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1 // ODE.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994, 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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1296
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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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238
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28 #ifdef HAVE_CONFIG_H |
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1192
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29 #include <config.h> |
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30 #endif |
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31 |
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1367
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32 #include <cfloat> |
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33 #include <cmath> |
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34 |
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461
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35 #include <iostream.h> |
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36 |
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37 #include "ODE.h" |
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38 #include "f77-uscore.h" |
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227
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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 ODE::ODE (void) |
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59 { |
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60 n = 0; |
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61 t = 0.0; |
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62 |
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63 stop_time_set = 0; |
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64 stop_time = 0.0; |
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65 |
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258
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66 integration_error = 0; |
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67 restart = 1; |
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68 |
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69 istate = 1; |
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70 itol = 1; |
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71 itask = 1; |
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72 iopt = 0; |
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73 |
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74 liw = 20 + n; |
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75 lrw = 22 + n * (9 + n); |
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76 |
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77 iwork = new int [liw]; |
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78 rwork = new double [lrw]; |
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79 for (int i = 4; i < 9; i++) |
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80 { |
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81 iwork[i] = 0; |
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82 rwork[i] = 0.0; |
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83 } |
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84 |
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461
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85 fun = 0; |
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86 jac = 0; |
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87 } |
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88 |
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89 ODE::ODE (int size) |
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90 { |
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91 n = size; |
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92 t = 0.0; |
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93 |
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94 stop_time_set = 0; |
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95 stop_time = 0.0; |
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96 |
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258
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97 integration_error = 0; |
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98 restart = 1; |
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99 |
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100 istate = 1; |
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101 itol = 1; |
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102 itask = 1; |
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103 iopt = 0; |
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104 |
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105 liw = 20 + n; |
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106 lrw = 22 + n * (9 + n); |
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107 |
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108 iwork = new int [liw]; |
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109 rwork = new double [lrw]; |
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110 for (int i = 4; i < 9; i++) |
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111 { |
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112 iwork[i] = 0; |
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113 rwork[i] = 0.0; |
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114 } |
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115 |
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461
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116 fun = 0; |
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117 jac = 0; |
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118 } |
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119 |
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120 ODE::ODE (const ColumnVector& state, double time, const ODEFunc& f) |
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121 { |
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122 n = state.capacity (); |
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123 t = time; |
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124 x = state; |
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125 |
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126 stop_time_set = 0; |
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127 stop_time = 0.0; |
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128 |
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258
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129 integration_error = 0; |
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130 restart = 1; |
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131 |
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132 istate = 1; |
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133 itol = 1; |
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134 itask = 1; |
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135 iopt = 1; |
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136 |
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137 liw = 20 + n; |
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138 lrw = 22 + n * (9 + n); |
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139 |
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140 iwork = new int [liw]; |
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141 rwork = new double [lrw]; |
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142 for (int i = 4; i < 9; i++) |
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143 { |
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144 iwork[i] = 0; |
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145 rwork[i] = 0.0; |
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146 } |
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147 |
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148 fun = f.function (); |
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149 jac = f.jacobian_function (); |
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150 } |
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151 |
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152 ODE::~ODE (void) |
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153 { |
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154 delete [] rwork; |
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155 delete [] iwork; |
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156 } |
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157 |
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158 int |
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159 lsode_f (const int& neq, const double& time, double *, |
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160 double *deriv, int& ierr) |
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161 { |
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162 ColumnVector tmp_deriv (neq); |
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163 |
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164 // NOTE: this won't work if LSODE passes copies of the state vector. |
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165 // In that case we have to create a temporary vector object |
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166 // and copy. |
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167 |
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168 tmp_deriv = (*user_fun) (*tmp_x, time); |
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169 |
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258
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170 if (tmp_deriv.length () == 0) |
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171 ierr = -1; |
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258
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172 else |
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173 { |
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174 for (int i = 0; i < neq; i++) |
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175 deriv [i] = tmp_deriv.elem (i); |
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176 } |
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177 |
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178 return 0; |
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179 } |
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180 |
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181 int |
