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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 <cfloat> |
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32 #include <cmath> |
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33 |
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34 #include "DASRT.h" |
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35 #include "f77-fcn.h" |
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36 #include "lo-error.h" |
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37 #include "lo-sstream.h" |
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38 |
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39 typedef int (*dasrt_fcn_ptr) (const double&, const double*, const double*, |
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40 double*, int&, double*, int*); |
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41 |
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42 typedef int (*dasrt_jac_ptr) (const double&, const double*, const double*, |
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43 double*, const double&, double*, int*); |
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44 |
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45 typedef int (*dasrt_constr_ptr) (const int&, const double&, const double*, |
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46 const int&, double*, double*, int*); |
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47 |
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48 extern "C" |
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49 int F77_FUNC (ddasrt, DASRT) (dasrt_fcn_ptr, const int&, double&, |
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50 double*, double*, const double&, int*, |
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51 const double*, const double*, int&, double*, |
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52 const int&, int*, const int&, double*, |
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53 int*, dasrt_jac_ptr, dasrt_constr_ptr, |
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54 const int&, int*); |
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55 |
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56 static DAEFunc::DAERHSFunc user_fsub; |
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57 static DAEFunc::DAEJacFunc user_jsub; |
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58 static DAERTFunc::DAERTConstrFunc user_csub; |
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59 |
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60 static int nn; |
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61 |
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62 static int |
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63 ddasrt_f (const double& t, const double *state, const double *deriv, |
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64 double *delta, int& ires, double *rpar, int *ipar) |
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65 { |
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66 ColumnVector tmp_state (nn); |
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67 for (int i = 0; i < nn; i++) |
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68 tmp_state(i) = state[i]; |
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69 |
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70 ColumnVector tmp_deriv (nn); |
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71 for (int i = 0; i < nn; i++) |
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72 tmp_deriv(i) = deriv[i]; |
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73 |
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74 ColumnVector tmp_fval = (*user_fsub) (tmp_state, tmp_deriv, t, ires); |
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75 |
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76 if (tmp_fval.length () == 0) |
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77 ires = -2; |
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78 else |
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79 { |
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80 for (int i = 0; i < nn; i++) |
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81 delta[i] = tmp_fval(i); |
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82 } |
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83 |
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84 return 0; |
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85 } |
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86 |
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87 int |
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88 ddasrt_j (const double& time, const double *state, const double *deriv, |
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89 double *pd, const double& cj, double *, int *) |
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90 { |
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91 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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92 |
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93 ColumnVector tmp_state (nn); |
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94 ColumnVector tmp_deriv (nn); |
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95 |
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96 for (int i = 0; i < nn; i++) |
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97 { |
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98 tmp_deriv.elem (i) = deriv [i]; |
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99 tmp_state.elem (i) = state [i]; |
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100 } |
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101 |
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102 Matrix tmp_pd = (*user_jsub) (tmp_state, tmp_deriv, time, cj); |
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103 |
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104 for (int j = 0; j < nn; j++) |
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105 for (int i = 0; i < nn; i++) |
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106 pd [nn * j + i] = tmp_pd.elem (i, j); |
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107 |
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108 return 0; |
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109 } |
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110 |
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111 static int |
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112 ddasrt_g (const int& neq, const double& t, const double *state, |
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113 const int& ng, double *gout, double *rpar, int *ipar) |
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114 { |
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115 int n = neq; |
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116 |
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117 ColumnVector tmp_state (n); |
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118 for (int i = 0; i < n; i++) |
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119 tmp_state(i) = state[i]; |
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120 |
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121 ColumnVector tmp_fval = (*user_csub) (tmp_state, t); |
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122 |
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123 for (int i = 0; i < ng; i++) |
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124 gout[i] = tmp_fval(i); |
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125 |
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126 return 0; |
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127 } |
