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1 // NLEqn.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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21 |
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22 */ |
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23 |
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24 #if defined (__GNUG__) |
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25 #pragma implementation |
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26 #endif |
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27 |
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28 #ifdef HAVE_CONFIG_H |
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29 #include <config.h> |
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30 #endif |
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31 |
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32 #include <float.h> |
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33 #include <math.h> |
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34 |
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35 #include "NLEqn.h" |
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36 #include "dMatrix.h" |
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37 #include "f77-uscore.h" |
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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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42 int F77_FCN (hybrd1, HYBRD1) (int (*)(int*, double*, double*, int*), |
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43 const int&, double*, double*, |
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44 const double&, int&, double*, |
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45 const int&); |
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46 |
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47 int F77_FCN (hybrj1, HYBRJ1) (int (*)(int*, double*, double*, |
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48 double*, int*, int*), |
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49 const int&, double*, double*, double*, |
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50 const int&, const double&, int&, |
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51 double*, const int&); |
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52 } |
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53 |
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54 static nonlinear_fcn user_fun; |
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55 static jacobian_fcn user_jac; |
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56 |
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57 // error handling |
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58 |
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59 void |
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60 NLEqn::error (const char* msg) |
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61 { |
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62 (*current_liboctave_error_handler) ("fatal NLEqn error: %s", msg); |
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63 } |
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64 |
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65 // Constructors |
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66 |
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67 NLEqn::NLEqn (void) : NLFunc (), n (0), x () { } |
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68 |
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69 NLEqn::NLEqn (const Vector& xvec, const NLFunc f) |
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70 : NLFunc (f), n (xvec.capacity ()), x (xvec) { } |
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71 |
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72 NLEqn::NLEqn (const NLEqn& a) : NLFunc (a.fun, a.jac), n (a.n), x (a.x) { } |
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73 |
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74 void |
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75 NLEqn::resize (int nn) |
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76 { |
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77 if (n != nn) |
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78 { |
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79 n = nn; |
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80 x.resize (n); |
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81 } |
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82 } |
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83 |
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84 int |
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85 NLEqn::size (void) const |
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86 { |
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87 return n; |
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88 } |
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89 |
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90 // Assignment |
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91 |
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92 NLEqn& |
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93 NLEqn::operator = (const NLEqn& a) |
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94 { |
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95 fun = a.fun; |
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96 jac = a.jac; |
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97 x = a.n; |
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98 |
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99 return *this; |
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100 } |
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101 |
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102 Vector |
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103 NLEqn::states (void) const |
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104 { |
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105 return x; |
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106 } |
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107 |
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108 void |
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109 NLEqn::set_states (const Vector& xvec) |
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110 { |
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111 if (xvec.capacity () != n) |
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112 { |
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113 error ("dimension error"); |
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114 return; |
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115 } |
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116 |
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117 x = xvec; |
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118 } |
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119 |
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120 // Other operations |
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121 |
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122 Vector |
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123 NLEqn::solve (const Vector& xvec) |
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124 { |
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125 set_states (xvec); |
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126 int info; |
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127 return solve (info); |
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128 } |
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129 |
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130 Vector |
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131 NLEqn::solve (const Vector& xvec, int& info) |
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132 { |
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133 set_states (xvec); |
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134 return solve (info); |
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135 } |
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136 |
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137 Vector |
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138 NLEqn::solve (void) |
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139 { |
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140 int info; |
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141 return solve (info); |
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142 } |
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143 |
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144 int |
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145 hybrd1_fcn (int *n, double *x, double *fvec, int *iflag) |
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146 { |
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147 int nn = *n; |
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148 Vector tmp_f (nn); |
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149 Vector tmp_x (nn); |
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150 |
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151 for (int i = 0; i < nn; i++) |
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152 tmp_x.elem (i) = x[i]; |
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153 |
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154 tmp_f = (*user_fun) (tmp_x); |
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155 |
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156 if (tmp_f.length () == 0) |
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157 *iflag = -1; |
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158 else |
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159 { |
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160 for (int i = 0; i < nn; i++) |
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161 fvec[i] = tmp_f.elem (i); |
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162 } |
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163 |
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164 return 0; |
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165 } |
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166 |
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167 int |
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168 hybrj1_fcn (int *n, double *x, double *fvec, double *fjac, |
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169 int *ldfjac, int *iflag) |
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170 { |
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171 int nn = *n; |
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172 Vector tmp_x (nn); |
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173 |
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174 for (int i = 0; i < nn; i++) |
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175 tmp_x.elem (i) = x[i]; |
