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annotate liboctave/numeric/Quad.cc @ 31249:de6fc38c78c6

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Make Jacobian types offered by dlsode.f accessible by lsode (bug #31626). * liboctave/numeric/LSODE-opts.in: Add options "jacobian type", "lower jacobian subdiagonals", and "upper jacobian subdiagonals". * liboctave/numeric/LSODE.cc (file scope, lsode_j, LSODE::do_integrate (double)): Handle new configurable Jacobian types. * build-aux/mk-opts.pl: Don't implicitly convert to integer in condition.
author Olaf Till <olaf.till@uni-jena.de>
date Fri, 12 Nov 2010 08:53:05 +0100
parents 796f54d4ddbf
children 597f3ee61a48
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1 ////////////////////////////////////////////////////////////////////////
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2 //
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3 // Copyright (C) 1993-2022 The Octave Project Developers
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4 //
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5 // See the file COPYRIGHT.md in the top-level directory of this
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6 // distribution or <https://octave.org/copyright/>.
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7 //
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8 // This file is part of Octave.
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9 //
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10 // Octave is free software: you can redistribute it and/or modify it
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11 // under the terms of the GNU General Public License as published by
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12 // the Free Software Foundation, either version 3 of the License, or
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13 // (at your option) any later version.
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14 //
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15 // Octave is distributed in the hope that it will be useful, but
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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18 // GNU General Public License for more details.
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19 //
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20 // You should have received a copy of the GNU General Public License
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21 // along with Octave; see the file COPYING. If not, see
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22 // <https://www.gnu.org/licenses/>.
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23 //
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24 ////////////////////////////////////////////////////////////////////////
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26 #if defined (HAVE_CONFIG_H)
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27 # include "config.h"
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28 #endif
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29
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30 #include <cassert>
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31
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32 #include "Array.h"
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33 #include "Quad.h"
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34 #include "f77-fcn.h"
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35 #include "lo-error.h"
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36 #include "quit.h"
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38 static integrand_fcn user_fcn;
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39 static float_integrand_fcn float_user_fcn;
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41 typedef F77_INT (*quad_fcn_ptr) (const double&, int&, double&);
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42 typedef F77_INT (*quad_float_fcn_ptr) (const float&, int&, float&);
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43
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44 extern "C"
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45 {
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46 F77_RET_T
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47 F77_FUNC (dqagp, DQAGP) (quad_fcn_ptr, const F77_DBLE&, const F77_DBLE&,
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48 const F77_INT&, const F77_DBLE *,
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49 const F77_DBLE&, const F77_DBLE&, F77_DBLE&,
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50 F77_DBLE&, F77_INT&, F77_INT&,
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51 const F77_INT&, const F77_INT&,
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52 F77_INT&, F77_INT *, F77_DBLE *);
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54 F77_RET_T
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55 F77_FUNC (dqagi, DQAGI) (quad_fcn_ptr, const F77_DBLE&,
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56 const F77_INT&, const F77_DBLE&,
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57 const F77_DBLE&, F77_DBLE&, F77_DBLE&,
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58 F77_INT&, F77_INT&,
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59 const F77_INT&, const F77_INT&,
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60 F77_INT&, F77_INT *, F77_DBLE *);
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61
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62 F77_RET_T
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63 F77_FUNC (qagp, QAGP) (quad_float_fcn_ptr, const F77_REAL&, const F77_REAL&,
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64 const F77_INT&, const F77_REAL *, const F77_REAL&,
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65 const F77_REAL&, F77_REAL&, F77_REAL&, F77_INT&,
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66 F77_INT&, const F77_INT&,
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67 const F77_INT&, F77_INT&,
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68 F77_INT *, F77_REAL *);
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70 F77_RET_T
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71 F77_FUNC (qagi, QAGI) (quad_float_fcn_ptr, const F77_REAL&,
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72 const F77_INT&, const F77_REAL&,
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73 const F77_REAL&, F77_REAL&, F77_REAL&, F77_INT&,
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74 F77_INT&, const F77_INT&,
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75 const F77_INT&, F77_INT&,
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76 F77_INT *, F77_REAL *);
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77 }
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79 static F77_INT
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80 user_function (const double& x, int&, double& result)
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81 {
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82 result = (*user_fcn) (x);
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83
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84 return 0;
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85 }
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86
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87 static F77_INT
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88 float_user_function (const float& x, int&, float& result)
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89 {
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90 result = (*float_user_fcn) (x);
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91
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92 return 0;
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93 }
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94
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95 double
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96 DefQuad::do_integrate (octave_idx_type& ier, octave_idx_type& neval,
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97 double& abserr)
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98 {
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99 F77_INT npts = octave::to_f77_int (m_singularities.numel () + 2);
