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1 // LSODE.cc -*- C++ -*- |
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2 /* |
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4 Copyright (C) 1996 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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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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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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32 #include <cfloat> |
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33 #include <cmath> |
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34 |
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35 #include <iostream.h> |
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36 |
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37 #include "LSODE.h" |
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38 #include "f77-fcn.h" |
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39 #include "lo-error.h" |
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40 |
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41 extern "C" |
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42 { |
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43 int F77_FCN (lsode, LSODE) (int (*)(const int&, const double&, |
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44 double*, double*, int&), |
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45 int&, double*, double&, double&, int&, |
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46 double&, double&, int&, int&, int&, |
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47 double*, int&, int*, int&, |
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48 int (*)(const int&, const double&, |
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49 double*, const int&, const int&, |
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50 double*, const int&), |
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51 int&); |
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52 } |
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53 |
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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 LSODE::LSODE (void) : ODE (), LSODE_options () |
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59 { |
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60 n = size (); |
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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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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 |
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77 LSODE::LSODE (const ColumnVector& state, double time, const ODEFunc& f) |
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78 : ODE (state, time, f), LSODE_options () |
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79 { |
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80 n = size (); |
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81 |
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82 stop_time_set = 0; |
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83 stop_time = 0.0; |
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84 |
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85 integration_error = 0; |
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86 restart = 1; |
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87 |
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88 istate = 1; |
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89 itol = 1; |
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90 itask = 1; |
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91 iopt = 0; |
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92 |
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93 liw = 20 + n; |
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94 lrw = 22 + n * (9 + n); |
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95 } |
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96 |
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97 void |
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98 LSODE::force_restart (void) |
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99 { |
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100 restart = 1; |
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101 } |
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102 |
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103 void |
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104 LSODE::set_stop_time (double time) |
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105 { |
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106 stop_time_set = 1; |
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107 stop_time = time; |
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108 } |
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109 |
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110 void |
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111 LSODE::clear_stop_time (void) |
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112 { |
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113 stop_time_set = 0; |
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114 } |
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115 |
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116 int |
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117 lsode_f (const int& neq, const double& time, double *, |
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118 double *deriv, int& ierr) |
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119 { |
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120 ColumnVector tmp_deriv (neq); |
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121 |
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122 // NOTE: this won't work if LSODE passes copies of the state vector. |
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123 // In that case we have to create a temporary vector object |
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124 // and copy. |
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125 |
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126 tmp_deriv = (*user_fun) (*tmp_x, time); |
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127 |
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128 if (tmp_deriv.length () == 0) |
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129 ierr = -1; |
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130 else |
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131 { |
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132 for (int i = 0; i < neq; i++) |
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133 deriv [i] = tmp_deriv.elem (i); |
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134 } |
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135 |
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136 return 0; |
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137 } |
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138 |
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139 int |
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140 lsode_j (const int& neq, const double& time, double *, |
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141 const int&, const int&, double *pd, const int& nrowpd) |
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142 { |
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143 Matrix tmp_jac (neq, neq); |
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144 |
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145 // NOTE: this won't work if LSODE passes copies of the state vector. |
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146 // In that case we have to create a temporary vector object |
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147 // and copy. |
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148 |
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149 tmp_jac = (*user_jac) (*tmp_x, time); |
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150 |
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151 for (int j = 0; j < neq; j++) |
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152 for (int i = 0; i < neq; i++) |
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153 pd [nrowpd * j + i] = tmp_jac (i, j); |
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154 |
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155 return 0; |
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156 } |
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157 |
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158 ColumnVector |
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159 LSODE::do_integrate (double tout) |
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160 { |
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161 ColumnVector retval; |
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162 |
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163 if (restart) |
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164 { |
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165 restart = 0; |
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166 istate = 1; |
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167 } |
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168 |
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169 if (iwork.length () != liw) |
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170 { |
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171 iwork.resize (liw); |
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172 |
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173 for (int i = 4; i < 9; i++) |
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174 iwork.elem (i) = 0; |
