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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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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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238
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27 #ifdef HAVE_CONFIG_H |
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1192
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28 #include <config.h> |
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29 #endif |
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30 |
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1367
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31 #include <cfloat> |
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32 #include <cmath> |
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33 |
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3503
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34 #include <iostream> |
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289
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35 |
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1842
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36 #include "LSODE.h" |
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1847
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37 #include "f77-fcn.h" |
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227
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38 #include "lo-error.h" |
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39 |
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3507
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40 typedef int (*lsode_fcn_ptr) (const int&, const double&, double*, |
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41 double*, int&); |
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42 |
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43 typedef int (*lsode_jac_ptr) (const int&, const double&, double*, |
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44 const int&, const int&, double*, const |
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45 int&); |
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46 |
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47 extern "C" |
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3507
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48 int F77_FCN (lsode, LSODE) (lsode_fcn_ptr, int&, double*, double&, |
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49 double&, int&, double&, double&, int&, |
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50 int&, int&, double*, int&, int*, int&, |
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51 lsode_jac_ptr, int&); |
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52 |
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532
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53 static ODEFunc::ODERHSFunc user_fun; |
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54 static ODEFunc::ODEJacFunc user_jac; |
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55 static ColumnVector *tmp_x; |
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56 |
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1842
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57 LSODE::LSODE (void) : ODE (), LSODE_options () |
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58 { |
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59 n = size (); |
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60 |
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61 stop_time_set = 0; |
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62 stop_time = 0.0; |
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63 |
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64 integration_error = 0; |
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65 restart = 1; |
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66 |
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67 istate = 1; |
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68 itol = 1; |
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69 itask = 1; |
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70 iopt = 0; |
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71 |
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72 liw = 20 + n; |
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73 lrw = 22 + n * (9 + n); |
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74 |
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75 sanity_checked = 0; |
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76 } |
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77 |
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78 LSODE::LSODE (const ColumnVector& state, double time, const ODEFunc& f) |
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79 : ODE (state, time, f), LSODE_options () |
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80 { |
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81 n = size (); |
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82 |
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83 stop_time_set = 0; |
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84 stop_time = 0.0; |
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85 |
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86 integration_error = 0; |
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87 restart = 1; |
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88 |
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89 istate = 1; |
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90 itol = 1; |
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91 itask = 1; |
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92 iopt = 0; |
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93 |
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94 liw = 20 + n; |
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95 lrw = 22 + n * (9 + n); |
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96 |
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97 sanity_checked = 0; |
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98 } |
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99 |
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100 void |
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101 LSODE::force_restart (void) |
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102 { |
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103 restart = 1; |
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104 } |
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105 |
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106 void |
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107 LSODE::set_stop_time (double time) |
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108 { |
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109 stop_time_set = 1; |
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110 stop_time = time; |
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111 } |
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112 |
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113 void |
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114 LSODE::clear_stop_time (void) |
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115 { |
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116 stop_time_set = 0; |
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117 } |
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118 |
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119 int |
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120 lsode_f (const int& neq, const double& time, double *, |
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121 double *deriv, int& ierr) |
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122 { |
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123 ColumnVector tmp_deriv; |
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124 |
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125 // NOTE: this won't work if LSODE passes copies of the state vector. |
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126 // In that case we have to create a temporary vector object |
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127 // and copy. |
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128 |
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129 tmp_deriv = (*user_fun) (*tmp_x, time); |
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130 |
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131 if (tmp_deriv.length () == 0) |
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132 ierr = -1; |
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258
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133 else |
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134 { |
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135 for (int i = 0; i < neq; i++) |
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136 deriv [i] = tmp_deriv.elem (i); |
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137 } |
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138 |
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139 return 0; |
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140 } |
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141 |
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142 int |
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143 lsode_j (const int& neq, const double& time, double *, |
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144 const int&, const int&, double *pd, const int& nrowpd) |
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145 { |
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146 Matrix tmp_jac (neq, neq); |
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147 |
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148 // NOTE: this won't work if LSODE passes copies of the state vector. |
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149 // In that case we have to create a temporary vector object |
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150 // and copy. |
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151 |
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152 tmp_jac = (*user_jac) (*tmp_x, time); |
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153 |
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154 for (int j = 0; j < neq; j++) |
