Mercurial > octave
annotate liboctave/numeric/DASRT.cc @ 26376:00f796120a6d stable
maint: Update copyright dates in all source files.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 02 Jan 2019 16:32:43 -0500 |
parents | 6652d3823428 |
children | 0e77df67b522 |
rev | line source |
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3990 | 1 /* |
2 | |
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3 Copyright (C) 2002-2019 John W. Eaton |
3990 | 4 |
5 This file is part of Octave. | |
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 |
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9 the Free Software Foundation, either version 3 of the License, or |
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10 (at your option) any later version. |
3990 | 11 |
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12 Octave is distributed in the hope that it will be useful, but |
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13 WITHOUT ANY WARRANTY; without even the implied warranty of |
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14 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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15 GNU General Public License for more details. |
3990 | 16 |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
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19 <https://www.gnu.org/licenses/>. |
3990 | 20 |
21 */ | |
22 | |
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23 #if defined (HAVE_CONFIG_H) |
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24 # include "config.h" |
3990 | 25 #endif |
26 | |
5765 | 27 #include <sstream> |
28 | |
3990 | 29 #include "DASRT.h" |
30 #include "f77-fcn.h" | |
31 #include "lo-error.h" | |
4180 | 32 #include "quit.h" |
3990 | 33 |
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34 typedef F77_INT (*dasrt_fcn_ptr) (const double&, const double*, const double*, |
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35 double*, F77_INT&, double*, F77_INT*); |
3991 | 36 |
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37 typedef F77_INT (*dasrt_jac_ptr) (const double&, const double*, const double*, |
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38 double*, const double&, double*, F77_INT*); |
3991 | 39 |
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40 typedef F77_INT (*dasrt_constr_ptr) (const F77_INT&, const double&, |
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41 const double*, const F77_INT&, |
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42 double*, double*, F77_INT*); |
3991 | 43 |
3990 | 44 extern "C" |
4552 | 45 { |
46 F77_RET_T | |
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47 F77_FUNC (ddasrt, DDASRT) (dasrt_fcn_ptr, const F77_INT&, F77_DBLE&, |
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48 F77_DBLE*, F77_DBLE*, const F77_DBLE&, F77_INT*, |
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49 const F77_DBLE*, const F77_DBLE*, F77_INT&, |
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50 F77_DBLE*, const F77_INT&, F77_INT*, |
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51 const F77_INT&, F77_DBLE*, F77_INT*, |
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52 dasrt_jac_ptr, dasrt_constr_ptr, const F77_INT&, |
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53 F77_INT*); |
4552 | 54 } |
3990 | 55 |
56 static DAEFunc::DAERHSFunc user_fsub; | |
57 static DAEFunc::DAEJacFunc user_jsub; | |
58 static DAERTFunc::DAERTConstrFunc user_csub; | |
3993 | 59 |
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60 static F77_INT nn; |
3990 | 61 |
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62 static F77_INT |
3991 | 63 ddasrt_f (const double& t, const double *state, const double *deriv, |
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64 double *delta, F77_INT& ires, double *, F77_INT *) |
3990 | 65 { |
4180 | 66 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
67 | |
3990 | 68 ColumnVector tmp_state (nn); |
4133 | 69 ColumnVector tmp_deriv (nn); |
3990 | 70 |
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71 for (F77_INT i = 0; i < nn; i++) |
4133 | 72 { |
73 tmp_state(i) = state[i]; | |
74 tmp_deriv(i) = deriv[i]; | |
75 } | |
3990 | 76 |
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77 octave_idx_type tmp_ires = ires; |
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78 |
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79 ColumnVector tmp_fval = (*user_fsub) (tmp_state, tmp_deriv, t, tmp_ires); |
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80 |
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81 ires = octave::to_f77_int (tmp_ires); |
3990 | 82 |
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83 if (tmp_fval.isempty ()) |
3990 | 84 ires = -2; |
85 else | |
86 { | |
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87 for (F77_INT i = 0; i < nn; i++) |
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88 delta[i] = tmp_fval(i); |
3990 | 89 } |
90 | |
4180 | 91 END_INTERRUPT_WITH_EXCEPTIONS; |
92 | |
3990 | 93 return 0; |
94 } | |
95 | |
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96 F77_INT |
3991 | 97 ddasrt_j (const double& time, const double *state, const double *deriv, |
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98 double *pd, const double& cj, double *, F77_INT *) |
3990 | 99 { |
4180 | 100 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
101 | |
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102 // FIXME: would be nice to avoid copying the data. |
3990 | 103 |
3991 | 104 ColumnVector tmp_state (nn); |
105 ColumnVector tmp_deriv (nn); | |
3990 | 106 |
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107 for (F77_INT i = 0; i < nn; i++) |
3991 | 108 { |
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109 tmp_deriv.elem (i) = deriv[i]; |
