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1 // DAE.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994 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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238
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24 #ifdef HAVE_CONFIG_H |
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25 #include "config.h" |
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26 #endif |
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27 |
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28 #include "DAE.h" |
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238
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29 #include "f77-uscore.h" |
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227
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30 #include "lo-error.h" |
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31 |
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32 extern "C" |
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33 { |
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256
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34 int F77_FCN (ddassl) (int (*)(double*, double*, double*, double*, |
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35 int*, double*, int*), |
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36 const int*, double*, double*, double*, |
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37 double*, const int*, const double*, |
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38 const double*, int*, double*, const int*, |
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39 int*, const int*, const double*, const int*, |
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40 int (*)(double*, double*, double*, double*, |
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41 double*, double*, int*)); |
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42 } |
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43 |
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44 static DAERHSFunc user_fun; |
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45 static DAEJacFunc user_jac; |
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46 static int nn; |
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47 |
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48 DAE::DAE (void) |
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49 { |
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50 n = 0; |
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51 t = 0.0; |
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52 |
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53 stop_time_set = 0; |
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54 stop_time = 0.0; |
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55 |
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256
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56 integration_error = 0; |
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57 restart = 1; |
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58 |
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59 DAEFunc::set_function (NULL); |
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60 DAEFunc::set_jacobian_function (NULL); |
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61 |
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62 liw = 0; |
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63 lrw = 0; |
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64 |
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65 info = new int [15]; |
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66 iwork = (int *) NULL; |
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67 rwork = (double *) NULL; |
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68 |
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69 for (int i = 0; i < 15; i++) |
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70 info [i] = 0; |
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71 } |
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72 |
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73 DAE::DAE (int size) |
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74 { |
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75 n = size; |
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76 t = 0.0; |
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77 |
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78 stop_time_set = 0; |
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79 stop_time = 0.0; |
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80 |
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256
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81 integration_error = 0; |
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82 restart = 1; |
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83 |
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84 DAEFunc::set_function (NULL); |
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85 DAEFunc::set_jacobian_function (NULL); |
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86 |
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87 liw = 20 + n; |
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88 lrw = 40 + 9*n + n*n; |
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89 |
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90 info = new int [15]; |
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91 iwork = new int [liw]; |
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92 rwork = new double [lrw]; |
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93 |
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94 for (int i = 0; i < 15; i++) |
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95 info [i] = 0; |
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96 } |
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97 |
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302
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98 DAE::DAE (const Vector& state, double time, DAEFunc& f) |
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99 { |
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100 n = state.capacity (); |
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101 t = time; |
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102 x = state; |
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103 xdot.resize (n, 0.0); |
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104 |
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105 stop_time_set = 0; |
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106 stop_time = 0.0; |
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107 |
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108 integration_error = 0; |
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109 restart = 1; |
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110 |
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111 DAEFunc::set_function (f.function ()); |
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112 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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113 |
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114 liw = 20 + n; |
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115 lrw = 40 + 9*n + n*n; |
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116 |
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117 info = new int [15]; |
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118 iwork = new int [liw]; |
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119 rwork = new double [lrw]; |
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120 |
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121 for (int i = 0; i < 15; i++) |
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122 info [i] = 0; |
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123 } |
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124 |
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302
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125 DAE::DAE (const Vector& state, const Vector& deriv, double time, DAEFunc& f) |
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126 { |
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127 if (deriv.capacity () != state.capacity ()) |
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128 { |
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129 (*current_liboctave_error_handler) |
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130 ("x, xdot size mismatch in DAE constructor"); |
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131 n = 0; |
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132 t = 0.0; |
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133 return; |
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134 } |
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135 |
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136 n = state.capacity (); |
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137 t = time; |
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138 xdot = deriv; |
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139 x = state; |
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140 |
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141 stop_time_set = 0; |
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142 stop_time = 0.0; |
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143 |
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144 DAEFunc::set_function (f.function ()); |
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145 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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146 |
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147 liw = 20 + n; |
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148 lrw = 40 + 9*n + n*n; |
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149 |
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150 info = new int [15]; |
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151 iwork = new int [liw]; |
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152 rwork = new double [lrw]; |
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153 |
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154 for (int i = 0; i < 15; i++) |
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155 info [i] = 0; |
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156 } |
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157 |
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158 DAE::~DAE (void) |
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159 { |
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160 delete info; |
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161 delete rwork; |
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162 delete iwork; |
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163 } |
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164 |
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165 Vector |
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166 DAE::deriv (void) |
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167 { |
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168 return xdot; |
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169 } |
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170 |
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171 void |
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172 DAE::initialize (const Vector& state, double time) |
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173 { |
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174 integration_error = 0; |
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175 restart = 1; |
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176 x = state; |
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177 int nx = x.capacity (); |
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178 xdot.resize (nx, 0.0); |
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179 t = time; |
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180 } |
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181 |
