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1 // ODE.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, 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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461
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28 #if defined (__GNUG__) |
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29 #pragma implementation |
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30 #endif |
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31 |
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289
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32 #include <math.h> |
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33 #include <float.h> |
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34 #include <iostream.h> |
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35 |
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36 #include "ODE.h" |
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37 #include "f77-uscore.h" |
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227
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38 #include "lo-error.h" |
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39 |
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40 extern "C" |
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41 { |
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258
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42 int F77_FCN (lsode) (int (*)(int*, double*, double*, double*, int*), |
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43 int *, double *, double *, double *, |
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44 int *, double *, double *, int *, int *, int *, |
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45 double *, int *, int *, int *, |
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46 int (*)(int*, double*, double*, int*, int*, |
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47 double*, int*), int *); |
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48 } |
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49 |
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50 static ColumnVector (*user_fun) (ColumnVector&, double); |
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51 static Matrix (*user_jac) (ColumnVector&, double); |
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52 static ColumnVector *tmp_x; |
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53 |
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54 ODE::ODE (void) |
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55 { |
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56 n = 0; |
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57 t = 0.0; |
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58 |
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59 stop_time_set = 0; |
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60 stop_time = 0.0; |
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61 |
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258
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62 integration_error = 0; |
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63 restart = 1; |
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64 |
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65 istate = 1; |
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66 itol = 1; |
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67 itask = 1; |
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68 iopt = 0; |
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69 |
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70 liw = 20 + n; |
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71 lrw = 22 + n * (9 + n); |
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72 |
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73 iwork = new int [liw]; |
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74 rwork = new double [lrw]; |
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75 for (int i = 4; i < 9; i++) |
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76 { |
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77 iwork[i] = 0; |
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78 rwork[i] = 0.0; |
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79 } |
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80 |
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461
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81 fun = 0; |
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82 jac = 0; |
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83 } |
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84 |
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85 ODE::ODE (int size) |
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86 { |
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87 n = size; |
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88 t = 0.0; |
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89 |
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90 stop_time_set = 0; |
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91 stop_time = 0.0; |
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92 |
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258
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93 integration_error = 0; |
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94 restart = 1; |
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95 |
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96 istate = 1; |
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97 itol = 1; |
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98 itask = 1; |
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99 iopt = 0; |
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100 |
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101 liw = 20 + n; |
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102 lrw = 22 + n * (9 + n); |
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103 |
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104 iwork = new int [liw]; |
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105 rwork = new double [lrw]; |
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106 for (int i = 4; i < 9; i++) |
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107 { |
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108 iwork[i] = 0; |
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109 rwork[i] = 0.0; |
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110 } |
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111 |
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112 fun = 0; |
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113 jac = 0; |
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114 } |
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115 |
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116 ODE::ODE (const ColumnVector& state, double time, const ODEFunc& f) |
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117 { |
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118 n = state.capacity (); |
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119 t = time; |
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120 x = state; |
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121 |
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122 stop_time_set = 0; |
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123 stop_time = 0.0; |
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124 |
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125 integration_error = 0; |
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126 restart = 1; |
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127 |
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128 istate = 1; |
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129 itol = 1; |
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130 itask = 1; |
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131 iopt = 1; |
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132 |
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133 liw = 20 + n; |
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134 lrw = 22 + n * (9 + n); |
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135 |
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136 iwork = new int [liw]; |
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137 rwork = new double [lrw]; |
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138 for (int i = 4; i < 9; i++) |
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139 { |
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140 iwork[i] = 0; |
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141 rwork[i] = 0.0; |
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142 } |
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143 |
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144 fun = f.function (); |
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145 jac = f.jacobian_function (); |
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146 } |
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147 |
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148 ODE::~ODE (void) |
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149 { |
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150 delete [] rwork; |
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151 delete [] iwork; |
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152 } |
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153 |
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154 int |
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155 lsode_f (int *neq, double *time, double *state, double *deriv, int *ierr) |
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156 { |
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157 int nn = *neq; |
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158 ColumnVector tmp_deriv (nn); |
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159 |
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160 /* |
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161 * NOTE: this won't work if LSODE passes copies of the state vector. |
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162 * In that case we have to create a temporary vector object |
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163 * and copy. |
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164 */ |
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165 tmp_deriv = (*user_fun) (*tmp_x, *time); |
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166 |
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258
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167 if (tmp_deriv.length () == 0) |
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168 *ierr = -1; |
