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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) 1992, 1993 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, 675 Mass Ave, Cambridge, MA 02139, USA. |
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21 |
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22 */ |
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23 |
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24 #ifdef __GNUG__ |
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25 #pragma implementation |
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26 #endif |
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27 |
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28 #include <iostream.h> |
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29 #include <float.h> |
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30 #include "NLEqn.h" |
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31 #include "f77-uscore.h" |
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32 |
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33 extern "C" |
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34 { |
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35 int F77_FCN (hybrd1) (int (*)(), const int*, double*, double*, |
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36 const double*, int*, double*, const int*); |
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37 |
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38 int F77_FCN (hybrj1) (int (*)(), const int*, double*, double*, |
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39 double*, const int*, const double*, int*, |
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40 double*, const int*); |
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41 } |
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42 |
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43 static nonlinear_fcn user_fun; |
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44 static jacobian_fcn user_jac; |
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45 |
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46 // error handling |
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47 |
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48 void |
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49 NLEqn::error (const char* msg) |
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50 { |
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51 cerr << "Fatal NLEqn error. " << msg << "\n"; |
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52 exit(1); |
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53 } |
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54 |
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55 // Constructors |
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56 |
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57 NLEqn::NLEqn (void) : NLFunc (), x (), n (0) {} |
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58 |
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59 NLEqn::NLEqn (const Vector& xvec, const NLFunc f) |
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60 : NLFunc (f), x (xvec), n (x.capacity ()) {} |
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61 |
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62 NLEqn::NLEqn (const NLEqn& a) : NLFunc (a.fun, a.jac), x (a.x), n (a.n) {} |
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63 |
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64 void |
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65 NLEqn::resize (int nn) |
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66 { |
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67 if (n != nn) |
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68 { |
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69 n = nn; |
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70 x.resize (n); |
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71 } |
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72 } |
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73 |
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74 int |
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75 NLEqn::size (void) const |
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76 { |
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77 return n; |
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78 } |
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79 |
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80 // Assignment |
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81 |
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82 NLEqn& |
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83 NLEqn::operator = (const NLEqn& a) |
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84 { |
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85 fun = a.fun; |
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86 jac = a.jac; |
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87 x = a.n; |
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88 |
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89 return *this; |
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90 } |
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91 |
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92 Vector |
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93 NLEqn::states (void) const |
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94 { |
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95 return x; |
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96 } |
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97 |
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98 void |
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99 NLEqn::set_states (const Vector& xvec) |
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100 { |
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101 if (xvec.capacity () != n) |
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102 error ("dimension error"); |
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103 |
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104 x = xvec; |
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105 } |
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106 |
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107 // Other operations |
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108 |
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109 Vector |
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110 NLEqn::solve (const Vector& xvec) |
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111 { |
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112 set_states (xvec); |
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113 int info; |
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114 return solve (info); |
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115 } |
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116 |
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117 Vector |
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118 NLEqn::solve (const Vector& xvec, int& info) |
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119 { |
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120 set_states (xvec); |
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121 return solve (info); |
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122 } |
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123 |
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124 Vector |
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125 NLEqn::solve (void) |
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126 { |
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127 int info; |
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128 return solve (info); |
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129 } |
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130 |
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131 int |
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132 hybrd1_fcn (int *n, double *x, double *fvec, int *iflag) |
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133 { |
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134 int nn = *n; |
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135 Vector tmp_f (nn); |
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136 Vector tmp_x (nn); |
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137 |
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138 for (int i = 0; i < nn; i++) |
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139 tmp_x.elem (i) = x[i]; |
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140 |
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141 tmp_f = (*user_fun) (tmp_x); |
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142 |
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143 for (i = 0; i < nn; i++) |
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144 fvec[i] = tmp_f.elem (i); |
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145 |
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146 return 0; |
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147 } |
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148 |
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149 int |
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150 hybrj1_fcn (int *n, double *x, double *fvec, double *fjac, |
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151 int *ldfjac, int *iflag) |
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152 { |
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153 int nn = *n; |
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154 Vector tmp_x (nn); |
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155 |
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156 for (int i = 0; i < nn; i++) |
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157 tmp_x.elem (i) = x[i]; |
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158 |
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159 int flag = *iflag; |
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160 if (flag == 1) |
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161 { |
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162 Vector tmp_f (nn); |
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163 |
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164 tmp_f = (*user_fun) (tmp_x); |
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165 |
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166 for (i = 0; i < nn; i++) |
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167 fvec[i] = tmp_f.elem (i); |
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168 } |
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169 else |
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170 { |
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171 Matrix tmp_fj (nn, nn); |
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172 |
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173 tmp_fj = (*user_jac) (tmp_x); |
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174 |
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175 int ld = *ldfjac; |
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176 for (int j = 0; j < nn; j++) |
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177 for (i = 0; i < nn; i++) |
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178 fjac[j*ld+i] = tmp_fj.elem (i, j); |
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179 } |
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180 |
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181 return 0; |
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182 } |
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183 |
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184 Vector |
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185 NLEqn::solve (int& info) |
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186 { |
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187 int tmp_info = 0; |
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188 |
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189 if (n == 0) |
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190 error ("Equation set not initialized"); |
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191 |
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192 double tol = sqrt (DBL_EPSILON); |
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193 |
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194 double *fvec = new double [n]; |
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195 double *px = new double [n]; |
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196 for (int i = 0; i < n; i++) |
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197 px[i] = x.elem (i); |
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198 |
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199 user_fun = fun; |
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200 user_jac = jac; |
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201 |
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202 if (jac == NULL) |
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203 { |
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204 int lwa = (n*(3*n+13))/2; |
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205 double *wa = new double [lwa]; |
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206 |
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207 F77_FCN (hybrd1) (hybrd1_fcn, &n, px, fvec, &tol, &tmp_info, wa, &lwa); |
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208 |
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209 delete [] wa; |
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210 } |
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211 else |
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212 { |
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213 int lwa = (n*(n+13))/2; |
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214 double *wa = new double [lwa]; |
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215 double *fjac = new double [n*n]; |
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216 |
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217 F77_FCN (hybrj1) (hybrj1_fcn, &n, px, fvec, fjac, &n, &tol, |
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218 &tmp_info, wa, &lwa); |
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219 |
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220 delete [] wa; |
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221 delete [] fjac; |
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222 } |
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223 |
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224 info = tmp_info; |
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225 |
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226 Vector retval (n); |
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227 |
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228 for (i = 0; i < n; i++) |
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229 retval.elem (i) = px[i]; |
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230 |
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231 return retval; |
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232 } |
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233 |
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234 /* |
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235 ;;; Local Variables: *** |
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236 ;;; mode: C++ *** |
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237 ;;; page-delimiter: "^/\\*" *** |
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238 ;;; End: *** |
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239 */ |
