view liboctave/LSODE.cc @ 8920:eb63fbe60fab

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author John W. Eaton <jwe@octave.org>
date Sat, 07 Mar 2009 10:41:27 -0500
parents 401d54a83690
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/*

Copyright (C) 1993, 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2002,
              2003, 2004, 2005, 2006, 2007, 2008, 2009 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 "LSODE.h"
#include "f77-fcn.h"
#include "lo-error.h"
#include "lo-math.h"
#include "quit.h"

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

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

extern "C"
{
  F77_RET_T
  F77_FUNC (dlsode, DLSODE) (lsode_fcn_ptr, octave_idx_type&, double*, double&,
			     double&, octave_idx_type&, double&, const double*, octave_idx_type&,
			     octave_idx_type&, octave_idx_type&, double*, octave_idx_type&, octave_idx_type*, octave_idx_type&,
			     lsode_jac_ptr, octave_idx_type&);
}

static ODEFunc::ODERHSFunc user_fun;
static ODEFunc::ODEJacFunc user_jac;
static ColumnVector *tmp_x;

static octave_idx_type
lsode_f (const octave_idx_type& neq, const double& time, double *,
	 double *deriv, octave_idx_type& ierr) 
{
  BEGIN_INTERRUPT_WITH_EXCEPTIONS;

  ColumnVector tmp_deriv;

  // NOTE: this won't work if LSODE passes copies of the state vector.
  //       In that case we have to create a temporary vector object
  //       and copy.

  tmp_deriv = (*user_fun) (*tmp_x, time);

  if (tmp_deriv.length () == 0)
    ierr = -1;
  else
    {
      for (octave_idx_type i = 0; i < neq; i++)
	deriv [i] = tmp_deriv.elem (i);
    }

  END_INTERRUPT_WITH_EXCEPTIONS;

  return 0;
}

static octave_idx_type
lsode_j (const octave_idx_type& neq, const double& time, double *,
	 const octave_idx_type&, const octave_idx_type&, double *pd, const octave_idx_type& nrowpd)
{
  BEGIN_INTERRUPT_WITH_EXCEPTIONS;

  Matrix tmp_jac (neq, neq);

  // NOTE: this won't work if LSODE passes copies of the state vector.
  //       In that case we have to create a temporary vector object
  //       and copy.

  tmp_jac = (*user_jac) (*tmp_x, time);

  for (octave_idx_type j = 0; j < neq; j++)
    for (octave_idx_type i = 0; i < neq; i++)
      pd [nrowpd * j + i] = tmp_jac (i, j);

  END_INTERRUPT_WITH_EXCEPTIONS;

  return 0;
}

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

  static octave_idx_type nn = 0;

  if (! initialized || restart || ODEFunc::reset || LSODE_options::reset)
    {
      integration_error = false;

      initialized = true;

      istate = 1;

      octave_idx_type n = size ();

      nn = n;

      octave_idx_type max_maxord = 0;

      if (integration_method () == "stiff")
	{
	  max_maxord = 5;

	  if (jac)
	    method_flag = 21;
	  else
	    method_flag = 22;

	  liw = 20 + n;
	  lrw = 22 + n * (9 + n);
	}
      else
	{
	  max_maxord = 12;

	  method_flag = 10;

	  liw = 20;
	  lrw = 22 + 16 * n;
	}

      maxord = maximum_order ();

      iwork.resize (liw);

      for (octave_idx_type i = 4; i < 9; i++)
	iwork(i) = 0;

      rwork.resize (lrw);

      for (octave_idx_type i = 4; i < 9; i++)
	rwork(i) = 0;

      if (maxord >= 0)
	{
	  if (maxord > 0 && maxord <= max_maxord)
	    {
	      iwork(4) = maxord;
	      iopt = 1;
	    }	  
	  else
	    {
	      (*current_liboctave_error_handler)
		("lsode: invalid value for maximum order");
	      integration_error = true;
	      return retval;
	    }
	}

      if (stop_time_set)
	{
	  itask = 4;
	  rwork(0) = stop_time;
	  iopt = 1;
	}
      else
	{
	  itask = 1;
	}

      px = x.fortran_vec ();

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

      restart = false;

      // ODEFunc

      // NOTE: this won't work if LSODE passes copies of the state vector.
      //       In that case we have to create a temporary vector object
      //       and copy.

      tmp_x = &x;

