view liboctave/numeric/LSODE.cc @ 21202:f7121e111991

maint: indent #ifdef blocks in liboctave and src directories. * Array-C.cc, Array-b.cc, Array-ch.cc, Array-d.cc, Array-f.cc, Array-fC.cc, Array-i.cc, Array-idx-vec.cc, Array-s.cc, Array-str.cc, Array-util.cc, Array-voidp.cc, Array.cc, CColVector.cc, CDiagMatrix.cc, CMatrix.cc, CNDArray.cc, CRowVector.cc, CSparse.cc, CSparse.h, DiagArray2.cc, MArray-C.cc, MArray-d.cc, MArray-f.cc, MArray-fC.cc, MArray-i.cc, MArray-s.cc, MArray.cc, MDiagArray2.cc, MSparse-C.cc, MSparse-d.cc, MSparse.h, MatrixType.cc, PermMatrix.cc, Range.cc, Sparse-C.cc, Sparse-b.cc, Sparse-d.cc, Sparse.cc, boolMatrix.cc, boolNDArray.cc, boolSparse.cc, chMatrix.cc, chNDArray.cc, dColVector.cc, dDiagMatrix.cc, dMatrix.cc, dNDArray.cc, dRowVector.cc, dSparse.cc, dSparse.h, dim-vector.cc, fCColVector.cc, fCDiagMatrix.cc, fCMatrix.cc, fCNDArray.cc, fCRowVector.cc, fColVector.cc, fDiagMatrix.cc, fMatrix.cc, fNDArray.cc, fRowVector.cc, idx-vector.cc, int16NDArray.cc, int32NDArray.cc, int64NDArray.cc, int8NDArray.cc, intNDArray.cc, uint16NDArray.cc, uint32NDArray.cc, uint64NDArray.cc, uint8NDArray.cc, blaswrap.c, cquit.c, f77-extern.cc, f77-fcn.c, f77-fcn.h, lo-error.c, quit.cc, quit.h, CmplxAEPBAL.cc, CmplxCHOL.cc, CmplxGEPBAL.cc, CmplxHESS.cc, CmplxLU.cc, CmplxQR.cc, CmplxQRP.cc, CmplxSCHUR.cc, CmplxSVD.cc, CollocWt.cc, DASPK.cc, DASRT.cc, DASSL.cc, EIG.cc, LSODE.cc, ODES.cc, Quad.cc, base-lu.cc, base-qr.cc, dbleAEPBAL.cc, dbleCHOL.cc, dbleGEPBAL.cc, dbleHESS.cc, dbleLU.cc, dbleQR.cc, dbleQRP.cc, dbleSCHUR.cc, dbleSVD.cc, eigs-base.cc, fCmplxAEPBAL.cc, fCmplxCHOL.cc, fCmplxGEPBAL.cc, fCmplxHESS.cc, fCmplxLU.cc, fCmplxQR.cc, fCmplxQRP.cc, fCmplxSCHUR.cc, fCmplxSVD.cc, fEIG.cc, floatAEPBAL.cc, floatCHOL.cc, floatGEPBAL.cc, floatHESS.cc, floatLU.cc, floatQR.cc, floatQRP.cc, floatSCHUR.cc, floatSVD.cc, lo-mappers.cc, lo-specfun.cc, oct-convn.cc, oct-fftw.cc, oct-fftw.h, oct-norm.cc, oct-rand.cc, oct-spparms.cc, randgamma.c, randmtzig.c, randpoisson.c, sparse-chol.cc, sparse-dmsolve.cc, sparse-lu.cc, sparse-qr.cc, mx-defs.h, dir-ops.cc, file-ops.cc, file-stat.cc, lo-sysdep.cc, mach-info.cc, oct-env.cc, oct-group.cc, oct-openmp.h, oct-passwd.cc, oct-syscalls.cc, oct-time.cc, oct-uname.cc, pathlen.h, sysdir.h, syswait.h, cmd-edit.cc, cmd-hist.cc, data-conv.cc, f2c-main.c, glob-match.cc, lo-array-errwarn.cc, lo-array-gripes.cc, lo-cutils.c, lo-cutils.h, lo-ieee.cc, lo-math.h, lo-regexp.cc, lo-utils.cc, oct-base64.cc, oct-glob.cc, oct-inttypes.cc, oct-inttypes.h, oct-locbuf.cc, oct-mutex.cc, oct-refcount.h, oct-rl-edit.c, oct-rl-hist.c, oct-shlib.cc, oct-sort.cc, pathsearch.cc, singleton-cleanup.cc, sparse-sort.cc, sparse-util.cc, statdefs.h, str-vec.cc, unwind-prot.cc, url-transfer.cc, display-available.h, main-cli.cc, main-gui.cc, main.in.cc, mkoctfile.in.cc, octave-config.in.cc, shared-fcns.h: indent #ifdef blocks in liboctave and src directories.
author Rik <rik@octave.org>
date Sat, 06 Feb 2016 06:40:13 -0800
parents 7cac4e7458f2
children 40de9f8f23a6
line wrap: on
line source

