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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, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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20 02110-1301, USA. |
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21 |
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22 */ |
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23 |
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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 "NLEqn.h" |
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29 #include "dMatrix.h" |
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30 #include "f77-fcn.h" |
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31 #include "lo-error.h" |
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32 #include "quit.h" |
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33 |
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34 typedef octave_idx_type (*hybrd1_fcn_ptr) (octave_idx_type*, double*, double*, octave_idx_type*); |
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35 |
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36 typedef octave_idx_type (*hybrj1_fcn_ptr) (octave_idx_type*, double*, double*, double*, octave_idx_type*, octave_idx_type*); |
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37 |
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38 extern "C" |
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39 { |
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40 F77_RET_T |
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41 F77_FUNC (hybrd1, HYBRD1) (hybrd1_fcn_ptr, const octave_idx_type&, double*, |
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42 double*, const double&, octave_idx_type&, double*, |
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43 const octave_idx_type&); |
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44 |
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45 |
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46 F77_RET_T |
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47 F77_FUNC (hybrj1, HYBRJ1) (hybrj1_fcn_ptr, const octave_idx_type&, double*, |
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48 double*, double*, const octave_idx_type&, const |
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49 double&, octave_idx_type&, double*, const octave_idx_type&); |
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50 } |
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51 |
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52 static NLFunc::nonlinear_fcn user_fun; |
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53 static NLFunc::jacobian_fcn user_jac; |
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54 |
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55 // error handling |
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56 |
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57 void |
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58 NLEqn::error (const char* msg) |
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59 { |
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60 (*current_liboctave_error_handler) ("fatal NLEqn error: %s", msg); |
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61 } |
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62 |
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63 // Other operations |
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64 |
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65 octave_idx_type |
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66 hybrd1_fcn (octave_idx_type *n, double *x, double *fvec, octave_idx_type *iflag) |
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67 { |
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68 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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69 |
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70 octave_idx_type nn = *n; |
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71 ColumnVector tmp_f (nn); |
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72 ColumnVector tmp_x (nn); |
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73 |
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74 for (octave_idx_type i = 0; i < nn; i++) |
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75 tmp_x.elem (i) = x[i]; |
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76 |
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77 tmp_f = (*user_fun) (tmp_x); |
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78 |
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79 if (tmp_f.length () == 0) |
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80 *iflag = -1; |
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81 else |
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82 { |
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83 for (octave_idx_type i = 0; i < nn; i++) |
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84 fvec[i] = tmp_f.elem (i); |
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85 } |
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86 |
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87 END_INTERRUPT_WITH_EXCEPTIONS; |
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88 |
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89 return 0; |
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90 } |
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91 |
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92 octave_idx_type |
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93 hybrj1_fcn (octave_idx_type *n, double *x, double *fvec, double *fjac, |
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94 octave_idx_type *ldfjac, octave_idx_type *iflag) |
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95 { |
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96 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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97 |
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98 octave_idx_type nn = *n; |
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99 ColumnVector tmp_x (nn); |
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100 |
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101 for (octave_idx_type i = 0; i < nn; i++) |
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102 tmp_x.elem (i) = x[i]; |
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103 |
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104 octave_idx_type flag = *iflag; |
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105 if (flag == 1) |
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106 { |
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107 ColumnVector tmp_f (nn); |
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108 |
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109 tmp_f = (*user_fun) (tmp_x); |
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110 |
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111 if (tmp_f.length () == 0) |
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112 *iflag = -1; |
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113 else |
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114 { |
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115 for (octave_idx_type i = 0; i < nn; i++) |
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116 fvec[i] = tmp_f.elem (i); |
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117 } |
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118 } |
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119 else |
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120 { |
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121 Matrix tmp_fj (nn, nn); |
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122 |
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123 tmp_fj = (*user_jac) (tmp_x); |
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124 |
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125 if (tmp_fj.rows () == 0 || tmp_fj.columns () == 0) |
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126 *iflag = -1; |
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127 else |
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128 { |
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129 octave_idx_type ld = *ldfjac; |
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130 for (octave_idx_type j = 0; j < nn; j++) |
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131 for (octave_idx_type i = 0; i < nn; i++) |
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132 fjac[j*ld+i] = tmp_fj.elem (i, j); |