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110 tmp_state.elem (i) = state[i]; |
3991 | 111 } |
3990 | 112 |
3994 | 113 Matrix tmp_pd = (*user_jsub) (tmp_state, tmp_deriv, time, cj); |
3990 | 114 |
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115 for (F77_INT j = 0; j < nn; j++) |
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116 for (F77_INT i = 0; i < nn; i++) |
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117 pd[nn * j + i] = tmp_pd.elem (i, j); |
3990 | 118 |
4180 | 119 END_INTERRUPT_WITH_EXCEPTIONS; |
120 | |
3990 | 121 return 0; |
122 } | |
123 | |
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124 static F77_INT |
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125 ddasrt_g (const F77_INT& neq, const double& t, const double *state, |
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126 const F77_INT& ng, double *gout, double *, F77_INT *) |
3990 | 127 { |
4180 | 128 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
129 | |
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130 F77_INT n = neq; |
3990 | 131 |
132 ColumnVector tmp_state (n); | |
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133 for (F77_INT i = 0; i < n; i++) |
3990 | 134 tmp_state(i) = state[i]; |
135 | |
3994 | 136 ColumnVector tmp_fval = (*user_csub) (tmp_state, t); |
3990 | 137 |
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138 for (F77_INT i = 0; i < ng; i++) |
3990 | 139 gout[i] = tmp_fval(i); |
140 | |
4180 | 141 END_INTERRUPT_WITH_EXCEPTIONS; |
142 | |
3990 | 143 return 0; |
144 } | |
145 | |
146 void | |
147 DASRT::integrate (double tout) | |
148 { | |
4049 | 149 // I suppose this is the safe thing to do. If this is the first |
150 // call, or if anything about the problem has changed, we should | |
151 // start completely fresh. | |
152 | |
153 if (! initialized || restart | |
154 || DAEFunc::reset || DAERTFunc::reset || DASRT_options::reset) | |
3990 | 155 { |
156 integration_error = false; | |
157 | |
4049 | 158 initialized = true; |
159 | |
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160 info.resize (dim_vector (15, 1)); |
4049 | 161 |
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162 for (F77_INT i = 0; i < 15; i++) |
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163 info(i) = 0; |
4049 | 164 |
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165 F77_INT n = octave::to_f77_int (size ()); |
4049 | 166 |
167 nn = n; | |
3990 | 168 |
4133 | 169 // DAERTFunc |
170 | |
171 user_csub = DAERTFunc::constraint_function (); | |
172 | |
173 if (user_csub) | |
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174 { |
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175 ColumnVector tmp = (*user_csub) (x, t); |
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176 ng = octave::to_f77_int (tmp.numel ()); |
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177 } |
4133 | 178 else |
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179 ng = 0; |
4133 | 180 |
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181 F77_INT maxord = octave::to_f77_int (maximum_order ()); |
4133 | 182 if (maxord >= 0) |
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183 { |
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184 if (maxord > 0 && maxord < 6) |
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185 { |
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186 info(8) = 1; |
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187 iwork(2) = maxord; |
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188 } |
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189 else |
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190 { |
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191 (*current_liboctave_error_handler) |
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192 ("dassl: invalid value for maximum order"); |
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193 integration_error = true; |
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194 return; |
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195 } |
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196 } |
4133 | 197 |
4428 | 198 liw = 21 + n; |
4133 | 199 lrw = 50 + 9*n + n*n + 3*ng; |
4049 | 200 |
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201 iwork.resize (dim_vector (liw, 1)); |
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202 rwork.resize (dim_vector (lrw, 1)); |
4049 | 203 |
204 info(0) = 0; | |
205 | |
206 if (stop_time_set) | |
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207 { |
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208 info(3) = 1; |
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209 rwork(0) = stop_time; |
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210 } |
3990 | 211 else |
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212 info(3) = 0; |
3990 | 213 |
4049 | 214 restart = false; |
3994 | 215 |
4049 | 216 // DAEFunc |
217 | |
218 user_fsub = DAEFunc::function (); | |
219 user_jsub = DAEFunc::jacobian_function (); | |
220 | |
221 if (user_fsub) | |
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222 { |
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223 octave_idx_type ires = 0; |
3990 | 224 |
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225 ColumnVector fval = (*user_fsub) (x, xdot, t, ires); |
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227 if (fval.numel () != x.numel ()) |
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228 { |
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229 (*current_liboctave_error_handler) |
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230 ("dasrt: inconsistent sizes for state and residual vectors"); |
3990 | 231 |
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232 integration_error = true; |
