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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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1296
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23 #if defined (__GNUG__) |
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24 #pragma implementation |
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25 #endif |
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26 |
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238
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27 #ifdef HAVE_CONFIG_H |
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1192
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28 #include <config.h> |
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29 #endif |
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30 |
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1842
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31 #include <cfloat> |
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32 #include <cmath> |
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33 |
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34 #include "DASSL.h" |
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1847
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35 #include "f77-fcn.h" |
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227
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36 #include "lo-error.h" |
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37 |
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3507
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38 typedef int (*dassl_fcn_ptr) (const double&, double*, double*, |
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39 double*, int&, double*, int*); |
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40 |
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41 typedef int (*dassl_jac_ptr) (const double&, double*, double*, |
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42 double*, const double&, double*, int*); |
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43 |
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3
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44 extern "C" |
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3507
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45 int F77_FCN (ddassl, DDASSL) (dassl_fcn_ptr, const int&, double&, |
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46 double*, double*, double&, const int*, |
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47 const double&, const double&, int&, |
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48 double*, const int&, int*, const int&, |
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49 const double*, const int*, |
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50 dassl_jac_ptr); |
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51 |
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532
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52 static DAEFunc::DAERHSFunc user_fun; |
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53 static DAEFunc::DAEJacFunc user_jac; |
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54 static int nn; |
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55 |
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1842
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56 DASSL::DASSL (void) : DAE () |
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57 { |
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58 stop_time_set = 0; |
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59 stop_time = 0.0; |
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60 |
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61 liw = 0; |
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62 lrw = 0; |
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63 |
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2344
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64 sanity_checked = 0; |
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65 |
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1945
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66 info.resize (15); |
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67 |
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68 for (int i = 0; i < 15; i++) |
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1945
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69 info.elem (i) = 0; |
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70 } |
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71 |
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1842
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72 DASSL::DASSL (const ColumnVector& state, double time, DAEFunc& f) |
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73 : DAE (state, time, f) |
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74 { |
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1842
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75 n = size (); |
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76 |
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77 stop_time_set = 0; |
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78 stop_time = 0.0; |
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79 |
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80 liw = 20 + n; |
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81 lrw = 40 + 9*n + n*n; |
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82 |
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2344
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83 sanity_checked = 0; |
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84 |
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1945
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85 info.resize (15); |
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86 |
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87 for (int i = 0; i < 15; i++) |
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1945
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88 info.elem (i) = 0; |
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89 } |
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90 |
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1842
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91 DASSL::DASSL (const ColumnVector& state, const ColumnVector& deriv, |
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92 double time, DAEFunc& f) |
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93 : DAE (state, deriv, time, f) |
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94 { |
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95 n = size (); |
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96 |
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97 stop_time_set = 0; |
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98 stop_time = 0.0; |
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99 |
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100 DAEFunc::set_function (f.function ()); |
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101 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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102 |
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103 liw = 20 + n; |
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104 lrw = 40 + 9*n + n*n; |
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105 |
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2344
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106 sanity_checked = 0; |
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107 |
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1945
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108 info.resize (15); |
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109 |
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110 for (int i = 0; i < 15; i++) |
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111 info.elem (i) = 0; |
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112 } |
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113 |
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1842
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114 void |
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115 DASSL::force_restart (void) |
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116 { |
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117 restart = 1; |
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118 integration_error = 0; |
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119 } |
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120 |
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121 void |
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1842
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122 DASSL::set_stop_time (double t) |
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123 { |
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1842
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124 stop_time_set = 1; |
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125 stop_time = t; |
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126 } |
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127 |
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128 void |
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1842
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129 DASSL::clear_stop_time (void) |
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130 { |
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131 stop_time_set = 0; |
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132 } |
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133 |
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134 int |
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135 ddassl_f (const double& time, double *state, double *deriv, |
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136 double *delta, int& ires, double *, int *) |
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137 { |
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138 ColumnVector tmp_deriv (nn); |
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139 ColumnVector tmp_state (nn); |
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140 ColumnVector tmp_delta (nn); |
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141 |
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142 for (int i = 0; i < nn; i++) |
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143 { |
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144 tmp_deriv.elem (i) = deriv [i]; |
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145 tmp_state.elem (i) = state [i]; |
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146 } |
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147 |
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148 tmp_delta = user_fun (tmp_state, tmp_deriv, time); |
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149 |
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256
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150 if (tmp_delta.length () == 0) |
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151 ires = -2; |
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256
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152 else |
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153 { |
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154 for (int i = 0; i < nn; i++) |
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256
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155 delta [i] = tmp_delta.elem (i); |
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156 } |
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157 |
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158 return 0; |
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159 } |
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160 |
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161 int |
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162 ddassl_j (const double& time, double *, double *, double *pd, const |
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163 double& cj, double *, int *) |
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164 { |
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165 ColumnVector tmp_state (nn); |
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166 ColumnVector tmp_deriv (nn); |
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167 |
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168 // XXX FIXME XXX |
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169 |
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170 Matrix tmp_dfdxdot (nn, nn); |