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182 void |
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302
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183 DAE::initialize (const Vector& state, const Vector& deriv, double time) |
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184 { |
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256
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185 integration_error = 0; |
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186 restart = 1; |
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187 xdot = deriv; |
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188 x = state; |
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189 t = time; |
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190 } |
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191 |
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192 int |
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193 ddassl_f (double *time, double *state, double *deriv, double *delta, |
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194 int *ires, double *rpar, int *ipar) |
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195 { |
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196 Vector tmp_deriv (nn); |
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197 Vector tmp_state (nn); |
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198 Vector tmp_delta (nn); |
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199 |
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200 for (int i = 0; i < nn; i++) |
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201 { |
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202 tmp_deriv.elem (i) = deriv [i]; |
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203 tmp_state.elem (i) = state [i]; |
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204 } |
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205 |
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206 tmp_delta = user_fun (tmp_state, tmp_deriv, *time); |
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207 |
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256
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208 if (tmp_delta.length () == 0) |
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209 *ires = -2; |
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210 else |
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211 { |
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212 for (i = 0; i < nn; i++) |
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213 delta [i] = tmp_delta.elem (i); |
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214 } |
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215 |
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216 return 0; |
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217 } |
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218 |
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219 int |
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220 ddassl_j (double *time, double *state, double *deriv, double *pd, |
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221 double *cj, double *rpar, int *ipar) |
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222 { |
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223 Vector tmp_state (nn); |
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224 Vector tmp_deriv (nn); |
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225 |
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226 // XXX FIXME XXX |
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227 |
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228 Matrix tmp_dfdxdot (nn, nn); |
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229 Matrix tmp_dfdx (nn, nn); |
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230 |
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231 DAEJac tmp_jac; |
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232 tmp_jac.dfdxdot = &tmp_dfdxdot; |
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233 tmp_jac.dfdx = &tmp_dfdx; |
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234 |
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235 tmp_jac = user_jac (tmp_state, tmp_deriv, *time); |
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236 |
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237 // Fix up the matrix of partial derivatives for dassl. |
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238 |
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238
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239 tmp_dfdx = tmp_dfdx + (tmp_dfdxdot * (*cj)); |
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240 |
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241 for (int j = 0; j < nn; j++) |
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242 for (int i = 0; i < nn; i++) |
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243 pd [nn * j + i] = tmp_dfdx.elem (i, j); |
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244 |
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245 return 0; |
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246 } |
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247 |
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248 Vector |
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249 DAE::integrate (double tout) |
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250 { |
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251 integration_error = 0; |
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252 |
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253 if (DAEFunc::jac == NULL) |
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254 iwork [4] = 0; |
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255 else |
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256 iwork [4] = 1; |
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257 |
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258 double *px = x.fortran_vec (); |
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259 double *pxdot = xdot.fortran_vec (); |
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260 |
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261 nn = n; |
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262 user_fun = DAEFunc::fun; |
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263 user_jac = DAEFunc::jac; |
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264 |
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265 if (stop_time_set) |
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266 { |
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267 info [3] = 1; |
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268 rwork [0] = stop_time; |
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269 } |
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270 else |
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271 info [3] = 0; |
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272 |
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289
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273 double abs_tol = absolute_tolerance (); |
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274 double rel_tol = relative_tolerance (); |
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275 |
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276 if (initial_step_size () >= 0.0) |
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277 { |
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278 rwork[2] = initial_step_size (); |
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279 info[7] = 1; |
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280 } |
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281 else |
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282 info[7] = 0; |
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283 |
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284 if (maximum_step_size () >= 0.0) |
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285 { |
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286 rwork[2] = maximum_step_size (); |
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287 info[6] = 1; |
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288 } |
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289 else |
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290 info[6] = 0; |
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291 |
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292 double dummy; |
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293 int idummy; |
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294 |
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295 if (restart) |
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296 { |
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297 restart = 0; |
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298 info[0] = 0; |
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299 } |
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300 |
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301 again: |
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302 |
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303 F77_FCN (ddassl) (ddassl_f, &n, &t, px, pxdot, &tout, info, |
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304 &rel_tol, &abs_tol, &idid, rwork, &lrw, iwork, |
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305 &liw, &dummy, &idummy, ddassl_j); |
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306 |
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307 switch (idid) |
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308 { |
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309 case 1: // A step was successfully taken in the |
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310 // intermediate-output mode. The code has not yet reached |
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311 // TOUT. |
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312 break; |
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313 case 2: // The integration to TSTOP was successfully completed |
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314 // (T=TSTOP) by stepping exactly to TSTOP. |
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315 break; |
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316 case 3: // The integration to TOUT was successfully completed |
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317 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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318 // interpolation. YPRIME(*) is obtained by interpolation. |
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319 break; |
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320 case -1: // A large amount of work has been expended. (About 500 steps). |
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321 case -2: // The error tolerances are too stringent. |
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322 case -3: // The local error test cannot be satisfied because you |
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323 // specified a zero component in ATOL and the |
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324 // corresponding computed solution component is zero. |
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325 // Thus, a pure relative error test is impossible for |
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326 // this component. |
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327 case -6: // DDASSL had repeated error test failures on the last |
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328 // attempted step. |
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329 case -7: // The corrector could not converge. |
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330 case -8: // The matrix of partial derivatives is singular. |
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331 case -9: // The corrector could not converge. There were repeated |
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332 // error test failures in this step. |
