossible for |
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316 // this component. |
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317 case -6: // DDASSL had repeated error test failures on the last |
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318 // attempted step. |
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319 case -7: // The corrector could not converge. |
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320 case -8: // The matrix of partial derivatives is singular. |
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321 case -9: // The corrector could not converge. There were repeated |
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322 // error test failures in this step. |
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323 case -10: // The corrector could not converge because IRES was |
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324 // equal to minus one. |
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325 case -11: // IRES equal to -2 was encountered and control is being |
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326 // returned to the calling program. |
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327 case -12: // DDASSL failed to compute the initial YPRIME. |
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328 case -33: // The code has encountered trouble from which it cannot |
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329 // recover. A message is printed explaining the trouble |
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330 // and control is returned to the calling program. For |
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331 // example, this occurs when invalid input is detected. |
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332 integration_error = true; |
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333 break; |
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334 |
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335 default: |
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336 integration_error = true; |
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337 (*current_liboctave_error_handler) |
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338 ("unrecognized value of istate (= %d) returned from ddassl", |
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339 istate); |
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340 break; |
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341 } |
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342 } |
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343 |
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344 return retval; |
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345 } |
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346 |
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347 Matrix |
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348 DASSL::do_integrate (const ColumnVector& tout) |
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349 { |
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350 Matrix dummy; |
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351 return integrate (tout, dummy); |
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352 } |
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353 |
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354 Matrix |
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355 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) |
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356 { |
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357 Matrix retval; |
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358 |
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359 octave_idx_type n_out = tout.capacity (); |
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360 octave_idx_type n = size (); |
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3
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361 |
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362 if (n_out > 0 && n > 0) |
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363 { |
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364 retval.resize (n_out, n); |
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365 xdot_out.resize (n_out, n); |
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366 |
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367 for (octave_idx_type i = 0; i < n; i++) |
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3
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368 { |
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369 retval.elem (0, i) = x.elem (i); |
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370 xdot_out.elem (0, i) = xdot.elem (i); |
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371 } |
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372 |
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373 for (octave_idx_type j = 1; j < n_out; j++) |
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3
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374 { |
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375 ColumnVector x_next = do_integrate (tout.elem (j)); |
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256
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376 |
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377 if (integration_error) |
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378 return retval; |
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379 |
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380 for (octave_idx_type i = 0; i < n; i++) |
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3
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381 { |
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382 retval.elem (j, i) = x_next.elem (i); |
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383 xdot_out.elem (j, i) = xdot.elem (i); |
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384 } |
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385 } |
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386 } |
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387 |
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388 return retval; |
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389 } |
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390 |
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391 Matrix |
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3519
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392 DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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393 { |
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394 Matrix dummy; |
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395 return integrate (tout, dummy, tcrit); |
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396 } |
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397 |
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398 Matrix |
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1842
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399 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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400 const ColumnVector& tcrit) |
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3
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401 { |
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402 Matrix retval; |
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4049
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403 |
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5275
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404 octave_idx_type n_out = tout.capacity (); |
