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1 /* |
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2 |
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3 Copyright (C) 2002 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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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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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 <iostream.h> |
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32 #include <fstream.h> |
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33 |
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34 #include <cstdlib> |
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35 #include <cfloat> |
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36 #include <cmath> |
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37 #include "defun-dld.h" |
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38 #include "error.h" |
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39 #include "gripes.h" |
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40 #include "oct-obj.h" |
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41 #include "ov-fcn.h" |
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42 #include "pager.h" |
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43 #include "parse.h" |
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44 #include "unwind-prot.h" |
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45 #include "utils.h" |
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46 #include "variables.h" |
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47 |
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48 #include "DASRT.h" |
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49 #include "f77-fcn.h" |
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50 #include "lo-error.h" |
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51 |
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52 #ifndef F77_FUNC |
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53 #define F77_FUNC(x, X) F77_FCN (x, X) |
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54 #endif |
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55 |
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56 typedef int (*dasrt_fcn_ptr) (const double&, const double*, const double*, |
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57 double*, int&, double*, int*); |
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58 |
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59 typedef int (*dasrt_jac_ptr) (const double&, const double*, const double*, |
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60 double*, const double&, double*, int*); |
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61 |
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62 typedef int (*dasrt_constr_ptr) (const int&, const double&, const double*, |
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63 const int&, double*, double*, int*); |
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64 |
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65 extern "C" |
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66 int F77_FUNC (ddasrt, DASRT) (dasrt_fcn_ptr, const int&, double&, |
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67 double*, double*, const double&, int*, |
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68 double*, double*, int&, double*, |
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69 const int&, int*, const int&, double*, |
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70 int*, dasrt_jac_ptr, dasrt_constr_ptr, |
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71 const int&, int*); |
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72 |
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73 static DAEFunc::DAERHSFunc user_fsub; |
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74 static DAEFunc::DAEJacFunc user_jsub; |
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75 static DAERTFunc::DAERTConstrFunc user_csub; |
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76 |
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77 static int nn; |
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78 |
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79 static int |
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80 ddasrt_f (const double& t, const double *state, const double *deriv, |
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81 double *delta, int& ires, double *rpar, int *ipar) |
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82 { |
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83 ColumnVector tmp_state (nn); |
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84 for (int i = 0; i < nn; i++) |
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85 tmp_state(i) = state[i]; |
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86 |
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87 ColumnVector tmp_deriv (nn); |
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88 for (int i = 0; i < nn; i++) |
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89 tmp_deriv(i) = deriv[i]; |
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90 |
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91 ColumnVector tmp_fval = (*user_fsub) (tmp_state, tmp_deriv, t, ires); |
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92 |
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93 if (tmp_fval.length () == 0) |
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94 ires = -2; |
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95 else |
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96 { |
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97 for (int i = 0; i < nn; i++) |
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98 delta[i] = tmp_fval(i); |
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99 } |
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100 |
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101 return 0; |
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102 } |
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103 |
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104 int |
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105 ddasrt_j (const double& time, const double *state, const double *deriv, |
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106 double *pd, const double& cj, double *, int *) |
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107 { |
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108 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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109 |
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110 ColumnVector tmp_state (nn); |
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111 ColumnVector tmp_deriv (nn); |
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112 |
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113 for (int i = 0; i < nn; i++) |
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114 { |
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115 tmp_deriv.elem (i) = deriv [i]; |
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116 tmp_state.elem (i) = state [i]; |
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117 } |
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118 |
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119 Matrix tmp_pd = (*user_jsub) (tmp_state, tmp_deriv, time, cj); |
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120 |
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121 for (int j = 0; j < nn; j++) |
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122 for (int i = 0; i < nn; i++) |
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123 pd [nn * j + i] = tmp_pd.elem (i, j); |
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124 |
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125 return 0; |
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126 } |
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127 |
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128 static int |
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129 ddasrt_g (const int& neq, const double& t, const double *state, |
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130 const int& ng, double *gout, double *rpar, int *ipar) |
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131 { |
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132 int n = neq; |
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133 |
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134 ColumnVector tmp_state (n); |
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135 for (int i = 0; i < n; i++) |
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136 tmp_state(i) = state[i]; |
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137 |
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138 ColumnVector tmp_fval = (*user_csub) (tmp_state, t); |
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139 |
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140 for (int i = 0; i < ng; i++) |
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141 gout[i] = tmp_fval(i); |
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142 |
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143 return 0; |
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144 } |
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145 |
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146 DASRT::DASRT (void) |
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147 : DAERT () |
