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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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289
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32 #include <math.h> |
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33 #include <float.h> |
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34 #include <iostream.h> |
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289
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35 |
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36 #include "ODE.h" |
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37 #include "f77-uscore.h" |
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227
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38 #include "lo-error.h" |
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39 |
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40 extern "C" |
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41 { |
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1253
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42 int F77_FCN (lsode, LSODE) (int (*)(const int&, const double&, |
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43 double*, double*, int&), |
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44 int&, double*, double&, double&, int&, |
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45 double&, double&, int&, int&, int&, |
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46 double*, int&, int*, int&, |
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47 int (*)(const int&, const double&, |
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48 double*, const int&, const int&, |
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49 double*, const int&), |
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50 int&); |
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51 } |
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52 |
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532
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53 static ODEFunc::ODERHSFunc user_fun; |
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54 static ODEFunc::ODEJacFunc user_jac; |
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55 static ColumnVector *tmp_x; |
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56 |
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57 ODE::ODE (void) |
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58 { |
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59 n = 0; |
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60 t = 0.0; |
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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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258
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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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461
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84 fun = 0; |
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85 jac = 0; |
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86 } |
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87 |
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88 ODE::ODE (int size) |
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89 { |
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90 n = size; |
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91 t = 0.0; |
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92 |
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93 stop_time_set = 0; |
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94 stop_time = 0.0; |
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95 |
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258
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96 integration_error = 0; |
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97 restart = 1; |
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98 |
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99 istate = 1; |
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100 itol = 1; |
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101 itask = 1; |
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102 iopt = 0; |
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103 |
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104 liw = 20 + n; |
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105 lrw = 22 + n * (9 + n); |
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106 |
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107 iwork = new int [liw]; |
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108 rwork = new double [lrw]; |
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109 for (int i = 4; i < 9; i++) |
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110 { |
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111 iwork[i] = 0; |
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112 rwork[i] = 0.0; |
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113 } |
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114 |
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461
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115 fun = 0; |
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116 jac = 0; |
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117 } |
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118 |
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119 ODE::ODE (const ColumnVector& state, double time, const ODEFunc& f) |
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120 { |
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121 n = state.capacity (); |
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122 t = time; |
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123 x = state; |
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124 |
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125 stop_time_set = 0; |
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126 stop_time = 0.0; |
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127 |
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258
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128 integration_error = 0; |
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129 restart = 1; |
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130 |
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131 istate = 1; |
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132 itol = 1; |
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133 itask = 1; |
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134 iopt = 1; |
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135 |
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136 liw = 20 + n; |
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137 lrw = 22 + n * (9 + n); |
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138 |
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139 iwork = new int [liw]; |
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140 rwork = new double [lrw]; |
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141 for (int i = 4; i < 9; i++) |
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142 { |
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143 iwork[i] = 0; |
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144 rwork[i] = 0.0; |
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145 } |
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146 |
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147 fun = f.function (); |
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148 jac = f.jacobian_function (); |
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149 } |
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150 |
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151 ODE::~ODE (void) |
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152 { |
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153 delete [] rwork; |
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154 delete [] iwork; |
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155 } |
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156 |
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157 int |
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158 lsode_f (const int& neq, const double& time, double *state, |
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159 double *deriv, int& ierr) |
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160 { |
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1251
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161 ColumnVector tmp_deriv (neq); |
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162 |
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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 *state, |
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183 const int& ml, const int& mu, 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 /* |
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188 * NOTE: this won't work if LSODE passes copies of the state vector. |
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189 * In that case we have to create a temporary vector object |
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190 * and copy. |
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191 */ |
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192 tmp_jac = (*user_jac) (*tmp_x, time); |
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193 |
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194 for (int j = 0; j < neq; j++) |
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195 for (int i = 0; i < neq; i++) |
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196 pd [nrowpd * j + i] = tmp_jac (i, j); |
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197 |
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198 return 0; |
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199 } |
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200 |
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201 ColumnVector |
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202 ODE::integrate (double tout) |
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203 { |
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461
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204 if (jac) |
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205 method_flag = 21; |
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206 else |
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207 method_flag = 22; |
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208 |
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258
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209 integration_error = 0; |
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210 |
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211 double *xp = x.fortran_vec (); |
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212 |
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213 // NOTE: this won't work if LSODE passes copies of the state vector. |
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214 // In that case we have to create a temporary vector object |
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215 // and copy. |
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216 |
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217 tmp_x = &x; |
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218 user_fun = fun; |
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219 user_jac = jac; |
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220 |
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221 // Try 5000 steps before giving up. |
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222 |
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223 iwork[5] = 5000; |
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224 int working_too_hard = 0; |
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225 |
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226 if (stop_time_set) |
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227 { |
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228 itask = 4; |
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229 rwork [0] = stop_time; |
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230 } |
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231 else |
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232 { |
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233 itask = 1; |
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234 } |
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235 |
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289
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236 double abs_tol = absolute_tolerance (); |
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237 double rel_tol = relative_tolerance (); |
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238 |