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182 lsode_j (const int& neq, const double& time, double *, |
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183 const int&, const int&, double *pd, const int& nrowpd) |
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184 { |
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185 Matrix tmp_jac (neq, neq); |
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186 |
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187 // NOTE: this won't work if LSODE passes copies of the state vector. |
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188 // In that case we have to create a temporary vector object |
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189 // and copy. |
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190 |
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191 tmp_jac = (*user_jac) (*tmp_x, time); |
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192 |
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193 for (int j = 0; j < neq; j++) |
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194 for (int i = 0; i < neq; i++) |
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195 pd [nrowpd * j + i] = tmp_jac (i, j); |
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196 |
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197 return 0; |
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198 } |
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199 |
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200 ColumnVector |
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201 ODE::integrate (double tout) |
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202 { |
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203 if (jac) |
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204 method_flag = 21; |
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205 else |
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206 method_flag = 22; |
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207 |
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208 integration_error = 0; |
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209 |
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210 double *xp = x.fortran_vec (); |
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211 |
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212 // NOTE: this won't work if LSODE passes copies of the state vector. |
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213 // In that case we have to create a temporary vector object |
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214 // and copy. |
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215 |
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216 tmp_x = &x; |
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217 user_fun = fun; |
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218 user_jac = jac; |
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219 |
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220 // Try 5000 steps before giving up. |
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221 |
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222 iwork[5] = 5000; |
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223 int working_too_hard = 0; |
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224 |
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225 if (stop_time_set) |
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226 { |
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227 itask = 4; |
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228 rwork [0] = stop_time; |
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229 } |
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230 else |
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231 { |
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232 itask = 1; |
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233 } |
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234 |
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289
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235 double abs_tol = absolute_tolerance (); |
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236 double rel_tol = relative_tolerance (); |
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237 |
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238 rwork[4] = (initial_step_size () >= 0.0) ? initial_step_size () : 0.0; |
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239 rwork[5] = (maximum_step_size () >= 0.0) ? maximum_step_size () : 0.0; |
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240 rwork[6] = (minimum_step_size () >= 0.0) ? minimum_step_size () : 0.0; |
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241 |
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242 if (restart) |
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243 { |
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244 restart = 0; |
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245 istate = 1; |
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246 } |
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247 |
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248 again: |
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249 |
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250 F77_FCN (lsode, LSODE) (lsode_f, n, xp, t, tout, itol, rel_tol, |
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251 abs_tol, itask, istate, iopt, rwork, lrw, |
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252 iwork, liw, lsode_j, method_flag); |
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253 |
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254 switch (istate) |
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255 { |
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258
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256 case -13: // Return requested in user-supplied function. |
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257 case -6: // error weight became zero during problem. (solution |
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258 // component i vanished, and atol or atol(i) = 0.) |
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259 case -5: // repeated convergence failures (perhaps bad jacobian |
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260 // supplied or wrong choice of mf or tolerances). |
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261 case -4: // repeated error test failures (check all inputs). |
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262 case -3: // illegal input detected (see printed message). |
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263 case -2: // excess accuracy requested (tolerances too small). |
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264 integration_error = 1; |
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265 return ColumnVector (); |
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266 break; |
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267 |
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268 case -1: // excess work done on this call (perhaps wrong mf). |
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269 working_too_hard++; |
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270 if (working_too_hard > 20) |
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271 { |
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227
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272 (*current_liboctave_error_handler) |
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273 ("giving up after more than %d steps attempted in lsode", |
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274 iwork[5] * 20); |
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275 integration_error = 1; |
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227
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276 return ColumnVector (); |
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277 } |
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278 else |
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279 { |
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280 istate = 2; |
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281 goto again; |
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282 } |
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283 break; |
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284 |
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285 case 2: // lsode was successful |
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286 break; |
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287 |
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288 default: |
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289 // Error? |
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290 break; |
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291 } |
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292 |
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293 t = tout; |
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294 |
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295 return x; |
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296 } |
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297 |
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298 void |
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299 ODE::integrate (int nsteps, double tstep, ostream& s) |
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300 { |
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301 int time_to_quit = 0; |
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302 double tout = t; |
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303 |
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304 s << t << " " << x << "\n"; |
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305 |
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306 for (int i = 0; i < nsteps; i++) |
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307 { |
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308 tout += tstep; |
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309 if (stop_time_set && tout > stop_time) |
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310 { |
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311 tout = stop_time; |
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312 time_to_quit = 1; |
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313 } |
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314 |
