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view liboctave/numeric/DASRT.cc @ 21301:40de9f8f23a6
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octave-config.in.cc:
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 | aba2e6293dd8 |
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/* Copyright (C) 2002-2015 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 "DASRT.h" #include "f77-fcn.h" #include "lo-error.h" #include "lo-math.h" #include "quit.h" typedef octave_idx_type (*dasrt_fcn_ptr) (const double&, const double*, const double*, double*, octave_idx_type&, double*, octave_idx_type*); typedef octave_idx_type (*dasrt_jac_ptr) (const double&, const double*, const double*, double*, const double&, double*, octave_idx_type*); typedef octave_idx_type (*dasrt_constr_ptr) (const octave_idx_type&, const double&, const double*, const octave_idx_type&, double*, double*, octave_idx_type*); extern "C" { F77_RET_T F77_FUNC (ddasrt, DDASRT) (dasrt_fcn_ptr, const octave_idx_type&, double&, double*, double*, const double&, octave_idx_type*, const double*, const double*, octave_idx_type&, double*, const octave_idx_type&, octave_idx_type*, const octave_idx_type&, double*, octave_idx_type*, dasrt_jac_ptr, dasrt_constr_ptr, const octave_idx_type&, octave_idx_type*); } static DAEFunc::DAERHSFunc user_fsub; static DAEFunc::DAEJacFunc user_jsub; static DAERTFunc::DAERTConstrFunc user_csub; static octave_idx_type nn; static octave_idx_type ddasrt_f (const double& t, const double *state, const double *deriv, double *delta, octave_idx_type& ires, double *, octave_idx_type *) { BEGIN_INTERRUPT_WITH_EXCEPTIONS; ColumnVector tmp_state (nn); ColumnVector tmp_deriv (nn); for (octave_idx_type i = 0; i < nn; i++) { tmp_state(i) = state[i]; tmp_deriv(i) = deriv[i]; } ColumnVector tmp_fval = (*user_fsub) (tmp_state, tmp_deriv, t, ires); if (tmp_fval.is_empty ()) ires = -2; else { for (octave_idx_type i = 0; i < nn; i++) delta[i] = tmp_fval(i); } END_INTERRUPT_WITH_EXCEPTIONS; return 0; } octave_idx_type ddasrt_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_jsub) (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; } static octave_idx_type ddasrt_g (const octave_idx_type& neq, const double& t, const double *state, const octave_idx_type& ng, double *gout, double *, octave_idx_type *) { BEGIN_INTERRUPT_WITH_EXCEPTIONS; octave_idx_type n = neq; ColumnVector tmp_state (n); for (octave_idx_type i = 0; i < n; i++) tmp_state(i) = state[i]; ColumnVector tmp_fval = (*user_csub) (tmp_state, t); for (octave_idx_type i = 0; i < ng; i++) gout[i] = tmp_fval(i); END_INTERRUPT_WITH_EXCEPTIONS; return 0; } void DASRT::integrate (double tout) { // I suppose this is the safe thing to do. If this is the first // call, or if anything about the problem has changed, we should // start completely fresh. if (! initialized || restart || DAEFunc::reset || DAERTFunc::reset || DASRT_options::reset) { integration_error = false; initialized = true; info.resize (dim_vector (15, 1)); for (octave_idx_type i = 0; i < 15; i++) info(i) = 0; octave_idx_type n = size (); nn = n; // DAERTFunc user_csub = DAERTFunc::constraint_function (); if (user_csub) { ColumnVector tmp = (*user_csub) (x, t); ng = tmp.numel (); } else ng = 0; octave_idx_type maxord = maximum_order (); if (maxord >= 0) { if (maxord > 0 && maxord < 6) { info(8) = 1; iwork(2) = maxord; } else { (*current_liboctave_error_handler) ("dassl: invalid value for maximum order"); integration_error = true; return; } } liw = 21 + n; lrw = 50 + 9*n + n*n + 3*ng; iwork.resize (dim_vector (liw, 1)); rwork.resize (dim_vector (lrw, 1)); info(0) = 0; if (stop_time_set) { info(3) = 1; rwork(0) = stop_time; } else info(3) = 0; restart = false; // DAEFunc user_fsub = DAEFunc::function (); user_jsub = DAEFunc::jacobian_function (); if (user_fsub) { octave_idx_type ires = 0; ColumnVector fval = (*user_fsub) (x, xdot, t, ires); if (fval.numel () != x.numel ()) { (*current_liboctave_error_handler) ("dasrt: inconsistent sizes for state and residual vectors"); integration_error = true; return; } } else { (*current_liboctave_error_handler) ("dasrt: no user supplied RHS subroutine!"); integration_error = true; return; } info(4) = user_jsub ? 