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233 return; |
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234 } |
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235 } |
4049 | 236 else |
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237 { |
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238 (*current_liboctave_error_handler) |
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239 ("dasrt: no user supplied RHS subroutine!"); |
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241 integration_error = true; |
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242 return; |
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243 } |
4049 | 244 |
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245 info(4) = (user_jsub ? 1 : 0); |
4049 | 246 |
247 DAEFunc::reset = false; | |
248 | |
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249 jroot.resize (dim_vector (ng, 1), 1); |
4049 | 250 |
251 DAERTFunc::reset = false; | |
252 | |
253 // DASRT_options | |
254 | |
4050 | 255 double mss = maximum_step_size (); |
256 if (mss >= 0.0) | |
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257 { |
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258 rwork(1) = mss; |
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259 info(6) = 1; |
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260 } |
4049 | 261 else |
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262 info(6) = 0; |
3990 | 263 |
4050 | 264 double iss = initial_step_size (); |
265 if (iss >= 0.0) | |
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266 { |
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267 rwork(2) = iss; |
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268 info(7) = 1; |
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269 } |
4049 | 270 else |
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271 info(7) = 0; |
4049 | 272 |
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273 F77_INT sl = octave::to_f77_int (step_limit ()); |
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274 if (sl >= 0) |
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275 { |
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276 info(11) = 1; |
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277 iwork(20) = sl; |
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278 } |
4049 | 279 else |
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280 info(11) = 0; |
3990 | 281 |
282 abs_tol = absolute_tolerance (); | |
283 rel_tol = relative_tolerance (); | |
284 | |
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285 F77_INT abs_tol_len = octave::to_f77_int (abs_tol.numel ()); |
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286 F77_INT rel_tol_len = octave::to_f77_int (rel_tol.numel ()); |
3998 | 287 |
288 if (abs_tol_len == 1 && rel_tol_len == 1) | |
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289 { |
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290 info.elem (1) = 0; |
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291 } |
3998 | 292 else if (abs_tol_len == n && rel_tol_len == n) |
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293 { |
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294 info.elem (1) = 1; |
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295 } |
3998 | 296 else |
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297 { |
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298 (*current_liboctave_error_handler) |
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299 ("dasrt: inconsistent sizes for tolerance arrays"); |
3998 | 300 |
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301 integration_error = true; |
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302 return; |
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303 } |
3998 | 304 |
4049 | 305 DASRT_options::reset = false; |
3990 | 306 } |
307 | |
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308 double *px = x.fortran_vec (); |
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309 double *pxdot = xdot.fortran_vec (); |
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310 |
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311 F77_INT *pinfo = info.fortran_vec (); |
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312 |
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313 double *prel_tol = rel_tol.fortran_vec (); |
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314 double *pabs_tol = abs_tol.fortran_vec (); |
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315 |
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316 double *prwork = rwork.fortran_vec (); |
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317 F77_INT *piwork = iwork.fortran_vec (); |
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318 |
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319 F77_INT *pjroot = jroot.fortran_vec (); |
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320 |
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321 double *dummy = nullptr; |
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322 F77_INT *idummy = nullptr; |
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323 |
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324 F77_INT tmp_istate = octave::to_f77_int (istate); |
3990 | 325 |
4575 | 326 F77_XFCN (ddasrt, DDASRT, (ddasrt_f, nn, t, px, pxdot, tout, pinfo, |
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327 prel_tol, pabs_tol, tmp_istate, prwork, lrw, |
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328 piwork, liw, dummy, idummy, ddasrt_j, |
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329 ddasrt_g, ng, pjroot)); |
3990 | 330 |
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331 istate = tmp_istate; |
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332 |
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333 switch (istate) |
3990 | 334 { |
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335 case 1: // A step was successfully taken in intermediate-output |
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336 // mode. The code has not yet reached TOUT. |
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337 case 2: // The integration to TOUT was successfully completed |
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338 // (T=TOUT) by stepping exactly to TOUT. |
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339 case 3: // The integration to TOUT was successfully completed |
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340 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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341 // interpolation. YPRIME(*) is obtained by interpolation. |
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342 t = tout; |
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343 break; |
3990 | 344 |
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345 case 4: // The integration was successfully completed |
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346 // by finding one or more roots of G at T. |
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347 break; |
3990 | 348 |
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349 case -1: // A large amount of work has been expended. |
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350 case -2: // The error tolerances are too stringent. |
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351 case -3: // The local error test cannot be satisfied because you |
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352 // specified a zero component in ATOL and the |
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353 // corresponding computed solution component is zero. |
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354 // Thus, a pure relative error test is impossible for |
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355 // this component. |
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356 case -6: // DDASRT had repeated error test failures on the last |
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357 // attempted step. |
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358 case -7: // The corrector could not converge. |
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359 case -8: // The matrix of partial derivatives is singular. |
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360 case -9: // The corrector could not converge. There were repeated |
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361 // error test failures in this step. |
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362 case -10: // The corrector could not converge because IRES was |
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363 // equal to minus one. |
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364 case -11: // IRES equal to -2 was encountered and control is being |
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365 // returned to the calling program. |
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366 case -12: // DASSL failed to compute the initial YPRIME. |
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367 case -33: // The code has encountered trouble from which it cannot |
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368 // recover. A message is printed explaining the trouble |
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369 // and control is returned to the calling program. For |
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370 // example, this occurs when invalid input is detected. |
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371 integration_error = true; |
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372 break; |
3996 | 373 |
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374 default: |
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375 integration_error = true; |
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376 (*current_liboctave_error_handler) |
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377 ("unrecognized value of istate (= %d) returned from ddasrt", |
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378 istate); |
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379 break; |
3990 | 380 } |
381 } | |
382 | |
383 DASRT_result | |
384 DASRT::integrate (const ColumnVector& tout) | |
385 { | |
386 DASRT_result retval; | |
387 | |
388 Matrix x_out; | |
389 Matrix xdot_out; | |
3994 | 390 ColumnVector t_out = tout; |
3990 | 391 |
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392 octave_idx_type n_out = tout.numel (); |
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393 F77_INT n = octave::to_f77_int (size ()); |
3990 | 394 |
395 if (n_out > 0 && n > 0) | |
396 { | |
397 x_out.resize (n_out, n); | |
398 xdot_out.resize (n_out, n); | |
399 | |
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400 for (F77_INT i = 0; i < n; i++) |
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401 { |
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402 x_out(0,i) = x(i); |
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403 xdot_out(0,i) = xdot(i); |
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404 } |
3994 | 405 |
5275 | 406 for (octave_idx_type j = 1; j < n_out; j++) |
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407 { |
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408 integrate (tout(j)); |
3994 | 409 |
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410 if (integration_error) |
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411 { |
