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1 // ODE.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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21 |
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22 */ |
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23 |
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1296
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24 #if defined (__GNUG__) |
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25 #pragma implementation |
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26 #endif |
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27 |
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238
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28 #ifdef HAVE_CONFIG_H |
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29 #include <config.h> |
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30 #endif |
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31 |
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289
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32 #include <math.h> |
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33 #include <float.h> |
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34 #include <iostream.h> |
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35 |
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36 #include "ODE.h" |
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37 #include "f77-uscore.h" |
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227
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38 #include "lo-error.h" |
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39 |
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40 extern "C" |
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41 { |
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1253
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42 int F77_FCN (lsode, LSODE) (int (*)(const int&, const double&, |
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43 double*, double*, int&), |
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44 int&, double*, double&, double&, int&, |
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45 double&, double&, int&, int&, int&, |
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46 double*, int&, int*, int&, |
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47 int (*)(const int&, const double&, |
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48 double*, const int&, const int&, |
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49 double*, const int&), |
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50 int&); |
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51 } |
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52 |
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532
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53 static ODEFunc::ODERHSFunc user_fun; |
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54 static ODEFunc::ODEJacFunc user_jac; |
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55 static ColumnVector *tmp_x; |
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56 |
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57 ODE::ODE (void) |
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58 { |
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59 n = 0; |
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60 t = 0.0; |
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61 |
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62 stop_time_set = 0; |
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63 stop_time = 0.0; |
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64 |
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258
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65 integration_error = 0; |
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66 restart = 1; |
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67 |
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68 istate = 1; |
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69 itol = 1; |
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70 itask = 1; |
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71 iopt = 0; |
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72 |
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73 liw = 20 + n; |
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74 lrw = 22 + n * (9 + n); |
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75 |
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76 iwork = new int [liw]; |
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77 rwork = new double [lrw]; |
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78 for (int i = 4; i < 9; i++) |
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79 { |
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80 iwork[i] = 0; |
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81 rwork[i] = 0.0; |
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82 } |
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83 |
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461
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84 fun = 0; |
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85 jac = 0; |
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86 } |
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87 |
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88 ODE::ODE (int size) |
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89 { |
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90 n = size; |
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91 t = 0.0; |
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92 |
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93 stop_time_set = 0; |
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94 stop_time = 0.0; |
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95 |
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258
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96 integration_error = 0; |
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97 restart = 1; |
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98 |
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99 istate = 1; |
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100 itol = 1; |
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101 itask = 1; |
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102 iopt = 0; |
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103 |
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104 liw = 20 + n; |
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105 lrw = 22 + n * (9 + n); |
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106 |
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107 iwork = new int [liw]; |
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108 rwork = new double [lrw]; |
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109 for (int i = 4; i < 9; i++) |
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110 { |
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111 iwork[i] = 0; |
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112 rwork[i] = 0.0; |
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113 } |
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114 |
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461
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115 fun = 0; |
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116 jac = 0; |
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117 } |
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118 |
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119 ODE::ODE (const ColumnVector& state, double time, const ODEFunc& f) |
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120 { |
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121 n = state.capacity (); |
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122 t = time; |
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123 x = state; |
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124 |
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125 stop_time_set = 0; |
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126 stop_time = 0.0; |
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127 |
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258
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128 integration_error = 0; |
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129 restart = 1; |
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130 |
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131 istate = 1; |
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132 itol = 1; |
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133 itask = 1; |
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134 iopt = 1; |
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135 |
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136 liw = 20 + n; |
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137 lrw = 22 + n * (9 + n); |
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138 |
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139 iwork = new int [liw]; |
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140 rwork = new double [lrw]; |
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141 for (int i = 4; i < 9; i++) |
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142 { |
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143 iwork[i] = 0; |
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144 rwork[i] = 0.0; |
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145 } |
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146 |
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147 fun = f.function (); |
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148 jac = f.jacobian_function (); |
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149 } |
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150 |
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151 ODE::~ODE (void) |
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152 { |
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153 delete [] rwork; |
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154 delete [] iwork; |
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155 } |
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156 |
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157 int |
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158 lsode_f (const int& neq, const double& time, double *state, |
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159 double *deriv, int& ierr) |
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160 { |
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161 ColumnVector tmp_deriv (neq); |
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162 |
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163 // NOTE: this won't work if LSODE passes copies of the state vector. |
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164 // In that case we have to create a temporary vector object |
