Mercurial > hg > octave-nkf
annotate liboctave/DASSL.cc @ 11521:00fe5069b70e
update bootstrap scripts from gnulib sources
author | John W. Eaton <jwe@octave.org> |
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date | Fri, 14 Jan 2011 02:58:24 -0500 |
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3 | 1 /* |
2 | |
7017 | 3 Copyright (C) 1993, 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2001, |
8920 | 4 2002, 2003, 2004, 2005, 2006, 2007, 2008 John W. Eaton |
3 | 5 |
6 This file is part of Octave. | |
7 | |
8 Octave is free software; you can redistribute it and/or modify it | |
9 under the terms of the GNU General Public License as published by the | |
7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
11 option) any later version. | |
3 | 12 |
13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
16 for more details. | |
17 | |
18 You should have received a copy of the GNU General Public License | |
7016 | 19 along with Octave; see the file COPYING. If not, see |
20 <http://www.gnu.org/licenses/>. | |
3 | 21 |
22 */ | |
23 | |
238 | 24 #ifdef HAVE_CONFIG_H |
1192 | 25 #include <config.h> |
3 | 26 #endif |
27 | |
1842 | 28 #include <cfloat> |
29 | |
5765 | 30 #include <sstream> |
31 | |
1842 | 32 #include "DASSL.h" |
1847 | 33 #include "f77-fcn.h" |
227 | 34 #include "lo-error.h" |
7231 | 35 #include "lo-math.h" |
4180 | 36 #include "quit.h" |
3 | 37 |
11495 | 38 typedef octave_idx_type (*dassl_fcn_ptr) (const double&, const double*, |
39 const double*, double*, | |
40 octave_idx_type&, double*, | |
41 octave_idx_type*); | |
3507 | 42 |
11495 | 43 typedef octave_idx_type (*dassl_jac_ptr) (const double&, const double*, |
44 const double*, double*, | |
45 const double&, double*, | |
46 octave_idx_type*); | |
3507 | 47 |
3 | 48 extern "C" |
4552 | 49 { |
50 F77_RET_T | |
11495 | 51 F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const octave_idx_type&, |
52 double&, double*, double*, double&, | |
53 const octave_idx_type*, const double*, | |
54 const double*, octave_idx_type&, | |
55 double*, const octave_idx_type&, | |
56 octave_idx_type*, const octave_idx_type&, | |
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57 const double*, const octave_idx_type*, |
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58 dassl_jac_ptr); |
4552 | 59 } |
3 | 60 |
532 | 61 static DAEFunc::DAERHSFunc user_fun; |
62 static DAEFunc::DAEJacFunc user_jac; | |
3993 | 63 |
5275 | 64 static octave_idx_type nn; |
3 | 65 |
5275 | 66 static octave_idx_type |
3991 | 67 ddassl_f (const double& time, const double *state, const double *deriv, |
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68 double *delta, octave_idx_type& ires, double *, octave_idx_type *) |
3 | 69 { |
4180 | 70 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
71 | |
5775 | 72 // FIXME -- would be nice to avoid copying the data. |
3991 | 73 |
1546 | 74 ColumnVector tmp_deriv (nn); |
75 ColumnVector tmp_state (nn); | |
76 ColumnVector tmp_delta (nn); | |
3 | 77 |
5275 | 78 for (octave_idx_type i = 0; i < nn; i++) |
3 | 79 { |
80 tmp_deriv.elem (i) = deriv [i]; | |
81 tmp_state.elem (i) = state [i]; | |
82 } | |
83 | |
3849 | 84 tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires); |
3 | 85 |
3849 | 86 if (ires >= 0) |
256 | 87 { |
3849 | 88 if (tmp_delta.length () == 0) |
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89 ires = -2; |
3849 | 90 else |
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91 { |
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92 for (octave_idx_type i = 0; i < nn; i++) |
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93 delta [i] = tmp_delta.elem (i); |
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94 } |
256 | 95 } |
3 | 96 |
4180 | 97 END_INTERRUPT_WITH_EXCEPTIONS; |
98 | |
3 | 99 return 0; |
100 } | |
101 | |
5275 | 102 static octave_idx_type |
3991 | 103 ddassl_j (const double& time, const double *state, const double *deriv, |
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104 double *pd, const double& cj, double *, octave_idx_type *) |
3 | 105 { |
4180 | 106 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
107 | |
5775 | 108 // FIXME -- would be nice to avoid copying the data. |
3991 | 109 |
1546 | 110 ColumnVector tmp_state (nn); |
111 ColumnVector tmp_deriv (nn); | |
3 | 112 |
5275 | 113 for (octave_idx_type i = 0; i < nn; i++) |
3991 | 114 { |
115 tmp_deriv.elem (i) = deriv [i]; | |
116 tmp_state.elem (i) = state [i]; | |
117 } | |
3 | 118 |
3991 | 119 Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj); |
3 | 120 |
5275 | 121 for (octave_idx_type j = 0; j < nn; j++) |
122 for (octave_idx_type i = 0; i < nn; i++) | |
3991 | 123 pd [nn * j + i] = tmp_pd.elem (i, j); |
3 | 124 |
4180 | 125 END_INTERRUPT_WITH_EXCEPTIONS; |
126 | |
3 | 127 return 0; |
128 } | |
129 | |
1546 | 130 ColumnVector |
1842 | 131 DASSL::do_integrate (double tout) |
3 | 132 { |
1945 | 133 ColumnVector retval; |
134 | |
4049 | 135 if (! initialized || restart || DAEFunc::reset|| DASSL_options::reset) |
1945 | 136 { |
4049 | 137 integration_error = false; |
138 | |
139 initialized = true; | |
140 | |
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141 info.resize (15, 1); |
4049 | 142 |
5275 | 143 for (octave_idx_type i = 0; i < 15; i++) |
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144 info(i) = 0; |
1945 | 145 |
5275 | 146 octave_idx_type n = size (); |
4049 | 147 |
4429 | 148 liw = 21 + n; |
4049 | 149 lrw = 40 + 9*n + n*n; |
1945 | 150 |
4049 | 151 nn = n; |
1945 | 152 |
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153 iwork.resize (liw, 1); |
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154 rwork.resize (lrw, 1); |
