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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 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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24 #ifdef __GNUG__ |
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25 #pragma implementation |
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26 #endif |
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27 |
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28 #include <iostream.h> |
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29 #include "ODE.h" |
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30 #include "f77-uscore.h" |
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31 #include "lo-error.h" |
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32 |
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33 extern "C" |
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34 { |
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35 int F77_FCN (lsode) (int (*)(), int *, double *, double *, double *, |
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36 int *, double *, double *, int *, int *, int *, |
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37 double *, int *, int *, int *, int (*)(), int *); |
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38 } |
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39 |
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40 static ColumnVector (*user_fun) (ColumnVector&, double); |
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41 static Matrix (*user_jac) (ColumnVector&, double); |
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42 static ColumnVector *tmp_x; |
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43 |
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44 ODE::ODE (void) |
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45 { |
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46 n = 0; |
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47 t = 0.0; |
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48 |
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49 absolute_tolerance = 1.0e-6; |
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50 relative_tolerance = 1.0e-6; |
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51 |
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52 stop_time_set = 0; |
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53 stop_time = 0.0; |
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54 |
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55 restart = 1; |
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56 |
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57 istate = 1; |
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58 itol = 1; |
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59 itask = 1; |
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60 iopt = 0; |
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61 |
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62 liw = 20 + n; |
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63 lrw = 22 + n * (9 + n); |
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64 |
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65 iwork = new int [liw]; |
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66 rwork = new double [lrw]; |
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67 for (int i = 4; i < 9; i++) |
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68 { |
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69 iwork[i] = 0; |
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70 rwork[i] = 0.0; |
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71 } |
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72 |
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73 fun = NULL; |
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74 jac = NULL; |
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75 } |
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76 |
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77 ODE::ODE (int size) |
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78 { |
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79 n = size; |
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80 t = 0.0; |
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81 |
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82 absolute_tolerance = 1.0e-6; |
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83 relative_tolerance = 1.0e-6; |
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84 |
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85 stop_time_set = 0; |
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86 stop_time = 0.0; |
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87 |
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88 restart = 1; |
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89 |
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90 istate = 1; |
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91 itol = 1; |
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92 itask = 1; |
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93 iopt = 0; |
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94 |
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95 liw = 20 + n; |
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96 lrw = 22 + n * (9 + n); |
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97 |
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98 iwork = new int [liw]; |
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99 rwork = new double [lrw]; |
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100 for (int i = 4; i < 9; i++) |
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101 { |
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102 iwork[i] = 0; |
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103 rwork[i] = 0.0; |
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104 } |
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105 |
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106 fun = NULL; |
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107 jac = NULL; |
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108 } |
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109 |
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110 ODE::ODE (const ColumnVector& state, double time, const ODEFunc& f) |
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111 { |
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112 n = state.capacity (); |
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113 t = time; |
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114 x = state; |
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115 |
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116 absolute_tolerance = 1.0e-6; |
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117 relative_tolerance = 1.0e-6; |
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118 |
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119 stop_time_set = 0; |
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120 stop_time = 0.0; |
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121 |
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122 restart = 1; |
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123 |
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124 istate = 1; |
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125 itol = 1; |
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126 itask = 1; |
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127 iopt = 0; |
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128 |
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129 liw = 20 + n; |
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130 lrw = 22 + n * (9 + n); |
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131 |
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132 iwork = new int [liw]; |
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133 rwork = new double [lrw]; |
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134 for (int i = 4; i < 9; i++) |
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135 { |
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136 iwork[i] = 0; |
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137 rwork[i] = 0.0; |
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138 } |
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139 |
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140 fun = f.function (); |
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141 jac = f.jacobian_function (); |
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142 } |
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143 |
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144 ODE::~ODE (void) |
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145 { |
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146 delete [] rwork; |
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147 delete [] iwork; |
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148 } |
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149 |
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150 int |
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151 lsode_f (int *neq, double *time, double *state, double *deriv) |
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152 { |
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153 int nn = *neq; |
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154 ColumnVector tmp_deriv (nn); |
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155 |
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156 /* |
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157 * NOTE: this won't work if LSODE passes copies of the state vector. |
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158 * In that case we have to create a temporary vector object |
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159 * and copy. |
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160 */ |
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161 tmp_deriv = (*user_fun) (*tmp_x, *time); |
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162 |
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163 for (int i = 0; i < nn; i++) |
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164 deriv [i] = tmp_deriv.elem (i); |
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165 |
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166 return 0; |
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167 } |
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168 |
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169 int |
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170 lsode_j (int *neq, double *time, double *state, int *ml, int *mu, |