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155 for (int i = 0; i < neq; i++) |
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156 pd [nrowpd * j + i] = tmp_jac (i, j); |
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157 |
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158 return 0; |
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159 } |
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160 |
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161 ColumnVector |
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162 LSODE::do_integrate (double tout) |
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163 { |
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164 ColumnVector retval; |
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165 |
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166 if (restart) |
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167 { |
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168 restart = 0; |
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169 istate = 1; |
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170 } |
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171 |
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172 if (iwork.length () != liw) |
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173 { |
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174 iwork.resize (liw); |
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175 |
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176 for (int i = 4; i < 9; i++) |
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177 iwork.elem (i) = 0; |
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178 } |
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179 |
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180 if (rwork.length () != lrw) |
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181 { |
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182 rwork.resize (lrw); |
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183 |
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184 for (int i = 4; i < 9; i++) |
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185 rwork.elem (i) = 0; |
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186 } |
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187 |
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188 if (jac) |
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189 method_flag = 21; |
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190 else |
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191 method_flag = 22; |
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192 |
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193 integration_error = 0; |
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194 |
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195 double *xp = x.fortran_vec (); |
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196 |
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197 // NOTE: this won't work if LSODE passes copies of the state vector. |
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198 // In that case we have to create a temporary vector object |
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199 // and copy. |
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200 |
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201 tmp_x = &x; |
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202 user_fun = function (); |
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203 user_jac = jacobian_function (); |
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204 |
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205 if (! sanity_checked) |
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206 { |
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207 ColumnVector xdot = (*user_fun) (x, t); |
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208 |
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209 if (x.length () != xdot.length ()) |
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210 { |
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211 (*current_liboctave_error_handler) |
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212 ("lsode: inconsistent sizes for state and derivative vectors"); |
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213 |
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214 integration_error = 1; |
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215 return retval; |
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216 } |
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217 |
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218 sanity_checked = 1; |
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219 } |
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220 |
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221 if (stop_time_set) |
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222 { |
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223 itask = 4; |
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224 rwork.elem (0) = stop_time; |
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225 iopt = 1; |
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226 } |
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227 else |
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228 { |
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229 itask = 1; |
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230 } |
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231 |
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232 double abs_tol = absolute_tolerance (); |
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233 double rel_tol = relative_tolerance (); |
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234 |
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235 if (initial_step_size () >= 0.0) |
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236 { |
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237 rwork.elem (4) = initial_step_size (); |
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238 iopt = 1; |
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239 } |
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240 |
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241 if (maximum_step_size () >= 0.0) |
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242 { |
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243 rwork.elem (5) = maximum_step_size (); |
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244 iopt = 1; |
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245 } |
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246 |
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247 if (minimum_step_size () >= 0.0) |
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248 { |
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249 rwork.elem (6) = minimum_step_size (); |
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250 iopt = 1; |
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251 } |
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252 |
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253 if (step_limit () > 0) |
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254 { |
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255 iwork.elem (5) = step_limit (); |
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256 iopt = 1; |
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257 } |
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258 |
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259 int *piwork = iwork.fortran_vec (); |
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260 double *prwork = rwork.fortran_vec (); |
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261 |
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262 F77_XFCN (lsode, LSODE, (lsode_f, n, xp, t, tout, itol, rel_tol, |
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263 abs_tol, itask, istate, iopt, prwork, lrw, |
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264 piwork, liw, lsode_j, method_flag)); |
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265 |
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266 if (f77_exception_encountered) |
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267 { |
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268 integration_error = 1; |
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269 (*current_liboctave_error_handler) ("unrecoverable error in lsode"); |
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270 } |
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271 else |
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272 { |
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273 switch (istate) |
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274 { |
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275 case -13: // Return requested in user-supplied function. |
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276 case -6: // error weight became zero during problem. (solution |
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277 // component i vanished, and atol or atol(i) = 0.) |
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278 case -5: // repeated convergence failures (perhaps bad jacobian |
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279 // supplied or wrong choice of mf or tolerances). |
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280 case -4: // repeated error test failures (check all inputs). |
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281 case -3: // illegal input detected (see printed message). |
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282 case -2: // excess accuracy requested (tolerances too small). |
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283 integration_error = 1; |
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284 break; |
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285 |
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286 case -1: // excess work done on this call (perhaps wrong mf). |
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287 (*current_liboctave_error_handler) |
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288 ("giving up after more than %d steps attempted in lsode", |
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289 step_limit ()); |
