|
3
|
1 // NLEqn.cc -*- C++ -*- |
|
|
2 /* |
|
|
3 |
|
1011
|
4 Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton |
|
3
|
5 |
|
|
6 This file is part of Octave. |
|
|
7 |
|
|
8 Octave is free software; you can redistribute it and/or modify it |
|
|
9 under the terms of the GNU General Public License as published by the |
|
|
10 Free Software Foundation; either version 2, or (at your option) any |
|
|
11 later version. |
|
|
12 |
|
|
13 Octave is distributed in the hope that it will be useful, but WITHOUT |
|
|
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
|
|
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
|
|
16 for more details. |
|
|
17 |
|
|
18 You should have received a copy of the GNU General Public License |
|
|
19 along with Octave; see the file COPYING. If not, write to the Free |
|
|
20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. |
|
|
21 |
|
|
22 */ |
|
|
23 |
|
238
|
24 #ifdef HAVE_CONFIG_H |
|
1192
|
25 #include <config.h> |
|
3
|
26 #endif |
|
|
27 |
|
|
28 #include <float.h> |
|
465
|
29 #include <math.h> |
|
238
|
30 |
|
3
|
31 #include "NLEqn.h" |
|
465
|
32 #include "dMatrix.h" |
|
3
|
33 #include "f77-uscore.h" |
|
227
|
34 #include "lo-error.h" |
|
3
|
35 |
|
|
36 extern "C" |
|
|
37 { |
|
253
|
38 int F77_FCN (hybrd1) (int (*)(int*, double*, double*, int*), |
|
1251
|
39 const int&, double*, double*, const double&, |
|
|
40 int&, double*, const int&); |
|
3
|
41 |
|
253
|
42 int F77_FCN (hybrj1) (int (*)(int*, double*, double*, double*, int*, int*), |
|
1251
|
43 const int&, double*, double*, double*, const int&, |
|
|
44 const double&, int&, double*, const int&); |
|
3
|
45 } |
|
|
46 |
|
|
47 static nonlinear_fcn user_fun; |
|
|
48 static jacobian_fcn user_jac; |
|
|
49 |
|
|
50 // error handling |
|
|
51 |
|
|
52 void |
|
|
53 NLEqn::error (const char* msg) |
|
|
54 { |
|
227
|
55 (*current_liboctave_error_handler) ("fatal NLEqn error: %s", msg); |
|
3
|
56 } |
|
|
57 |
|
|
58 // Constructors |
|
|
59 |
|
645
|
60 NLEqn::NLEqn (void) : NLFunc (), n (0), x () { } |
|
3
|
61 |
|
|
62 NLEqn::NLEqn (const Vector& xvec, const NLFunc f) |
|
645
|
63 : NLFunc (f), n (xvec.capacity ()), x (xvec) { } |
|
3
|
64 |
|
645
|
65 NLEqn::NLEqn (const NLEqn& a) : NLFunc (a.fun, a.jac), n (a.n), x (a.x) { } |
|
3
|
66 |
|
|
67 void |
|
|
68 NLEqn::resize (int nn) |
|
|
69 { |
|
|
70 if (n != nn) |
|
|
71 { |
|
|
72 n = nn; |
|
|
73 x.resize (n); |
|
|
74 } |
|
|
75 } |
|
|
76 |
|
|
77 int |
|
|
78 NLEqn::size (void) const |
|
|
79 { |
|
|
80 return n; |
|
|
81 } |
|
|
82 |
|
|
83 // Assignment |
|
|
84 |
|
|
85 NLEqn& |
|
|
86 NLEqn::operator = (const NLEqn& a) |
|
|
87 { |
|
|
88 fun = a.fun; |
|
|