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165 // and copy. |
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166 |
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167 tmp_deriv = (*user_fun) (*tmp_x, time); |
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168 |
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258
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169 if (tmp_deriv.length () == 0) |
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170 ierr = -1; |
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258
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171 else |
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172 { |
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173 for (int i = 0; i < neq; i++) |
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174 deriv [i] = tmp_deriv.elem (i); |
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175 } |
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176 |
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177 return 0; |
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178 } |
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179 |
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180 int |
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181 lsode_j (const int& neq, const double& time, double *state, |
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182 const int& ml, const int& mu, double *pd, const int& nrowpd) |
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183 { |
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184 Matrix tmp_jac (neq, neq); |
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185 |
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186 // NOTE: this won't work if LSODE passes copies of the state vector. |
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187 // In that case we have to create a temporary vector object |
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188 // and copy. |
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189 |
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190 tmp_jac = (*user_jac) (*tmp_x, time); |
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191 |
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192 for (int j = 0; j < neq; j++) |
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193 for (int i = 0; i < neq; i++) |
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194 pd [nrowpd * j + i] = tmp_jac (i, j); |
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195 |
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196 return 0; |
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197 } |
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198 |
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199 ColumnVector |
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200 ODE::integrate (double tout) |
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201 { |
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461
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202 if (jac) |
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203 method_flag = 21; |
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204 else |
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205 method_flag = 22; |
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206 |
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258
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207 integration_error = 0; |
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208 |
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209 double *xp = x.fortran_vec (); |
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210 |
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211 // NOTE: this won't work if LSODE passes copies of the state vector. |
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212 // In that case we have to create a temporary vector object |
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213 // and copy. |
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214 |
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215 tmp_x = &x; |
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216 user_fun = fun; |
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217 user_jac = jac; |
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218 |
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219 // Try 5000 steps before giving up. |
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220 |
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221 iwork[5] = 5000; |
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222 int working_too_hard = 0; |
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223 |
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224 if (stop_time_set) |
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225 { |
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226 itask = 4; |
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227 rwork [0] = stop_time; |
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228 } |
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229 else |
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230 { |
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231 itask = 1; |
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232 } |
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233 |
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289
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234 double abs_tol = absolute_tolerance (); |
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235 double rel_tol = relative_tolerance (); |
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236 |
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237 rwork[4] = (initial_step_size () >= 0.0) ? initial_step_size () : 0.0; |
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238 rwork[5] = (maximum_step_size () >= 0.0) ? maximum_step_size () : 0.0; |
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239 rwork[6] = (minimum_step_size () >= 0.0) ? minimum_step_size () : 0.0; |
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240 |
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241 if (restart) |
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242 { |
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243 restart = 0; |
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244 istate = 1; |
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245 } |
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246 |
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247 again: |
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248 |
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249 F77_FCN (lsode, LSODE) (lsode_f, n, xp, t, tout, itol, rel_tol, |
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250 abs_tol, itask, istate, iopt, rwork, lrw, |
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251 iwork, liw, lsode_j, method_flag); |
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252 |
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253 switch (istate) |
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254 { |
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258
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255 case -13: // Return requested in user-supplied function. |
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256 case -6: // error weight became zero during problem. (solution |
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257 // component i vanished, and atol or atol(i) = 0.) |
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258 case -5: // repeated convergence failures (perhaps bad jacobian |
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259 // supplied or wrong choice of mf or tolerances). |
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260 case -4: // repeated error test failures (check all inputs). |
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261 case -3: // illegal input detected (see printed message). |
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262 case -2: // excess accuracy requested (tolerances too small). |
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263 integration_error = 1; |
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264 return ColumnVector (); |
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265 break; |
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266 |
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267 case -1: // excess work done on this call (perhaps wrong mf). |
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268 working_too_hard++; |
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269 if (working_too_hard > 20) |
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270 { |
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227
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271 (*current_liboctave_error_handler) |
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272 ("giving up after more than %d steps attempted in lsode", |
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273 iwork[5] * 20); |
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274 integration_error = 1; |
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227
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275 return ColumnVector (); |
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276 } |
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277 else |
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278 { |
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279 istate = 2; |
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280 goto again; |
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281 } |
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282 break; |
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283 |
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284 case 2: // lsode was successful |
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285 break; |
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286 |
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287 default: |
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288 // Error? |
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289 break; |
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290 } |
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291 |
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292 t = tout; |
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293 |
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294 return x; |
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295 } |
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296 |
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297 void |
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298 ODE::integrate (int nsteps, double tstep, ostream& s) |
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299 { |
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300 int time_to_quit = 0; |
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301 double tout = t; |
