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1 /* |
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2 |
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3 Copyright (C) 2002, 2003, 2004, 2005, 2006, 2007 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 3 of the License, or (at your |
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10 option) any 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, see |
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19 <http://www.gnu.org/licenses/>. |
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20 |
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21 */ |
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22 |
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23 #ifdef HAVE_CONFIG_H |
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24 #include <config.h> |
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25 #endif |
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26 |
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27 #include <cfloat> |
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28 |
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29 #include <sstream> |
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30 |
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31 #include "DASRT.h" |
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32 #include "f77-fcn.h" |
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33 #include "lo-error.h" |
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34 #include "lo-math.h" |
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35 #include "quit.h" |
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36 |
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37 typedef octave_idx_type (*dasrt_fcn_ptr) (const double&, const double*, const double*, |
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38 double*, octave_idx_type&, double*, octave_idx_type*); |
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39 |
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40 typedef octave_idx_type (*dasrt_jac_ptr) (const double&, const double*, const double*, |
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41 double*, const double&, double*, octave_idx_type*); |
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42 |
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43 typedef octave_idx_type (*dasrt_constr_ptr) (const octave_idx_type&, const double&, const double*, |
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44 const octave_idx_type&, double*, double*, octave_idx_type*); |
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45 |
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46 extern "C" |
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47 { |
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48 F77_RET_T |
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49 F77_FUNC (ddasrt, DDASRT) (dasrt_fcn_ptr, const octave_idx_type&, double&, |
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50 double*, double*, const double&, octave_idx_type*, |
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51 const double*, const double*, octave_idx_type&, double*, |
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52 const octave_idx_type&, octave_idx_type*, const octave_idx_type&, double*, |
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53 octave_idx_type*, dasrt_jac_ptr, dasrt_constr_ptr, |
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54 const octave_idx_type&, octave_idx_type*); |
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55 } |
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56 |
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57 static DAEFunc::DAERHSFunc user_fsub; |
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58 static DAEFunc::DAEJacFunc user_jsub; |
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59 static DAERTFunc::DAERTConstrFunc user_csub; |
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60 |
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61 static octave_idx_type nn; |
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62 |
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63 static octave_idx_type |
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64 ddasrt_f (const double& t, const double *state, const double *deriv, |
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65 double *delta, octave_idx_type& ires, double *, octave_idx_type *) |
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66 { |
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67 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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68 |
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69 ColumnVector tmp_state (nn); |
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70 ColumnVector tmp_deriv (nn); |
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71 |
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72 for (octave_idx_type i = 0; i < nn; i++) |
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73 { |
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74 tmp_state(i) = state[i]; |
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75 tmp_deriv(i) = deriv[i]; |
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76 } |
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77 |
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78 ColumnVector tmp_fval = (*user_fsub) (tmp_state, tmp_deriv, t, ires); |
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79 |
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80 if (tmp_fval.length () == 0) |
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81 ires = -2; |
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82 else |
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83 { |
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84 for (octave_idx_type i = 0; i < nn; i++) |
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85 delta[i] = tmp_fval(i); |
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86 } |
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87 |
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88 END_INTERRUPT_WITH_EXCEPTIONS; |
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89 |
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90 return 0; |
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91 } |
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92 |
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93 octave_idx_type |
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94 ddasrt_j (const double& time, const double *state, const double *deriv, |
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95 double *pd, const double& cj, double *, octave_idx_type *) |
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96 { |
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97 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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98 |
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99 // FIXME -- would be nice to avoid copying the data. |
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100 |
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101 ColumnVector tmp_state (nn); |
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102 ColumnVector tmp_deriv (nn); |
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103 |
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104 for (octave_idx_type i = 0; i < nn; i++) |
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105 { |
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106 tmp_deriv.elem (i) = deriv [i]; |
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107 tmp_state.elem (i) = state [i]; |
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108 } |
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109 |
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110 Matrix tmp_pd = (*user_jsub) (tmp_state, tmp_deriv, time, cj); |
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111 |
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112 for (octave_idx_type j = 0; j < nn; j++) |
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113 for (octave_idx_type i = 0; i < nn; i++) |
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114 pd [nn * j + i] = tmp_pd.elem (i, j); |
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115 |
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116 END_INTERRUPT_WITH_EXCEPTIONS; |
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117 |
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118 return 0; |
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119 } |
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120 |
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121 static octave_idx_type |
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122 ddasrt_g (const octave_idx_type& neq, const double& t, const double *state, |
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123 const octave_idx_type& ng, double *gout, double *, octave_idx_type *) |