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412 retval = DASRT_result (x_out, xdot_out, t_out); |
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413 return retval; |
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414 } |
3992 | 415 |
3997 | 416 if (istate == 4) |
3990 | 417 t_out(j) = t; |
418 else | |
419 t_out(j) = tout(j); | |
420 | |
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421 for (F77_INT i = 0; i < n; i++) |
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422 { |
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423 x_out(j,i) = x(i); |
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424 xdot_out(j,i) = xdot(i); |
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425 } |
3992 | 426 |
3997 | 427 if (istate == 4) |
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428 { |
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429 x_out.resize (j+1, n); |
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430 xdot_out.resize (j+1, n); |
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431 t_out.resize (j+1); |
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432 break; |
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433 } |
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434 } |
3990 | 435 } |
436 | |
437 retval = DASRT_result (x_out, xdot_out, t_out); | |
438 | |
439 return retval; | |
440 } | |
441 | |
442 DASRT_result | |
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443 DASRT::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
3990 | 444 { |
445 DASRT_result retval; | |
446 | |
447 Matrix x_out; | |
448 Matrix xdot_out; | |
3994 | 449 ColumnVector t_outs = tout; |
3990 | 450 |
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451 octave_idx_type n_out = tout.numel (); |
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452 F77_INT n = octave::to_f77_int (size ()); |
3990 | 453 |
454 if (n_out > 0 && n > 0) | |
455 { | |
456 x_out.resize (n_out, n); | |
457 xdot_out.resize (n_out, n); | |
458 | |
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459 octave_idx_type n_crit = tcrit.numel (); |
3990 | 460 |
461 if (n_crit > 0) | |
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462 { |
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463 octave_idx_type i_crit = 0; |
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464 octave_idx_type i_out = 1; |
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465 double next_crit = tcrit(0); |
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466 double next_out; |
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467 while (i_out < n_out) |
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468 { |
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469 bool do_restart = false; |
3990 | 470 |
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471 next_out = tout(i_out); |
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472 if (i_crit < n_crit) |
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473 next_crit = tcrit(i_crit); |
3990 | 474 |
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475 bool save_output = false; |
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476 double t_out; |
3990 | 477 |
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478 if (next_crit == next_out) |
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479 { |
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480 set_stop_time (next_crit); |
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481 t_out = next_out; |
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482 save_output = true; |
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483 i_out++; |
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484 i_crit++; |
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485 do_restart = true; |
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486 } |
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487 else if (next_crit < next_out) |
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488 { |
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489 if (i_crit < n_crit) |
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490 { |
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491 set_stop_time (next_crit); |
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492 t_out = next_crit; |
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493 save_output = false; |
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494 i_crit++; |
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495 do_restart = true; |
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496 } |
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497 else |
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498 { |
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499 clear_stop_time (); |
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500 t_out = next_out; |
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501 save_output = true; |
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502 i_out++; |
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503 } |
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504 } |
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505 else |
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506 { |
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507 set_stop_time (next_crit); |
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508 t_out = next_out; |
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509 save_output = true; |
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510 i_out++; |
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511 } |
3990 | 512 |
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513 integrate (t_out); |
3990 | 514 |
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515 if (integration_error) |
