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1 // DAE.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993 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, 675 Mass Ave, Cambridge, MA 02139, USA. |
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21 |
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22 */ |
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23 |
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238
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24 #ifdef HAVE_CONFIG_H |
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25 #include "config.h" |
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26 #endif |
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27 |
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28 #include "DAE.h" |
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238
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29 #include "f77-uscore.h" |
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227
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30 #include "lo-error.h" |
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31 |
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32 extern "C" |
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33 { |
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256
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34 int F77_FCN (ddassl) (int (*)(double*, double*, double*, double*, |
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35 int*, double*, int*), |
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36 const int*, double*, double*, double*, |
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37 double*, const int*, const double*, |
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38 const double*, int*, double*, const int*, |
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39 int*, const int*, const double*, const int*, |
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40 int (*)(double*, double*, double*, double*, |
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41 double*, double*, int*)); |
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42 } |
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43 |
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44 static DAERHSFunc user_fun; |
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45 static DAEJacFunc user_jac; |
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46 static int nn; |
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47 |
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48 DAE::DAE (void) |
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49 { |
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50 n = 0; |
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51 t = 0.0; |
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52 |
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53 stop_time_set = 0; |
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54 stop_time = 0.0; |
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55 |
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256
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56 integration_error = 0; |
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57 restart = 1; |
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58 |
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59 DAEFunc::set_function (NULL); |
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60 DAEFunc::set_jacobian_function (NULL); |
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61 |
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62 liw = 0; |
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63 lrw = 0; |
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64 |
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65 info = new int [15]; |
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66 iwork = (int *) NULL; |
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67 rwork = (double *) NULL; |
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68 |
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69 for (int i = 0; i < 15; i++) |
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70 info [i] = 0; |
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71 } |
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72 |
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73 DAE::DAE (int size) |
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74 { |
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75 n = size; |
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76 t = 0.0; |
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77 |
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78 absolute_tolerance = 1.0e-6; |
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79 relative_tolerance = 1.0e-6; |
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80 |
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81 stop_time_set = 0; |
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82 stop_time = 0.0; |
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83 |
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84 integration_error = 0; |
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85 restart = 1; |
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86 |
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87 DAEFunc::set_function (NULL); |
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88 DAEFunc::set_jacobian_function (NULL); |
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89 |
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90 liw = 20 + n; |
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91 lrw = 40 + 9*n + n*n; |
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92 |
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93 info = new int [15]; |
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94 iwork = new int [liw]; |
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95 rwork = new double [lrw]; |
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96 |
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97 for (int i = 0; i < 15; i++) |
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98 info [i] = 0; |
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99 } |
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100 |
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101 DAE::DAE (Vector& state, double time, DAEFunc& f) |
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102 { |
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103 n = state.capacity (); |
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104 t = time; |
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105 x = state; |
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106 xdot.resize (n, 0.0); |
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107 |
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108 absolute_tolerance = 1.0e-6; |
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109 relative_tolerance = 1.0e-6; |
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110 |
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111 stop_time_set = 0; |
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112 stop_time = 0.0; |
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113 |
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114 integration_error = 0; |
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115 restart = 1; |
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116 |
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117 DAEFunc::set_function (f.function ()); |
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118 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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119 |
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120 liw = 20 + n; |
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121 lrw = 40 + 9*n + n*n; |
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122 |
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123 info = new int [15]; |
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124 iwork = new int [liw]; |
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125 rwork = new double [lrw]; |
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126 |
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127 for (int i = 0; i < 15; i++) |
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128 info [i] = 0; |
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129 } |
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130 |
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131 DAE::DAE (Vector& state, Vector& deriv, double time, DAEFunc& f) |
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132 { |
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133 if (deriv.capacity () != state.capacity ()) |
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134 { |
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135 (*current_liboctave_error_handler) |
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136 ("x, xdot size mismatch in DAE constructor"); |
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137 n = 0; |
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138 t = 0.0; |
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139 return; |
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140 } |
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141 |
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142 n = state.capacity (); |
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143 t = time; |
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144 xdot = deriv; |
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145 x = state; |
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146 |
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147 absolute_tolerance = 1.0e-6; |
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148 relative_tolerance = 1.0e-6; |
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149 |
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150 stop_time_set = 0; |
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151 stop_time = 0.0; |
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152 |
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153 DAEFunc::set_function (f.function ()); |
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154 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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155 |
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156 liw = 20 + n; |
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157 lrw = 40 + 9*n + n*n; |
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158 |
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159 info = new int [15]; |
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160 iwork = new int [liw]; |
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161 rwork = new double [lrw]; |
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162 |
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163 for (int i = 0; i < 15; i++) |
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164 info [i] = 0; |
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165 } |
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166 |
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167 DAE::~DAE (void) |
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168 { |
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169 delete info; |
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170 delete rwork; |
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171 delete iwork; |
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172 } |
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173 |