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148 { |
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149 initialized = false; |
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150 restart = false; |
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151 |
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152 stop_time_set = false; |
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153 stop_time = 0.0; |
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154 |
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155 sanity_checked = false; |
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156 |
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157 info.resize (30, 0); |
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158 |
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159 ng = 0; |
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160 |
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161 liw = 0; |
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162 lrw = 0; |
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163 } |
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164 |
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165 DASRT::DASRT (const ColumnVector& state, double time, DAERTFunc& f) |
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166 : DAERT (state, time, f) |
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167 { |
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168 n = size (); |
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169 |
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170 initialized = false; |
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171 restart = false; |
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172 |
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173 stop_time_set = false; |
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174 stop_time = 0.0; |
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175 |
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176 liw = 20 + n; |
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177 lrw = 50 + 9*n + n*n; |
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178 |
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179 sanity_checked = false; |
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180 |
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181 info.resize (15, 0); |
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182 |
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183 DAERTFunc::DAERTConstrFunc tmp_csub = DAERTFunc::constraint_function (); |
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184 |
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185 if (tmp_csub) |
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186 { |
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187 ColumnVector tmp = tmp_csub (state, time); |
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188 ng = tmp.length (); |
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189 } |
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190 else |
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191 ng = 0; |
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192 |
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193 jroot.resize (ng, 1); |
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194 } |
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195 |
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196 DASRT::DASRT (const ColumnVector& state, const ColumnVector& deriv, |
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197 double time, DAERTFunc& f) |
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198 : DAERT (state, deriv, time, f) |
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199 { |
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200 n = size (); |
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201 |
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202 initialized = false; |
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203 restart = false; |
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204 |
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205 stop_time_set = false; |
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206 stop_time = 0.0; |
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207 |
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208 sanity_checked = false; |
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209 |
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210 info.resize (30, 0); |
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211 |
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212 DAERTFunc::DAERTConstrFunc tmp_csub = DAERTFunc::constraint_function (); |
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213 |
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214 if (tmp_csub) |
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215 { |
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216 ColumnVector tmp = tmp_csub (state, time); |
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217 ng = tmp.length (); |
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218 } |
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219 else |
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220 ng = 0; |
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221 |
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222 liw = 20 + n + 1000; |
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223 lrw = 50 + 9*n + n*n + 1000; |
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224 |
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225 jroot.resize (ng, 1); |
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226 } |
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227 |
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228 void |
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229 DASRT::force_restart (void) |
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230 { |
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231 restart = true; |
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232 integration_error = false; |
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233 } |
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234 |
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235 void |
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236 DASRT::set_stop_time (double t) |
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237 { |
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238 stop_time_set = true; |
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239 stop_time = t; |
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240 } |
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241 |
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242 void |
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243 DASRT::clear_stop_time (void) |
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244 { |
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245 stop_time_set = false; |
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246 } |
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247 |
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248 void |
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249 DASRT::integrate (double tout) |
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250 { |
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251 DASRT_result retval; |
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252 |
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253 if (! initialized) |
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254 { |
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255 info(0) = 0; |
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256 |
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257 integration_error = false; |
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258 |
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259 user_fsub = DAEFunc::function (); |
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260 user_jsub = DAEFunc::jacobian_function (); |
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261 user_csub = DAERTFunc::constraint_function (); |
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262 |
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263 if (user_jsub) |
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264 info(4) = 1; |
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265 else |
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266 info(4) = 0; |
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267 |
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268 px = x.fortran_vec (); |
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269 pxdot = xdot.fortran_vec (); |
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270 |
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271 nn = n; |
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272 |
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273 if (! sanity_checked) |
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274 { |
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275 int ires = 0; |
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276 |
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277 ColumnVector fval = (*user_fsub) (x, xdot, t, ires); |
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278 |
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279 if (fval.length () != x.length ()) |
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280 { |
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281 (*current_liboctave_error_handler) |
