Mercurial > octave
view liboctave/numeric/DASSL.cc @ 31198:863730dd0f83 stable
nextpow2: Fix for input between 0.5 and 1 (bug #62947).
* scripts/general/nextpow2.m: Switch to a naïve implementation using log2 with
a single output argument and ceil.
author | Markus Mützel <markus.muetzel@gmx.de> |
---|---|
date | Wed, 24 Aug 2022 17:15:34 +0200 |
parents | 796f54d4ddbf |
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 "DASSL.h" #include "dMatrix.h" #include "f77-fcn.h" #include "lo-error.h" #include "quit.h" typedef F77_INT (*dassl_fcn_ptr) (const double&, const double *, const double *, double *, F77_INT&, double *, F77_INT *); typedef F77_INT (*dassl_jac_ptr) (const double&, const double *, const double *, double *, const double&, double *, F77_INT *); extern "C" { F77_RET_T F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const F77_INT&, F77_DBLE&, F77_DBLE *, F77_DBLE *, F77_DBLE&, const F77_INT *, const F77_DBLE *, const F77_DBLE *, F77_INT&, F77_DBLE *, const F77_INT&, F77_INT *, const F77_INT&, const F77_DBLE *, const F77_INT *, dassl_jac_ptr); } static DAEFunc::DAERHSFunc user_fun; static DAEFunc::DAEJacFunc user_jac; static F77_INT nn; static F77_INT ddassl_f (const double& time, const double *state, const double *deriv, double *delta, F77_INT& ires, double *, F77_INT *) { // FIXME: would be nice to avoid copying the data. ColumnVector tmp_deriv (nn); ColumnVector tmp_state (nn); ColumnVector tmp_delta (nn); for (F77_INT i = 0; i < nn; i++) { tmp_deriv.elem (i) = deriv[i]; tmp_state.elem (i) = state[i]; } octave_idx_type tmp_ires = ires; tmp_delta = user_fun (tmp_state, tmp_deriv, time, tmp_ires); ires = octave::to_f77_int (tmp_ires); if (ires >= 0) { if (tmp_delta.isempty ()) ires = -2; else { for (F77_INT i = 0; i < nn; i++) delta[i] = tmp_delta.elem (i); } } return 0; } static F77_INT ddassl_j (const double& time, const double *state, const double *deriv, double *pd, const double& cj, double *, F77_INT *) { // FIXME: would be nice to avoid copying the data. ColumnVector tmp_state (nn); ColumnVector tmp_deriv (nn); for (F77_INT 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 (F77_INT j = 0; j < nn; j++) for (F77_INT i = 0; i < nn; i++) pd[nn * j + i] = tmp_pd.elem (i, j); return 0; } ColumnVector DASSL::do_integrate (double tout) { ColumnVector retval; if (! m_initialized || m_restart || DAEFunc::m_reset || DASSL_options::m_reset) { m_integration_error = false; m_initialized = true; m_info.resize (dim_vector (15, 1)); for (F77_INT i = 0; i < 15; i++) m_info(i) = 0; F77_INT n = octave::to_f77_int (size ()); m_liw = 21 + n; m_lrw = 40 + 9*n + n*n; nn = n; m_iwork.resize (dim_vector (m_liw, 1)); m_rwork.resize (dim_vector (m_lrw, 1)); m_info(0) = 0; if (m_stop_time_set) { m_rwork(0) = m_stop_time; m_info(3) = 1; } else m_info(3) = 0; m_restart = false; // DAEFunc user_fun = DAEFunc::function (); user_jac = DAEFunc::jacobian_function (); if (user_fun) { octave_idx_type ires = 0; ColumnVector res = (*user_fun) (m_x, m_xdot, m_t, ires); if (res.numel () != m_x.numel ()) { (*current_liboctave_error_handler) ("dassl: inconsistent sizes for state and residual vectors"); m_integration_error = true; return retval; } } else { (*current_liboctave_error_handler) ("dassl: no user supplied RHS subroutine!"); m_integration_error = true; return retval; } m_info(4) = (user_jac ? 1 : 0); DAEFunc::m_reset = false; // DASSL_options double hmax = maximum_step_size (); if (hmax >= 0.0) { m_rwork(1) = hmax; m_info(6) = 1; } else m_info(6) = 0; double h0 = initial_step_size (); if (h0 >= 0.0) { m_rwork(2) = h0; m_info(7) = 1; } else m_info(7) = 0; F77_INT sl = octave::to_f77_int (step_limit ()); if (sl >= 0) { m_info(11) = 1; m_iwork(20) = sl; } else m_info(11) = 0; F77_INT maxord = octave::to_f77_int (maximum_order ()); if (maxord >= 0) { if (maxord > 0 && maxord < 6) { m_info(8) = 1; m_iwork(2) = maxord; } else { (*current_liboctave_error_handler) ("dassl: invalid value for maximum order: %" OCTAVE_F77_INT_TYPE_FORMAT, maxord); m_integration_error = true; return retval; } } F77_INT enc = octave::to_f77_int (enforce_nonnegativity_constraints ()); m_info(9) = (enc ? 