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174 Vector |
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175 DAE::deriv (void) |
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176 { |
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177 return xdot; |
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178 } |
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179 |
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180 void |
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181 DAE::initialize (Vector& state, double time) |
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182 { |
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183 integration_error = 0; |
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184 restart = 1; |
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185 x = state; |
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186 int nx = x.capacity (); |
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187 xdot.resize (nx, 0.0); |
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188 t = time; |
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189 } |
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190 |
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191 void |
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192 DAE::initialize (Vector& state, Vector& deriv, double time) |
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193 { |
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194 integration_error = 0; |
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195 restart = 1; |
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196 xdot = deriv; |
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197 x = state; |
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198 t = time; |
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199 } |
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200 |
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201 int |
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202 ddassl_f (double *time, double *state, double *deriv, double *delta, |
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203 int *ires, double *rpar, int *ipar) |
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204 { |
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205 Vector tmp_deriv (nn); |
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206 Vector tmp_state (nn); |
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207 Vector tmp_delta (nn); |
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208 |
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209 for (int i = 0; i < nn; i++) |
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210 { |
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211 tmp_deriv.elem (i) = deriv [i]; |
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212 tmp_state.elem (i) = state [i]; |
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213 } |
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214 |
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215 tmp_delta = user_fun (tmp_state, tmp_deriv, *time); |
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216 |
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217 if (tmp_delta.length () == 0) |
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218 *ires = -2; |
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219 else |
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220 { |
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221 for (i = 0; i < nn; i++) |
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222 delta [i] = tmp_delta.elem (i); |
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223 } |
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224 |
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225 return 0; |
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226 } |
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227 |
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228 int |
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229 ddassl_j (double *time, double *state, double *deriv, double *pd, |
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230 double *cj, double *rpar, int *ipar) |
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231 { |
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232 Vector tmp_state (nn); |
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233 Vector tmp_deriv (nn); |
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234 |
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235 // XXX FIXME XXX |
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236 |
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237 Matrix tmp_dfdxdot (nn, nn); |
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238 Matrix tmp_dfdx (nn, nn); |
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239 |
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240 DAEJac tmp_jac; |
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241 tmp_jac.dfdxdot = &tmp_dfdxdot; |
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242 tmp_jac.dfdx = &tmp_dfdx; |
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243 |
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244 tmp_jac = user_jac (tmp_state, tmp_deriv, *time); |
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245 |
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246 // Fix up the matrix of partial derivatives for dassl. |
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247 |
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238
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248 tmp_dfdx = tmp_dfdx + (tmp_dfdxdot * (*cj)); |
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249 |
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250 for (int j = 0; j < nn; j++) |
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251 for (int i = 0; i < nn; i++) |
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252 pd [nn * j + i] = tmp_dfdx.elem (i, j); |
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253 |
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254 return 0; |
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255 } |
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256 |
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257 Vector |
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258 DAE::integrate (double tout) |
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259 { |
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256
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260 integration_error = 0; |
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261 |
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262 if (DAEFunc::jac == NULL) |
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263 iwork [4] = 0; |
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264 else |
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265 iwork [4] = 1; |
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266 |
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267 double *px = x.fortran_vec (); |
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268 double *pxdot = xdot.fortran_vec (); |
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269 |
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270 nn = n; |
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271 user_fun = DAEFunc::fun; |
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272 user_jac = DAEFunc::jac; |
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273 |
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274 if (stop_time_set) |
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275 { |
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276 info [3] = 1; |
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277 rwork [0] = stop_time; |
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278 } |
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279 else |
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280 info [3] = 0; |
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281 |
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282 double dummy; |
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283 int idummy; |
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284 |
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285 if (restart) |
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286 { |
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287 restart = 0; |
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288 info[0] = 0; |
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289 } |
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290 |
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291 again: |
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292 |
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293 F77_FCN (ddassl) (ddassl_f, &n, &t, px, pxdot, &tout, info, |
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294 &relative_tolerance, &absolute_tolerance, &idid, |
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295 rwork, &lrw, iwork, &liw, &dummy, &idummy, |
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296 ddassl_j); |
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297 |
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298 switch (idid) |
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299 { |
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300 case 1: // A step was successfully taken in the |
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301 // intermediate-output mode. The code has not yet reached |
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302 // TOUT. |
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303 break; |
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304 case 2: // The integration to TSTOP was successfully completed |
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305 // (T=TSTOP) by stepping exactly to TSTOP. |
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306 break; |
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307 case 3: // The integration to TOUT was successfully completed |
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308 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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309 // interpolation. YPRIME(*) is obtained by interpolation. |
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310 break; |
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311 case -1: // A large amount of work has been expended. (About 500 steps). |
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312 case -2: // The error tolerances are too stringent. |
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313 case -3: // The local error test cannot be satisfied because you |
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314 // specified a zero component in ATOL and the |
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315 // corresponding computed solution component is zero. |
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316 // Thus, a pure relative error test is impossible for |
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317 // this component. |
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318 case -6: // DDASSL had repeated error test failures on the last |
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319 // attempted step. |
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320 case -7: // The corrector could not converge. |
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321 case -8: // The matrix of partial derivatives is singular. |
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322 case -9: // The corrector could not converge. There were repeated |
