view liboctave/DASSL.cc @ 8920:eb63fbe60fab

update copyright notices
author John W. Eaton <jwe@octave.org>
date Sat, 07 Mar 2009 10:41:27 -0500
parents 29980c6b8604
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/*

Copyright (C) 1993, 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2001,
              2002, 2003, 2004, 2005, 2006, 2007, 2008 John W. Eaton

This file is part of Octave.

Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 3 of the License, or (at your
option) any later version.

Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
for more details.

You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING.  If not, see
<http://www.gnu.org/licenses/>.

*/

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include <cfloat>

#include <sstream>

#include "DASSL.h"
#include "f77-fcn.h"
#include "lo-error.h"
#include "lo-math.h"
#include "quit.h"

typedef octave_idx_type (*dassl_fcn_ptr) (const double&, const double*, const double*,
			      double*, octave_idx_type&, double*, octave_idx_type*);

typedef octave_idx_type (*dassl_jac_ptr) (const double&, const double*, const double*,
			      double*, const double&, double*, octave_idx_type*);

extern "C"
{
  F77_RET_T
  F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const octave_idx_type&, double&,
			     double*, double*, double&, const octave_idx_type*,
			     const double*, const double*, octave_idx_type&,
			     double*, const octave_idx_type&, octave_idx_type*, const octave_idx_type&,
			     const double*, const octave_idx_type*,
			     dassl_jac_ptr);
}

static DAEFunc::DAERHSFunc user_fun;
static DAEFunc::DAEJacFunc user_jac;

static octave_idx_type nn;

static octave_idx_type
ddassl_f (const double& time, const double *state, const double *deriv,
	  double *delta, octave_idx_type& ires, double *, octave_idx_type *)
{
  BEGIN_INTERRUPT_WITH_EXCEPTIONS;

  // FIXME -- would be nice to avoid copying the data.

  ColumnVector tmp_deriv (nn);
  ColumnVector tmp_state (nn);
  ColumnVector tmp_delta (nn);

  for (octave_idx_type i = 0; i < nn; i++)
    {
      tmp_deriv.elem (i) = deriv [i];
      tmp_state.elem (i) = state [i];
    }

  tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires);

  if (ires >= 0)
    {
      if (tmp_delta.length () == 0)
	ires = -2;
      else
	{
	  for (octave_idx_type i = 0; i < nn; i++)
	    delta [i] = tmp_delta.elem (i);
	}
    }

  END_INTERRUPT_WITH_EXCEPTIONS;

  return 0;
}

static octave_idx_type
ddassl_j (const double& time, const double *state, const double *deriv,
	  double *pd, const double& cj, double *, octave_idx_type *)
{
  BEGIN_INTERRUPT_WITH_EXCEPTIONS;

  // FIXME -- would be nice to avoid copying the data.

  ColumnVector tmp_state (nn);
  ColumnVector tmp_deriv (nn);

  for (octave_idx_type i = 0; i < nn; i++)
    {
      tmp_deriv.elem (i) = deriv [i];
      tmp_state.elem (i) = state [i];
    }

  Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj);

  for (octave_idx_type j = 0; j < nn; j++)
    for (octave_idx_type i = 0; i < nn; i++)
      pd [nn * j + i] = tmp_pd.elem (i, j);

  END_INTERRUPT_WITH_EXCEPTIONS;

  return 0;
}

ColumnVector
DASSL::do_integrate (double tout)
{
  ColumnVector retval;

  if (! initialized || restart || DAEFunc::reset|| DASSL_options::reset)
    {
      integration_error = false;

      initialized = true;

      info.resize (15);

      for (octave_idx_type i = 0; i < 15; i++)
	info(i) = 0;

      pinfo = info.fortran_vec ();

      octave_idx_type n = size ();

      liw = 21 + n;
      lrw = 40 + 9*n + n*n;

      nn = n;

      iwork.resize (liw);
      rwork.resize (lrw);

      info(0) = 0;

      if (stop_time_set)
	{
	  rwork(0) = stop_time;
	  info(3) = 1;
	}
      else
	info(3) = 0;

      px = x.fortran_vec ();
      pxdot = xdot.fortran_vec ();

      piwork = iwork.fortran_vec ();
      prwork = rwork.fortran_vec ();

      restart = false;

      // DAEFunc

      user_fun = DAEFunc::function ();
      user_jac = DAEFunc::jacobian_function ();

      if (user_fun)
	{
	  octave_idx_type ires = 0;

	  ColumnVector res = (*user_fun) (x, xdot, t, ires);

	  if (res.length () != x.length ())
	    {
	      (*current_liboctave_error_handler)
		("dassl: inconsistent sizes for state and residual vectors");

	      integration_error = true;
	      return retval;
	    }
	}
      else
	{
	  (*current_liboctave_error_handler)
	    ("dassl: no user supplied RHS subroutine!");

	  integration_error = true;
	  return retval;
	}

      info(4) = user_jac ? 1 : 0;
  
