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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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4042
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34 #include <strstream> |
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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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3507
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40 typedef int (*lsode_fcn_ptr) (const int&, const double&, double*, |
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41 double*, int&); |
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42 |
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43 typedef int (*lsode_jac_ptr) (const int&, const double&, double*, |
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44 const int&, const int&, double*, const |
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45 int&); |
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46 |
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47 extern "C" |
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3887
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48 int F77_FUNC (lsode, LSODE) (lsode_fcn_ptr, int&, double*, double&, |
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3952
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49 double&, int&, double&, const double*, int&, |
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50 int&, int&, double*, int&, int*, int&, |
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51 lsode_jac_ptr, int&); |
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52 |
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532
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53 static ODEFunc::ODERHSFunc user_fun; |
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54 static ODEFunc::ODEJacFunc user_jac; |
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3
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55 static ColumnVector *tmp_x; |
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56 |
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4049
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57 static int |
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1482
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58 lsode_f (const int& neq, const double& time, double *, |
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1251
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59 double *deriv, int& ierr) |
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60 { |
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2343
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61 ColumnVector tmp_deriv; |
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62 |
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1360
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63 // NOTE: this won't work if LSODE passes copies of the state vector. |
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64 // In that case we have to create a temporary vector object |
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65 // and copy. |
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66 |
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67 tmp_deriv = (*user_fun) (*tmp_x, time); |
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68 |
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258
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69 if (tmp_deriv.length () == 0) |
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1251
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70 ierr = -1; |
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258
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71 else |
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72 { |
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1251
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73 for (int i = 0; i < neq; i++) |
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258
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74 deriv [i] = tmp_deriv.elem (i); |
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75 } |
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76 |
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77 return 0; |
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78 } |
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79 |
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4049
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80 static int |
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1482
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81 lsode_j (const int& neq, const double& time, double *, |
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82 const int&, const int&, double *pd, const int& nrowpd) |
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83 { |
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1251
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84 Matrix tmp_jac (neq, neq); |
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85 |
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1360
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86 // NOTE: this won't work if LSODE passes copies of the state vector. |
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87 // In that case we have to create a temporary vector object |
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88 // and copy. |
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89 |
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1251
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90 tmp_jac = (*user_jac) (*tmp_x, time); |
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91 |
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92 for (int j = 0; j < neq; j++) |
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93 for (int i = 0; i < neq; i++) |
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94 pd [nrowpd * j + i] = tmp_jac (i, j); |
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95 |
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96 return 0; |
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97 } |
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98 |
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99 ColumnVector |
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1842
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100 LSODE::do_integrate (double tout) |
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101 { |
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1945
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102 ColumnVector retval; |
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103 |
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4049
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104 static int nn = 0; |
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105 |
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106 if (! initialized || restart || ODEFunc::reset || LSODE_options::reset) |
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1945
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107 { |
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108 integration_error = false; |
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1945
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109 |
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110 initialized = true; |
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111 |
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112 istate = 1; |
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113 |
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114 int n = size (); |
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115 |
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116 nn = n; |
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117 |
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4049
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118 if (integration_method () == "stiff") |
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119 { |
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120 if (jac) |
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121 method_flag = 21; |
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122 else |
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123 method_flag = 22; |
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124 |
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4049
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125 liw = 20 + n; |
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126 lrw = 22 + n * (9 + n); |
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127 } |
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128 else |
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129 { |
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130 method_flag = 10; |
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131 |
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132 liw = 20; |
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133 lrw = 22 + 16 * n; |
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134 } |
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135 |
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1945
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136 iwork.resize (liw); |
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137 |
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138 for (int i = 4; i < 9; i++) |
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139 iwork(i) = 0; |
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1945
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140 |
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141 rwork.resize (lrw); |
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142 |
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143 for (int i = 4; i < 9; i++) |
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4049
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144 rwork(i) = 0; |
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1945
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145 |
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4049
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146 if (stop_time_set) |
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147 { |
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148 itask = 4; |
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149 rwork(0) = stop_time; |
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150 iopt = 1; |
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151 } |
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152 else |
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153 { |
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154 itask = 1; |
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155 } |
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258
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156 |
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157 px = x.fortran_vec (); |
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158 |
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159 piwork = iwork.fortran_vec (); |
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160 prwork = rwork.fortran_vec (); |
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161 |
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162 restart = false; |
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163 |
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164 // ODEFunc |
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165 |
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166 // NOTE: this won't work if LSODE passes copies of the state vector. |
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167 // In that case we have to create a temporary vector object |
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168 // and copy. |
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169 |
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170 tmp_x = &x; |
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171 |
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172 user_fun = function (); |
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173 user_jac = jacobian_function (); |
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174 |
