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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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23 #if defined (__GNUG__) && ! defined (NO_PRAGMA_INTERFACE_IMPLEMENTATION) |
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1296
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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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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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4051
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37 #include "lo-sstream.h" |
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38 |
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3991
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39 typedef int (*dassl_fcn_ptr) (const double&, const double*, const double*, |
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40 double*, int&, double*, int*); |
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41 |
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42 typedef int (*dassl_jac_ptr) (const double&, const double*, const double*, |
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43 double*, const double&, double*, int*); |
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44 |
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45 extern "C" |
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3887
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46 int F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const int&, double&, |
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47 double*, double*, double&, const int*, |
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48 const double*, const double*, int&, |
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49 double*, const int&, int*, const int&, |
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50 const double*, const int*, |
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51 dassl_jac_ptr); |
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52 |
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532
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53 static DAEFunc::DAERHSFunc user_fun; |
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54 static DAEFunc::DAEJacFunc user_jac; |
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55 |
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56 static int nn; |
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57 |
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58 static int |
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59 ddassl_f (const double& time, const double *state, const double *deriv, |
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60 double *delta, int& ires, double *, int *) |
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61 { |
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62 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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63 |
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64 ColumnVector tmp_deriv (nn); |
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65 ColumnVector tmp_state (nn); |
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66 ColumnVector tmp_delta (nn); |
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67 |
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68 for (int i = 0; i < nn; i++) |
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69 { |
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70 tmp_deriv.elem (i) = deriv [i]; |
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71 tmp_state.elem (i) = state [i]; |
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72 } |
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73 |
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74 tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires); |
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75 |
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76 if (ires >= 0) |
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256
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77 { |
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78 if (tmp_delta.length () == 0) |
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79 ires = -2; |
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80 else |
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81 { |
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82 for (int i = 0; i < nn; i++) |
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83 delta [i] = tmp_delta.elem (i); |
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84 } |
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256
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85 } |
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86 |
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87 return 0; |
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88 } |
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89 |
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90 static int |
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91 ddassl_j (const double& time, const double *state, const double *deriv, |
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92 double *pd, const double& cj, double *, int *) |
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93 { |
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94 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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95 |
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96 ColumnVector tmp_state (nn); |
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97 ColumnVector tmp_deriv (nn); |
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98 |
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99 for (int i = 0; i < nn; i++) |
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100 { |
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101 tmp_deriv.elem (i) = deriv [i]; |
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102 tmp_state.elem (i) = state [i]; |
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103 } |
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104 |
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105 Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj); |
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106 |
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107 for (int j = 0; j < nn; j++) |
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108 for (int i = 0; i < nn; i++) |
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109 pd [nn * j + i] = tmp_pd.elem (i, j); |
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110 |
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111 return 0; |
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112 } |
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113 |
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114 ColumnVector |
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115 DASSL::do_integrate (double tout) |
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116 { |
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117 ColumnVector retval; |
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118 |
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119 if (! initialized || restart || DAEFunc::reset|| DASSL_options::reset) |
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1945
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120 { |
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121 integration_error = false; |
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122 |
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123 initialized = true; |
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124 |
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125 info.resize (15); |
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126 |
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127 for (int i = 0; i < 15; i++) |
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128 info(i) = 0; |
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129 |
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130 pinfo = info.fortran_vec (); |
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131 |
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132 int n = size (); |
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133 |
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134 liw = 20 + n; |
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135 lrw = 40 + 9*n + n*n; |
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1945
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136 |
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137 nn = n; |
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1945
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138 |
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139 iwork.resize (liw); |
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140 rwork.resize (lrw); |
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141 |
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142 info(0) = 0; |
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143 |
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144 if (stop_time_set) |
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145 { |
