view liboctave/numeric/LSODE.cc @ 27918:b442ec6dda5c

use centralized file for copyright info for individual contributors * COPYRIGHT.md: New file. * In most other files, use "Copyright (C) YYYY-YYYY The Octave Project Developers" instead of tracking individual names in separate source files. The motivation is to reduce the effort required to update the notices each year. Until now, the Octave source files contained copyright notices that list individual contributors. I adopted these file-scope copyright notices because that is what everyone was doing 30 years ago in the days before distributed version control systems. But now, with many contributors and modern version control systems, having these file-scope copyright notices causes trouble when we update copyright years or refactor code. Over time, the file-scope copyright notices may become outdated as new contributions are made or code is moved from one file to another. Sometimes people contribute significant patches but do not add a line claiming copyright. Other times, people add a copyright notice for their contribution but then a later refactoring moves part or all of their contribution to another file and the notice is not moved with the code. As a practical matter, moving such notices is difficult -- determining what parts are due to a particular contributor requires a time-consuming search through the project history. Even managing the yearly update of copyright years is problematic. We have some contributors who are no longer living. Should we update the copyright dates for their contributions when we release new versions? Probably not, but we do still want to claim copyright for the project as a whole. To minimize the difficulty of maintaining the copyright notices, I would like to change Octave's sources to use what is described here: https://softwarefreedom.org/resources/2012/ManagingCopyrightInformation.html in the section "Maintaining centralized copyright notices": The centralized notice approach consolidates all copyright notices in a single location, usually a top-level file. This file should contain all of the copyright notices provided project contributors, unless the contribution was clearly insignificant. It may also credit -- without a copyright notice -- anyone who helped with the project but did not contribute code or other copyrighted material. This approach captures less information about contributions within individual files, recognizing that the DVCS is better equipped to record those details. As we mentioned before, it does have one disadvantage as compared to the file-scope approach: if a single file is separated from the distribution, the recipient won't see the contributors' copyright notices. But this can be easily remedied by including a single copyright notice in each file's header, pointing to the top-level file: Copyright YYYY-YYYY The Octave Project Developers See the COPYRIGHT file at the top-level directory of this distribution or at https://octave.org/COPYRIGHT.html. followed by the usual GPL copyright statement. For more background, see the discussion here: https://lists.gnu.org/archive/html/octave-maintainers/2020-01/msg00009.html Most files in the following directories have been skipped intentinally in this changeset: doc libgui/qterminal liboctave/external m4
author John W. Eaton <jwe@octave.org>
date Mon, 06 Jan 2020 15:38:17 -0500
parents 2e5d8cdc7087
children 1891570abac8
line wrap: on
line source

/*

Copyright (C) 1993-2019 The Octave Project Developers

See the file COPYRIGHT.md in the top-level directory of this distribution
or <https://octave.org/COPYRIGHT.html/>.


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 (! initialized || restart || ODEFunc::reset || LSODE_options::reset)
    {
      integration_error = false;

      initialized = true;

      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 (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;
        }

      iwork.resize (dim_vector (liw, 1));

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

      rwork.resize (dim_vector (lrw, 1));

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

      octave_idx_type maxord = maximum_order ();

      if (maxord >= 0)
        {
          if (maxord > 0 && maxord <= max_maxord)
            {
              iwork(4) = octave::to_f77_int (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 ();

      F77_INT abs_tol_len = octave::to_f77_int (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;
        }

      F77_INT sl = octave::to_f77_int (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 ();

  F77_INT *piwork = iwork.fortran_vec ();
  double *prwork = rwork.fortran_vec ();

  F77_INT tmp_istate = octave::to_f77_int (istate);

  F77_XFCN (dlsode, DLSODE, (lsode_f, nn, px, t, tout, itol, rel_tol,
                             pabs_tol, itask, tmp_istate, iopt, prwork, lrw,
                             piwork, liw, lsode_j, method_flag));

  istate = tmp_istate;

  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 (= %" OCTAVE_IDX_TYPE_FORMAT ") "
         "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 = "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) = 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 (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) = 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 (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 (integration_error)
            return retval;
        }
    }

  return retval;
}