1 : 0; DAEFunc::reset = false; jroot.resize (dim_vector (ng, 1), 1); DAERTFunc::reset = false; // DASRT_options double mss = maximum_step_size (); if (mss >= 0.0) { rwork(1) = mss; info(6) = 1; } else info(6) = 0; double iss = initial_step_size (); if (iss >= 0.0) { rwork(2) = iss; info(7) = 1; } else info(7) = 0; if (step_limit () >= 0) { info(11) = 1; iwork(20) = step_limit (); } else info(11) = 0; 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.elem (1) = 0; } else if (abs_tol_len == n && rel_tol_len == n) { info.elem (1) = 1; } else { (*current_liboctave_error_handler) ("dasrt: inconsistent sizes for tolerance arrays"); integration_error = true; return; } DASRT_options::reset = 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 (); octave_idx_type *pjroot = jroot.fortran_vec (); double *dummy = 0; octave_idx_type *idummy = 0; F77_XFCN (ddasrt, DDASRT, (ddasrt_f, nn, t, px, pxdot, tout, pinfo, prel_tol, pabs_tol, istate, prwork, lrw, piwork, liw, dummy, idummy, ddasrt_j, ddasrt_g, ng, pjroot)); 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 TOUT was successfully completed // (T=TOUT) by stepping exactly to TOUT. 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. t = tout; break; case 4: // The integration was successfully completed // by finding one or more roots of G at T. break; case -1: // A large amount of work has been expended. 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: // DDASRT 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: // DASSL failed to compute the initial YPRIME. 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 ddasrt", istate); break; } } DASRT_result DASRT::integrate (const ColumnVector& tout) { DASRT_result retval; Matrix x_out; Matrix xdot_out; ColumnVector t_out = tout; octave_idx_type n_out = tout.numel (); octave_idx_type n = size (); if (n_out > 0 && n > 0) { x_out.resize (n_out, n); xdot_out.resize (n_out, n); for (octave_idx_type i = 0; i < n; i++) { x_out(0,i) = x(i); xdot_out(0,i) = xdot(i); } for (octave_idx_type j = 1; j < n_out; j++) { integrate (tout(j)); if (integration_error) { retval = DASRT_result (x_out, xdot_out, t_out); return retval; } if (istate == 4) t_out(j) = t; else t_out(j) = tout(j); for (octave_idx_type i = 0; i < n; i++) { x_out(j,i) = x(i); xdot_out(j,i) = xdot(i); } if (istate == 4) { x_out.resize (j+1, n); xdot_out.resize (j+1, n); t_out.resize (j+1); break; } } } retval = DASRT_result (x_out, xdot_out, t_out); return retval; } DASRT_result DASRT::integrate (const ColumnVector& tout, const ColumnVector& tcrit) { DASRT_result retval; Matrix x_out; Matrix xdot_out; ColumnVector t_outs = tout; octave_idx_type n_out = tout.numel (); octave_idx_type n = size (); if (n_out > 0 && n > 0) { x_out.resize (n_out, n); xdot_out.resize (n_out, n); 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(0); double next_out; while (i_out < n_out) { bool do_restart = false; next_out = tout(i_out); if (i_crit < n_crit) next_crit = tcrit(i_crit); octave_idx_type save_output; double t_out; if (next_crit == next_out) { set_stop_time (next_crit); t_out = next_out; save_output = 1; 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 = 0; i_crit++; do_restart = true; } else { clear_stop_time (); t_out = next_out; save_output = 1; i_out++; } } else { set_stop_time (next_crit); t_out = next_out; save_output = 1; i_out++; } integrate (t_out); if (integration_error) { retval = DASRT_result (x_out, xdot_out, t_outs); return retval; } if (istate == 4) t_out = t; if (save_output) { for (octave_idx_type i = 0; i < n; i++) { x_out(i_out-1,i) = x(i); xdot_out(i_out-1,i) = xdot(i); } t_outs(i_out-1) = t_out; if (istate == 4) { x_out.resize (i_out, n); xdot_out.resize (i_out, n); t_outs.resize (i_out); i_out = n_out; } } if (do_restart) force_restart (); } retval = DASRT_result (x_out, xdot_out, t_outs); } else { retval = integrate (tout); if (integration_error) return retval; } } return retval; } std::string DASRT::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 = "integration completed by finding one or more roots of G at T"; 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 -33: retval = "unrecoverable error (see printed message)"; break; default: retval = "unknown error state"; break; } return retval; }