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239 rwork[4] = (initial_step_size () >= 0.0) ? initial_step_size () : 0.0; |
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240 rwork[5] = (maximum_step_size () >= 0.0) ? maximum_step_size () : 0.0; |
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241 rwork[6] = (minimum_step_size () >= 0.0) ? minimum_step_size () : 0.0; |
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242 |
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243 if (restart) |
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244 { |
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245 restart = 0; |
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246 istate = 1; |
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247 } |
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248 |
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249 again: |
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250 |
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251 F77_FCN (lsode, LSODE) (lsode_f, n, xp, t, tout, itol, rel_tol, |
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252 abs_tol, itask, istate, iopt, rwork, lrw, |
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253 iwork, liw, lsode_j, method_flag); |
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254 |
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255 switch (istate) |
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256 { |
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258
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257 case -13: // Return requested in user-supplied function. |
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258 case -6: // error weight became zero during problem. (solution |
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259 // component i vanished, and atol or atol(i) = 0.) |
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260 case -5: // repeated convergence failures (perhaps bad jacobian |
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261 // supplied or wrong choice of mf or tolerances). |
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262 case -4: // repeated error test failures (check all inputs). |
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263 case -3: // illegal input detected (see printed message). |
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264 case -2: // excess accuracy requested (tolerances too small). |
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265 integration_error = 1; |
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266 return ColumnVector (); |
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267 break; |
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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 case 2: // lsode was successful |
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285 break; |
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286 default: |
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287 // Error? |
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288 break; |
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289 } |
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290 |
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291 t = tout; |
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292 |
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293 return x; |
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294 } |
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295 |
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296 void |
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297 ODE::integrate (int nsteps, double tstep, ostream& s) |
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298 { |
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299 int time_to_quit = 0; |
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300 double tout = t; |
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301 |
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302 s << t << " " << x << "\n"; |
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303 |
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304 for (int i = 0; i < nsteps; i++) |
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305 { |
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306 tout += tstep; |
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307 if (stop_time_set && tout > stop_time) |
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308 { |
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309 tout = stop_time; |
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310 time_to_quit = 1; |
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311 } |
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312 |
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313 x = integrate (tout); |
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314 |
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315 s << t << " " << x << "\n"; |
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316 |
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317 if (time_to_quit) |
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318 return; |
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319 } |
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320 } |
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321 |
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322 Matrix |
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323 ODE::integrate (const ColumnVector& tout) |
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324 { |
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325 Matrix retval; |
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326 int n_out = tout.capacity (); |
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327 |
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328 if (n_out > 0 && n > 0) |
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329 { |
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330 retval.resize (n_out, n); |
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331 |
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332 for (int i = 0; i < n; i++) |
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333 retval.elem (0, i) = x.elem (i); |
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334 |
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335 for (int j = 1; j < n_out; j++) |
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336 { |
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337 ColumnVector x_next = integrate (tout.elem (j)); |
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338 |
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339 if (integration_error) |
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340 return retval; |
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341 |
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342 for (int i = 0; i < n; i++) |
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343 retval.elem (j, i) = x_next.elem (i); |
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344 } |
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345 } |
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346 |
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347 return retval; |
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348 } |
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349 |
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350 Matrix |
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351 ODE::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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352 { |
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353 Matrix retval; |
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354 int n_out = tout.capacity (); |
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355 |
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356 if (n_out > 0 && n > 0) |
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357 { |
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358 retval.resize (n_out, n); |
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359 |
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360 for (int i = 0; i < n; i++) |
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361 retval.elem (0, i) = x.elem (i); |
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362 |
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363 int n_crit = tcrit.capacity (); |
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364 |
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365 if (n_crit > 0) |
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366 { |
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367 int i_crit = 0; |
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368 int i_out = 1; |
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369 double next_crit = tcrit.elem (0); |
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370 double next_out; |
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371 while (i_out < n_out) |
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372 { |
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373 int do_restart = 0; |
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374 |
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375 next_out = tout.elem (i_out); |
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376 if (i_crit < n_crit) |
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377 next_crit = tcrit.elem (i_crit); |
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378 |
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379 int save_output; |
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380 double t_out; |
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381 |
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382 if (next_crit == next_out) |
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383 { |
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384 set_stop_time (next_crit); |
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385 t_out = next_out; |
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386 save_output = 1; |
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387 i_out++; |
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388 i_crit++; |
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389 do_restart = 1; |
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390 } |
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391 else if (next_crit < next_out) |
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392 { |
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393 if (i_crit < n_crit) |
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394 { |
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395 set_stop_time (next_crit); |
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396 t_out = next_crit; |
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397 save_output = 0; |
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398 i_crit++; |
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399 do_restart = 1; |
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400 } |
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401 else |
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402 { |
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403 clear_stop_time (); |
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404 t_out = next_out; |
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405 save_output = 1; |
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406 i_out++; |
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407 } |
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408 } |
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409 else |
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410 { |
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411 set_stop_time (next_crit); |
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412 t_out = next_out; |
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413 save_output = 1; |
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414 i_out++; |
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415 } |
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416 |
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417 ColumnVector x_next = integrate (t_out); |
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418 |
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258
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419 if (integration_error) |
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420 return retval; |
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421 |
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422 if (save_output) |
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423 { |
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424 for (int i = 0; i < n; i++) |
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425 retval.elem (i_out-1, i) = x_next.elem (i); |
