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1 /* |
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2 |
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3 Copyright (C) 1996, 1997, 2002 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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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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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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27 #ifdef HAVE_CONFIG_H |
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28 #include <config.h> |
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29 #endif |
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30 |
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31 #include <cfloat> |
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32 #include <cmath> |
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33 |
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34 #include "DASPK.h" |
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35 #include "f77-fcn.h" |
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36 #include "lo-error.h" |
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37 |
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38 typedef int (*daspk_fcn_ptr) (const double&, const double*, |
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39 const double*, const double&, |
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40 double*, int&, double*, int*); |
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41 |
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42 typedef int (*daspk_jac_ptr) (const double&, const double*, |
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43 const double*, double*, |
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44 const double&, double*, int*); |
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45 |
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46 typedef int (*daspk_psol_ptr) (const int&, const double&, |
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47 const double*, const double*, |
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48 const double*, const double&, |
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49 const double*, double*, int*, |
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50 double*, const double&, int&, |
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51 double*, int*); |
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52 |
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53 extern "C" |
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54 int F77_FUNC (ddaspk, DDASPK) (daspk_fcn_ptr, const int&, double&, |
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55 double*, double*, double&, const int*, |
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56 const double&, const double&, int&, |
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57 double*, const int&, int*, const int&, |
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58 const double*, const int*, |
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59 daspk_jac_ptr, daspk_psol_ptr); |
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60 |
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61 static DAEFunc::DAERHSFunc user_fun; |
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62 static DAEFunc::DAEJacFunc user_jac; |
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63 static int nn; |
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64 |
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65 DASPK::DASPK (void) : DAE () |
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66 { |
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67 sanity_checked = 0; |
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68 |
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69 info.resize (15); |
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70 |
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71 for (int i = 0; i < 15; i++) |
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72 info.elem (i) = 0; |
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73 } |
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74 |
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75 DASPK::DASPK (const ColumnVector& state, double time, DAEFunc& f) |
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76 : DAE (state, time, f) |
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77 { |
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78 n = size (); |
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79 |
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80 sanity_checked = 0; |
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81 |
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82 info.resize (20); |
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83 |
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84 for (int i = 0; i < 20; i++) |
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85 info.elem (i) = 0; |
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86 } |
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87 |
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88 DASPK::DASPK (const ColumnVector& state, const ColumnVector& deriv, |
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89 double time, DAEFunc& f) |
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90 : DAE (state, deriv, time, f) |
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91 { |
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92 n = size (); |
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93 |
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94 DAEFunc::set_function (f.function ()); |
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95 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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96 |
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97 sanity_checked = 0; |
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98 |
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99 info.resize (20); |
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100 |
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101 for (int i = 0; i < 20; i++) |
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102 info.elem (i) = 0; |
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103 } |
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104 |
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105 int |
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106 ddaspk_f (const double& time, const double *state, const double *deriv, |
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107 const double&, double *delta, int& ires, double *, int *) |
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108 { |
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109 ColumnVector tmp_deriv (nn); |
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110 ColumnVector tmp_state (nn); |
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111 ColumnVector tmp_delta (nn); |
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112 |
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113 for (int i = 0; i < nn; i++) |
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114 { |
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115 tmp_deriv.elem (i) = deriv [i]; |
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116 tmp_state.elem (i) = state [i]; |
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117 } |
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118 |
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119 tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires); |
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120 |
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121 if (ires >= 0) |
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122 { |
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123 if (tmp_delta.length () == 0) |
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124 ires = -2; |
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125 else |
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126 { |
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127 for (int i = 0; i < nn; i++) |
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128 delta [i] = tmp_delta.elem (i); |
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129 } |
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130 } |
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131 |
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132 return 0; |
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133 } |
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134 |
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135 //NEQ, T, Y, YPRIME, SAVR, WK, CJ, WGHT, |
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136 //C WP, IWP, B, EPLIN, IER, RPAR, IPAR) |
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137 |
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138 int |
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139 ddaspk_psol (const int& neq, const double& time, const double *state, |
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140 const double *deriv, const double *savr, |
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141 const double& cj, const double *wght, double *wp, |
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142 int *iwp, double *b, const double& eplin, int& ier, |
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143 double *, int*) |
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144 { |
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145 abort (); |