      DAEFunc::reset = false;

      // DASSL_options

      double hmax = maximum_step_size ();
      if (hmax >= 0.0)
	{
	  rwork(1) = hmax;
	  info(6) = 1;
	}
      else
	info(6) = 0;

      double h0 = initial_step_size ();
      if (h0 >= 0.0)
	{
	  rwork(2) = h0;
	  info(7) = 1;
	}
      else
	info(7) = 0;

      if (step_limit () >= 0)
	{
	  info(11) = 1;
	  iwork(20) = step_limit ();
	}
      else
	info(11) = 0;

      octave_idx_type maxord = maximum_order ();
      if (maxord >= 0)
	{
	  if (maxord > 0 && maxord < 6)
	    {
	      info(8) = 1;
	      iwork(2) = maxord;
	    }
	  else
	    {
	      (*current_liboctave_error_handler)
		("dassl: invalid value for maximum order");
	      integration_error = true;
	      return retval;
	    }
	}

      octave_idx_type enc = enforce_nonnegativity_constraints ();
      info(9) = enc ? 1 : 0;

      octave_idx_type ccic = compute_consistent_initial_condition ();
      info(10) = ccic ? 1 : 0;

      abs_tol = absolute_tolerance ();
      rel_tol = relative_tolerance ();

      octave_idx_type abs_tol_len = abs_tol.length ();
      octave_idx_type rel_tol_len = rel_tol.length ();

      if (abs_tol_len == 1 && rel_tol_len == 1)
	{
	  info(1) = 0;
	}
      else if (abs_tol_len == n && rel_tol_len == n)
	{
	  info(1) = 1;
	}
      else
	{
	  (*current_liboctave_error_handler)
	    ("dassl: inconsistent sizes for tolerance arrays");

	  integration_error = true;
	  return retval;
	}

      pabs_tol = abs_tol.fortran_vec ();
      prel_tol = rel_tol.fortran_vec ();

      DASSL_options::reset = false;
    }

  static double *dummy = 0;
  static octave_idx_type *idummy = 0;

  F77_XFCN (ddassl, DDASSL, (ddassl_f, nn, t, px, pxdot, tout, pinfo,
			     prel_tol, pabs_tol, istate, prwork, lrw,
			     piwork, liw, dummy, idummy, ddassl_j));

  switch (istate)
    {
    case 1: // A step was successfully taken in intermediate-output
	    // mode. The code has not yet reached TOUT.
    case 2: // The integration to TSTOP was successfully completed
	    // (T=TSTOP) by stepping exactly to TSTOP.
    case 3: // The integration to TOUT was successfully completed
	    // (T=TOUT) by stepping past TOUT.  Y(*) is obtained by
	    // interpolation.  YPRIME(*) is obtained by interpolation.
      retval = x;
      t = tout;
      break;

    case -1: // A large amount of work has been expended.  (~500 steps).
    case -2: // The error tolerances are too stringent.
    case -3: // The local error test cannot be satisfied because you
	     // specified a zero component in ATOL and the
	     // corresponding computed solution component is zero.
	     // Thus, a pure relative error test is impossible for
	     // this component.
    case -6: // DDASSL had repeated error test failures on the last
	     // attempted step.
    case -7: // The corrector could not converge.
    case -8: // The matrix of partial derivatives is singular.
    case -9: // The corrector could not converge.  There were repeated
	     // error test failures in this step.
    case -10: // The corrector could not converge because IRES was
	      // equal to minus one.
    case -11: // IRES equal to -2 was encountered and control is being
	      // returned to the calling program.
    case -12: // DDASSL failed to compute the initial YPRIME.
    case -33: // The code has encountered trouble from which it cannot
	      // recover. A message is printed explaining the trouble
	      // and control is returned to the calling program. For
	      // example, this occurs when invalid input is detected.
      integration_error = true;
      break;

    default:
      integration_error = true;
      (*current_liboctave_error_handler)
	("unrecognized value of istate (= %d) returned from ddassl",
	 istate);
      break;
    }

  return retval;
}

Matrix
DASSL::do_integrate (const ColumnVector& tout)
{
  Matrix dummy;
  return integrate (tout, dummy);
}