256 | 155 |
4049 | 156 info(0) = 0; |
3994 | 157 |
4049 | 158 if (stop_time_set) |
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159 { |
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160 rwork(0) = stop_time; |
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161 info(3) = 1; |
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162 } |
4049 | 163 else |
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164 info(3) = 0; |
3 | 165 |
4049 | 166 restart = false; |
167 | |
168 // DAEFunc | |
3 | 169 |
4049 | 170 user_fun = DAEFunc::function (); |
171 user_jac = DAEFunc::jacobian_function (); | |
172 | |
173 if (user_fun) | |
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174 { |
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175 octave_idx_type ires = 0; |
4049 | 176 |
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177 ColumnVector res = (*user_fun) (x, xdot, t, ires); |
3993 | 178 |
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179 if (res.length () != x.length ()) |
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180 { |
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181 (*current_liboctave_error_handler) |
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182 ("dassl: inconsistent sizes for state and residual vectors"); |
3849 | 183 |
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184 integration_error = true; |
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185 return retval; |
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186 } |
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187 } |
4049 | 188 else |
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189 { |
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190 (*current_liboctave_error_handler) |
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191 ("dassl: no user supplied RHS subroutine!"); |
2344 | 192 |
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193 integration_error = true; |
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194 return retval; |
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195 } |
2344 | 196 |
4049 | 197 info(4) = user_jac ? 1 : 0; |
2344 | 198 |
4049 | 199 DAEFunc::reset = false; |
3 | 200 |
4049 | 201 // DASSL_options |
3998 | 202 |
4049 | 203 double hmax = maximum_step_size (); |
204 if (hmax >= 0.0) | |
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205 { |
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206 rwork(1) = hmax; |
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207 info(6) = 1; |
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208 } |
4049 | 209 else |
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210 info(6) = 0; |
3998 | 211 |
4049 | 212 double h0 = initial_step_size (); |
213 if (h0 >= 0.0) | |
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214 { |
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215 rwork(2) = h0; |
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216 info(7) = 1; |
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217 } |
4049 | 218 else |
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219 info(7) = 0; |
3998 | 220 |
4429 | 221 if (step_limit () >= 0) |
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222 { |
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223 info(11) = 1; |
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224 iwork(20) = step_limit (); |
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225 } |
4429 | 226 else |
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227 info(11) = 0; |
4429 | 228 |
5275 | 229 octave_idx_type maxord = maximum_order (); |
4049 | 230 if (maxord >= 0) |
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231 { |
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232 if (maxord > 0 && maxord < 6) |
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233 { |
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234 info(8) = 1; |
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235 iwork(2) = maxord; |
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236 } |
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237 else |
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238 { |
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239 (*current_liboctave_error_handler) |
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240 ("dassl: invalid value for maximum order: %d", maxord); |
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241 integration_error = true; |
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242 return retval; |
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243 } |
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244 } |
4047 | 245 |
5275 | 246 octave_idx_type enc = enforce_nonnegativity_constraints (); |
4049 | 247 info(9) = enc ? 1 : 0; |
248 | |
5275 | 249 octave_idx_type ccic = compute_consistent_initial_condition (); |
4049 | 250 info(10) = ccic ? 1 : 0; |
251 | |
252 abs_tol = absolute_tolerance (); | |
253 rel_tol = relative_tolerance (); | |
289 | 254 |
5275 | 255 octave_idx_type abs_tol_len = abs_tol.length (); |
256 octave_idx_type rel_tol_len = rel_tol.length (); | |
4049 | 257 |
258 if (abs_tol_len == 1 && rel_tol_len == 1) | |
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259 { |
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260 info(1) = 0; |
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261 } |
4049 | 262 else if (abs_tol_len == n && rel_tol_len == n) |
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263 { |
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264 info(1) = 1; |
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265 } |
4047 | 266 else |
