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1 /* |
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2 |
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2847
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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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289
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35 |
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1842
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36 #include "LSODE.h" |
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1847
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37 #include "f77-fcn.h" |
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227
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38 #include "lo-error.h" |
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39 |
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3955
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40 void |
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41 LSODE_options::set_integration_method (const std::string& val) |
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42 { |
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43 if (val == "stiff" || val == "bdf") |
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44 x_integration_method = "stiff"; |
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45 else if (val == "non-stiff" || val == "adams") |
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46 x_integration_method = "non-stiff"; |
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47 else |
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48 (*current_liboctave_error_handler) |
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49 ("lsode_options: method must be \"stiff\", \"bdf\", \"non-stiff\", or \"adams\""); |
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50 } |
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51 |
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3507
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52 typedef int (*lsode_fcn_ptr) (const int&, const double&, double*, |
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53 double*, int&); |
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54 |
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55 typedef int (*lsode_jac_ptr) (const int&, const double&, double*, |
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56 const int&, const int&, double*, const |
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57 int&); |
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58 |
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3
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59 extern "C" |
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3887
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60 int F77_FUNC (lsode, LSODE) (lsode_fcn_ptr, int&, double*, double&, |
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3952
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61 double&, int&, double&, const double*, int&, |
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62 int&, int&, double*, int&, int*, int&, |
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63 lsode_jac_ptr, int&); |
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64 |
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532
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65 static ODEFunc::ODERHSFunc user_fun; |
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66 static ODEFunc::ODEJacFunc user_jac; |
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67 static ColumnVector *tmp_x; |
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68 |
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1842
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69 LSODE::LSODE (void) : ODE (), LSODE_options () |
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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 istate = 1; |
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74 itask = 1; |
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3955
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75 iopt = 0; |
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2343
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76 |
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3995
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77 sanity_checked = false; |
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3
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78 } |
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79 |
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1842
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80 LSODE::LSODE (const ColumnVector& state, double time, const ODEFunc& f) |
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81 : ODE (state, time, f), LSODE_options () |
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82 { |
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1842
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83 n = size (); |
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84 |
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85 istate = 1; |
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86 itask = 1; |
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87 iopt = 0; |
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88 |
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3995
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89 sanity_checked = false; |
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1842
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90 } |
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91 |
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92 int |
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1482
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93 lsode_f (const int& neq, const double& time, double *, |
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1251
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94 double *deriv, int& ierr) |
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95 { |
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2343
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96 ColumnVector tmp_deriv; |
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97 |
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1360
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98 // NOTE: this won't work if LSODE passes copies of the state vector. |
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99 // In that case we have to create a temporary vector object |
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100 // and copy. |
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101 |
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1251
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102 tmp_deriv = (*user_fun) (*tmp_x, time); |
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103 |
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258
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104 if (tmp_deriv.length () == 0) |
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1251
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105 ierr = -1; |
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258
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106 else |
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107 { |
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1251
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108 for (int i = 0; i < neq; i++) |
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258
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109 deriv [i] = tmp_deriv.elem (i); |
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110 } |
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111 |
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112 return 0; |
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113 } |
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114 |
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115 int |
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1482
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116 lsode_j (const int& neq, const double& time, double *, |
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117 const int&, const int&, double *pd, const int& nrowpd) |
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118 { |
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1251
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119 Matrix tmp_jac (neq, neq); |
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120 |
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121 // NOTE: this won't work if LSODE passes copies of the state vector. |
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122 // In that case we have to create a temporary vector object |
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123 // and copy. |
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124 |
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1251
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125 tmp_jac = (*user_jac) (*tmp_x, time); |
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126 |
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1251
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127 for (int j = 0; j < neq; j++) |
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128 for (int i = 0; i < neq; i++) |
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129 pd [nrowpd * j + i] = tmp_jac (i, j); |
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130 |
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131 return 0; |
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132 } |
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133 |
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134 ColumnVector |
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1842
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135 LSODE::do_integrate (double tout) |
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136 { |
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1945
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137 ColumnVector retval; |
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138 |
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139 if (restart) |
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140 { |
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3995
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141 restart = false; |
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1945
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142 istate = 1; |
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143 } |
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144 |
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3955
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145 if (integration_method () == "stiff") |
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146 { |
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147 if (jac) |
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148 method_flag = 21; |
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149 else |
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150 method_flag = 22; |
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151 |
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152 liw = 20 + n; |
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153 lrw = 22 + n * (9 + n); |
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154 } |
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155 else |
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156 { |
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157 method_flag = 10; |
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158 |
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159 liw = 20; |
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160 lrw = 22 + 16 * n; |
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161 } |
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162 |
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1945
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163 if (iwork.length () != liw) |
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164 { |
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165 iwork.resize (liw); |
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166 |
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167 for (int i = 4; i < 9; i++) |
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168 iwork.elem (i) = 0; |
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169 } |
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170 |
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171 if (rwork.length () != lrw) |
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172 { |
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173 rwork.resize (lrw); |
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174 |
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175 for (int i = 4; i < 9; i++) |
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176 rwork.elem (i) = 0; |
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177 } |
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178 |
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3995