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171 Matrix tmp_dfdx (nn, nn); |
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172 |
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532
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173 DAEFunc::DAEJac tmp_jac; |
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174 tmp_jac.dfdxdot = &tmp_dfdxdot; |
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175 tmp_jac.dfdx = &tmp_dfdx; |
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176 |
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177 tmp_jac = user_jac (tmp_state, tmp_deriv, time); |
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178 |
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179 // Fix up the matrix of partial derivatives for dassl. |
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180 |
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181 tmp_dfdx = tmp_dfdx + cj * tmp_dfdxdot; |
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182 |
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183 for (int j = 0; j < nn; j++) |
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184 for (int i = 0; i < nn; i++) |
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185 pd [nn * j + i] = tmp_dfdx.elem (i, j); |
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186 |
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187 return 0; |
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188 } |
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189 |
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190 ColumnVector |
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191 DASSL::do_integrate (double tout) |
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192 { |
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1945
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193 ColumnVector retval; |
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194 |
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195 if (restart) |
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196 { |
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197 restart = 0; |
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198 info.elem (0) = 0; |
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199 } |
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200 |
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201 if (iwork.length () != liw) |
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202 iwork.resize (liw); |
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203 |
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204 if (rwork.length () != lrw) |
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205 rwork.resize (lrw); |
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206 |
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256
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207 integration_error = 0; |
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208 |
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532
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209 if (DAEFunc::jacobian_function ()) |
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3312
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210 info.elem (4) = 1; |
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465
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211 else |
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3312
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212 info.elem (4) = 0; |
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213 |
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214 double *px = x.fortran_vec (); |
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215 double *pxdot = xdot.fortran_vec (); |
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216 |
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217 nn = n; |
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218 user_fun = DAEFunc::fun; |
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219 user_jac = DAEFunc::jac; |
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220 |
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221 if (! sanity_checked) |
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222 { |
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223 ColumnVector res = (*user_fun) (x, xdot, t); |
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224 |
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225 if (res.length () != x.length ()) |
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226 { |
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227 (*current_liboctave_error_handler) |
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228 ("dassl: inconsistent sizes for state and residual vectors"); |
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229 |
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230 integration_error = 1; |
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231 return retval; |
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232 } |
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233 |
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234 sanity_checked = 1; |
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235 } |
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236 |
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237 if (stop_time_set) |
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238 { |
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239 rwork.elem (0) = stop_time; |
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240 info.elem (3) = 1; |
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241 } |
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242 else |
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243 info.elem (3) = 0; |
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244 |
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289
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245 double abs_tol = absolute_tolerance (); |
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246 double rel_tol = relative_tolerance (); |
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247 |
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248 if (initial_step_size () >= 0.0) |
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249 { |
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250 rwork.elem (2) = initial_step_size (); |
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251 info.elem (7) = 1; |
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289
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252 } |
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253 else |
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254 info.elem (7) = 0; |
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289
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255 |
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256 if (maximum_step_size () >= 0.0) |
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257 { |
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258 rwork.elem (1) = maximum_step_size (); |
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259 info.elem (6) = 1; |
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289
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260 } |
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261 else |
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262 info.elem (6) = 0; |
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289
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263 |
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264 double *dummy = 0; |
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265 int *idummy = 0; |
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266 |
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267 int *pinfo = info.fortran_vec (); |
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268 int *piwork = iwork.fortran_vec (); |
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269 double *prwork = rwork.fortran_vec (); |
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270 |
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465
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271 // again: |
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272 |
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1945
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273 F77_XFCN (ddassl, DDASSL, (ddassl_f, n, t, px, pxdot, tout, pinfo, |
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274 rel_tol, abs_tol, idid, prwork, lrw, |
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275 piwork, liw, dummy, idummy, ddassl_j)); |
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276 |
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277 if (f77_exception_encountered) |
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278 { |
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279 integration_error = 1; |
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280 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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281 } |
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282 else |
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283 { |
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284 switch (idid) |
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285 { |
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286 case 1: // A step was successfully taken in intermediate-output |
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287 // mode. The code has not yet reached TOUT. |
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288 case 2: // The integration to TSTOP was successfully completed |
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289 // (T=TSTOP) by stepping exactly to TSTOP. |
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290 case 3: // The integration to TOUT was successfully completed |
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291 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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292 // interpolation. YPRIME(*) is obtained by interpolation. |
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293 |
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294 retval = x; |
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295 t = tout; |
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296 break; |
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297 |
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298 case -1: // A large amount of work has been expended. (~500 steps). |
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299 case -2: // The error tolerances are too stringent. |
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300 case -3: // The local error test cannot be satisfied because you |
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301 // specified a zero component in ATOL and the |
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302 // corresponding computed solution component is zero. |
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303 // Thus, a pure relative error test is impossible for |
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304 // this component. |
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305 case -6: // DDASSL had repeated error test failures on the last |
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306 // attempted step. |
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307 case -7: // The corrector could not converge. |
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308 case -8: // The matrix of partial derivatives is singular. |
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309 case -9: // The corrector could not converge. There were repeated |
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310 // error test failures in this step. |
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311 case -10: // The corrector could not converge because IRES was |
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312 // equal to minus one. |
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313 case -11: // IRES equal to -2 was encountered and control is being |
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314 // returned to the calling program. |
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315 case -12: // DDASSL failed to compute the initial YPRIME. |
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316 case -33: // The code has encountered trouble from which it cannot |
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317 // recover. A message is printed explaining the trouble |
