Mercurial > octave
annotate liboctave/numeric/LSODE.cc @ 31253:a40c0b7aa376
maint: changes to follow Octave coding conventions.
* NEWS.8.md: Wrap lines to 72 chars.
* LSODE-opts.in: Use two spaces after sentence ending period.
* LSODE.cc: Use minimum of two spaces between code and start of comment.
* MemoizedFunction.m: Change copyright date to 2022 since this is the year it
was accepted into core. Don't wrap error() lines to 80 chars. Use newlines
to improve readability of switch statements. Use minimum of two spaces between
code and start of comment.
* del2.m, integral.m, interp1.m, interp2.m, griddata.m, inpolygon.m, waitbar.m,
cubehelix.m, ind2x.m, importdata.m, textread.m, logm.m, lighting.m, shading.m,
xticklabels.m, yticklabels.m, zticklabels.m, colorbar.m, meshc.m, print.m,
__gnuplot_draw_axes__.m, struct2hdl.m, ppval.m, ismember.m, iqr.m: Use a space
between comment character '#' and start of comment. Use hyphen for adjectives
describing dimensions such as "1-D".
* vectorize.m, ode23s.m: Use is_function_handle() instead of "isa (x, "function_handle")"
for clarity and performance.
* clearAllMemoizedCaches.m: Change copyright date to 2022 since this is the
year it was accepted into core. Remove input validation which is done by
interpreter. Use two newlines between end of code and start of BIST tests.
* memoize.m: Change copyright date to 2022 since this is the year it was
accepted into core. Re-wrap documentation to 80 chars. Use
is_function_handle() instead of "isa (x, "function_handle")" for clarity and
performance. Use two newlines between end of code and start of BIST tests.
Use semicolon for assert statements within %!test block. Re-write BIST tests
for input validation.
* __memoize__.m: Change copyright date to 2022 since this is the year it was
accepted into core. Use spaces in for statements to improve readability.
* unique.m: Add FIXME note to commented BIST test
* dec2bin.m: Remove stray newline at end of file.
* triplequad.m: Reduce doubly-commented BIST syntax using "#%!#" to "#%!".
* delaunayn.m: Use input variable names in error() statements. Use minimum of
two spaces between code and start of comment. Use hyphen for describing
dimensions. Use two newlines between end of code and start of BIST tests.
Update BIST tests to pass.
author | Rik <rik@octave.org> |
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date | Mon, 03 Oct 2022 18:06:55 -0700 |
parents | de6fc38c78c6 |
children | 18a6c1408626 |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 1993-2022 The Octave Project Developers |
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4 // |
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5 // See the file COPYRIGHT.md in the top-level directory of this |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
3 | 25 |
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26 #if defined (HAVE_CONFIG_H) |
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27 # include "config.h" |
3 | 28 #endif |
29 | |
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30 #include <cinttypes> |
5765 | 31 #include <sstream> |
32 | |
1842 | 33 #include "LSODE.h" |
1847 | 34 #include "f77-fcn.h" |
227 | 35 #include "lo-error.h" |
4180 | 36 #include "quit.h" |
3 | 37 |
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38 typedef F77_INT (*lsode_fcn_ptr) (const F77_INT&, const double&, double *, |
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39 double *, F77_INT&); |
3507 | 40 |
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41 typedef F77_INT (*lsode_jac_ptr) (const F77_INT&, const double&, double *, |
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42 const F77_INT&, const F77_INT&, double *, |
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43 const F77_INT&); |
3507 | 44 |
3 | 45 extern "C" |
4552 | 46 { |
47 F77_RET_T | |
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48 F77_FUNC (dlsode, DLSODE) (lsode_fcn_ptr, F77_INT&, F77_DBLE *, F77_DBLE&, |
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49 F77_DBLE&, F77_INT&, F77_DBLE&, const F77_DBLE *, |
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50 F77_INT&, F77_INT&, F77_INT&, F77_DBLE *, |
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51 F77_INT&, F77_INT *, F77_INT&, lsode_jac_ptr, |
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52 F77_INT&); |
4552 | 53 } |
3 | 54 |
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55 static ODEFunc::ODERHSFunc user_fcn; |
532 | 56 static ODEFunc::ODEJacFunc user_jac; |
3 | 57 static ColumnVector *tmp_x; |
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58 static bool user_jac_ignore_ml_mu; |
3 | 59 |
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60 static F77_INT |
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61 lsode_f (const F77_INT& neq, const double& time, double *, double *deriv, |
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62 F77_INT& ierr) |
3 | 63 { |
2343 | 64 ColumnVector tmp_deriv; |
3 | 65 |
1360 | 66 // NOTE: this won't work if LSODE passes copies of the state vector. |
67 // In that case we have to create a temporary vector object | |
68 // and copy. | |
69 | |
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70 tmp_deriv = (*user_fcn) (*tmp_x, time); |
3 | 71 |
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72 if (tmp_deriv.isempty ()) |
1251 | 73 ierr = -1; |
258 | 74 else |
75 { | |
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76 for (F77_INT i = 0; i < neq; i++) |
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77 deriv[i] = tmp_deriv.elem (i); |
258 | 78 } |
3 | 79 |
80 return 0; | |
81 } | |
82 | |
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83 static F77_INT |
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84 lsode_j (const F77_INT& neq, const double& time, double *, |
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85 const F77_INT& ml, const F77_INT& mu, |
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86 double *pd, const F77_INT& nrowpd) |
3 | 87 { |
1251 | 88 Matrix tmp_jac (neq, neq); |
3 | 89 |
1360 | 90 // NOTE: this won't work if LSODE passes copies of the state vector. |
91 // In that case we have to create a temporary vector object | |
92 // and copy. | |
93 | |
1251 | 94 tmp_jac = (*user_jac) (*tmp_x, time); |
3 | 95 |