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146 rwork(0) = stop_time; |
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147 info(3) = 1; |
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148 } |
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149 else |
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150 info(3) = 0; |
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151 |
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152 px = x.fortran_vec (); |
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153 pxdot = xdot.fortran_vec (); |
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154 |
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155 piwork = iwork.fortran_vec (); |
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156 prwork = rwork.fortran_vec (); |
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157 |
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158 restart = false; |
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159 |
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160 // DAEFunc |
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161 |
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162 user_fun = DAEFunc::function (); |
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163 user_jac = DAEFunc::jacobian_function (); |
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164 |
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165 if (user_fun) |
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166 { |
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167 int ires = 0; |
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168 |
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169 ColumnVector res = (*user_fun) (x, xdot, t, ires); |
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170 |
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171 if (res.length () != x.length ()) |
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172 { |
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173 (*current_liboctave_error_handler) |
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174 ("dassl: inconsistent sizes for state and residual vectors"); |
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175 |
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176 integration_error = true; |
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177 return retval; |
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178 } |
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179 } |
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180 else |
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181 { |
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182 (*current_liboctave_error_handler) |
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183 ("dassl: no user supplied RHS subroutine!"); |
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184 |
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185 integration_error = true; |
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186 return retval; |
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187 } |
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188 |
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189 info(4) = user_jac ? 1 : 0; |
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190 |
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191 DAEFunc::reset = false; |
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192 |
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193 // DASSL_options |
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194 |
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195 double hmax = maximum_step_size (); |
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196 if (hmax >= 0.0) |
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197 { |
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198 rwork(1) = hmax; |
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199 info(6) = 1; |
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200 } |
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201 else |
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202 info(6) = 0; |
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203 |
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204 double h0 = initial_step_size (); |
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205 if (h0 >= 0.0) |
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206 { |
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207 rwork(2) = h0; |
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208 info(7) = 1; |
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209 } |
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210 else |
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211 info(7) = 0; |
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212 |
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213 int maxord = maximum_order (); |
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214 if (maxord >= 0) |
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215 { |
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216 if (maxord > 0 && maxord < 6) |
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217 { |
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218 info(8) = 1; |
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219 iwork(2) = maxord; |
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220 } |
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221 else |
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222 { |
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223 (*current_liboctave_error_handler) |
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224 ("dassl: invalid value for maximum order"); |
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225 integration_error = true; |
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226 return retval; |
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227 } |
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228 } |
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229 |
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230 int enc = enforce_nonnegativity_constraints (); |
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231 info(9) = enc ? 1 : 0; |
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232 |
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233 int ccic = compute_consistent_initial_condition (); |
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234 info(10) = ccic ? 1 : 0; |
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235 |
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236 abs_tol = absolute_tolerance (); |
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237 rel_tol = relative_tolerance (); |
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238 |
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239 int abs_tol_len = abs_tol.length (); |
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240 int rel_tol_len = rel_tol.length (); |
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241 |
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242 if (abs_tol_len == 1 && rel_tol_len == 1) |
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243 { |
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244 info(1) = 0; |
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245 } |
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246 else if (abs_tol_len == n && rel_tol_len == n) |
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247 { |
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248 info(1) = 1; |
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249 } |
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250 else |
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251 { |
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252 (*current_liboctave_error_handler) |
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253 ("dassl: inconsistent sizes for tolerance arrays"); |
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254 |
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255 integration_error = true; |
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256 return retval; |
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257 } |
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258 |
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259 pabs_tol = abs_tol.fortran_vec (); |
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260 prel_tol = rel_tol.fortran_vec (); |
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261 |
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262 DASSL_options::reset = false; |
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289
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263 } |
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264 |
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265 static double *dummy = 0; |
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266 static int *idummy = 0; |
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267 |
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268 F77_XFCN (ddassl, DDASSL, (ddassl_f, nn, t, px, pxdot, tout, pinfo, |
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269 prel_tol, pabs_tol, istate, prwork, lrw, |
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270 piwork, liw, dummy, idummy, ddassl_j)); |
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271 |
