Mercurial > octave
annotate liboctave/numeric/LSODE.cc @ 30564:796f54d4ddbf stable
update Octave Project Developers copyright for the new year
In files that have the "Octave Project Developers" copyright notice,
update for 2021.
In all .txi and .texi files except gpl.txi and gpl.texi in the
doc/liboctave and doc/interpreter directories, change the copyright
to "Octave Project Developers", the same as used for other source
files. Update copyright notices for 2022 (not done since 2019). For
gpl.txi and gpl.texi, change the copyright notice to be "Free Software
Foundation, Inc." and leave the date at 2007 only because this file
only contains the text of the GPL, not anything created by the Octave
Project Developers.
Add Paul Thomas to contributors.in.
author | John W. Eaton <jwe@octave.org> |
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date | Tue, 28 Dec 2021 18:22:40 -0500 |
parents | f3f3e3793fb5 |
children | 51a3d3a69193 |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 1993-2022 The Octave Project Developers |
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4 // |
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5 // See the file COPYRIGHT.md in the top-level directory of this |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
3 | 25 |
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26 #if defined (HAVE_CONFIG_H) |
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27 # include "config.h" |
3 | 28 #endif |
29 | |
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30 #include <cinttypes> |
5765 | 31 #include <sstream> |
32 | |
1842 | 33 #include "LSODE.h" |
1847 | 34 #include "f77-fcn.h" |
227 | 35 #include "lo-error.h" |
4180 | 36 #include "quit.h" |
3 | 37 |
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38 typedef F77_INT (*lsode_fcn_ptr) (const F77_INT&, const double&, double *, |
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39 double *, F77_INT&); |
3507 | 40 |
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41 typedef F77_INT (*lsode_jac_ptr) (const F77_INT&, const double&, double *, |
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42 const F77_INT&, const F77_INT&, double *, |
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43 const F77_INT&); |
3507 | 44 |
3 | 45 extern "C" |
4552 | 46 { |
47 F77_RET_T | |
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48 F77_FUNC (dlsode, DLSODE) (lsode_fcn_ptr, F77_INT&, F77_DBLE *, F77_DBLE&, |
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49 F77_DBLE&, F77_INT&, F77_DBLE&, const F77_DBLE *, |
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50 F77_INT&, F77_INT&, F77_INT&, F77_DBLE *, |
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51 F77_INT&, F77_INT *, F77_INT&, lsode_jac_ptr, |
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52 F77_INT&); |
4552 | 53 } |
3 | 54 |
532 | 55 static ODEFunc::ODERHSFunc user_fun; |
56 static ODEFunc::ODEJacFunc user_jac; | |
3 | 57 static ColumnVector *tmp_x; |
58 | |
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59 static F77_INT |
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60 lsode_f (const F77_INT& neq, const double& time, double *, double *deriv, |
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61 F77_INT& ierr) |
3 | 62 { |
2343 | 63 ColumnVector tmp_deriv; |
3 | 64 |
1360 | 65 // NOTE: this won't work if LSODE passes copies of the state vector. |
66 // In that case we have to create a temporary vector object | |
67 // and copy. | |
68 | |
1251 | 69 tmp_deriv = (*user_fun) (*tmp_x, time); |
3 | 70 |
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71 if (tmp_deriv.isempty ()) |
1251 | 72 ierr = -1; |
258 | 73 else |
74 { | |
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75 for (F77_INT i = 0; i < neq; i++) |
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76 deriv[i] = tmp_deriv.elem (i); |
258 | 77 } |
3 | 78 |
79 return 0; | |
80 } | |
81 | |
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82 static F77_INT |
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83 lsode_j (const F77_INT& neq, const double& time, double *, const F77_INT&, |
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84 const F77_INT&, double *pd, const F77_INT& nrowpd) |
3 | 85 { |
1251 | 86 Matrix tmp_jac (neq, neq); |
3 | 87 |
1360 | 88 // NOTE: this won't work if LSODE passes copies of the state vector. |
89 // In that case we have to create a temporary vector object | |
90 // and copy. | |
91 | |
1251 | 92 tmp_jac = (*user_jac) (*tmp_x, time); |
3 | 93 |
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94 for (F77_INT j = 0; j < neq; j++) |
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95 for (F77_INT i = 0; i < neq; i++) |
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96 pd[nrowpd * j + i] = tmp_jac (i, j); |
3 | 97 |
98 return 0; | |
99 } | |
100 | |
101 ColumnVector | |
1842 | 102 LSODE::do_integrate (double tout) |
3 | 103 { |
1945 | 104 ColumnVector retval; |
105 | |
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106 static F77_INT nn = 0; |
4049 | 107 |
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108 if (! m_initialized || m_restart || ODEFunc::m_reset |
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109 || LSODE_options::m_reset) |
1945 | 110 { |
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111 m_integration_error = false; |
1945 | 112 |
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113 m_initialized = true; |
4049 | 114 |
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115 m_istate = 1; |
4049 | 116 |
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117 F77_INT n = octave::to_f77_int (size ()); |
4049 | 118 |
119 nn = n; | |
3955 | 120 |
5275 | 121 octave_idx_type max_maxord = 0; |
4231 | 122 |
4049 | 123 if (integration_method () == "stiff") |
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124 { |
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125 max_maxord = 5; |
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127 if (m_jac) |
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128 m_method_flag = 21; |
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129 else |
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130 m_method_flag = 22; |
3955 | 131 |
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132 m_liw = 20 + n; |
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133 m_lrw = 22 + n * (9 + n); |
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134 } |
4049 | 135 else |
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136 { |
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137 max_maxord = 12; |
4231 | 138 |
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139 m_method_flag = 10; |