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2343
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175 ColumnVector xdot = (*user_fun) (x, t); |
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176 |
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177 if (x.length () != xdot.length ()) |
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178 { |
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179 (*current_liboctave_error_handler) |
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180 ("lsode: inconsistent sizes for state and derivative vectors"); |
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181 |
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182 integration_error = true; |
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183 return retval; |
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184 } |
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185 |
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186 ODEFunc::reset = false; |
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187 |
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188 // LSODE_options |
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189 |
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190 rel_tol = relative_tolerance (); |
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191 abs_tol = absolute_tolerance (); |
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192 |
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193 int abs_tol_len = abs_tol.length (); |
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194 |
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195 if (abs_tol_len == 1) |
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196 itol = 1; |
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197 else if (abs_tol_len == n) |
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198 itol = 2; |
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199 else |
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200 { |
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201 (*current_liboctave_error_handler) |
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202 ("lsode: inconsistent sizes for state and absolute tolerance vectors"); |
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203 |
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204 integration_error = true; |
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205 return retval; |
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206 } |
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207 |
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208 double iss = initial_step_size (); |
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209 if (iss >= 0.0) |
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210 { |
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211 rwork(4) = iss; |
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212 iopt = 1; |
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213 } |
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214 |
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215 double maxss = maximum_step_size (); |
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216 if (maxss >= 0.0) |
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217 { |
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218 rwork(5) = maxss; |
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219 iopt = 1; |
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220 } |
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221 |
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222 double minss = minimum_step_size (); |
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223 if (minss >= 0.0) |
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224 { |
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225 rwork(6) = minss; |
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226 iopt = 1; |
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227 } |
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228 |
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229 int sl = step_limit (); |
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230 if (sl > 0) |
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231 { |
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232 iwork(5) = sl; |
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233 iopt = 1; |
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234 } |
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235 |
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236 pabs_tol = abs_tol.fortran_vec (); |
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237 |
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238 LSODE_options::reset = false; |
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239 } |
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240 |
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241 F77_XFCN (lsode, LSODE, (lsode_f, nn, px, t, tout, itol, rel_tol, |
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242 pabs_tol, itask, istate, iopt, prwork, lrw, |
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1945
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243 piwork, liw, lsode_j, method_flag)); |
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244 |
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1945
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245 if (f77_exception_encountered) |
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3178
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246 { |
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247 integration_error = true; |
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248 (*current_liboctave_error_handler) ("unrecoverable error in lsode"); |
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249 } |
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1945
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250 else |
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251 { |
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252 switch (istate) |
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253 { |
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254 case 1: // prior to initial integration step. |
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255 case 2: // lsode was successful. |
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256 retval = x; |
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257 t = tout; |
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258 break; |
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259 |
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260 case -1: // excess work done on this call (perhaps wrong mf). |
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261 case -2: // excess accuracy requested (tolerances too small). |
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262 case -3: // illegal input detected (see printed message). |
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263 case -4: // repeated error test failures (check all inputs). |
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264 case -5: // repeated convergence failures (perhaps bad jacobian |
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265 // supplied or wrong choice of mf or tolerances). |
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266 case -6: // error weight became zero during problem. (solution |
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267 // component i vanished, and atol or atol(i) = 0.) |
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268 case -13: // return requested in user-supplied function. |
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269 integration_error = true; |
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270 break; |
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271 |
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272 default: |
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273 integration_error = true; |
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227
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274 (*current_liboctave_error_handler) |
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275 ("unrecognized value of istate (= %d) returned from lsode", |
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276 istate); |
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277 break; |
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278 } |
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279 } |
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280 |
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281 return retval; |
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282 } |
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283 |
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284 std::string |
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285 LSODE::error_message (void) const |
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286 { |
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287 std::string retval; |
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288 |
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289 std::ostrstream buf; |
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290 buf << t << ends; |
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291 const char *t = buf.str (); |
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292 std::string t_curr = t; |
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293 delete [] t; |
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294 |
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295 switch (istate) |
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296 { |
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297 case 1: |
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298 retval = "prior to initial integration step"; |
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299 break; |
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300 |
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301 case 2: |
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302 retval = "successful exit"; |
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303 break; |
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304 |
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305 case 3: |
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306 retval = "prior to continuation call with modified parameters"; |
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307 break; |
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308 |
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309 case -1: |
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310 retval = std::string ("excess work on this call (t = ") |
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311 + t_curr + "; perhaps wrong integration method)"; |
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312 break; |
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313 |
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314 case -2: |
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315 retval = "excess accuracy requested (tolerances too small)"; |
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316 break; |
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317 |
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318 case -3: |
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319 retval = "invalid input detected (see printed message)"; |
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320 break; |
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321 |
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322 case -4: |
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323 retval = std::string ("repeated error test failures (t = ") |
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324 + t_curr + "check all inputs)"; |
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325 break; |
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326 |
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327 case -5: |
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328 retval = std::string ("repeated convergence failures (t = ") |
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329 + t_curr |
