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view liboctave/numeric/DASPK.cc @ 21301:40de9f8f23a6
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Use '#include "config.h"' rather than <config.h>.
author | Rik <rik@octave.org> |
---|---|
date | Thu, 18 Feb 2016 13:34:50 -0800 |
parents | f7121e111991 |
children | 5b9868c2e212 |
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/* Copyright (C) 1996-2015 John W. Eaton This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, see <http://www.gnu.org/licenses/>. */ #ifdef HAVE_CONFIG_H # include "config.h" #endif #include <cfloat> #include <sstream> #include "DASPK.h" #include "f77-fcn.h" #include "lo-error.h" #include "lo-math.h" #include "quit.h" typedef octave_idx_type (*daspk_fcn_ptr) (const double&, const double*, const double*, const double&, double*, octave_idx_type&, double*, octave_idx_type*); typedef octave_idx_type (*daspk_jac_ptr) (const double&, const double*, const double*, double*, const double&, double*, octave_idx_type*); typedef octave_idx_type (*daspk_psol_ptr) (const octave_idx_type&, const double&, const double*, const double*, const double*, const double&, const double*, double*, octave_idx_type*, double*, const double&, octave_idx_type&, double*, octave_idx_type*); extern "C" { F77_RET_T F77_FUNC (ddaspk, DDASPK) (daspk_fcn_ptr, const octave_idx_type&, double&, double*, double*, double&, const octave_idx_type*, const double*, const double*, octave_idx_type&, double*, const octave_idx_type&, octave_idx_type*, const octave_idx_type&, const double*, const octave_idx_type*, daspk_jac_ptr, daspk_psol_ptr); } static DAEFunc::DAERHSFunc user_fun; static DAEFunc::DAEJacFunc user_jac; static octave_idx_type nn; static octave_idx_type ddaspk_f (const double& time, const double *state, const double *deriv, const double&, double *delta, octave_idx_type& ires, double *, octave_idx_type *) { BEGIN_INTERRUPT_WITH_EXCEPTIONS; ColumnVector tmp_deriv (nn); ColumnVector tmp_state (nn); ColumnVector tmp_delta (nn); for (octave_idx_type i = 0; i < nn; i++) { tmp_deriv.elem (i) = deriv[i]; tmp_state.elem (i) = state[i]; } tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires); if (ires >= 0) { if (tmp_delta.is_empty ()) ires = -2; else { for (octave_idx_type i = 0; i < nn; i++) delta[i] = tmp_delta.elem (i); } } END_INTERRUPT_WITH_EXCEPTIONS; return 0; } //NEQ, T, Y, YPRIME, SAVR, WK, CJ, WGHT, //C WP, IWP, B, EPLIN, IER, RPAR, IPAR) static octave_idx_type ddaspk_psol (const octave_idx_type&, const double&, const double *, const double *, const double *, const double&, const double *, double *, octave_idx_type *, double *, const double&, octave_idx_type&, double *, octave_idx_type*) { BEGIN_INTERRUPT_WITH_EXCEPTIONS; abort (); END_INTERRUPT_WITH_EXCEPTIONS; return 0; } static octave_idx_type ddaspk_j (const double& time, const double *state, const double *deriv, double *pd, const double& cj, double *, octave_idx_type *) { BEGIN_INTERRUPT_WITH_EXCEPTIONS; // FIXME: would be nice to avoid copying the data. ColumnVector tmp_state (nn); ColumnVector tmp_deriv (nn); for (octave_idx_type i = 0; i < nn; i++) { tmp_deriv.elem (i) = deriv[i]; tmp_state.elem (i) = state[i]; } Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj); for (octave_idx_type j = 0; j < nn; j++) for (octave_idx_type i = 0; i < nn; i++) pd[nn * j + i] = tmp_pd.elem (i, j); END_INTERRUPT_WITH_EXCEPTIONS; return 0; } ColumnVector DASPK::do_integrate (double tout) { // FIXME: should handle all this option stuff just once // for each new problem. ColumnVector retval; if (! initialized || restart || DAEFunc::reset|| DASPK_options::reset) { integration_error = false; initialized = true; info.resize (dim_vector (20, 1)); for (octave_idx_type i = 0; i < 20; i++) info(i) = 0; octave_idx_type n = size (); nn = n; info(0) = 0; if (stop_time_set) { rwork(0) = stop_time; info(3) = 1; } else info(3) = 0; // DAEFunc user_fun = DAEFunc::function (); user_jac = DAEFunc::jacobian_function (); if (user_fun) { octave_idx_type ires = 0; ColumnVector res = (*user_fun) (x, xdot, t, ires); if (res.numel () != x.numel ()) { // FIXME: Should this be a warning? (*current_liboctave_error_handler) ("daspk: inconsistent sizes for state and residual vectors"); integration_error = true; return retval; } } else { // FIXME: Should this be a warning? (*current_liboctave_error_handler) ("daspk: no user supplied RHS subroutine!"); integration_error = true; return retval; } info(4) = user_jac ? 