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1 // LSODE.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994, 1995 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, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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21 |
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22 */ |
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23 |
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24 #if defined (__GNUG__) |
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25 #pragma implementation |
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26 #endif |
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27 |
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28 #ifdef HAVE_CONFIG_H |
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29 #include <config.h> |
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30 #endif |
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31 |
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32 #include <cfloat> |
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33 #include <cmath> |
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34 |
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35 #include <iostream.h> |
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36 |
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37 #include "LSODE.h" |
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38 #include "f77-fcn.h" |
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39 #include "lo-error.h" |
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40 |
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41 extern "C" |
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42 { |
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43 int F77_FCN (lsode, LSODE) (int (*)(const int&, const double&, |
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44 double*, double*, int&), |
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45 int&, double*, double&, double&, int&, |
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46 double&, double&, int&, int&, int&, |
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47 double*, int&, int*, int&, |
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48 int (*)(const int&, const double&, |
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49 double*, const int&, const int&, |
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50 double*, const int&), |
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51 int&); |
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52 } |
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53 |
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532
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54 static ODEFunc::ODERHSFunc user_fun; |
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55 static ODEFunc::ODEJacFunc user_jac; |
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56 static ColumnVector *tmp_x; |
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57 |
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58 LSODE::LSODE (void) : ODE (), LSODE_options () |
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59 { |
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60 n = size (); |
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61 |
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62 stop_time_set = 0; |
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63 stop_time = 0.0; |
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64 |
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65 integration_error = 0; |
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66 restart = 1; |
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67 |
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68 istate = 1; |
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69 itol = 1; |
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70 itask = 1; |
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71 iopt = 0; |
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72 |
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73 liw = 20 + n; |
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74 lrw = 22 + n * (9 + n); |
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75 |
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76 iwork = new int [liw]; |
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77 rwork = new double [lrw]; |
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78 for (int i = 4; i < 9; i++) |
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79 { |
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80 iwork[i] = 0; |
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81 rwork[i] = 0.0; |
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82 } |
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83 } |
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84 |
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85 LSODE::LSODE (const ColumnVector& state, double time, const ODEFunc& f) |
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86 : ODE (state, time, f), LSODE_options () |
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87 { |
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88 n = size (); |
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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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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 |
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113 LSODE::~LSODE (void) |
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114 { |
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115 delete [] rwork; |
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116 delete [] iwork; |
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117 } |
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118 |
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119 void |
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120 LSODE::force_restart (void) |
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121 { |
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122 restart = 1; |
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123 } |
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124 |
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125 void |
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126 LSODE::set_stop_time (double time) |
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127 { |
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128 stop_time_set = 1; |
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129 stop_time = time; |
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130 } |
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131 |
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132 void |
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133 LSODE::clear_stop_time (void) |
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134 { |
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135 stop_time_set = 0; |
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136 } |
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137 |
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138 int |
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139 lsode_f (const int& neq, const double& time, double *, |
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140 double *deriv, int& ierr) |
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141 { |
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142 ColumnVector tmp_deriv (neq); |
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143 |
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144 // NOTE: this won't work if LSODE passes copies of the state vector. |
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145 // In that case we have to create a temporary vector object |
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146 // and copy. |
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147 |
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148 tmp_deriv = (*user_fun) (*tmp_x, time); |
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149 |
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258
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150 if (tmp_deriv.length () == 0) |
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151 ierr = -1; |
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258
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152 else |
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153 { |
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154 for (int i = 0; i < neq; i++) |
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155 deriv [i] = tmp_deriv.elem (i); |
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156 } |
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157 |
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158 return 0; |
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159 } |
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160 |
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161 int |
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162 lsode_j (const int& neq, const double& time, double *, |
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163 const int&, const int&, double *pd, const int& nrowpd) |
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164 { |
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165 Matrix tmp_jac (neq, neq); |
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166 |
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167 // NOTE: this won't work if LSODE passes copies of the state vector. |
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168 // In that case we have to create a temporary vector object |
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169 // and copy. |
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170 |
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171 tmp_jac = (*user_jac) (*tmp_x, time); |
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172 |
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173 for (int j = 0; j < neq; j++) |
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174 for (int i = 0; i < neq; i++) |
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175 pd [nrowpd * j + i] = tmp_jac (i, j); |
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176 |
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177 return 0; |
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178 } |
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179 |
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180 ColumnVector |
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181 LSODE::do_integrate (double tout) |
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182 { |
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183 if (jac) |
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184 method_flag = 21; |
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185 else |
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186 method_flag = 22; |
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187 |
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188 integration_error = 0; |
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189 |
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190 double *xp = x.fortran_vec (); |
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191 |
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192 // NOTE: this won't work if LSODE passes copies of the state vector. |