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175 } |
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176 |
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177 if (rwork.length () != lrw) |
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178 { |
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179 rwork.resize (lrw); |
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180 |
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181 for (int i = 4; i < 9; i++) |
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182 rwork.elem (i) = 0; |
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183 } |
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184 |
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185 if (jac) |
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186 method_flag = 21; |
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187 else |
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188 method_flag = 22; |
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189 |
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190 integration_error = 0; |
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191 |
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192 double *xp = x.fortran_vec (); |
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193 |
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194 // NOTE: this won't work if LSODE passes copies of the state vector. |
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195 // In that case we have to create a temporary vector object |
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196 // and copy. |
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197 |
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198 tmp_x = &x; |
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199 user_fun = function (); |
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200 user_jac = jacobian_function (); |
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201 |
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202 // Try 5000 steps before giving up. |
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203 |
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204 iwork.elem (5) = 5000; |
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205 |
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206 if (stop_time_set) |
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207 { |
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208 itask = 4; |
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209 rwork.elem (0) = stop_time; |
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210 } |
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211 else |
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212 { |
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213 itask = 1; |
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214 } |
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215 |
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216 double abs_tol = absolute_tolerance (); |
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217 double rel_tol = relative_tolerance (); |
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218 |
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219 rwork.elem (4) = (initial_step_size () >= 0.0) ? initial_step_size () : 0.0; |
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220 rwork.elem (5) = (maximum_step_size () >= 0.0) ? maximum_step_size () : 0.0; |
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221 rwork.elem (6) = (minimum_step_size () >= 0.0) ? minimum_step_size () : 0.0; |
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222 |
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223 int *piwork = iwork.fortran_vec (); |
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224 double *prwork = rwork.fortran_vec (); |
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225 |
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226 working_too_hard = 0; |
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227 |
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228 again: |
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229 |
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230 F77_XFCN (lsode, LSODE, (lsode_f, n, xp, t, tout, itol, rel_tol, |
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231 abs_tol, itask, istate, iopt, prwork, lrw, |
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232 piwork, liw, lsode_j, method_flag)); |
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233 |
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234 if (f77_exception_encountered) |
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235 (*current_liboctave_error_handler) ("unrecoverable error in lsode"); |
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236 else |
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237 { |
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238 switch (istate) |
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239 { |
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240 case -13: // Return requested in user-supplied function. |
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241 case -6: // error weight became zero during problem. (solution |
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242 // component i vanished, and atol or atol(i) = 0.) |
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243 case -5: // repeated convergence failures (perhaps bad jacobian |
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244 // supplied or wrong choice of mf or tolerances). |
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245 case -4: // repeated error test failures (check all inputs). |
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246 case -3: // illegal input detected (see printed message). |
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247 case -2: // excess accuracy requested (tolerances too small). |
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248 integration_error = 1; |
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249 break; |
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250 |
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251 case -1: // excess work done on this call (perhaps wrong mf). |
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252 working_too_hard++; |
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253 if (working_too_hard > 20) |
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254 { |
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255 (*current_liboctave_error_handler) |
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256 ("giving up after more than %d steps attempted in lsode", |
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257 iwork.elem (5) * 20); |
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258 integration_error = 1; |
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259 } |
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260 else |
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261 { |
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262 istate = 2; |
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263 goto again; |
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264 } |
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265 break; |
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266 |
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267 case 2: // lsode was successful |
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268 retval = x; |
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269 t = tout; |
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270 break; |
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271 |
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272 default: // Error? |
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273 (*current_liboctave_error_handler) |
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274 ("unrecognized value of istate returned from lsode"); |
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275 break; |
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276 } |
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277 } |
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278 |
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279 return retval; |
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280 } |
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281 |
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282 #if 0 |
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283 void |
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284 LSODE::integrate (int nsteps, double tstep, ostream& s) |
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285 { |
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286 int time_to_quit = 0; |
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287 double tout = t; |
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288 |
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289 s << t << " " << x << "\n"; |
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290 |
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291 for (int i = 0; i < nsteps; i++) |
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292 { |
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293 tout += tstep; |
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294 if (stop_time_set && tout > stop_time) |
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295 { |
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296 tout = stop_time; |
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297 time_to_quit = 1; |
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298 } |
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299 |
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300 x = integrate (tout); |
