Mercurial > octave
view liboctave/numeric/LSODE.cc @ 31605:e88a07dec498 stable
maint: Use macros to begin/end C++ namespaces.
* oct-conf-post-public.in.h: Define two macros (OCTAVE_BEGIN_NAMESPACE,
OCTAVE_END_NAMESPACE) that can be used to start/end a namespace.
* mk-opts.pl, build-env.h, build-env.in.cc, __betainc__.cc, __contourc__.cc,
__dsearchn__.cc, __eigs__.cc, __expint__.cc, __ftp__.cc, __gammainc__.cc,
__ichol__.cc, __ilu__.cc, __isprimelarge__.cc, __lin_interpn__.cc,
__magick_read__.cc, __pchip_deriv__.cc, __qp__.cc, amd.cc, auto-shlib.cc,
auto-shlib.h, balance.cc, base-text-renderer.cc, base-text-renderer.h,
besselj.cc, bitfcns.cc, bsxfun.cc, c-file-ptr-stream.cc, c-file-ptr-stream.h,
call-stack.cc, call-stack.h, ccolamd.cc, cellfun.cc, chol.cc, colamd.cc,
colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, data.cc, data.h, debug.cc,
defaults.cc, defaults.h, defun-int.h, defun.cc, det.cc, dirfns.cc, display.cc,
display.h, dlmread.cc, dmperm.cc, dot.cc, dynamic-ld.cc, dynamic-ld.h, eig.cc,
ellipj.cc, environment.cc, environment.h, error.cc, error.h, errwarn.h,
event-manager.cc, event-manager.h, event-queue.cc, event-queue.h, fcn-info.cc,
fcn-info.h, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc,
ft-text-renderer.cc, ft-text-renderer.h, gcd.cc, getgrent.cc, getpwent.cc,
getrusage.cc, givens.cc, gl-render.cc, gl-render.h, gl2ps-print.cc,
gl2ps-print.h, graphics-toolkit.cc, graphics-toolkit.h, graphics.cc,
graphics.in.h, gsvd.cc, gtk-manager.cc, gtk-manager.h, hash.cc, help.cc,
help.h, hess.cc, hex2num.cc, hook-fcn.cc, hook-fcn.h, input.cc, input.h,
interpreter-private.cc, interpreter-private.h, interpreter.cc, interpreter.h,
inv.cc, jsondecode.cc, jsonencode.cc, kron.cc, latex-text-renderer.cc,
latex-text-renderer.h, load-path.cc, load-path.h, load-save.cc, load-save.h,
lookup.cc, ls-ascii-helper.cc, ls-ascii-helper.h, ls-oct-text.cc, ls-utils.cc,
ls-utils.h, lsode.cc, lu.cc, mappers.cc, matrix_type.cc, max.cc, mex-private.h,
mex.cc, mgorth.cc, nproc.cc, oct-fstrm.cc, oct-fstrm.h, oct-hdf5-types.cc,
oct-hdf5-types.h, oct-hist.cc, oct-hist.h, oct-iostrm.cc, oct-iostrm.h,
oct-opengl.h, oct-prcstrm.cc, oct-prcstrm.h, oct-procbuf.cc, oct-procbuf.h,
oct-process.cc, oct-process.h, oct-stdstrm.h, oct-stream.cc, oct-stream.h,
oct-strstrm.cc, oct-strstrm.h, oct-tex-lexer.in.ll, oct-tex-parser.yy,
ordqz.cc, ordschur.cc, pager.cc, pager.h, pinv.cc, pow2.cc, pr-flt-fmt.cc,
pr-output.cc, procstream.cc, procstream.h, psi.cc, qr.cc, quad.cc, quadcc.cc,
qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, settings.cc, settings.h,
sighandlers.cc, sighandlers.h, sparse-xdiv.cc, sparse-xdiv.h, sparse-xpow.cc,
sparse-xpow.h, sparse.cc, spparms.cc, sqrtm.cc, stack-frame.cc, stack-frame.h,
stream-euler.cc, strfind.cc, strfns.cc, sub2ind.cc, svd.cc, sylvester.cc,