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128 |
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129 void |
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130 DASRT::integrate (double tout) |
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131 { |
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132 DASRT_result retval; |
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133 |
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134 // I suppose this is the safe thing to do. If this is the first |
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135 // call, or if anything about the problem has changed, we should |
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136 // start completely fresh. |
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137 |
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138 if (! initialized || restart |
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139 || DAEFunc::reset || DAERTFunc::reset || DASRT_options::reset) |
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140 { |
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141 integration_error = false; |
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142 |
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143 initialized = true; |
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144 |
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145 info.resize (15); |
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146 |
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147 for (int i = 0; i < 15; i++) |
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148 info(i) = 0; |
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149 |
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150 pinfo = info.fortran_vec (); |
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151 |
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152 int n = size (); |
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153 |
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154 nn = n; |
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155 |
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156 liw = 20 + n; |
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157 lrw = 50 + 9*n + n*n; |
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158 |
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159 iwork.resize (liw); |
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160 rwork.resize (lrw); |
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161 |
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162 info(0) = 0; |
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163 |
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164 if (stop_time_set) |
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165 { |
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166 info(3) = 1; |
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167 rwork(0) = stop_time; |
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168 } |
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169 else |
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170 info(3) = 0; |
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171 |
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172 px = x.fortran_vec (); |
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173 pxdot = xdot.fortran_vec (); |
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174 |
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175 piwork = iwork.fortran_vec (); |
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176 prwork = rwork.fortran_vec (); |
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177 |
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178 restart = false; |
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179 |
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180 // DAEFunc |
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181 |
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182 user_fsub = DAEFunc::function (); |
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183 user_jsub = DAEFunc::jacobian_function (); |
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184 |
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185 if (user_fsub) |
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186 { |
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187 int ires = 0; |
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188 |
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189 ColumnVector fval = (*user_fsub) (x, xdot, t, ires); |
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190 |
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191 if (fval.length () != x.length ()) |
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192 { |
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193 (*current_liboctave_error_handler) |
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194 ("dasrt: inconsistent sizes for state and residual vectors"); |
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195 |
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196 integration_error = true; |
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197 return; |
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198 } |
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199 } |
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200 else |
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201 { |
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202 (*current_liboctave_error_handler) |
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203 ("dasrt: no user supplied RHS subroutine!"); |
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204 |
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205 integration_error = true; |
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206 return; |
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207 } |
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208 |
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209 info(4) = user_jsub ? 1 : 0; |
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210 |
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211 DAEFunc::reset = false; |
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212 |
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213 // DAERTFunc |
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214 |
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215 user_csub = DAERTFunc::constraint_function (); |
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216 |
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217 if (user_csub) |
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218 { |
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219 ColumnVector tmp = (*user_csub) (x, t); |
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220 ng = tmp.length (); |
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221 } |
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222 else |
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223 ng = 0; |
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224 |
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225 jroot.resize (ng, 1); |
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226 |
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227 pjroot = jroot.fortran_vec (); |
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228 |
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229 DAERTFunc::reset = false; |
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230 |
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231 // DASRT_options |
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232 |
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233 double mss = maximum_step_size (); |
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234 if (mss >= 0.0) |