3955 | 140 |
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141 m_liw = 20; |
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142 m_lrw = 22 + 16 * n; |
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143 } |
4049 | 144 |
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145 m_iwork.resize (dim_vector (m_liw, 1)); |
5552 | 146 |
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147 for (F77_INT i = 4; i < 9; i++) |
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148 m_iwork(i) = 0; |
5552 | 149 |
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150 m_rwork.resize (dim_vector (m_lrw, 1)); |
5552 | 151 |
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152 for (F77_INT i = 4; i < 9; i++) |
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153 m_rwork(i) = 0; |
5552 | 154 |
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155 octave_idx_type maxord = maximum_order (); |
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156 |
4231 | 157 if (maxord >= 0) |
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158 { |
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159 if (maxord > 0 && maxord <= max_maxord) |
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160 { |
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161 m_iwork(4) = octave::to_f77_int (maxord); |
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162 m_iopt = 1; |
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163 } |
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164 else |
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165 { |
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166 // FIXME: Should this be a warning? |
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167 (*current_liboctave_error_handler) |
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168 ("lsode: invalid value for maximum order"); |
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169 m_integration_error = true; |
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170 return retval; |
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171 } |
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172 } |
4231 | 173 |
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174 if (m_stop_time_set) |
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175 { |
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176 m_itask = 4; |
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177 m_rwork(0) = m_stop_time; |
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178 m_iopt = 1; |
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179 } |
4049 | 180 else |
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181 { |
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182 m_itask = 1; |
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183 } |
258 | 184 |
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185 m_restart = false; |
4049 | 186 |
187 // ODEFunc | |
3 | 188 |
4049 | 189 // NOTE: this won't work if LSODE passes copies of the state vector. |
190 // In that case we have to create a temporary vector object | |
191 // and copy. | |
3 | 192 |
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193 tmp_x = &m_x; |
4049 | 194 |
195 user_fun = function (); | |
196 user_jac = jacobian_function (); | |
197 | |
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198 ColumnVector m_xdot = (*user_fun) (m_x, m_t); |
2343 | 199 |
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200 if (m_x.numel () != m_xdot.numel ()) |
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201 { |
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202 // FIXME: Should this be a warning? |
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203 (*current_liboctave_error_handler) |
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204 ("lsode: inconsistent sizes for state and derivative vectors"); |
2343 | 205 |
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206 m_integration_error = true; |
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207 return retval; |
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208 } |
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210 ODEFunc::m_reset = false; |
4049 | 211 |
212 // LSODE_options | |
213 | |
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214 m_rel_tol = relative_tolerance (); |
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215 m_abs_tol = absolute_tolerance (); |
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217 F77_INT abs_tol_len = octave::to_f77_int (m_abs_tol.numel ()); |
4049 | 218 |
219 if (abs_tol_len == 1) | |
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220 m_itol = 1; |
4049 | 221 else if (abs_tol_len == n) |
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222 m_itol = 2; |
4049 | 223 else |
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224 { |
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225 // FIXME: Should this be a warning? |
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226 (*current_liboctave_error_handler) |
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227 ("lsode: inconsistent sizes for state and absolute tolerance vectors"); |
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229 m_integration_error = true; |
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230 return retval; |
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231 } |
2343 | 232 |
4049 | 233 double iss = initial_step_size (); |
234 if (iss >= 0.0) | |
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235 { |
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236 m_rwork(4) = iss; |
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237 m_iopt = 1; |
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238 } |
4049 | 239 |
240 double maxss = maximum_step_size (); | |
241 if (maxss >= 0.0) | |
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242 { |
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243 m_rwork(5) = maxss; |
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244 m_iopt = 1; |
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245 } |
4049 | 246 |
247 double minss = minimum_step_size (); | |
248 if (minss >= 0.0) | |
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249 { |
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250 m_rwork(6) = minss; |
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251 m_iopt = 1; |
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252 } |
4049 | 253 |
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254 F77_INT sl = octave::to_f77_int (step_limit ()); |
4049 | 255 if (sl > 0) |
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256 { |