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179 integration_error = false; |
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258
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180 |
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181 double *xp = x.fortran_vec (); |
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182 |
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1360
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183 // NOTE: this won't work if LSODE passes copies of the state vector. |
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184 // In that case we have to create a temporary vector object |
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185 // and copy. |
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186 |
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187 tmp_x = &x; |
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1842
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188 user_fun = function (); |
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189 user_jac = jacobian_function (); |
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190 |
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2343
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191 if (! sanity_checked) |
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192 { |
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193 ColumnVector xdot = (*user_fun) (x, t); |
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194 |
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195 if (x.length () != xdot.length ()) |
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196 { |
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197 (*current_liboctave_error_handler) |
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198 ("lsode: inconsistent sizes for state and derivative vectors"); |
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199 |
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3995
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200 integration_error = true; |
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2343
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201 return retval; |
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202 } |
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203 |
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204 sanity_checked = true; |
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2343
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205 } |
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206 |
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207 if (stop_time_set) |
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208 { |
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209 itask = 4; |
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1945
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210 rwork.elem (0) = stop_time; |
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3243
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211 iopt = 1; |
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212 } |
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213 else |
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214 { |
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215 itask = 1; |
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216 } |
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217 |
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289
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218 double rel_tol = relative_tolerance (); |
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219 |
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3952
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220 const Array<double> abs_tol = absolute_tolerance (); |
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221 |
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222 int abs_tol_len = abs_tol.length (); |
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223 |
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224 int itol; |
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225 |
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226 if (abs_tol_len == 1) |
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227 itol = 1; |
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228 else if (abs_tol_len == n) |
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3953
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229 itol = 2; |
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230 else |
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231 { |
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232 (*current_liboctave_error_handler) |
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233 ("lsode: inconsistent sizes for state and absolute tolerance vectors"); |
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234 |
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235 integration_error = true; |
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236 return retval; |
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237 } |
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238 |
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3243
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239 if (initial_step_size () >= 0.0) |
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240 { |
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241 rwork.elem (4) = initial_step_size (); |
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242 iopt = 1; |
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243 } |
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244 |
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245 if (maximum_step_size () >= 0.0) |
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246 { |
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247 rwork.elem (5) = maximum_step_size (); |
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248 iopt = 1; |
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249 } |
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250 |
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251 if (minimum_step_size () >= 0.0) |
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252 { |
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253 rwork.elem (6) = minimum_step_size (); |
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254 iopt = 1; |
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255 } |
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289
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256 |
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2850
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257 if (step_limit () > 0) |
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3243
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258 { |
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259 iwork.elem (5) = step_limit (); |
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260 iopt = 1; |
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261 } |
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2850
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262 |
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3952
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263 const double *pabs_tol = abs_tol.fortran_vec (); |
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1945
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264 int *piwork = iwork.fortran_vec (); |
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265 double *prwork = rwork.fortran_vec (); |
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266 |
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267 F77_XFCN (lsode, LSODE, (lsode_f, n, xp, t, tout, itol, rel_tol, |
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3952
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268 pabs_tol, itask, istate, iopt, prwork, lrw, |
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1945
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269 piwork, liw, lsode_j, method_flag)); |
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270 |
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1945
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271 if (f77_exception_encountered) |
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3178
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272 { |
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273 integration_error = true; |
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3178
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274 (*current_liboctave_error_handler) ("unrecoverable error in lsode"); |
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275 } |
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1945
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276 else |
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277 { |
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1945
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278 switch (istate) |
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279 { |
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3996
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280 case 1: // prior to initial integration step. |
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281 case 2: // lsode was successful. |
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1945
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282 retval = x; |
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283 t = tout; |
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284 break; |
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285 |
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3996
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286 case -1: // excess work done on this call (perhaps wrong mf). |
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287 case -2: // excess accuracy requested (tolerances too small). |
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288 case -3: // illegal input detected (see printed message). |
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289 case -4: // repeated error test failures (check all inputs). |
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290 case -5: // repeated convergence failures (perhaps bad jacobian |
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291 // supplied or wrong choice of mf or tolerances). |
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292 case -6: // error weight became zero during problem. (solution |
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293 // component i vanished, and atol or atol(i) = 0.) |
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294 case -13: // return requested in user-supplied function. |
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295 integration_error = true; |
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296 break; |
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297 |
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298 default: |
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299 integration_error = true; |
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227
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300 (*current_liboctave_error_handler) |
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3996
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301 ("unrecognized value of istate (= %d) returned from lsode", |
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302 istate); |
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1945
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303 break; |
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3
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304 } |
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305 } |
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306 |
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1945
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307 return retval; |
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3
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308 } |
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309 |
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3959
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310 std::string |
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311 LSODE::error_message (void) const |
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312 { |
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313 std::string retval; |
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314 |
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315 switch (istate) |
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316 { |
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317 case 1: |
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318 retval = "prior to initial integration step"; |
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3959
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319 break; |
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320 |
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321 case 2: |
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322 retval = "successful exit"; |
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323 break; |
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324 |
