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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 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, 675 Mass Ave, Cambridge, MA 02139, USA. |
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21 |
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22 */ |
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23 |
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238
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24 #ifdef HAVE_CONFIG_H |
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25 #include "config.h" |
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26 #endif |
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27 |
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28 #include "ODE.h" |
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29 #include "f77-uscore.h" |
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227
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30 #include "lo-error.h" |
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31 |
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32 extern "C" |
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33 { |
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34 int F77_FCN (lsode) (int (*)(), int *, double *, double *, double *, |
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35 int *, double *, double *, int *, int *, int *, |
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36 double *, int *, int *, int *, int (*)(), int *); |
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37 } |
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38 |
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39 static ColumnVector (*user_fun) (ColumnVector&, double); |
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40 static Matrix (*user_jac) (ColumnVector&, double); |
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41 static ColumnVector *tmp_x; |
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42 |
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43 ODE::ODE (void) |
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44 { |
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45 n = 0; |
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46 t = 0.0; |
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47 |
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48 absolute_tolerance = 1.0e-6; |
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49 relative_tolerance = 1.0e-6; |
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50 |
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51 stop_time_set = 0; |
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52 stop_time = 0.0; |
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53 |
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54 restart = 1; |
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55 |
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56 istate = 1; |
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57 itol = 1; |
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58 itask = 1; |
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59 iopt = 0; |
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60 |
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61 liw = 20 + n; |
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62 lrw = 22 + n * (9 + n); |
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63 |
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64 iwork = new int [liw]; |
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65 rwork = new double [lrw]; |
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66 for (int i = 4; i < 9; i++) |
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67 { |
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68 iwork[i] = 0; |
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69 rwork[i] = 0.0; |
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70 } |
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71 |
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72 fun = NULL; |
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73 jac = NULL; |
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74 } |
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75 |
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76 ODE::ODE (int size) |
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77 { |
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78 n = size; |
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79 t = 0.0; |
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80 |
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81 absolute_tolerance = 1.0e-6; |
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82 relative_tolerance = 1.0e-6; |
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83 |
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84 stop_time_set = 0; |
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85 stop_time = 0.0; |
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86 |
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87 restart = 1; |
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88 |
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89 istate = 1; |
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90 itol = 1; |
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91 itask = 1; |
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92 iopt = 0; |
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93 |
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94 liw = 20 + n; |
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95 lrw = 22 + n * (9 + n); |
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96 |
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97 iwork = new int [liw]; |
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98 rwork = new double [lrw]; |
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99 for (int i = 4; i < 9; i++) |
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100 { |
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101 iwork[i] = 0; |
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102 rwork[i] = 0.0; |
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103 } |
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104 |
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105 fun = NULL; |
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106 jac = NULL; |
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107 } |
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108 |
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109 ODE::ODE (const ColumnVector& state, double time, const ODEFunc& f) |
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110 { |
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111 n = state.capacity (); |
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112 t = time; |
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113 x = state; |
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114 |
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115 absolute_tolerance = 1.0e-6; |
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116 relative_tolerance = 1.0e-6; |
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117 |
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118 stop_time_set = 0; |
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119 stop_time = 0.0; |
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120 |
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121 restart = 1; |
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122 |
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123 istate = 1; |
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124 itol = 1; |
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125 itask = 1; |
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126 iopt = 0; |
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127 |
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128 liw = 20 + n; |
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129 lrw = 22 + n * (9 + n); |
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130 |
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131 iwork = new int [liw]; |
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132 rwork = new double [lrw]; |
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133 for (int i = 4; i < 9; i++) |
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134 { |
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135 iwork[i] = 0; |
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136 rwork[i] = 0.0; |
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137 } |
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138 |
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139 fun = f.function (); |
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140 jac = f.jacobian_function (); |
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141 } |
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142 |
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143 ODE::~ODE (void) |
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144 { |
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145 delete [] rwork; |
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146 delete [] iwork; |
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147 } |
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148 |
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149 int |
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150 lsode_f (int *neq, double *time, double *state, double *deriv) |
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151 { |
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152 int nn = *neq; |
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153 ColumnVector tmp_deriv (nn); |
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154 |
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155 /* |
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156 * NOTE: this won't work if LSODE passes copies of the state vector. |
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157 * In that case we have to create a temporary vector object |
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158 * and copy. |
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159 */ |
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160 tmp_deriv = (*user_fun) (*tmp_x, *time); |
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161 |
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162 for (int i = 0; i < nn; i++) |
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163 deriv [i] = tmp_deriv.elem (i); |
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164 |
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165 return 0; |
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166 } |
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167 |
