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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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20 02110-1301, 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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1367
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28 #include <cfloat> |
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29 #include <cmath> |
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30 |
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5765
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31 #include <sstream> |
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32 |
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1842
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33 #include "LSODE.h" |
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1847
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34 #include "f77-fcn.h" |
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227
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35 #include "lo-error.h" |
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4180
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36 #include "quit.h" |
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37 |
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38 typedef octave_idx_type (*lsode_fcn_ptr) (const octave_idx_type&, const double&, double*, |
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39 double*, octave_idx_type&); |
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40 |
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41 typedef octave_idx_type (*lsode_jac_ptr) (const octave_idx_type&, const double&, double*, |
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42 const octave_idx_type&, const octave_idx_type&, double*, const |
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43 octave_idx_type&); |
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44 |
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45 extern "C" |
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4552
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46 { |
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47 F77_RET_T |
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48 F77_FUNC (dlsode, DLSODE) (lsode_fcn_ptr, octave_idx_type&, double*, double&, |
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49 double&, octave_idx_type&, double&, const double*, octave_idx_type&, |
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50 octave_idx_type&, octave_idx_type&, double*, octave_idx_type&, octave_idx_type*, octave_idx_type&, |
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51 lsode_jac_ptr, octave_idx_type&); |
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4552
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52 } |
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53 |
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532
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54 static ODEFunc::ODERHSFunc user_fun; |
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55 static ODEFunc::ODEJacFunc user_jac; |
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56 static ColumnVector *tmp_x; |
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57 |
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58 static octave_idx_type |
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59 lsode_f (const octave_idx_type& neq, const double& time, double *, |
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60 double *deriv, octave_idx_type& ierr) |
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61 { |
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62 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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63 |
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64 ColumnVector tmp_deriv; |
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65 |
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1360
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66 // NOTE: this won't work if LSODE passes copies of the state vector. |
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67 // In that case we have to create a temporary vector object |
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68 // and copy. |
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69 |
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70 tmp_deriv = (*user_fun) (*tmp_x, time); |
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71 |
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258
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72 if (tmp_deriv.length () == 0) |
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73 ierr = -1; |
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258
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74 else |
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75 { |
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76 for (octave_idx_type i = 0; i < neq; i++) |
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258
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77 deriv [i] = tmp_deriv.elem (i); |
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78 } |
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79 |
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80 END_INTERRUPT_WITH_EXCEPTIONS; |
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81 |
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82 return 0; |
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83 } |
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84 |
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85 static octave_idx_type |
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86 lsode_j (const octave_idx_type& neq, const double& time, double *, |
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87 const octave_idx_type&, const octave_idx_type&, double *pd, const octave_idx_type& nrowpd) |
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88 { |
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89 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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90 |
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91 Matrix tmp_jac (neq, neq); |
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92 |
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93 // NOTE: this won't work if LSODE passes copies of the state vector. |
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94 // In that case we have to create a temporary vector object |
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95 // and copy. |
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96 |
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97 tmp_jac = (*user_jac) (*tmp_x, time); |
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98 |
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99 for (octave_idx_type j = 0; j < neq; j++) |
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100 for (octave_idx_type i = 0; i < neq; i++) |
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101 pd [nrowpd * j + i] = tmp_jac (i, j); |
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102 |
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103 END_INTERRUPT_WITH_EXCEPTIONS; |
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104 |
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105 return 0; |
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106 } |
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107 |
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108 ColumnVector |
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109 LSODE::do_integrate (double tout) |
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110 { |
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111 ColumnVector retval; |
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112 |
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113 static octave_idx_type nn = 0; |
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114 |
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115 if (! initialized || restart || ODEFunc::reset || LSODE_options::reset) |
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1945
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116 { |
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117 integration_error = false; |
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1945
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118 |
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119 initialized = true; |
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120 |
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121 istate = 1; |
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122 |
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123 octave_idx_type n = size (); |
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124 |
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125 nn = n; |
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126 |
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127 octave_idx_type max_maxord = 0; |
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128 |
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129 if (integration_method () == "stiff") |
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130 { |
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131 max_maxord = 5; |
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132 |
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133 if (jac) |
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134 method_flag = 21; |
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135 else |
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136 method_flag = 22; |
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137 |
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138 liw = 20 + n; |
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139 lrw = 22 + n * (9 + n); |
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140 } |
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141 else |
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142 { |
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143 max_maxord = 12; |
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144 |
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145 method_flag = 10; |
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146 |
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147 liw = 20; |
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148 lrw = 22 + 16 * n; |
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149 } |
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150 |
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151 maxord = maximum_order (); |
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152 |
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153 iwork.resize (liw); |
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154 |
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155 for (octave_idx_type i = 4; i < 9; i++) |
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156 iwork(i) = 0; |
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157 |
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158 rwork.resize (lrw); |
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159 |
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160 for (octave_idx_type i = 4; i < 9; i++) |
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161 rwork(i) = 0; |
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162 |
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163 if (maxord >= 0) |
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164 { |
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165 if (maxord > 0 && maxord <= max_maxord) |
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166 { |
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167 iwork(4) = maxord; |
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168 iopt = 1; |
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169 } |
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170 else |
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171 { |
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172 (*current_liboctave_error_handler) |
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173 ("lsode: invalid value for maximum order"); |
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174 integration_error = true; |
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175 return retval; |
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176 } |
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177 } |
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178 |
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179 if (stop_time_set) |
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180 { |
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181 itask = 4; |
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182 rwork(0) = stop_time; |
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183 iopt = 1; |
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184 } |
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185 else |
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186 { |
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187 itask = 1; |
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188 } |
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258
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189 |
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190 px = x.fortran_vec (); |
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191 |
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192 piwork = iwork.fortran_vec (); |
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193 prwork = rwork.fortran_vec (); |
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194 |
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195 restart = false; |
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196 |
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197 // ODEFunc |
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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 |
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205 user_fun = function (); |
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206 user_jac = jacobian_function (); |
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207 |
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208 ColumnVector xdot = (*user_fun) (x, t); |
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209 |
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210 if (x.length () != xdot.length ()) |
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211 { |
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212 (*current_liboctave_error_handler) |
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213 ("lsode: inconsistent sizes for state and derivative vectors"); |
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214 |
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215 integration_error = true; |
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216 return retval; |
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217 } |
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218 |
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219 ODEFunc::reset = false; |
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220 |
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221 // LSODE_options |
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222 |
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223 rel_tol = relative_tolerance (); |
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224 abs_tol = absolute_tolerance (); |
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225 |
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226 octave_idx_type abs_tol_len = abs_tol.length (); |
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227 |
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228 if (abs_tol_len == 1) |
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229 itol = 1; |
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230 else if (abs_tol_len == n) |
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231 itol = 2; |
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232 else |
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233 { |
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234 (*current_liboctave_error_handler) |
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235 ("lsode: inconsistent sizes for state and absolute tolerance vectors"); |
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236 |
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237 integration_error = true; |
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238 return retval; |
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239 } |
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240 |
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241 double iss = initial_step_size (); |
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242 if (iss >= 0.0) |
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243 { |
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244 rwork(4) = iss; |
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245 iopt = 1; |
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246 } |
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247 |
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248 double maxss = maximum_step_size (); |
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249 if (maxss >= 0.0) |
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250 { |
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251 rwork(5) = maxss; |
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252 iopt = 1; |
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253 } |
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254 |
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255 double minss = minimum_step_size (); |
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256 if (minss >= 0.0) |
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257 { |
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258 rwork(6) = minss; |
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259 iopt = 1; |
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260 } |
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261 |
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262 octave_idx_type sl = step_limit (); |
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263 if (sl > 0) |
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264 { |
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265 iwork(5) = sl; |
