view liboctave/numeric/LSODE.cc @ 30564:796f54d4ddbf stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021. In all .txi and .texi files except gpl.txi and gpl.texi in the doc/liboctave and doc/interpreter directories, change the copyright to "Octave Project Developers", the same as used for other source files. Update copyright notices for 2022 (not done since 2019). For gpl.txi and gpl.texi, change the copyright notice to be "Free Software Foundation, Inc." and leave the date at 2007 only because this file only contains the text of the GPL, not anything created by the Octave Project Developers. Add Paul Thomas to contributors.in.
author John W. Eaton <jwe@octave.org>
date Tue, 28 Dec 2021 18:22:40 -0500
parents f3f3e3793fb5
children 51a3d3a69193
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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1993-2022 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// 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
// <https://www.gnu.org/licenses/>.
//
////////////////////////////////////////////////////////////////////////

#if defined (HAVE_CONFIG_H)
#  include "config.h"
#endif

#include <cinttypes>
#include <sstream>

#include "LSODE.h"
#include "f77-fcn.h"
#include "lo-error.h"
#include "quit.h"

typedef F77_INT (*lsode_fcn_ptr) (const F77_INT&, const double&, double *,
                                  double *, F77_INT&);

typedef F77_INT (*lsode_jac_ptr) (const F77_INT&, const double&, double *,
                                  const F77_INT&, const F77_INT&, double *,
                                  const F77_INT&);

extern "C"
{
  F77_RET_T
  F77_FUNC (dlsode, DLSODE) (lsode_fcn_ptr, F77_INT&, F77_DBLE *, F77_DBLE&,
                             F77_DBLE&, F77_INT&, F77_DBLE&, const F77_DBLE *,
                             F77_INT&, F77_INT&, F77_INT&, F77_DBLE *,
                             F77_INT&, F77_INT *, F77_INT&, lsode_jac_ptr,
                             F77_INT&);
}

static ODEFunc::ODERHSFunc user_fun;
static ODEFunc::ODEJacFunc user_jac;
static ColumnVector *tmp_x;

static F77_INT
lsode_f (const F77_INT& neq, const double& time, double *, double *deriv,
         F77_INT& ierr)
{
  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.isempty ())
    ierr = -1;
  else
    {
      for (F77_INT i = 0; i < neq; i++)
        deriv[i] = tmp_deriv.elem (i);
    }

  return 0;
}

static F77_INT
lsode_j (const F77_INT& neq, const double& time, double *, const F77_INT&,
         const F77_INT&, double *pd, const F77_INT& nrowpd)
{
  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 (F77_INT j = 0; j < neq; j++)
    for (F77_INT i = 0; i < neq; i++)
      pd[nrowpd * j + i] = tmp_jac (i, j);

  return 0;
}

ColumnVector
LSODE::do_integrate (double tout)
{
  ColumnVector retval;

  static F77_INT nn = 0;

  if (! m_initialized || m_restart || ODEFunc::m_reset
      || LSODE_options::m_reset)
    {
      m_integration_error = false;

      m_initialized = true;

      m_istate = 1;

      F77_INT n = octave::to_f77_int (size ());

      nn = n;

      octave_idx_type max_maxord = 0;

      if (integration_method () == "stiff")
        {
          max_maxord = 5;

          if (m_jac)
            m_method_flag = 21;
          else
            m_method_flag = 22;

          m_liw = 20 + n;
          m_lrw = 22 + n * (9 + n);
        }
      else
        {
          max_maxord = 12;

          m_method_flag = 10;

          m_liw = 20;
          m_lrw = 22 + 16 * n;
        }

      m_iwork.resize (dim_vector (m_liw, 1));

      for (F77_INT i = 4; i < 9; i++)
        m_iwork(i) = 0;

      m_rwork.resize (dim_vector (m_lrw, 1));

      for (F77_INT i = 4; i < 9; i++)
        m_rwork(i) = 0;

      octave_idx_type maxord = maximum_order ();

      if (maxord >= 0)
        {
          if (maxord > 0 && maxord <= max_maxord)
            {
              m_iwork(4) = octave::to_f77_int (maxord);
              m_iopt = 1;
            }
          else
            {
              // FIXME: Should this be a warning?
              (*current_liboctave_error_handler)
                ("lsode: invalid value for maximum order");
              m_integration_error = true;
              return retval;
            }
        }

      if (m_stop_time_set)
        {
          m_itask = 4;
          m_rwork(0) = m_stop_time;
          m_iopt = 1;
        }
      else
        {
          m_itask = 1;
        }

      m_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 = &m_x;

      user_fun = function ();
      user_jac = jacobian_function ();