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168 int |
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169 lsode_j (int *neq, double *time, double *state, int *ml, int *mu, |
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170 double *pd, int *nrowpd) |
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171 { |
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172 int nn = *neq; |
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173 Matrix tmp_jac (nn, nn); |
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174 |
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175 /* |
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176 * NOTE: this won't work if LSODE passes copies of the state vector. |
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177 * In that case we have to create a temporary vector object |
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178 * and copy. |
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179 */ |
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180 tmp_jac = (*user_jac) (*tmp_x, *time); |
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181 |
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182 for (int j = 0; j < nn; j++) |
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183 for (int i = 0; i < nn; i++) |
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184 pd [*nrowpd * j + i] = tmp_jac (i, j); |
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185 |
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186 return 0; |
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187 } |
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188 |
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189 ColumnVector |
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190 ODE::integrate (double tout) |
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191 { |
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192 if (jac == NULL) |
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193 method_flag = 22; |
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194 else |
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195 method_flag = 21; |
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196 |
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197 double *xp = x.fortran_vec (); |
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198 |
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199 // NOTE: this won't work if LSODE passes copies of the state vector. |
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200 // In that case we have to create a temporary vector object |
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201 // and copy. |
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202 |
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203 tmp_x = &x; |
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204 user_fun = fun; |
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205 user_jac = jac; |
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206 |
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207 // Try 5000 steps before giving up. |
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208 |
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209 iwork[5] = 5000; |
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210 int working_too_hard = 0; |
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211 |
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212 if (stop_time_set) |
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213 { |
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214 iopt = 1; |
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215 itask = 4; |
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216 rwork [0] = stop_time; |
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217 } |
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218 else |
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219 { |
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220 iopt = 0; |
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221 itask = 1; |
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222 } |
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223 |
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224 if (restart) |
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225 { |
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226 restart = 0; |
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227 istate = 1; |
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228 } |
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229 |
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230 again: |
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231 |
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232 (void) F77_FCN (lsode) (lsode_f, &n, xp, &t, &tout, &itol, |
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233 &relative_tolerance, &absolute_tolerance, |
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234 &itask, &istate, &iopt, rwork, &lrw, iwork, |
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235 &liw, lsode_j, &method_flag); |
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236 |
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237 switch (istate) |
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238 { |
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239 case -6: // error weight became zero during problem. (solution |
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240 // component i vanished, and atol or atol(i) = 0.) |
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241 break; |
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242 case -5: // repeated convergence failures (perhaps bad jacobian |
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243 // supplied or wrong choice of mf or tolerances). |
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244 break; |
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245 case -4: // repeated error test failures (check all inputs). |
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246 break; |
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247 case -3: // illegal input detected (see printed message). |
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248 break; |
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249 case -2: // excess accuracy requested (tolerances too small). |
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250 break; |
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251 case -1: // excess work done on this call (perhaps wrong mf). |
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252 working_too_hard++; |
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253 if (working_too_hard > 20) |
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254 { |
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255 (*current_liboctave_error_handler) |
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256 ("giving up after more than %d steps attempted in lsode", |
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257 iwork[5] * 20); |
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258 return ColumnVector (); |
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259 } |
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260 else |
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261 { |
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262 istate = 2; |
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263 goto again; |
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264 } |
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265 break; |
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266 case 2: // lsode was successful |
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267 break; |
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268 default: |
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269 // Error? |
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270 break; |
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271 } |
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272 |
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273 t = tout; |
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274 |
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275 return x; |
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276 } |
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277 |
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278 void |
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279 ODE::integrate (int nsteps, double tstep, ostream& s) |
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280 { |
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281 int time_to_quit = 0; |
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282 double tout = t; |
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283 |
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284 s << t << " " << x << "\n"; |
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285 |
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286 for (int i = 0; i < nsteps; i++) |
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287 { |
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288 tout += tstep; |
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289 if (stop_time_set && tout > stop_time) |
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290 { |
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291 tout = stop_time; |
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292 time_to_quit = 1; |
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293 } |
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294 |
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295 x = integrate (tout); |
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296 |
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297 s << t << " " << x << "\n"; |
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298 |
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299 if (time_to_quit) |
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300 return; |
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301 } |
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302 } |
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303 |
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304 Matrix |
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305 ODE::integrate (const ColumnVector& tout) |
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306 { |
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307 Matrix retval; |
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308 int n_out = tout.capacity (); |
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309 |
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310 if (n_out > 0 && n > 0) |
