Mercurial > octave
annotate liboctave/numeric/LSODE.cc @ 27919:1891570abac8
update Octave Project Developers copyright for the new year
In files that have the "Octave Project Developers" copyright notice,
update for 2020.
author | John W. Eaton <jwe@octave.org> |
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date | Mon, 06 Jan 2020 22:29:51 -0500 |
parents | b442ec6dda5c |
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3 | 1 /* |
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27919
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update Octave Project Developers copyright for the new year
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3 Copyright (C) 1993-2020 The Octave Project Developers |
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4 |
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5 See the file COPYRIGHT.md in the top-level directory of this distribution |
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6 or <https://octave.org/COPYRIGHT.html/>. |
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7 |
3 | 8 |
9 This file is part of Octave. | |
10 | |
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11 Octave is free software: you can redistribute it and/or modify it |
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12 under the terms of the GNU General Public License as published by |
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13 the Free Software Foundation, either version 3 of the License, or |
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14 (at your option) any later version. |
3 | 15 |
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16 Octave is distributed in the hope that it will be useful, but |
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17 WITHOUT ANY WARRANTY; without even the implied warranty of |
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18 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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19 GNU General Public License for more details. |
3 | 20 |
21 You should have received a copy of the GNU General Public License | |
7016 | 22 along with Octave; see the file COPYING. If not, see |
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23 <https://www.gnu.org/licenses/>. |
3 | 24 |
25 */ | |
26 | |
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27 #if defined (HAVE_CONFIG_H) |
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28 # include "config.h" |
3 | 29 #endif |
30 | |
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31 #include <cinttypes> |
5765 | 32 #include <sstream> |
33 | |
1842 | 34 #include "LSODE.h" |
1847 | 35 #include "f77-fcn.h" |
227 | 36 #include "lo-error.h" |
4180 | 37 #include "quit.h" |
3 | 38 |
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39 typedef F77_INT (*lsode_fcn_ptr) (const F77_INT&, const double&, double*, |
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40 double*, F77_INT&); |
3507 | 41 |
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42 typedef F77_INT (*lsode_jac_ptr) (const F77_INT&, const double&, double*, |
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43 const F77_INT&, const F77_INT&, double*, |
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44 const F77_INT&); |
3507 | 45 |
3 | 46 extern "C" |
4552 | 47 { |
48 F77_RET_T | |
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49 F77_FUNC (dlsode, DLSODE) (lsode_fcn_ptr, F77_INT&, F77_DBLE*, F77_DBLE&, |
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50 F77_DBLE&, F77_INT&, F77_DBLE&, const F77_DBLE*, |
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51 F77_INT&, F77_INT&, F77_INT&, F77_DBLE*, |
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52 F77_INT&, F77_INT*, F77_INT&, lsode_jac_ptr, |
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53 F77_INT&); |
4552 | 54 } |
3 | 55 |
532 | 56 static ODEFunc::ODERHSFunc user_fun; |
57 static ODEFunc::ODEJacFunc user_jac; | |
3 | 58 static ColumnVector *tmp_x; |
59 | |
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60 static F77_INT |
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61 lsode_f (const F77_INT& neq, const double& time, double *, double *deriv, |
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62 F77_INT& ierr) |
3 | 63 { |
2343 | 64 ColumnVector tmp_deriv; |
3 | 65 |
1360 | 66 // NOTE: this won't work if LSODE passes copies of the state vector. |
67 // In that case we have to create a temporary vector object | |
68 // and copy. | |
69 | |
1251 | 70 tmp_deriv = (*user_fun) (*tmp_x, time); |
3 | 71 |
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72 if (tmp_deriv.isempty ()) |
1251 | 73 ierr = -1; |
258 | 74 else |
75 { | |
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76 for (F77_INT i = 0; i < neq; i++) |
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77 deriv[i] = tmp_deriv.elem (i); |
258 | 78 } |
3 | 79 |
80 return 0; | |
81 } | |
82 | |
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83 static F77_INT |
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84 lsode_j (const F77_INT& neq, const double& time, double *, const F77_INT&, |
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85 const F77_INT&, double *pd, const F77_INT& nrowpd) |
3 | 86 { |
1251 | 87 Matrix tmp_jac (neq, neq); |
3 | 88 |
1360 | 89 // NOTE: this won't work if LSODE passes copies of the state vector. |
90 // In that case we have to create a temporary vector object | |
91 // and copy. | |
92 | |
1251 | 93 tmp_jac = (*user_jac) (*tmp_x, time); |
3 | 94 |
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95 for (F77_INT j = 0; j < neq; j++) |
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96 for (F77_INT i = 0; i < neq; i++) |
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97 pd[nrowpd * j + i] = tmp_jac (i, j); |
3 | 98 |
99 return 0; | |
100 } | |
101 | |
102 ColumnVector | |
1842 | 103 LSODE::do_integrate (double tout) |
3 | 104 { |
1945 | 105 ColumnVector retval; |
106 | |
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107 static F77_INT nn = 0; |
4049 | 108 |
109 if (! initialized || restart || ODEFunc::reset || LSODE_options::reset) | |
1945 | 110 { |
4049 | 111 integration_error = false; |
1945 | 112 |
4049 | 113 initialized = true; |
114 | |
115 istate = 1; | |
116 | |
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117 F77_INT n = octave::to_f77_int (size ()); |
4049 | 118 |
119 nn = n; | |
3955 | 120 |
5275 | 121 octave_idx_type max_maxord = 0; |
4231 | 122 |
4049 | 123 if (integration_method () == "stiff") |
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124 { |
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125 max_maxord = 5; |
4231 | 126 |