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146 return 0; |
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147 } |
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148 |
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149 |
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150 int |
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151 ddaspk_j (const double& time, const double *state, const double *deriv, |
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152 double *pd, const double& cj, double *, int *) |
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153 { |
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154 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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155 |
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156 ColumnVector tmp_state (nn); |
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157 ColumnVector tmp_deriv (nn); |
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158 |
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159 for (int i = 0; i < nn; i++) |
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160 { |
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161 tmp_deriv.elem (i) = deriv [i]; |
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162 tmp_state.elem (i) = state [i]; |
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163 } |
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164 |
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165 Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj); |
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166 |
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167 for (int j = 0; j < nn; j++) |
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168 for (int i = 0; i < nn; i++) |
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169 pd [nn * j + i] = tmp_pd.elem (i, j); |
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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 ColumnVector |
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175 DASPK::do_integrate (double tout) |
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176 { |
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177 ColumnVector retval; |
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178 |
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179 if (restart) |
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180 { |
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181 restart = false; |
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182 info.elem (0) = 0; |
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183 } |
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184 |
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185 liw = 40 + n; |
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186 if (info(9) == 1 || info(9) == 3) |
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187 liw += n; |
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188 if (info (10) == 1 || info(15) == 1) |
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189 liw += n; |
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190 |
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191 lrw = 50 + 9*n; |
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192 if (info(5) == 0) |
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193 lrw += n*n; |
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194 if (info(15) == 1) |
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195 lrw += n; |
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196 |
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197 if (iwork.length () != liw) |
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198 iwork.resize (liw); |
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199 |
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200 if (rwork.length () != lrw) |
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201 rwork.resize (lrw); |
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202 |
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203 integration_error = false; |
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204 |
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205 if (DAEFunc::jacobian_function ()) |
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206 info.elem (4) = 1; |
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207 else |
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208 info.elem (4) = 0; |
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209 |
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210 double *px = x.fortran_vec (); |
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211 double *pxdot = xdot.fortran_vec (); |
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212 |
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213 nn = n; |
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214 user_fun = DAEFunc::fun; |
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215 user_jac = DAEFunc::jac; |
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216 |
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217 if (! sanity_checked) |
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218 { |
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219 int ires = 0; |
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220 |
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221 ColumnVector res = (*user_fun) (x, xdot, t, ires); |
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222 |
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223 if (res.length () != x.length ()) |
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224 { |
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225 (*current_liboctave_error_handler) |
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226 ("daspk: inconsistent sizes for state and residual vectors"); |
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227 |
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228 integration_error = true; |
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229 return retval; |
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230 } |
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231 |
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232 sanity_checked = 1; |
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233 } |
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234 |
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235 if (stop_time_set) |
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236 { |
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237 rwork.elem (0) = stop_time; |
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238 info.elem (3) = 1; |
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239 } |
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240 else |
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241 info.elem (3) = 0; |
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242 |
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243 double abs_tol = absolute_tolerance (); |
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244 double rel_tol = relative_tolerance (); |
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245 |
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246 if (initial_step_size () >= 0.0) |
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247 { |
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248 rwork.elem (2) = initial_step_size (); |
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249 info.elem (7) = 1; |
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250 } |
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251 else |
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252 info.elem (7) = 0; |
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253 |
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254 if (maximum_step_size () >= 0.0) |
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255 { |
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256 rwork.elem (1) = maximum_step_size (); |
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257 info.elem (6) = 1; |
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258 } |
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259 else |
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260 info.elem (6) = 0; |
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261 |
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262 double *dummy = 0; |
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263 int *idummy = 0; |
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264 |
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265 int *pinfo = info.fortran_vec (); |
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266 int *piwork = iwork.fortran_vec (); |
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267 double *prwork = rwork.fortran_vec (); |
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268 |
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269 // again: |
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270 |
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271 F77_XFCN (ddaspk, DDASPK, (ddaspk_f, n, t, px, pxdot, tout, pinfo, |
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272 rel_tol, abs_tol, istate, prwork, lrw, |
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273 piwork, liw, dummy, idummy, ddaspk_j, |
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274 ddaspk_psol)); |
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275 |
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276 if (f77_exception_encountered) |
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277 { |
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278 integration_error = true; |