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325 case 3: |
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326 retval = "prior to continuation call with modified parameters"; |
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327 break; |
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328 |
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3996
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329 case -1: |
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330 retval = "excess work on this call (perhaps wrong integration method)"; |
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331 break; |
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332 |
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333 case -2: |
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334 retval = "excess accuracy requested (tolerances too small)"; |
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335 break; |
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336 |
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337 case -3: |
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338 retval = "invalid input detected (see printed message)"; |
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339 break; |
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340 |
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341 case -4: |
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342 retval = "repeated error test failures (check all inputs)"; |
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343 break; |
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344 |
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345 case -5: |
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346 retval = "repeated convergence failures (perhaps bad jacobian\ |
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347 supplied or wrong choice of integration method or tolerances)"; |
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348 break; |
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349 |
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350 case -6: |
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351 retval = "error weight became zero during problem.\ |
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352 (solution component i vanished, and atol or atol(i) == 0)"; |
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353 break; |
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354 |
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355 case -13: |
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356 retval = "return requested in user-supplied function"; |
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357 break; |
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358 |
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3959
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359 default: |
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360 retval = "unknown error state"; |
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361 break; |
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362 } |
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363 |
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364 return retval; |
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365 } |
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366 |
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3
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367 Matrix |
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1842
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368 LSODE::do_integrate (const ColumnVector& tout) |
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369 { |
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370 Matrix retval; |
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371 int n_out = tout.capacity (); |
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372 |
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373 if (n_out > 0 && n > 0) |
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374 { |
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375 retval.resize (n_out, n); |
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376 |
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377 for (int i = 0; i < n; i++) |
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378 retval.elem (0, i) = x.elem (i); |
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379 |
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380 for (int j = 1; j < n_out; j++) |
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381 { |
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1842
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382 ColumnVector x_next = do_integrate (tout.elem (j)); |
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258
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383 |
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384 if (integration_error) |
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385 return retval; |
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386 |
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1321
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387 for (int i = 0; i < n; i++) |
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3
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388 retval.elem (j, i) = x_next.elem (i); |
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389 } |
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390 } |
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391 |
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392 return retval; |
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393 } |
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394 |
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395 Matrix |
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3511
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396 LSODE::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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3
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397 { |
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398 Matrix retval; |
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399 int n_out = tout.capacity (); |
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400 |
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401 if (n_out > 0 && n > 0) |
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402 { |
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403 retval.resize (n_out, n); |
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404 |
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405 for (int i = 0; i < n; i++) |
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406 retval.elem (0, i) = x.elem (i); |
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407 |
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408 int n_crit = tcrit.capacity (); |
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409 |
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410 if (n_crit > 0) |
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411 { |
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412 int i_crit = 0; |
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413 int i_out = 1; |
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414 double next_crit = tcrit.elem (0); |
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415 double next_out; |
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416 while (i_out < n_out) |
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417 { |
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3995
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418 bool do_restart = false; |
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3
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419 |
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420 next_out = tout.elem (i_out); |
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421 if (i_crit < n_crit) |
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422 next_crit = tcrit.elem (i_crit); |
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423 |
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424 int save_output; |
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425 double t_out; |
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426 |
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427 if (next_crit == next_out) |
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428 { |
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429 set_stop_time (next_crit); |
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430 t_out = next_out; |
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431 save_output = 1; |
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432 i_out++; |
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433 i_crit++; |
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3995
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434 do_restart = true; |
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3
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435 } |
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436 else if (next_crit < next_out) |
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437 { |
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438 if (i_crit < n_crit) |
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439 { |
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440 set_stop_time (next_crit); |
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441 t_out = next_crit; |
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442 save_output = 0; |
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443 i_crit++; |
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3995
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444 do_restart = true; |
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3
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445 } |
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446 else |
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447 { |
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448 clear_stop_time (); |
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449 t_out = next_out; |
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450 save_output = 1; |
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451 i_out++; |
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452 } |
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453 } |
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454 else |
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455 { |
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456 set_stop_time (next_crit); |
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457 t_out = next_out; |
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458 save_output = 1; |
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459 i_out++; |
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460 } |
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461 |
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1842
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462 ColumnVector x_next = do_integrate (t_out); |
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3
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463 |
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258
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464 if (integration_error) |
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465 return retval; |
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466 |
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3
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467 if (save_output) |
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468 { |
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1321
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469 for (int i = 0; i < n; i++) |
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3
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470 retval.elem (i_out-1, i) = x_next.elem (i); |
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471 } |
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472 |
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473 if (do_restart) |
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474 force_restart (); |
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475 } |
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476 } |
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477 else |
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258
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478 { |
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1842
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479 retval = do_integrate (tout); |
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258
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480 |
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481 if (integration_error) |
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482 return retval; |
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483 } |
|
3
|
484 } |
|
|
485 |
|
|
486 return retval; |
|
|
487 } |
|
|
488 |
|
|
489 /* |
|
|
490 ;;; Local Variables: *** |
|
|
491 ;;; mode: C++ *** |
|
|
492 ;;; End: *** |
|
|
493 */ |