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100 double *points = m_singularities.fortran_vec ();
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101 double result = 0.0;
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102
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103 F77_INT leniw = 183*npts - 122;
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104 Array<F77_INT> iwork (dim_vector (leniw, 1));
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105 F77_INT *piwork = iwork.fortran_vec ();
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106
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107 F77_INT lenw = 2*leniw - npts;
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108 Array<double> work (dim_vector (lenw, 1));
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109 double *pwork = work.fortran_vec ();
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110
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111 user_fcn = m_f;
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112 F77_INT last;
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114 double abs_tol = absolute_tolerance ();
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115 double rel_tol = relative_tolerance ();
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116
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117 // NEVAL and IER are output only parameters and F77_INT can not be a
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118 // wider type than octave_idx_type so we can create local variables
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119 // here that are the correct type for the Fortran subroutine and then
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120 // copy them to the function parameters without needing to preserve
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121 // and pass the values to the Fortran subroutine.
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122
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123 F77_INT xneval, xier;
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124
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125 F77_XFCN (dqagp, DQAGP, (user_function, m_lower_limit, m_upper_limit,
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126 npts, points, abs_tol, rel_tol, result,
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127 abserr, xneval, xier, leniw, lenw, last,
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128 piwork, pwork));
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129
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130 neval = xneval;
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131 ier = xier;
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diff changeset
132
3
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jwe
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diff changeset
133 return result;
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
jwe
parents:
diff changeset
134 }
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
jwe
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135
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diff changeset
136 float
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diff changeset
137 DefQuad::do_integrate (octave_idx_type&, octave_idx_type&, float&)
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138 {
62affb34e648 Make quad work with single precision
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diff changeset
139 (*current_liboctave_error_handler) ("incorrect integration function called");
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diff changeset
140 }
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141
3
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jwe
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142 double
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parents: 17744
diff changeset
143 IndefQuad::do_integrate (octave_idx_type& ier, octave_idx_type& neval,
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parents: 17744
diff changeset
144 double& abserr)
3
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145 {
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
jwe
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diff changeset
146 double result = 0.0;
1935
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jwe
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diff changeset
147
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148 F77_INT leniw = 128;
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diff changeset
149 Array<F77_INT> iwork (dim_vector (leniw, 1));
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diff changeset
150 F77_INT *piwork = iwork.fortran_vec ();
1935
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diff changeset
151
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152 F77_INT lenw = 8*leniw;
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diff changeset
153 Array<double> work (dim_vector (lenw, 1));
1935
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diff changeset
154 double *pwork = work.fortran_vec ();
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155
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156 user_fcn = m_f;
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157 F77_INT last;
3
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158
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diff changeset
159 F77_INT inf;
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diff changeset
160 switch (m_type)
3
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jwe
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161 {
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
jwe
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diff changeset
162 case bound_to_inf:
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
jwe
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163 inf = 1;
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
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164 break;
1360
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165
3
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166 case neg_inf_to_bound:
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
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167 inf = -1;
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
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168 break;
1360
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169
3
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170 case doubly_infinite:
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171 inf = 2;
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172 break;
1360
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173
3
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174 default:
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
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diff changeset
175 assert (0);
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
jwe
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176 break;
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
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parents:
diff changeset
177 }
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
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178
289
c23f50e61c58 [project @ 1994-01-13 06:25:58 by jwe]
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diff changeset
179 double abs_tol = absolute_tolerance ();
c23f50e61c58 [project @ 1994-01-13 06:25:58 by jwe]
jwe
parents: 260
diff changeset
180 double rel_tol = relative_tolerance ();
c23f50e61c58 [project @ 1994-01-13 06:25:58 by jwe]
jwe
parents: 260
diff changeset
181
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182 // NEVAL and IER are output only parameters and F77_INT can not be a
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diff changeset
183 // wider type than octave_idx_type so we can create local variables
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diff changeset
184 // here that are the correct type for the Fortran subroutine and then
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diff changeset
185 // copy them to the function parameters without needing to preserve
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diff changeset
186 // and pass the values to the Fortran subroutine.
