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1 /* |
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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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23 #if defined (__GNUG__) && defined (USE_PRAGMA_INTERFACE_IMPLEMENTATION) |
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24 #pragma implementation |
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25 #endif |
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26 |
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27 #ifdef HAVE_CONFIG_H |
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28 #include <config.h> |
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29 #endif |
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30 |
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31 #include "NLEqn.h" |
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32 #include "dMatrix.h" |
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33 #include "f77-fcn.h" |
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34 #include "lo-error.h" |
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35 #include "quit.h" |
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36 |
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37 typedef int (*hybrd1_fcn_ptr) (int*, double*, double*, int*); |
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38 |
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39 typedef int (*hybrj1_fcn_ptr) (int*, double*, double*, double*, int*, int*); |
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40 |
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41 extern "C" |
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42 { |
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43 F77_RET_T |
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44 F77_FUNC (hybrd1, HYBRD1) (hybrd1_fcn_ptr, const int&, double*, |
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45 double*, const double&, int&, double*, |
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46 const int&); |
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47 |
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48 |
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49 F77_RET_T |
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50 F77_FUNC (hybrj1, HYBRJ1) (hybrj1_fcn_ptr, const int&, double*, |
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51 double*, double*, const int&, const |
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52 double&, int&, double*, const int&); |
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53 } |
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54 |
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55 static NLFunc::nonlinear_fcn user_fun; |
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56 static NLFunc::jacobian_fcn user_jac; |
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57 |
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58 // error handling |
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59 |
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60 void |
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61 NLEqn::error (const char* msg) |
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62 { |
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63 (*current_liboctave_error_handler) ("fatal NLEqn error: %s", msg); |
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64 } |
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65 |
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66 // Other operations |
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67 |
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68 int |
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69 hybrd1_fcn (int *n, double *x, double *fvec, int *iflag) |
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70 { |
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71 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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72 |
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73 int nn = *n; |
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74 ColumnVector tmp_f (nn); |
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75 ColumnVector tmp_x (nn); |
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76 |
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77 for (int i = 0; i < nn; i++) |
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78 tmp_x.elem (i) = x[i]; |
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79 |
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80 tmp_f = (*user_fun) (tmp_x); |
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81 |
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82 if (tmp_f.length () == 0) |
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83 *iflag = -1; |
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84 else |
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85 { |
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86 for (int i = 0; i < nn; i++) |
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87 fvec[i] = tmp_f.elem (i); |
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88 } |
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89 |
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90 END_INTERRUPT_WITH_EXCEPTIONS; |
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91 |
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92 return 0; |
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93 } |
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94 |
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95 int |
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96 hybrj1_fcn (int *n, double *x, double *fvec, double *fjac, |
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97 int *ldfjac, int *iflag) |
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98 { |
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99 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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100 |
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101 int nn = *n; |
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102 ColumnVector tmp_x (nn); |
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103 |
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104 for (int i = 0; i < nn; i++) |
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105 tmp_x.elem (i) = x[i]; |
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106 |
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107 int flag = *iflag; |
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108 if (flag == 1) |
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109 { |
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110 ColumnVector tmp_f (nn); |
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111 |
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112 tmp_f = (*user_fun) (tmp_x); |
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113 |
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114 if (tmp_f.length () == 0) |
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115 *iflag = -1; |
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116 else |
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117 { |
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118 for (int i = 0; i < nn; i++) |
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119 fvec[i] = tmp_f.elem (i); |
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120 } |
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121 } |
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122 else |
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123 { |
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124 Matrix tmp_fj (nn, nn); |
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125 |
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126 tmp_fj = (*user_jac) (tmp_x); |
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127 |
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128 if (tmp_fj.rows () == 0 || tmp_fj.columns () == 0) |
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129 *iflag = -1; |
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130 else |
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131 { |
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132 int ld = *ldfjac; |
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133 for (int j = 0; j < nn; j++) |
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134 for (int i = 0; i < nn; i++) |
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135 fjac[j*ld+i] = tmp_fj.elem (i, j); |
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136 } |
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137 } |
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138 |
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139 END_INTERRUPT_WITH_EXCEPTIONS; |
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140 |
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141 return 0; |
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142 } |
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143 |
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144 ColumnVector |
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145 NLEqn::solve (int& info) |
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146 { |
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147 ColumnVector retval; |
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148 |
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149 int n = x.capacity (); |
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150 |
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151 if (n == 0) |
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152 { |
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153 error ("equation set not initialized"); |
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154 return retval; |
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155 } |
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156 |
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157 double tol = tolerance (); |
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158 |
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159 retval = x; |
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160 double *px = retval.fortran_vec (); |
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161 |
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162 user_fun = fun; |
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163 user_jac = jac; |
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164 |
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165 if (jac) |
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166 { |
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167 Array<double> fvec (n); |
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168 double *pfvec = fvec.fortran_vec (); |
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169 |
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170 int lwa = (n*(n+13))/2; |
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171 Array<double> wa (lwa); |
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172 double *pwa = wa.fortran_vec (); |
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173 |
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174 Array<double> fjac (n*n); |
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175 double *pfjac = fjac.fortran_vec (); |
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176 |
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177 F77_XFCN (hybrj1, HYBRJ1, (hybrj1_fcn, n, px, pfvec, pfjac, n, |
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178 tol, info, pwa, lwa)); |
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179 |
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180 solution_status = info; |
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181 |
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182 if (f77_exception_encountered) |
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183 (*current_liboctave_error_handler) ("unrecoverable error in hybrj1"); |
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184 } |
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185 else |
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186 { |
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187 Array<double> fvec (n); |
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188 double *pfvec = fvec.fortran_vec (); |
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189 |
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190 int lwa = (n*(3*n+13))/2; |
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191 Array<double> wa (lwa); |
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192 double *pwa = wa.fortran_vec (); |
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193 |
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194 F77_XFCN (hybrd1, HYBRD1, (hybrd1_fcn, n, px, pfvec, tol, info, |
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195 pwa, lwa)); |
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196 |
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197 solution_status = info; |
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198 |
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199 if (f77_exception_encountered) |
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200 (*current_liboctave_error_handler) ("unrecoverable error in hybrd1"); |
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201 } |
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202 |
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203 return retval; |
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204 } |
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205 |
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206 std::string |
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207 NLEqn::error_message (void) const |
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208 { |
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209 std::string retval; |
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210 |
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211 std::string prefix; |
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212 |
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213 int info = solution_status; |
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214 if (info < 0) |
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215 info = -info; |
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216 |
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217 switch (info) |
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218 { |
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219 case 0: |
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220 retval = "improper input parameters"; |
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221 break; |
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222 |
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223 case 1: |
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224 retval = "solution converged within specified tolerance"; |
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225 break; |
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226 |
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227 case 2: |
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228 retval = "number of function calls exceeded limit"; |
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229 break; |
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230 |
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231 case 3: |
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232 retval = "no further improvement possible (tolerance may be too small)"; |
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233 break; |
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234 |
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235 case 4: |
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236 retval = "iteration is not making good progress"; |
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237 break; |
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238 |
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239 default: |
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240 retval = "unknown error state"; |
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241 break; |
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242 } |
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243 |
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244 if (solution_status < 0) |
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245 retval = std::string ("user requested termination: ") + retval; |
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246 |
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247 return retval; |
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248 } |
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249 |
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250 /* |
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251 ;;; Local Variables: *** |
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252 ;;; mode: C++ *** |
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253 ;;; End: *** |
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254 */ |