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127 if (jac) |
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128 method_flag = 21; |
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129 else |
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130 method_flag = 22; |
3955 | 131 |
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132 liw = 20 + n; |
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133 lrw = 22 + n * (9 + n); |
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134 } |
4049 | 135 else |
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136 { |
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137 max_maxord = 12; |
4231 | 138 |
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139 method_flag = 10; |
3955 | 140 |
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141 liw = 20; |
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142 lrw = 22 + 16 * n; |
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143 } |
4049 | 144 |
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145 iwork.resize (dim_vector (liw, 1)); |
5552 | 146 |
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147 for (F77_INT i = 4; i < 9; i++) |
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148 iwork(i) = 0; |
5552 | 149 |
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150 rwork.resize (dim_vector (lrw, 1)); |
5552 | 151 |
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152 for (F77_INT i = 4; i < 9; i++) |
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153 rwork(i) = 0; |
5552 | 154 |
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155 octave_idx_type maxord = maximum_order (); |
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156 |
4231 | 157 if (maxord >= 0) |
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158 { |
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159 if (maxord > 0 && maxord <= max_maxord) |
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160 { |
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161 iwork(4) = octave::to_f77_int (maxord); |
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162 iopt = 1; |
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163 } |
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164 else |
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165 { |
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166 // FIXME: Should this be a warning? |
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167 (*current_liboctave_error_handler) |
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168 ("lsode: invalid value for maximum order"); |
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169 integration_error = true; |
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170 return retval; |
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171 } |
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172 } |
4231 | 173 |
4049 | 174 if (stop_time_set) |
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175 { |
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176 itask = 4; |
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177 rwork(0) = stop_time; |
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178 iopt = 1; |
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179 } |
4049 | 180 else |
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181 { |
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182 itask = 1; |
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183 } |
258 | 184 |
4049 | 185 restart = false; |
186 | |
187 // ODEFunc | |
3 | 188 |
4049 | 189 // NOTE: this won't work if LSODE passes copies of the state vector. |
190 // In that case we have to create a temporary vector object | |
191 // and copy. | |
3 | 192 |
4049 | 193 tmp_x = &x; |
194 | |
195 user_fun = function (); | |
196 user_jac = jacobian_function (); | |
197 | |
2343 | 198 ColumnVector xdot = (*user_fun) (x, t); |
199 | |
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200 if (x.numel () != xdot.numel ()) |
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201 { |
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202 // FIXME: Should this be a warning? |
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203 (*current_liboctave_error_handler) |
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204 ("lsode: inconsistent sizes for state and derivative vectors"); |
2343 | 205 |
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206 integration_error = true; |
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207 return retval; |
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208 } |
2343 | 209 |
4049 | 210 ODEFunc::reset = false; |
211 | |
212 // LSODE_options | |
213 | |
214 rel_tol = relative_tolerance (); | |
215 abs_tol = absolute_tolerance (); | |
216 | |
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217 F77_INT abs_tol_len = octave::to_f77_int (abs_tol.numel ()); |
4049 | 218 |
219 if (abs_tol_len == 1) | |
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220 itol = 1; |
4049 | 221 else if (abs_tol_len == n) |
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222 itol = 2; |
4049 | 223 else |
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224 { |
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225 // FIXME: Should this be a warning? |
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226 (*current_liboctave_error_handler) |
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227 ("lsode: inconsistent sizes for state and absolute tolerance vectors"); |
4049 | 228 |
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229 integration_error = true; |
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230 return retval; |
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231 } |
2343 | 232 |
4049 | 233 double iss = initial_step_size (); |
234 if (iss >= 0.0) | |
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235 { |
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236 rwork(4) = iss; |
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237 iopt = 1; |
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238 } |
4049 | 239 |
240 double maxss = maximum_step_size (); | |
241 if (maxss >= 0.0) | |
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242 { |
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243 rwork(5) = maxss; |
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244 iopt = 1; |
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245 } |
4049 | 246 |
247 double minss = minimum_step_size (); | |
248 if (minss >= 0.0) | |
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249 { |
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250 rwork(6) = minss; |