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267 { |
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268 (*current_liboctave_error_handler) |
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269 ("dassl: inconsistent sizes for tolerance arrays"); |
4049 | 270 |
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271 integration_error = true; |
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272 return retval; |
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273 } |
4049 | 274 |
275 DASSL_options::reset = false; | |
289 | 276 } |
4047 | 277 |
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278 double *px = x.fortran_vec (); |
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279 double *pxdot = xdot.fortran_vec (); |
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280 |
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281 octave_idx_type *pinfo = info.fortran_vec (); |
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282 |
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283 double *prel_tol = rel_tol.fortran_vec (); |
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284 double *pabs_tol = abs_tol.fortran_vec (); |
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285 |
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286 double *prwork = rwork.fortran_vec (); |
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287 octave_idx_type *piwork = iwork.fortran_vec (); |
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288 |
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289 double *dummy = 0; |
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290 octave_idx_type *idummy = 0; |
3 | 291 |
4049 | 292 F77_XFCN (ddassl, DDASSL, (ddassl_f, nn, t, px, pxdot, tout, pinfo, |
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293 prel_tol, pabs_tol, istate, prwork, lrw, |
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294 piwork, liw, dummy, idummy, ddassl_j)); |
3 | 295 |
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296 switch (istate) |
3 | 297 { |
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298 case 1: // A step was successfully taken in intermediate-output |
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299 // mode. The code has not yet reached TOUT. |
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300 case 2: // The integration to TSTOP was successfully completed |
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301 // (T=TSTOP) by stepping exactly to TSTOP. |
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302 case 3: // The integration to TOUT was successfully completed |
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303 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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304 // interpolation. YPRIME(*) is obtained by interpolation. |
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305 retval = x; |
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306 t = tout; |
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307 break; |
1360 | 308 |
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309 case -1: // A large amount of work has been expended. (~500 steps). |
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310 case -2: // The error tolerances are too stringent. |
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311 case -3: // The local error test cannot be satisfied because you |
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312 // specified a zero component in ATOL and the |
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313 // corresponding computed solution component is zero. |
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314 // Thus, a pure relative error test is impossible for |
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315 // this component. |
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316 case -6: // DDASSL had repeated error test failures on the last |
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317 // attempted step. |
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318 case -7: // The corrector could not converge. |
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319 case -8: // The matrix of partial derivatives is singular. |
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320 case -9: // The corrector could not converge. There were repeated |
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321 // error test failures in this step. |
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322 case -10: // The corrector could not converge because IRES was |
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323 // equal to minus one. |
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324 case -11: // IRES equal to -2 was encountered and control is being |
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325 // returned to the calling program. |
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326 case -12: // DDASSL failed to compute the initial YPRIME. |
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327 case -33: // The code has encountered trouble from which it cannot |
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328 // recover. A message is printed explaining the trouble |
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329 // and control is returned to the calling program. For |
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330 // example, this occurs when invalid input is detected. |
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331 integration_error = true; |
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332 break; |
3996 | 333 |