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330 + "perhaps bad jacobian supplied or wrong choice of integration method or tolerances)"; |
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331 break; |
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332 |
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333 case -6: |
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334 retval = std::string ("error weight became zero during problem. (t = ") |
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335 + t_curr |
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336 + "; solution component i vanished, and atol or atol(i) == 0)"; |
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337 break; |
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338 |
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339 case -13: |
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340 retval = "return requested in user-supplied function (t = " |
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341 + t_curr + ")"; |
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342 break; |
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343 |
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344 default: |
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345 retval = "unknown error state"; |
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346 break; |
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347 } |
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348 |
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349 return retval; |
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350 } |
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351 |
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352 Matrix |
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353 LSODE::do_integrate (const ColumnVector& tout) |
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354 { |
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355 Matrix retval; |
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356 |
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3
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357 int n_out = tout.capacity (); |
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358 int n = size (); |
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359 |
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360 if (n_out > 0 && n > 0) |
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361 { |
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362 retval.resize (n_out, n); |
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363 |
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364 for (int i = 0; i < n; i++) |
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365 retval.elem (0, i) = x.elem (i); |
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366 |
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367 for (int j = 1; j < n_out; j++) |
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368 { |
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1842
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369 ColumnVector x_next = do_integrate (tout.elem (j)); |
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258
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370 |
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371 if (integration_error) |
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372 return retval; |
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373 |
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374 for (int i = 0; i < n; i++) |
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375 retval.elem (j, i) = x_next.elem (i); |
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376 } |
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377 } |
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378 |
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379 return retval; |
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380 } |
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381 |
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382 Matrix |
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3511
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383 LSODE::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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3
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384 { |
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385 Matrix retval; |
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4049
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386 |
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3
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387 int n_out = tout.capacity (); |
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388 int n = size (); |
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389 |
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390 if (n_out > 0 && n > 0) |
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391 { |
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392 retval.resize (n_out, n); |
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393 |
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394 for (int i = 0; i < n; i++) |
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395 retval.elem (0, i) = x.elem (i); |
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396 |
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397 int n_crit = tcrit.capacity (); |
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398 |
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399 if (n_crit > 0) |
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400 { |
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401 int i_crit = 0; |
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402 int i_out = 1; |
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403 double next_crit = tcrit.elem (0); |
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404 double next_out; |
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405 while (i_out < n_out) |
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406 { |
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3995
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407 bool do_restart = false; |
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3
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408 |
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409 next_out = tout.elem (i_out); |
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410 if (i_crit < n_crit) |
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411 next_crit = tcrit.elem (i_crit); |
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412 |
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413 int save_output; |
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414 double t_out; |
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415 |
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416 if (next_crit == next_out) |
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417 { |
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418 set_stop_time (next_crit); |
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419 t_out = next_out; |
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420 save_output = 1; |
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421 i_out++; |
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422 i_crit++; |
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3995
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423 do_restart = true; |
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3
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424 } |
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425 else if (next_crit < next_out) |
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426 { |
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427 if (i_crit < n_crit) |
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428 { |
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429 set_stop_time (next_crit); |
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430 t_out = next_crit; |
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431 save_output = 0; |
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432 i_crit++; |
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3995
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433 do_restart = true; |
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3
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434 } |
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435 else |
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436 { |
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437 clear_stop_time (); |
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438 t_out = next_out; |
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439 save_output = 1; |
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440 i_out++; |
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441 } |
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442 } |
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443 else |
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444 { |
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445 set_stop_time (next_crit); |
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446 t_out = next_out; |
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447 save_output = 1; |
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448 i_out++; |
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449 } |
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450 |
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1842
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451 ColumnVector x_next = do_integrate (t_out); |
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3
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452 |
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258
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453 if (integration_error) |
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454 return retval; |
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455 |
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3
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456 if (save_output) |
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457 { |
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1321
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458 for (int i = 0; i < n; i++) |
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3
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459 retval.elem (i_out-1, i) = x_next.elem (i); |
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460 } |
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461 |
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462 if (do_restart) |
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463 force_restart (); |
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464 } |
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465 } |
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466 else |
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258
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467 { |
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1842
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468 retval = do_integrate (tout); |
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258
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469 |
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470 if (integration_error) |
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471 return retval; |
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472 } |
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3
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473 } |
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474 |
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475 return retval; |
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476 } |
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477 |
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478 /* |
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479 ;;; Local Variables: *** |
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480 ;;; mode: C++ *** |
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481 ;;; End: *** |
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482 */ |