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124 { |
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125 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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126 |
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127 octave_idx_type n = neq; |
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128 |
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129 ColumnVector tmp_state (n); |
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130 for (octave_idx_type i = 0; i < n; i++) |
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131 tmp_state(i) = state[i]; |
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132 |
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133 ColumnVector tmp_fval = (*user_csub) (tmp_state, t); |
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134 |
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135 for (octave_idx_type i = 0; i < ng; i++) |
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136 gout[i] = tmp_fval(i); |
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137 |
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138 END_INTERRUPT_WITH_EXCEPTIONS; |
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139 |
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140 return 0; |
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141 } |
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142 |
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143 void |
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144 DASRT::integrate (double tout) |
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145 { |
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146 DASRT_result retval; |
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147 |
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148 // I suppose this is the safe thing to do. If this is the first |
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149 // call, or if anything about the problem has changed, we should |
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150 // start completely fresh. |
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151 |
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152 if (! initialized || restart |
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153 || DAEFunc::reset || DAERTFunc::reset || DASRT_options::reset) |
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154 { |
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155 integration_error = false; |
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156 |
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157 initialized = true; |
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158 |
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159 info.resize (15); |
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160 |
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161 for (octave_idx_type i = 0; i < 15; i++) |
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162 info(i) = 0; |
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163 |
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164 pinfo = info.fortran_vec (); |
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165 |
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166 octave_idx_type n = size (); |
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167 |
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168 nn = n; |
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169 |
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170 // DAERTFunc |
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171 |
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172 user_csub = DAERTFunc::constraint_function (); |
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173 |
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174 if (user_csub) |
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175 { |
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176 ColumnVector tmp = (*user_csub) (x, t); |
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177 ng = tmp.length (); |
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178 } |
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179 else |
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180 ng = 0; |
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181 |
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182 octave_idx_type maxord = maximum_order (); |
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183 if (maxord >= 0) |
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184 { |
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185 if (maxord > 0 && maxord < 6) |
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186 { |
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187 info(8) = 1; |
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188 iwork(2) = maxord; |
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189 } |
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190 else |
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191 { |
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192 (*current_liboctave_error_handler) |
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193 ("dassl: invalid value for maximum order"); |
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194 integration_error = true; |
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195 return; |
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196 } |
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197 } |
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198 |
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199 liw = 21 + n; |
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200 lrw = 50 + 9*n + n*n + 3*ng; |
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201 |
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202 iwork.resize (liw); |
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203 rwork.resize (lrw); |
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204 |
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205 info(0) = 0; |
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206 |
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207 if (stop_time_set) |
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208 { |
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209 info(3) = 1; |
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210 rwork(0) = stop_time; |
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211 } |
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212 else |
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213 info(3) = 0; |
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214 |
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215 px = x.fortran_vec (); |
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216 pxdot = xdot.fortran_vec (); |
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217 |
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218 piwork = iwork.fortran_vec (); |
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219 prwork = rwork.fortran_vec (); |
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220 |
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221 restart = false; |
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222 |
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223 // DAEFunc |
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224 |
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225 user_fsub = DAEFunc::function (); |
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226 user_jsub = DAEFunc::jacobian_function (); |
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227 |
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228 if (user_fsub) |
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229 { |
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230 octave_idx_type ires = 0; |
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231 |
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232 ColumnVector fval = (*user_fsub) (x, xdot, t, ires); |
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233 |
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234 if (fval.length () != x.length ()) |
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235 { |
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236 (*current_liboctave_error_handler) |
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237 ("dasrt: inconsistent sizes for state and residual vectors"); |
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238 |
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239 integration_error = true; |
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240 return; |
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241 } |
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242 } |
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243 else |
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244 { |
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245 (*current_liboctave_error_handler) |