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193 // In that case we have to create a temporary vector object |
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194 // and copy. |
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195 |
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196 tmp_x = &x; |
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197 user_fun = function (); |
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198 user_jac = jacobian_function (); |
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199 |
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200 // Try 5000 steps before giving up. |
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201 |
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202 iwork[5] = 5000; |
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203 int working_too_hard = 0; |
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204 |
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205 if (stop_time_set) |
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206 { |
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207 itask = 4; |
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208 rwork [0] = stop_time; |
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209 } |
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210 else |
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211 { |
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212 itask = 1; |
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213 } |
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214 |
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215 double abs_tol = absolute_tolerance (); |
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216 double rel_tol = relative_tolerance (); |
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217 |
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218 rwork[4] = (initial_step_size () >= 0.0) ? initial_step_size () : 0.0; |
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219 rwork[5] = (maximum_step_size () >= 0.0) ? maximum_step_size () : 0.0; |
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220 rwork[6] = (minimum_step_size () >= 0.0) ? minimum_step_size () : 0.0; |
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221 |
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222 if (restart) |
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223 { |
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224 restart = 0; |
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225 istate = 1; |
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226 } |
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227 |
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228 again: |
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229 |
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230 F77_FCN (lsode, LSODE) (lsode_f, n, xp, t, tout, itol, rel_tol, |
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231 abs_tol, itask, istate, iopt, rwork, lrw, |
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232 iwork, liw, lsode_j, method_flag); |
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233 |
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234 switch (istate) |
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235 { |
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236 case -13: // Return requested in user-supplied function. |
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237 case -6: // error weight became zero during problem. (solution |
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238 // component i vanished, and atol or atol(i) = 0.) |
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239 case -5: // repeated convergence failures (perhaps bad jacobian |
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240 // supplied or wrong choice of mf or tolerances). |
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241 case -4: // repeated error test failures (check all inputs). |
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242 case -3: // illegal input detected (see printed message). |
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243 case -2: // excess accuracy requested (tolerances too small). |
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244 integration_error = 1; |
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245 return ColumnVector (); |
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246 break; |
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247 |
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248 case -1: // excess work done on this call (perhaps wrong mf). |
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249 working_too_hard++; |
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250 if (working_too_hard > 20) |
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251 { |
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252 (*current_liboctave_error_handler) |
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253 ("giving up after more than %d steps attempted in lsode", |
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254 iwork[5] * 20); |
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255 integration_error = 1; |
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256 return ColumnVector (); |
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257 } |
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258 else |
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259 { |
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260 istate = 2; |
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261 goto again; |
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262 } |
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263 break; |
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264 |
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265 case 2: // lsode was successful |
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266 break; |
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267 |
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268 default: |
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269 // Error? |
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270 break; |
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271 } |
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272 |
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273 t = tout; |
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274 |
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275 return x; |
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276 } |
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277 |
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278 #if 0 |
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279 void |
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280 LSODE::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 #endif |
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305 |
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306 Matrix |
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307 LSODE::do_integrate (const ColumnVector& tout) |
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308 { |
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309 Matrix retval; |
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310 int n_out = tout.capacity (); |
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311 |
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312 if (n_out > 0 && n > 0) |
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313 { |
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314 retval.resize (n_out, n); |
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315 |
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316 for (int i = 0; i < n; i++) |
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317 retval.elem (0, i) = x.elem (i); |
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318 |
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319 for (int j = 1; j < n_out; j++) |
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320 { |
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321 ColumnVector x_next = do_integrate (tout.elem (j)); |
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322 |
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323 if (integration_error) |
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324 return retval; |
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325 |
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326 for (int i = 0; i < n; i++) |
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327 retval.elem (j, i) = x_next.elem (i); |
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328 } |
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329 } |
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330 |
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331 return retval; |
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332 } |
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333 |
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334 Matrix |
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335 LSODE::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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336 { |
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337 Matrix retval; |
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338 int n_out = tout.capacity (); |
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339 |
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340 if (n_out > 0 && n > 0) |
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341 { |
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342 retval.resize (n_out, n); |
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343 |
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344 for (int i = 0; i < n; i++) |
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345 retval.elem (0, i) = x.elem (i); |
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346 |
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347 int n_crit = tcrit.capacity (); |
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348 |
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349 if (n_crit > 0) |
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350 { |
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351 int i_crit = 0; |
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352 int i_out = 1; |
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353 double next_crit = tcrit.elem (0); |
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354 double next_out; |
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355 while (i_out < n_out) |
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356 { |
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357 int do_restart = 0; |
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358 |
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359 next_out = tout.elem (i_out); |
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360 if (i_crit < n_crit) |
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361 next_crit = tcrit.elem (i_crit); |
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362 |
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363 int save_output; |
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364 double t_out; |
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365 |
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366 if (next_crit == next_out) |