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315 x = integrate (tout); |
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316 |
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317 s << t << " " << x << "\n"; |
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318 |
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319 if (time_to_quit) |
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320 return; |
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321 } |
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322 } |
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323 |
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324 Matrix |
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325 ODE::integrate (const ColumnVector& tout) |
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326 { |
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327 Matrix retval; |
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328 int n_out = tout.capacity (); |
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329 |
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330 if (n_out > 0 && n > 0) |
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331 { |
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332 retval.resize (n_out, n); |
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333 |
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334 for (int i = 0; i < n; i++) |
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335 retval.elem (0, i) = x.elem (i); |
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336 |
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337 for (int j = 1; j < n_out; j++) |
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338 { |
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339 ColumnVector x_next = integrate (tout.elem (j)); |
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340 |
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341 if (integration_error) |
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342 return retval; |
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343 |
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344 for (int i = 0; i < n; i++) |
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345 retval.elem (j, i) = x_next.elem (i); |
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346 } |
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347 } |
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348 |
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349 return retval; |
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350 } |
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351 |
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352 Matrix |
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353 ODE::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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354 { |
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355 Matrix retval; |
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356 int n_out = tout.capacity (); |
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357 |
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358 if (n_out > 0 && n > 0) |
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359 { |
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360 retval.resize (n_out, n); |
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361 |
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362 for (int i = 0; i < n; i++) |
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363 retval.elem (0, i) = x.elem (i); |
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364 |
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365 int n_crit = tcrit.capacity (); |
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366 |
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367 if (n_crit > 0) |
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368 { |
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369 int i_crit = 0; |
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370 int i_out = 1; |
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371 double next_crit = tcrit.elem (0); |
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372 double next_out; |
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373 while (i_out < n_out) |
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374 { |
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375 int do_restart = 0; |
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376 |
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377 next_out = tout.elem (i_out); |
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378 if (i_crit < n_crit) |
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379 next_crit = tcrit.elem (i_crit); |
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380 |
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381 int save_output; |
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382 double t_out; |
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383 |
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384 if (next_crit == next_out) |
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385 { |
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386 set_stop_time (next_crit); |
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387 t_out = next_out; |
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388 save_output = 1; |
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389 i_out++; |
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390 i_crit++; |
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391 do_restart = 1; |
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392 } |
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393 else if (next_crit < next_out) |
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394 { |
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395 if (i_crit < n_crit) |
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396 { |
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397 set_stop_time (next_crit); |
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398 t_out = next_crit; |
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399 save_output = 0; |
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400 i_crit++; |
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401 do_restart = 1; |
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402 } |
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403 else |
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404 { |
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405 clear_stop_time (); |
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406 t_out = next_out; |
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407 save_output = 1; |
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408 i_out++; |
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409 } |
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410 } |
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411 else |
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412 { |
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413 set_stop_time (next_crit); |
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414 t_out = next_out; |
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415 save_output = 1; |
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416 i_out++; |
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417 } |
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418 |
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419 ColumnVector x_next = integrate (t_out); |
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420 |
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258
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421 if (integration_error) |
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422 return retval; |
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423 |
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424 if (save_output) |
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425 { |
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426 for (int i = 0; i < n; i++) |
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427 retval.elem (i_out-1, i) = x_next.elem (i); |
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428 } |
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429 |
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430 if (do_restart) |
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431 force_restart (); |
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432 } |
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433 } |
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434 else |
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258
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435 { |
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436 retval = integrate (tout); |
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437 |
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438 if (integration_error) |
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439 return retval; |
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440 } |
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441 } |
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442 |
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443 return retval; |
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444 } |
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445 |
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446 int |
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447 ODE::size (void) const |
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448 { |
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449 return n; |
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450 } |
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451 |
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452 ColumnVector |
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453 ODE::state (void) const |
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454 { |
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455 return x; |
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456 } |
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457 |
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458 double ODE::time (void) const |
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459 { |
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460 return t; |
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461 } |
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462 |