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246 ("dasrt: no user supplied RHS subroutine!"); |
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247 |
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248 integration_error = true; |
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249 return; |
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250 } |
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251 |
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252 info(4) = user_jsub ? 1 : 0; |
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253 |
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254 DAEFunc::reset = false; |
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255 |
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256 jroot.resize (ng, 1); |
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257 |
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258 pjroot = jroot.fortran_vec (); |
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259 |
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260 DAERTFunc::reset = false; |
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261 |
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262 // DASRT_options |
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263 |
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264 double mss = maximum_step_size (); |
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265 if (mss >= 0.0) |
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266 { |
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267 rwork(1) = mss; |
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268 info(6) = 1; |
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269 } |
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270 else |
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271 info(6) = 0; |
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272 |
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273 double iss = initial_step_size (); |
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274 if (iss >= 0.0) |
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275 { |
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276 rwork(2) = iss; |
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277 info(7) = 1; |
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278 } |
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279 else |
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280 info(7) = 0; |
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281 |
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282 if (step_limit () >= 0) |
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283 { |
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284 info(11) = 1; |
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285 iwork(20) = step_limit (); |
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286 } |
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287 else |
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288 info(11) = 0; |
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289 |
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290 abs_tol = absolute_tolerance (); |
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291 rel_tol = relative_tolerance (); |
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292 |
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293 octave_idx_type abs_tol_len = abs_tol.length (); |
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294 octave_idx_type rel_tol_len = rel_tol.length (); |
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295 |
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296 if (abs_tol_len == 1 && rel_tol_len == 1) |
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297 { |
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298 info.elem (1) = 0; |
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299 } |
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300 else if (abs_tol_len == n && rel_tol_len == n) |
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301 { |
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302 info.elem (1) = 1; |
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303 } |
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304 else |
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305 { |
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306 (*current_liboctave_error_handler) |
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307 ("dasrt: inconsistent sizes for tolerance arrays"); |
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308 |
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309 integration_error = true; |
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310 return; |
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311 } |
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312 |
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313 pabs_tol = abs_tol.fortran_vec (); |
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314 prel_tol = rel_tol.fortran_vec (); |
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315 |
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316 DASRT_options::reset = false; |
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317 } |
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318 |
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319 static double *dummy = 0; |
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320 static octave_idx_type *idummy = 0; |
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321 |
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322 F77_XFCN (ddasrt, DDASRT, (ddasrt_f, nn, t, px, pxdot, tout, pinfo, |
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323 prel_tol, pabs_tol, istate, prwork, lrw, |
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324 piwork, liw, dummy, idummy, ddasrt_j, |
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325 ddasrt_g, ng, pjroot)); |
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326 |
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327 if (f77_exception_encountered) |
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328 { |
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329 integration_error = true; |
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330 (*current_liboctave_error_handler) ("unrecoverable error in dasrt"); |
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331 } |
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332 else |
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333 { |
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334 switch (istate) |
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335 { |
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336 case 1: // A step was successfully taken in intermediate-output |
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337 // mode. The code has not yet reached TOUT. |
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338 case 2: // The integration to TOUT was successfully completed |
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339 // (T=TOUT) by stepping exactly to TOUT. |
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340 case 3: // The integration to TOUT was successfully completed |
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341 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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342 // interpolation. YPRIME(*) is obtained by interpolation. |
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343 t = tout; |
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344 break; |
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345 |
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346 case 4: // The integration was successfully completed |
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347 // by finding one or more roots of G at T. |
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348 break; |
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349 |
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350 case -1: // A large amount of work has been expended. |
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351 case -2: // The error tolerances are too stringent. |
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352 case -3: // The local error test cannot be satisfied because you |
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353 // specified a zero component in ATOL and the |
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354 // corresponding computed solution component is zero. |
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355 // Thus, a pure relative error test is impossible for |
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356 // this component. |
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357 case -6: // DDASRT had repeated error test failures on the last |
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358 // attempted step. |