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96 if (user_jac_ignore_ml_mu) |
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97 for (F77_INT j = 0; j < neq; j++) |
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98 for (F77_INT i = 0; i < neq; i++) |
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99 pd[nrowpd * j + i] = tmp_jac (i, j); |
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100 else |
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101 // upper left ends of subdiagonals in tmp_jac |
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102 for (F77_INT i = 0, j = mu; i <= ml; j == 0 ? i++ : j--) |
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103 // walk down the subdiagonal in tmp_jac |
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104 for (F77_INT k = i, l = j; k < neq && l < neq; k++, l++) |
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105 pd[nrowpd * l + k + mu - l] = tmp_jac (k, l); |
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106 |
3 | 107 return 0; |
108 } | |
109 | |
110 ColumnVector | |
1842 | 111 LSODE::do_integrate (double tout) |
3 | 112 { |
1945 | 113 ColumnVector retval; |
114 | |
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115 static F77_INT nn = 0; |
4049 | 116 |
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117 if (! m_initialized || m_restart || ODEFunc::m_reset |
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118 || LSODE_options::m_reset) |
1945 | 119 { |
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120 m_integration_error = false; |
1945 | 121 |
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122 m_initialized = true; |
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124 m_istate = 1; |
4049 | 125 |
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126 F77_INT n = octave::to_f77_int (size ()); |
4049 | 127 |
128 nn = n; | |
3955 | 129 |
5275 | 130 octave_idx_type max_maxord = 0; |
4231 | 131 |
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132 user_jac_ignore_ml_mu = true; |
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133 |
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134 m_iwork(0) = lower_jacobian_subdiagonals (); // 'ML' in dlsode.f |
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135 |
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136 m_iwork(1) = upper_jacobian_subdiagonals (); // 'MU' in dlsode.f |
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137 |
4049 | 138 if (integration_method () == "stiff") |
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139 { |
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140 max_maxord = 5; |
4231 | 141 |
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142 if (m_jac) |
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143 { |
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144 if (jacobian_type () == "banded") |
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145 { |
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146 m_method_flag = 24; |
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147 user_jac_ignore_ml_mu = false; |
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148 } |
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149 else |
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150 m_method_flag = 21; |
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151 } |
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152 else |
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153 { |
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154 if (jacobian_type () == "full") |
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155 m_method_flag = 22; |
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156 else if (jacobian_type () == "banded") |
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157 m_method_flag = 25; |
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158 else if (jacobian_type () == "diagonal") |
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159 m_method_flag = 23; |
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160 else |
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161 { |
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162 // should be prevented by lsode_options |
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163 (*current_liboctave_error_handler) |
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164 ("lsode: internal error, wrong jacobian type"); |
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165 m_integration_error = true; |
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166 return retval; |
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167 } |
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168 } |
3955 | 169 |
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170 m_liw = 20 + n; |
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171 m_lrw = 22 + n * (9 + n); |
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172 } |
4049 | 173 else |
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174 { |
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175 max_maxord = 12; |
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177 m_method_flag = 10; |
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179 m_liw = 20; |
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180 m_lrw = 22 + 16 * n; |
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181 } |
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183 m_iwork.resize (dim_vector (m_liw, 1)); |
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185 for (F77_INT i = 4; i < 9; i++) |
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186 m_iwork(i) = 0; |
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188 m_rwork.resize (dim_vector (m_lrw, 1)); |
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190 for (F77_INT i = 4; i < 9; i++) |
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191 m_rwork(i) = 0; |
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193 octave_idx_type maxord = maximum_order (); |
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194 |
4231 | 195 if (maxord >= 0) |
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196 { |
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197 if (maxord > 0 && maxord <= max_maxord) |
