Mercurial > hg > octave-lyh
view liboctave/DASSL.cc @ 4043:6fae69a1796e
[project @ 2002-08-15 03:36:27 by jwe]
author | jwe |
---|---|
date | Thu, 15 Aug 2002 03:36:27 +0000 |
parents | f6df65db67f9 |
children | 7b0c139ac8af |
line wrap: on
line source
/* Copyright (C) 1996, 1997 John W. Eaton This file is part of Octave. Octave is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2, or (at your option) any later version. Octave is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with Octave; see the file COPYING. If not, write to the Free Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. */ #if defined (__GNUG__) #pragma implementation #endif #ifdef HAVE_CONFIG_H #include <config.h> #endif #include <cfloat> #include <cmath> #include <strstream> #include "DASSL.h" #include "f77-fcn.h" #include "lo-error.h" typedef int (*dassl_fcn_ptr) (const double&, const double*, const double*, double*, int&, double*, int*); typedef int (*dassl_jac_ptr) (const double&, const double*, const double*, double*, const double&, double*, int*); extern "C" int F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const int&, double&, double*, double*, double&, const int*, const double*, const double*, int&, double*, const int&, int*, const int&, const double*, const int*, dassl_jac_ptr); static DAEFunc::DAERHSFunc user_fun; static DAEFunc::DAEJacFunc user_jac; static int nn; DASSL::DASSL (void) : DAE () { liw = 0; lrw = 0; sanity_checked = false; info.resize (15); for (int i = 0; i < 15; i++) info.elem (i) = 0; } DASSL::DASSL (const ColumnVector& state, double time, DAEFunc& f) : DAE (state, time, f) { n = size (); liw = 20 + n; lrw = 40 + 9*n + n*n; sanity_checked = false; info.resize (15, 0); } DASSL::DASSL (const ColumnVector& state, const ColumnVector& deriv, double time, DAEFunc& f) : DAE (state, deriv, time, f) { n = size (); DAEFunc::set_function (f.function ()); DAEFunc::set_jacobian_function (f.jacobian_function ()); liw = 20 + n; lrw = 40 + 9*n + n*n; sanity_checked = false; info.resize (15); for (int i = 0; i < 15; i++) info.elem (i) = 0; } int ddassl_f (const double& time, const double *state, const double *deriv, double *delta, int& ires, double *, int *) { // XXX FIXME XXX -- would be nice to avoid copying the data. ColumnVector tmp_deriv (nn); ColumnVector tmp_state (nn); ColumnVector tmp_delta (nn); for (int i = 0; i < nn; i++) { tmp_deriv.elem (i) = deriv [i]; tmp_state.elem (i) = state [i]; } tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires); if (ires >= 0) { if (tmp_delta.length () == 0) ires = -2; else { for (int i = 0; i < nn; i++) delta [i] = tmp_delta.elem (i); } } return 0; } int ddassl_j (const double& time, const double *state, const double *deriv, double *pd, const double& cj, double *, int *) { // XXX FIXME XXX -- would be nice to avoid copying the data. ColumnVector tmp_state (nn); ColumnVector tmp_deriv (nn); for (int i = 0; i < nn; i++) { tmp_deriv.elem (i) = deriv [i]; tmp_state.elem (i) = state [i]; } Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj); for (int j = 0; j < nn; j++) for (int i = 0; i < nn; i++) pd [nn * j + i] = tmp_pd.elem (i, j); return 0; } ColumnVector DASSL::do_integrate (double tout) { ColumnVector retval; if (restart) { restart = false; info.elem (0) = 0; } if (iwork.length () != liw) iwork.resize (liw); if (rwork.length () != lrw) rwork.resize (lrw); integration_error = false; user_fun = DAEFunc::fun; user_jac = DAEFunc::jac; if (user_jac) info.elem (4) = 1; else info.elem (4) = 0; double *px = x.fortran_vec (); double *pxdot = xdot.fortran_vec (); nn = n; if (! sanity_checked) { int ires = 0; ColumnVector res = (*user_fun) (x, xdot, t, ires); if (res.length () != x.length ()) { (*current_liboctave_error_handler) ("dassl: inconsistent sizes for state and residual vectors"); integration_error = true; return retval; } sanity_checked = true; } if (stop_time_set) { rwork.elem (0) = stop_time; info.elem (3) = 1; } else info.elem (3) = 0; Array<double> abs_tol = absolute_tolerance (); Array<double> rel_tol = relative_tolerance (); int abs_tol_len = abs_tol.length (); int rel_tol_len = rel_tol.length (); if (abs_tol_len == 1 && rel_tol_len == 1) { info.elem (1) = 0; } else if (abs_tol_len == n && rel_tol_len == n) { info.elem (1) = 1; } else { (*current_liboctave_error_handler) ("dassl: inconsistent sizes for tolerance arrays"); integration_error = true; return retval; } if (initial_step_size () >= 0.0) { rwork.elem (2) = initial_step_size (); info.elem (7) = 1; } else info.elem (7) = 0; if (maximum_step_size () >= 0.0) { rwork.elem (1) = maximum_step_size (); info.elem (6) = 1; } else info.elem (6) = 0; double *dummy = 0; int *idummy = 0; int *pinfo = info.fortran_vec (); int *piwork = iwork.fortran_vec (); double *prwork = rwork.fortran_vec (); double *pabs_tol = abs_tol.fortran_vec (); double *prel_tol = rel_tol.fortran_vec (); // again: F77_XFCN (ddassl, DDASSL, (ddassl_f, n, t, px, pxdot, tout, pinfo, prel_tol, pabs_tol, istate, prwork, lrw, piwork, liw, dummy, idummy, ddassl_j)); if (f77_exception_encountered) { integration_error = true; (*current_liboctave_error_handler) ("unrecoverable error in dassl"); } else { switch (istate) { case 1: // A step was successfully taken in intermediate-output // mode. The code has not yet reached TOUT. case 2: // The integration to TSTOP was successfully completed // (T=TSTOP) by stepping exactly to TSTOP. case 3: // The