/*

Copyright (C) 1993-2015 John W. Eaton

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
<http://www.gnu.org/licenses/>.

*/

#ifdef HAVE_CONFIG_H
#  include <config.h>
#endif

#include <cfloat>

#include <sstream>

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

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

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

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

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

static octave_idx_type
lsode_f (const octave_idx_type& neq, const double& time, double *,
         double *deriv, octave_idx_type& ierr)
{
  BEGIN_INTERRUPT_WITH_EXCEPTIONS;

  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.is_empty ())
    ierr = -1;
  else
    {
      for (octave_idx_type i = 0; i < neq; i++)
        deriv[i] = tmp_deriv.elem (i);
    }

  END_INTERRUPT_WITH_EXCEPTIONS;

  return 0;
}

static octave_idx_type
lsode_j (const octave_idx_type& neq, const double& time, double *,
         const octave_idx_type&, const octave_idx_type&, double *pd,
         const octave_idx_type& nrowpd)
{
  BEGIN_INTERRUPT_WITH_EXCEPTIONS;

  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 (octave_idx_type j = 0; j < neq; j++)
    for (octave_idx_type i = 0; i < neq; i++)
      pd[nrowpd * j + i] = tmp_jac (i, j);

  END_INTERRUPT_WITH_EXCEPTIONS;

  return 0;
}

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

  static octave_idx_type nn = 0;

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

      initialized = true;

      istate = 1;

      octave_idx_type n = 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;
        }

      maxord = maximum_order ();

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

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

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

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

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

      octave_idx_type abs_tol_len = 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;
        }

      octave_idx_type sl = 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 ();

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

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

  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 (= %d) 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 = std::string ("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 = std::string ("repeated error test failures (t = ")
               + t_curr + "; check all inputs)";
      break;

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

    case -6:
      retval = std::string ("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 ();
  octave_idx_type n = size ();

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

      for (octave_idx_type 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 (octave_idx_type 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 ();
  octave_idx_type n = size ();

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

      for (octave_idx_type 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);

              octave_idx_type save_output;
              double t_out;

              if (next_crit == next_out)
                {
                  set_stop_time (next_crit);
                  t_out = next_out;
                  save_output = 1;
                  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 = 0;
                      i_crit++;
                      do_restart = true;
                    }
                  else
                    {
                      clear_stop_time ();
                      t_out = next_out;
                      save_output = 1;
                      i_out++;
                    }
                }
              else
                {
                  set_stop_time (next_crit);
                  t_out = next_out;
                  save_output = 1;
                  i_out++;
                }

              ColumnVector x_next = do_integrate (t_out);

              if (integration_error)
                return retval;

              if (save_output)
                {
                  for (octave_idx_type 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;
}