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171 double *pd, int *nrowpd) |
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172 { |
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173 int nn = *neq; |
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174 Matrix tmp_jac (nn, nn); |
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175 |
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176 /* |
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177 * NOTE: this won't work if LSODE passes copies of the state vector. |
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178 * In that case we have to create a temporary vector object |
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179 * and copy. |
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180 */ |
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181 tmp_jac = (*user_jac) (*tmp_x, *time); |
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182 |
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183 for (int j = 0; j < nn; j++) |
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184 for (int i = 0; i < nn; i++) |
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185 pd [*nrowpd * j + i] = tmp_jac (i, j); |
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186 |
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187 return 0; |
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188 } |
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189 |
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190 ColumnVector |
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191 ODE::integrate (double tout) |
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192 { |
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193 if (jac == NULL) |
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194 method_flag = 22; |
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195 else |
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196 method_flag = 21; |
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197 |
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198 double *xp = x.fortran_vec (); |
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199 |
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200 // NOTE: this won't work if LSODE passes copies of the state vector. |
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201 // In that case we have to create a temporary vector object |
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202 // and copy. |
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203 |
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204 tmp_x = &x; |
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205 user_fun = fun; |
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206 user_jac = jac; |
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207 |
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208 // Try 5000 steps before giving up. |
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209 |
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210 iwork[5] = 5000; |
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211 int working_too_hard = 0; |
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212 |
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213 if (stop_time_set) |
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214 { |
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215 iopt = 1; |
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216 itask = 4; |
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217 rwork [0] = stop_time; |
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218 } |
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219 else |
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220 { |
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221 iopt = 0; |
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222 itask = 1; |
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223 } |
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224 |
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225 if (restart) |
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226 { |
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227 restart = 0; |
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228 istate = 1; |
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229 } |
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230 |
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231 again: |
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232 |
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233 (void) F77_FCN (lsode) (lsode_f, &n, xp, &t, &tout, &itol, |
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234 &relative_tolerance, &absolute_tolerance, |
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235 &itask, &istate, &iopt, rwork, &lrw, iwork, |
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236 &liw, lsode_j, &method_flag); |
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237 |
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238 switch (istate) |
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239 { |
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240 case -6: // error weight became zero during problem. (solution |
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241 // component i vanished, and atol or atol(i) = 0.) |
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242 break; |
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243 case -5: // repeated convergence failures (perhaps bad jacobian |
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244 // supplied or wrong choice of mf or tolerances). |
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245 break; |
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246 case -4: // repeated error test failures (check all inputs). |
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247 break; |
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248 case -3: // illegal input detected (see printed message). |
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249 break; |
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250 case -2: // excess accuracy requested (tolerances too small). |
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251 break; |
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252 case -1: // excess work done on this call (perhaps wrong mf). |
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253 working_too_hard++; |
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254 if (working_too_hard > 20) |
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255 { |
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256 (*current_liboctave_error_handler) |
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257 ("giving up after more than %d steps attempted in lsode", |
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258 iwork[5] * 20); |
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259 return ColumnVector (); |
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260 } |
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261 else |
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262 { |
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263 istate = 2; |
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264 goto again; |
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265 } |
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266 break; |
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267 case 2: // lsode was successful |
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268 break; |
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269 default: |
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270 // Error? |
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271 break; |
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272 } |
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273 |
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274 t = tout; |
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275 |
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276 return x; |
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277 } |
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278 |
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279 void |
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280 ODE::integrate (int nsteps, double tstep, ostream& s) |
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281 { |
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282 int time_to_quit = 0; |
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283 double tout = t; |
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284 |
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285 s << t << " " << x << "\n"; |
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286 |
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287 for (int i = 0; i < nsteps; i++) |
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288 { |
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289 tout += tstep; |
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290 if (stop_time_set && tout > stop_time) |
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291 { |
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292 tout = stop_time; |
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293 time_to_quit = 1; |
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294 } |
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295 |
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296 x = integrate (tout); |
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297 |
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298 s << t << " " << x << "\n"; |
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299 |
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300 if (time_to_quit) |
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301 return; |
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302 } |
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303 } |
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304 |
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305 Matrix |
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306 ODE::integrate (const ColumnVector& tout) |
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307 { |
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308 Matrix retval; |
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309 int n_out = tout.capacity (); |
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310 |
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311 if (n_out > 0 && n > 0) |
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312 { |
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313 retval.resize (n_out, n); |
