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1 /* |
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2 |
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3 Copyright (C) 2002 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 (USE_PRAGMA_INTERFACE_IMPLEMENTATION) |
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24 #pragma implementation |
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25 #endif |
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26 |
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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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31 #include <cfloat> |
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32 #include <cmath> |
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33 |
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34 // For instantiating the Array<Matrix> object. |
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35 #include "Array.h" |
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36 #include "Array.cc" |
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37 |
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38 #include "ODESSA.h" |
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39 #include "f77-fcn.h" |
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40 #include "lo-error.h" |
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41 #include "lo-sstream.h" |
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42 #include "quit.h" |
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43 |
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44 typedef int (*odessa_fcn_ptr) (int*, const double&, double*, |
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45 double*, double*); |
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46 |
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47 typedef int (*odessa_jac_ptr) (int*, const double&, double*, |
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48 double*, const int&, const int&, |
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49 double*, const int&); |
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50 |
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51 typedef int (*odessa_dfdp_ptr) (int*, const double&, double*, |
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52 double*, double*, const int&); |
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53 |
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54 |
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55 extern "C" |
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56 int F77_FUNC (odessa, ODESSA) (odessa_fcn_ptr, odessa_dfdp_ptr, int*, |
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57 double*, double*, double&, double&, |
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58 int&, double&, const double*, int&, |
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59 int&, int*, double*, int&, int*, int&, |
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60 odessa_jac_ptr, int&); |
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61 |
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62 template class Array<Matrix>; |
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63 |
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64 static ODESFunc::ODES_fsub user_fsub; |
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65 static ODESFunc::ODES_bsub user_bsub; |
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66 static ODESFunc::ODES_jsub user_jsub; |
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67 |
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68 |
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69 static int |
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70 odessa_f (int* neq, const double& t, double *state, |
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71 double *par, double *fval) |
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72 { |
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73 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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74 |
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75 int n = neq[0]; |
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76 int n_par = neq[1]; |
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77 |
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78 // Load the state and parameter arrays as Octave objects |
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79 |
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80 ColumnVector tmp_state (n); |
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81 for (int i = 0; i < n; i++) |
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82 tmp_state(i) = state[i]; |
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83 |
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84 ColumnVector tmp_param (n_par); |
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85 for (int i = 0; i < n_par; i++) |
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86 tmp_param(i) = par[i]; |
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87 |
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88 ColumnVector tmp_fval = user_fsub (tmp_state, t, tmp_param); |
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89 |
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90 if (tmp_fval.length () == 0) |
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91 octave_jump_to_enclosing_context (); |
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92 else |
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93 { |
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94 for (int i = 0; i < n; i++) |
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95 fval[i] = tmp_fval(i); |
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96 } |
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97 |
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98 END_INTERRUPT_WITH_EXCEPTIONS; |
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99 |
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100 return 0; |
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101 } |
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102 |
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103 static int |
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104 odessa_j (int* neq, const double& t, double *state, |
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105 double *par, const int& ml, const int& mu, double *pd, |
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106 const int& nrowpd) |
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107 { |
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108 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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109 |
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110 int n = neq[0]; |
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111 int n_par = neq[1]; |
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112 |
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113 // Load the state and parameter arrays as Octave objects |
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114 ColumnVector tmp_state (n); |
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115 for (int i = 0; i < n; i++) |
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116 tmp_state(i) = state[i]; |
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117 |
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118 ColumnVector tmp_param (n_par); |
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119 for (int i = 0; i < n_par; i++) |
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120 tmp_param(i) = par[i]; |
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121 |
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122 Matrix tmp_fval = user_jsub (tmp_state, t, tmp_param); |
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123 |
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124 if (tmp_fval.length () == 0) |
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125 octave_jump_to_enclosing_context (); |
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126 else |
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127 { |
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128 for (int j = 0; j < n; j++) |
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129 for (int i = 0; i < nrowpd; i++) |
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130 pd[nrowpd*j+i] = tmp_fval(i,j); |
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131 } |
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132 |
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133 END_INTERRUPT_WITH_EXCEPTIONS; |
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134 |
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135 return 0; |
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136 } |
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137 |
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138 static int |
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139 odessa_b (int* neq, const double& t, double *state, |
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140 double *par, double *dfdp, const int& jpar) |