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176 |
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177 int flag = *iflag; |
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178 if (flag == 1) |
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179 { |
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180 Vector tmp_f (nn); |
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181 |
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182 tmp_f = (*user_fun) (tmp_x); |
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183 |
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184 if (tmp_f.length () == 0) |
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185 *iflag = -1; |
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186 else |
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187 { |
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188 for (int i = 0; i < nn; i++) |
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189 fvec[i] = tmp_f.elem (i); |
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190 } |
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191 } |
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192 else |
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193 { |
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194 Matrix tmp_fj (nn, nn); |
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195 |
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196 tmp_fj = (*user_jac) (tmp_x); |
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197 |
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198 if (tmp_fj.rows () == 0 || tmp_fj.columns () == 0) |
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199 *iflag = -1; |
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200 else |
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201 { |
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202 int ld = *ldfjac; |
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203 for (int j = 0; j < nn; j++) |
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204 for (int i = 0; i < nn; i++) |
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205 fjac[j*ld+i] = tmp_fj.elem (i, j); |
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206 } |
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207 } |
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208 |
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209 return 0; |
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210 } |
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211 |
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212 Vector |
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213 NLEqn::solve (int& info) |
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214 { |
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215 if (n == 0) |
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216 { |
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217 error ("equation set not initialized"); |
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218 return Vector (); |
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219 } |
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220 |
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221 double tol = tolerance (); |
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222 |
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223 double *fvec = new double [n]; |
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224 double *px = new double [n]; |
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225 for (int i = 0; i < n; i++) |
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226 px[i] = x.elem (i); |
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227 |
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228 user_fun = fun; |
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229 user_jac = jac; |
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230 |
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231 if (jac) |
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232 { |
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233 int lwa = (n*(n+13))/2; |
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234 double *wa = new double [lwa]; |
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235 double *fjac = new double [n*n]; |
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236 |
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237 F77_FCN (hybrj1, HYBRJ1) (hybrj1_fcn, n, px, fvec, fjac, n, tol, |
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238 info, wa, lwa); |
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239 |
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240 delete [] wa; |
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241 delete [] fjac; |
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242 } |
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243 else |
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244 { |
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245 int lwa = (n*(3*n+13))/2; |
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246 double *wa = new double [lwa]; |
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247 |
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248 F77_FCN (hybrd1, HYBRD1) (hybrd1_fcn, n, px, fvec, tol, info, |
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249 wa, lwa); |
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250 |
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251 delete [] wa; |
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252 } |
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253 |
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254 Vector retval; |
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255 |
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256 if (info >= 0) |
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257 { |
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258 retval.resize (n); |
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259 |
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260 for (int i = 0; i < n; i++) |
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261 retval.elem (i) = px[i]; |
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262 } |
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263 |
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264 delete [] fvec; |
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265 delete [] px; |
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266 |
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267 return retval; |
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268 } |
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269 |
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270 NLEqn_options::NLEqn_options (void) |
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271 { |
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272 init (); |
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273 } |
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274 |
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275 NLEqn_options::NLEqn_options (const NLEqn_options& opt) |
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276 { |
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277 copy (opt); |
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278 } |
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279 |
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280 NLEqn_options& |
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281 NLEqn_options::operator = (const NLEqn_options& opt) |
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282 { |
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283 if (this != &opt) |
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284 copy (opt); |
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285 |
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286 return *this; |
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287 } |
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288 |
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289 NLEqn_options::~NLEqn_options (void) |
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290 { |
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291 } |
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292 |
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293 void |
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294 NLEqn_options::init (void) |
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295 { |
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296 double sqrt_eps = sqrt (DBL_EPSILON); |
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297 x_tolerance = sqrt_eps; |
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298 } |
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299 |
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300 void |
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301 NLEqn_options::copy (const NLEqn_options& opt) |
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302 { |
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303 x_tolerance = opt.x_tolerance; |
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304 } |
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305 |
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306 void |
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307 NLEqn_options::set_default_options (void) |
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308 { |
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309 init (); |
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310 } |
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311 |
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312 void |
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313 NLEqn_options::set_tolerance (double val) |
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314 { |
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315 x_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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316 } |
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317 |
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318 double |
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319 NLEqn_options::tolerance (void) |
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320 { |
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321 return x_tolerance; |
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322 } |
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323 |
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324 /* |
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325 ;;; Local Variables: *** |
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326 ;;; mode: C++ *** |
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327 ;;; page-delimiter: "^/\\*" *** |
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328 ;;; End: *** |
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329 */ |
