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1 // ODE.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. |
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21 |
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22 */ |
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23 |
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238
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24 #ifdef HAVE_CONFIG_H |
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25 #include <config.h> |
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26 #endif |
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27 |
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28 #include <math.h> |
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29 #include <float.h> |
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30 #include <iostream.h> |
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31 |
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32 #include "ODE.h" |
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33 #include "f77-uscore.h" |
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34 #include "lo-error.h" |
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35 |
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36 extern "C" |
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37 { |
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258
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38 int F77_FCN (lsode) (int (*)(int*, double*, double*, double*, int*), |
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39 int *, double *, double *, double *, |
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40 int *, double *, double *, int *, int *, int *, |
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41 double *, int *, int *, int *, |
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42 int (*)(int*, double*, double*, int*, int*, |
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43 double*, int*), int *); |
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44 } |
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45 |
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46 static ODEFunc::ODERHSFunc user_fun; |
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47 static ODEFunc::ODEJacFunc user_jac; |
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48 static ColumnVector *tmp_x; |
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49 |
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50 ODE::ODE (void) |
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51 { |
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52 n = 0; |
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53 t = 0.0; |
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54 |
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55 stop_time_set = 0; |
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56 stop_time = 0.0; |
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57 |
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258
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58 integration_error = 0; |
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59 restart = 1; |
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60 |
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61 istate = 1; |
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62 itol = 1; |
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63 itask = 1; |
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64 iopt = 0; |
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65 |
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66 liw = 20 + n; |
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67 lrw = 22 + n * (9 + n); |
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68 |
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69 iwork = new int [liw]; |
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70 rwork = new double [lrw]; |
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71 for (int i = 4; i < 9; i++) |
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72 { |
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73 iwork[i] = 0; |
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74 rwork[i] = 0.0; |
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75 } |
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76 |
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461
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77 fun = 0; |
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78 jac = 0; |
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79 } |
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80 |
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81 ODE::ODE (int size) |
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82 { |
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83 n = size; |
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84 t = 0.0; |
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85 |
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86 stop_time_set = 0; |
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87 stop_time = 0.0; |
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88 |
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258
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89 integration_error = 0; |
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90 restart = 1; |
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91 |
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92 istate = 1; |
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93 itol = 1; |
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94 itask = 1; |
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95 iopt = 0; |
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96 |
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97 liw = 20 + n; |
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98 lrw = 22 + n * (9 + n); |
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99 |
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100 iwork = new int [liw]; |
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101 rwork = new double [lrw]; |
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102 for (int i = 4; i < 9; i++) |
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103 { |
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104 iwork[i] = 0; |
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105 rwork[i] = 0.0; |
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106 } |
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107 |
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108 fun = 0; |
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109 jac = 0; |
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110 } |
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111 |
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112 ODE::ODE (const ColumnVector& state, double time, const ODEFunc& f) |
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113 { |
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114 n = state.capacity (); |
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115 t = time; |
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116 x = state; |
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117 |
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118 stop_time_set = 0; |
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119 stop_time = 0.0; |
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120 |
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121 integration_error = 0; |
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122 restart = 1; |
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123 |
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124 istate = 1; |
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125 itol = 1; |
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126 itask = 1; |
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127 iopt = 1; |
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128 |
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129 liw = 20 + n; |
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130 lrw = 22 + n * (9 + n); |
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131 |
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132 iwork = new int [liw]; |
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133 rwork = new double [lrw]; |
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134 for (int i = 4; i < 9; i++) |
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135 { |
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136 iwork[i] = 0; |
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137 rwork[i] = 0.0; |
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138 } |
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139 |
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140 fun = f.function (); |
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141 jac = f.jacobian_function (); |
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142 } |
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143 |
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144 ODE::~ODE (void) |
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145 { |
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146 delete [] rwork; |
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147 delete [] iwork; |
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148 } |
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149 |
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150 int |
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151 lsode_f (int *neq, double *time, double *state, double *deriv, int *ierr) |
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152 { |
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153 int nn = *neq; |
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154 ColumnVector tmp_deriv (nn); |
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155 |
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156 /* |
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157 * NOTE: this won't work if LSODE passes copies of the state vector. |
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158 * In that case we have to create a temporary vector object |
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159 * and copy. |
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160 */ |
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161 tmp_deriv = (*user_fun) (*tmp_x, *time); |
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162 |
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258
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163 if (tmp_deriv.length () == 0) |
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164 *ierr = -1; |