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141 |
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142 { |
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143 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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144 |
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145 int n = neq[0]; |
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146 int n_par = neq[1]; |
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147 |
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148 // Load the state and parameter arrays as Octave objects |
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149 ColumnVector tmp_state (n); |
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150 for (int i = 0; i < n; i++) |
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151 tmp_state(i) = state[i]; |
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152 |
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153 ColumnVector tmp_param (n_par); |
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154 for (int i = 0; i < n_par; i++) |
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155 tmp_param(i) = par[i]; |
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156 |
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157 ColumnVector tmp_fval = user_bsub (tmp_state, t, tmp_param, jpar); |
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158 |
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159 if (tmp_fval.length () == 0) |
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160 octave_jump_to_enclosing_context (); |
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161 else |
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162 { |
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163 for (int i = 0; i < n; i++) |
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164 dfdp[i] = tmp_fval(i); |
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165 } |
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166 |
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167 END_INTERRUPT_WITH_EXCEPTIONS; |
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168 |
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169 return 0; |
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170 } |
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171 |
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172 ODESSA::ODESSA (void) : ODES (), ODESSA_options () |
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173 { |
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174 neq.resize(2); |
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175 n = size (); |
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176 |
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177 iopt.resize(4); |
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178 |
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179 itask = 1; |
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180 iopt(0) = 0; |
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181 isopt = 0; |
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182 iopt(1) = isopt; |
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183 npar = 0; |
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184 neq(0) = n; |
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185 neq(1) = npar; |
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186 |
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187 sanity_checked = false; |
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188 } |
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189 |
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190 ODESSA::ODESSA (const ColumnVector& state, double time, ODESFunc& f) |
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191 : ODES (state, time, f), ODESSA_options () |
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192 { |
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193 neq.resize(2); |
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194 n = size (); |
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195 |
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196 iopt.resize(4); |
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197 itask = 1; |
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198 iopt(0) = 0; |
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199 isopt = 0; |
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200 iopt(1) = isopt; |
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201 |
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202 sanity_checked = false; |
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203 |
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204 npar = 0; |
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205 neq(0) = n; |
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206 neq(1) = npar; |
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207 |
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208 y.resize (n, 1, 0.0); |
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209 } |
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210 |
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211 ODESSA::ODESSA (const ColumnVector& state, const ColumnVector& theta, |
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212 const Matrix& sensitivity_guess, double time, ODESFunc& f) |
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213 : ODES (state, theta, time, f) |
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214 { |
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215 initialized = false; |
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216 |
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217 neq.resize(2); |
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218 n = state.length(); |
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219 npar = theta.length(); |
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220 |
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221 neq(0) = n; |
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222 neq(1) = npar; |
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223 |
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224 sx0 = sensitivity_guess; |
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225 par.resize (npar); |
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226 |
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227 for (int i = 0; i < npar; i++) |
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228 { |
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229 par(i) = theta(i); |
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230 } |
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231 |
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232 sanity_checked = false; |
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233 |
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234 npar = theta.length (); |
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235 |
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236 iopt.resize(4); |
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237 itask = 1; |
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238 iopt(0) = 0; |
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239 isopt = 1; |
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240 iopt(1) = isopt; |
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241 |
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242 y.resize (n, npar+1, 0.0); |
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243 } |
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244 |
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245 void |
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246 ODESSA::integrate (double tout) |
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247 { |
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248 ODESSA_result retval; |
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249 if (! initialized) |
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250 { |
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251 |
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252 for (int i = 0; i < n; i++) |
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253 y(i,0) = x(i); |
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254 |
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255 if (npar > 0) |
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256 { |
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257 for (int j = 0; j < npar; j++) |
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258 for (int i = 0; i < n; i++) |
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259 y(i,j+1) = sx0(i,j); |
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260 } |
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261 |
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262 integration_error = false; |
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263 |
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264 user_fsub = ODESFunc::fsub_function (); |
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265 user_bsub = ODESFunc::bsub_function (); |
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266 user_jsub = ODESFunc::jsub_function (); |