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405 octave_idx_type n = size (); |
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3
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406 |
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407 if (n_out > 0 && n > 0) |
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408 { |
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409 retval.resize (n_out, n); |
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410 xdot_out.resize (n_out, n); |
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411 |
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5275
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412 for (octave_idx_type i = 0; i < n; i++) |
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3
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413 { |
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414 retval.elem (0, i) = x.elem (i); |
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415 xdot_out.elem (0, i) = xdot.elem (i); |
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416 } |
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417 |
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5275
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418 octave_idx_type n_crit = tcrit.capacity (); |
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3
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419 |
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420 if (n_crit > 0) |
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421 { |
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5275
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422 octave_idx_type i_crit = 0; |
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423 octave_idx_type i_out = 1; |
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3
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424 double next_crit = tcrit.elem (0); |
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425 double next_out; |
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426 while (i_out < n_out) |
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427 { |
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3487
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428 bool do_restart = false; |
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3
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429 |
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430 next_out = tout.elem (i_out); |
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431 if (i_crit < n_crit) |
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432 next_crit = tcrit.elem (i_crit); |
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433 |
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3487
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434 bool save_output; |
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3
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435 double t_out; |
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436 |
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437 if (next_crit == next_out) |
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438 { |
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439 set_stop_time (next_crit); |
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440 t_out = next_out; |
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3487
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441 save_output = true; |
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3
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442 i_out++; |
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443 i_crit++; |
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3487
|
444 do_restart = true; |
|
3
|
445 } |
|
|
446 else if (next_crit < next_out) |
|
|
447 { |
|
|
448 if (i_crit < n_crit) |
|
|
449 { |
|
|
450 set_stop_time (next_crit); |
|
|
451 t_out = next_crit; |
|
3487
|
452 save_output = false; |
|
3
|
453 i_crit++; |
|
3487
|
454 do_restart = true; |
|
3
|
455 } |
|
|
456 else |
|
|
457 { |
|
|
458 clear_stop_time (); |
|
|
459 t_out = next_out; |
|
3487
|
460 save_output = true; |
|
3
|
461 i_out++; |
|
|
462 } |
|
|
463 } |
|
|
464 else |
|
|
465 { |
|
|
466 set_stop_time (next_crit); |
|
|
467 t_out = next_out; |
|
3487
|
468 save_output = true; |
|
3
|
469 i_out++; |
|
|
470 } |
|
|
471 |
|
1842
|
472 ColumnVector x_next = do_integrate (t_out); |
|
3
|
473 |
|
256
|
474 if (integration_error) |
|
|
475 return retval; |
|
|
476 |
|
3
|
477 if (save_output) |
|
|
478 { |
|
5275
|
479 for (octave_idx_type i = 0; i < n; i++) |
|
3
|
480 { |
|
|
481 retval.elem (i_out-1, i) = x_next.elem (i); |
|
|
482 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
|
|
483 } |
|
|
484 } |
|
|
485 |
|
|
486 if (do_restart) |
|
|
487 force_restart (); |
|
|
488 } |
|
|
489 } |
|
|
490 else |
|
256
|
491 { |
|
|
492 retval = integrate (tout, xdot_out); |
|
|
493 |
|
|
494 if (integration_error) |
|
|
495 return retval; |
|
|
496 } |
|
3
|
497 } |
|
|
498 |
|
|
499 return retval; |
|
|
500 } |
|
289
|
501 |
|
3995
|
502 std::string |
|
|
503 DASSL::error_message (void) const |
|
|
504 { |
|
|
505 std::string retval; |
|
|
506 |
|
5765
|
507 std::ostringstream buf; |
|
|
508 buf << t; |
|
|
509 std::string t_curr = buf.str (); |
|
4043
|
510 |
|
3997
|
511 switch (istate) |
|
3995
|
512 { |
|
3996
|
513 case 1: |
|
|
514 retval = "a step was successfully taken in intermediate-output mode."; |
|
|
515 break; |
|
|
516 |
|
|
517 case 2: |
|
|
518 retval = "integration completed by stepping exactly to TOUT"; |
|
|
519 break; |
|
|
520 |
|
|
521 case 3: |
|
|
522 retval = "integration to tout completed by stepping past TOUT"; |
|
|
523 break; |
|
|
524 |
|
|
525 case -1: |
|
4043
|
526 retval = std::string ("a large amount of work has been expended (t =") |
|
|
527 + t_curr + ")"; |
|
3996
|
528 break; |
|
|
529 |
|
|
530 case -2: |
|
|
531 retval = "the error tolerances are too stringent"; |
|
|
532 break; |
|
|
533 |
|
|
534 case -3: |
|
4043
|
535 retval = std::string ("error weight became zero during problem. (t = ") |
|
|
536 + t_curr |
|
|
537 + "; solution component i vanished, and atol or atol(i) == 0)"; |
|
3996
|
538 break; |
|
|
539 |
|
|
540 case -6: |
|
4043
|
541 retval = std::string ("repeated error test failures on the last attempted step (t = ") |
|
|
542 + t_curr + ")"; |
|
3996
|
543 break; |
|
|
544 |
|
|
545 case -7: |
|
4043
|
546 retval = std::string ("the corrector could not converge (t = ") |
|
|
547 + t_curr + ")"; |
|
3996
|
548 break; |
|
|
549 |
|
|
550 case -8: |
|
4043
|
551 retval = std::string ("the matrix of partial derivatives is singular (t = ") |
|
|
552 + t_curr + ")"; |
|
3996
|
553 break; |
|
|
554 |
|
|
555 case -9: |
|
4043
|
556 retval = std::string ("the corrector could not converge (t = ") |
|
|
557 + t_curr + "; repeated test failures)"; |
|
3996
|
558 break; |
|
|
559 |
|
|
560 case -10: |
|
4043
|
561 retval = std::string ("corrector could not converge because IRES was -1 (t = ") |
|
|
562 + t_curr + ")"; |
|
3996
|
563 break; |
|
|
564 |
|
|
565 case -11: |
|
4043
|
566 retval = std::string ("return requested in user-supplied function (t = ") |
|
|
567 + t_curr + ")"; |
|
3996
|
568 break; |
|
|
569 |
|
|
570 case -12: |
|
|
571 retval = "failed to compute consistent initial conditions"; |
|
|
572 break; |
|
|
573 |
|
|
574 case -33: |
|
|
575 retval = "unrecoverable error (see printed message)"; |
|
|
576 break; |
|
|
577 |
|
3995
|
578 default: |
|
|
579 retval = "unknown error state"; |
|
|
580 break; |
|
|
581 } |
|
|
582 |
|
|
583 return retval; |
|
|
584 } |
|
|
585 |
|
289
|
586 /* |
|
|
587 ;;; Local Variables: *** |
|
|
588 ;;; mode: C++ *** |
|
|
589 ;;; End: *** |
|
|
590 */ |