1 : 0); F77_INT ccic = octave::to_f77_int (compute_consistent_initial_condition ()); m_info(10) = (ccic ? 1 : 0); m_abs_tol = absolute_tolerance (); m_rel_tol = relative_tolerance (); F77_INT abs_tol_len = octave::to_f77_int (m_abs_tol.numel ()); F77_INT rel_tol_len = octave::to_f77_int (m_rel_tol.numel ()); if (abs_tol_len == 1 && rel_tol_len == 1) { m_info(1) = 0; } else if (abs_tol_len == n && rel_tol_len == n) { m_info(1) = 1; } else { (*current_liboctave_error_handler) ("dassl: inconsistent sizes for tolerance arrays"); m_integration_error = true; return retval; } DASSL_options::m_reset = false; } double *px = m_x.fortran_vec (); double *pxdot = m_xdot.fortran_vec (); F77_INT *pinfo = m_info.fortran_vec (); double *prel_tol = m_rel_tol.fortran_vec (); double *pabs_tol = m_abs_tol.fortran_vec (); double *prwork = m_rwork.fortran_vec (); F77_INT *piwork = m_iwork.fortran_vec (); double *dummy = nullptr; F77_INT *idummy = nullptr; F77_INT tmp_istate = octave::to_f77_int (m_istate); F77_XFCN (ddassl, DDASSL, (ddassl_f, nn, m_t, px, pxdot, tout, pinfo, prel_tol, pabs_tol, tmp_istate, prwork, m_lrw, piwork, m_liw, dummy, idummy, ddassl_j)); m_istate = tmp_istate; switch (m_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. retval = m_x; m_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: // DDASSL 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: // DDASSL 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. m_integration_error = true; break; default: m_integration_error = true; (*current_liboctave_error_handler) ("unrecognized value of istate (= %" OCTAVE_IDX_TYPE_FORMAT ") " "returned from ddassl", m_istate); break; } return retval; } Matrix DASSL::do_integrate (const ColumnVector& tout) { Matrix dummy; return integrate (tout, dummy); } Matrix DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) { 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); xdot_out.resize (n_out, n); for (F77_INT i = 0; i < n; i++) { retval.elem (0, i) = m_x.elem (i); xdot_out.elem (0, i) = m_xdot.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); xdot_out.elem (j, i) = m_xdot.elem (i); } } } return retval; } Matrix DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) { Matrix dummy; return integrate (tout, dummy, tcrit); } Matrix DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, 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); xdot_out.resize (n_out, n); for (F77_INT i = 0; i < n; i++) { retval.elem (0, i) = m_x.elem (i); xdot_out.elem (0, i) = m_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 (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); xdot_out.elem (i_out-1, i) = m_xdot.elem (i); } } if (do_restart) force_restart (); } } else { retval = integrate (tout, xdot_out); if (m_integration_error) return retval; } } return retval; } std::string DASSL::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 = "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 -1: retval = "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 = "error weight became zero during problem. (t = " + t_curr + "; solution component i vanished, and atol or atol(i) == 0)"; break; case -6: retval = "repeated error test failures on the last attempted step (t = " + t_curr + ')'; break; case -7: retval = "the corrector could not converge (t = " + t_curr + ')'; break; case -8: retval = "the matrix of partial derivatives is singular (t = " + t_curr + ')'; break; case -9: retval = "the corrector could not converge (t = " + t_curr + "; repeated test failures)"; break; case -10: retval = "corrector could not converge because IRES was -1 (t = " + t_curr + ')'; break; case -11: retval = "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; }