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198 { |
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199 m_iwork(4) = octave::to_f77_int (maxord); |
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200 m_iopt = 1; |
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201 } |
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202 else |
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203 { |
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204 // FIXME: Should this be a warning? |
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205 (*current_liboctave_error_handler) |
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206 ("lsode: invalid value for maximum order"); |
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207 m_integration_error = true; |
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208 return retval; |
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209 } |
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210 } |
4231 | 211 |
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212 if (m_stop_time_set) |
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213 { |
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214 m_itask = 4; |
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215 m_rwork(0) = m_stop_time; |
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216 m_iopt = 1; |
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217 } |
4049 | 218 else |
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219 { |
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220 m_itask = 1; |
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221 } |
258 | 222 |
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223 m_restart = false; |
4049 | 224 |
225 // ODEFunc | |
3 | 226 |
4049 | 227 // NOTE: this won't work if LSODE passes copies of the state vector. |
228 // In that case we have to create a temporary vector object | |
229 // and copy. | |
3 | 230 |
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231 tmp_x = &m_x; |
4049 | 232 |
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233 user_fcn = function (); |
4049 | 234 user_jac = jacobian_function (); |
235 | |
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236 ColumnVector m_xdot = (*user_fcn) (m_x, m_t); |
2343 | 237 |
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238 if (m_x.numel () != m_xdot.numel ()) |
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239 { |
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240 // FIXME: Should this be a warning? |
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241 (*current_liboctave_error_handler) |
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242 ("lsode: inconsistent sizes for state and derivative vectors"); |
2343 | 243 |
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244 m_integration_error = true; |
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245 return retval; |
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246 } |
2343 | 247 |
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248 ODEFunc::m_reset = false; |
4049 | 249 |
250 // LSODE_options | |
251 | |
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252 m_rel_tol = relative_tolerance (); |
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253 m_abs_tol = absolute_tolerance (); |
4049 | 254 |
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255 F77_INT abs_tol_len = octave::to_f77_int (m_abs_tol.numel ()); |
4049 | 256 |
257 if (abs_tol_len == 1) | |
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258 m_itol = 1; |
4049 | 259 else if (abs_tol_len == n) |
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260 m_itol = 2; |
4049 | 261 else |
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262 { |
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263 // FIXME: Should this be a warning? |
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264 (*current_liboctave_error_handler) |
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265 ("lsode: inconsistent sizes for state and absolute tolerance vectors"); |
4049 | 266 |
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267 m_integration_error = true; |
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268 return retval; |
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269 } |
2343 | 270 |
4049 | 271 double iss = initial_step_size (); |
272 if (iss >= 0.0) | |
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273 { |
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274 m_rwork(4) = iss; |
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275 m_iopt = 1; |
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276 } |
4049 | 277 |
278 double maxss = maximum_step_size (); | |
279 if (maxss >= 0.0) | |
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280 { |
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281 m_rwork(5) = maxss; |
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282 m_iopt = 1; |
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283 } |
4049 | 284 |
285 double minss = minimum_step_size (); | |
286 if (minss >= 0.0) | |
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287 { |
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288 m_rwork(6) = minss; |
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289 m_iopt = 1; |
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290 } |
4049 | 291 |
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292 F77_INT sl = octave::to_f77_int (step_limit ()); |
4049 | 293 if (sl > 0) |
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294 { |
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295 m_iwork(5) = sl; |
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296 m_iopt = 1; |
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297 } |
4049 | 298 |
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299 LSODE_options::m_reset = false; |
3 | 300 } |
301 | |
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302 double *px = m_x.fortran_vec (); |
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303 |
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304 double *pabs_tol = m_abs_tol.fortran_vec (); |
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305 |
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306 F77_INT *piwork = m_iwork.fortran_vec (); |