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359 case -7: // The corrector could not converge. |
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360 case -8: // The matrix of partial derivatives is singular. |
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361 case -9: // The corrector could not converge. There were repeated |
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362 // error test failures in this step. |
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363 case -10: // The corrector could not converge because IRES was |
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364 // equal to minus one. |
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365 case -11: // IRES equal to -2 was encountered and control is being |
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366 // returned to the calling program. |
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367 case -12: // DASSL failed to compute the initial YPRIME. |
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368 case -33: // The code has encountered trouble from which it cannot |
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369 // recover. A message is printed explaining the trouble |
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370 // and control is returned to the calling program. For |
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371 // example, this occurs when invalid input is detected. |
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372 integration_error = true; |
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373 break; |
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374 |
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375 default: |
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376 integration_error = true; |
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377 (*current_liboctave_error_handler) |
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378 ("unrecognized value of istate (= %d) returned from ddasrt", |
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379 istate); |
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380 break; |
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381 } |
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382 } |
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383 } |
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384 |
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385 DASRT_result |
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386 DASRT::integrate (const ColumnVector& tout) |
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387 { |
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388 DASRT_result retval; |
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389 |
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390 Matrix x_out; |
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391 Matrix xdot_out; |
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392 ColumnVector t_out = tout; |
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393 |
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394 octave_idx_type n_out = tout.capacity (); |
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395 octave_idx_type n = size (); |
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396 |
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397 if (n_out > 0 && n > 0) |
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398 { |
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399 x_out.resize (n_out, n); |
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400 xdot_out.resize (n_out, n); |
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401 |
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402 for (octave_idx_type i = 0; i < n; i++) |
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403 { |
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404 x_out(0,i) = x(i); |
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405 xdot_out(0,i) = xdot(i); |
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406 } |
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407 |
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408 for (octave_idx_type j = 1; j < n_out; j++) |
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409 { |
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410 integrate (tout(j)); |
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411 |
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412 if (integration_error) |
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413 { |
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414 retval = DASRT_result (x_out, xdot_out, t_out); |
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415 return retval; |
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416 } |
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3992
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417 |
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418 if (istate == 4) |
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419 t_out(j) = t; |
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420 else |
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421 t_out(j) = tout(j); |
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422 |
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5275
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423 for (octave_idx_type i = 0; i < n; i++) |
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424 { |
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425 x_out(j,i) = x(i); |
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426 xdot_out(j,i) = xdot(i); |
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427 } |
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3992
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428 |
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3997
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429 if (istate == 4) |
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3992
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430 { |
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3994
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431 x_out.resize (j+1, n); |
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432 xdot_out.resize (j+1, n); |
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433 t_out.resize (j+1); |
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434 break; |
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3992
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435 } |
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3990
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436 } |
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437 } |
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438 |
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439 retval = DASRT_result (x_out, xdot_out, t_out); |
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440 |
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441 return retval; |
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442 } |
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443 |
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444 DASRT_result |
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445 DASRT::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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446 { |
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447 DASRT_result retval; |
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448 |
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449 Matrix x_out; |
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450 Matrix xdot_out; |
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3994
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451 ColumnVector t_outs = tout; |
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3990
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452 |
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5275
|
453 octave_idx_type n_out = tout.capacity (); |
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454 octave_idx_type n = size (); |
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3990
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455 |
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456 if (n_out > 0 && n > 0) |
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457 { |
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458 x_out.resize (n_out, n); |
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459 xdot_out.resize (n_out, n); |
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460 |
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5275
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461 octave_idx_type n_crit = tcrit.capacity (); |
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3990
|
462 |
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463 if (n_crit > 0) |
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464 { |
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5275