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323 // error test failures in this step. |
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324 case -10: // The corrector could not converge because IRES was |
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325 // equal to minus one. |
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326 case -11: // IRES equal to -2 was encountered and control is being |
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327 // returned to the calling program. |
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328 case -12: // DDASSL failed to compute the initial YPRIME. |
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329 case -33: // The code has encountered trouble from which it cannot |
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330 // recover. A message is printed explaining the trouble |
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331 // and control is returned to the calling program. For |
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332 // example, this occurs when invalid input is detected. |
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333 default: |
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334 integration_error = 1; |
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335 break; |
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336 } |
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337 |
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338 t = tout; |
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339 |
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340 return x; |
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341 } |
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342 |
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343 Matrix |
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344 DAE::integrate (const Vector& tout, Matrix& xdot_out) |
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345 { |
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346 Matrix retval; |
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347 int n_out = tout.capacity (); |
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348 |
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349 if (n_out > 0 && n > 0) |
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350 { |
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351 retval.resize (n_out, n); |
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352 xdot_out.resize (n_out, n); |
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353 |
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354 for (int i = 0; i < n; i++) |
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355 { |
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356 retval.elem (0, i) = x.elem (i); |
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357 xdot_out.elem (0, i) = xdot.elem (i); |
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358 } |
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359 |
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360 for (int j = 1; j < n_out; j++) |
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361 { |
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362 ColumnVector x_next = integrate (tout.elem (j)); |
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363 |
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364 if (integration_error) |
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365 return retval; |
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366 |
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367 for (i = 0; i < n; i++) |
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368 { |
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369 retval.elem (j, i) = x_next.elem (i); |
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370 xdot_out.elem (j, i) = xdot.elem (i); |
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371 } |
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372 } |
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373 } |
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374 |
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375 return retval; |
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376 } |
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377 |
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378 Matrix |
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379 DAE::integrate (const Vector& tout, Matrix& xdot_out, const Vector& tcrit) |
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380 { |
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381 Matrix retval; |
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382 int n_out = tout.capacity (); |
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383 |
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384 if (n_out > 0 && n > 0) |
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385 { |
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386 retval.resize (n_out, n); |
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387 xdot_out.resize (n_out, n); |
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388 |
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389 for (int i = 0; i < n; i++) |
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390 { |
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391 retval.elem (0, i) = x.elem (i); |
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392 xdot_out.elem (0, i) = xdot.elem (i); |
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393 } |
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394 |
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395 int n_crit = tcrit.capacity (); |
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396 |
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397 if (n_crit > 0) |
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398 { |
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399 int i_crit = 0; |
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400 int i_out = 1; |
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401 double next_crit = tcrit.elem (0); |
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402 double next_out; |
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403 while (i_out < n_out) |
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404 { |
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405 int do_restart = 0; |
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406 |
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407 next_out = tout.elem (i_out); |
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408 if (i_crit < n_crit) |
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409 next_crit = tcrit.elem (i_crit); |
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410 |
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411 int save_output; |
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412 double t_out; |
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413 |
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414 if (next_crit == next_out) |
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415 { |
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416 set_stop_time (next_crit); |
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417 t_out = next_out; |
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418 save_output = 1; |
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419 i_out++; |
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420 i_crit++; |
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421 do_restart = 1; |
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422 } |
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423 else if (next_crit < next_out) |
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424 { |
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425 if (i_crit < n_crit) |
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426 { |
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427 set_stop_time (next_crit); |
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428 t_out = next_crit; |
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429 save_output = 0; |
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430 i_crit++; |
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431 do_restart = 1; |
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432 } |
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433 else |
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434 { |
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435 clear_stop_time (); |
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436 t_out = next_out; |
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437 save_output = 1; |
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438 i_out++; |
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439 } |
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440 } |
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441 else |
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442 { |
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443 set_stop_time (next_crit); |
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444 t_out = next_out; |
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445 save_output = 1; |
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446 i_out++; |
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447 } |
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448 |
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449 ColumnVector x_next = integrate (t_out); |
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450 |
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256
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451 if (integration_error) |
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452 return retval; |
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453 |
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454 if (save_output) |
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455 { |
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456 for (i = 0; i < n; i++) |
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457 { |
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458 retval.elem (i_out-1, i) = x_next.elem (i); |
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459 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
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460 } |
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461 } |
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462 |
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463 if (do_restart) |
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464 force_restart (); |
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465 } |
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466 } |
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467 else |
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256
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468 { |
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469 retval = integrate (tout, xdot_out); |
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470 |
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471 if (integration_error) |
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472 return retval; |
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473 } |
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3
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474 } |
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475 |
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476 return retval; |
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477 } |
