Mercurial > hg > octave-lyh
annotate liboctave/DASSL.cc @ 14193:72aebe619641 stable rc-3-6-0-0
3.6.0-rc0 release candidate
* configure.ac (AC_INIT): Version is now 3.6.0-rc0.
(OCTAVE_RELEASE_DATE): Now 2012-01-10.
(OCTAVE_API_VERSION_NUMBER): Now 47.
author | John W. Eaton <jwe@octave.org> |
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date | Tue, 10 Jan 2012 16:43:41 -0500 |
parents | 72c96de7a403 |
children | 3d8ace26c5b4 |
rev | line source |
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3 | 1 /* |
2 | |
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3 Copyright (C) 1993-2012 John W. Eaton |
3 | 4 |
5 This file is part of Octave. | |
6 | |
7 Octave is free software; you can redistribute it and/or modify it | |
8 under the terms of the GNU General Public License as published by the | |
7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
10 option) any later version. | |
3 | 11 |
12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
15 for more details. | |
16 | |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
19 <http://www.gnu.org/licenses/>. | |
3 | 20 |
21 */ | |
22 | |
238 | 23 #ifdef HAVE_CONFIG_H |
1192 | 24 #include <config.h> |
3 | 25 #endif |
26 | |
1842 | 27 #include <cfloat> |
28 | |
5765 | 29 #include <sstream> |
30 | |
1842 | 31 #include "DASSL.h" |
1847 | 32 #include "f77-fcn.h" |
227 | 33 #include "lo-error.h" |
7231 | 34 #include "lo-math.h" |
4180 | 35 #include "quit.h" |
3 | 36 |
11495 | 37 typedef octave_idx_type (*dassl_fcn_ptr) (const double&, const double*, |
38 const double*, double*, | |
39 octave_idx_type&, double*, | |
40 octave_idx_type*); | |
3507 | 41 |
11495 | 42 typedef octave_idx_type (*dassl_jac_ptr) (const double&, const double*, |
43 const double*, double*, | |
44 const double&, double*, | |
45 octave_idx_type*); | |
3507 | 46 |
3 | 47 extern "C" |
4552 | 48 { |
49 F77_RET_T | |
11495 | 50 F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const octave_idx_type&, |
51 double&, double*, double*, double&, | |
52 const octave_idx_type*, const double*, | |
53 const double*, octave_idx_type&, | |
54 double*, const octave_idx_type&, | |
55 octave_idx_type*, const octave_idx_type&, | |
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56 const double*, const octave_idx_type*, |
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57 dassl_jac_ptr); |
4552 | 58 } |
3 | 59 |
532 | 60 static DAEFunc::DAERHSFunc user_fun; |
61 static DAEFunc::DAEJacFunc user_jac; | |
3993 | 62 |
5275 | 63 static octave_idx_type nn; |
3 | 64 |
5275 | 65 static octave_idx_type |
3991 | 66 ddassl_f (const double& time, const double *state, const double *deriv, |
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67 double *delta, octave_idx_type& ires, double *, octave_idx_type *) |
3 | 68 { |
4180 | 69 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
70 | |
5775 | 71 // FIXME -- would be nice to avoid copying the data. |
3991 | 72 |
1546 | 73 ColumnVector tmp_deriv (nn); |
74 ColumnVector tmp_state (nn); | |
75 ColumnVector tmp_delta (nn); | |
3 | 76 |
5275 | 77 for (octave_idx_type i = 0; i < nn; i++) |
3 | 78 { |
79 tmp_deriv.elem (i) = deriv [i]; | |
80 tmp_state.elem (i) = state [i]; | |
81 } | |
82 | |
3849 | 83 tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires); |
3 | 84 |
3849 | 85 if (ires >= 0) |
256 | 86 { |
3849 | 87 if (tmp_delta.length () == 0) |
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88 ires = -2; |
3849 | 89 else |
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90 { |
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91 for (octave_idx_type i = 0; i < nn; i++) |
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92 delta [i] = tmp_delta.elem (i); |
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93 } |
256 | 94 } |
3 | 95 |
4180 | 96 END_INTERRUPT_WITH_EXCEPTIONS; |
97 | |
3 | 98 return 0; |
99 } | |
100 | |
5275 | 101 static octave_idx_type |
3991 | 102 ddassl_j (const double& time, const double *state, const double *deriv, |
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103 double *pd, const double& cj, double *, octave_idx_type *) |
3 | 104 { |
4180 | 105 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
106 | |
5775 | 107 // FIXME -- would be nice to avoid copying the data. |
3991 | 108 |
1546 | 109 ColumnVector tmp_state (nn); |
110 ColumnVector tmp_deriv (nn); | |
3 | 111 |
5275 | 112 for (octave_idx_type i = 0; i < nn; i++) |
3991 | 113 { |
114 tmp_deriv.elem (i) = deriv [i]; | |
115 tmp_state.elem (i) = state [i]; | |
116 } | |
3 | 117 |
3991 | 118 Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj); |
3 | 119 |
5275 | 120 for (octave_idx_type j = 0; j < nn; j++) |
121 for (octave_idx_type i = 0; i < nn; i++) | |
3991 | 122 pd [nn * j + i] = tmp_pd.elem (i, j); |
3 | 123 |
4180 | 124 END_INTERRUPT_WITH_EXCEPTIONS; |
125 | |
3 | 126 return 0; |
127 } | |
128 | |
1546 | 129 ColumnVector |
1842 | 130 DASSL::do_integrate (double tout) |
3 | 131 { |
1945 | 132 ColumnVector retval; |
133 | |
4049 | 134 if (! initialized || restart || DAEFunc::reset|| DASSL_options::reset) |
1945 | 135 { |
4049 | 136 integration_error = false; |
137 | |
138 initialized = true; | |
139 | |
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140 info.resize (dim_vector (15, 1)); |
4049 | 141 |
5275 | 142 for (octave_idx_type i = 0; i < 15; i++) |
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143 info(i) = 0; |
1945 | 144 |
5275 | 145 octave_idx_type n = size (); |
4049 | 146 |
4429 | 147 liw = 21 + n; |
4049 | 148 lrw = 40 + 9*n + n*n; |
1945 | 149 |
4049 | 150 nn = n; |
1945 | 151 |
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152 iwork.resize (dim_vector (liw, 1)); |
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153 rwork.resize (dim_vector (lrw, 1)); |