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267 |
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268 int idf; |
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269 |
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270 if (user_bsub) |
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271 idf = 1; |
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272 else |
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273 idf = 0; |
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274 |
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275 iopt(2) = idf; |
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276 |
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277 |
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278 if (restart) |
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279 { |
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280 restart = false; |
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281 istate = 1; |
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282 } |
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283 |
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284 if (integration_method () == "stiff") |
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285 { |
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286 if (user_jsub) |
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287 method_flag = 21; |
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288 else |
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289 method_flag = 22; |
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290 if (isopt) |
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291 { |
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292 liw = 21 + n + npar; |
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293 lrw = 22 + 8*(npar+1)*n + n*n + n; |
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294 } |
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295 else |
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296 { |
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297 liw = 20 + n; |
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298 lrw = 22 + 9*n + n*n; |
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299 } |
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300 } |
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301 else |
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302 { |
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303 if (isopt) |
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304 { |
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305 if (user_jsub) |
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306 method_flag = 11; |
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307 else |
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308 method_flag = 12; |
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309 liw = 21 + n + npar; |
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310 lrw = 22 + 15*(npar+1)*n + n*n + n; |
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311 } |
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312 else |
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313 { |
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314 method_flag = 10; |
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315 liw = 20 + n; |
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316 lrw = 22 + 16 * n; |
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317 } |
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318 } |
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319 |
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320 if (iwork.length () != liw) |
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321 { |
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322 iwork.resize (liw); |
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323 |
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324 for (int i = 4; i < 10; i++) |
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325 iwork.elem (i) = 0; |
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326 } |
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327 |
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328 if (rwork.length () != lrw) |
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329 { |
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330 rwork.resize (lrw); |
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331 |
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332 for (int i = 4; i < 10; i++) |
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333 rwork.elem (i) = 0.0; |
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334 } |
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335 |
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336 initialized = true; |
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337 } |
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338 integration_error = false; |
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339 |
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340 // NOTE: this won't work if LSODE passes copies of the state vector. |
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341 // In that case we have to create a temporary vector object |
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342 // and copy. |
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343 |
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344 |
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345 if (! sanity_checked) |
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346 { |
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347 ColumnVector fval = user_fsub (x, t, theta); |
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348 |
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349 if (fval.length () != x.length ()) |
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350 { |
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351 (*current_liboctave_error_handler) |
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352 ("odessa: inconsistent sizes for state and residual vectors"); |
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353 |
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354 integration_error = true; |
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355 return; |
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356 } |
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357 |
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358 sanity_checked = true; |
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359 } |
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360 |
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361 if (stop_time_set) |
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362 { |
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363 itask = 4; |
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364 rwork.elem (0) = stop_time; |
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365 iopt(0) = 1; |
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366 } |
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367 else |
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368 { |
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369 itask = 1; |
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370 } |
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371 |
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372 double rel_tol = relative_tolerance (); |
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373 |
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374 Array<double> abs_tol = absolute_tolerance (); //note; this should |
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375 // be a matrix, not a vector |
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376 |
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377 int abs_tol_len = abs_tol.length (); |
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378 |
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379 int itol; |
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380 |
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381 if (abs_tol_len == 1) |
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382 itol = 1; |
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383 else if (abs_tol_len == n) |
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384 itol = 2; |
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385 else |
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386 { |
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387 (*current_liboctave_error_handler) |
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388 ("odessa: inconsistent sizes for state and absolute tolerance vectors"); |
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389 |
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390 integration_error = 1; |
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391 return; |
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392 } |
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393 |
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394 if (initial_step_size () >= 0.0) |
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395 { |
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396 rwork.elem (4) = initial_step_size (); |
