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1 // DAE.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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29 #include <config.h> |
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30 #endif |
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31 |
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32 #include "DAE.h" |
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238
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33 #include "f77-uscore.h" |
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227
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34 #include "lo-error.h" |
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35 |
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36 extern "C" |
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37 { |
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38 int F77_FCN (ddassl, DDASSL) (int (*)(const double&, double*, |
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39 double*, double*, int&, |
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40 double*, int*), |
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41 const int&, double&, double*, double*, |
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42 double&, const int*, const double&, |
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43 const double&, int&, double*, |
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44 const int&, int*, const int&, |
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45 const double*, const int*, |
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46 int (*)(const double&, double*, |
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47 double*, double*, const |
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48 double&, double*, int*)); |
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49 } |
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50 |
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532
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51 static DAEFunc::DAERHSFunc user_fun; |
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52 static DAEFunc::DAEJacFunc user_jac; |
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53 static int nn; |
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54 |
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55 DAE::DAE (void) |
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56 { |
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57 n = 0; |
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58 t = 0.0; |
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59 |
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60 stop_time_set = 0; |
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61 stop_time = 0.0; |
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62 |
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256
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63 integration_error = 0; |
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64 restart = 1; |
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65 |
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465
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66 DAEFunc::set_function (0); |
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67 DAEFunc::set_jacobian_function (0); |
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68 |
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69 liw = 0; |
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70 lrw = 0; |
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71 |
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72 info = new int [15]; |
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465
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73 iwork = (int *) 0; |
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74 rwork = (double *) 0; |
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75 |
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76 for (int i = 0; i < 15; i++) |
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77 info [i] = 0; |
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78 } |
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79 |
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80 DAE::DAE (int size) |
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81 { |
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82 n = size; |
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83 t = 0.0; |
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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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256
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88 integration_error = 0; |
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89 restart = 1; |
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90 |
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465
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91 DAEFunc::set_function (0); |
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92 DAEFunc::set_jacobian_function (0); |
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93 |
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94 liw = 20 + n; |
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95 lrw = 40 + 9*n + n*n; |
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96 |
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97 info = new int [15]; |
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98 iwork = new int [liw]; |
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99 rwork = new double [lrw]; |
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100 |
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101 for (int i = 0; i < 15; i++) |
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102 info [i] = 0; |
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103 } |
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104 |
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302
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105 DAE::DAE (const Vector& state, double time, DAEFunc& f) |
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106 { |
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107 n = state.capacity (); |
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108 t = time; |
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109 x = state; |
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110 xdot.resize (n, 0.0); |
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111 |
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112 stop_time_set = 0; |
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113 stop_time = 0.0; |
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114 |
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256
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115 integration_error = 0; |
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116 restart = 1; |
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117 |
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118 DAEFunc::set_function (f.function ()); |
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119 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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120 |
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121 liw = 20 + n; |
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122 lrw = 40 + 9*n + n*n; |
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123 |
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124 info = new int [15]; |
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125 iwork = new int [liw]; |
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126 rwork = new double [lrw]; |
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127 |
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128 for (int i = 0; i < 15; i++) |
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129 info [i] = 0; |
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130 } |
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131 |
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302
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132 DAE::DAE (const Vector& state, const Vector& deriv, double time, DAEFunc& f) |
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133 { |
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134 if (deriv.capacity () != state.capacity ()) |
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135 { |
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136 (*current_liboctave_error_handler) |
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137 ("x, xdot size mismatch in DAE constructor"); |
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138 n = 0; |
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139 t = 0.0; |
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140 return; |
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141 } |
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142 |
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143 n = state.capacity (); |
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144 t = time; |
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145 xdot = deriv; |
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146 x = state; |
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147 |
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148 stop_time_set = 0; |
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149 stop_time = 0.0; |
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150 |
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151 DAEFunc::set_function (f.function ()); |
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152 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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153 |
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154 liw = 20 + n; |
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155 lrw = 40 + 9*n + n*n; |
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156 |
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157 info = new int [15]; |
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158 iwork = new int [liw]; |
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159 rwork = new double [lrw]; |
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160 |
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161 for (int i = 0; i < 15; i++) |
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162 info [i] = 0; |
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163 } |
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164 |
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165 DAE::~DAE (void) |
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166 { |
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167 delete info; |
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168 delete rwork; |
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169 delete iwork; |
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170 } |
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171 |
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172 Vector |
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173 DAE::deriv (void) |
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174 { |
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175 return xdot; |
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176 } |
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177 |
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178 void |
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302
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179 DAE::initialize (const Vector& state, double time) |
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180 { |
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256
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181 integration_error = 0; |
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182 restart = 1; |
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183 x = state; |
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184 int nx = x.capacity (); |
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185 xdot.resize (nx, 0.0); |
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186 t = time; |
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187 } |
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188 |