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272 if (f77_exception_encountered) |
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273 { |
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274 integration_error = true; |
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275 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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276 } |
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277 else |
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278 { |
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279 switch (istate) |
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1945
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280 { |
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281 case 1: // A step was successfully taken in intermediate-output |
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282 // mode. The code has not yet reached TOUT. |
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283 case 2: // The integration to TSTOP was successfully completed |
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284 // (T=TSTOP) by stepping exactly to TSTOP. |
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285 case 3: // The integration to TOUT was successfully completed |
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286 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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287 // interpolation. YPRIME(*) is obtained by interpolation. |
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288 retval = x; |
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289 t = tout; |
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290 break; |
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291 |
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292 case -1: // A large amount of work has been expended. (~500 steps). |
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293 case -2: // The error tolerances are too stringent. |
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294 case -3: // The local error test cannot be satisfied because you |
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295 // specified a zero component in ATOL and the |
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296 // corresponding computed solution component is zero. |
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297 // Thus, a pure relative error test is impossible for |
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298 // this component. |
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299 case -6: // DDASSL had repeated error test failures on the last |
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300 // attempted step. |
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301 case -7: // The corrector could not converge. |
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302 case -8: // The matrix of partial derivatives is singular. |
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303 case -9: // The corrector could not converge. There were repeated |
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304 // error test failures in this step. |
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305 case -10: // The corrector could not converge because IRES was |
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306 // equal to minus one. |
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307 case -11: // IRES equal to -2 was encountered and control is being |
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308 // returned to the calling program. |
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309 case -12: // DDASSL failed to compute the initial YPRIME. |
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310 case -33: // The code has encountered trouble from which it cannot |
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311 // recover. A message is printed explaining the trouble |
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312 // and control is returned to the calling program. For |
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313 // example, this occurs when invalid input is detected. |
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314 integration_error = true; |
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315 break; |
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316 |
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317 default: |
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318 integration_error = true; |
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3996
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319 (*current_liboctave_error_handler) |
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3997
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320 ("unrecognized value of istate (= %d) returned from ddassl", |
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321 istate); |
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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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1945
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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 |
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341 int n_out = tout.capacity (); |
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342 int n = size (); |
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343 |
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344 if (n_out > 0 && n > 0) |
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345 { |
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346 retval.resize (n_out, n); |
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347 xdot_out.resize (n_out, n); |
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348 |
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349 for (int i = 0; i < n; i++) |
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350 { |
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351 retval.elem (0, i) = x.elem (i); |
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352 xdot_out.elem (0, i) = xdot.elem (i); |
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353 } |
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354 |
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355 for (int j = 1; j < n_out; j++) |
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356 { |
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357 ColumnVector x_next = do_integrate (tout.elem (j)); |
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256
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358 |
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359 if (integration_error) |
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360 return retval; |
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361 |
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362 for (int i = 0; i < n; i++) |
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363 { |
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364 retval.elem (j, i) = x_next.elem (i); |
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365 xdot_out.elem (j, i) = xdot.elem (i); |
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366 } |
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367 } |
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368 } |
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369 |
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370 return retval; |
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371 } |
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372 |
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373 Matrix |
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3519
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374 DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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375 { |
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376 Matrix dummy; |
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377 return integrate (tout, dummy, tcrit); |
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378 } |
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379 |
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380 Matrix |
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1842
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381 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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382 const ColumnVector& tcrit) |
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3
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383 { |
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384 Matrix retval; |
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385 |
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386 int n_out = tout.capacity (); |
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387 int n = size (); |
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388 |
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389 if (n_out > 0 && n > 0) |
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390 { |
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391 retval.resize (n_out, n); |
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392 xdot_out.resize (n_out, n); |
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393 |