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465 octave_idx_type i_crit = 0; |
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466 octave_idx_type i_out = 1; |
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3990
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467 double next_crit = tcrit(0); |
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468 double next_out; |
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469 while (i_out < n_out) |
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470 { |
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471 bool do_restart = false; |
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472 |
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473 next_out = tout(i_out); |
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474 if (i_crit < n_crit) |
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475 next_crit = tcrit(i_crit); |
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476 |
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5275
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477 octave_idx_type save_output; |
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3990
|
478 double t_out; |
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479 |
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480 if (next_crit == next_out) |
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481 { |
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482 set_stop_time (next_crit); |
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483 t_out = next_out; |
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484 save_output = 1; |
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485 i_out++; |
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486 i_crit++; |
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487 do_restart = true; |
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488 } |
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489 else if (next_crit < next_out) |
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490 { |
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491 if (i_crit < n_crit) |
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492 { |
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493 set_stop_time (next_crit); |
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494 t_out = next_crit; |
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495 save_output = 0; |
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496 i_crit++; |
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497 do_restart = true; |
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498 } |
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499 else |
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500 { |
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501 clear_stop_time (); |
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502 t_out = next_out; |
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503 save_output = 1; |
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504 i_out++; |
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505 } |
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506 } |
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507 else |
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508 { |
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509 set_stop_time (next_crit); |
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510 t_out = next_out; |
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511 save_output = 1; |
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512 i_out++; |
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513 } |
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514 |
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515 integrate (t_out); |
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516 |
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517 if (integration_error) |
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518 { |
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519 retval = DASRT_result (x_out, xdot_out, t_outs); |
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520 return retval; |
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521 } |
|
3992
|
522 |
|
3997
|
523 if (istate == 4) |
|
3990
|
524 t_out = t; |
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525 |
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|
526 if (save_output) |
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|
527 { |
|
5275
|
528 for (octave_idx_type i = 0; i < n; i++) |
|
3990
|
529 { |
|
3994
|
530 x_out(i_out-1,i) = x(i); |
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|
531 xdot_out(i_out-1,i) = xdot(i); |
|
3990
|
532 } |
|
3994
|
533 |
|
3990
|
534 t_outs(i_out-1) = t_out; |
|
3994
|
535 |
|
3997
|
536 if (istate == 4) |
|
3990
|
537 { |
|
|
538 x_out.resize (i_out, n); |
|
|
539 xdot_out.resize (i_out, n); |
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|
540 t_outs.resize (i_out); |
|
|
541 i_out = n_out; |
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|
542 } |
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|
543 } |
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|
544 |
|
|
545 if (do_restart) |
|
|
546 force_restart (); |
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|
547 } |
|
|
548 |
|
|
549 retval = DASRT_result (x_out, xdot_out, t_outs); |
|
|
550 } |
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551 else |
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|
552 { |
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|
553 retval = integrate (tout); |
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|
554 |
|
|
555 if (integration_error) |
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|
556 return retval; |
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|
557 } |
|
|
558 } |
|
|
559 |
|
|
560 return retval; |
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|
561 } |
|
|
562 |
|
3995
|
563 std::string |
|
|
564 DASRT::error_message (void) const |
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|
565 { |
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|
566 std::string retval; |
|
|
567 |
|
5765
|
568 std::ostringstream buf; |
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|
569 buf << t; |
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|
570 std::string t_curr = buf.str (); |
|
4043
|
571 |
|
3997
|
572 switch (istate) |
|
3995
|
573 { |
|
3996
|
574 case 1: |
|
|
575 retval = "a step was successfully taken in intermediate-output mode."; |
|
|
576 break; |
|
|
577 |
|
|
578 case 2: |
|
|
579 retval = "integration completed by stepping exactly to TOUT"; |
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|
580 break; |
|
|
581 |
|
|
582 case 3: |
|
|
583 retval = "integration to tout completed by stepping past TOUT"; |
|
|
584 break; |
|
|
585 |
|
|
586 case 4: |
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|
587 retval = "integration completed by finding one or more roots of G at T"; |
|
|
588 break; |
|
|
589 |
|
|
590 case -1: |
|
4043
|
591 retval = std::string ("a large amount of work has been expended (t =") |
|
|
592 + t_curr + ")"; |
|
3996
|
593 break; |
|
|
594 |
|
|
595 case -2: |
|
|
596 retval = "the error tolerances are too stringent"; |
|
|
597 break; |
|
|
598 |
|
|
599 case -3: |
|
4043
|
600 retval = std::string ("error weight became zero during problem. (t = ") |
|
|
601 + t_curr |
|
|
602 + "; solution component i vanished, and atol or atol(i) == 0)"; |
|
3996
|
603 break; |
|
|
604 |
|
|
605 case -6: |
|
4043
|
606 retval = std::string ("repeated error test failures on the last attempted step (t = ") |
|
|
607 + t_curr + ")"; |
|
3996
|
608 break; |
|
|
609 |
|
|
610 case -7: |
|
4043
|
611 retval = std::string ("the corrector could not converge (t = ") |
|
|
612 + t_curr + ")"; |
|
3996
|
613 break; |
|
|
614 |
|
|
615 case -8: |
|
4043
|
616 retval = std::string ("the matrix of partial derivatives is singular (t = ") |
|
|
617 + t_curr + ")"; |
|
3996
|
618 break; |
|
|
619 |
|
|
620 case -9: |
|
4043
|
621 retval = std::string ("the corrector could not converge (t = ") |
|
|
622 + t_curr + "; repeated test failures)"; |
|
3996
|
623 break; |
|
|
624 |
|
|
625 case -10: |
|
4043
|
626 retval = std::string ("corrector could not converge because IRES was -1 (t = ") |
|
|
627 + t_curr + ")"; |
|
3996
|
628 break; |
|
|
629 |
|
|
630 case -11: |
|
4043
|
631 retval = std::string ("return requested in user-supplied function (t = ") |
|
|
632 + t_curr + ")"; |
|
3996
|
633 break; |
|
|
634 |
|
|
635 case -12: |
|
|
636 retval = "failed to compute consistent initial conditions"; |
|
|
637 break; |
|
|
638 |
|
|
639 case -33: |
|
|
640 retval = "unrecoverable error (see printed message)"; |
|
|
641 break; |
|
|
642 |
|
3995
|
643 default: |
|
|
644 retval = "unknown error state"; |
|
|
645 break; |
|
|
646 } |
|
|
647 |
|
|
648 return retval; |
|
|
649 } |
|
|
650 |
|
3990
|
651 /* |
|
|
652 ;;; Local Variables: *** |
|
|
653 ;;; mode: C++ *** |
|
|
654 ;;; End: *** |
|
|
655 */ |