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257 m_iwork(5) = sl; |
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258 m_iopt = 1; |
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259 } |
4049 | 260 |
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261 LSODE_options::m_reset = false; |
3 | 262 } |
263 | |
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264 double *px = m_x.fortran_vec (); |
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265 |
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266 double *pabs_tol = m_abs_tol.fortran_vec (); |
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267 |
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268 F77_INT *piwork = m_iwork.fortran_vec (); |
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269 double *prwork = m_rwork.fortran_vec (); |
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270 |
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271 F77_INT tmp_istate = octave::to_f77_int (m_istate); |
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272 |
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273 F77_XFCN (dlsode, DLSODE, (lsode_f, nn, px, m_t, tout, m_itol, m_rel_tol, |
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274 pabs_tol, m_itask, tmp_istate, m_iopt, prwork, |
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275 m_lrw, piwork, m_liw, lsode_j, m_method_flag)); |
3 | 276 |
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277 m_istate = tmp_istate; |
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278 |
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279 switch (m_istate) |
3 | 280 { |
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281 case 1: // prior to initial integration step. |
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282 case 2: // lsode was successful. |
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283 retval = m_x; |
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284 m_t = tout; |
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285 break; |
3996 | 286 |
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287 case -1: // excess work done on this call (perhaps wrong mf). |
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288 case -2: // excess accuracy requested (tolerances too small). |
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289 case -3: // invalid input detected (see printed message). |
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290 case -4: // repeated error test failures (check all inputs). |
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291 case -5: // repeated convergence failures (perhaps bad Jacobian |
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292 // supplied or wrong choice of mf or tolerances). |
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293 case -6: // error weight became zero during problem. (solution |
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294 // component i vanished, and atol or atol(i) = 0.) |
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295 case -13: // return requested in user-supplied function. |
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296 m_integration_error = true; |
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297 break; |
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298 |
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299 default: |
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300 m_integration_error = true; |
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301 (*current_liboctave_error_handler) |
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302 ("unrecognized value of istate (= %" OCTAVE_IDX_TYPE_FORMAT ") " |
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303 "returned from lsode", m_istate); |
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304 break; |
3 | 305 } |
306 | |
1945 | 307 return retval; |
3 | 308 } |
309 | |
3959 | 310 std::string |
311 LSODE::error_message (void) const | |
312 { | |
313 std::string retval; | |
314 | |
5765 | 315 std::ostringstream buf; |
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316 buf << m_t; |
5765 | 317 std::string t_curr = buf.str (); |
4042 | 318 |
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319 switch (m_istate) |
3959 | 320 { |
321 case 1: | |
3996 | 322 retval = "prior to initial integration step"; |
3959 | 323 break; |
324 | |
325 case 2: | |
326 retval = "successful exit"; | |
327 break; | |
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328 |
3959 | 329 case 3: |
330 retval = "prior to continuation call with modified parameters"; | |
331 break; | |
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332 |
3996 | 333 case -1: |
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334 retval = "excess work on this call (t = " + t_curr + |
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335 "; perhaps wrong integration method)"; |
3996 | 336 break; |
337 | |
338 case -2: | |
339 retval = "excess accuracy requested (tolerances too small)"; | |
340 break; | |
341 | |
342 case -3: | |
343 retval = "invalid input detected (see printed message)"; | |
344 break; | |
345 | |
346 case -4: | |
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347 retval = "repeated error test failures (t = " + t_curr + |
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348 "; check all inputs)"; |
3996 | 349 break; |
350 | |
351 case -5: | |
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352 retval = "repeated convergence failures (t = " + t_curr + |
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353 "; perhaps bad Jacobian supplied or wrong choice of integration method or tolerances)"; |
3996 | 354 break; |
355 | |
356 case -6: | |
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357 retval = "error weight became zero during problem. (t = " + t_curr + |
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358 "; solution component i vanished, and atol or atol(i) == 0)"; |
3996 | 359 break; |
360 | |
361 case -13: | |
4042 | 362 retval = "return requested in user-supplied function (t = " |
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363 + t_curr + ')'; |
3996 | 364 break; |
365 | |
3959 | 366 default: |
367 retval = "unknown error state"; | |
368 break; | |
369 } | |
370 | |
371 return retval; | |
372 } | |
373 | |
3 | 374 Matrix |
1842 | 375 LSODE::do_integrate (const ColumnVector& tout) |
3 | 376 { |
377 Matrix retval; | |
4049 | 378 |
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379 octave_idx_type n_out = tout.numel (); |
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380 F77_INT n = octave::to_f77_int (size ()); |
3 | 381 |