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290 integration_error = 1; |
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291 break; |
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292 |
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293 case 2: // lsode was successful |
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294 retval = x; |
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295 t = tout; |
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296 break; |
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297 |
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298 default: // Error? |
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299 (*current_liboctave_error_handler) |
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300 ("unrecognized value of istate returned from lsode"); |
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301 break; |
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302 } |
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303 } |
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304 |
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305 return retval; |
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306 } |
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307 |
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308 Matrix |
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309 LSODE::do_integrate (const ColumnVector& tout) |
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310 { |
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311 Matrix retval; |
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312 int n_out = tout.capacity (); |
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313 |
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314 if (n_out > 0 && n > 0) |
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315 { |
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316 retval.resize (n_out, n); |
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317 |
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318 for (int i = 0; i < n; i++) |
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319 retval.elem (0, i) = x.elem (i); |
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320 |
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321 for (int j = 1; j < n_out; j++) |
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322 { |
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323 ColumnVector x_next = do_integrate (tout.elem (j)); |
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324 |
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325 if (integration_error) |
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326 return retval; |
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327 |
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328 for (int i = 0; i < n; i++) |
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329 retval.elem (j, i) = x_next.elem (i); |
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330 } |
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331 } |
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332 |
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333 return retval; |
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334 } |
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335 |
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336 Matrix |
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337 LSODE::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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338 { |
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339 Matrix retval; |
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340 int n_out = tout.capacity (); |
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341 |
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342 if (n_out > 0 && n > 0) |
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343 { |
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344 retval.resize (n_out, n); |
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345 |
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346 for (int i = 0; i < n; i++) |
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347 retval.elem (0, i) = x.elem (i); |
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348 |
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349 int n_crit = tcrit.capacity (); |
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350 |
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351 if (n_crit > 0) |
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352 { |
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353 int i_crit = 0; |
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354 int i_out = 1; |
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355 double next_crit = tcrit.elem (0); |
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356 double next_out; |
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357 while (i_out < n_out) |
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358 { |
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359 int do_restart = 0; |
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360 |
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361 next_out = tout.elem (i_out); |
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362 if (i_crit < n_crit) |
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363 next_crit = tcrit.elem (i_crit); |
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364 |
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365 int save_output; |
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366 double t_out; |
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367 |
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368 if (next_crit == next_out) |
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369 { |
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370 set_stop_time (next_crit); |
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371 t_out = next_out; |
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372 save_output = 1; |
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373 i_out++; |
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374 i_crit++; |
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375 do_restart = 1; |
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376 } |
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377 else if (next_crit < next_out) |
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378 { |
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379 if (i_crit < n_crit) |
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380 { |
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381 set_stop_time (next_crit); |
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382 t_out = next_crit; |
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383 save_output = 0; |
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384 i_crit++; |
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385 do_restart = 1; |
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386 } |
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387 else |
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388 { |
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389 clear_stop_time (); |
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390 t_out = next_out; |
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391 save_output = 1; |
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392 i_out++; |
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393 } |
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394 } |
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395 else |
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396 { |
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397 set_stop_time (next_crit); |
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398 t_out = next_out; |
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399 save_output = 1; |
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400 i_out++; |
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401 } |
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402 |
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403 ColumnVector x_next = do_integrate (t_out); |
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404 |
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405 if (integration_error) |
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406 return retval; |
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407 |
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408 if (save_output) |
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409 { |
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410 for (int i = 0; i < n; i++) |
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411 retval.elem (i_out-1, i) = x_next.elem (i); |
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412 } |
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413 |
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414 if (do_restart) |
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415 force_restart (); |
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416 } |
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417 } |
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418 else |
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258
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419 { |
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420 retval = do_integrate (tout); |
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421 |
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422 if (integration_error) |
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423 return retval; |
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424 } |
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425 } |
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426 |
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427 return retval; |
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428 } |
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429 |
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430 /* |
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431 ;;; Local Variables: *** |
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432 ;;; mode: C++ *** |
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433 ;;; End: *** |
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434 */ |