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314 |
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315 for (int i = 0; i < n; i++) |
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316 retval.elem (0, i) = x.elem (i); |
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317 |
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318 for (int j = 1; j < n_out; j++) |
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319 { |
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320 ColumnVector x_next = integrate (tout.elem (j)); |
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321 for (i = 0; i < n; i++) |
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322 retval.elem (j, i) = x_next.elem (i); |
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323 } |
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324 } |
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325 |
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326 return retval; |
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327 } |
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328 |
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329 Matrix |
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330 ODE::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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331 { |
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332 Matrix retval; |
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333 int n_out = tout.capacity (); |
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334 |
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335 if (n_out > 0 && n > 0) |
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336 { |
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337 retval.resize (n_out, n); |
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338 |
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339 for (int i = 0; i < n; i++) |
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340 retval.elem (0, i) = x.elem (i); |
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341 |
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342 int n_crit = tcrit.capacity (); |
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343 |
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344 if (n_crit > 0) |
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345 { |
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346 int i_crit = 0; |
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347 int i_out = 1; |
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348 double next_crit = tcrit.elem (0); |
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349 double next_out; |
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350 while (i_out < n_out) |
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351 { |
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352 int do_restart = 0; |
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353 |
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354 next_out = tout.elem (i_out); |
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355 if (i_crit < n_crit) |
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356 next_crit = tcrit.elem (i_crit); |
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357 |
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358 int save_output; |
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359 double t_out; |
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360 |
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361 if (next_crit == next_out) |
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362 { |
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363 set_stop_time (next_crit); |
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364 t_out = next_out; |
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365 save_output = 1; |
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366 i_out++; |
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367 i_crit++; |
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368 do_restart = 1; |
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369 } |
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370 else if (next_crit < next_out) |
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371 { |
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372 if (i_crit < n_crit) |
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373 { |
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374 set_stop_time (next_crit); |
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375 t_out = next_crit; |
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376 save_output = 0; |
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377 i_crit++; |
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378 do_restart = 1; |
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379 } |
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380 else |
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381 { |
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382 clear_stop_time (); |
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383 t_out = next_out; |
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384 save_output = 1; |
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385 i_out++; |
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386 } |
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387 } |
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388 else |
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389 { |
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390 set_stop_time (next_crit); |
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391 t_out = next_out; |
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392 save_output = 1; |
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393 i_out++; |
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394 } |
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395 |
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396 ColumnVector x_next = integrate (t_out); |
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397 |
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398 if (save_output) |
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399 { |
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400 for (i = 0; i < n; i++) |
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401 retval.elem (i_out-1, i) = x_next.elem (i); |
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402 } |
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403 |
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404 if (do_restart) |
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405 force_restart (); |
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406 } |
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407 } |
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408 else |
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409 retval = integrate (tout); |
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410 } |
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411 |
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412 return retval; |
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413 } |
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414 |
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415 int |
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416 ODE::size (void) const |
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417 { |
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418 return n; |
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419 } |
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420 |
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421 ColumnVector |
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422 ODE::state (void) const |
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423 { |
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424 return x; |
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425 } |
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426 |
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427 double ODE::time (void) const |
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428 { |
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429 return t; |
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430 } |
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431 |
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432 void |
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433 ODE::force_restart (void) |
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434 { |
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435 restart = 1; |
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436 } |
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437 |
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438 void |
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439 ODE::initialize (const ColumnVector& state, double time) |
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440 { |
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441 restart = 1; |
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442 x = state; |
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443 t = time; |
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444 } |
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445 |
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446 void |
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447 ODE::set_stop_time (double time) |
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448 { |
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449 stop_time_set = 1; |
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450 stop_time = time; |
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451 } |
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452 |
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453 void |
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454 ODE::clear_stop_time (void) |
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455 { |
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456 stop_time_set = 0; |
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457 } |
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458 |
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459 /* |
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460 ;;; Local Variables: *** |
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461 ;;; mode: C++ *** |
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462 ;;; page-delimiter: "^/\\*" *** |
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463 ;;; End: *** |
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464 */ |