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394 for (int i = 0; i < n; i++) |
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395 { |
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396 retval.elem (0, i) = x.elem (i); |
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397 xdot_out.elem (0, i) = xdot.elem (i); |
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398 } |
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399 |
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400 int n_crit = tcrit.capacity (); |
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401 |
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402 if (n_crit > 0) |
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403 { |
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404 int i_crit = 0; |
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405 int i_out = 1; |
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406 double next_crit = tcrit.elem (0); |
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407 double next_out; |
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408 while (i_out < n_out) |
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409 { |
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410 bool do_restart = false; |
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3
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411 |
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412 next_out = tout.elem (i_out); |
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413 if (i_crit < n_crit) |
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414 next_crit = tcrit.elem (i_crit); |
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415 |
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3487
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416 bool save_output; |
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3
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417 double t_out; |
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418 |
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419 if (next_crit == next_out) |
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420 { |
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421 set_stop_time (next_crit); |
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422 t_out = next_out; |
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3487
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423 save_output = true; |
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3
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424 i_out++; |
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425 i_crit++; |
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3487
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426 do_restart = true; |
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3
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427 } |
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428 else if (next_crit < next_out) |
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429 { |
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430 if (i_crit < n_crit) |
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431 { |
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432 set_stop_time (next_crit); |
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433 t_out = next_crit; |
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3487
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434 save_output = false; |
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3
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435 i_crit++; |
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3487
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436 do_restart = true; |
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3
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437 } |
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438 else |
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439 { |
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440 clear_stop_time (); |
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441 t_out = next_out; |
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3487
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442 save_output = true; |
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3
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443 i_out++; |
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444 } |
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445 } |
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446 else |
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447 { |
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448 set_stop_time (next_crit); |
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449 t_out = next_out; |
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3487
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450 save_output = true; |
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3
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451 i_out++; |
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452 } |
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453 |
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1842
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454 ColumnVector x_next = do_integrate (t_out); |
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3
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455 |
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256
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456 if (integration_error) |
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457 return retval; |
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458 |
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3
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459 if (save_output) |
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460 { |
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1321
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461 for (int i = 0; i < n; i++) |
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3
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462 { |
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463 retval.elem (i_out-1, i) = x_next.elem (i); |
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464 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
|
|
465 } |
|
|
466 } |
|
|
467 |
|
|
468 if (do_restart) |
|
|
469 force_restart (); |
|
|
470 } |
|
|
471 } |
|
|
472 else |
|
256
|
473 { |
|
|
474 retval = integrate (tout, xdot_out); |
|
|
475 |
|
|
476 if (integration_error) |
|
|
477 return retval; |
|
|
478 } |
|
3
|
479 } |
|
|
480 |
|
|
481 return retval; |
|
|
482 } |
|
289
|
483 |
|
3995
|
484 std::string |
|
|
485 DASSL::error_message (void) const |
|
|
486 { |
|
|
487 std::string retval; |
|
|
488 |
|
4051
|
489 OSSTREAM buf; |
|
|
490 buf << t << OSSTREAM_ENDS; |
|
|
491 std::string t_curr = OSSTREAM_STR (buf); |
|
|
492 OSSTREAM_FREEZE (buf); |
|
4043
|
493 |
|
3997
|
494 switch (istate) |
|
3995
|
495 { |
|
3996
|
496 case 1: |
|
|
497 retval = "a step was successfully taken in intermediate-output mode."; |
|
|
498 break; |
|
|
499 |
|
|
500 case 2: |
|
|
501 retval = "integration completed by stepping exactly to TOUT"; |
|
|
502 break; |
|
|
503 |
|
|
504 case 3: |
|
|
505 retval = "integration to tout completed by stepping past TOUT"; |
|
|
506 break; |
|
|
507 |
|
|
508 case -1: |
|
4043
|
509 retval = std::string ("a large amount of work has been expended (t =") |
|
|
510 + t_curr + ")"; |
|
3996
|
511 break; |
|
|
512 |
|
|
513 case -2: |
|
|
514 retval = "the error tolerances are too stringent"; |
|
|
515 break; |
|
|
516 |
|
|
517 case -3: |
|
4043
|
518 retval = std::string ("error weight became zero during problem. (t = ") |
|
|
519 + t_curr |
|
|
520 + "; solution component i vanished, and atol or atol(i) == 0)"; |
|
3996
|
521 break; |
|
|
522 |
|
|
523 case -6: |
|
4043
|
524 retval = std::string ("repeated error test failures on the last attempted step (t = ") |
|
|
525 + t_curr + ")"; |
|
3996
|
526 break; |
|
|
527 |
|
|
528 case -7: |
|
4043
|
529 retval = std::string ("the corrector could not converge (t = ") |
|
|
530 + t_curr + ")"; |
|
3996
|
531 break; |
|
|
532 |
|
|
533 case -8: |
|
4043
|
534 retval = std::string ("the matrix of partial derivatives is singular (t = ") |
|
|
535 + t_curr + ")"; |
|
3996
|
536 break; |
|
|
537 |
|
|
538 case -9: |
|
4043
|
539 retval = std::string ("the corrector could not converge (t = ") |
|
|
540 + t_curr + "; repeated test failures)"; |
|
3996
|
541 break; |
|
|
542 |
|
|
543 case -10: |
|
4043
|
544 retval = std::string ("corrector could not converge because IRES was -1 (t = ") |
|
|
545 + t_curr + ")"; |
|
3996
|
546 break; |
|
|
547 |
|
|
548 case -11: |
|
4043
|
549 retval = std::string ("return requested in user-supplied function (t = ") |
|
|
550 + t_curr + ")"; |
|
3996
|
551 break; |
|
|
552 |
|
|
553 case -12: |
|
|
554 retval = "failed to compute consistent initial conditions"; |
|
|
555 break; |
|
|
556 |
|
|
557 case -33: |
|
|
558 retval = "unrecoverable error (see printed message)"; |
|
|
559 break; |
|
|
560 |
|
3995
|
561 default: |
|
|
562 retval = "unknown error state"; |
|
|
563 break; |
|
|
564 } |
|
|
565 |
|
|
566 return retval; |
|
|
567 } |
|
|
568 |
|
289
|
569 /* |
|
|
570 ;;; Local Variables: *** |
|
|
571 ;;; mode: C++ *** |
|
|
572 ;;; End: *** |
|
|
573 */ |
