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view liboctave/numeric/LSODE.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) 1993-2015 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 "LSODE.h" #include "f77-fcn.h" #include "lo-error.h" #include "lo-math.h" #include "quit.h" typedef octave_idx_type (*lsode_fcn_ptr) (const octave_idx_type&, const double&, double*, double*, octave_idx_type&); typedef octave_idx_type (*lsode_jac_ptr) (const octave_idx_type&, const double&, double*, const octave_idx_type&, const octave_idx_type&, double*, const octave_idx_type&); extern "C" { F77_RET_T F77_FUNC (dlsode, DLSODE) (lsode_fcn_ptr, octave_idx_type&, double*, double&, double&, octave_idx_type&, double&, const double*, octave_idx_type&, octave_idx_type&, octave_idx_type&, double*, octave_idx_type&, octave_idx_type*, octave_idx_type&, lsode_jac_ptr, octave_idx_type&); } static ODEFunc::ODERHSFunc user_fun; static ODEFunc::ODEJacFunc user_jac; static ColumnVector *tmp_x; static octave_idx_type lsode_f (const octave_idx_type& neq, const double& time, double *, double *deriv, octave_idx_type& ierr) { BEGIN_INTERRUPT_WITH_EXCEPTIONS; ColumnVector tmp_deriv; // NOTE: this won't work if LSODE passes copies of the state vector. // In that case we have to create a temporary vector object // and copy. tmp_deriv = (*user_fun) (*tmp_x, time); if (tmp_deriv.is_empty ()) ierr = -1; else { for (octave_idx_type i = 0; i < neq; i++) deriv[i] = tmp_deriv.elem (i); } END_INTERRUPT_WITH_EXCEPTIONS; return 0; } static octave_idx_type lsode_j (const octave_idx_type& neq, const double& time, double *, const octave_idx_type&, const octave_idx_type&, double *pd, const octave_idx_type& nrowpd) { BEGIN_INTERRUPT_WITH_EXCEPTIONS; Matrix tmp_jac (neq, neq); // NOTE: this won't work if LSODE passes copies of the state vector. // In that case we have to create a temporary vector object // and copy. tmp_jac = (*user_jac) (*tmp_x, time); for (octave_idx_type j = 0; j < neq; j++) for (octave_idx_type i = 0; i < neq; i++) pd[nrowpd * j + i] = tmp_jac (i, j); END_INTERRUPT_WITH_EXCEPTIONS; return 0; } ColumnVector LSODE::do_integrate (double tout) { ColumnVector retval; static octave_idx_type nn = 0; if (! initialized || restart || ODEFunc::reset || LSODE_options::reset) { integration_error = false; initialized = true; istate = 1; octave_idx_type n = size (); nn = n; octave_idx_type max_maxord = 0; if (integration_method () == "stiff") { max_maxord = 5; if (jac) method_flag = 21; else method_flag = 22; liw = 20 + n; lrw = 22 + n * (9 + n); } else { max_maxord = 12; method_flag = 10; liw = 20; lrw = 22 + 16 * n; } maxord = maximum_order (); iwork.resize (dim_vector (liw, 1)); for (octave_idx_type i = 4; i < 9; i++) iwork(i) = 0; rwork.resize (dim_vector (lrw, 1)); for (octave_idx_type i = 4; i < 9; i++) rwork(i) = 0; if (maxord >= 0) { if (maxord > 0 && maxord <= max_maxord) { iwork(4) = maxord; iopt = 1; } else { // FIXME: Should this be a warning? (*current_liboctave_error_handler) ("lsode: invalid value for maximum order"); integration_error = true; return retval; } } if (stop_time_set) { itask = 4; rwork(0) = stop_time; iopt = 1; } else { itask = 1; } restart = false; // ODEFunc // NOTE: this won't work if LSODE passes copies of the state vector. // In that case we have to create a temporary vector object // and copy. tmp_x = &x; user_fun = function (); user_jac = jacobian_function (); ColumnVector xdot = (*user_fun) (x, t); if (x.numel () != xdot.numel ()) { // FIXME: Should this be a warning? (*current_liboctave_error_handler) ("lsode: inconsistent sizes for state and derivative vectors"); integration_error = true; return retval; } ODEFunc::reset = false; // LSODE_options rel_tol = relative_tolerance (); abs_tol = absolute_tolerance (); octave_idx_type abs_tol_len = abs_tol.numel (); if (abs_tol_len == 1) itol = 1; else if (abs_tol_len == n) itol = 2; else { // FIXME: Should this be a warning? (*current_liboctave_error_handler) ("lsode: inconsistent sizes for state and absolute tolerance vectors"); integration_error = true; return retval; } double iss = initial_step_size (); if (iss >= 0.0) { rwork(4) = iss; iopt = 1; } double maxss = maximum_step_size (); if (maxss >= 0.0) { rwork(5) = maxss; iopt = 1; } double minss = minimum_step_size (); if (minss >= 0.0) { rwork(6) = minss; iopt = 1; } octave_idx_type sl = step_limit (); if (sl > 0) { iwork(5) = sl; iopt = 1; } LSODE_options::reset = false; } double *px = x.fortran_vec (); double *pabs_tol = abs_tol.fortran_vec (); octave_idx_type *piwork = iwork.fortran_vec (); double *prwork = rwork.fortran_vec (); F77_XFCN (dlsode, DLSODE, (lsode_f, nn, px, t, tout, itol, rel_tol, pabs_tol, itask, istate, iopt, prwork, lrw, piwork, liw, lsode_j, method_flag)); switch (istate) { case 1: // prior to initial integration step. case 2: // lsode was successful. retval = x; t = tout; break; case -1: // excess work done on this call (perhaps wrong mf). case -2: // excess accuracy requested (tolerances too small). case -3: // invalid input detected (see printed message). case -4: // repeated error test failures (check all inputs). case -5: // repeated convergence failures (perhaps bad Jacobian // supplied or wrong choice of mf or tolerances). case -6: // error weight became zero during problem. (solution // component i vanished, and atol or atol(i) = 0.) case -13: // return requested in user-supplied function. integration_error = true; break; default: integration_error = true; (*current_liboctave_error_handler) ("unrecognized value of istate (= %d) returned from lsode", istate); break; } return retval; } std::string LSODE::error_message (void) const { std::string retval; std::ostringstream buf; buf << t; std::string t_curr = buf.str (); switch (istate) { case 1: retval = "prior to initial integration step"; break; case 2: retval = "successful exit"; break; case 3: retval = "prior to continuation call with modified parameters"; break; case -1: retval = std::string ("excess work on this call (t = ") + t_curr + "; perhaps wrong integration method)"; break; case -2: retval = "excess accuracy requested (tolerances too small)"; break; case -3: retval = "invalid input detected (see printed message)"; break; case -4: retval = std::string ("repeated error test failures (t = ") + t_curr + "; check all inputs)"; break; case -5: retval = std::string ("repeated convergence failures (t = ") + t_curr + "; perhaps bad Jacobian supplied or wrong choice of integration method or tolerances)"; break; case -6: retval = std::string ("error weight became zero during problem. (t = ") + t_curr + "; solution component i vanished, and atol or atol(i) == 0)"; break; case -13: retval = "return requested in user-supplied function (t = " + t_curr + ")"; break; default: retval = "unknown error state"; break; } return retval; } Matrix LSODE::do_integrate (const ColumnVector& tout) { 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); for (octave_idx_type i = 0; i < n; i++) retval.elem (0, i) = x.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); } } return retval; } Matrix LSODE::do_integrate (const ColumnVector& tout, 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); for (octave_idx_type i = 0; i < n; i++) retval.elem (0, i) = x.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); 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++; } 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); } if (do_restart) force_restart (); } } else { retval = do_integrate (tout); if (integration_error) return retval; } } return retval; }