1 : 0; DAEFunc::reset = false; octave_idx_type eiq = enforce_inequality_constraints (); octave_idx_type ccic = compute_consistent_initial_condition (); octave_idx_type eavfet = exclude_algebraic_variables_from_error_test (); liw = 40 + n; if (eiq == 1 || eiq == 3) liw += n; if (ccic == 1 || eavfet == 1) liw += n; lrw = 50 + 9*n + n*n; if (eavfet == 1) lrw += n; iwork.resize (dim_vector (liw, 1)); rwork.resize (dim_vector (lrw, 1)); // DASPK_options abs_tol = absolute_tolerance (); rel_tol = relative_tolerance (); octave_idx_type abs_tol_len = abs_tol.numel (); octave_idx_type rel_tol_len = rel_tol.numel (); if (abs_tol_len == 1 && rel_tol_len == 1) { info(1) = 0; } else if (abs_tol_len == n && rel_tol_len == n) { info(1) = 1; } else { // FIXME: Should this be a warning? (*current_liboctave_error_handler) ("daspk: inconsistent sizes for tolerance arrays"); integration_error = true; return retval; } double hmax = maximum_step_size (); if (hmax >= 0.0) { rwork(1) = hmax; info(6) = 1; } else info(6) = 0; double h0 = initial_step_size (); if (h0 >= 0.0) { rwork(2) = h0; info(7) = 1; } else info(7) = 0; octave_idx_type maxord = maximum_order (); if (maxord >= 0) { if (maxord > 0 && maxord < 6) { info(8) = 1; iwork(2) = maxord; } else { // FIXME: Should this be a warning? (*current_liboctave_error_handler) ("daspk: invalid value for maximum order"); integration_error = true; return retval; } } switch (eiq) { case 1: case 3: { Array<octave_idx_type> ict = inequality_constraint_types (); if (ict.numel () == n) { for (octave_idx_type i = 0; i < n; i++) { octave_idx_type val = ict(i); if (val < -2 || val > 2) { // FIXME: Should this be a warning? (*current_liboctave_error_handler) ("daspk: invalid value for inequality constraint type"); integration_error = true; return retval; } iwork(40+i) = val; } } else { // FIXME: Should this be a warning? (*current_liboctave_error_handler) ("daspk: inequality constraint types size mismatch"); integration_error = true; return retval; } } // Fall through... case 0: case 2: info(9) = eiq; break; default: // FIXME: Should this be a warning? (*current_liboctave_error_handler) ("daspk: invalid value for enforce inequality constraints option"); integration_error = true; return retval; } if (ccic) { if (ccic == 1) { // FIXME: this code is duplicated below. Array<octave_idx_type> av = algebraic_variables (); if (av.numel () == n) { octave_idx_type lid; if (eiq == 0 || eiq == 2) lid = 40; else if (eiq == 1 || eiq == 3) lid = 40 + n; else abort (); for (octave_idx_type i = 0; i < n; i++) iwork(lid+i) = av(i) ? -1 : 1; } else { // FIXME: Should this be a warning? (*current_liboctave_error_handler) ("daspk: algebraic variables size mismatch"); integration_error = true; return retval; } } else if (ccic != 2) { // FIXME: Should this be a warning? (*current_liboctave_error_handler) ("daspk: invalid value for compute consistent initial condition option"); integration_error = true; return retval; } info(10) = ccic; } if (eavfet) { info(15) = 1; // FIXME: this code is duplicated above. Array<octave_idx_type> av = algebraic_variables (); if (av.numel () == n) { octave_idx_type lid; if (eiq == 0 || eiq == 2) lid = 40; else if (eiq == 1 || eiq == 3) lid = 40 + n; else abort (); for (octave_idx_type i = 0; i < n; i++) iwork(lid+i) = av(i) ? -1 : 1; } } if (use_initial_condition_heuristics ()) { Array<double> ich = initial_condition_heuristics (); if (ich.numel () == 6) { iwork(31) = NINTbig (ich(0)); iwork(32) = NINTbig (ich(1)); iwork(33) = NINTbig (ich(2)); iwork(34) = NINTbig (ich(3)); rwork(13) = ich(4); rwork(14) = ich(5); } else { // FIXME: Should this be a warning? (*current_liboctave_error_handler) ("daspk: invalid initial condition heuristics option"); integration_error = true; return retval; } info(16) = 1; } octave_idx_type pici = print_initial_condition_info (); switch (pici) { case 0: case 1: case 2: info(17) = pici; break; default: // FIXME: Should this be a warning? (*current_liboctave_error_handler) ("daspk: invalid value for print initial condition info option"); integration_error = true; return retval; break; } DASPK_options::reset = false; restart = false; } double *px = x.fortran_vec (); double *pxdot = xdot.fortran_vec (); octave_idx_type *pinfo = info.fortran_vec (); double *prel_tol = rel_tol.fortran_vec (); double *pabs_tol = abs_tol.fortran_vec (); double *prwork = rwork.fortran_vec (); octave_idx_type *piwork = iwork.fortran_vec (); double *dummy = 0; octave_idx_type *idummy = 0; F77_XFCN (ddaspk, DDASPK, (ddaspk_f, nn, t, px, pxdot, tout, pinfo, prel_tol, pabs_tol, istate, prwork, lrw, piwork, liw, dummy, idummy, ddaspk_j, ddaspk_psol)); switch (istate) { case 1: // A step was successfully taken in intermediate-output // mode. The code has not yet reached TOUT. case 2: // The integration to TSTOP was successfully completed // (T=TSTOP) by stepping exactly to TSTOP. case 3: // The integration to TOUT was successfully completed // (T=TOUT) by stepping past TOUT. Y(*) is obtained by // interpolation. YPRIME(*) is obtained by interpolation. case 4: // The initial condition calculation, with // INFO(11) > 0, was successful, and INFO(14) = 1. // No integration steps were taken, and the solution // is not considered to have been started. retval = x; t = tout; break; case -1: // A large amount of work has been expended. (~500 steps). case -2: // The error tolerances are too stringent. case -3: // The local error test cannot be satisfied because you // specified a zero component in ATOL and the // corresponding computed solution component is zero. // Thus, a pure relative error test is impossible for // this component. case -6: // DDASPK had repeated error test failures on the last // attempted step. case -7: // The corrector could not converge. case -8: // The matrix of partial derivatives is singular. case -9: // The corrector could not converge. There were repeated // error test failures in this step. case -10: // The corrector could not converge because IRES was // equal to minus one. case -11: // IRES equal to -2 was encountered and control is being // returned to the calling program. case -12: // DDASPK failed to compute the initial YPRIME. case -13: // Unrecoverable error encountered inside user's // PSOL routine, and control is being returned to // the calling program. case -14: // The Krylov linear system solver could not // achieve convergence. case -33: // The code has encountered trouble from which it cannot // recover. A message is printed explaining the trouble // and control is returned to the calling program. For // example, this occurs when invalid input is detected. integration_error = true; break; default: integration_error = true; (*current_liboctave_error_handler) ("unrecognized value of istate (= %d) returned from ddaspk", istate); break; } return retval; } Matrix DASPK::do_integrate (const ColumnVector& tout) { Matrix dummy; return integrate (tout, dummy); } Matrix DASPK::integrate (const ColumnVector& tout, Matrix& xdot_out) { Matrix retval; octave_idx_type n_out = tout.numel (); octave_idx_type n = size (); if (n_out > 0 && n > 0) { retval.resize (n_out, n); xdot_out.resize (n_out, n); for (octave_idx_type i = 0; i < n; i++) { retval.elem (0, i) = x.elem (i); xdot_out.elem (0, i) = xdot.elem (i); } for (octave_idx_type j = 1; j < n_out; j++) { ColumnVector x_next = do_integrate (tout.elem (j)); if (integration_error) return retval; for (octave_idx_type i = 0; i < n; i++) { retval.elem (j, i) = x_next.elem (i); xdot_out.elem (j, i) = xdot.elem (i); } } } return retval; } Matrix DASPK::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) { Matrix dummy; return integrate (tout, dummy, tcrit); } Matrix DASPK::integrate (const ColumnVector& tout, Matrix& xdot_out, const ColumnVector& tcrit) { Matrix retval; octave_idx_type n_out = tout.numel (); octave_idx_type n = size (); if (n_out > 0 && n > 0) { retval.resize (n_out, n); xdot_out.resize (n_out, n); for (octave_idx_type i = 0; i < n; i++) { retval.elem (0, i) = x.elem (i); xdot_out.elem (0, i) = xdot.elem (i); } octave_idx_type n_crit = tcrit.numel (); if (n_crit > 0) { octave_idx_type i_crit = 0; octave_idx_type i_out = 1; double next_crit = tcrit.elem (0); double next_out; while (i_out < n_out) { bool do_restart = false; next_out = tout.elem (i_out); if (i_crit < n_crit) next_crit = tcrit.elem (i_crit); bool save_output; double t_out; if (next_crit == next_out) { set_stop_time (next_crit); t_out = next_out; save_output = true; i_out++; i_crit++; do_restart = true; } else if (next_crit < next_out) { if (i_crit < n_crit) { set_stop_time (next_crit); t_out = next_crit; save_output = false; i_crit++; do_restart = true; } else { clear_stop_time (); t_out = next_out; save_output = true; i_out++; } } else { set_stop_time (next_crit); t_out = next_out; save_output = true; i_out++; } ColumnVector x_next = do_integrate (t_out); if (integration_error) return retval; if (save_output) { for (octave_idx_type i = 0; i < n; i++) { retval.elem (i_out-1, i) = x_next.elem (i); xdot_out.elem (i_out-1, i) = xdot.elem (i); } } if (do_restart) force_restart (); } } else { retval = integrate (tout, xdot_out); if (integration_error) return retval; } } return retval; } std::string DASPK::error_message (void) const { std::string retval; std::ostringstream buf; buf << t; std::string t_curr = buf.str (); switch (istate) { case 1: retval = "a step was successfully taken in intermediate-output mode."; break; case 2: retval = "integration completed by stepping exactly to TOUT"; break; case 3: retval = "integration to tout completed by stepping past TOUT"; break; case 4: retval = "initial condition calculation completed successfully"; break; case -1: retval = std::string ("a large amount of work has been expended (t =") + t_curr + ")"; break; case -2: retval = "the error tolerances are too stringent"; break; case -3: retval = std::string ("error weight became zero during problem. (t = ") + t_curr + "; solution component i vanished, and atol or atol(i) == 0)"; break; case -6: retval = std::string ("repeated error test failures on the last attempted step (t = ") + t_curr + ")"; break; case -7: retval = std::string ("the corrector could not converge (t = ") + t_curr + ")"; break; case -8: retval = std::string ("the matrix of partial derivatives is singular (t = ") + t_curr + ")"; break; case -9: retval = std::string ("the corrector could not converge (t = ") + t_curr + "; repeated test failures)"; break; case -10: retval = std::string ("corrector could not converge because IRES was -1 (t = ") + t_curr + ")"; break; case -11: retval = std::string ("return requested in user-supplied function (t = ") + t_curr + ")"; break; case -12: retval = "failed to compute consistent initial conditions"; break; case -13: retval = std::string ("unrecoverable error encountered inside user's PSOL function (t = ") + t_curr + ")"; break; case -14: retval = std::string ("the Krylov linear system solver failed to converge (t = ") + t_curr + ")"; break; case -33: retval = "unrecoverable error (see printed message)"; break; default: retval = "unknown error state"; break; } return retval; }