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279 (*current_liboctave_error_handler) ("unrecoverable error in daspk"); |
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280 } |
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281 else |
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282 { |
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283 switch (istate) |
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284 { |
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285 case 1: // A step was successfully taken in intermediate-output |
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286 // mode. The code has not yet reached TOUT. |
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287 case 2: // The integration to TSTOP was successfully completed |
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288 // (T=TSTOP) by stepping exactly to TSTOP. |
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289 case 3: // The integration to TOUT was successfully completed |
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290 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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291 // interpolation. YPRIME(*) is obtained by interpolation. |
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292 case 4: // The initial condition calculation, with |
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293 // INFO(11) > 0, was successful, and INFO(14) = 1. |
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294 // No integration steps were taken, and the solution |
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295 // is not considered to have been started. |
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296 retval = x; |
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297 t = tout; |
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298 break; |
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299 |
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300 case -1: // A large amount of work has been expended. (~500 steps). |
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301 case -2: // The error tolerances are too stringent. |
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302 case -3: // The local error test cannot be satisfied because you |
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303 // specified a zero component in ATOL and the |
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304 // corresponding computed solution component is zero. |
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305 // Thus, a pure relative error test is impossible for |
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306 // this component. |
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307 case -6: // DDASPK had repeated error test failures on the last |
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308 // attempted step. |
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309 case -7: // The corrector could not converge. |
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310 case -8: // The matrix of partial derivatives is singular. |
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311 case -9: // The corrector could not converge. There were repeated |
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312 // error test failures in this step. |
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313 case -10: // The corrector could not converge because IRES was |
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314 // equal to minus one. |
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315 case -11: // IRES equal to -2 was encountered and control is being |
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316 // returned to the calling program. |
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317 case -12: // DDASPK failed to compute the initial YPRIME. |
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318 case -13: // Unrecoverable error encountered inside user's |
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319 // PSOL routine, and control is being returned to |
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320 // the calling program. |
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321 case -14: // The Krylov linear system solver could not |
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322 // achieve convergence. |
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323 case -33: // The code has encountered trouble from which it cannot |
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324 // recover. A message is printed explaining the trouble |
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325 // and control is returned to the calling program. For |
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326 // example, this occurs when invalid input is detected. |
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327 integration_error = true; |
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328 break; |
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329 |
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330 default: |
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331 integration_error = true; |
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332 (*current_liboctave_error_handler) |
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333 ("unrecognized value of istate (= %d) returned from ddaspk", |
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334 istate); |
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335 break; |
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336 } |
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337 } |
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338 |
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339 return retval; |
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340 } |
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341 |
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342 Matrix |
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343 DASPK::do_integrate (const ColumnVector& tout) |
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344 { |
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345 Matrix dummy; |
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346 return integrate (tout, dummy); |
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347 } |
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348 |
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349 Matrix |
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350 DASPK::integrate (const ColumnVector& tout, Matrix& xdot_out) |
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351 { |
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352 Matrix retval; |
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353 int n_out = tout.capacity (); |
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354 |
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355 if (n_out > 0 && n > 0) |
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356 { |
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357 retval.resize (n_out, n); |
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358 xdot_out.resize (n_out, n); |
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359 |
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360 for (int i = 0; i < n; i++) |
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361 { |
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362 retval.elem (0, i) = x.elem (i); |
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363 xdot_out.elem (0, i) = xdot.elem (i); |
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364 } |
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365 |
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366 for (int j = 1; j < n_out; j++) |
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367 { |
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368 ColumnVector x_next = do_integrate (tout.elem (j)); |
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369 |
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370 if (integration_error) |
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371 return retval; |
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372 |
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373 for (int i = 0; i < n; i++) |
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374 { |
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375 retval.elem (j, i) = x_next.elem (i); |
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376 xdot_out.elem (j, i) = xdot.elem (i); |
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377 } |
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378 } |
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379 } |
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380 |
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381 return retval; |
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382 } |
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383 |
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384 Matrix |
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385 DASPK::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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386 { |
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387 Matrix dummy; |
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388 return integrate (tout, dummy, tcrit); |
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389 } |
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390 |
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391 Matrix |
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392 DASPK::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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393 const ColumnVector& tcrit) |
