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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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1315
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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1296
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23 #if defined (__GNUG__) |
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24 #pragma implementation |
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25 #endif |
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26 |
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238
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27 #ifdef HAVE_CONFIG_H |
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1192
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28 #include <config.h> |
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29 #endif |
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30 |
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1367
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31 #include <cfloat> |
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32 #include <cmath> |
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33 |
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3503
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34 #include <iostream> |
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4042
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35 #include <strstream> |
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289
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36 |
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1842
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37 #include "LSODE.h" |
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1847
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38 #include "f77-fcn.h" |
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227
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39 #include "lo-error.h" |
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40 |
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3507
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41 typedef int (*lsode_fcn_ptr) (const int&, const double&, double*, |
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42 double*, int&); |
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43 |
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44 typedef int (*lsode_jac_ptr) (const int&, const double&, double*, |
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45 const int&, const int&, double*, const |
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46 int&); |
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47 |
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48 extern "C" |
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3887
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49 int F77_FUNC (lsode, LSODE) (lsode_fcn_ptr, int&, double*, double&, |
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50 double&, int&, double&, const double*, int&, |
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51 int&, int&, double*, int&, int*, int&, |
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52 lsode_jac_ptr, int&); |
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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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1842
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58 LSODE::LSODE (void) : ODE (), LSODE_options () |
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3
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59 { |
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1842
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60 n = size (); |
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61 |
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62 itask = 1; |
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3955
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63 iopt = 0; |
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64 |
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3995
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65 sanity_checked = false; |
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66 } |
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67 |
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1842
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68 LSODE::LSODE (const ColumnVector& state, double time, const ODEFunc& f) |
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69 : ODE (state, time, f), LSODE_options () |
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3
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70 { |
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1842
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71 n = size (); |
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72 |
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73 itask = 1; |
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74 iopt = 0; |
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75 |
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3995
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76 sanity_checked = false; |
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1842
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77 } |
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78 |
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3
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79 int |
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1482
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80 lsode_f (const int& neq, const double& time, double *, |
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1251
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81 double *deriv, int& ierr) |
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3
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82 { |
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2343
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83 ColumnVector tmp_deriv; |
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84 |
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1360
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85 // NOTE: this won't work if LSODE passes copies of the state vector. |
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86 // In that case we have to create a temporary vector object |
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87 // and copy. |
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88 |
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89 tmp_deriv = (*user_fun) (*tmp_x, time); |
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90 |
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258
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91 if (tmp_deriv.length () == 0) |
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92 ierr = -1; |
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258
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93 else |
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94 { |
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95 for (int i = 0; i < neq; i++) |
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258
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96 deriv [i] = tmp_deriv.elem (i); |
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97 } |
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98 |
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99 return 0; |
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100 } |
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101 |
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102 int |
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1482
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103 lsode_j (const int& neq, const double& time, double *, |
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104 const int&, const int&, double *pd, const int& nrowpd) |
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105 { |
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106 Matrix tmp_jac (neq, neq); |
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107 |
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108 // NOTE: this won't work if LSODE passes copies of the state vector. |
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109 // In that case we have to create a temporary vector object |
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110 // and copy. |
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111 |
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112 tmp_jac = (*user_jac) (*tmp_x, time); |
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113 |
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114 for (int j = 0; j < neq; j++) |
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115 for (int i = 0; i < neq; i++) |
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116 pd [nrowpd * j + i] = tmp_jac (i, j); |
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117 |
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118 return 0; |
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119 } |
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120 |
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121 ColumnVector |
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1842
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122 LSODE::do_integrate (double tout) |
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123 { |
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1945
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124 ColumnVector retval; |
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125 |
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126 if (restart) |
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127 { |
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3995
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128 restart = false; |
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1945
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129 istate = 1; |
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130 } |
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131 |
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3955
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132 if (integration_method () == "stiff") |
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133 { |
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134 if (jac) |
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135 method_flag = 21; |
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136 else |
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137 method_flag = 22; |
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138 |
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139 liw = 20 + n; |
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140 lrw = 22 + n * (9 + n); |
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141 } |
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142 else |
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143 { |
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144 method_flag = 10; |
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145 |
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146 liw = 20; |
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147 lrw = 22 + 16 * n; |
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148 } |
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149 |
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1945
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150 if (iwork.length () != liw) |
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151 { |
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152 iwork.resize (liw); |
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153 |
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154 for (int i = 4; i < 9; i++) |
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155 iwork.elem (i) = 0; |
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156 } |
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157 |
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158 if (rwork.length () != lrw) |
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159 { |
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160 rwork.resize (lrw); |
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161 |
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162 for (int i = 4; i < 9; i++) |
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163 rwork.elem (i) = 0; |
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164 } |
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165 |
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3995
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166 integration_error = false; |
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258
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167 |
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168 double *xp = x.fortran_vec (); |
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169 |