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251 iopt = 1; |
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252 } |
4049 | 253 |
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254 F77_INT sl = octave::to_f77_int (step_limit ()); |
4049 | 255 if (sl > 0) |
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256 { |
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257 iwork(5) = sl; |
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258 iopt = 1; |
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259 } |
4049 | 260 |
261 LSODE_options::reset = false; | |
3 | 262 } |
263 | |
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264 double *px = x.fortran_vec (); |
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265 |
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266 double *pabs_tol = abs_tol.fortran_vec (); |
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267 |
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268 F77_INT *piwork = iwork.fortran_vec (); |
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269 double *prwork = rwork.fortran_vec (); |
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270 |
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271 F77_INT tmp_istate = octave::to_f77_int (istate); |
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272 |
4583 | 273 F77_XFCN (dlsode, DLSODE, (lsode_f, nn, px, t, tout, itol, rel_tol, |
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274 pabs_tol, itask, tmp_istate, iopt, prwork, lrw, |
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275 piwork, liw, lsode_j, method_flag)); |
3 | 276 |
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277 istate = tmp_istate; |
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278 |
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279 switch (istate) |
3 | 280 { |
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281 case 1: // prior to initial integration step. |
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282 case 2: // lsode was successful. |
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283 retval = x; |
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284 t = tout; |
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285 break; |
3996 | 286 |
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287 case -1: // excess work done on this call (perhaps wrong mf). |
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288 case -2: // excess accuracy requested (tolerances too small). |
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289 case -3: // invalid input detected (see printed message). |
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290 case -4: // repeated error test failures (check all inputs). |
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291 case -5: // repeated convergence failures (perhaps bad Jacobian |
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292 // supplied or wrong choice of mf or tolerances). |
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293 case -6: // error weight became zero during problem. (solution |
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294 // component i vanished, and atol or atol(i) = 0.) |
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295 case -13: // return requested in user-supplied function. |
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296 integration_error = true; |
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297 break; |
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298 |
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299 default: |
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300 integration_error = true; |
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301 (*current_liboctave_error_handler) |
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302 ("unrecognized value of istate (= %" OCTAVE_IDX_TYPE_FORMAT ") " |
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303 "returned from lsode", istate); |
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304 break; |
3 | 305 } |
306 | |
1945 | 307 return retval; |
3 | 308 } |
309 | |
3959 | 310 std::string |
311 LSODE::error_message (void) const | |
312 { | |
313 std::string retval; | |
314 | |
5765 | 315 std::ostringstream buf; |
316 buf << t; | |
317 std::string t_curr = buf.str (); | |
4042 | 318 |
3959 | 319 switch (istate) |
320 { | |
321 case 1: | |
3996 | 322 retval = "prior to initial integration step"; |
3959 | 323 break; |
324 | |
325 case 2: | |
326 retval = "successful exit"; | |
327 break; | |
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328 |
3959 | 329 case 3: |
330 retval = "prior to continuation call with modified parameters"; | |
331 break; | |
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332 |
3996 | 333 case -1: |
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334 retval = "excess work on this call (t = " + t_curr + |
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335 "; perhaps wrong integration method)"; |
3996 | 336 break; |
337 | |
338 case -2: | |
339 retval = "excess accuracy requested (tolerances too small)"; | |
340 break; | |
341 | |
342 case -3: | |
343 retval = "invalid input detected (see printed message)"; | |
344 break; | |
345 | |
346 case -4: | |
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347 retval = "repeated error test failures (t = " + t_curr + |
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348 "; check all inputs)"; |
3996 | 349 break; |
350 | |
351 case -5: | |
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352 retval = "repeated convergence failures (t = " + t_curr + |
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353 "; perhaps bad Jacobian supplied or wrong choice of integration method or tolerances)"; |
3996 | 354 break; |
355 | |
356 case -6: | |
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357 retval = "error weight became zero during problem. (t = " + t_curr + |
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358 "; solution component i vanished, and atol or atol(i) == 0)"; |
3996 | 359 break; |
360 | |
361 case -13: | |
4042 | 362 retval = "return requested in user-supplied function (t = " |
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363 + t_curr + ')'; |
3996 | 364 break; |
365 | |
3959 | 366 default: |
367 retval = "unknown error state"; | |
368 break; | |
369 } | |
370 | |
371 return retval; | |
372 } | |
373 | |
3 | 374 Matrix |
1842 | 375 LSODE::do_integrate (const ColumnVector& tout) |
3 | 376 { |
377 Matrix retval; | |
4049 | 378 |
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379 octave_idx_type n_out = tout.numel (); |
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380 F77_INT n = octave::to_f77_int (size ()); |