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307 double *prwork = m_rwork.fortran_vec (); |
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308 |
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309 F77_INT tmp_istate = octave::to_f77_int (m_istate); |
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310 |
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311 F77_XFCN (dlsode, DLSODE, (lsode_f, nn, px, m_t, tout, m_itol, m_rel_tol, |
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312 pabs_tol, m_itask, tmp_istate, m_iopt, prwork, |
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313 m_lrw, piwork, m_liw, lsode_j, m_method_flag)); |
3 | 314 |
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315 m_istate = tmp_istate; |
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316 |
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317 switch (m_istate) |
3 | 318 { |
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319 case 1: // prior to initial integration step. |
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320 case 2: // lsode was successful. |
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321 retval = m_x; |
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322 m_t = tout; |
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323 break; |
3996 | 324 |
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325 case -1: // excess work done on this call (perhaps wrong mf). |
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326 case -2: // excess accuracy requested (tolerances too small). |
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327 case -3: // invalid input detected (see printed message). |
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328 case -4: // repeated error test failures (check all inputs). |
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329 case -5: // repeated convergence failures (perhaps bad Jacobian |
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330 // supplied or wrong choice of mf or tolerances). |
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331 case -6: // error weight became zero during problem. (solution |
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332 // component i vanished, and atol or atol(i) = 0.) |
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333 case -13: // return requested in user-supplied function. |
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334 m_integration_error = true; |
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335 break; |
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336 |
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337 default: |
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338 m_integration_error = true; |
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339 (*current_liboctave_error_handler) |
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340 ("unrecognized value of istate (= %" OCTAVE_IDX_TYPE_FORMAT ") " |
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341 "returned from lsode", m_istate); |
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342 break; |
3 | 343 } |
344 | |
1945 | 345 return retval; |
3 | 346 } |
347 | |
3959 | 348 std::string |
349 LSODE::error_message (void) const | |
350 { | |
351 std::string retval; | |
352 | |
5765 | 353 std::ostringstream buf; |
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354 buf << m_t; |
5765 | 355 std::string t_curr = buf.str (); |
4042 | 356 |
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357 switch (m_istate) |
3959 | 358 { |
359 case 1: | |
3996 | 360 retval = "prior to initial integration step"; |
3959 | 361 break; |
362 | |
363 case 2: | |
364 retval = "successful exit"; | |
365 break; | |
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366 |
3959 | 367 case 3: |
368 retval = "prior to continuation call with modified parameters"; | |
369 break; | |
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370 |
3996 | 371 case -1: |
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372 retval = "excess work on this call (t = " + t_curr + |
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373 "; perhaps wrong integration method)"; |
3996 | 374 break; |
375 | |
376 case -2: | |
377 retval = "excess accuracy requested (tolerances too small)"; | |
378 break; | |
379 | |
380 case -3: | |
381 retval = "invalid input detected (see printed message)"; | |
382 break; | |
383 | |
384 case -4: | |
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385 retval = "repeated error test failures (t = " + t_curr + |
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386 "; check all inputs)"; |
3996 | 387 break; |
388 | |
389 case -5: | |
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390 retval = "repeated convergence failures (t = " + t_curr + |
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391 "; perhaps bad Jacobian supplied or wrong choice of integration method or tolerances)"; |
3996 | 392 break; |
393 | |
394 case -6: | |
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395 retval = "error weight became zero during problem. (t = " + t_curr + |
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396 "; solution component i vanished, and atol or atol(i) == 0)"; |
3996 | 397 break; |
398 | |
399 case -13: | |
4042 | 400 retval = "return requested in user-supplied function (t = " |
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401 + t_curr + ')'; |
3996 | 402 break; |
403 | |
3959 | 404 default: |
405 retval = "unknown error state"; | |
406 break; | |
407 } | |
408 | |
409 return retval; | |
410 } | |
411 | |
3 | 412 Matrix |
1842 | 413 LSODE::do_integrate (const ColumnVector& tout) |
3 | 414 { |
415 Matrix retval; | |
4049 | 416 |
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417 octave_idx_type n_out = tout.numel (); |
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418 F77_INT n = octave::to_f77_int (size ()); |
3 | 419 |
420 if (n_out > 0 && n > 0) | |
421 { | |
422 retval.resize (n_out, n); | |
423 | |
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424 for (F77_INT i = 0; i < n; i++) |
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425 retval.elem (0, i) = m_x.elem (i); |
3 | 426 |
5275 | 427 for (octave_idx_type j = 1; j < n_out; j++) |
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428 { |