symbfact.cc, syminfo.cc, syminfo.h, symrcm.cc, symrec.cc, symrec.h,
symscope.cc, symscope.h, symtab.cc, symtab.h, syscalls.cc, sysdep.cc, sysdep.h,
text-engine.cc, text-engine.h, text-renderer.cc, text-renderer.h, time.cc,
toplev.cc, tril.cc, tsearch.cc, typecast.cc, url-handle-manager.cc,
url-handle-manager.h, urlwrite.cc, utils.cc, utils.h, variables.cc,
variables.h, xdiv.cc, xdiv.h, xnorm.cc, xnorm.h, xpow.cc, xpow.h,
__delaunayn__.cc, __fltk_uigetfile__.cc, __glpk__.cc, __init_fltk__.cc,
__init_gnuplot__.cc, __ode15__.cc, __voronoi__.cc, audiodevinfo.cc,
audioread.cc, convhulln.cc, fftw.cc, gzip.cc, mk-build-env-features.sh,
mk-builtins.pl, cdef-class.cc, cdef-class.h, cdef-fwd.h, cdef-manager.cc,
cdef-manager.h, cdef-method.cc, cdef-method.h, cdef-object.cc, cdef-object.h,
cdef-package.cc, cdef-package.h, cdef-property.cc, cdef-property.h,
cdef-utils.cc, cdef-utils.h, ov-base.cc, ov-base.h, ov-bool-mat.cc,
ov-builtin.h, ov-cell.cc, ov-class.cc, ov-class.h, ov-classdef.cc,
ov-classdef.h, ov-complex.cc, ov-fcn-handle.cc, ov-fcn-handle.h, ov-fcn.h,
ov-java.cc, ov-java.h, ov-mex-fcn.h, ov-null-mat.cc, ov-oncleanup.cc,
ov-struct.cc, ov-typeinfo.cc, ov-typeinfo.h, ov-usr-fcn.cc, ov-usr-fcn.h,
ov.cc, ov.h, octave.cc, octave.h, mk-ops.sh, op-b-b.cc, op-b-bm.cc,
op-b-sbm.cc, op-bm-b.cc, op-bm-bm.cc, op-bm-sbm.cc, op-cdm-cdm.cc, op-cell.cc,
op-chm.cc, op-class.cc, op-cm-cm.cc, op-cm-cs.cc, op-cm-m.cc, op-cm-s.cc,
op-cm-scm.cc, op-cm-sm.cc, op-cs-cm.cc, op-cs-cs.cc, op-cs-m.cc, op-cs-s.cc,
op-cs-scm.cc, op-cs-sm.cc, op-dm-dm.cc, op-dm-scm.cc, op-dm-sm.cc,
op-dm-template.cc, op-dms-template.cc, op-fcdm-fcdm.cc, op-fcm-fcm.cc,
op-fcm-fcs.cc, op-fcm-fm.cc, op-fcm-fs.cc, op-fcn.cc, op-fcs-fcm.cc,
op-fcs-fcs.cc, op-fcs-fm.cc, op-fcs-fs.cc, op-fdm-fdm.cc, op-fm-fcm.cc,
op-fm-fcs.cc, op-fm-fm.cc, op-fm-fs.cc, op-fs-fcm.cc, op-fs-fcs.cc,
op-fs-fm.cc, op-fs-fs.cc, op-i16-i16.cc, op-i32-i32.cc, op-i64-i64.cc,
op-i8-i8.cc, op-int-concat.cc, op-m-cm.cc, op-m-cs.cc, op-m-m.cc, op-m-s.cc,
op-m-scm.cc, op-m-sm.cc, op-mi.cc, op-pm-pm.cc, op-pm-scm.cc, op-pm-sm.cc,
op-pm-template.cc, op-range.cc, op-s-cm.cc, op-s-cs.cc, op-s-m.cc, op-s-s.cc,
op-s-scm.cc, op-s-sm.cc, op-sbm-b.cc, op-sbm-bm.cc, op-sbm-sbm.cc,
op-scm-cm.cc, op-scm-cs.cc, op-scm-m.cc, op-scm-s.cc, op-scm-scm.cc,
op-scm-sm.cc, op-sm-cm.cc, op-sm-cs.cc, op-sm-m.cc, op-sm-s.cc, op-sm-scm.cc,
op-sm-sm.cc, op-str-m.cc, op-str-s.cc, op-str-str.cc, op-struct.cc,
op-ui16-ui16.cc, op-ui32-ui32.cc, op-ui64-ui64.cc, op-ui8-ui8.cc, ops.h,
anon-fcn-validator.cc, anon-fcn-validator.h, bp-table.cc, bp-table.h,
comment-list.cc, comment-list.h, filepos.h, lex.h, lex.ll, oct-lvalue.cc,
oct-lvalue.h, oct-parse.yy, parse.h, profiler.cc, profiler.h,
pt-anon-scopes.cc, pt-anon-scopes.h, pt-arg-list.cc, pt-arg-list.h,