256 | 154 |
4049 | 155 info(0) = 0; |
3994 | 156 |
4049 | 157 if (stop_time_set) |
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158 { |
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159 rwork(0) = stop_time; |
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160 info(3) = 1; |
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161 } |
4049 | 162 else |
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163 info(3) = 0; |
3 | 164 |
4049 | 165 restart = false; |
166 | |
167 // DAEFunc | |
3 | 168 |
4049 | 169 user_fun = DAEFunc::function (); |
170 user_jac = DAEFunc::jacobian_function (); | |
171 | |
172 if (user_fun) | |
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173 { |
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174 octave_idx_type ires = 0; |
4049 | 175 |
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176 ColumnVector res = (*user_fun) (x, xdot, t, ires); |
3993 | 177 |
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178 if (res.length () != x.length ()) |
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179 { |
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180 (*current_liboctave_error_handler) |
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181 ("dassl: inconsistent sizes for state and residual vectors"); |
3849 | 182 |
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183 integration_error = true; |
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184 return retval; |
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185 } |
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186 } |
4049 | 187 else |
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188 { |
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189 (*current_liboctave_error_handler) |
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190 ("dassl: no user supplied RHS subroutine!"); |
2344 | 191 |
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192 integration_error = true; |
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193 return retval; |
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194 } |
2344 | 195 |
4049 | 196 info(4) = user_jac ? 1 : 0; |
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197 |
4049 | 198 DAEFunc::reset = false; |
3 | 199 |
4049 | 200 // DASSL_options |
3998 | 201 |
4049 | 202 double hmax = maximum_step_size (); |
203 if (hmax >= 0.0) | |
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204 { |
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205 rwork(1) = hmax; |
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206 info(6) = 1; |
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207 } |
4049 | 208 else |
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209 info(6) = 0; |
3998 | 210 |
4049 | 211 double h0 = initial_step_size (); |
212 if (h0 >= 0.0) | |
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213 { |
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214 rwork(2) = h0; |
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215 info(7) = 1; |
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216 } |
4049 | 217 else |
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218 info(7) = 0; |
3998 | 219 |
4429 | 220 if (step_limit () >= 0) |
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221 { |
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222 info(11) = 1; |
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223 iwork(20) = step_limit (); |
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224 } |
4429 | 225 else |
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226 info(11) = 0; |
4429 | 227 |
5275 | 228 octave_idx_type maxord = maximum_order (); |
4049 | 229 if (maxord >= 0) |
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230 { |
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231 if (maxord > 0 && maxord < 6) |
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232 { |
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233 info(8) = 1; |
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234 iwork(2) = maxord; |
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235 } |
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236 else |
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237 { |
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238 (*current_liboctave_error_handler) |
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239 ("dassl: invalid value for maximum order: %d", maxord); |
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240 integration_error = true; |
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241 return retval; |
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242 } |
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243 } |
4047 | 244 |
5275 | 245 octave_idx_type enc = enforce_nonnegativity_constraints (); |
4049 | 246 info(9) = enc ? 1 : 0; |
247 | |
5275 | 248 octave_idx_type ccic = compute_consistent_initial_condition (); |
4049 | 249 info(10) = ccic ? 1 : 0; |
250 | |
251 abs_tol = absolute_tolerance (); | |
252 rel_tol = relative_tolerance (); | |
289 | 253 |
5275 | 254 octave_idx_type abs_tol_len = abs_tol.length (); |
255 octave_idx_type rel_tol_len = rel_tol.length (); | |
4049 | 256 |
257 if (abs_tol_len == 1 && rel_tol_len == 1) | |
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258 { |
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259 info(1) = 0; |
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260 } |
4049 | 261 else if (abs_tol_len == n && rel_tol_len == n) |
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262 { |
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263 info(1) = 1; |
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264 } |