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302 |
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303 s << t << " " << x << "\n"; |
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304 |
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305 for (int i = 0; i < nsteps; i++) |
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306 { |
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307 tout += tstep; |
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308 if (stop_time_set && tout > stop_time) |
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309 { |
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310 tout = stop_time; |
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311 time_to_quit = 1; |
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312 } |
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313 |
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314 x = integrate (tout); |
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315 |
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316 s << t << " " << x << "\n"; |
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317 |
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318 if (time_to_quit) |
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319 return; |
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320 } |
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321 } |
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322 |
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323 Matrix |
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324 ODE::integrate (const ColumnVector& tout) |
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325 { |
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326 Matrix retval; |
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327 int n_out = tout.capacity (); |
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328 |
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329 if (n_out > 0 && n > 0) |
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330 { |
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331 retval.resize (n_out, n); |
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332 |
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333 for (int i = 0; i < n; i++) |
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334 retval.elem (0, i) = x.elem (i); |
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335 |
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336 for (int j = 1; j < n_out; j++) |
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337 { |
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338 ColumnVector x_next = integrate (tout.elem (j)); |
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339 |
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340 if (integration_error) |
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341 return retval; |
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342 |
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343 for (int i = 0; i < n; i++) |
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344 retval.elem (j, i) = x_next.elem (i); |
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345 } |
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346 } |
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347 |
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348 return retval; |
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349 } |
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350 |
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351 Matrix |
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352 ODE::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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353 { |
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354 Matrix retval; |
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355 int n_out = tout.capacity (); |
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356 |
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357 if (n_out > 0 && n > 0) |
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358 { |
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359 retval.resize (n_out, n); |
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360 |
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361 for (int i = 0; i < n; i++) |
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362 retval.elem (0, i) = x.elem (i); |
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363 |
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364 int n_crit = tcrit.capacity (); |
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365 |
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366 if (n_crit > 0) |
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367 { |
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368 int i_crit = 0; |
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369 int i_out = 1; |
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370 double next_crit = tcrit.elem (0); |
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371 double next_out; |
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372 while (i_out < n_out) |
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373 { |
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374 int do_restart = 0; |
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375 |
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376 next_out = tout.elem (i_out); |
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377 if (i_crit < n_crit) |
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378 next_crit = tcrit.elem (i_crit); |
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379 |
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380 int save_output; |
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381 double t_out; |
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382 |
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383 if (next_crit == next_out) |
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384 { |
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385 set_stop_time (next_crit); |
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386 t_out = next_out; |
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387 save_output = 1; |
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388 i_out++; |
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389 i_crit++; |
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390 do_restart = 1; |
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391 } |
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392 else if (next_crit < next_out) |
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393 { |
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394 if (i_crit < n_crit) |
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395 { |
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396 set_stop_time (next_crit); |
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397 t_out = next_crit; |
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398 save_output = 0; |
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399 i_crit++; |
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400 do_restart = 1; |
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401 } |
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402 else |
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403 { |
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404 clear_stop_time (); |
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405 t_out = next_out; |
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406 save_output = 1; |
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407 i_out++; |
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408 } |
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409 } |
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410 else |
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411 { |
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412 set_stop_time (next_crit); |
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413 t_out = next_out; |
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414 save_output = 1; |
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415 i_out++; |
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416 } |
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417 |
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418 ColumnVector x_next = integrate (t_out); |
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419 |
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258
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420 if (integration_error) |
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421 return retval; |
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422 |
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423 if (save_output) |
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424 { |
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425 for (int i = 0; i < n; i++) |
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426 retval.elem (i_out-1, i) = x_next.elem (i); |
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427 } |
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428 |
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429 if (do_restart) |
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430 force_restart (); |
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431 } |
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432 } |
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433 else |
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258
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434 { |
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435 retval = integrate (tout); |
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436 |
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437 if (integration_error) |
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438 return retval; |
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439 } |
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440 } |
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441 |
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442 return retval; |
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443 } |
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444 |
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445 int |
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446 ODE::size (void) const |
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447 { |
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448 return n; |
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449 } |
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450 |
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451 ColumnVector |
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452 ODE::state (void) const |
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453 { |
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454 return x; |