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266 iopt = 1; |
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267 } |
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268 |
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269 pabs_tol = abs_tol.fortran_vec (); |
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270 |
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271 LSODE_options::reset = false; |
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272 } |
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273 |
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274 F77_XFCN (dlsode, DLSODE, (lsode_f, nn, px, t, tout, itol, rel_tol, |
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275 pabs_tol, itask, istate, iopt, prwork, lrw, |
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276 piwork, liw, lsode_j, method_flag)); |
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277 |
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278 if (f77_exception_encountered) |
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279 { |
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280 integration_error = true; |
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281 (*current_liboctave_error_handler) ("unrecoverable error in lsode"); |
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282 } |
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283 else |
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284 { |
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285 switch (istate) |
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286 { |
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287 case 1: // prior to initial integration step. |
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288 case 2: // lsode was successful. |
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289 retval = x; |
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290 t = tout; |
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291 break; |
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292 |
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293 case -1: // excess work done on this call (perhaps wrong mf). |
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294 case -2: // excess accuracy requested (tolerances too small). |
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295 case -3: // illegal input detected (see printed message). |
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296 case -4: // repeated error test failures (check all inputs). |
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297 case -5: // repeated convergence failures (perhaps bad jacobian |
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298 // supplied or wrong choice of mf or tolerances). |
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299 case -6: // error weight became zero during problem. (solution |
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300 // component i vanished, and atol or atol(i) = 0.) |
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301 case -13: // return requested in user-supplied function. |
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302 integration_error = true; |
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303 break; |
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304 |
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305 default: |
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306 integration_error = true; |
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227
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307 (*current_liboctave_error_handler) |
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308 ("unrecognized value of istate (= %d) returned from lsode", |
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309 istate); |
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310 break; |
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311 } |
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312 } |
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313 |
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1945
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314 return retval; |
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315 } |
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316 |
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3959
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317 std::string |
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318 LSODE::error_message (void) const |
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319 { |
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320 std::string retval; |
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321 |
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5765
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322 std::ostringstream buf; |
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323 buf << t; |
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324 std::string t_curr = buf.str (); |
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325 |
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3959
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326 switch (istate) |
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327 { |
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328 case 1: |
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329 retval = "prior to initial integration step"; |
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330 break; |
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331 |
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332 case 2: |
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333 retval = "successful exit"; |
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334 break; |
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335 |
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336 case 3: |
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337 retval = "prior to continuation call with modified parameters"; |
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338 break; |
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339 |
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340 case -1: |
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341 retval = std::string ("excess work on this call (t = ") |
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342 + t_curr + "; perhaps wrong integration method)"; |
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343 break; |
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344 |
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345 case -2: |
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346 retval = "excess accuracy requested (tolerances too small)"; |
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347 break; |
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348 |
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349 case -3: |
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350 retval = "invalid input detected (see printed message)"; |
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351 break; |
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352 |
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353 case -4: |
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354 retval = std::string ("repeated error test failures (t = ") |
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355 + t_curr + "check all inputs)"; |
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356 break; |
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357 |
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358 case -5: |
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359 retval = std::string ("repeated convergence failures (t = ") |
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360 + t_curr |
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361 + "perhaps bad jacobian supplied or wrong choice of integration method or tolerances)"; |
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3996
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362 break; |
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363 |
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364 case -6: |
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365 retval = std::string ("error weight became zero during problem. (t = ") |
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4043
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366 + t_curr |
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4042
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367 + "; solution component i vanished, and atol or atol(i) == 0)"; |
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3996
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368 break; |
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369 |
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370 case -13: |
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371 retval = "return requested in user-supplied function (t = " |
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4043
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372 + t_curr + ")"; |
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3996
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373 break; |
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374 |
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3959