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189 void |
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302
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190 DAE::initialize (const Vector& state, const Vector& deriv, double time) |
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191 { |
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256
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192 integration_error = 0; |
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193 restart = 1; |
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194 xdot = deriv; |
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195 x = state; |
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196 t = time; |
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197 } |
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198 |
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199 int |
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200 ddassl_f (const double& time, double *state, double *deriv, |
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201 double *delta, int& ires, double *rpar, int *ipar) |
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202 { |
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203 Vector tmp_deriv (nn); |
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204 Vector tmp_state (nn); |
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205 Vector tmp_delta (nn); |
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206 |
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207 for (int i = 0; i < nn; i++) |
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208 { |
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209 tmp_deriv.elem (i) = deriv [i]; |
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210 tmp_state.elem (i) = state [i]; |
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211 } |
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212 |
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213 tmp_delta = user_fun (tmp_state, tmp_deriv, time); |
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214 |
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256
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215 if (tmp_delta.length () == 0) |
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216 ires = -2; |
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256
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217 else |
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218 { |
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219 for (int i = 0; i < nn; i++) |
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220 delta [i] = tmp_delta.elem (i); |
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221 } |
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222 |
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223 return 0; |
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224 } |
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225 |
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226 int |
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227 ddassl_j (const double& time, double *state, double *deriv, double *pd, |
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228 const double& cj, double *rpar, int *ipar) |
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229 { |
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230 Vector tmp_state (nn); |
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231 Vector tmp_deriv (nn); |
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232 |
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233 // XXX FIXME XXX |
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234 |
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235 Matrix tmp_dfdxdot (nn, nn); |
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236 Matrix tmp_dfdx (nn, nn); |
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237 |
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532
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238 DAEFunc::DAEJac tmp_jac; |
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239 tmp_jac.dfdxdot = &tmp_dfdxdot; |
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240 tmp_jac.dfdx = &tmp_dfdx; |
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241 |
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242 tmp_jac = user_jac (tmp_state, tmp_deriv, time); |
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243 |
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244 // Fix up the matrix of partial derivatives for dassl. |
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245 |
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246 tmp_dfdx = tmp_dfdx + cj * tmp_dfdxdot; |
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247 |
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248 for (int j = 0; j < nn; j++) |
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249 for (int i = 0; i < nn; i++) |
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250 pd [nn * j + i] = tmp_dfdx.elem (i, j); |
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251 |
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252 return 0; |
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253 } |
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254 |
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255 Vector |
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256 DAE::integrate (double tout) |
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257 { |
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256
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258 integration_error = 0; |
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259 |
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260 if (DAEFunc::jacobian_function ()) |
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261 iwork [4] = 1; |
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262 else |
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263 iwork [4] = 0; |
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264 |
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265 double *px = x.fortran_vec (); |
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266 double *pxdot = xdot.fortran_vec (); |
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267 |
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268 nn = n; |
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269 user_fun = DAEFunc::fun; |
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270 user_jac = DAEFunc::jac; |
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271 |
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272 if (stop_time_set) |
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273 { |
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274 info [3] = 1; |
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275 rwork [0] = stop_time; |
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276 } |
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277 else |
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278 info [3] = 0; |
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279 |
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289
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280 double abs_tol = absolute_tolerance (); |
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281 double rel_tol = relative_tolerance (); |
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282 |
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283 if (initial_step_size () >= 0.0) |
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284 { |
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285 rwork[2] = initial_step_size (); |
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286 info[7] = 1; |
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287 } |
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288 else |
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289 info[7] = 0; |
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290 |
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291 if (maximum_step_size () >= 0.0) |
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292 { |
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293 rwork[2] = maximum_step_size (); |
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294 info[6] = 1; |
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295 } |
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296 else |
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297 info[6] = 0; |
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298 |
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299 double *dummy; |
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300 int *idummy; |
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301 |
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302 if (restart) |
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303 { |
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304 restart = 0; |
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305 info[0] = 0; |
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306 } |
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307 |
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465
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308 // again: |
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309 |
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310 F77_FCN (ddassl, DDASSL) (ddassl_f, n, t, px, pxdot, tout, info, |
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311 rel_tol, abs_tol, idid, rwork, lrw, iwork, |
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312 liw, dummy, idummy, ddassl_j); |
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313 |
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314 switch (idid) |
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315 { |
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316 case 1: // A step was successfully taken in the |
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317 // intermediate-output mode. The code has not yet reached |
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318 // TOUT. |
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319 break; |
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320 case 2: // The integration to TSTOP was successfully completed |
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321 // (T=TSTOP) by stepping exactly to TSTOP. |
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322 break; |
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323 case 3: // The integration to TOUT was successfully completed |
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324 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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325 // interpolation. YPRIME(*) is obtained by interpolation. |
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326 break; |
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327 case -1: // A large amount of work has been expended. (About 500 steps). |
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328 case -2: // The error tolerances are too stringent. |
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329 case -3: // The local error test cannot be satisfied because you |
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330 // specified a zero component in ATOL and the |
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331 // corresponding computed solution component is zero. |
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332 // Thus, a pure relative error test is impossible for |
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333 // this component. |
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334 case -6: // DDASSL had repeated error test failures on the last |
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335 // attempted step. |
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336 case -7: // The corrector could not converge. |
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337 case -8: // The matrix of partial derivatives is singular. |
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338 case -9: // The corrector could not converge. There were repeated |
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339 // error test failures in this step. |