4047 | 265 else |
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266 { |
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267 (*current_liboctave_error_handler) |
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268 ("dassl: inconsistent sizes for tolerance arrays"); |
4049 | 269 |
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270 integration_error = true; |
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271 return retval; |
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272 } |
4049 | 273 |
274 DASSL_options::reset = false; | |
289 | 275 } |
4047 | 276 |
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277 double *px = x.fortran_vec (); |
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278 double *pxdot = xdot.fortran_vec (); |
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279 |
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280 octave_idx_type *pinfo = info.fortran_vec (); |
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281 |
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282 double *prel_tol = rel_tol.fortran_vec (); |
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283 double *pabs_tol = abs_tol.fortran_vec (); |
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284 |
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285 double *prwork = rwork.fortran_vec (); |
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286 octave_idx_type *piwork = iwork.fortran_vec (); |
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287 |
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288 double *dummy = 0; |
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289 octave_idx_type *idummy = 0; |
3 | 290 |
4049 | 291 F77_XFCN (ddassl, DDASSL, (ddassl_f, nn, t, px, pxdot, tout, pinfo, |
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292 prel_tol, pabs_tol, istate, prwork, lrw, |
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293 piwork, liw, dummy, idummy, ddassl_j)); |
3 | 294 |
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295 switch (istate) |
3 | 296 { |
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297 case 1: // A step was successfully taken in intermediate-output |
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298 // mode. The code has not yet reached TOUT. |
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299 case 2: // The integration to TSTOP was successfully completed |
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300 // (T=TSTOP) by stepping exactly to TSTOP. |
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301 case 3: // The integration to TOUT was successfully completed |
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302 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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303 // interpolation. YPRIME(*) is obtained by interpolation. |
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304 retval = x; |
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305 t = tout; |
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306 break; |
1360 | 307 |
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308 case -1: // A large amount of work has been expended. (~500 steps). |
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309 case -2: // The error tolerances are too stringent. |
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310 case -3: // The local error test cannot be satisfied because you |
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311 // specified a zero component in ATOL and the |
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312 // corresponding computed solution component is zero. |
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313 // Thus, a pure relative error test is impossible for |
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314 // this component. |
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315 case -6: // DDASSL had repeated error test failures on the last |
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316 // attempted step. |
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317 case -7: // The corrector could not converge. |
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318 case -8: // The matrix of partial derivatives is singular. |
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319 case -9: // The corrector could not converge. There were repeated |
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320 // error test failures in this step. |
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321 case -10: // The corrector could not converge because IRES was |
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322 // equal to minus one. |
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323 case -11: // IRES equal to -2 was encountered and control is being |
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324 // returned to the calling program. |
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325 case -12: // DDASSL failed to compute the initial YPRIME. |
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326 case -33: // The code has encountered trouble from which it cannot |
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327 // recover. A message is printed explaining the trouble |
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328 // and control is returned to the calling program. For |
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329 // example, this occurs when invalid input is detected. |
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330 integration_error = true; |
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331 break; |
3996 | 332 |