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455 } |
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456 |
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457 double ODE::time (void) const |
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458 { |
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459 return t; |
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460 } |
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461 |
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462 void |
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463 ODE::force_restart (void) |
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464 { |
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465 restart = 1; |
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466 } |
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467 |
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468 void |
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469 ODE::initialize (const ColumnVector& state, double time) |
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470 { |
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471 restart = 1; |
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472 x = state; |
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473 t = time; |
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474 } |
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475 |
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476 void |
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477 ODE::set_stop_time (double time) |
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478 { |
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479 stop_time_set = 1; |
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480 stop_time = time; |
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481 } |
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482 |
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483 void |
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484 ODE::clear_stop_time (void) |
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485 { |
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486 stop_time_set = 0; |
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487 } |
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488 |
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289
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489 ODE_options::ODE_options (void) |
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490 { |
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491 init (); |
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492 } |
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493 |
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494 ODE_options::ODE_options (const ODE_options& opt) |
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495 { |
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496 copy (opt); |
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497 } |
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498 |
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499 ODE_options& |
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500 ODE_options::operator = (const ODE_options& opt) |
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501 { |
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502 if (this != &opt) |
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503 copy (opt); |
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504 |
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505 return *this; |
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506 } |
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507 |
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508 ODE_options::~ODE_options (void) |
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509 { |
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510 } |
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511 |
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512 void |
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513 ODE_options::init (void) |
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514 { |
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515 double sqrt_eps = sqrt (DBL_EPSILON); |
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516 x_absolute_tolerance = sqrt_eps; |
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517 x_initial_step_size = -1.0; |
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518 x_maximum_step_size = -1.0; |
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519 x_minimum_step_size = 0.0; |
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520 x_relative_tolerance = sqrt_eps; |
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521 } |
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522 |
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523 void |
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524 ODE_options::copy (const ODE_options& opt) |
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525 { |
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526 x_absolute_tolerance = opt.x_absolute_tolerance; |
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527 x_initial_step_size = opt.x_initial_step_size; |
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528 x_maximum_step_size = opt.x_maximum_step_size; |
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529 x_minimum_step_size = opt.x_minimum_step_size; |
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530 x_relative_tolerance = opt.x_relative_tolerance; |
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531 } |
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532 |
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533 void |
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534 ODE_options::set_default_options (void) |
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535 { |
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536 init (); |
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537 } |
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538 |
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539 void |
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540 ODE_options::set_absolute_tolerance (double val) |
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541 { |
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542 x_absolute_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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543 } |
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544 |
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545 void |
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546 ODE_options::set_initial_step_size (double val) |
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547 { |
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548 x_initial_step_size = (val >= 0.0) ? val : -1.0; |
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549 } |
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550 |
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551 void |
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552 ODE_options::set_maximum_step_size (double val) |
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553 { |
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554 x_maximum_step_size = (val >= 0.0) ? val : -1.0; |
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555 } |
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556 |
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557 void |
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558 ODE_options::set_minimum_step_size (double val) |
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559 { |
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560 x_minimum_step_size = (val >= 0.0) ? val : 0.0; |
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561 } |
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562 |
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563 void |
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564 ODE_options::set_relative_tolerance (double val) |
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565 { |
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566 x_relative_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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567 } |
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568 |
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569 double |
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570 ODE_options::absolute_tolerance (void) |
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571 { |
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572 return x_absolute_tolerance; |
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573 } |
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574 |
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575 double |
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576 ODE_options::initial_step_size (void) |
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577 { |
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578 return x_initial_step_size; |
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579 } |
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580 |
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581 double |
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582 ODE_options::maximum_step_size (void) |
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583 { |
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584 return x_maximum_step_size; |
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585 } |
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586 |
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587 double |
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588 ODE_options::minimum_step_size (void) |
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589 { |
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590 return x_minimum_step_size; |
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591 } |
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592 |
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593 double |
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594 ODE_options::relative_tolerance (void) |
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595 { |
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596 return x_relative_tolerance; |
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597 } |
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598 |
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3
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599 /* |
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600 ;;; Local Variables: *** |
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601 ;;; mode: C++ *** |
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602 ;;; page-delimiter: "^/\\*" *** |
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603 ;;; End: *** |
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604 */ |