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1360
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170 // NOTE: this won't work if LSODE passes copies of the state vector. |
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171 // In that case we have to create a temporary vector object |
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172 // and copy. |
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173 |
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174 tmp_x = &x; |
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175 user_fun = function (); |
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176 user_jac = jacobian_function (); |
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177 |
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2343
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178 if (! sanity_checked) |
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179 { |
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180 ColumnVector xdot = (*user_fun) (x, t); |
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181 |
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182 if (x.length () != xdot.length ()) |
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183 { |
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184 (*current_liboctave_error_handler) |
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185 ("lsode: inconsistent sizes for state and derivative vectors"); |
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186 |
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187 integration_error = true; |
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188 return retval; |
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189 } |
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190 |
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191 sanity_checked = true; |
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192 } |
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193 |
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194 if (stop_time_set) |
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195 { |
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196 itask = 4; |
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1945
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197 rwork.elem (0) = stop_time; |
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3243
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198 iopt = 1; |
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199 } |
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200 else |
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201 { |
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202 itask = 1; |
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203 } |
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204 |
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289
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205 double rel_tol = relative_tolerance (); |
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206 |
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3952
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207 const Array<double> abs_tol = absolute_tolerance (); |
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208 |
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209 int abs_tol_len = abs_tol.length (); |
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210 |
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211 int itol; |
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212 |
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213 if (abs_tol_len == 1) |
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214 itol = 1; |
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215 else if (abs_tol_len == n) |
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216 itol = 2; |
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217 else |
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218 { |
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219 (*current_liboctave_error_handler) |
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220 ("lsode: inconsistent sizes for state and absolute tolerance vectors"); |
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221 |
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222 integration_error = true; |
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223 return retval; |
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224 } |
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225 |
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226 if (initial_step_size () >= 0.0) |
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227 { |
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228 rwork.elem (4) = initial_step_size (); |
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229 iopt = 1; |
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230 } |
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231 |
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232 if (maximum_step_size () >= 0.0) |
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233 { |
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234 rwork.elem (5) = maximum_step_size (); |
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235 iopt = 1; |
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236 } |
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237 |
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238 if (minimum_step_size () >= 0.0) |
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239 { |
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240 rwork.elem (6) = minimum_step_size (); |
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241 iopt = 1; |
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242 } |
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289
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243 |
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2850
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244 if (step_limit () > 0) |
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3243
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245 { |
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246 iwork.elem (5) = step_limit (); |
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247 iopt = 1; |
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248 } |
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2850
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249 |
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3952
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250 const double *pabs_tol = abs_tol.fortran_vec (); |
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1945
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251 int *piwork = iwork.fortran_vec (); |
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252 double *prwork = rwork.fortran_vec (); |
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253 |
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254 F77_XFCN (lsode, LSODE, (lsode_f, n, xp, t, tout, itol, rel_tol, |
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255 pabs_tol, itask, istate, iopt, prwork, lrw, |
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1945
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256 piwork, liw, lsode_j, method_flag)); |
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257 |
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1945
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258 if (f77_exception_encountered) |
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3178
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259 { |
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260 integration_error = true; |
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3178
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261 (*current_liboctave_error_handler) ("unrecoverable error in lsode"); |
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262 } |
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1945
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263 else |
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3
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264 { |
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1945
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265 switch (istate) |
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266 { |
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3996
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267 case 1: // prior to initial integration step. |
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268 case 2: // lsode was successful. |
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269 retval = x; |
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270 t = tout; |
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271 break; |
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272 |
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273 case -1: // excess work done on this call (perhaps wrong mf). |
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274 case -2: // excess accuracy requested (tolerances too small). |
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275 case -3: // illegal input detected (see printed message). |
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276 case -4: // repeated error test failures (check all inputs). |
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277 case -5: // repeated convergence failures (perhaps bad jacobian |
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278 // supplied or wrong choice of mf or tolerances). |
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279 case -6: // error weight became zero during problem. (solution |
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280 // component i vanished, and atol or atol(i) = 0.) |
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281 case -13: // return requested in user-supplied function. |
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282 integration_error = true; |
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283 break; |
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284 |
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285 default: |
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286 integration_error = true; |
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227
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287 (*current_liboctave_error_handler) |
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288 ("unrecognized value of istate (= %d) returned from lsode", |
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289 istate); |
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290 break; |
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291 } |
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292 } |
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293 |
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294 return retval; |
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295 } |
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296 |
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297 std::string |
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298 LSODE::error_message (void) const |
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299 { |
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300 std::string retval; |
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301 |
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302 std::ostrstream buf; |
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303 buf << t << ends; |
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304 const char *t = buf.str (); |
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305 std::string curr_t = t; |
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306 delete [] t; |
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307 |
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3959
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308 switch (istate) |
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309 { |
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310 case 1: |
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311 retval = "prior to initial integration step"; |
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312 break; |
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313 |
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314 case 2: |
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315 retval = "successful exit"; |
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316 break; |
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317 |
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318 case 3: |
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319 retval = "prior to continuation call with modified parameters"; |
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320 break; |
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321 |
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322 case -1: |