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333 default: |
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334 integration_error = true; |
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335 (*current_liboctave_error_handler) |
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336 ("unrecognized value of istate (= %d) returned from ddassl", |
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337 istate); |
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338 break; |
3 | 339 } |
340 | |
1945 | 341 return retval; |
3 | 342 } |
343 | |
344 Matrix | |
1842 | 345 DASSL::do_integrate (const ColumnVector& tout) |
346 { | |
347 Matrix dummy; | |
348 return integrate (tout, dummy); | |
349 } | |
350 | |
351 Matrix | |
352 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) | |
3 | 353 { |
354 Matrix retval; | |
4049 | 355 |
5275 | 356 octave_idx_type n_out = tout.capacity (); |
357 octave_idx_type n = size (); | |
3 | 358 |
359 if (n_out > 0 && n > 0) | |
360 { | |
361 retval.resize (n_out, n); | |
362 xdot_out.resize (n_out, n); | |
363 | |
5275 | 364 for (octave_idx_type i = 0; i < n; i++) |
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365 { |
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366 retval.elem (0, i) = x.elem (i); |
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367 xdot_out.elem (0, i) = xdot.elem (i); |
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368 } |
3 | 369 |
5275 | 370 for (octave_idx_type j = 1; j < n_out; j++) |
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371 { |
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372 ColumnVector x_next = do_integrate (tout.elem (j)); |
256 | 373 |
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374 if (integration_error) |
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375 return retval; |
256 | 376 |
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377 for (octave_idx_type i = 0; i < n; i++) |
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378 { |
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379 retval.elem (j, i) = x_next.elem (i); |
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380 xdot_out.elem (j, i) = xdot.elem (i); |
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381 } |
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382 } |
3 | 383 } |
384 | |
385 return retval; | |
386 } | |
387 | |
388 Matrix | |
3519 | 389 DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
390 { | |
391 Matrix dummy; | |
392 return integrate (tout, dummy, tcrit); | |
393 } | |
394 | |
395 Matrix | |
1842 | 396 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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397 const ColumnVector& tcrit) |
3 | 398 { |
399 Matrix retval; | |
4049 | 400 |
5275 | 401 octave_idx_type n_out = tout.capacity (); |
402 octave_idx_type n = size (); | |
3 | 403 |
404 if (n_out > 0 && n > 0) | |
405 { | |
406 retval.resize (n_out, n); | |
407 xdot_out.resize (n_out, n); | |
408 | |
5275 | 409 for (octave_idx_type i = 0; i < n; i++) |
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410 { |
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411 retval.elem (0, i) = x.elem (i); |
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412 xdot_out.elem (0, i) = xdot.elem (i); |
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413 } |
3 | 414 |
5275 | 415 octave_idx_type n_crit = tcrit.capacity (); |
3 | 416 |
417 if (n_crit > 0) | |
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418 { |
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419 octave_idx_type i_crit = 0; |
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420 octave_idx_type i_out = 1; |
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421 double next_crit = tcrit.elem (0); |
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422 double next_out; |
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423 while (i_out < n_out) |
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424 { |
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425 bool do_restart = false; |
3 | 426 |
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427 next_out = tout.elem (i_out); |
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428 if (i_crit < n_crit) |
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429 next_crit = tcrit.elem (i_crit); |
3 | 430 |
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431 bool save_output; |
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432 double t_out; |
3 | 433 |
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434 if (next_crit == next_out) |
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435 { |
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436 set_stop_time (next_crit); |
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437 t_out = next_out; |
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438 save_output = true; |
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439 i_out++; |
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440 i_crit++; |
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441 do_restart = true; |
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442 } |
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443 else if (next_crit < next_out) |
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444 { |
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445 if (i_crit < n_crit) |
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446 { |
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447 set_stop_time (next_crit); |
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448 t_out = next_crit; |
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449 save_output = false; |