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165 else |
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166 { |
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167 for (int i = 0; i < nn; i++) |
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168 deriv [i] = tmp_deriv.elem (i); |
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169 } |
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170 |
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171 return 0; |
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172 } |
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173 |
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174 int |
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175 lsode_j (int *neq, double *time, double *state, int *ml, int *mu, |
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176 double *pd, int *nrowpd) |
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177 { |
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178 int nn = *neq; |
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179 Matrix tmp_jac (nn, nn); |
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180 |
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181 /* |
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182 * NOTE: this won't work if LSODE passes copies of the state vector. |
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183 * In that case we have to create a temporary vector object |
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184 * and copy. |
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185 */ |
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186 tmp_jac = (*user_jac) (*tmp_x, *time); |
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187 |
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188 for (int j = 0; j < nn; j++) |
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189 for (int i = 0; i < nn; i++) |
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190 pd [*nrowpd * j + i] = tmp_jac (i, j); |
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191 |
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192 return 0; |
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193 } |
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194 |
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195 ColumnVector |
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196 ODE::integrate (double tout) |
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197 { |
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461
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198 if (jac) |
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199 method_flag = 21; |
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200 else |
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201 method_flag = 22; |
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202 |
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203 integration_error = 0; |
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204 |
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205 double *xp = x.fortran_vec (); |
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206 |
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207 // NOTE: this won't work if LSODE passes copies of the state vector. |
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208 // In that case we have to create a temporary vector object |
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209 // and copy. |
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210 |
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211 tmp_x = &x; |
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212 user_fun = fun; |
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213 user_jac = jac; |
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214 |
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215 // Try 5000 steps before giving up. |
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216 |
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217 iwork[5] = 5000; |
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218 int working_too_hard = 0; |
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219 |
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220 if (stop_time_set) |
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221 { |
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222 itask = 4; |
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223 rwork [0] = stop_time; |
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224 } |
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225 else |
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226 { |
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227 itask = 1; |
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228 } |
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229 |
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289
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230 double abs_tol = absolute_tolerance (); |
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231 double rel_tol = relative_tolerance (); |
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232 |
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233 rwork[4] = (initial_step_size () >= 0.0) ? initial_step_size () : 0.0; |
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234 rwork[5] = (maximum_step_size () >= 0.0) ? maximum_step_size () : 0.0; |
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235 rwork[6] = (minimum_step_size () >= 0.0) ? minimum_step_size () : 0.0; |
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236 |
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237 if (restart) |
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238 { |
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239 restart = 0; |
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240 istate = 1; |
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241 } |
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242 |
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243 again: |
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244 |
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245 (void) F77_FCN (lsode) (lsode_f, &n, xp, &t, &tout, &itol, |
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246 &rel_tol, &abs_tol, &itask, &istate, &iopt, |
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247 rwork, &lrw, iwork, &liw, lsode_j, |
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248 &method_flag); |
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249 |
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250 switch (istate) |
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251 { |
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258
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252 case -13: // Return requested in user-supplied function. |
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253 case -6: // error weight became zero during problem. (solution |
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254 // component i vanished, and atol or atol(i) = 0.) |
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255 case -5: // repeated convergence failures (perhaps bad jacobian |
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256 // supplied or wrong choice of mf or tolerances). |
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257 case -4: // repeated error test failures (check all inputs). |
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258 case -3: // illegal input detected (see printed message). |
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259 case -2: // excess accuracy requested (tolerances too small). |
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260 integration_error = 1; |
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261 return ColumnVector (); |
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262 break; |
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263 case -1: // excess work done on this call (perhaps wrong mf). |
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264 working_too_hard++; |
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265 if (working_too_hard > 20) |
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266 { |
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267 (*current_liboctave_error_handler) |
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268 ("giving up after more than %d steps attempted in lsode", |
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269 iwork[5] * 20); |
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270 integration_error = 1; |
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271 return ColumnVector (); |
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272 } |
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273 else |
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274 { |
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275 istate = 2; |
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276 goto again; |
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277 } |
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278 break; |
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279 case 2: // lsode was successful |
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280 break; |
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281 default: |
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282 // Error? |
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283 break; |
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284 } |
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285 |
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286 t = tout; |
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287 |
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288 return x; |
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289 } |
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290 |
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291 void |
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292 ODE::integrate (int nsteps, double tstep, ostream& s) |
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293 { |
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294 int time_to_quit = 0; |
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295 double tout = t; |
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296 |
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297 s << t << " " << x << "\n"; |
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298 |
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299 for (int i = 0; i < nsteps; i++) |
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300 { |
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301 tout += tstep; |