89 jac = a.jac; |
|
|
90 x = a.n; |
|
|
91 |
|
|
92 return *this; |
|
|
93 } |
|
|
94 |
|
|
95 Vector |
|
|
96 NLEqn::states (void) const |
|
|
97 { |
|
|
98 return x; |
|
|
99 } |
|
|
100 |
|
|
101 void |
|
|
102 NLEqn::set_states (const Vector& xvec) |
|
|
103 { |
|
|
104 if (xvec.capacity () != n) |
|
227
|
105 { |
|
|
106 error ("dimension error"); |
|
|
107 return; |
|
|
108 } |
|
3
|
109 |
|
|
110 x = xvec; |
|
|
111 } |
|
|
112 |
|
|
113 // Other operations |
|
|
114 |
|
|
115 Vector |
|
|
116 NLEqn::solve (const Vector& xvec) |
|
|
117 { |
|
|
118 set_states (xvec); |
|
|
119 int info; |
|
|
120 return solve (info); |
|
|
121 } |
|
|
122 |
|
|
123 Vector |
|
|
124 NLEqn::solve (const Vector& xvec, int& info) |
|
|
125 { |
|
|
126 set_states (xvec); |
|
|
127 return solve (info); |
|
|
128 } |
|
|
129 |
|
|
130 Vector |
|
|
131 NLEqn::solve (void) |
|
|
132 { |
|
|
133 int info; |
|
|
134 return solve (info); |
|
|
135 } |
|
|
136 |
|
|
137 int |
|
|
138 hybrd1_fcn (int *n, double *x, double *fvec, int *iflag) |
|
|
139 { |
|
|
140 int nn = *n; |
|
|
141 Vector tmp_f (nn); |
|
|
142 Vector tmp_x (nn); |
|
|
143 |
|
|
144 for (int i = 0; i < nn; i++) |
|
|
145 tmp_x.elem (i) = x[i]; |
|
|
146 |
|
|
147 tmp_f = (*user_fun) (tmp_x); |
|
|
148 |
|
253
|
149 if (tmp_f.length () == 0) |
|
|
150 *iflag = -1; |
|
|
151 else |
|
|
152 { |
|
|
153 for (i = 0; i < nn; i++) |
|
|
154 fvec[i] = tmp_f.elem (i); |
|
|
155 } |
|
3
|
156 |
|
|
157 return 0; |
|
|
158 } |
|
|
159 |
|
|
160 int |
|
|
161 hybrj1_fcn (int *n, double *x, double *fvec, double *fjac, |
|
|
162 int *ldfjac, int *iflag) |
|
|
163 { |
|
|
164 int nn = *n; |
|
|
165 Vector tmp_x (nn); |
|
|
166 |
|
|
167 for (int i = 0; i < nn; i++) |
|
|
168 tmp_x.elem (i) = x[i]; |
|
|
169 |
|
|
170 int flag = *iflag; |
|
|
171 if (flag == 1) |
|
|
172 { |
|
|
173 Vector tmp_f (nn); |
|
|
174 |
|
|
175 tmp_f = (*user_fun) (tmp_x); |
|
|
176 |
|
253
|
177 if (tmp_f.length () == 0) |
|
|
178 *iflag = -1; |
|
|
179 else |
|
|
180 { |
|
|
181 for (i = 0; i < nn; i++) |
|
|
182 fvec[i] = tmp_f.elem (i); |
|
|
183 } |
|
3
|
184 } |
|
|
185 else |
|
|
186 { |
|
|
187 Matrix tmp_fj (nn, nn); |
|
|
188 |
|
|
189 tmp_fj = (*user_jac) (tmp_x); |
|
|
190 |
|
253
|
191 if (tmp_fj.rows () == 0 || tmp_fj.columns () == 0) |
|
|
192 *iflag = -1; |
|
|
193 else |
|
|
194 { |
|
|
195 int ld = *ldfjac; |
|
|
196 for (int j = 0; j < nn; j++) |
|
|
197 for (i = 0; i < nn; i++) |
|
|
198 fjac[j*ld+i] = tmp_fj.elem (i, j); |
|
|
199 } |
|
3
|
200 } |
|
|
201 |
|
|
202 return 0; |
|
|
203 } |
|
|
204 |
|
|
205 Vector |
|
|
206 NLEqn::solve (int& info) |
|
|
207 { |
|
|
208 if (n == 0) |
|
227
|
209 { |
|
|