      ColumnVector m_xdot = (*user_fun) (m_x, m_t);

      if (m_x.numel () != m_xdot.numel ())
        {
          // FIXME: Should this be a warning?
          (*current_liboctave_error_handler)
            ("lsode: inconsistent sizes for state and derivative vectors");

          m_integration_error = true;
          return retval;
        }

      ODEFunc::m_reset = false;

      // LSODE_options

      m_rel_tol = relative_tolerance ();
      m_abs_tol = absolute_tolerance ();

      F77_INT abs_tol_len = octave::to_f77_int (m_abs_tol.numel ());

      if (abs_tol_len == 1)
        m_itol = 1;
      else if (abs_tol_len == n)
        m_itol = 2;
      else
        {
          // FIXME: Should this be a warning?
          (*current_liboctave_error_handler)
            ("lsode: inconsistent sizes for state and absolute tolerance vectors");

          m_integration_error = true;
          return retval;
        }

      double iss = initial_step_size ();
      if (iss >= 0.0)
        {
          m_rwork(4) = iss;
          m_iopt = 1;
        }

      double maxss = maximum_step_size ();
      if (maxss >= 0.0)
        {
          m_rwork(5) = maxss;
          m_iopt = 1;
        }

      double minss = minimum_step_size ();
      if (minss >= 0.0)
        {
          m_rwork(6) = minss;
          m_iopt = 1;
        }

      F77_INT sl = octave::to_f77_int (step_limit ());
      if (sl > 0)
        {
          m_iwork(5) = sl;
          m_iopt = 1;
        }

      LSODE_options::m_reset = false;
    }

  double *px = m_x.fortran_vec ();

  double *pabs_tol = m_abs_tol.fortran_vec ();

  F77_INT *piwork = m_iwork.fortran_vec ();
  double *prwork = m_rwork.fortran_vec ();

  F77_INT tmp_istate = octave::to_f77_int (m_istate);

  F77_XFCN (dlsode, DLSODE, (lsode_f, nn, px, m_t, tout, m_itol, m_rel_tol,
                             pabs_tol, m_itask, tmp_istate, m_iopt, prwork,
                             m_lrw, piwork, m_liw, lsode_j, m_method_flag));

  m_istate = tmp_istate;

  switch (m_istate)
    {
    case 1:  // prior to initial integration step.
    case 2:  // lsode was successful.
      retval = m_x;
      m_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.
      m_integration_error = true;
      break;

    default:
      m_integration_error = true;
      (*current_liboctave_error_handler)
        ("unrecognized value of istate (= %" OCTAVE_IDX_TYPE_FORMAT ") "
         "returned from lsode", m_istate);
      break;
    }

  return retval;
}

std::string
LSODE::error_message (void) const
{
  std::string retval;

  std::ostringstream buf;
  buf << m_t;
  std::string t_curr = buf.str ();

  switch (m_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 = "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 = "repeated error test failures (t = " + t_curr +
               "; check all inputs)";
      break;

    case -5:
      retval = "repeated convergence failures (t = " + t_curr +
               "; perhaps bad Jacobian supplied or wrong choice of integration method or tolerances)";
      break;

    case -6:
      retval = "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 ();
  F77_INT n = octave::to_f77_int (size ());

  if (n_out > 0 && n > 0)
    {
      retval.resize (n_out, n);

      for (F77_INT i = 0; i < n; i++)
        retval.elem (0, i) = m_x.elem (i);

      for (octave_idx_type j = 1; j < n_out; j++)
        {
          ColumnVector x_next = do_integrate (tout.elem (j));

          if (m_integration_error)
            return retval;

          for (F77_INT 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 ();
  F77_INT n = octave::to_f77_int (size ());

  if (n_out > 0 && n > 0)
    {
      retval.resize (n_out, n);

      for (F77_INT i = 0; i < n; i++)
        retval.elem (0, i) = m_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);

              bool save_output = false;
              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 (m_integration_error)
                return retval;

              if (save_output)
                {
                  for (F77_INT 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 (m_integration_error)
            return retval;
        }
    }

  return retval;
}