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302 if (stop_time_set && tout > stop_time) |
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303 { |
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304 tout = stop_time; |
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305 time_to_quit = 1; |
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306 } |
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307 |
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308 x = integrate (tout); |
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309 |
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310 s << t << " " << x << "\n"; |
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311 |
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312 if (time_to_quit) |
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313 return; |
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314 } |
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315 } |
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316 |
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317 Matrix |
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318 ODE::integrate (const ColumnVector& tout) |
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319 { |
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320 Matrix retval; |
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321 int n_out = tout.capacity (); |
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322 |
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323 if (n_out > 0 && n > 0) |
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324 { |
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325 retval.resize (n_out, n); |
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326 |
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327 for (int i = 0; i < n; i++) |
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328 retval.elem (0, i) = x.elem (i); |
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329 |
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330 for (int j = 1; j < n_out; j++) |
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331 { |
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332 ColumnVector x_next = integrate (tout.elem (j)); |
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333 |
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334 if (integration_error) |
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335 return retval; |
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336 |
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337 for (i = 0; i < n; i++) |
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338 retval.elem (j, i) = x_next.elem (i); |
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339 } |
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340 } |
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341 |
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342 return retval; |
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343 } |
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344 |
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345 Matrix |
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346 ODE::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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347 { |
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348 Matrix retval; |
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349 int n_out = tout.capacity (); |
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350 |
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351 if (n_out > 0 && n > 0) |
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352 { |
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353 retval.resize (n_out, n); |
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354 |
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355 for (int i = 0; i < n; i++) |
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356 retval.elem (0, i) = x.elem (i); |
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357 |
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358 int n_crit = tcrit.capacity (); |
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359 |
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360 if (n_crit > 0) |
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361 { |
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362 int i_crit = 0; |
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363 int i_out = 1; |
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364 double next_crit = tcrit.elem (0); |
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365 double next_out; |
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366 while (i_out < n_out) |
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367 { |
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368 int do_restart = 0; |
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369 |
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370 next_out = tout.elem (i_out); |
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371 if (i_crit < n_crit) |
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372 next_crit = tcrit.elem (i_crit); |
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373 |
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374 int save_output; |
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375 double t_out; |
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376 |
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377 if (next_crit == next_out) |
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378 { |
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379 set_stop_time (next_crit); |
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380 t_out = next_out; |
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381 save_output = 1; |
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382 i_out++; |
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383 i_crit++; |
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384 do_restart = 1; |
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385 } |
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386 else if (next_crit < next_out) |
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387 { |
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388 if (i_crit < n_crit) |
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389 { |
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390 set_stop_time (next_crit); |
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391 t_out = next_crit; |
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392 save_output = 0; |
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393 i_crit++; |
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394 do_restart = 1; |
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395 } |
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396 else |
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397 { |
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398 clear_stop_time (); |
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399 t_out = next_out; |
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400 save_output = 1; |
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401 i_out++; |
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402 } |
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403 } |
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404 else |
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405 { |
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406 set_stop_time (next_crit); |
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407 t_out = next_out; |
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408 save_output = 1; |
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409 i_out++; |
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410 } |
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411 |
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412 ColumnVector x_next = integrate (t_out); |
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413 |
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414 if (integration_error) |
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415 return retval; |
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416 |
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417 if (save_output) |
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418 { |
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419 for (i = 0; i < n; i++) |
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420 retval.elem (i_out-1, i) = x_next.elem (i); |
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421 } |
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422 |
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423 if (do_restart) |
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424 force_restart (); |
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425 } |
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426 } |
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427 else |
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258
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428 { |
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429 retval = integrate (tout); |
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430 |
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431 if (integration_error) |
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432 return retval; |
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433 } |
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434 } |
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435 |
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436 return retval; |
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437 } |
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438 |
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439 int |
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440 ODE::size (void) const |
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441 { |
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442 return n; |
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443 } |
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444 |
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445 ColumnVector |
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446 ODE::state (void) const |
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447 { |
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448 return x; |
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449 } |
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450 |
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451 double ODE::time (void) const |
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452 { |