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diff changeset
187
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diff changeset
188 F77_INT xneval, xier;
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diff changeset
189
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Rik <rik@octave.org>
parents: 29358
diff changeset
190 F77_XFCN (dqagi, DQAGI, (user_function, m_bound, inf, abs_tol, rel_tol,
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diff changeset
191 result, abserr, xneval, xier, leniw, lenw,
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07ebe522dac2 untabify liboctave C++ sources
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parents: 10158
diff changeset
192 last, piwork, pwork));
3
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
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diff changeset
193
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diff changeset
194 neval = xneval;
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diff changeset
195 ier = xier;
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diff changeset
196
3
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
jwe
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diff changeset
197 return result;
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
jwe
parents:
diff changeset
198 }
9a4c07481e61 [project @ 1993-08-08 01:20:23 by jwe]
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199
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diff changeset
200 float
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diff changeset
201 IndefQuad::do_integrate (octave_idx_type&, octave_idx_type&, float&)
7805
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diff changeset
202 {
62affb34e648 Make quad work with single precision
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diff changeset
203 (*current_liboctave_error_handler) ("incorrect integration function called");
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David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
204 }
62affb34e648 Make quad work with single precision
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parents: 7482
diff changeset
205
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
206 double
7924
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parents: 7805
diff changeset
207 FloatDefQuad::do_integrate (octave_idx_type&, octave_idx_type&, double&)
7805
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diff changeset
208 {
62affb34e648 Make quad work with single precision
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parents: 7482
diff changeset
209 (*current_liboctave_error_handler) ("incorrect integration function called");
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
210 }
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
211
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
212 float
17769
49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/
Rik <rik@octave.org>
parents: 17744
diff changeset
213 FloatDefQuad::do_integrate (octave_idx_type& ier, octave_idx_type& neval,
49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/
Rik <rik@octave.org>
parents: 17744
diff changeset
214 float& abserr)
7805
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
215 {
30082
1788b9f6db6a maint: use "m_" prefix for member variables in file 'Quad.h'.
Rik <rik@octave.org>
parents: 29358
diff changeset
216 F77_INT npts = octave::to_f77_int (m_singularities.numel () + 2);
1788b9f6db6a maint: use "m_" prefix for member variables in file 'Quad.h'.
Rik <rik@octave.org>
parents: 29358
diff changeset
217 float *points = m_singularities.fortran_vec ();
7805
62affb34e648 Make quad work with single precision
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diff changeset
218 float result = 0.0;
62affb34e648 Make quad work with single precision
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parents: 7482
diff changeset
219
22846
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parents: 22755
diff changeset
220 F77_INT leniw = 183*npts - 122;
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
221 Array<F77_INT> iwork (dim_vector (leniw, 1));
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
222 F77_INT *piwork = iwork.fortran_vec ();
7805
62affb34e648 Make quad work with single precision
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parents: 7482
diff changeset
223
22846
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
224 F77_INT lenw = 2*leniw - npts;
11570
57632dea2446 attempt better backward compatibility for Array constructors
John W. Eaton <jwe@octave.org>
parents: 11523
diff changeset
225 Array<float> work (dim_vector (lenw, 1));
7805
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
226 float *pwork = work.fortran_vec ();
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
227
30101
6e5e6ce2e705 maint: use "m_" prefix for member variables in class Quad.