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169 else |
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170 { |
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171 for (int i = 0; i < nn; i++) |
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172 deriv [i] = tmp_deriv.elem (i); |
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173 } |
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174 |
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175 return 0; |
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176 } |
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177 |
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178 int |
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179 lsode_j (int *neq, double *time, double *state, int *ml, int *mu, |
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180 double *pd, int *nrowpd) |
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181 { |
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182 int nn = *neq; |
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183 Matrix tmp_jac (nn, nn); |
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184 |
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185 /* |
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186 * NOTE: this won't work if LSODE passes copies of the state vector. |
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187 * In that case we have to create a temporary vector object |
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188 * and copy. |
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189 */ |
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190 tmp_jac = (*user_jac) (*tmp_x, *time); |
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191 |
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192 for (int j = 0; j < nn; j++) |
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193 for (int i = 0; i < nn; i++) |
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194 pd [*nrowpd * j + i] = tmp_jac (i, j); |
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195 |
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196 return 0; |
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197 } |
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198 |
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199 ColumnVector |
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200 ODE::integrate (double tout) |
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201 { |
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461
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202 if (jac) |
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203 method_flag = 21; |
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204 else |
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205 method_flag = 22; |
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206 |
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207 integration_error = 0; |
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208 |
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209 double *xp = x.fortran_vec (); |
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210 |
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211 // NOTE: this won't work if LSODE passes copies of the state vector. |
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212 // In that case we have to create a temporary vector object |
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213 // and copy. |
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214 |
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215 tmp_x = &x; |
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216 user_fun = fun; |
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217 user_jac = jac; |
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218 |
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219 // Try 5000 steps before giving up. |
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220 |
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221 iwork[5] = 5000; |
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222 int working_too_hard = 0; |
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223 |
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224 if (stop_time_set) |
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225 { |
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226 itask = 4; |
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227 rwork [0] = stop_time; |
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228 } |
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229 else |
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230 { |
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231 itask = 1; |
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232 } |
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233 |
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289
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234 double abs_tol = absolute_tolerance (); |
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235 double rel_tol = relative_tolerance (); |
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236 |
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237 rwork[4] = (initial_step_size () >= 0.0) ? initial_step_size () : 0.0; |
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238 rwork[5] = (maximum_step_size () >= 0.0) ? maximum_step_size () : 0.0; |
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239 rwork[6] = (minimum_step_size () >= 0.0) ? minimum_step_size () : 0.0; |
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240 |
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241 if (restart) |
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242 { |
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243 restart = 0; |
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244 istate = 1; |
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245 } |
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246 |
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247 again: |
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248 |
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249 (void) F77_FCN (lsode) (lsode_f, &n, xp, &t, &tout, &itol, |
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250 &rel_tol, &abs_tol, &itask, &istate, &iopt, |
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251 rwork, &lrw, iwork, &liw, lsode_j, |
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252 &method_flag); |
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253 |
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254 switch (istate) |
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255 { |
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258
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256 case -13: // Return requested in user-supplied function. |
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257 case -6: // error weight became zero during problem. (solution |
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258 // component i vanished, and atol or atol(i) = 0.) |
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259 case -5: // repeated convergence failures (perhaps bad jacobian |
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260 // supplied or wrong choice of mf or tolerances). |
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261 case -4: // repeated error test failures (check all inputs). |
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262 case -3: // illegal input detected (see printed message). |
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263 case -2: // excess accuracy requested (tolerances too small). |
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264 integration_error = 1; |
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265 return ColumnVector (); |
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266 break; |
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267 case -1: // excess work done on this call (perhaps wrong mf). |
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268 working_too_hard++; |
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269 if (working_too_hard > 20) |
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270 { |
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227
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271 (*current_liboctave_error_handler) |
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272 ("giving up after more than %d steps attempted in lsode", |
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273 iwork[5] * 20); |
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274 integration_error = 1; |
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227
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275 return ColumnVector (); |
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276 } |
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277 else |
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278 { |
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279 istate = 2; |
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280 goto again; |
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281 } |
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282 break; |
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283 case 2: // lsode was successful |
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284 break; |
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285 default: |
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286 // Error? |
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287 break; |
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288 } |
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289 |
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290 t = tout; |
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291 |
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292 return x; |
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293 } |
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294 |
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295 void |
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296 ODE::integrate (int nsteps, double tstep, ostream& s) |
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297 { |
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298 int time_to_quit = 0; |
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299 double tout = t; |
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300 |
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301 s << t << " " << x << "\n"; |
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302 |
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303 for (int i = 0; i < nsteps; i++) |
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304 { |