382 if (n_out > 0 && n > 0) | |
383 { | |
384 retval.resize (n_out, n); | |
385 | |
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386 for (F77_INT i = 0; i < n; i++) |
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387 retval.elem (0, i) = m_x.elem (i); |
3 | 388 |
5275 | 389 for (octave_idx_type j = 1; j < n_out; j++) |
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390 { |
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391 ColumnVector x_next = do_integrate (tout.elem (j)); |
258 | 392 |
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393 if (m_integration_error) |
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394 return retval; |
258 | 395 |
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396 for (F77_INT i = 0; i < n; i++) |
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397 retval.elem (j, i) = x_next.elem (i); |
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398 } |
3 | 399 } |
400 | |
401 return retval; | |
402 } | |
403 | |
404 Matrix | |
3511 | 405 LSODE::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
3 | 406 { |
407 Matrix retval; | |
4049 | 408 |
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409 octave_idx_type n_out = tout.numel (); |
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410 F77_INT n = octave::to_f77_int (size ()); |
3 | 411 |
412 if (n_out > 0 && n > 0) | |
413 { | |
414 retval.resize (n_out, n); | |
415 | |
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416 for (F77_INT i = 0; i < n; i++) |
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417 retval.elem (0, i) = m_x.elem (i); |
3 | 418 |
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419 octave_idx_type n_crit = tcrit.numel (); |
3 | 420 |
421 if (n_crit > 0) | |
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422 { |
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423 octave_idx_type i_crit = 0; |
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424 octave_idx_type i_out = 1; |
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425 double next_crit = tcrit.elem (0); |
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426 double next_out; |
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427 while (i_out < n_out) |
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428 { |
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429 bool do_restart = false; |
3 | 430 |
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431 next_out = tout.elem (i_out); |
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432 if (i_crit < n_crit) |
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433 next_crit = tcrit.elem (i_crit); |
3 | 434 |
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435 bool save_output = false; |
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436 double t_out; |
3 | 437 |
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438 if (next_crit == next_out) |
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439 { |
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440 set_stop_time (next_crit); |
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441 t_out = next_out; |
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442 save_output = true; |
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443 i_out++; |
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444 i_crit++; |
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445 do_restart = true; |
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446 } |
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447 else if (next_crit < next_out) |
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448 { |
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449 if (i_crit < n_crit) |
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450 { |
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451 set_stop_time (next_crit); |
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452 t_out = next_crit; |
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453 save_output = false; |
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454 i_crit++; |
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455 do_restart = true; |
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456 } |
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457 else |
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458 { |
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459 clear_stop_time (); |
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460 t_out = next_out; |
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461 save_output = true; |
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462 i_out++; |
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463 } |
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464 } |
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465 else |
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466 { |
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467 set_stop_time (next_crit); |
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468 t_out = next_out; |
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469 save_output = true; |
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470 i_out++; |
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471 } |
3 | 472 |
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473 ColumnVector x_next = do_integrate (t_out); |
3 | 474 |
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475 if (m_integration_error) |
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476 return retval; |
258 | 477 |
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478 if (save_output) |
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479 { |
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480 for (F77_INT i = 0; i < n; i++) |
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481 retval.elem (i_out-1, i) = x_next.elem (i); |
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482 } |
3 | 483 |
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484 if (do_restart) |
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485 force_restart (); |
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486 } |
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487 } |
3 | 488 else |
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489 { |
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490 retval = do_integrate (tout); |
258 | 491 |
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492 if (m_integration_error) |
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493 return retval; |
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494 } |
3 | 495 } |
496 | |
497 return retval; | |
498 } |