3 | 381 |
382 if (n_out > 0 && n > 0) | |
383 { | |
384 retval.resize (n_out, n); | |
385 | |
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386 for (F77_INT i = 0; i < n; i++) |
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387 retval.elem (0, i) = x.elem (i); |
3 | 388 |
5275 | 389 for (octave_idx_type j = 1; j < n_out; j++) |
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390 { |
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391 ColumnVector x_next = do_integrate (tout.elem (j)); |
258 | 392 |
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393 if (integration_error) |
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394 return retval; |
258 | 395 |
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396 for (F77_INT i = 0; i < n; i++) |
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397 retval.elem (j, i) = x_next.elem (i); |
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398 } |
3 | 399 } |
400 | |
401 return retval; | |
402 } | |
403 | |
404 Matrix | |
3511 | 405 LSODE::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
3 | 406 { |
407 Matrix retval; | |
4049 | 408 |
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409 octave_idx_type n_out = tout.numel (); |
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410 F77_INT n = octave::to_f77_int (size ()); |
3 | 411 |
412 if (n_out > 0 && n > 0) | |
413 { | |
414 retval.resize (n_out, n); | |
415 | |
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416 for (F77_INT i = 0; i < n; i++) |
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417 retval.elem (0, i) = x.elem (i); |
3 | 418 |
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419 octave_idx_type n_crit = tcrit.numel (); |
3 | 420 |
421 if (n_crit > 0) | |
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422 { |
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423 octave_idx_type i_crit = 0; |
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424 octave_idx_type i_out = 1; |
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425 double next_crit = tcrit.elem (0); |
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426 double next_out; |
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427 while (i_out < n_out) |
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428 { |
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429 bool do_restart = false; |
3 | 430 |
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431 next_out = tout.elem (i_out); |
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432 if (i_crit < n_crit) |
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433 next_crit = tcrit.elem (i_crit); |
3 | 434 |
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435 bool save_output = false; |
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436 double t_out; |
3 | 437 |
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438 if (next_crit == next_out) |
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439 { |
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440 set_stop_time (next_crit); |
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441 t_out = next_out; |
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442 save_output = true; |
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443 i_out++; |
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444 i_crit++; |
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445 do_restart = true; |
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446 } |
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447 else if (next_crit < next_out) |
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448 { |
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449 if (i_crit < n_crit) |
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450 { |
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451 set_stop_time (next_crit); |
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452 t_out = next_crit; |
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453 save_output = false; |
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454 i_crit++; |
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455 do_restart = true; |
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456 } |
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457 else |
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458 { |
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459 clear_stop_time (); |
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460 t_out = next_out; |
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461 save_output = true; |
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462 i_out++; |
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463 } |
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464 } |
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465 else |
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466 { |
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467 set_stop_time (next_crit); |
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468 t_out = next_out; |
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469 save_output = true; |
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470 i_out++; |
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471 } |
3 | 472 |
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473 ColumnVector x_next = do_integrate (t_out); |
3 | 474 |
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475 if (integration_error) |
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476 return retval; |
258 | 477 |
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478 if (save_output) |
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479 { |
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480 for (F77_INT i = 0; i < n; i++) |
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481 retval.elem (i_out-1, i) = x_next.elem (i); |
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482 } |
3 | 483 |
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484 if (do_restart) |
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485 force_restart (); |
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486 } |
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487 } |
3 | 488 else |
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489 { |
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490 retval = do_integrate (tout); |
258 | 491 |
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492 if (integration_error) |
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493 return retval; |
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494 } |
3 | 495 } |
496 | |
497 return retval; | |
498 } |