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394 { |
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395 Matrix retval; |
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396 int n_out = tout.capacity (); |
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397 |
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398 if (n_out > 0 && n > 0) |
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399 { |
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400 retval.resize (n_out, n); |
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401 xdot_out.resize (n_out, n); |
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402 |
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403 for (int i = 0; i < n; i++) |
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404 { |
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405 retval.elem (0, i) = x.elem (i); |
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406 xdot_out.elem (0, i) = xdot.elem (i); |
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407 } |
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408 |
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409 int n_crit = tcrit.capacity (); |
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410 |
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411 if (n_crit > 0) |
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412 { |
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413 int i_crit = 0; |
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414 int i_out = 1; |
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415 double next_crit = tcrit.elem (0); |
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416 double next_out; |
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417 while (i_out < n_out) |
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418 { |
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419 bool do_restart = false; |
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420 |
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421 next_out = tout.elem (i_out); |
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422 if (i_crit < n_crit) |
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423 next_crit = tcrit.elem (i_crit); |
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424 |
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425 bool save_output; |
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426 double t_out; |
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427 |
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428 if (next_crit == next_out) |
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429 { |
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430 set_stop_time (next_crit); |
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431 t_out = next_out; |
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432 save_output = true; |
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433 i_out++; |
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434 i_crit++; |
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435 do_restart = true; |
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436 } |
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437 else if (next_crit < next_out) |
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438 { |
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439 if (i_crit < n_crit) |
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440 { |
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441 set_stop_time (next_crit); |
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442 t_out = next_crit; |
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443 save_output = false; |
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444 i_crit++; |
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445 do_restart = true; |
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446 } |
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447 else |
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448 { |
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449 clear_stop_time (); |
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450 t_out = next_out; |
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451 save_output = true; |
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452 i_out++; |
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453 } |
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454 } |
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455 else |
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456 { |
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457 set_stop_time (next_crit); |
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458 t_out = next_out; |
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459 save_output = true; |
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460 i_out++; |
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461 } |
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462 |
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463 ColumnVector x_next = do_integrate (t_out); |
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464 |
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465 if (integration_error) |
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466 return retval; |
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467 |
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468 if (save_output) |
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469 { |
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470 for (int i = 0; i < n; i++) |
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471 { |
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472 retval.elem (i_out-1, i) = x_next.elem (i); |
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473 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
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474 } |
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475 } |
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476 |
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477 if (do_restart) |
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478 force_restart (); |
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479 } |
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480 } |
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481 else |
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482 { |
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483 retval = integrate (tout, xdot_out); |
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484 |
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485 if (integration_error) |
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486 return retval; |
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|
487 } |
|
|
488 } |
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489 |
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490 return retval; |
|
|
491 } |
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|
492 |
|
3995
|
493 std::string |
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|
494 DASPK::error_message (void) const |
|
|
495 { |
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|
496 std::string retval; |
|
|
497 |
|
3997
|
498 switch (istate) |
|
3995
|
499 { |
|
3996
|
500 case 1: |
|
|
501 retval = "a step was successfully taken in intermediate-output mode."; |
|
|
502 break; |
|
|
503 |
|
|
504 case 2: |
|
|
505 retval = "integration completed by stepping exactly to TOUT"; |
|
|
506 break; |
|
|
507 |
|
|
508 case 3: |
|
|
509 retval = "integration to tout completed by stepping past TOUT"; |
|
|
510 break; |
|
|
511 |
|
|
512 case 4: |
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|
513 retval = "initial condition calculation completed successfully"; |
|
|
514 break; |
|
|
515 |
|
|
516 case -1: |
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|
517 retval = "a large amount of work has been expended"; |
|
|
518 break; |
|
|
519 |
|
|
520 case -2: |
|
|
521 retval = "the error tolerances are too stringent"; |
|
|
522 break; |
|
|
523 |
|
|
524 case -3: |
|
|
525 retval = "error weight became zero during problem.\ |
|
|
526 (solution component i vanished, and atol or atol(i) == 0)"; |
|
|
527 break; |
|
|
528 |
|
|
529 case -6: |
|
|
530 retval = "repeated error test failures on the last attempted step"; |
|
|
531 break; |
|
|
532 |
|
|
533 case -7: |
|
|
534 retval = "the corrector could not converge"; |
|
|
535 break; |
|
|
536 |
|
|
537 case -8: |
|
|
538 retval = "the matrix of partial derivatives is singular"; |
|
|
539 break; |
|
|
540 |
|
|
541 case -9: |
|
|
542 retval = "the corrector could not converge (repeated test failures)"; |
|
|
543 break; |
|
|
544 |
|
|
545 case -10: |
|
|
546 retval = "corrector could not converge because IRES was -1"; |
|
|
547 break; |
|
|
548 |
|
|
549 case -11: |
|
|
550 retval = "return requested in user-supplied function"; |
|
|
551 break; |
|
|
552 |
|
|
553 case -12: |
|
|
554 retval = "failed to compute consistent initial conditions"; |
|
|
555 break; |
|
|
556 |
|
|
557 case -13: |
|
|
558 retval = "unrecoverable error encountered inside user's PSOL function"; |
|
|
559 break; |
|
|
560 |
|
|
561 case -14: |
|
|
562 retval = "the Krylov linear system solver failed to converge"; |
|
|
563 break; |
|
|
564 |
|
|
565 case -33: |
|
|
566 retval = "unrecoverable error (see printed message)"; |
|
|
567 break; |
|
|
568 |
|
3995
|
569 default: |
|
|
570 retval = "unknown error state"; |
|
|
571 break; |
|
|
572 } |
|
|
573 |
|
|
574 return retval; |
|
|
575 } |
|
|
576 |
|
3912
|
577 /* |
|
|
578 ;;; Local Variables: *** |
|
|
579 ;;; mode: C++ *** |
|
|
580 ;;; End: *** |
|
|
581 */ |