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282 ("dassl: inconsistent sizes for state and residual vectors"); |
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283 |
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284 integration_error = true; |
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285 return; |
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286 } |
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287 |
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288 sanity_checked = true; |
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289 } |
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290 |
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291 if (iwork.length () != liw) |
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292 iwork.resize (liw); |
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293 |
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294 if (rwork.length () != lrw) |
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295 rwork.resize (lrw); |
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296 |
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297 abs_tol = absolute_tolerance (); |
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298 rel_tol = relative_tolerance (); |
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299 |
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300 if (initial_step_size () >= 0.0) |
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301 { |
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302 rwork(2) = initial_step_size (); |
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303 info(7) = 1; |
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304 } |
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305 else |
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306 info(7) = 0; |
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307 |
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308 if (step_limit () >= 0) |
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309 { |
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310 info(11) = 1; |
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311 iwork(18) = step_limit (); |
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312 } |
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313 else |
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314 info(11) = 0; |
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315 |
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316 if (maximum_step_size () >= 0.0) |
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317 { |
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318 rwork(1) = maximum_step_size (); |
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319 info(6) = 1; |
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320 } |
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321 else |
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322 info(6) = 0; |
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323 |
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324 pinfo = info.fortran_vec (); |
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325 piwork = iwork.fortran_vec (); |
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326 prwork = rwork.fortran_vec (); |
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327 pjroot = jroot.fortran_vec (); |
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328 |
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329 info(5) = 0; |
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330 info(8) = 0; |
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331 initialized = true; |
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332 } |
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333 |
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334 if (restart) |
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335 { |
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336 info(0) = 0; |
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337 |
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338 if (stop_time_set) |
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339 { |
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340 info(3) = 1; |
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341 rwork(0) = stop_time; |
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342 } |
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343 else |
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344 info(3) = 0; |
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345 } |
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346 |
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347 double *dummy = 0; |
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348 int *idummy = 0; |
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349 |
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350 F77_XFCN (ddasrt, DASRT, (ddasrt_f, n, t, px, pxdot, tout, pinfo, |
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351 &rel_tol, &abs_tol, idid, prwork, lrw, |
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352 piwork, liw, dummy, idummy, ddasrt_j, |
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353 ddasrt_g, ng, pjroot)); |
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354 |
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355 if (f77_exception_encountered) |
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356 { |
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357 integration_error = true; |
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358 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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359 } |
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360 else |
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361 { |
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362 switch (idid) |
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363 { |
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364 case 0: // Initial conditions made consistent. |
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365 case 1: // A step was successfully taken in intermediate-output |
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366 // mode. The code has not yet reached TOUT. |
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367 case 2: // The integration to TOUT was successfully completed |
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368 // (T=TOUT) by stepping exactly to TOUT. |
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369 case 3: // The integration to TOUT was successfully completed |
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370 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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371 // interpolation. YPRIME(*) is obtained by interpolation. |
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372 case 5: // The integration to TSTOP was successfully completed |
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373 // (T=TSTOP) by stepping to TSTOP within the |
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374 // tolerance. Must restart to continue. |
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375 t = tout; |
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376 break; |
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377 |
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378 case 4: // We've hit the stopping condition. |
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379 break; |
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380 |
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381 case -1: // A large amount of work has been expended. (~500 steps). |
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382 case -2: // The error tolerances are too stringent. |
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383 case -3: // The local error test cannot be satisfied because you |
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384 // specified a zero component in ATOL and the |
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385 // corresponding computed solution component is zero. |
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386 // Thus, a pure relative error test is impossible for |
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387 // this component. |
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388 case -6: // DDASRT had repeated error test failures on the last |
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389 // attempted step. |
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390 case -7: // The corrector could not converge. |
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391 case -8: // The matrix of partial derivatives is singular. |
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392 case -9: // The corrector could not converge. There were repeated |
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393 // error test failures in this step. |
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394 case -10: // The corrector could not converge because IRES was |
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395 // equal to minus one. |
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396 case -11: // IRES equal to -2 was encountered and control is being |
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397 // returned to the calling program. |
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398 case -12: // DASSL failed to compute the initial YPRIME. |
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399 case -33: // The code has encountered trouble from which it cannot |
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400 // recover. A message is printed explaining the trouble |
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401 // and control is returned to the calling program. For |
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402 // example, this occurs when invalid input is detected. |
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403 default: |
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404 integration_error = true; |
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405 (*current_liboctave_error_handler) |
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406 ("ddasrt failed with IDID = %d", idid); |
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407 break; |
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408 } |
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409 } |
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410 } |
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411 |
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412 DASRT_result |
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413 DASRT::integrate (const ColumnVector& tout) |
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414 { |
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415 DASRT_result retval; |
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416 |
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417 Matrix x_out; |
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418 Matrix xdot_out; |
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419 ColumnVector t_out = tout; |
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420 |
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421 int oldj = 0; |
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422 |
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423 int n_out = tout.capacity (); |
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424 |
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425 if (n_out > 0 && n > 0) |
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426 { |
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427 x_out.resize (n_out, n); |
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428 xdot_out.resize (n_out, n); |
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429 |
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430 for (int i = 0; i < n; i++) |
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431 { |
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432 x_out(0,i) = x(i); |
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433 xdot_out(0,i) = xdot(i); |
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434 } |
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435 |
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436 for (int j = 1; j < n_out; j++) |
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437 { |
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438 integrate (tout(j)); |
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439 |
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440 if (integration_error) |
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441 { |
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442 retval = DASRT_result (x_out, xdot_out, t_out); |
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443 return retval; |
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444 } |
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445 |
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446 if (idid == 4) |
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447 t_out(j) = t; |
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448 else |
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449 t_out(j) = tout(j); |
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450 |
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451 for (int i = 0; i < n; i++) |
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452 { |
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453 x_out(j,i) = x(i); |
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454 xdot_out(j,i) = xdot(i); |
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455 } |
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456 |
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457 if (idid == 4) |
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458 { |
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459 x_out.resize (j+1, n); |
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460 xdot_out.resize (j+1, n); |
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461 t_out.resize (j+1); |
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462 break; |
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463 } |
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464 } |
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465 } |
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466 |
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467 retval = DASRT_result (x_out, xdot_out, t_out); |
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468 |
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469 return retval; |
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470 } |
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471 |
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472 DASRT_result |
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473 DASRT::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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474 { |
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475 DASRT_result retval; |
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476 |
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477 Matrix x_out; |
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478 Matrix xdot_out; |
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479 ColumnVector t_outs = tout; |
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480 |
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481 int n_out = tout.capacity (); |
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482 |
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483 if (n_out > 0 && n > 0) |
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484 { |
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485 x_out.resize (n_out, n); |
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486 xdot_out.resize (n_out, n); |
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487 |
|
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488 int n_crit = tcrit.capacity (); |
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489 |
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490 if (n_crit > 0) |
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491 { |
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492 int i_crit = 0; |
|
3994
|
493 int i_out = 1; |
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3990
|
494 double next_crit = tcrit(0); |
|
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495 double next_out; |
|
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496 while (i_out < n_out) |
|
|
497 { |
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498 bool do_restart = false; |
|
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499 |
|
|
500 next_out = tout(i_out); |
|
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501 if (i_crit < n_crit) |
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502 next_crit = tcrit(i_crit); |
|
|
503 |
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504 int save_output; |
|
|
505 double t_out; |
|
|
506 |
|
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507 if (next_crit == next_out) |
|
|
508 { |
|
|
509 set_stop_time (next_crit); |
|
|
510 t_out = next_out; |
|
|
511 save_output = 1; |
|
|
512 i_out++; |
|
|
513 i_crit++; |
|
|
514 do_restart = true; |
|
|
515 } |
|
|
516 else if (next_crit < next_out) |
|
|
517 { |
|
|
518 if (i_crit < n_crit) |
|
|
519 { |
|
|
520 set_stop_time (next_crit); |
|
|
521 t_out = next_crit; |
|
|
522 save_output = 0; |
|
|
523 i_crit++; |
|
|
524 do_restart = true; |
|
|
525 } |
|
|
526 else |
|
|
527 { |
|
|
528 clear_stop_time (); |
|
|
529 t_out = next_out; |
|
|
530 save_output = 1; |
|
|
531 i_out++; |
|
|
532 } |
|
|
533 } |
|
|
534 else |
|
|
535 { |
|
|
536 set_stop_time (next_crit); |
|
|
537 t_out = next_out; |
|
|
538 save_output = 1; |
|
|
539 i_out++; |
|
|
540 } |
|
|
541 |
|
|
542 integrate (t_out); |
|
|
543 |
|
|
544 if (integration_error) |
|
|
545 { |
|
|
546 retval = DASRT_result (x_out, xdot_out, t_outs); |
|
|
547 return retval; |
|
|
548 } |
|
3992
|
549 |
|
3990
|
550 if (idid == 4) |
|
|
551 t_out = t; |
|
|
552 |
|
|
553 if (save_output) |
|
|
554 { |
|
|
555 for (int i = 0; i < n; i++) |
|
|
556 { |
|
3994
|
557 x_out(i_out-1,i) = x(i); |
|
|
558 xdot_out(i_out-1,i) = xdot(i); |
|
3990
|
559 } |
|
3994
|
560 |
|
3990
|
561 t_outs(i_out-1) = t_out; |
|
3994
|
562 |
|
|
563 if (idid == 4) |
|
3990
|
564 { |
|
|
565 x_out.resize (i_out, n); |
|
|
566 xdot_out.resize (i_out, n); |
|
|
567 t_outs.resize (i_out); |
|
|
568 i_out = n_out; |
|
|
569 } |
|
|
570 } |
|
|
571 |
|
|
572 if (do_restart) |
|
|
573 force_restart (); |
|
|
574 } |
|
|
575 |
|
|
576 retval = DASRT_result (x_out, xdot_out, t_outs); |
|
|
577 } |
|
|
578 else |
|
|
579 { |
|
|
580 retval = integrate (tout); |
|
|
581 |
|
|
582 if (integration_error) |
|
|
583 return retval; |
|
|
584 } |
|
|
585 } |
|
|
586 |
|
|
587 return retval; |
|
|
588 } |
|
|
589 |
|
|
590 /* |
|
|
591 ;;; Local Variables: *** |
|
|
592 ;;; mode: C++ *** |
|
|
593 ;;; End: *** |
|
|
594 */ |