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305 tout += tstep; |
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306 if (stop_time_set && tout > stop_time) |
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307 { |
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308 tout = stop_time; |
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309 time_to_quit = 1; |
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310 } |
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311 |
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312 x = integrate (tout); |
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313 |
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314 s << t << " " << x << "\n"; |
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315 |
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316 if (time_to_quit) |
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317 return; |
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318 } |
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319 } |
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320 |
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321 Matrix |
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322 ODE::integrate (const ColumnVector& tout) |
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323 { |
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324 Matrix retval; |
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325 int n_out = tout.capacity (); |
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326 |
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327 if (n_out > 0 && n > 0) |
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328 { |
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329 retval.resize (n_out, n); |
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330 |
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331 for (int i = 0; i < n; i++) |
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332 retval.elem (0, i) = x.elem (i); |
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333 |
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334 for (int j = 1; j < n_out; j++) |
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335 { |
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336 ColumnVector x_next = integrate (tout.elem (j)); |
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337 |
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338 if (integration_error) |
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339 return retval; |
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340 |
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341 for (i = 0; i < n; i++) |
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342 retval.elem (j, i) = x_next.elem (i); |
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343 } |
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344 } |
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345 |
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346 return retval; |
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347 } |
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348 |
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349 Matrix |
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350 ODE::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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351 { |
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352 Matrix retval; |
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353 int n_out = tout.capacity (); |
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354 |
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355 if (n_out > 0 && n > 0) |
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356 { |
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357 retval.resize (n_out, n); |
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358 |
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359 for (int i = 0; i < n; i++) |
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360 retval.elem (0, i) = x.elem (i); |
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361 |
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362 int n_crit = tcrit.capacity (); |
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363 |
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364 if (n_crit > 0) |
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365 { |
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366 int i_crit = 0; |
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367 int i_out = 1; |
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368 double next_crit = tcrit.elem (0); |
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369 double next_out; |
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370 while (i_out < n_out) |
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371 { |
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372 int do_restart = 0; |
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373 |
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374 next_out = tout.elem (i_out); |
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375 if (i_crit < n_crit) |
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376 next_crit = tcrit.elem (i_crit); |
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377 |
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378 int save_output; |
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379 double t_out; |
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380 |
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381 if (next_crit == next_out) |
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382 { |
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383 set_stop_time (next_crit); |
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384 t_out = next_out; |
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385 save_output = 1; |
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386 i_out++; |
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387 i_crit++; |
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388 do_restart = 1; |
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389 } |
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390 else if (next_crit < next_out) |
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391 { |
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392 if (i_crit < n_crit) |
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393 { |
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394 set_stop_time (next_crit); |
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395 t_out = next_crit; |
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396 save_output = 0; |
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397 i_crit++; |
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398 do_restart = 1; |
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399 } |
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400 else |
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401 { |
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402 clear_stop_time (); |
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403 t_out = next_out; |
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404 save_output = 1; |
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405 i_out++; |
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406 } |
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407 } |
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408 else |
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409 { |
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410 set_stop_time (next_crit); |
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411 t_out = next_out; |
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412 save_output = 1; |
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413 i_out++; |
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414 } |
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415 |
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416 ColumnVector x_next = integrate (t_out); |
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417 |
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418 if (integration_error) |
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419 return retval; |
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420 |
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421 if (save_output) |
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422 { |
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423 for (i = 0; i < n; i++) |
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424 retval.elem (i_out-1, i) = x_next.elem (i); |
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425 } |
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426 |
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427 if (do_restart) |
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428 force_restart (); |
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429 } |
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430 } |
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431 else |
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258
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432 { |
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433 retval = integrate (tout); |
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434 |
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435 if (integration_error) |
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436 return retval; |
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437 } |
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438 } |
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439 |
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440 return retval; |
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441 } |
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442 |
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443 int |
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444 ODE::size (void) const |
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445 { |
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446 return n; |
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447 } |
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448 |
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449 ColumnVector |
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450 ODE::state (void) const |
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451 { |
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452 return x; |
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453 } |
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454 |
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455 double ODE::time (void) const |