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311 { |
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312 retval.resize (n_out, n); |
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313 |
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314 for (int i = 0; i < n; i++) |
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315 retval.elem (0, i) = x.elem (i); |
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316 |
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317 for (int j = 1; j < n_out; j++) |
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318 { |
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319 ColumnVector x_next = integrate (tout.elem (j)); |
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320 for (i = 0; i < n; i++) |
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321 retval.elem (j, i) = x_next.elem (i); |
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322 } |
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323 } |
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324 |
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325 return retval; |
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326 } |
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327 |
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328 Matrix |
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329 ODE::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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330 { |
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331 Matrix retval; |
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332 int n_out = tout.capacity (); |
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333 |
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334 if (n_out > 0 && n > 0) |
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335 { |
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336 retval.resize (n_out, n); |
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337 |
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338 for (int i = 0; i < n; i++) |
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339 retval.elem (0, i) = x.elem (i); |
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340 |
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341 int n_crit = tcrit.capacity (); |
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342 |
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343 if (n_crit > 0) |
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344 { |
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345 int i_crit = 0; |
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346 int i_out = 1; |
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347 double next_crit = tcrit.elem (0); |
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348 double next_out; |
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349 while (i_out < n_out) |
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350 { |
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351 int do_restart = 0; |
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352 |
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353 next_out = tout.elem (i_out); |
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354 if (i_crit < n_crit) |
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355 next_crit = tcrit.elem (i_crit); |
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356 |
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357 int save_output; |
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358 double t_out; |
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359 |
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360 if (next_crit == next_out) |
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361 { |
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362 set_stop_time (next_crit); |
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363 t_out = next_out; |
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364 save_output = 1; |
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365 i_out++; |
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366 i_crit++; |
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367 do_restart = 1; |
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368 } |
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369 else if (next_crit < next_out) |
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370 { |
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371 if (i_crit < n_crit) |
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372 { |
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373 set_stop_time (next_crit); |
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374 t_out = next_crit; |
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375 save_output = 0; |
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376 i_crit++; |
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377 do_restart = 1; |
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378 } |
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379 else |
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380 { |
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381 clear_stop_time (); |
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382 t_out = next_out; |
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383 save_output = 1; |
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384 i_out++; |
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385 } |
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386 } |
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387 else |
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388 { |
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389 set_stop_time (next_crit); |
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390 t_out = next_out; |
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391 save_output = 1; |
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392 i_out++; |
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393 } |
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394 |
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395 ColumnVector x_next = integrate (t_out); |
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396 |
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397 if (save_output) |
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398 { |
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399 for (i = 0; i < n; i++) |
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400 retval.elem (i_out-1, i) = x_next.elem (i); |
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401 } |
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402 |
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403 if (do_restart) |
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404 force_restart (); |
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405 } |
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406 } |
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407 else |
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408 retval = integrate (tout); |
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409 } |
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410 |
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411 return retval; |
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412 } |
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413 |
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414 int |
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415 ODE::size (void) const |
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416 { |
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417 return n; |
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418 } |
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419 |
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420 ColumnVector |
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421 ODE::state (void) const |
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422 { |
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423 return x; |
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424 } |
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425 |
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426 double ODE::time (void) const |
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427 { |
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428 return t; |
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429 } |
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430 |
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431 void |
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432 ODE::force_restart (void) |
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433 { |
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434 restart = 1; |
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435 } |
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436 |
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437 void |
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438 ODE::initialize (const ColumnVector& state, double time) |
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439 { |
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440 restart = 1; |
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441 x = state; |
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442 t = time; |
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443 } |
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444 |
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445 void |
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446 ODE::set_stop_time (double time) |
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447 { |
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448 stop_time_set = 1; |
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449 stop_time = time; |
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450 } |
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451 |
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452 void |
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453 ODE::clear_stop_time (void) |
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454 { |
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455 stop_time_set = 0; |
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456 } |
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457 |
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458 /* |
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459 ;;; Local Variables: *** |
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460 ;;; mode: C++ *** |
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461 ;;; page-delimiter: "^/\\*" *** |
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462 ;;; End: *** |
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463 */ |