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133 } |
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134 } |
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135 |
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136 END_INTERRUPT_WITH_EXCEPTIONS; |
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137 |
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138 return 0; |
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139 } |
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140 |
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141 ColumnVector |
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142 NLEqn::solve (octave_idx_type& info) |
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143 { |
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144 ColumnVector retval; |
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145 |
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146 octave_idx_type n = x.capacity (); |
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147 |
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148 if (n == 0) |
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149 { |
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150 error ("equation set not initialized"); |
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151 return retval; |
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152 } |
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153 |
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154 double tol = tolerance (); |
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155 |
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156 retval = x; |
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157 double *px = retval.fortran_vec (); |
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158 |
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159 user_fun = fun; |
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160 user_jac = jac; |
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161 |
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162 if (jac) |
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163 { |
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164 Array<double> fvec (n); |
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165 double *pfvec = fvec.fortran_vec (); |
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166 |
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167 octave_idx_type lwa = (n*(n+13))/2; |
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168 Array<double> wa (lwa); |
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169 double *pwa = wa.fortran_vec (); |
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170 |
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171 Array<double> fjac (n*n); |
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172 double *pfjac = fjac.fortran_vec (); |
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173 |
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174 F77_XFCN (hybrj1, HYBRJ1, (hybrj1_fcn, n, px, pfvec, pfjac, n, |
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175 tol, info, pwa, lwa)); |
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176 |
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177 solution_status = info; |
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178 |
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179 if (f77_exception_encountered) |
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180 (*current_liboctave_error_handler) ("unrecoverable error in hybrj1"); |
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181 } |
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182 else |
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183 { |
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184 Array<double> fvec (n); |
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185 double *pfvec = fvec.fortran_vec (); |
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186 |
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187 octave_idx_type lwa = (n*(3*n+13))/2; |
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188 Array<double> wa (lwa); |
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189 double *pwa = wa.fortran_vec (); |
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190 |
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191 F77_XFCN (hybrd1, HYBRD1, (hybrd1_fcn, n, px, pfvec, tol, info, |
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192 pwa, lwa)); |
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193 |
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194 solution_status = info; |
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195 |
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196 if (f77_exception_encountered) |
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197 (*current_liboctave_error_handler) ("unrecoverable error in hybrd1"); |
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198 } |
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199 |
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200 return retval; |
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201 } |
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202 |
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203 std::string |
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204 NLEqn::error_message (void) const |
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205 { |
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206 std::string retval; |
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207 |
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208 std::string prefix; |
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209 |
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210 octave_idx_type info = solution_status; |
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211 if (info < 0) |
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212 info = -info; |
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213 |
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214 switch (info) |
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215 { |
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216 case 0: |
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217 retval = "improper input parameters"; |
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218 break; |
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219 |
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220 case 1: |
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221 retval = "solution converged within specified tolerance"; |
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222 break; |
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223 |
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224 case 2: |
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225 retval = "number of function calls exceeded limit"; |
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226 break; |
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227 |
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228 case 3: |
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229 retval = "no further improvement possible (tolerance may be too small)"; |
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230 break; |
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231 |
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232 case 4: |
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233 retval = "iteration is not making good progress"; |
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234 break; |
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235 |
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236 default: |
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237 retval = "unknown error state"; |
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238 break; |
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239 } |
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240 |
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241 if (solution_status < 0) |
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242 retval = std::string ("user requested termination: ") + retval; |
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243 |
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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 ;;; Local Variables: *** |
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249 ;;; mode: C++ *** |
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250 ;;; End: *** |
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251 */ |