210 error ("equation set not initialized"); |
|
|
211 return Vector (); |
|
|
212 } |
|
3
|
213 |
|
289
|
214 double tol = tolerance (); |
|
3
|
215 |
|
|
216 double *fvec = new double [n]; |
|
|
217 double *px = new double [n]; |
|
|
218 for (int i = 0; i < n; i++) |
|
|
219 px[i] = x.elem (i); |
|
|
220 |
|
|
221 user_fun = fun; |
|
|
222 user_jac = jac; |
|
|
223 |
|
465
|
224 if (jac) |
|
3
|
225 { |
|
|
226 int lwa = (n*(n+13))/2; |
|
|
227 double *wa = new double [lwa]; |
|
|
228 double *fjac = new double [n*n]; |
|
|
229 |
|
1251
|
230 F77_FCN (hybrj1) (hybrj1_fcn, n, px, fvec, fjac, n, tol, info, |
|
|
231 wa, lwa); |
|
3
|
232 |
|
|
233 delete [] wa; |
|
|
234 delete [] fjac; |
|
|
235 } |
|
465
|
236 else |
|
|
237 { |
|
|
238 int lwa = (n*(3*n+13))/2; |
|
|
239 double *wa = new double [lwa]; |
|
|
240 |
|
1251
|
241 F77_FCN (hybrd1) (hybrd1_fcn, n, px, fvec, tol, info, wa, lwa); |
|
465
|
242 |
|
|
243 delete [] wa; |
|
|
244 } |
|
3
|
245 |
|
253
|
246 Vector retval; |
|
|
247 |
|
|
248 if (info >= 0) |
|
|
249 { |
|
|
250 retval.resize (n); |
|
3
|
251 |
|
253
|
252 for (i = 0; i < n; i++) |
|
|
253 retval.elem (i) = px[i]; |
|
|
254 } |
|
3
|
255 |
|
657
|
256 delete [] fvec; |
|
|
257 delete [] px; |
|
|
258 |
|
3
|
259 return retval; |
|
|
260 } |
|
|
261 |
|
289
|
262 NLEqn_options::NLEqn_options (void) |
|
|
263 { |
|
|
264 init (); |
|
|
265 } |
|
|
266 |
|
|
267 NLEqn_options::NLEqn_options (const NLEqn_options& opt) |
|
|
268 { |
|
|
269 copy (opt); |
|
|
270 } |
|
|
271 |
|
|
272 NLEqn_options& |
|
|
273 NLEqn_options::operator = (const NLEqn_options& opt) |
|
|
274 { |
|
|
275 if (this != &opt) |
|
|
276 copy (opt); |
|
|
277 |
|
|
278 return *this; |
|
|
279 } |
|
|
280 |
|
|
281 NLEqn_options::~NLEqn_options (void) |
|
|
282 { |
|
|
283 } |
|
|
284 |
|
|
285 void |
|
|
286 NLEqn_options::init (void) |
|
|
287 { |
|
|
288 double sqrt_eps = sqrt (DBL_EPSILON); |
|
|
289 x_tolerance = sqrt_eps; |
|
|
290 } |
|
|
291 |
|
|
292 void |
|
|
293 NLEqn_options::copy (const NLEqn_options& opt) |
|
|
294 { |
|
|
295 x_tolerance = opt.x_tolerance; |
|
|
296 } |
|
|
297 |
|
|
298 void |
|
|
299 NLEqn_options::set_default_options (void) |
|
|
300 { |
|
|
301 init (); |
|
|
302 } |
|
|
303 |
|
|
304 void |
|
|
305 NLEqn_options::set_tolerance (double val) |
|
|
306 { |
|
|
307 x_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON); |
|
|
308 } |
|
|
309 |
|
|
310 double |
|
|
311 NLEqn_options::tolerance (void) |
|
|
312 { |
|
|
313 return x_tolerance; |
|
|
314 } |
|
|
315 |
|
3
|
316 /* |
|
|
317 ;;; Local Variables: *** |
|
|
318 ;;; mode: C++ *** |
|
|
319 ;;; page-delimiter: "^/\\*" *** |
|
|
320 ;;; End: *** |
|
|
321 */ |