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333 case -10: // The corrector could not converge because IRES was |
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334 // equal to minus one. |
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335 case -11: // IRES equal to -2 was encountered and control is being |
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336 // returned to the calling program. |
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337 case -12: // DDASSL failed to compute the initial YPRIME. |
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338 case -33: // The code has encountered trouble from which it cannot |
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339 // recover. A message is printed explaining the trouble |
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340 // and control is returned to the calling program. For |
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341 // example, this occurs when invalid input is detected. |
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342 default: |
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343 integration_error = 1; |
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344 break; |
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345 } |
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346 |
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347 t = tout; |
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348 |
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349 return x; |
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350 } |
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351 |
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352 Matrix |
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353 DAE::integrate (const Vector& tout, Matrix& xdot_out) |
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354 { |
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355 Matrix retval; |
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356 int n_out = tout.capacity (); |
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357 |
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358 if (n_out > 0 && n > 0) |
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359 { |
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360 retval.resize (n_out, n); |
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361 xdot_out.resize (n_out, n); |
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362 |
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363 for (int i = 0; i < n; i++) |
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364 { |
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365 retval.elem (0, i) = x.elem (i); |
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366 xdot_out.elem (0, i) = xdot.elem (i); |
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367 } |
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368 |
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369 for (int j = 1; j < n_out; j++) |
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370 { |
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371 ColumnVector x_next = integrate (tout.elem (j)); |
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372 |
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373 if (integration_error) |
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374 return retval; |
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375 |
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376 for (i = 0; i < n; i++) |
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377 { |
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378 retval.elem (j, i) = x_next.elem (i); |
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379 xdot_out.elem (j, i) = xdot.elem (i); |
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380 } |
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381 } |
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382 } |
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383 |
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384 return retval; |
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385 } |
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386 |
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387 Matrix |
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388 DAE::integrate (const Vector& tout, Matrix& xdot_out, const Vector& tcrit) |
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389 { |
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390 Matrix retval; |
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391 int n_out = tout.capacity (); |
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392 |
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393 if (n_out > 0 && n > 0) |
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394 { |
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395 retval.resize (n_out, n); |
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396 xdot_out.resize (n_out, n); |
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397 |
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398 for (int i = 0; i < n; i++) |
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399 { |
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400 retval.elem (0, i) = x.elem (i); |
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401 xdot_out.elem (0, i) = xdot.elem (i); |
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402 } |
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403 |
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404 int n_crit = tcrit.capacity (); |
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405 |
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406 if (n_crit > 0) |
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407 { |
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408 int i_crit = 0; |
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409 int i_out = 1; |
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410 double next_crit = tcrit.elem (0); |
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411 double next_out; |
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412 while (i_out < n_out) |
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413 { |
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414 int do_restart = 0; |
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415 |
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416 next_out = tout.elem (i_out); |
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417 if (i_crit < n_crit) |
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418 next_crit = tcrit.elem (i_crit); |
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419 |
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420 int save_output; |
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421 double t_out; |
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422 |
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423 if (next_crit == next_out) |
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424 { |
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425 set_stop_time (next_crit); |
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426 t_out = next_out; |
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427 save_output = 1; |
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428 i_out++; |
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429 i_crit++; |
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430 do_restart = 1; |
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431 } |
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432 else if (next_crit < next_out) |
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433 { |
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434 if (i_crit < n_crit) |
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435 { |
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436 set_stop_time (next_crit); |
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437 t_out = next_crit; |
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438 save_output = 0; |
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439 i_crit++; |
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440 do_restart = 1; |
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441 } |
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442 else |
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443 { |
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444 clear_stop_time (); |
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445 t_out = next_out; |
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446 save_output = 1; |
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447 i_out++; |
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448 } |
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449 } |
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450 else |
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451 { |
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452 set_stop_time (next_crit); |
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453 t_out = next_out; |
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454 save_output = 1; |
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455 i_out++; |
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456 } |
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457 |
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458 ColumnVector x_next = integrate (t_out); |
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459 |
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256
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460 if (integration_error) |
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461 return retval; |
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462 |
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463 if (save_output) |
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464 { |
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465 for (i = 0; i < n; i++) |
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466 { |
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467 retval.elem (i_out-1, i) = x_next.elem (i); |
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468 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
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469 } |
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470 } |
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471 |
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472 if (do_restart) |
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473 force_restart (); |
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474 } |
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475 } |
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476 else |
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256
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477 { |
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478 retval = integrate (tout, xdot_out); |
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479 |
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480 if (integration_error) |
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481 return retval; |
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482 } |
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3
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483 } |
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484 |
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485 return retval; |
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486 } |
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289
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487 |
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488 /* |
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489 ;;; Local Variables: *** |
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490 ;;; mode: C++ *** |
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491 ;;; page-delimiter: "^/\\*" *** |
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492 ;;; End: *** |
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493 */ |