Rik <rik@octave.org>
parents: 30082
diff changeset
228 float_user_fcn = m_ff;
22846
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
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parents: 22755
diff changeset
229 F77_INT last;
7805
62affb34e648 Make quad work with single precision
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parents: 7482
diff changeset
230
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
231 float abs_tol = single_precision_absolute_tolerance ();
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
232 float rel_tol = single_precision_relative_tolerance ();
62affb34e648 Make quad work with single precision
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parents: 7482
diff changeset
233
22846
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
234 // NEVAL and IER are output only parameters and F77_INT can not be a
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
235 // wider type than octave_idx_type so we can create local variables
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
236 // here that are the correct type for the Fortran subroutine and then
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
237 // copy them to the function parameters without needing to preserve
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
238 // and pass the values to the Fortran subroutine.
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
239
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
240 F77_INT xneval, xier;
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
241
30082
1788b9f6db6a maint: use "m_" prefix for member variables in file 'Quad.h'.
Rik <rik@octave.org>
parents: 29358
diff changeset
242 F77_XFCN (qagp, QAGP, (float_user_function, m_lower_limit, m_upper_limit,
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
243 npts, points, abs_tol, rel_tol, result,
22846
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
244 abserr, xneval, xier, leniw, lenw, last,
10314
07ebe522dac2 untabify liboctave C++ sources
John W. Eaton <jwe@octave.org>
parents: 10158
diff changeset
245 piwork, pwork));
7805
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
246
22846
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
247 neval = xneval;
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
248 ier = xier;
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
249
7805
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
250 return result;
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
251 }
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
252
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
253 double
7924
4976f66d469b miscellaneous cleanup
John W. Eaton <jwe@octave.org>
parents: 7805
diff changeset
254 FloatIndefQuad::do_integrate (octave_idx_type&, octave_idx_type&, double&)
7805
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
255 {
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
256 (*current_liboctave_error_handler) ("incorrect integration function called");
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
257 }
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
258
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
259 float
17769
49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/
Rik <rik@octave.org>
parents: 17744
diff changeset
260 FloatIndefQuad::do_integrate (octave_idx_type& ier, octave_idx_type& neval,
49a5a4be04a1 maint: Use GNU style coding conventions for code in liboctave/
Rik <rik@octave.org>
parents: 17744
diff changeset
261 float& abserr)
7805
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
262 {
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
263 float result = 0.0;
62affb34e648 Make quad work with single precision
David Bateman <dbateman@free.fr>
parents: 7482
diff changeset
264
22846
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
265 F77_INT leniw = 128;
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
266 Array<F77_INT> iwork (dim_vector (leniw, 1));
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
267 F77_INT *piwork = iwork.fortran_vec ();
7805
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diff changeset
268
22846
e827d2c089f4 use F77_INT instead of octave_idx_type for liboctave Quad and lu classes
John W. Eaton <jwe@octave.org>
parents: 22755
diff changeset
269 F77_INT lenw = 8*leniw;
11570
57632dea2446 attempt better backward compatibility for Array constructors
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parents: 11523
diff changeset
270 Array<float> work (dim_vector (lenw, 1));
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271 float *pwork = work.fortran_vec ();
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272
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273 float_user_fcn = m_ff;
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274 F77_INT last;
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275
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276 F77_INT inf;
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277 switch (m_type)
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278 {
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279 case bound_to_inf:
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280 inf = 1;
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281 break;
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282
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283 case neg_inf_to_bound:
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284 inf = -1;
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285 break;
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286
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287 case doubly_infinite:
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288 inf = 2;
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289 break;
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290
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291 default:
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292 assert (0);
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293 break;
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294 }
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295
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296 float abs_tol = single_precision_absolute_tolerance ();
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297 float rel_tol = single_precision_relative_tolerance ();
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298
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299 // NEVAL and IER are output only parameters and F77_INT can not be a
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300 // wider type than octave_idx_type so we can create local variables
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301 // here that are the correct type for the Fortran subroutine and then
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302 // copy them to the function parameters without needing to preserve
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303 // and pass the values to the Fortran subroutine.
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304
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305 F77_INT xneval, xier;
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306
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307 F77_XFCN (qagi, QAGI, (float_user_function, m_bound, inf, abs_tol, rel_tol,
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308 result, abserr, xneval, xier, leniw, lenw,
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309 last, piwork, pwork));
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310
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311 neval = xneval;
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312 ier = xier;
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313
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314 return result;
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315 }