view liboctave/numeric/LSODE.cc @ 31253:a40c0b7aa376

maint: changes to follow Octave coding conventions. * NEWS.8.md: Wrap lines to 72 chars. * LSODE-opts.in: Use two spaces after sentence ending period. * LSODE.cc: Use minimum of two spaces between code and start of comment. * MemoizedFunction.m: Change copyright date to 2022 since this is the year it was accepted into core. Don't wrap error() lines to 80 chars. Use newlines to improve readability of switch statements. Use minimum of two spaces between code and start of comment. * del2.m, integral.m, interp1.m, interp2.m, griddata.m, inpolygon.m, waitbar.m, cubehelix.m, ind2x.m, importdata.m, textread.m, logm.m, lighting.m, shading.m, xticklabels.m, yticklabels.m, zticklabels.m, colorbar.m, meshc.m, print.m, __gnuplot_draw_axes__.m, struct2hdl.m, ppval.m, ismember.m, iqr.m: Use a space between comment character '#' and start of comment. Use hyphen for adjectives describing dimensions such as "1-D". * vectorize.m, ode23s.m: Use is_function_handle() instead of "isa (x, "function_handle")" for clarity and performance. * clearAllMemoizedCaches.m: Change copyright date to 2022 since this is the year it was accepted into core. Remove input validation which is done by interpreter. Use two newlines between end of code and start of BIST tests. * memoize.m: Change copyright date to 2022 since this is the year it was accepted into core. Re-wrap documentation to 80 chars. Use is_function_handle() instead of "isa (x, "function_handle")" for clarity and performance. Use two newlines between end of code and start of BIST tests. Use semicolon for assert statements within %!test block. Re-write BIST tests for input validation. * __memoize__.m: Change copyright date to 2022 since this is the year it was accepted into core. Use spaces in for statements to improve readability. * unique.m: Add FIXME note to commented BIST test * dec2bin.m: Remove stray newline at end of file. * triplequad.m: Reduce doubly-commented BIST syntax using "#%!#" to "#%!". * delaunayn.m: Use input variable names in error() statements. Use minimum of two spaces between code and start of comment. Use hyphen for describing dimensions. Use two newlines between end of code and start of BIST tests. Update BIST tests to pass.
author Rik <rik@octave.org>
date Mon, 03 Oct 2022 18:06:55 -0700
parents de6fc38c78c6
children 18a6c1408626
line wrap: on
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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_fcn;
static ODEFunc::ODEJacFunc user_jac;
static ColumnVector *tmp_x;
static bool user_jac_ignore_ml_mu;

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_fcn) (*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& ml, const F77_INT& mu,
         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);

  if (user_jac_ignore_ml_mu)
    for (F77_INT j = 0; j < neq; j++)
      for (F77_INT i = 0; i < neq; i++)
        pd[nrowpd * j + i] = tmp_jac (i, j);
  else
    // upper left ends of subdiagonals in tmp_jac
    for (F77_INT i = 0, j = mu; i <= ml; j == 0 ? i++ : j--)
      // walk down the subdiagonal in tmp_jac
      for (F77_INT k = i, l = j; k < neq && l < neq; k++, l++)
        pd[nrowpd * l + k + mu - l] = tmp_jac (k, l);    
      
  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;

      user_jac_ignore_ml_mu = true;

      m_iwork(0) = lower_jacobian_subdiagonals ();  // 'ML' in dlsode.f

      m_iwork(1) = upper_jacobian_subdiagonals ();  // 'MU' in dlsode.f

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

          if (m_jac)
            {
              if (jacobian_type () == "banded")
                {
                  m_method_flag = 24;
                  user_jac_ignore_ml_mu = false;
                }
              else
                m_method_flag = 21;
            }
          else
            {
              if (jacobian_type () == "full")
                m_method_flag = 22;
              else if (jacobian_type () == "banded")
                m_method_flag = 25;
              else if (jacobian_type () == "diagonal")
                m_method_flag = 23;
              else
                {
                  // should be prevented by lsode_options
                  (*current_liboctave_error_handler)
                    ("lsode: internal error, wrong jacobian type");
                  m_integration_error = true;
                  return retval;
                }
            }

          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_fcn = function ();
      user_jac = jacobian_function ();

      ColumnVector m_xdot = (*user_fcn) (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;
}