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1 /* |
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2 |
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3 Copyright (C) 1996 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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1296
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23 #if defined (__GNUG__) |
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24 #pragma implementation |
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25 #endif |
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26 |
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238
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27 #ifdef HAVE_CONFIG_H |
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28 #include <config.h> |
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29 #endif |
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30 |
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31 #include <cfloat> |
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32 #include <cmath> |
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33 |
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34 #include "DASSL.h" |
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1847
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35 #include "f77-fcn.h" |
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227
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36 #include "lo-error.h" |
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37 |
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38 extern "C" |
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39 { |
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40 int F77_FCN (ddassl, DDASSL) (int (*)(const double&, double*, |
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41 double*, double*, int&, |
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42 double*, int*), |
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43 const int&, double&, double*, double*, |
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44 double&, const int*, const double&, |
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45 const double&, int&, double*, |
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46 const int&, int*, const int&, |
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47 const double*, const int*, |
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48 int (*)(const double&, double*, |
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49 double*, double*, const |
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50 double&, double*, int*)); |
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51 } |
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52 |
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532
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53 static DAEFunc::DAERHSFunc user_fun; |
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54 static DAEFunc::DAEJacFunc user_jac; |
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55 static int nn; |
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56 |
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57 DASSL::DASSL (void) : DAE () |
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58 { |
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59 stop_time_set = 0; |
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60 stop_time = 0.0; |
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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 sanity_checked = 0; |
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66 |
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1945
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67 info.resize (15); |
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68 |
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69 for (int i = 0; i < 15; i++) |
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70 info.elem (i) = 0; |
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71 } |
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72 |
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73 DASSL::DASSL (const ColumnVector& state, double time, DAEFunc& f) |
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74 : DAE (state, time, f) |
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75 { |
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76 n = size (); |
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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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81 liw = 20 + n; |
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82 lrw = 40 + 9*n + n*n; |
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83 |
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84 sanity_checked = 0; |
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85 |
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1945
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86 info.resize (15); |
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87 |
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88 for (int i = 0; i < 15; i++) |
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89 info.elem (i) = 0; |
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90 } |
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91 |
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92 DASSL::DASSL (const ColumnVector& state, const ColumnVector& deriv, |
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93 double time, DAEFunc& f) |
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94 : DAE (state, deriv, time, f) |
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95 { |
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96 n = size (); |
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97 |
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98 stop_time_set = 0; |
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99 stop_time = 0.0; |
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100 |
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101 DAEFunc::set_function (f.function ()); |
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102 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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103 |
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104 liw = 20 + n; |
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105 lrw = 40 + 9*n + n*n; |
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106 |
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107 sanity_checked = 0; |
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108 |
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109 info.resize (15); |
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110 |
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111 for (int i = 0; i < 15; i++) |
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112 info.elem (i) = 0; |
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113 } |
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114 |
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115 void |
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116 DASSL::force_restart (void) |
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117 { |
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118 restart = 1; |
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119 integration_error = 0; |
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120 } |
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121 |
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122 void |
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123 DASSL::set_stop_time (double t) |
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124 { |
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125 stop_time_set = 1; |
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126 stop_time = t; |
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127 } |
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128 |
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129 void |
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130 DASSL::clear_stop_time (void) |
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131 { |
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132 stop_time_set = 0; |
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133 } |
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134 |
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135 int |
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136 ddassl_f (const double& time, double *state, double *deriv, |
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137 double *delta, int& ires, double *, int *) |
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138 { |
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139 ColumnVector tmp_deriv (nn); |
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140 ColumnVector tmp_state (nn); |
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141 ColumnVector tmp_delta (nn); |
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142 |
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143 for (int i = 0; i < nn; i++) |
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144 { |
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145 tmp_deriv.elem (i) = deriv [i]; |
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146 tmp_state.elem (i) = state [i]; |
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147 } |
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148 |
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149 tmp_delta = user_fun (tmp_state, tmp_deriv, time); |
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150 |
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256
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151 if (tmp_delta.length () == 0) |
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152 ires = -2; |
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256
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153 else |
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154 { |
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155 for (int i = 0; i < nn; i++) |
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256
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156 delta [i] = tmp_delta.elem (i); |
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157 } |
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158 |
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159 return 0; |
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160 } |
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161 |
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162 int |
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163 ddassl_j (const double& time, double *, double *, double *pd, const |
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164 double& cj, double *, int *) |
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165 { |
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166 ColumnVector tmp_state (nn); |
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167 ColumnVector tmp_deriv (nn); |
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168 |
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169 // XXX FIXME XXX |
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170 |
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171 Matrix tmp_dfdxdot (nn, nn); |
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172 Matrix tmp_dfdx (nn, nn); |
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173 |
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174 DAEFunc::DAEJac tmp_jac; |
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175 tmp_jac.dfdxdot = &tmp_dfdxdot; |