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426 } |
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427 |
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428 if (do_restart) |
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429 force_restart (); |
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430 } |
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431 } |
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432 else |
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258
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433 { |
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434 retval = integrate (tout); |
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435 |
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436 if (integration_error) |
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437 return retval; |
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438 } |
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439 } |
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440 |
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441 return retval; |
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442 } |
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443 |
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444 int |
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445 ODE::size (void) const |
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446 { |
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447 return n; |
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448 } |
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449 |
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450 ColumnVector |
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451 ODE::state (void) const |
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452 { |
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453 return x; |
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454 } |
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455 |
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456 double ODE::time (void) const |
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457 { |
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458 return t; |
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459 } |
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460 |
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461 void |
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462 ODE::force_restart (void) |
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463 { |
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464 restart = 1; |
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465 } |
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466 |
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467 void |
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468 ODE::initialize (const ColumnVector& state, double time) |
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469 { |
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470 restart = 1; |
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471 x = state; |
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472 t = time; |
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473 } |
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474 |
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475 void |
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476 ODE::set_stop_time (double time) |
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477 { |
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478 stop_time_set = 1; |
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479 stop_time = time; |
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480 } |
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481 |
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482 void |
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483 ODE::clear_stop_time (void) |
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484 { |
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485 stop_time_set = 0; |
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486 } |
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487 |
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289
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488 ODE_options::ODE_options (void) |
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489 { |
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490 init (); |
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491 } |
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492 |
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493 ODE_options::ODE_options (const ODE_options& opt) |
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494 { |
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495 copy (opt); |
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496 } |
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497 |
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498 ODE_options& |
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499 ODE_options::operator = (const ODE_options& opt) |
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500 { |
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501 if (this != &opt) |
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502 copy (opt); |
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503 |
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504 return *this; |
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505 } |
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506 |
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507 ODE_options::~ODE_options (void) |
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508 { |
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509 } |
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510 |
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511 void |
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512 ODE_options::init (void) |
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513 { |
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514 double sqrt_eps = sqrt (DBL_EPSILON); |
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515 x_absolute_tolerance = sqrt_eps; |
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516 x_initial_step_size = -1.0; |
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517 x_maximum_step_size = -1.0; |
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518 x_minimum_step_size = 0.0; |
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519 x_relative_tolerance = sqrt_eps; |
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520 } |
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521 |
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522 void |
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523 ODE_options::copy (const ODE_options& opt) |
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524 { |
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525 x_absolute_tolerance = opt.x_absolute_tolerance; |
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526 x_initial_step_size = opt.x_initial_step_size; |
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527 x_maximum_step_size = opt.x_maximum_step_size; |
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528 x_minimum_step_size = opt.x_minimum_step_size; |
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529 x_relative_tolerance = opt.x_relative_tolerance; |
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530 } |
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531 |
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532 void |
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533 ODE_options::set_default_options (void) |
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534 { |
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535 init (); |
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536 } |
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537 |
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538 void |
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539 ODE_options::set_absolute_tolerance (double val) |
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540 { |
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541 x_absolute_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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542 } |
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543 |
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544 void |
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545 ODE_options::set_initial_step_size (double val) |
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546 { |
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547 x_initial_step_size = (val >= 0.0) ? val : -1.0; |
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548 } |
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549 |
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550 void |
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551 ODE_options::set_maximum_step_size (double val) |
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552 { |
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553 x_maximum_step_size = (val >= 0.0) ? val : -1.0; |
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554 } |
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555 |
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556 void |
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557 ODE_options::set_minimum_step_size (double val) |
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558 { |
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559 x_minimum_step_size = (val >= 0.0) ? val : 0.0; |
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560 } |
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561 |
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562 void |
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563 ODE_options::set_relative_tolerance (double val) |
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564 { |
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565 x_relative_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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566 } |
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567 |
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568 double |
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569 ODE_options::absolute_tolerance (void) |
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570 { |
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571 return x_absolute_tolerance; |
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572 } |
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573 |
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574 double |
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575 ODE_options::initial_step_size (void) |
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576 { |
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577 return x_initial_step_size; |
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578 } |
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579 |
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580 double |
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581 ODE_options::maximum_step_size (void) |
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582 { |
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583 return x_maximum_step_size; |
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584 } |
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585 |
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586 double |
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587 ODE_options::minimum_step_size (void) |
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588 { |
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589 return x_minimum_step_size; |
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590 } |
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591 |
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592 double |
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593 ODE_options::relative_tolerance (void) |
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594 { |
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595 return x_relative_tolerance; |
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596 } |
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597 |
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3
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598 /* |
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599 ;;; Local Variables: *** |
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600 ;;; mode: C++ *** |
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601 ;;; page-delimiter: "^/\\*" *** |
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602 ;;; End: *** |
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603 */ |