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367 { |
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368 set_stop_time (next_crit); |
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369 t_out = next_out; |
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370 save_output = 1; |
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371 i_out++; |
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372 i_crit++; |
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373 do_restart = 1; |
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374 } |
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375 else if (next_crit < next_out) |
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376 { |
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377 if (i_crit < n_crit) |
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378 { |
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379 set_stop_time (next_crit); |
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380 t_out = next_crit; |
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381 save_output = 0; |
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382 i_crit++; |
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383 do_restart = 1; |
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384 } |
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385 else |
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386 { |
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387 clear_stop_time (); |
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388 t_out = next_out; |
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389 save_output = 1; |
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390 i_out++; |
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391 } |
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392 } |
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393 else |
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394 { |
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395 set_stop_time (next_crit); |
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396 t_out = next_out; |
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397 save_output = 1; |
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398 i_out++; |
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399 } |
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400 |
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401 ColumnVector x_next = do_integrate (t_out); |
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402 |
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258
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403 if (integration_error) |
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404 return retval; |
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405 |
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406 if (save_output) |
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407 { |
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408 for (int i = 0; i < n; i++) |
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409 retval.elem (i_out-1, i) = x_next.elem (i); |
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410 } |
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411 |
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412 if (do_restart) |
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413 force_restart (); |
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414 } |
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415 } |
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416 else |
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258
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417 { |
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418 retval = do_integrate (tout); |
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258
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419 |
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420 if (integration_error) |
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421 return retval; |
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422 } |
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423 } |
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424 |
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425 return retval; |
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426 } |
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427 |
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428 LSODE_options::LSODE_options (void) |
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289
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429 { |
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430 init (); |
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431 } |
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432 |
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433 LSODE_options::LSODE_options (const LSODE_options& opt) |
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289
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434 { |
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435 copy (opt); |
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436 } |
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437 |
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438 LSODE_options& |
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439 LSODE_options::operator = (const LSODE_options& opt) |
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289
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440 { |
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441 if (this != &opt) |
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442 copy (opt); |
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443 |
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444 return *this; |
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445 } |
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446 |
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447 LSODE_options::~LSODE_options (void) |
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289
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448 { |
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449 } |
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450 |
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451 void |
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452 LSODE_options::init (void) |
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289
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453 { |
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454 double sqrt_eps = sqrt (DBL_EPSILON); |
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455 x_absolute_tolerance = sqrt_eps; |
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456 x_initial_step_size = -1.0; |
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457 x_maximum_step_size = -1.0; |
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458 x_minimum_step_size = 0.0; |
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459 x_relative_tolerance = sqrt_eps; |
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460 } |
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461 |
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462 void |
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1842
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463 LSODE_options::copy (const LSODE_options& opt) |
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289
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464 { |
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465 x_absolute_tolerance = opt.x_absolute_tolerance; |
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466 x_initial_step_size = opt.x_initial_step_size; |
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467 x_maximum_step_size = opt.x_maximum_step_size; |
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468 x_minimum_step_size = opt.x_minimum_step_size; |
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469 x_relative_tolerance = opt.x_relative_tolerance; |
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470 } |
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471 |
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472 void |
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1842
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473 LSODE_options::set_default_options (void) |
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289
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474 { |
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475 init (); |
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476 } |
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477 |
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478 void |
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1842
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479 LSODE_options::set_absolute_tolerance (double val) |
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289
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480 { |
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481 x_absolute_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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482 } |
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483 |
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484 void |
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1842
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485 LSODE_options::set_initial_step_size (double val) |
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289
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486 { |
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487 x_initial_step_size = (val >= 0.0) ? val : -1.0; |
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488 } |
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489 |
|
|
490 void |
|
1842
|
491 LSODE_options::set_maximum_step_size (double val) |
|
289
|
492 { |
|
|
493 x_maximum_step_size = (val >= 0.0) ? val : -1.0; |
|
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494 } |
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|
495 |
|
|
496 void |
|
1842
|
497 LSODE_options::set_minimum_step_size (double val) |
|
289
|
498 { |
|
|
499 x_minimum_step_size = (val >= 0.0) ? val : 0.0; |
|
|
500 } |
|
|
501 |
|
|
502 void |
|
1842
|
503 LSODE_options::set_relative_tolerance (double val) |
|
289
|
504 { |
|
|
505 x_relative_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
|
|
506 } |
|
|
507 |
|
|
508 double |
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1842
|
509 LSODE_options::absolute_tolerance (void) |
|
289
|
510 { |
|
|
511 return x_absolute_tolerance; |
|
|
512 } |
|
|
513 |
|
|
514 double |
|
1842
|
515 LSODE_options::initial_step_size (void) |
|
289
|
516 { |
|
|
517 return x_initial_step_size; |
|
|
518 } |
|
|
519 |
|
|
520 double |
|
1842
|
521 LSODE_options::maximum_step_size (void) |
|
289
|
522 { |
|
|
523 return x_maximum_step_size; |
|
|
524 } |
|
|
525 |
|
|
526 double |
|
1842
|
527 LSODE_options::minimum_step_size (void) |
|
289
|
528 { |
|
|
529 return x_minimum_step_size; |
|
|
530 } |
|
|
531 |
|
|
532 double |
|
1842
|
533 LSODE_options::relative_tolerance (void) |
|
289
|
534 { |
|
|
535 return x_relative_tolerance; |
|
|
536 } |
|
|
537 |
|
3
|
538 /* |
|
|
539 ;;; Local Variables: *** |
|
|
540 ;;; mode: C++ *** |
|
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541 ;;; page-delimiter: "^/\\*" *** |
|
|
542 ;;; End: *** |
|
|
543 */ |