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176 tmp_jac.dfdx = &tmp_dfdx; |
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177 |
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178 tmp_jac = user_jac (tmp_state, tmp_deriv, time); |
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179 |
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180 // Fix up the matrix of partial derivatives for dassl. |
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181 |
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182 tmp_dfdx = tmp_dfdx + cj * tmp_dfdxdot; |
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183 |
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184 for (int j = 0; j < nn; j++) |
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185 for (int i = 0; i < nn; i++) |
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186 pd [nn * j + i] = tmp_dfdx.elem (i, j); |
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187 |
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188 return 0; |
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189 } |
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190 |
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191 ColumnVector |
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192 DASSL::do_integrate (double tout) |
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193 { |
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194 ColumnVector retval; |
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195 |
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196 if (restart) |
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197 { |
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198 restart = 0; |
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199 info.elem (0) = 0; |
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200 } |
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201 |
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202 if (iwork.length () != liw) |
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203 iwork.resize (liw); |
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204 |
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205 if (rwork.length () != lrw) |
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206 rwork.resize (lrw); |
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207 |
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208 integration_error = 0; |
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209 |
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210 if (DAEFunc::jacobian_function ()) |
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211 iwork.elem (4) = 1; |
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212 else |
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213 iwork.elem (4) = 0; |
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214 |
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215 double *px = x.fortran_vec (); |
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216 double *pxdot = xdot.fortran_vec (); |
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217 |
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218 nn = n; |
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219 user_fun = DAEFunc::fun; |
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220 user_jac = DAEFunc::jac; |
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221 |
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222 if (! sanity_checked) |
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223 { |
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224 ColumnVector res = (*user_fun) (x, xdot, t); |
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225 |
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226 if (res.length () != x.length ()) |
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227 { |
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228 (*current_liboctave_error_handler) |
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229 ("dassl: inconsistent sizes for state and residual vectors"); |
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230 |
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231 integration_error = 1; |
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232 return retval; |
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233 } |
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234 |
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235 sanity_checked = 1; |
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236 } |
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237 |
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238 if (stop_time_set) |
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239 { |
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240 info.elem (3) = 1; |
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241 rwork.elem (0) = stop_time; |
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242 } |
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243 else |
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244 info.elem (3) = 0; |
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245 |
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246 double abs_tol = absolute_tolerance (); |
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247 double rel_tol = relative_tolerance (); |
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248 |
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249 if (initial_step_size () >= 0.0) |
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250 { |
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251 rwork.elem (2) = initial_step_size (); |
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252 info.elem (7) = 1; |
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289
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253 } |
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254 else |
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255 info.elem (7) = 0; |
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256 |
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257 if (maximum_step_size () >= 0.0) |
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258 { |
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259 rwork.elem (2) = maximum_step_size (); |
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260 info.elem (6) = 1; |
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289
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261 } |
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262 else |
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263 info.elem (6) = 0; |
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264 |
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265 double *dummy = 0; |
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266 int *idummy = 0; |
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267 |
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268 int *pinfo = info.fortran_vec (); |
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269 int *piwork = iwork.fortran_vec (); |
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270 double *prwork = rwork.fortran_vec (); |
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271 |
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465
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272 // again: |
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273 |
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274 F77_XFCN (ddassl, DDASSL, (ddassl_f, n, t, px, pxdot, tout, pinfo, |
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275 rel_tol, abs_tol, idid, prwork, lrw, |
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276 piwork, liw, dummy, idummy, ddassl_j)); |
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277 |
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278 if (f77_exception_encountered) |
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279 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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280 else |
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281 { |
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282 switch (idid) |
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283 { |
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284 case 1: // A step was successfully taken in intermediate-output |
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285 // mode. The code has not yet reached TOUT. |
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286 case 2: // The integration to TSTOP was successfully completed |
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287 // (T=TSTOP) by stepping exactly to TSTOP. |
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288 case 3: // The integration to TOUT was successfully completed |
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289 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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290 // interpolation. YPRIME(*) is obtained by interpolation. |
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291 |
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292 retval = x; |
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293 t = tout; |
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294 break; |
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295 |
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296 case -1: // A large amount of work has been expended. (~500 steps). |
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297 case -2: // The error tolerances are too stringent. |
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298 case -3: // The local error test cannot be satisfied because you |
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299 // specified a zero component in ATOL and the |
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300 // corresponding computed solution component is zero. |
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301 // Thus, a pure relative error test is impossible for |
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302 // this component. |
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303 case -6: // DDASSL had repeated error test failures on the last |
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304 // attempted step. |
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305 case -7: // The corrector could not converge. |
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306 case -8: // The matrix of partial derivatives is singular. |
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307 case -9: // The corrector could not converge. There were repeated |
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308 // error test failures in this step. |
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309 case -10: // The corrector could not converge because IRES was |
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310 // equal to minus one. |
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311 case -11: // IRES equal to -2 was encountered and control is being |
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312 // returned to the calling program. |
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313 case -12: // DDASSL failed to compute the initial YPRIME. |
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314 case -33: // The code has encountered trouble from which it cannot |
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315 // recover. A message is printed explaining the trouble |
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316 // and control is returned to the calling program. For |