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235 { |
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236 rwork(1) = mss; |
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237 info(6) = 1; |
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238 } |
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239 else |
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240 info(6) = 0; |
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241 |
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242 double iss = initial_step_size (); |
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243 if (iss >= 0.0) |
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244 { |
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245 rwork(2) = iss; |
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246 info(7) = 1; |
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247 } |
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248 else |
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249 info(7) = 0; |
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250 |
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251 int maxord = maximum_order (); |
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252 if (maxord >= 0) |
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253 { |
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254 if (maxord > 0 && maxord < 6) |
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255 { |
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256 info(8) = 1; |
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257 iwork(2) = maxord; |
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258 } |
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259 else |
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260 { |
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261 (*current_liboctave_error_handler) |
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262 ("dassl: invalid value for maximum order"); |
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263 integration_error = true; |
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264 return; |
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265 } |
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266 } |
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267 |
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268 if (step_limit () >= 0) |
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269 { |
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270 info(11) = 1; |
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271 iwork(18) = step_limit (); |
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272 } |
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273 else |
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274 info(11) = 0; |
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275 |
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276 abs_tol = absolute_tolerance (); |
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277 rel_tol = relative_tolerance (); |
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278 |
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279 int abs_tol_len = abs_tol.length (); |
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280 int rel_tol_len = rel_tol.length (); |
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281 |
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282 if (abs_tol_len == 1 && rel_tol_len == 1) |
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283 { |
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284 info.elem (1) = 0; |
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285 } |
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286 else if (abs_tol_len == n && rel_tol_len == n) |
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287 { |
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288 info.elem (1) = 1; |
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289 } |
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290 else |
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291 { |
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292 (*current_liboctave_error_handler) |
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293 ("dasrt: inconsistent sizes for tolerance arrays"); |
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294 |
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295 integration_error = true; |
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296 return; |
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297 } |
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298 |
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299 pabs_tol = abs_tol.fortran_vec (); |
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300 prel_tol = rel_tol.fortran_vec (); |
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301 |
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302 DASRT_options::reset = false; |
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303 } |
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304 |
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305 static double *dummy = 0; |
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306 static int *idummy = 0; |
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307 |
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308 F77_XFCN (ddasrt, DASRT, (ddasrt_f, nn, t, px, pxdot, tout, pinfo, |
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309 prel_tol, pabs_tol, istate, prwork, lrw, |
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310 piwork, liw, dummy, idummy, ddasrt_j, |
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311 ddasrt_g, ng, pjroot)); |
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312 |
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313 if (f77_exception_encountered) |
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314 { |
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315 integration_error = true; |
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316 (*current_liboctave_error_handler) ("unrecoverable error in dasrt"); |
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317 } |
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318 else |
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319 { |
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320 switch (istate) |
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321 { |
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322 case 1: // A step was successfully taken in intermediate-output |
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323 // mode. The code has not yet reached TOUT. |
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324 case 2: // The integration to TOUT was successfully completed |
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325 // (T=TOUT) by stepping exactly to TOUT. |
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326 case 3: // The integration to TOUT was successfully completed |
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327 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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328 // interpolation. YPRIME(*) is obtained by interpolation. |
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329 t = tout; |
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330 break; |
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331 |
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332 case 4: // The integration was successfully completed |
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333 // by finding one or more roots of G at T. |
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334 break; |
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335 |