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334 default: |
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335 integration_error = true; |
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336 (*current_liboctave_error_handler) |
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337 ("unrecognized value of istate (= %d) returned from ddassl", |
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338 istate); |
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339 break; |
3 | 340 } |
341 | |
1945 | 342 return retval; |
3 | 343 } |
344 | |
345 Matrix | |
1842 | 346 DASSL::do_integrate (const ColumnVector& tout) |
347 { | |
348 Matrix dummy; | |
349 return integrate (tout, dummy); | |
350 } | |
351 | |
352 Matrix | |
353 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) | |
3 | 354 { |
355 Matrix retval; | |
4049 | 356 |
5275 | 357 octave_idx_type n_out = tout.capacity (); |
358 octave_idx_type n = size (); | |
3 | 359 |
360 if (n_out > 0 && n > 0) | |
361 { | |
362 retval.resize (n_out, n); | |
363 xdot_out.resize (n_out, n); | |
364 | |
5275 | 365 for (octave_idx_type i = 0; i < n; i++) |
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366 { |
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367 retval.elem (0, i) = x.elem (i); |
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368 xdot_out.elem (0, i) = xdot.elem (i); |
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369 } |
3 | 370 |
5275 | 371 for (octave_idx_type j = 1; j < n_out; j++) |
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372 { |
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373 ColumnVector x_next = do_integrate (tout.elem (j)); |
256 | 374 |
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375 if (integration_error) |
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376 return retval; |
256 | 377 |
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378 for (octave_idx_type i = 0; i < n; i++) |
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379 { |
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380 retval.elem (j, i) = x_next.elem (i); |
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381 xdot_out.elem (j, i) = xdot.elem (i); |
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382 } |
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383 } |
3 | 384 } |
385 | |
386 return retval; | |
387 } | |
388 | |
389 Matrix | |
3519 | 390 DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
391 { | |
392 Matrix dummy; | |
393 return integrate (tout, dummy, tcrit); | |
394 } | |
395 | |
396 Matrix | |
1842 | 397 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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398 const ColumnVector& tcrit) |
3 | 399 { |
400 Matrix retval; | |
4049 | 401 |
5275 | 402 octave_idx_type n_out = tout.capacity (); |
403 octave_idx_type n = size (); | |
3 | 404 |
405 if (n_out > 0 && n > 0) | |
406 { | |
407 retval.resize (n_out, n); | |
408 xdot_out.resize (n_out, n); | |
409 | |
5275 | 410 for (octave_idx_type i = 0; i < n; i++) |
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411 { |
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412 retval.elem (0, i) = x.elem (i); |
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413 xdot_out.elem (0, i) = xdot.elem (i); |
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414 } |
3 | 415 |
5275 | 416 octave_idx_type n_crit = tcrit.capacity (); |
3 | 417 |
418 if (n_crit > 0) | |
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419 { |
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420 octave_idx_type i_crit = 0; |
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421 octave_idx_type i_out = 1; |
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422 double next_crit = tcrit.elem (0); |
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423 double next_out; |
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424 while (i_out < n_out) |
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425 { |
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426 bool do_restart = false; |
3 | 427 |
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428 next_out = tout.elem (i_out); |
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429 if (i_crit < n_crit) |
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430 next_crit = tcrit.elem (i_crit); |
3 | 431 |
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432 bool save_output; |
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433 double t_out; |
3 | 434 |
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435 if (next_crit == next_out) |
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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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439 save_output = true; |
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440 i_out++; |
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441 i_crit++; |
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442 do_restart = true; |
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443 } |
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444 else if (next_crit < next_out) |
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445 { |
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446 if (i_crit < n_crit) |
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447 { |
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448 set_stop_time (next_crit); |
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449 t_out = next_crit; |
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450 save_output = false; |
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451 i_crit++; |