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456 { |
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457 return t; |
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458 } |
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459 |
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460 void |
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461 ODE::force_restart (void) |
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462 { |
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463 restart = 1; |
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464 } |
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465 |
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466 void |
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467 ODE::initialize (const ColumnVector& state, double time) |
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468 { |
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469 restart = 1; |
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470 x = state; |
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471 t = time; |
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472 } |
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473 |
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474 void |
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475 ODE::set_stop_time (double time) |
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476 { |
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477 stop_time_set = 1; |
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478 stop_time = time; |
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479 } |
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480 |
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481 void |
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482 ODE::clear_stop_time (void) |
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483 { |
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484 stop_time_set = 0; |
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485 } |
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486 |
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289
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487 ODE_options::ODE_options (void) |
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488 { |
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489 init (); |
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490 } |
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491 |
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492 ODE_options::ODE_options (const ODE_options& opt) |
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493 { |
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494 copy (opt); |
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495 } |
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496 |
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497 ODE_options& |
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498 ODE_options::operator = (const ODE_options& opt) |
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499 { |
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500 if (this != &opt) |
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501 copy (opt); |
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502 |
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503 return *this; |
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504 } |
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505 |
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506 ODE_options::~ODE_options (void) |
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507 { |
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508 } |
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509 |
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510 void |
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511 ODE_options::init (void) |
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512 { |
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513 double sqrt_eps = sqrt (DBL_EPSILON); |
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514 x_absolute_tolerance = sqrt_eps; |
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515 x_initial_step_size = -1.0; |
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516 x_maximum_step_size = -1.0; |
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517 x_minimum_step_size = 0.0; |
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518 x_relative_tolerance = sqrt_eps; |
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519 } |
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520 |
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521 void |
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522 ODE_options::copy (const ODE_options& opt) |
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523 { |
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524 x_absolute_tolerance = opt.x_absolute_tolerance; |
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525 x_initial_step_size = opt.x_initial_step_size; |
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526 x_maximum_step_size = opt.x_maximum_step_size; |
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527 x_minimum_step_size = opt.x_minimum_step_size; |
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528 x_relative_tolerance = opt.x_relative_tolerance; |
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529 } |
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530 |
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531 void |
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532 ODE_options::set_default_options (void) |
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533 { |
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534 init (); |
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535 } |
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536 |
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537 void |
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538 ODE_options::set_absolute_tolerance (double val) |
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539 { |
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540 x_absolute_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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541 } |
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542 |
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543 void |
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544 ODE_options::set_initial_step_size (double val) |
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545 { |
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546 x_initial_step_size = (val >= 0.0) ? val : -1.0; |
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547 } |
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548 |
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549 void |
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550 ODE_options::set_maximum_step_size (double val) |
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551 { |
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552 x_maximum_step_size = (val >= 0.0) ? val : -1.0; |
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553 } |
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554 |
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555 void |
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556 ODE_options::set_minimum_step_size (double val) |
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557 { |
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558 x_minimum_step_size = (val >= 0.0) ? val : 0.0; |
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559 } |
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560 |
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561 void |
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562 ODE_options::set_relative_tolerance (double val) |
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563 { |
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564 x_relative_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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565 } |
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566 |
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567 double |
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568 ODE_options::absolute_tolerance (void) |
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569 { |
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570 return x_absolute_tolerance; |
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571 } |
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572 |
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573 double |
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574 ODE_options::initial_step_size (void) |
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575 { |
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576 return x_initial_step_size; |
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577 } |
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578 |
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579 double |
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580 ODE_options::maximum_step_size (void) |
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581 { |
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582 return x_maximum_step_size; |
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583 } |
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584 |
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585 double |
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586 ODE_options::minimum_step_size (void) |
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587 { |
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588 return x_minimum_step_size; |
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589 } |
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590 |
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591 double |
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592 ODE_options::relative_tolerance (void) |
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593 { |
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594 return x_relative_tolerance; |
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595 } |
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596 |
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3
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597 /* |
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598 ;;; Local Variables: *** |
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599 ;;; mode: C++ *** |
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600 ;;; page-delimiter: "^/\\*" *** |
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601 ;;; End: *** |
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602 */ |
