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1 // NLEqn.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993, 1994, 1995 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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21 |
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22 */ |
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23 |
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24 #if defined (__GNUG__) |
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25 #pragma implementation |
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26 #endif |
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27 |
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28 #ifdef HAVE_CONFIG_H |
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29 #include <config.h> |
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30 #endif |
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31 |
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32 #include "NLEqn.h" |
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33 #include "dMatrix.h" |
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34 #include "f77-uscore.h" |
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35 #include "lo-error.h" |
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36 |
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37 extern "C" |
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38 { |
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39 int F77_FCN (hybrd1, HYBRD1) (int (*)(int*, double*, double*, int*), |
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40 const int&, double*, double*, |
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41 const double&, int&, double*, |
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42 const int&); |
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43 |
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44 int F77_FCN (hybrj1, HYBRJ1) (int (*)(int*, double*, double*, |
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45 double*, int*, int*), |
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46 const int&, double*, double*, double*, |
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47 const int&, const double&, int&, |
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48 double*, const int&); |
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49 } |
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50 |
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51 static NLFunc::nonlinear_fcn user_fun; |
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52 static NLFunc::jacobian_fcn user_jac; |
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53 |
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54 // error handling |
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55 |
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56 void |
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57 NLEqn::error (const char* msg) |
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58 { |
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59 (*current_liboctave_error_handler) ("fatal NLEqn error: %s", msg); |
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60 } |
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61 |
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62 void |
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63 NLEqn::set_states (const ColumnVector& xvec) |
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64 { |
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65 if (xvec.capacity () != n) |
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66 { |
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67 error ("dimension error"); |
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68 return; |
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69 } |
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70 |
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71 x = xvec; |
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72 } |
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73 |
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74 // Other operations |
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75 |
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76 int |
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77 hybrd1_fcn (int *n, double *x, double *fvec, int *iflag) |
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78 { |
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79 int nn = *n; |
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80 ColumnVector tmp_f (nn); |
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81 ColumnVector tmp_x (nn); |
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82 |
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83 for (int i = 0; i < nn; i++) |
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84 tmp_x.elem (i) = x[i]; |
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85 |
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86 tmp_f = (*user_fun) (tmp_x); |
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87 |
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88 if (tmp_f.length () == 0) |
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89 *iflag = -1; |
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90 else |
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91 { |
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92 for (int i = 0; i < nn; i++) |
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93 fvec[i] = tmp_f.elem (i); |
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94 } |
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95 |
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96 return 0; |
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97 } |
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98 |
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99 int |
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100 hybrj1_fcn (int *n, double *x, double *fvec, double *fjac, |
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101 int *ldfjac, int *iflag) |
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102 { |
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103 int nn = *n; |
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104 ColumnVector tmp_x (nn); |
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105 |
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106 for (int i = 0; i < nn; i++) |
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107 tmp_x.elem (i) = x[i]; |
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108 |
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109 int flag = *iflag; |
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110 if (flag == 1) |
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111 { |
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112 ColumnVector tmp_f (nn); |
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113 |
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114 tmp_f = (*user_fun) (tmp_x); |
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115 |
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116 if (tmp_f.length () == 0) |
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117 *iflag = -1; |
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118 else |
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119 { |
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120 for (int i = 0; i < nn; i++) |
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121 fvec[i] = tmp_f.elem (i); |
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122 } |
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123 } |
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124 else |
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125 { |
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126 Matrix tmp_fj (nn, nn); |
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127 |
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128 tmp_fj = (*user_jac) (tmp_x); |
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129 |
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130 if (tmp_fj.rows () == 0 || tmp_fj.columns () == 0) |
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131 *iflag = -1; |
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132 else |
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133 { |
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134 int ld = *ldfjac; |
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135 for (int j = 0; j < nn; j++) |
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136 for (int i = 0; i < nn; i++) |
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137 fjac[j*ld+i] = tmp_fj.elem (i, j); |
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138 } |
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139 } |
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140 |
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141 return 0; |
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142 } |
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143 |
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144 ColumnVector |
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145 NLEqn::solve (int& info) |
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146 { |
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147 ColumnVector retval; |
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148 |
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149 if (n == 0) |
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150 { |
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151 error ("equation set not initialized"); |
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152 return retval; |
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153 } |
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154 |
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155 double tol = tolerance (); |
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156 |
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157 double *fvec = new double [n]; |
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158 double *px = new double [n]; |
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159 for (int i = 0; i < n; i++) |
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160 px[i] = x.elem (i); |
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161 |
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162 user_fun = fun; |
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163 user_jac = jac; |
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164 |
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165 if (jac) |
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166 { |
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167 int lwa = (n*(n+13))/2; |
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168 double *wa = new double [lwa]; |
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169 double *fjac = new double [n*n]; |
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170 |
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171 F77_FCN (hybrj1, HYBRJ1) (hybrj1_fcn, n, px, fvec, fjac, n, tol, |
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172 info, wa, lwa); |
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173 |
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174 delete [] wa; |
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175 delete [] fjac; |
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176 } |
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177 else |
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178 { |
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179 int lwa = (n*(3*n+13))/2; |
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180 double *wa = new double [lwa]; |
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181 |
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182 F77_FCN (hybrd1, HYBRD1) (hybrd1_fcn, n, px, fvec, tol, info, |
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183 wa, lwa); |
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184 |
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185 delete [] wa; |
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186 } |
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187 |
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188 if (info >= 0) |
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189 { |
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190 retval.resize (n); |
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191 |
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192 for (int i = 0; i < n; i++) |
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193 retval.elem (i) = px[i]; |
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194 } |
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195 |
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196 delete [] fvec; |
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197 delete [] px; |
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198 |
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199 return retval; |
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200 } |
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201 |
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202 /* |
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203 ;;; Local Variables: *** |
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204 ;;; mode: C++ *** |
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205 ;;; page-delimiter: "^/\\*" *** |
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206 ;;; End: *** |
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207 */ |