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516 { |
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517 retval = DASRT_result (x_out, xdot_out, t_outs); |
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518 return retval; |
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519 } |
3992 | 520 |
3997 | 521 if (istate == 4) |
3990 | 522 t_out = t; |
523 | |
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524 if (save_output) |
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525 { |
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526 for (F77_INT i = 0; i < n; i++) |
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527 { |
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528 x_out(i_out-1,i) = x(i); |
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529 xdot_out(i_out-1,i) = xdot(i); |
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530 } |
3994 | 531 |
3990 | 532 t_outs(i_out-1) = t_out; |
3994 | 533 |
3997 | 534 if (istate == 4) |
3990 | 535 { |
536 x_out.resize (i_out, n); | |
537 xdot_out.resize (i_out, n); | |
538 t_outs.resize (i_out); | |
539 i_out = n_out; | |
540 } | |
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541 } |
3990 | 542 |
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543 if (do_restart) |
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544 force_restart (); |
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545 } |
3990 | 546 |
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547 retval = DASRT_result (x_out, xdot_out, t_outs); |
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548 } |
3990 | 549 else |
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550 { |
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551 retval = integrate (tout); |
3990 | 552 |
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553 if (integration_error) |
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554 return retval; |
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555 } |
3990 | 556 } |
557 | |
558 return retval; | |
559 } | |
560 | |
3995 | 561 std::string |
562 DASRT::error_message (void) const | |
563 { | |
564 std::string retval; | |
565 | |
5765 | 566 std::ostringstream buf; |
567 buf << t; | |
568 std::string t_curr = buf.str (); | |
4043 | 569 |
3997 | 570 switch (istate) |
3995 | 571 { |
3996 | 572 case 1: |
573 retval = "a step was successfully taken in intermediate-output mode."; | |
574 break; | |
575 | |
576 case 2: | |
577 retval = "integration completed by stepping exactly to TOUT"; | |
578 break; | |
579 | |
580 case 3: | |
581 retval = "integration to tout completed by stepping past TOUT"; | |
582 break; | |
583 | |
584 case 4: | |
585 retval = "integration completed by finding one or more roots of G at T"; | |
586 break; | |
587 | |
588 case -1: | |
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589 retval = "a large amount of work has been expended (t =" + t_curr + ')'; |
3996 | 590 break; |
591 | |
592 case -2: | |
593 retval = "the error tolerances are too stringent"; | |
594 break; | |
595 | |
596 case -3: | |
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597 retval = "error weight became zero during problem. (t = " + t_curr + |
01899bdd2a3a
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598 "; solution component i vanished, and atol or atol(i) == 0)"; |
3996 | 599 break; |
600 | |
601 case -6: | |
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602 retval = "repeated error test failures on the last attempted step (t = " |
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603 + t_curr + ')'; |
3996 | 604 break; |
605 | |
606 case -7: | |
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Eliminate unnecessary std::string ("...") constructor calls when "..." suffices.
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diff
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607 retval = "the corrector could not converge (t = " + t_curr + ')'; |
3996 | 608 break; |
609 | |
610 case -8: | |
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611 retval = "the matrix of partial derivatives is singular (t = " + t_curr + |
01899bdd2a3a
Eliminate unnecessary std::string ("...") constructor calls when "..." suffices.
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parents:
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612 ')'; |
3996 | 613 break; |
614 | |
615 case -9: | |
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616 retval = "the corrector could not converge (t = " + t_curr + |
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Eliminate unnecessary std::string ("...") constructor calls when "..." suffices.
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617 "; repeated test failures)"; |
3996 | 618 break; |
619 | |
620 case -10: | |
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621 retval = "corrector could not converge because IRES was -1 (t = " |
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622 + t_curr + ')'; |
3996 | 623 break; |
624 | |
625 case -11: | |
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626 retval = "return requested in user-supplied function (t = " + t_curr + |
01899bdd2a3a
Eliminate unnecessary std::string ("...") constructor calls when "..." suffices.
Rik <rik@octave.org>
parents:
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diff
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627 ')'; |
3996 | 628 break; |
629 | |
630 case -12: | |
631 retval = "failed to compute consistent initial conditions"; | |
632 break; | |
633 | |
634 case -33: | |
635 retval = "unrecoverable error (see printed message)"; | |
636 break; | |
637 | |
3995 | 638 default: |
639 retval = "unknown error state"; | |
640 break; | |
641 } | |
642 | |
643 return retval; | |
644 } |