integration to TOUT was successfully completed // (T=TOUT) by stepping past TOUT. Y(*) is obtained by // interpolation. YPRIME(*) is obtained by interpolation. retval = x; t = tout; break; case -1: // A large amount of work has been expended. (~500 steps). case -2: // The error tolerances are too stringent. case -3: // The local error test cannot be satisfied because you // specified a zero component in ATOL and the // corresponding computed solution component is zero. // Thus, a pure relative error test is impossible for // this component. case -6: // DDASSL had repeated error test failures on the last // attempted step. case -7: // The corrector could not converge. case -8: // The matrix of partial derivatives is singular. case -9: // The corrector could not converge. There were repeated // error test failures in this step. case -10: // The corrector could not converge because IRES was // equal to minus one. case -11: // IRES equal to -2 was encountered and control is being // returned to the calling program. case -12: // DDASSL failed to compute the initial YPRIME. case -33: // The code has encountered trouble from which it cannot // recover. A message is printed explaining the trouble // and control is returned to the calling program. For // example, this occurs when invalid input is detected. integration_error = true; break; default: integration_error = true; (*current_liboctave_error_handler) ("unrecognized value of istate (= %d) returned from ddassl", istate); break; } } return retval; } Matrix DASSL::do_integrate (const ColumnVector& tout) { Matrix dummy; return integrate (tout, dummy); } Matrix DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) { Matrix retval; int n_out = tout.capacity (); if (n_out > 0 && n > 0) { retval.resize (n_out, n); xdot_out.resize (n_out, n); for (int i = 0; i < n; i++) { retval.elem (0, i) = x.elem (i); xdot_out.elem (0, i) = xdot.elem (i); } for (int j = 1; j < n_out; j++) { ColumnVector x_next = do_integrate (tout.elem (j)); if (integration_error) return retval; for (int i = 0; i < n; i++) { retval.elem (j, i) = x_next.elem (i); xdot_out.elem (j, i) = xdot.elem (i); } } } return retval; } Matrix DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) { Matrix dummy; return integrate (tout, dummy, tcrit); } Matrix DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, const ColumnVector& tcrit) { Matrix retval; int n_out = tout.capacity (); if (n_out > 0 && n > 0) { retval.resize (n_out, n); xdot_out.resize (n_out, n); for (int i = 0; i < n; i++) { retval.elem (0, i) = x.elem (i); xdot_out.elem (0, i) = xdot.elem (i); } int n_crit = tcrit.capacity (); if (n_crit > 0) { int i_crit = 0; int i_out = 1; double next_crit = tcrit.elem (0); double next_out; while (i_out < n_out) { bool do_restart = false; next_out = tout.elem (i_out); if (i_crit < n_crit) next_crit = tcrit.elem (i_crit); bool save_output; double t_out; if (next_crit == next_out) { set_stop_time (next_crit); t_out = next_out; save_output = true; i_out++; i_crit++; do_restart = true; } else if (next_crit < next_out) { if (i_crit < n_crit) { set_stop_time (next_crit); t_out = next_crit; save_output = false; i_crit++; do_restart = true; } else { clear_stop_time (); t_out = next_out; save_output = true; i_out++; } } else { set_stop_time (next_crit); t_out = next_out; save_output = true; i_out++; } ColumnVector x_next = do_integrate (t_out); if (integration_error) return retval; if (save_output) { for (int i = 0; i < n; i++) { retval.elem (i_out-1, i) = x_next.elem (i); xdot_out.elem (i_out-1, i) = xdot.elem (i); } } if (do_restart) force_restart (); } } else { retval = integrate (tout, xdot_out); if (integration_error) return retval; } } return retval; } std::string DASSL::error_message (void) const { std::string retval; std::ostrstream buf; buf << t << ends; const char *t = buf.str (); std::string t_curr = t; delete [] t; switch (istate) { case 1: retval = "a step was successfully taken in intermediate-output mode."; break; case 2: retval = "integration completed by stepping exactly to TOUT"; break; case 3: retval = "integration to tout completed by stepping past TOUT"; break; case -1: retval = std::string ("a large amount of work has been expended (t =") + t_curr + ")"; break; case -2: retval = "the error tolerances are too stringent"; break; case -3: retval = std::string ("error weight became zero during problem. (t = ") + t_curr + "; solution component i vanished, and atol or atol(i) == 0)"; break; case -6: retval = std::string ("repeated error test failures on the last attempted step (t = ") + t_curr + ")"; break; case -7: retval = std::string ("the corrector could not converge (t = ") + t_curr + ")"; break; case -8: retval = std::string ("the matrix of partial derivatives is singular (t = ") + t_curr + ")"; break; case -9: retval = std::string ("the corrector could not converge (t = ") + t_curr + "; repeated test failures)"; break; case -10: retval = std::string ("corrector could not converge because IRES was -1 (t = ") + t_curr + ")"; break; case -11: retval = std::string ("return requested in user-supplied function (t = ") + t_curr + ")"; break; case -12: retval = "failed to compute consistent initial conditions"; break; case -33: retval = "unrecoverable error (see printed message)"; break; default: retval = "unknown error state"; break; } return retval; } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */