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1 // NLEqn.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1996 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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21 |
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22 */ |
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23 |
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24 #if defined (__GNUG__) |
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25 #pragma implementation |
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26 #endif |
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27 |
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28 #ifdef HAVE_CONFIG_H |
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29 #include <config.h> |
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30 #endif |
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31 |
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32 #include "NLEqn.h" |
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33 #include "dMatrix.h" |
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34 #include "f77-fcn.h" |
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35 #include "lo-error.h" |
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36 |
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37 extern "C" |
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38 { |
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39 int F77_FCN (hybrd1, HYBRD1) (int (*)(int*, double*, double*, int*), |
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40 const int&, double*, double*, |
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41 const double&, int&, double*, |
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42 const int&); |
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43 |
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44 int F77_FCN (hybrj1, HYBRJ1) (int (*)(int*, double*, double*, |
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45 double*, int*, int*), |
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46 const int&, double*, double*, double*, |
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47 const int&, const double&, int&, |
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48 double*, const int&); |
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49 } |
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50 |
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51 static NLFunc::nonlinear_fcn user_fun; |
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52 static NLFunc::jacobian_fcn user_jac; |
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53 |
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54 // error handling |
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55 |
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56 void |
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57 NLEqn::error (const char* msg) |
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58 { |
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59 (*current_liboctave_error_handler) ("fatal NLEqn error: %s", msg); |
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60 } |
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61 |
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62 // Other operations |
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63 |
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64 int |
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65 hybrd1_fcn (int *n, double *x, double *fvec, int *iflag) |
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66 { |
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67 int nn = *n; |
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68 ColumnVector tmp_f (nn); |
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69 ColumnVector tmp_x (nn); |
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70 |
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71 for (int i = 0; i < nn; i++) |
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72 tmp_x.elem (i) = x[i]; |
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73 |
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74 tmp_f = (*user_fun) (tmp_x); |
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75 |
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76 if (tmp_f.length () == 0) |
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77 *iflag = -1; |
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78 else |
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79 { |
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80 for (int i = 0; i < nn; i++) |
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81 fvec[i] = tmp_f.elem (i); |
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82 } |
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83 |
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84 return 0; |
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85 } |
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86 |
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87 int |
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88 hybrj1_fcn (int *n, double *x, double *fvec, double *fjac, |
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89 int *ldfjac, int *iflag) |
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90 { |
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91 int nn = *n; |
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92 ColumnVector tmp_x (nn); |
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93 |
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94 for (int i = 0; i < nn; i++) |
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95 tmp_x.elem (i) = x[i]; |
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96 |
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97 int flag = *iflag; |
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98 if (flag == 1) |
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99 { |
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100 ColumnVector tmp_f (nn); |
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101 |
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102 tmp_f = (*user_fun) (tmp_x); |
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103 |
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104 if (tmp_f.length () == 0) |
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105 *iflag = -1; |
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106 else |
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107 { |
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108 for (int i = 0; i < nn; i++) |
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109 fvec[i] = tmp_f.elem (i); |
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110 } |
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111 } |
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112 else |
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113 { |
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114 Matrix tmp_fj (nn, nn); |
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115 |
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116 tmp_fj = (*user_jac) (tmp_x); |
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117 |
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118 if (tmp_fj.rows () == 0 || tmp_fj.columns () == 0) |
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119 *iflag = -1; |
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120 else |
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121 { |
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122 int ld = *ldfjac; |
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123 for (int j = 0; j < nn; j++) |
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124 for (int i = 0; i < nn; i++) |
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125 fjac[j*ld+i] = tmp_fj.elem (i, j); |
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126 } |
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127 } |
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128 |
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129 return 0; |
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130 } |
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131 |
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132 ColumnVector |
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133 NLEqn::solve (int& info) |
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134 { |
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135 ColumnVector retval; |
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136 |
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137 int n = x.capacity (); |
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138 |
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139 if (n == 0) |
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140 { |
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141 error ("equation set not initialized"); |
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142 return retval; |
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143 } |
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144 |
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145 double tol = tolerance (); |
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146 |
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147 double *fvec = new double [n]; |
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148 double *px = new double [n]; |
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149 for (int i = 0; i < n; i++) |
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150 px[i] = x.elem (i); |
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151 |
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152 user_fun = fun; |
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153 user_jac = jac; |
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154 |
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155 if (jac) |
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156 { |
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157 int lwa = (n*(n+13))/2; |
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158 double *wa = new double [lwa]; |
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159 double *fjac = new double [n*n]; |
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160 |
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161 F77_FCN (hybrj1, HYBRJ1) (hybrj1_fcn, n, px, fvec, fjac, n, tol, |
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162 info, wa, lwa); |
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163 |
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164 delete [] wa; |
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165 delete [] fjac; |
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166 } |
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167 else |
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168 { |
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169 int lwa = (n*(3*n+13))/2; |
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170 double *wa = new double [lwa]; |
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171 |
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172 F77_FCN (hybrd1, HYBRD1) (hybrd1_fcn, n, px, fvec, tol, info, |
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173 wa, lwa); |
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174 |
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175 delete [] wa; |
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176 } |
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177 |
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178 if (info >= 0) |
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179 { |
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180 retval.resize (n); |
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181 |
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182 for (int i = 0; i < n; i++) |
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183 retval.elem (i) = px[i]; |
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184 } |
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185 |
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186 delete [] fvec; |
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187 delete [] px; |
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188 |
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189 return retval; |
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190 } |
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191 |
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192 /* |
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193 ;;; Local Variables: *** |
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194 ;;; mode: C++ *** |
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195 ;;; page-delimiter: "^/\\*" *** |
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196 ;;; End: *** |
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197 */ |