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450 i_crit++; |
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451 do_restart = true; |
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452 } |
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453 else |
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454 { |
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455 clear_stop_time (); |
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456 t_out = next_out; |
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457 save_output = true; |
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458 i_out++; |
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459 } |
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460 } |
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461 else |
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462 { |
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463 set_stop_time (next_crit); |
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464 t_out = next_out; |
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465 save_output = true; |
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466 i_out++; |
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467 } |
3 | 468 |
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469 ColumnVector x_next = do_integrate (t_out); |
3 | 470 |
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471 if (integration_error) |
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472 return retval; |
256 | 473 |
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474 if (save_output) |
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475 { |
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476 for (octave_idx_type i = 0; i < n; i++) |
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477 { |
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478 retval.elem (i_out-1, i) = x_next.elem (i); |
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479 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
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480 } |
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481 } |
3 | 482 |
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483 if (do_restart) |
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484 force_restart (); |
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485 } |
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486 } |
3 | 487 else |
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488 { |
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489 retval = integrate (tout, xdot_out); |
256 | 490 |
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491 if (integration_error) |
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492 return retval; |
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493 } |
3 | 494 } |
495 | |
496 return retval; | |
497 } | |
289 | 498 |
3995 | 499 std::string |
500 DASSL::error_message (void) const | |
501 { | |
502 std::string retval; | |
503 | |
5765 | 504 std::ostringstream buf; |
505 buf << t; | |
506 std::string t_curr = buf.str (); | |
4043 | 507 |
3997 | 508 switch (istate) |
3995 | 509 { |
3996 | 510 case 1: |
511 retval = "a step was successfully taken in intermediate-output mode."; | |
512 break; | |
513 | |
514 case 2: | |
515 retval = "integration completed by stepping exactly to TOUT"; | |
516 break; | |
517 | |
518 case 3: | |
519 retval = "integration to tout completed by stepping past TOUT"; | |
520 break; | |
521 | |
522 case -1: | |
4043 | 523 retval = std::string ("a large amount of work has been expended (t =") |
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524 + t_curr + ")"; |
3996 | 525 break; |
526 | |
527 case -2: | |
528 retval = "the error tolerances are too stringent"; | |
529 break; | |
530 | |
531 case -3: | |
4043 | 532 retval = std::string ("error weight became zero during problem. (t = ") |
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533 + t_curr |
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534 + "; solution component i vanished, and atol or atol(i) == 0)"; |
3996 | 535 break; |
536 | |
537 case -6: | |
4043 | 538 retval = std::string ("repeated error test failures on the last attempted step (t = ") |
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539 + t_curr + ")"; |
3996 | 540 break; |
541 | |
542 case -7: | |
4043 | 543 retval = std::string ("the corrector could not converge (t = ") |
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544 + t_curr + ")"; |
3996 | 545 break; |
546 | |
547 case -8: | |
4043 | 548 retval = std::string ("the matrix of partial derivatives is singular (t = ") |
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549 + t_curr + ")"; |
3996 | 550 break; |
551 | |
552 case -9: | |
4043 | 553 retval = std::string ("the corrector could not converge (t = ") |
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554 + t_curr + "; repeated test failures)"; |
3996 | 555 break; |
556 | |
557 case -10: | |
4043 | 558 retval = std::string ("corrector could not converge because IRES was -1 (t = ") |
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559 + t_curr + ")"; |
3996 | 560 break; |
561 | |
562 case -11: | |
4043 | 563 retval = std::string ("return requested in user-supplied function (t = ") |
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564 + t_curr + ")"; |
3996 | 565 break; |
566 | |
567 case -12: | |
568 retval = "failed to compute consistent initial conditions"; | |
569 break; | |
570 | |
571 case -33: | |
572 retval = "unrecoverable error (see printed message)"; | |
573 break; | |
574 | |
3995 | 575 default: |
576 retval = "unknown error state"; | |
577 break; | |
578 } | |
579 | |
580 return retval; | |
581 } |