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317 // example, this occurs when invalid input is detected. |
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318 default: |
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319 integration_error = 1; |
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320 break; |
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321 } |
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322 } |
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323 |
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324 return retval; |
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325 } |
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326 |
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327 Matrix |
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328 DASSL::do_integrate (const ColumnVector& tout) |
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329 { |
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330 Matrix dummy; |
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331 return integrate (tout, dummy); |
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332 } |
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333 |
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334 Matrix |
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335 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) |
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336 { |
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337 Matrix retval; |
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338 int n_out = tout.capacity (); |
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339 |
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340 if (n_out > 0 && n > 0) |
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341 { |
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342 retval.resize (n_out, n); |
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343 xdot_out.resize (n_out, n); |
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344 |
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345 for (int i = 0; i < n; i++) |
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346 { |
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347 retval.elem (0, i) = x.elem (i); |
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348 xdot_out.elem (0, i) = xdot.elem (i); |
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349 } |
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350 |
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351 for (int j = 1; j < n_out; j++) |
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352 { |
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353 ColumnVector x_next = do_integrate (tout.elem (j)); |
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354 |
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355 if (integration_error) |
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356 return retval; |
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357 |
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358 for (int i = 0; i < n; i++) |
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359 { |
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360 retval.elem (j, i) = x_next.elem (i); |
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361 xdot_out.elem (j, i) = xdot.elem (i); |
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362 } |
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363 } |
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364 } |
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365 |
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366 return retval; |
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367 } |
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368 |
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369 Matrix |
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370 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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371 const ColumnVector& tcrit) |
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372 { |
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373 Matrix retval; |
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374 int n_out = tout.capacity (); |
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375 |
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376 if (n_out > 0 && n > 0) |
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377 { |
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378 retval.resize (n_out, n); |
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379 xdot_out.resize (n_out, n); |
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380 |
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381 for (int i = 0; i < n; i++) |
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382 { |
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383 retval.elem (0, i) = x.elem (i); |
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384 xdot_out.elem (0, i) = xdot.elem (i); |
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385 } |
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386 |
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387 int n_crit = tcrit.capacity (); |
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388 |
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389 if (n_crit > 0) |
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390 { |
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391 int i_crit = 0; |
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392 int i_out = 1; |
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393 double next_crit = tcrit.elem (0); |
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394 double next_out; |
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395 while (i_out < n_out) |
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396 { |
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397 int do_restart = 0; |
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398 |
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399 next_out = tout.elem (i_out); |
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400 if (i_crit < n_crit) |
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401 next_crit = tcrit.elem (i_crit); |
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402 |
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403 int save_output; |
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404 double t_out; |
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405 |
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406 if (next_crit == next_out) |
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407 { |
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408 set_stop_time (next_crit); |
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409 t_out = next_out; |
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410 save_output = 1; |
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411 i_out++; |
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412 i_crit++; |
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413 do_restart = 1; |
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414 } |
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415 else if (next_crit < next_out) |
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416 { |
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417 if (i_crit < n_crit) |
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418 { |
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419 set_stop_time (next_crit); |
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420 t_out = next_crit; |
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421 save_output = 0; |
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422 i_crit++; |
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423 do_restart = 1; |
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424 } |
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425 else |
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426 { |
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427 clear_stop_time (); |
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428 t_out = next_out; |
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429 save_output = 1; |
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430 i_out++; |
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431 } |
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432 } |
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433 else |
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434 { |
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435 set_stop_time (next_crit); |
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436 t_out = next_out; |
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437 save_output = 1; |
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438 i_out++; |
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439 } |
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440 |
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441 ColumnVector x_next = do_integrate (t_out); |
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442 |
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256
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443 if (integration_error) |
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444 return retval; |
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445 |
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3
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446 if (save_output) |
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447 { |
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448 for (int i = 0; i < n; i++) |
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449 { |
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450 retval.elem (i_out-1, i) = x_next.elem (i); |
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451 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
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452 } |
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453 } |
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454 |
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455 if (do_restart) |
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456 force_restart (); |
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457 } |
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458 } |
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459 else |
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256
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460 { |
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461 retval = integrate (tout, xdot_out); |
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462 |
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463 if (integration_error) |
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464 return retval; |
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465 } |
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3
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466 } |
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467 |
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468 return retval; |
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469 } |
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289
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470 |
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471 /* |
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472 ;;; Local Variables: *** |
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473 ;;; mode: C++ *** |
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474 ;;; End: *** |
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475 */ |