pt-args-block.cc, pt-args-block.h, pt-array-list.cc, pt-array-list.h,
pt-assign.cc, pt-assign.h, pt-binop.cc, pt-binop.h, pt-bp.cc, pt-bp.h,
pt-cbinop.cc, pt-cbinop.h, pt-cell.cc, pt-cell.h, pt-check.cc, pt-check.h,
pt-classdef.cc, pt-classdef.h, pt-cmd.h, pt-colon.cc, pt-colon.h, pt-const.cc,
pt-const.h, pt-decl.cc, pt-decl.h, pt-eval.cc, pt-eval.h, pt-except.cc,
pt-except.h, pt-exp.cc, pt-exp.h, pt-fcn-handle.cc, pt-fcn-handle.h, pt-id.cc,
pt-id.h, pt-idx.cc, pt-idx.h, pt-jump.h, pt-loop.cc, pt-loop.h, pt-mat.cc,
pt-mat.h, pt-misc.cc, pt-misc.h, pt-pr-code.cc, pt-pr-code.h, pt-select.cc,
pt-select.h, pt-spmd.cc, pt-spmd.h, pt-stmt.cc, pt-stmt.h, pt-tm-const.cc,
pt-tm-const.h, pt-unop.cc, pt-unop.h, pt-vm-eval.cc, pt-walk.cc, pt-walk.h,
pt.cc, pt.h, token.cc, token.h, Range.cc, Range.h, idx-vector.cc, idx-vector.h,
range-fwd.h, CollocWt.cc, CollocWt.h, aepbalance.cc, aepbalance.h, chol.cc,
chol.h, gepbalance.cc, gepbalance.h, gsvd.cc, gsvd.h, hess.cc, hess.h,
lo-mappers.cc, lo-mappers.h, lo-specfun.cc, lo-specfun.h, lu.cc, lu.h,
oct-convn.cc, oct-convn.h, oct-fftw.cc, oct-fftw.h, oct-norm.cc, oct-norm.h,
oct-rand.cc, oct-rand.h, oct-spparms.cc, oct-spparms.h, qr.cc, qr.h, qrp.cc,
qrp.h, randgamma.cc, randgamma.h, randmtzig.cc, randmtzig.h, randpoisson.cc,
randpoisson.h, schur.cc, schur.h, sparse-chol.cc, sparse-chol.h, sparse-lu.cc,
sparse-lu.h, sparse-qr.cc, sparse-qr.h, svd.cc, svd.h, child-list.cc,
child-list.h, dir-ops.cc, dir-ops.h, file-ops.cc, file-ops.h, file-stat.cc,
file-stat.h, lo-sysdep.cc, lo-sysdep.h, lo-sysinfo.cc, lo-sysinfo.h,
mach-info.cc, mach-info.h, oct-env.cc, oct-env.h, oct-group.cc, oct-group.h,
oct-password.cc, oct-password.h, oct-syscalls.cc, oct-syscalls.h, oct-time.cc,
oct-time.h, oct-uname.cc, oct-uname.h, action-container.cc, action-container.h,
base-list.h, cmd-edit.cc, cmd-edit.h, cmd-hist.cc, cmd-hist.h, f77-fcn.h,
file-info.cc, file-info.h, lo-array-errwarn.cc, lo-array-errwarn.h, lo-hash.cc,
lo-hash.h, lo-ieee.h, lo-regexp.cc, lo-regexp.h, lo-utils.cc, lo-utils.h,
oct-base64.cc, oct-base64.h, oct-glob.cc, oct-glob.h, oct-inttypes.h,
oct-mutex.cc, oct-mutex.h, oct-refcount.h, oct-shlib.cc, oct-shlib.h,
oct-sparse.cc, oct-sparse.h, oct-string.h, octave-preserve-stream-state.h,
pathsearch.cc, pathsearch.h, quit.cc, quit.h, unwind-prot.cc, unwind-prot.h,
url-transfer.cc, url-transfer.h : Use new macros to begin/end C++ namespaces.
author | Rik <rik@octave.org> |
---|---|
date | Thu, 01 Dec 2022 14:23:45 -0800 |
parents | ed7b17c7ddf3 |
children | 597f3ee61a48 |
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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 = Array<octave_f77_int_type> (dim_vector (2, 1)); 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; }