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453 return t; |
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454 } |
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455 |
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456 void |
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457 ODE::force_restart (void) |
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458 { |
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459 restart = 1; |
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460 } |
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461 |
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462 void |
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463 ODE::initialize (const ColumnVector& state, double time) |
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464 { |
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465 restart = 1; |
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466 x = state; |
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467 t = time; |
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468 } |
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469 |
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470 void |
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471 ODE::set_stop_time (double time) |
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472 { |
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473 stop_time_set = 1; |
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474 stop_time = time; |
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475 } |
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476 |
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477 void |
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478 ODE::clear_stop_time (void) |
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479 { |
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480 stop_time_set = 0; |
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481 } |
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482 |
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289
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483 ODE_options::ODE_options (void) |
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484 { |
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485 init (); |
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486 } |
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487 |
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488 ODE_options::ODE_options (const ODE_options& opt) |
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489 { |
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490 copy (opt); |
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491 } |
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492 |
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493 ODE_options& |
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494 ODE_options::operator = (const ODE_options& opt) |
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495 { |
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496 if (this != &opt) |
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497 copy (opt); |
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498 |
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499 return *this; |
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500 } |
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501 |
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502 ODE_options::~ODE_options (void) |
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503 { |
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504 } |
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505 |
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506 void |
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507 ODE_options::init (void) |
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508 { |
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509 double sqrt_eps = sqrt (DBL_EPSILON); |
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510 x_absolute_tolerance = sqrt_eps; |
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511 x_initial_step_size = -1.0; |
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512 x_maximum_step_size = -1.0; |
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513 x_minimum_step_size = 0.0; |
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514 x_relative_tolerance = sqrt_eps; |
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515 } |
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516 |
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517 void |
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518 ODE_options::copy (const ODE_options& opt) |
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519 { |
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520 x_absolute_tolerance = opt.x_absolute_tolerance; |
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521 x_initial_step_size = opt.x_initial_step_size; |
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522 x_maximum_step_size = opt.x_maximum_step_size; |
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523 x_minimum_step_size = opt.x_minimum_step_size; |
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524 x_relative_tolerance = opt.x_relative_tolerance; |
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525 } |
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526 |
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527 void |
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528 ODE_options::set_default_options (void) |
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529 { |
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530 init (); |
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531 } |
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532 |
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533 void |
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534 ODE_options::set_absolute_tolerance (double val) |
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535 { |
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536 x_absolute_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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537 } |
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538 |
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539 void |
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540 ODE_options::set_initial_step_size (double val) |
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541 { |
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542 x_initial_step_size = (val >= 0.0) ? val : -1.0; |
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543 } |
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544 |
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545 void |
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546 ODE_options::set_maximum_step_size (double val) |
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547 { |
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548 x_maximum_step_size = (val >= 0.0) ? val : -1.0; |
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549 } |
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550 |
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551 void |
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552 ODE_options::set_minimum_step_size (double val) |
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553 { |
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554 x_minimum_step_size = (val >= 0.0) ? val : 0.0; |
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555 } |
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556 |
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557 void |
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558 ODE_options::set_relative_tolerance (double val) |
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559 { |
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560 x_relative_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
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561 } |
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562 |
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563 double |
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564 ODE_options::absolute_tolerance (void) |
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565 { |
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566 return x_absolute_tolerance; |
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567 } |
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568 |
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569 double |
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570 ODE_options::initial_step_size (void) |
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571 { |
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572 return x_initial_step_size; |
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573 } |
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574 |
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575 double |
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576 ODE_options::maximum_step_size (void) |
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577 { |
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578 return x_maximum_step_size; |
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579 } |
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580 |
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581 double |
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582 ODE_options::minimum_step_size (void) |
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583 { |
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584 return x_minimum_step_size; |
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585 } |
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586 |
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587 double |
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588 ODE_options::relative_tolerance (void) |
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589 { |
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590 return x_relative_tolerance; |
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591 } |
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592 |
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3
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593 /* |
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594 ;;; Local Variables: *** |
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595 ;;; mode: C++ *** |
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596 ;;; page-delimiter: "^/\\*" *** |
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597 ;;; End: *** |
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598 */ |