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452 do_restart = true; |
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453 } |
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454 else |
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455 { |
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456 clear_stop_time (); |
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457 t_out = next_out; |
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458 save_output = true; |
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459 i_out++; |
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460 } |
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461 } |
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462 else |
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463 { |
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464 set_stop_time (next_crit); |
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465 t_out = next_out; |
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466 save_output = true; |
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467 i_out++; |
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468 } |
3 | 469 |
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470 ColumnVector x_next = do_integrate (t_out); |
3 | 471 |
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472 if (integration_error) |
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473 return retval; |
256 | 474 |
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475 if (save_output) |
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476 { |
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477 for (octave_idx_type i = 0; i < n; i++) |
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478 { |
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479 retval.elem (i_out-1, i) = x_next.elem (i); |
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480 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
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481 } |
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482 } |
3 | 483 |
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484 if (do_restart) |
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485 force_restart (); |
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486 } |
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487 } |
3 | 488 else |
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489 { |
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490 retval = integrate (tout, xdot_out); |
256 | 491 |
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492 if (integration_error) |
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493 return retval; |
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494 } |
3 | 495 } |
496 | |
497 return retval; | |
498 } | |
289 | 499 |
3995 | 500 std::string |
501 DASSL::error_message (void) const | |
502 { | |
503 std::string retval; | |
504 | |
5765 | 505 std::ostringstream buf; |
506 buf << t; | |
507 std::string t_curr = buf.str (); | |
4043 | 508 |
3997 | 509 switch (istate) |
3995 | 510 { |
3996 | 511 case 1: |
512 retval = "a step was successfully taken in intermediate-output mode."; | |
513 break; | |
514 | |
515 case 2: | |
516 retval = "integration completed by stepping exactly to TOUT"; | |
517 break; | |
518 | |
519 case 3: | |
520 retval = "integration to tout completed by stepping past TOUT"; | |
521 break; | |
522 | |
523 case -1: | |
4043 | 524 retval = std::string ("a large amount of work has been expended (t =") |
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525 + t_curr + ")"; |
3996 | 526 break; |
527 | |
528 case -2: | |
529 retval = "the error tolerances are too stringent"; | |
530 break; | |
531 | |
532 case -3: | |
4043 | 533 retval = std::string ("error weight became zero during problem. (t = ") |
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534 + t_curr |
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535 + "; solution component i vanished, and atol or atol(i) == 0)"; |
3996 | 536 break; |
537 | |
538 case -6: | |
4043 | 539 retval = std::string ("repeated error test failures on the last attempted step (t = ") |
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540 + t_curr + ")"; |
3996 | 541 break; |
542 | |
543 case -7: | |
4043 | 544 retval = std::string ("the corrector could not converge (t = ") |
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545 + t_curr + ")"; |
3996 | 546 break; |
547 | |
548 case -8: | |
4043 | 549 retval = std::string ("the matrix of partial derivatives is singular (t = ") |
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550 + t_curr + ")"; |
3996 | 551 break; |
552 | |
553 case -9: | |
4043 | 554 retval = std::string ("the corrector could not converge (t = ") |
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555 + t_curr + "; repeated test failures)"; |
3996 | 556 break; |
557 | |
558 case -10: | |
4043 | 559 retval = std::string ("corrector could not converge because IRES was -1 (t = ") |
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560 + t_curr + ")"; |
3996 | 561 break; |
562 | |
563 case -11: | |
4043 | 564 retval = std::string ("return requested in user-supplied function (t = ") |
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565 + t_curr + ")"; |
3996 | 566 break; |
567 | |
568 case -12: | |
569 retval = "failed to compute consistent initial conditions"; | |
570 break; | |
571 | |
572 case -33: | |
573 retval = "unrecoverable error (see printed message)"; | |
574 break; | |
575 | |
3995 | 576 default: |
577 retval = "unknown error state"; | |
578 break; | |
579 } | |
580 | |
581 return retval; | |
582 } |