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429 ColumnVector x_next = do_integrate (tout.elem (j)); |
258 | 430 |
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431 if (m_integration_error) |
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432 return retval; |
258 | 433 |
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434 for (F77_INT i = 0; i < n; i++) |
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435 retval.elem (j, i) = x_next.elem (i); |
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436 } |
3 | 437 } |
438 | |
439 return retval; | |
440 } | |
441 | |
442 Matrix | |
3511 | 443 LSODE::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
3 | 444 { |
445 Matrix retval; | |
4049 | 446 |
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447 octave_idx_type n_out = tout.numel (); |
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448 F77_INT n = octave::to_f77_int (size ()); |
3 | 449 |
450 if (n_out > 0 && n > 0) | |
451 { | |
452 retval.resize (n_out, n); | |
453 | |
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454 for (F77_INT i = 0; i < n; i++) |
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455 retval.elem (0, i) = m_x.elem (i); |
3 | 456 |
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457 octave_idx_type n_crit = tcrit.numel (); |
3 | 458 |
459 if (n_crit > 0) | |
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460 { |
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461 octave_idx_type i_crit = 0; |
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462 octave_idx_type i_out = 1; |
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463 double next_crit = tcrit.elem (0); |
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464 double next_out; |
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465 while (i_out < n_out) |
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466 { |
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467 bool do_restart = false; |
3 | 468 |
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469 next_out = tout.elem (i_out); |
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470 if (i_crit < n_crit) |
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471 next_crit = tcrit.elem (i_crit); |
3 | 472 |
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473 bool save_output = false; |
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474 double t_out; |
3 | 475 |
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476 if (next_crit == next_out) |
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477 { |
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478 set_stop_time (next_crit); |
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479 t_out = next_out; |
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480 save_output = true; |
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481 i_out++; |
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482 i_crit++; |
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483 do_restart = true; |
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484 } |
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485 else if (next_crit < next_out) |
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486 { |
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487 if (i_crit < n_crit) |
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488 { |
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489 set_stop_time (next_crit); |
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490 t_out = next_crit; |
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491 save_output = false; |
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492 i_crit++; |
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493 do_restart = true; |
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494 } |
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495 else |
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496 { |
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497 clear_stop_time (); |
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498 t_out = next_out; |
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499 save_output = true; |
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500 i_out++; |
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501 } |
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502 } |
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503 else |
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504 { |
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505 set_stop_time (next_crit); |
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506 t_out = next_out; |
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507 save_output = true; |
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508 i_out++; |
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509 } |
3 | 510 |
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511 ColumnVector x_next = do_integrate (t_out); |
3 | 512 |
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513 if (m_integration_error) |
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514 return retval; |
258 | 515 |
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516 if (save_output) |
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517 { |
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518 for (F77_INT i = 0; i < n; i++) |
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519 retval.elem (i_out-1, i) = x_next.elem (i); |
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520 } |
3 | 521 |
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522 if (do_restart) |
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523 force_restart (); |
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524 } |
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525 } |
3 | 526 else |
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527 { |
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528 retval = do_integrate (tout); |
258 | 529 |
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530 if (m_integration_error) |
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531 return retval; |
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532 } |
3 | 533 } |
534 | |
535 return retval; | |
536 } |