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463 void |
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464 ODE::force_restart (void) |
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465 { |
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466 restart = 1; |
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467 } |
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468 |
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469 void |
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470 ODE::initialize (const ColumnVector& state, double time) |
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471 { |
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472 restart = 1; |
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473 x = state; |
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474 t = time; |
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475 } |
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476 |
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477 void |
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478 ODE::set_stop_time (double time) |
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479 { |
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480 stop_time_set = 1; |
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481 stop_time = time; |
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482 } |
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483 |
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484 void |
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485 ODE::clear_stop_time (void) |
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486 { |
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487 stop_time_set = 0; |
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488 } |
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489 |
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289
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490 ODE_options::ODE_options (void) |
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491 { |
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492 init (); |
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493 } |
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494 |
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495 ODE_options::ODE_options (const ODE_options& opt) |
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496 { |
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497 copy (opt); |
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498 } |
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499 |
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500 ODE_options& |
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501 ODE_options::operator = (const ODE_options& opt) |
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502 { |
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503 if (this != &opt) |
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504 copy (opt); |
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505 |
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506 return *this; |
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507 } |
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508 |
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509 ODE_options::~ODE_options (void) |
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510 { |
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511 } |
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512 |
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513 void |
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514 ODE_options::init (void) |
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515 { |
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516 double sqrt_eps = sqrt (DBL_EPSILON); |
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517 x_absolute_tolerance = sqrt_eps; |
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518 x_initial_step_size = -1.0; |
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519 x_maximum_step_size = -1.0; |
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520 x_minimum_step_size = 0.0; |
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521 x_relative_tolerance = sqrt_eps; |
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522 } |
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523 |
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524 void |
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525 ODE_options::copy (const ODE_options& opt) |
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526 { |
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527 x_absolute_tolerance = opt.x_absolute_tolerance; |
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528 x_initial_step_size = opt.x_initial_step_size; |
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529 x_maximum_step_size = opt.x_maximum_step_size; |
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530 x_minimum_step_size = opt.x_minimum_step_size; |
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531 x_relative_tolerance = opt.x_relative_tolerance; |
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532 } |
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533 |
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534 void |
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535 ODE_options::set_default_options (void) |
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536 { |
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537 init (); |
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538 } |
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539 |
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540 void |
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541 ODE_options::set_absolute_tolerance (double val) |
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542 { |
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543 x_absolute_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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544 } |
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545 |
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546 void |
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547 ODE_options::set_initial_step_size (double val) |
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548 { |
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549 x_initial_step_size = (val >= 0.0) ? val : -1.0; |
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550 } |
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551 |
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552 void |
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553 ODE_options::set_maximum_step_size (double val) |
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554 { |
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555 x_maximum_step_size = (val >= 0.0) ? val : -1.0; |
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556 } |
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557 |
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558 void |
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559 ODE_options::set_minimum_step_size (double val) |
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560 { |
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561 x_minimum_step_size = (val >= 0.0) ? val : 0.0; |
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562 } |
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563 |
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564 void |
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565 ODE_options::set_relative_tolerance (double val) |
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566 { |
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567 x_relative_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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568 } |
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569 |
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570 double |
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571 ODE_options::absolute_tolerance (void) |
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572 { |
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573 return x_absolute_tolerance; |
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574 } |
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575 |
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576 double |
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577 ODE_options::initial_step_size (void) |
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578 { |
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579 return x_initial_step_size; |
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580 } |
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581 |
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582 double |
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583 ODE_options::maximum_step_size (void) |
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584 { |
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585 return x_maximum_step_size; |
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586 } |
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587 |
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588 double |
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589 ODE_options::minimum_step_size (void) |
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590 { |
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591 return x_minimum_step_size; |
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592 } |
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593 |
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594 double |
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595 ODE_options::relative_tolerance (void) |
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596 { |
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597 return x_relative_tolerance; |
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598 } |
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599 |
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3
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600 /* |
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601 ;;; Local Variables: *** |
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602 ;;; mode: C++ *** |
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603 ;;; page-delimiter: "^/\\*" *** |
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604 ;;; End: *** |
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605 */ |