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375 default: |
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376 retval = "unknown error state"; |
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377 break; |
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378 } |
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379 |
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380 return retval; |
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381 } |
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382 |
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3
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383 Matrix |
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1842
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384 LSODE::do_integrate (const ColumnVector& tout) |
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385 { |
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386 Matrix retval; |
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387 |
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5275
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388 octave_idx_type n_out = tout.capacity (); |
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389 octave_idx_type n = size (); |
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3
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390 |
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391 if (n_out > 0 && n > 0) |
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392 { |
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393 retval.resize (n_out, n); |
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394 |
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5275
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395 for (octave_idx_type i = 0; i < n; i++) |
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3
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396 retval.elem (0, i) = x.elem (i); |
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397 |
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5275
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398 for (octave_idx_type j = 1; j < n_out; j++) |
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3
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399 { |
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1842
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400 ColumnVector x_next = do_integrate (tout.elem (j)); |
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258
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401 |
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402 if (integration_error) |
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403 return retval; |
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404 |
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5275
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405 for (octave_idx_type i = 0; i < n; i++) |
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3
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406 retval.elem (j, i) = x_next.elem (i); |
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407 } |
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408 } |
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409 |
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410 return retval; |
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411 } |
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412 |
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413 Matrix |
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3511
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414 LSODE::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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3
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415 { |
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416 Matrix retval; |
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4049
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417 |
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5275
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418 octave_idx_type n_out = tout.capacity (); |
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419 octave_idx_type n = size (); |
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3
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420 |
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421 if (n_out > 0 && n > 0) |
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422 { |
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423 retval.resize (n_out, n); |
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424 |
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5275
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425 for (octave_idx_type i = 0; i < n; i++) |
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3
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426 retval.elem (0, i) = x.elem (i); |
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427 |
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5275
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428 octave_idx_type n_crit = tcrit.capacity (); |
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3
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429 |
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430 if (n_crit > 0) |
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431 { |
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5275
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432 octave_idx_type i_crit = 0; |
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433 octave_idx_type i_out = 1; |
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3
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434 double next_crit = tcrit.elem (0); |
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435 double next_out; |
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436 while (i_out < n_out) |
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437 { |
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3995
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438 bool do_restart = false; |
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3
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439 |
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440 next_out = tout.elem (i_out); |
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441 if (i_crit < n_crit) |
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442 next_crit = tcrit.elem (i_crit); |
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443 |
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5275
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444 octave_idx_type save_output; |
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3
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445 double t_out; |
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446 |
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447 if (next_crit == next_out) |
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448 { |
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449 set_stop_time (next_crit); |
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450 t_out = next_out; |
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451 save_output = 1; |
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452 i_out++; |
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453 i_crit++; |
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3995
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454 do_restart = true; |
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3
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455 } |
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456 else if (next_crit < next_out) |
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457 { |
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458 if (i_crit < n_crit) |
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459 { |
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460 set_stop_time (next_crit); |
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461 t_out = next_crit; |
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462 save_output = 0; |
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463 i_crit++; |
|
3995
|
464 do_restart = true; |
|
3
|
465 } |
|
|
466 else |
|
|
467 { |
|
|
468 clear_stop_time (); |
|
|
469 t_out = next_out; |
|
|
470 save_output = 1; |
|
|
471 i_out++; |
|
|
472 } |
|
|
473 } |
|
|
474 else |
|
|
475 { |
|
|
476 set_stop_time (next_crit); |
|
|
477 t_out = next_out; |
|
|
478 save_output = 1; |
|
|
479 i_out++; |
|
|
480 } |
|
|
481 |
|
1842
|
482 ColumnVector x_next = do_integrate (t_out); |
|
3
|
483 |
|
258
|
484 if (integration_error) |
|
|
485 return retval; |
|
|
486 |
|
3
|
487 if (save_output) |
|
|
488 { |
|
5275
|
489 for (octave_idx_type i = 0; i < n; i++) |
|
3
|
490 retval.elem (i_out-1, i) = x_next.elem (i); |
|
|
491 } |
|
|
492 |
|
|
493 if (do_restart) |
|
|
494 force_restart (); |
|
|
495 } |
|
|
496 } |
|
|
497 else |
|
258
|
498 { |
|
1842
|
499 retval = do_integrate (tout); |
|
258
|
500 |
|
|
501 if (integration_error) |
|
|
502 return retval; |
|
|
503 } |
|
3
|
504 } |
|
|
505 |
|
|
506 return retval; |
|
|
507 } |
|
|
508 |
|
|
509 /* |
|
|
510 ;;; Local Variables: *** |
|
|
511 ;;; mode: C++ *** |
|
|
512 ;;; End: *** |
|
|
513 */ |