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301 |
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302 s << t << " " << x << "\n"; |
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303 |
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304 if (time_to_quit) |
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305 return; |
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306 } |
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307 } |
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308 #endif |
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309 |
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310 Matrix |
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311 LSODE::do_integrate (const ColumnVector& tout) |
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312 { |
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313 Matrix retval; |
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314 int n_out = tout.capacity (); |
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315 |
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316 if (n_out > 0 && n > 0) |
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317 { |
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318 retval.resize (n_out, n); |
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319 |
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320 for (int i = 0; i < n; i++) |
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321 retval.elem (0, i) = x.elem (i); |
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322 |
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323 for (int j = 1; j < n_out; j++) |
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324 { |
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325 ColumnVector x_next = do_integrate (tout.elem (j)); |
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326 |
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327 if (integration_error) |
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328 return retval; |
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329 |
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330 for (int i = 0; i < n; i++) |
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331 retval.elem (j, i) = x_next.elem (i); |
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332 } |
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333 } |
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334 |
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335 return retval; |
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336 } |
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337 |
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338 Matrix |
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339 LSODE::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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340 { |
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341 Matrix retval; |
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342 int n_out = tout.capacity (); |
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343 |
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344 if (n_out > 0 && n > 0) |
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345 { |
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346 retval.resize (n_out, n); |
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347 |
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348 for (int i = 0; i < n; i++) |
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349 retval.elem (0, i) = x.elem (i); |
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350 |
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351 int n_crit = tcrit.capacity (); |
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352 |
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353 if (n_crit > 0) |
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354 { |
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355 int i_crit = 0; |
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356 int i_out = 1; |
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357 double next_crit = tcrit.elem (0); |
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358 double next_out; |
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359 while (i_out < n_out) |
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360 { |
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361 int do_restart = 0; |
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362 |
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363 next_out = tout.elem (i_out); |
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364 if (i_crit < n_crit) |
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365 next_crit = tcrit.elem (i_crit); |
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366 |
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367 int save_output; |
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368 double t_out; |
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369 |
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370 if (next_crit == next_out) |
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371 { |
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372 set_stop_time (next_crit); |
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373 t_out = next_out; |
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374 save_output = 1; |
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375 i_out++; |
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376 i_crit++; |
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377 do_restart = 1; |
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378 } |
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379 else if (next_crit < next_out) |
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380 { |
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381 if (i_crit < n_crit) |
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382 { |
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383 set_stop_time (next_crit); |
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384 t_out = next_crit; |
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385 save_output = 0; |
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386 i_crit++; |
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387 do_restart = 1; |
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388 } |
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389 else |
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390 { |
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391 clear_stop_time (); |
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392 t_out = next_out; |
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393 save_output = 1; |
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394 i_out++; |
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395 } |
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396 } |
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397 else |
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398 { |
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399 set_stop_time (next_crit); |
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400 t_out = next_out; |
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401 save_output = 1; |
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402 i_out++; |
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403 } |
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404 |
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405 ColumnVector x_next = do_integrate (t_out); |
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406 |
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407 if (integration_error) |
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408 return retval; |
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409 |
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410 if (save_output) |
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411 { |
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412 for (int i = 0; i < n; i++) |
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413 retval.elem (i_out-1, i) = x_next.elem (i); |
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414 } |
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415 |
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416 if (do_restart) |
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417 force_restart (); |
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418 } |
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419 } |
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420 else |
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258
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421 { |
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422 retval = do_integrate (tout); |
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423 |
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424 if (integration_error) |
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425 return retval; |
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426 } |
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427 } |
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428 |
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429 return retval; |
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430 } |
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431 |
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432 /* |
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433 ;;; Local Variables: *** |
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434 ;;; mode: C++ *** |
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435 ;;; page-delimiter: "^/\\*" *** |
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436 ;;; End: *** |
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437 */ |