Matrix
DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out)
{
  Matrix retval;

  octave_idx_type n_out = tout.capacity ();
  octave_idx_type n = size ();

  if (n_out > 0 && n > 0)
    {
      retval.resize (n_out, n);
      xdot_out.resize (n_out, n);

      for (octave_idx_type i = 0; i < n; i++)
	{
	  retval.elem (0, i) = x.elem (i);
	  xdot_out.elem (0, i) = xdot.elem (i);
	}

      for (octave_idx_type j = 1; j < n_out; j++)
	{
	  ColumnVector x_next = do_integrate (tout.elem (j));

	  if (integration_error)
	    return retval;

	  for (octave_idx_type i = 0; i < n; i++)
	    {
	      retval.elem (j, i) = x_next.elem (i);
	      xdot_out.elem (j, i) = xdot.elem (i);
	    }
	}
    }

  return retval;
}

Matrix
DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit)
{
  Matrix dummy;
  return integrate (tout, dummy, tcrit);
}

Matrix
DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out,
		  const ColumnVector& tcrit) 
{
  Matrix retval;

  octave_idx_type n_out = tout.capacity ();
  octave_idx_type n = size ();

  if (n_out > 0 && n > 0)
    {
      retval.resize (n_out, n);
      xdot_out.resize (n_out, n);

      for (octave_idx_type i = 0; i < n; i++)
	{
	  retval.elem (0, i) = x.elem (i);
	  xdot_out.elem (0, i) = xdot.elem (i);
	}

      octave_idx_type n_crit = tcrit.capacity ();

      if (n_crit > 0)
	{
	  octave_idx_type i_crit = 0;
	  octave_idx_type i_out = 1;
	  double next_crit = tcrit.elem (0);
	  double next_out;
	  while (i_out < n_out)
	    {
	      bool do_restart = false;

	      next_out = tout.elem (i_out);
	      if (i_crit < n_crit)
		next_crit = tcrit.elem (i_crit);

	      bool save_output;
	      double t_out;

	      if (next_crit == next_out)
		{
		  set_stop_time (next_crit);
		  t_out = next_out;
		  save_output = true;
		  i_out++;
		  i_crit++;
		  do_restart = true;
		}
	      else if (next_crit < next_out)
		{
		  if (i_crit < n_crit)
		    {
		      set_stop_time (next_crit);
		      t_out = next_crit;
		      save_output = false;
		      i_crit++;
		      do_restart = true;
		    }
		  else
		    {
		      clear_stop_time ();
		      t_out = next_out;
		      save_output = true;
		      i_out++;
		    }
		}
	      else
		{
		  set_stop_time (next_crit);
		  t_out = next_out;
		  save_output = true;
		  i_out++;
		}

	      ColumnVector x_next = do_integrate (t_out);

	      if (integration_error)
		return retval;

	      if (save_output)
		{
		  for (octave_idx_type i = 0; i < n; i++)
		    {
		      retval.elem (i_out-1, i) = x_next.elem (i);
		      xdot_out.elem (i_out-1, i) = xdot.elem (i);
		    }
		}

	      if (do_restart)
		force_restart ();
	    }
	}
      else
	{
	  retval = integrate (tout, xdot_out);

	  if (integration_error)
	    return retval;
	}
    }

  return retval;
}

std::string
DASSL::error_message (void) const
{
  std::string retval;

  std::ostringstream buf;
  buf << t;
  std::string t_curr = buf.str ();

  switch (istate)
    {
    case 1:
      retval = "a step was successfully taken in intermediate-output mode.";
      break;

    case 2:
      retval = "integration completed by stepping exactly to TOUT";
      break;

    case 3:
      retval = "integration to tout completed by stepping past TOUT";
      break;

    case -1:
      retval = std::string ("a large amount of work has been expended (t =")
	+ t_curr + ")";
      break;

    case -2:
      retval = "the error tolerances are too stringent";
      break;

    case -3:
      retval = std::string ("error weight became zero during problem. (t = ")
	+ t_curr
	+ "; solution component i vanished, and atol or atol(i) == 0)";
      break;

    case -6:
      retval = std::string ("repeated error test failures on the last attempted step (t = ")
	+ t_curr + ")";
      break;

    case -7:
      retval = std::string ("the corrector could not converge (t = ")
	+ t_curr + ")";
      break;

    case -8:
      retval = std::string ("the matrix of partial derivatives is singular (t = ")
	+ t_curr + ")";
      break;

    case -9:
      retval = std::string ("the corrector could not converge (t = ")
	+ t_curr + "; repeated test failures)";
      break;

    case -10:
      retval = std::string ("corrector could not converge because IRES was -1 (t = ")
	+ t_curr + ")";
      break;

    case -11:
      retval = std::string ("return requested in user-supplied function (t = ")
	+ t_curr + ")";
      break;

    case -12:
      retval = "failed to compute consistent initial conditions";
      break;

    case -33:
      retval = "unrecoverable error (see printed message)";
      break;

    default:
      retval = "unknown error state";
      break;
    }

  return retval;
}

/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/