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340 case -10: // The corrector could not converge because IRES was |
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341 // equal to minus one. |
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342 case -11: // IRES equal to -2 was encountered and control is being |
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343 // returned to the calling program. |
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344 case -12: // DDASSL failed to compute the initial YPRIME. |
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345 case -33: // The code has encountered trouble from which it cannot |
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346 // recover. A message is printed explaining the trouble |
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347 // and control is returned to the calling program. For |
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348 // example, this occurs when invalid input is detected. |
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349 default: |
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350 integration_error = 1; |
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351 break; |
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352 } |
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353 |
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354 t = tout; |
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355 |
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356 return x; |
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357 } |
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358 |
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359 Matrix |
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305
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360 DAE::integrate (const Vector& tout, Matrix& xdot_out) |
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361 { |
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362 Matrix retval; |
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363 int n_out = tout.capacity (); |
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364 |
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365 if (n_out > 0 && n > 0) |
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366 { |
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367 retval.resize (n_out, n); |
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368 xdot_out.resize (n_out, n); |
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369 |
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370 for (int i = 0; i < n; i++) |
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371 { |
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372 retval.elem (0, i) = x.elem (i); |
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373 xdot_out.elem (0, i) = xdot.elem (i); |
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374 } |
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375 |
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376 for (int j = 1; j < n_out; j++) |
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377 { |
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378 ColumnVector x_next = integrate (tout.elem (j)); |
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379 |
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380 if (integration_error) |
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381 return retval; |
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382 |
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383 for (int i = 0; i < n; i++) |
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384 { |
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385 retval.elem (j, i) = x_next.elem (i); |
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386 xdot_out.elem (j, i) = xdot.elem (i); |
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387 } |
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388 } |
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389 } |
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390 |
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391 return retval; |
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392 } |
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393 |
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394 Matrix |
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395 DAE::integrate (const Vector& tout, Matrix& xdot_out, const Vector& tcrit) |
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396 { |
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397 Matrix retval; |
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398 int n_out = tout.capacity (); |
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399 |
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400 if (n_out > 0 && n > 0) |
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401 { |
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402 retval.resize (n_out, n); |
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403 xdot_out.resize (n_out, n); |
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404 |
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405 for (int i = 0; i < n; i++) |
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406 { |
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407 retval.elem (0, i) = x.elem (i); |
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408 xdot_out.elem (0, i) = xdot.elem (i); |
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409 } |
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410 |
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411 int n_crit = tcrit.capacity (); |
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412 |
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413 if (n_crit > 0) |
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414 { |
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415 int i_crit = 0; |
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416 int i_out = 1; |
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417 double next_crit = tcrit.elem (0); |
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418 double next_out; |
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419 while (i_out < n_out) |
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420 { |
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421 int do_restart = 0; |
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422 |
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423 next_out = tout.elem (i_out); |
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424 if (i_crit < n_crit) |
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425 next_crit = tcrit.elem (i_crit); |
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426 |
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427 int save_output; |
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428 double t_out; |
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429 |
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430 if (next_crit == next_out) |
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431 { |
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432 set_stop_time (next_crit); |
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433 t_out = next_out; |
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434 save_output = 1; |
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435 i_out++; |
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436 i_crit++; |
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437 do_restart = 1; |
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438 } |
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439 else if (next_crit < next_out) |
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440 { |
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441 if (i_crit < n_crit) |
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442 { |
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443 set_stop_time (next_crit); |
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444 t_out = next_crit; |
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445 save_output = 0; |
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446 i_crit++; |
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447 do_restart = 1; |
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448 } |
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449 else |
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450 { |
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451 clear_stop_time (); |
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452 t_out = next_out; |
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453 save_output = 1; |
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454 i_out++; |
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455 } |
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456 } |
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457 else |
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458 { |
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459 set_stop_time (next_crit); |
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460 t_out = next_out; |
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461 save_output = 1; |
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462 i_out++; |
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463 } |
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464 |
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465 ColumnVector x_next = integrate (t_out); |
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466 |
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256
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467 if (integration_error) |
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468 return retval; |
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469 |
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3
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470 if (save_output) |
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471 { |
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1321
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472 for (int i = 0; i < n; i++) |
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3
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473 { |
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474 retval.elem (i_out-1, i) = x_next.elem (i); |
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475 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
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476 } |
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477 } |
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478 |
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479 if (do_restart) |
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480 force_restart (); |
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481 } |
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482 } |
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483 else |
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256
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484 { |
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485 retval = integrate (tout, xdot_out); |
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486 |
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487 if (integration_error) |
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488 return retval; |
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489 } |
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3
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490 } |
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491 |
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492 return retval; |
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493 } |
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289
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494 |
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495 /* |
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496 ;;; Local Variables: *** |
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497 ;;; mode: C++ *** |
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498 ;;; page-delimiter: "^/\\*" *** |
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499 ;;; End: *** |
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500 */ |