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

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

      if (x.length () != xdot.length ())
	{
	  (*current_liboctave_error_handler)
	    ("lsode: inconsistent sizes for state and derivative vectors");

	  integration_error = true;
	  return retval;
	}

      ODEFunc::reset = false;

      // LSODE_options

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

      octave_idx_type abs_tol_len = abs_tol.length ();

      if (abs_tol_len == 1)
	itol = 1;
      else if (abs_tol_len == n)
	itol = 2;
      else
	{
	  (*current_liboctave_error_handler)
	    ("lsode: inconsistent sizes for state and absolute tolerance vectors");

	  integration_error = true;
	  return retval;
	}

      double iss = initial_step_size ();
      if (iss >= 0.0)
	{
	  rwork(4) = iss;
	  iopt = 1;
	}

      double maxss = maximum_step_size ();
      if (maxss >= 0.0)
	{
	  rwork(5) = maxss;
	  iopt = 1;
	}

      double minss = minimum_step_size ();
      if (minss >= 0.0)
	{
	  rwork(6) = minss;
	  iopt = 1;
	}

      octave_idx_type sl = step_limit ();
      if (sl > 0)
	{
	  iwork(5) = sl;
	  iopt = 1;
	}

      pabs_tol = abs_tol.fortran_vec ();

      LSODE_options::reset = false;
    }

  F77_XFCN (dlsode, DLSODE, (lsode_f, nn, px, t, tout, itol, rel_tol,
			     pabs_tol, itask, istate, iopt, prwork, lrw,
			     piwork, liw, lsode_j, method_flag));

  switch (istate)
    {
    case 1:  // prior to initial integration step.
    case 2:  // lsode was successful.
      retval = x;
      t = tout;
      break;

    case -1:  // excess work done on this call (perhaps wrong mf).
    case -2:  // excess accuracy requested (tolerances too small).
    case -3:  // invalid input detected (see printed message).
    case -4:  // repeated error test failures (check all inputs).
    case -5:  // repeated convergence failures (perhaps bad jacobian
	      // supplied or wrong choice of mf or tolerances).
    case -6:  // error weight became zero during problem. (solution
	      // component i vanished, and atol or atol(i) = 0.)
    case -13: // return requested in user-supplied function.
      integration_error = true;
      break;

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

  return retval;
}

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

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

  switch (istate)
    {
    case 1:
      retval = "prior to initial integration step";
      break;

    case 2:
      retval = "successful exit";
      break;
	  
    case 3:
      retval = "prior to continuation call with modified parameters";
      break;
	  
    case -1:
      retval = std::string ("excess work on this call (t = ")
	+ t_curr + "; perhaps wrong integration method)";
      break;

    case -2:
      retval = "excess accuracy requested (tolerances too small)";
      break;

    case -3:
      retval = "invalid input detected (see printed message)";
      break;

    case -4:
      retval = std::string ("repeated error test failures (t = ")
	+ t_curr + "check all inputs)";
      break;

    case -5:
      retval = std::string ("repeated convergence failures (t = ")
	+ t_curr
	+ "perhaps bad jacobian supplied or wrong choice of integration method or tolerances)";
      break;

    case -6:
      retval = std::string ("error weight became zero during problem. (t = ")
	+ t_curr
	+ "; solution component i vanished, and atol or atol(i) == 0)";
      break;

    case -13:
      retval = "return requested in user-supplied function (t = "
	+ t_curr + ")";
      break;

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

  return retval;
}

Matrix
LSODE::do_integrate (const ColumnVector& tout)
{
  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);

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

  return retval;
}

Matrix
LSODE::do_integrate (const ColumnVector& tout, 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);

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

	      octave_idx_type save_output;
	      double t_out;

	      if (next_crit == next_out)
		{
		  set_stop_time (next_crit);
		  t_out = next_out;
		  save_output = 1;
		  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 = 0;
		      i_crit++;
		      do_restart = true;
		    }
		  else
		    {
		      clear_stop_time ();
		      t_out = next_out;
		      save_output = 1;
		      i_out++;
		    }
		}
	      else
		{
		  set_stop_time (next_crit);
		  t_out = next_out;
		  save_output = 1;
		  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);
		}

	      if (do_restart)
		force_restart ();
	    }
	}
      else
	{
	  retval = do_integrate (tout);

	  if (integration_error)
	    return retval;
	}
    }

  return retval;
}

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