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323 retval = std::string ("excess work on this call (t = ") |
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324 + curr_t + "; perhaps wrong integration method)"; |
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325 break; |
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326 |
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327 case -2: |
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328 retval = "excess accuracy requested (tolerances too small)"; |
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329 break; |
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330 |
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331 case -3: |
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332 retval = "invalid input detected (see printed message)"; |
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333 break; |
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334 |
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335 case -4: |
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336 retval = std::string ("repeated error test failures (t = ") |
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337 + curr_t + "check all inputs)"; |
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338 break; |
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339 |
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340 case -5: |
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341 retval = std::string ("repeated convergence failures (t = ") |
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342 + curr_t |
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343 + "perhaps bad jacobian supplied or wrong choice of integration method or tolerances)"; |
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344 break; |
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345 |
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346 case -6: |
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347 retval = std::string ("error weight became zero during problem. (t = ") |
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348 + curr_t |
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349 + "; solution component i vanished, and atol or atol(i) == 0)"; |
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350 break; |
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351 |
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352 case -13: |
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353 retval = "return requested in user-supplied function (t = " |
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354 + curr_t + ")"; |
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355 break; |
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356 |
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3959
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357 default: |
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358 retval = "unknown error state"; |
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359 break; |
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360 } |
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361 |
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362 return retval; |
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363 } |
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364 |
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365 Matrix |
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366 LSODE::do_integrate (const ColumnVector& tout) |
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367 { |
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368 Matrix retval; |
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369 int n_out = tout.capacity (); |
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370 |
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371 if (n_out > 0 && n > 0) |
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372 { |
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373 retval.resize (n_out, n); |
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374 |
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375 for (int i = 0; i < n; i++) |
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376 retval.elem (0, i) = x.elem (i); |
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377 |
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378 for (int j = 1; j < n_out; j++) |
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379 { |
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1842
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380 ColumnVector x_next = do_integrate (tout.elem (j)); |
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258
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381 |
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382 if (integration_error) |
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383 return retval; |
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384 |
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1321
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385 for (int i = 0; i < n; i++) |
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386 retval.elem (j, i) = x_next.elem (i); |
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387 } |
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388 } |
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389 |
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390 return retval; |
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391 } |
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392 |
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393 Matrix |
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3511
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394 LSODE::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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3
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395 { |
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396 Matrix retval; |
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397 int n_out = tout.capacity (); |
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398 |
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399 if (n_out > 0 && n > 0) |
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400 { |
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401 retval.resize (n_out, n); |
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402 |
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403 for (int i = 0; i < n; i++) |
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404 retval.elem (0, i) = x.elem (i); |
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405 |
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406 int n_crit = tcrit.capacity (); |
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407 |
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408 if (n_crit > 0) |
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409 { |
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410 int i_crit = 0; |
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411 int i_out = 1; |
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412 double next_crit = tcrit.elem (0); |
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413 double next_out; |
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414 while (i_out < n_out) |
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415 { |
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3995
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416 bool do_restart = false; |
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3
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417 |
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418 next_out = tout.elem (i_out); |
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419 if (i_crit < n_crit) |
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420 next_crit = tcrit.elem (i_crit); |
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421 |
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422 int save_output; |
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423 double t_out; |
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424 |
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425 if (next_crit == next_out) |
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426 { |
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427 set_stop_time (next_crit); |
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428 t_out = next_out; |
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429 save_output = 1; |
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430 i_out++; |
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431 i_crit++; |
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3995
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432 do_restart = true; |
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3
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433 } |
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434 else if (next_crit < next_out) |
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435 { |
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436 if (i_crit < n_crit) |
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437 { |
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438 set_stop_time (next_crit); |
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439 t_out = next_crit; |
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440 save_output = 0; |
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441 i_crit++; |
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3995
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442 do_restart = true; |
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3
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443 } |
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444 else |
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445 { |
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446 clear_stop_time (); |
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447 t_out = next_out; |
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448 save_output = 1; |
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449 i_out++; |
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450 } |
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451 } |
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452 else |
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453 { |
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454 set_stop_time (next_crit); |
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455 t_out = next_out; |
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456 save_output = 1; |
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457 i_out++; |
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458 } |
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459 |
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1842
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460 ColumnVector x_next = do_integrate (t_out); |
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3
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461 |
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258
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462 if (integration_error) |
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463 return retval; |
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464 |
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3
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465 if (save_output) |
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466 { |
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1321
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467 for (int i = 0; i < n; i++) |
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3
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468 retval.elem (i_out-1, i) = x_next.elem (i); |
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469 } |
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470 |
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471 if (do_restart) |
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472 force_restart (); |
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473 } |
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474 } |
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475 else |
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258
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476 { |
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1842
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477 retval = do_integrate (tout); |
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258
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478 |
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479 if (integration_error) |
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480 return retval; |
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481 } |
|
3
|
482 } |
|
|
483 |
|
|
484 return retval; |
|
|
485 } |
|
|
486 |
|
|
487 /* |
|
|
488 ;;; Local Variables: *** |
|
|
489 ;;; mode: C++ *** |
|
|
490 ;;; End: *** |
|
|
491 */ |