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318 // and control is returned to the calling program. For |
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319 // example, this occurs when invalid input is detected. |
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320 default: |
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321 integration_error = 1; |
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322 break; |
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323 } |
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324 } |
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325 |
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326 return retval; |
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327 } |
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328 |
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329 Matrix |
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330 DASSL::do_integrate (const ColumnVector& tout) |
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331 { |
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332 Matrix dummy; |
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333 return integrate (tout, dummy); |
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334 } |
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335 |
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336 Matrix |
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337 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) |
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338 { |
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339 Matrix retval; |
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340 int n_out = tout.capacity (); |
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341 |
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342 if (n_out > 0 && n > 0) |
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343 { |
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344 retval.resize (n_out, n); |
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345 xdot_out.resize (n_out, n); |
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346 |
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347 for (int i = 0; i < n; i++) |
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348 { |
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349 retval.elem (0, i) = x.elem (i); |
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350 xdot_out.elem (0, i) = xdot.elem (i); |
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351 } |
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352 |
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353 for (int j = 1; j < n_out; j++) |
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354 { |
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355 ColumnVector x_next = do_integrate (tout.elem (j)); |
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256
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356 |
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357 if (integration_error) |
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358 return retval; |
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359 |
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360 for (int i = 0; i < n; i++) |
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361 { |
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362 retval.elem (j, i) = x_next.elem (i); |
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363 xdot_out.elem (j, i) = xdot.elem (i); |
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364 } |
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365 } |
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366 } |
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367 |
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368 return retval; |
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369 } |
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370 |
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371 Matrix |
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1842
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372 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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373 const ColumnVector& tcrit) |
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374 { |
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375 Matrix retval; |
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376 int n_out = tout.capacity (); |
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377 |
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378 if (n_out > 0 && n > 0) |
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379 { |
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380 retval.resize (n_out, n); |
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381 xdot_out.resize (n_out, n); |
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382 |
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383 for (int i = 0; i < n; i++) |
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384 { |
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385 retval.elem (0, i) = x.elem (i); |
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386 xdot_out.elem (0, i) = xdot.elem (i); |
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387 } |
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388 |
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389 int n_crit = tcrit.capacity (); |
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390 |
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391 if (n_crit > 0) |
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392 { |
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393 int i_crit = 0; |
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394 int i_out = 1; |
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395 double next_crit = tcrit.elem (0); |
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396 double next_out; |
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397 while (i_out < n_out) |
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398 { |
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3487
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399 bool do_restart = false; |
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400 |
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401 next_out = tout.elem (i_out); |
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402 if (i_crit < n_crit) |
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403 next_crit = tcrit.elem (i_crit); |
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404 |
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3487
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405 bool save_output; |
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3
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406 double t_out; |
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407 |
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408 if (next_crit == next_out) |
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409 { |
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410 set_stop_time (next_crit); |
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411 t_out = next_out; |
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3487
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412 save_output = true; |
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413 i_out++; |
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414 i_crit++; |
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3487
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415 do_restart = true; |
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416 } |
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417 else if (next_crit < next_out) |
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418 { |
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419 if (i_crit < n_crit) |
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420 { |
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421 set_stop_time (next_crit); |
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422 t_out = next_crit; |
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3487
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423 save_output = false; |
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424 i_crit++; |
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3487
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425 do_restart = true; |
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3
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426 } |
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427 else |
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428 { |
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429 clear_stop_time (); |
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430 t_out = next_out; |
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431 save_output = true; |
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3
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432 i_out++; |
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433 } |
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434 } |
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435 else |
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436 { |
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437 set_stop_time (next_crit); |
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438 t_out = next_out; |
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3487
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439 save_output = true; |
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3
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440 i_out++; |
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441 } |
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442 |
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1842
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443 ColumnVector x_next = do_integrate (t_out); |
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3
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444 |
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256
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445 if (integration_error) |
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446 return retval; |
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447 |
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3
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448 if (save_output) |
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449 { |
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1321
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450 for (int i = 0; i < n; i++) |
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3
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451 { |
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452 retval.elem (i_out-1, i) = x_next.elem (i); |
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453 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
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454 } |
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455 } |
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456 |
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457 if (do_restart) |
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458 force_restart (); |
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459 } |
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460 } |
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461 else |
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256
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462 { |
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463 retval = integrate (tout, xdot_out); |
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464 |
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465 if (integration_error) |
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466 return retval; |
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467 } |
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3
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468 } |
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469 |
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470 return retval; |
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|
471 } |
|
289
|
472 |
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|
473 /* |
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474 ;;; Local Variables: *** |
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475 ;;; mode: C++ *** |
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476 ;;; End: *** |
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477 */ |