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336 case -1: // A large amount of work has been expended. |
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337 case -2: // The error tolerances are too stringent. |
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338 case -3: // The local error test cannot be satisfied because you |
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339 // specified a zero component in ATOL and the |
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340 // corresponding computed solution component is zero. |
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341 // Thus, a pure relative error test is impossible for |
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342 // this component. |
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343 case -6: // DDASRT had repeated error test failures on the last |
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344 // attempted step. |
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345 case -7: // The corrector could not converge. |
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346 case -8: // The matrix of partial derivatives is singular. |
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347 case -9: // The corrector could not converge. There were repeated |
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348 // error test failures in this step. |
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349 case -10: // The corrector could not converge because IRES was |
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350 // equal to minus one. |
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351 case -11: // IRES equal to -2 was encountered and control is being |
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352 // returned to the calling program. |
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353 case -12: // DASSL failed to compute the initial YPRIME. |
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354 case -33: // The code has encountered trouble from which it cannot |
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355 // recover. A message is printed explaining the trouble |
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356 // and control is returned to the calling program. For |
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357 // example, this occurs when invalid input is detected. |
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358 integration_error = true; |
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359 break; |
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360 |
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361 default: |
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362 integration_error = true; |
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363 (*current_liboctave_error_handler) |
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364 ("unrecognized value of istate (= %d) returned from ddasrt", |
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365 istate); |
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366 break; |
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367 } |
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368 } |
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369 } |
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370 |
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371 DASRT_result |
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372 DASRT::integrate (const ColumnVector& tout) |
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373 { |
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374 DASRT_result retval; |
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375 |
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376 Matrix x_out; |
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377 Matrix xdot_out; |
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378 ColumnVector t_out = tout; |
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379 |
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380 int n_out = tout.capacity (); |
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381 int n = size (); |
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382 |
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383 if (n_out > 0 && n > 0) |
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384 { |
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385 x_out.resize (n_out, n); |
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386 xdot_out.resize (n_out, n); |
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387 |
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388 for (int i = 0; i < n; i++) |
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389 { |
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390 x_out(0,i) = x(i); |
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391 xdot_out(0,i) = xdot(i); |
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392 } |
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393 |
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394 for (int j = 1; j < n_out; j++) |
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395 { |
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396 integrate (tout(j)); |
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3994
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397 |
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398 if (integration_error) |
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399 { |
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400 retval = DASRT_result (x_out, xdot_out, t_out); |
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401 return retval; |
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402 } |
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403 |
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3997
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404 if (istate == 4) |
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405 t_out(j) = t; |
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406 else |
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407 t_out(j) = tout(j); |
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408 |
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409 for (int i = 0; i < n; i++) |
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410 { |
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411 x_out(j,i) = x(i); |
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412 xdot_out(j,i) = xdot(i); |
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3990
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413 } |
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3992
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414 |
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415 if (istate == 4) |
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416 { |
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417 x_out.resize (j+1, n); |
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418 xdot_out.resize (j+1, n); |
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419 t_out.resize (j+1); |
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420 break; |
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421 } |
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422 } |
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423 } |
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424 |
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425 retval = DASRT_result (x_out, xdot_out, t_out); |
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426 |
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427 return retval; |
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428 } |
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429 |
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430 DASRT_result |
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431 DASRT::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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432 { |
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433 DASRT_result retval; |
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434 |
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435 Matrix x_out; |
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436 Matrix xdot_out; |
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437 ColumnVector t_outs = tout; |
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3990
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438 |
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439 int n_out = tout.capacity (); |
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440 int n = size (); |
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441 |
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442 if (n_out > 0 && n > 0) |
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443 { |
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444 x_out.resize (n_out, n); |
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445 xdot_out.resize (n_out, n); |
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446 |
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447 int n_crit = tcrit.capacity (); |
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448 |
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449 if (n_crit > 0) |
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450 { |
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451 int i_crit = 0; |
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3994
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452 int i_out = 1; |
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3990
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453 double next_crit = tcrit(0); |
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454 double next_out; |
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455 while (i_out < n_out) |
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456 { |
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457 bool do_restart = false; |
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458 |
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459 next_out = tout(i_out); |
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460 if (i_crit < n_crit) |
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461 next_crit = tcrit(i_crit); |
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462 |
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463 int save_output; |
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464 double t_out; |
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465 |
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466 if (next_crit == next_out) |
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467 { |
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468 set_stop_time (next_crit); |
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469 t_out = next_out; |
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470 save_output = 1; |
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|
471 i_out++; |
|
|
472 i_crit++; |
|
|
473 do_restart = true; |
|
|
474 } |
|
|
475 else if (next_crit < next_out) |
|
|
476 { |
|
|
477 if (i_crit < n_crit) |
|
|
478 { |
|
|
479 set_stop_time (next_crit); |
|
|
480 t_out = next_crit; |
|
|
481 save_output = 0; |
|
|
482 i_crit++; |
|
|
483 do_restart = true; |
|
|
484 } |
|
|
485 else |
|
|
486 { |
|
|
487 clear_stop_time (); |
|
|
488 t_out = next_out; |
|
|
489 save_output = 1; |
|
|
490 i_out++; |
|
|
491 } |
|
|
492 } |
|
|
493 else |
|
|
494 { |
|
|
495 set_stop_time (next_crit); |
|
|
496 t_out = next_out; |
|
|
497 save_output = 1; |
|
|
498 i_out++; |
|
|
499 } |
|
|
500 |
|
|
501 integrate (t_out); |
|
|
502 |
|
|
503 if (integration_error) |
|
|
504 { |
|
|
505 retval = DASRT_result (x_out, xdot_out, t_outs); |
|
|
506 return retval; |
|
|
507 } |
|
3992
|
508 |
|
3997
|
509 if (istate == 4) |
|
3990
|
510 t_out = t; |
|
|
511 |
|
|
512 if (save_output) |
|
|
513 { |
|
|
514 for (int i = 0; i < n; i++) |
|
|
515 { |
|
3994
|
516 x_out(i_out-1,i) = x(i); |
|
|
517 xdot_out(i_out-1,i) = xdot(i); |
|
3990
|
518 } |
|
3994
|
519 |
|
3990
|
520 t_outs(i_out-1) = t_out; |
|
3994
|
521 |
|
3997
|
522 if (istate == 4) |
|
3990
|
523 { |
|
|
524 x_out.resize (i_out, n); |
|
|
525 xdot_out.resize (i_out, n); |
|
|
526 t_outs.resize (i_out); |
|
|
527 i_out = n_out; |
|
|
528 } |
|
|
529 } |
|
|
530 |
|
|
531 if (do_restart) |
|
|
532 force_restart (); |
|
|
533 } |
|
|
534 |
|
|
535 retval = DASRT_result (x_out, xdot_out, t_outs); |
|
|
536 } |
|
|
537 else |
|
|
538 { |
|
|
539 retval = integrate (tout); |
|
|
540 |
|
|
541 if (integration_error) |
|
|
542 return retval; |
|
|
543 } |
|
|
544 } |
|
|
545 |
|
|
546 return retval; |
|
|
547 } |
|
|
548 |
|
3995
|
549 std::string |
|
|
550 DASRT::error_message (void) const |
|
|
551 { |
|
|
552 std::string retval; |
|
|
553 |
|
4051
|
554 OSSTREAM buf; |
|
|
555 buf << t << OSSTREAM_ENDS; |
|
|
556 std::string t_curr = OSSTREAM_STR (buf); |
|
|
557 OSSTREAM_FREEZE (buf); |
|
4043
|
558 |
|
3997
|
559 switch (istate) |
|
3995
|
560 { |
|
3996
|
561 case 1: |
|
|
562 retval = "a step was successfully taken in intermediate-output mode."; |
|
|
563 break; |
|
|
564 |
|
|
565 case 2: |
|
|
566 retval = "integration completed by stepping exactly to TOUT"; |
|
|
567 break; |
|
|
568 |
|
|
569 case 3: |
|
|
570 retval = "integration to tout completed by stepping past TOUT"; |
|
|
571 break; |
|
|
572 |
|
|
573 case 4: |
|
|
574 retval = "integration completed by finding one or more roots of G at T"; |
|
|
575 break; |
|
|
576 |
|
|
577 case -1: |
|
4043
|
578 retval = std::string ("a large amount of work has been expended (t =") |
|
|
579 + t_curr + ")"; |
|
3996
|
580 break; |
|
|
581 |
|
|
582 case -2: |
|
|
583 retval = "the error tolerances are too stringent"; |
|
|
584 break; |
|
|
585 |
|
|
586 case -3: |
|
4043
|
587 retval = std::string ("error weight became zero during problem. (t = ") |
|
|
588 + t_curr |
|
|
589 + "; solution component i vanished, and atol or atol(i) == 0)"; |
|
3996
|
590 break; |
|
|
591 |
|
|
592 case -6: |
|
4043
|
593 retval = std::string ("repeated error test failures on the last attempted step (t = ") |
|
|
594 + t_curr + ")"; |
|
3996
|
595 break; |
|
|
596 |
|
|
597 case -7: |
|
4043
|
598 retval = std::string ("the corrector could not converge (t = ") |
|
|
599 + t_curr + ")"; |
|
3996
|
600 break; |
|
|
601 |
|
|
602 case -8: |
|
4043
|
603 retval = std::string ("the matrix of partial derivatives is singular (t = ") |
|
|
604 + t_curr + ")"; |
|
3996
|
605 break; |
|
|
606 |
|
|
607 case -9: |
|
4043
|
608 retval = std::string ("the corrector could not converge (t = ") |
|
|
609 + t_curr + "; repeated test failures)"; |
|
3996
|
610 break; |
|
|
611 |
|
|
612 case -10: |
|
4043
|
613 retval = std::string ("corrector could not converge because IRES was -1 (t = ") |
|
|
614 + t_curr + ")"; |
|
3996
|
615 break; |
|
|
616 |
|
|
617 case -11: |
|
4043
|
618 retval = std::string ("return requested in user-supplied function (t = ") |
|
|
619 + t_curr + ")"; |
|
3996
|
620 break; |
|
|
621 |
|
|
622 case -12: |
|
|
623 retval = "failed to compute consistent initial conditions"; |
|
|
624 break; |
|
|
625 |
|
|
626 case -33: |
|
|
627 retval = "unrecoverable error (see printed message)"; |
|
|
628 break; |
|
|
629 |
|
3995
|
630 default: |
|
|
631 retval = "unknown error state"; |
|
|
632 break; |
|
|
633 } |
|
|
634 |
|
|
635 return retval; |
|
|
636 } |
|
|
637 |
|
3990
|
638 /* |
|
|
639 ;;; Local Variables: *** |
|
|
640 ;;; mode: C++ *** |
|
|
641 ;;; End: *** |
|
|
642 */ |