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397 iopt(0) = 1; |
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398 } |
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399 |
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400 if (maximum_step_size () >= 0.0) |
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401 { |
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402 rwork.elem (5) = maximum_step_size (); |
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403 iopt(0) = 1; |
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404 } |
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405 |
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406 if (minimum_step_size () >= 0.0) |
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407 { |
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408 rwork.elem (6) = minimum_step_size (); |
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409 iopt(0) = 1; |
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410 } |
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411 |
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412 if (step_limit () > 0) |
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413 { |
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414 iwork.elem (5) = step_limit (); |
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415 iopt(0) = 1; |
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416 } |
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417 |
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418 py = y.fortran_vec (); |
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419 piwork = iwork.fortran_vec (); |
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420 prwork = rwork.fortran_vec (); |
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421 ppar = par.fortran_vec (); |
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422 piopt = iopt.fortran_vec (); |
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423 pneq = neq.fortran_vec (); |
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424 |
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425 const double *pabs_tol = abs_tol.fortran_vec (); |
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426 |
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3997
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427 F77_XFCN (odessa, ODESSA, (odessa_f, odessa_b, pneq, py, ppar, t, |
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428 tout, itol, rel_tol, pabs_tol, itask, |
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429 istate, piopt, prwork, lrw, piwork, liw, |
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430 odessa_j, method_flag)); |
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431 |
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432 if (f77_exception_encountered) |
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433 { |
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434 integration_error = true; |
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435 (*current_liboctave_error_handler) ("unrecoverable error in odessa"); |
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436 } |
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437 else |
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438 { |
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439 switch (istate) |
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440 { |
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3996
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441 case 1: // prior to initial integration step. |
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442 case 2: // odessa was successful. |
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443 t = tout; |
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444 break; |
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445 |
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446 case -1: // excess work done on this call (perhaps wrong mf). |
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447 case -2: // excess accuracy requested (tolerances too small). |
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448 case -3: // illegal input detected (see printed message). |
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449 case -4: // repeated error test failures (check all inputs). |
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450 case -5: // repeated convergence failures (perhaps bad jacobian |
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451 // supplied or wrong choice of mf or tolerances). |
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452 case -6: // error weight became zero during problem. (solution |
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453 // component i vanished, and atol or atol(i) = 0.) |
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454 case -13: // Return requested in user-supplied function. |
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455 integration_error = 1; |
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456 break; |
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457 |
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3996
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458 default: |
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459 integration_error = 1; |
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460 (*current_liboctave_error_handler) |
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3996
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461 ("unrecognized value of istate (= %d) returned from odessa", |
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462 istate); |
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463 break; |
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464 } |
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465 } |
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466 } |
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467 |
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468 std::string |
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469 ODESSA::error_message (void) const |
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470 { |
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471 std::string retval; |
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472 |
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4051
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473 OSSTREAM buf; |
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474 buf << t << OSSTREAM_ENDS; |
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475 std::string t_curr = OSSTREAM_STR (buf); |
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476 OSSTREAM_FREEZE (buf); |
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477 |
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3984
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478 switch (istate) |
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479 { |
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480 case 1: |
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3996
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481 retval = "prior to initial integration step"; |
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482 break; |
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483 |
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484 case 2: |
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485 retval = "successful exit"; |
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486 break; |
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487 |
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488 case 3: |
|
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489 retval = "prior to continuation call with modified parameters"; |
|
|
490 break; |
|
|
491 |
|
3996
|
492 case -1: |
|
4043
|
493 retval = std::string ("excess work on this call (t = ") |
|
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494 + t_curr + "; perhaps wrong integration method)"; |
|
3996
|
495 break; |
|
|
496 |
|
|
497 case -2: |
|
|
498 retval = "excess accuracy requested (tolerances too small)"; |
|
|
499 break; |
|
|
500 |
|
|
501 case -3: |
|
|
502 retval = "invalid input detected (see printed message)"; |
|
|
503 break; |
|
|
504 |
|
|
505 case -4: |
|
4043
|
506 retval = std::string ("repeated error test failures (t = ") |
|
|
507 + t_curr + "check all inputs)"; |
|
3996
|
508 break; |
|
|
509 |
|
|
510 case -5: |
|
4043
|
511 retval = std::string ("repeated convergence failures (t = ") |
|
|
512 + t_curr |
|
|
513 + "perhaps bad jacobian supplied or wrong choice of integration method or tolerances)"; |
|
3996
|
514 break; |
|
|
515 |
|
|
516 case -6: |
|
4043
|
517 retval = std::string ("error weight became zero during problem. (t = ") |
|
|
518 + t_curr |
|
|
519 + "; solution component i vanished, and atol or atol(i) == 0)"; |
|
3996
|
520 break; |
|
|
521 |
|
|
522 case -13: |
|
4043
|
523 retval = "return requested in user-supplied function (t = " |
|
|
524 + t_curr + ")"; |
|
3996
|
525 break; |
|
|
526 |
|
3984
|
527 default: |
|
|
528 retval = "unknown error state"; |
|
|
529 break; |
|
|
530 } |
|
|
531 |
|
|
532 return retval; |
|
|
533 } |
|
|
534 |
|
|
535 |
|
|
536 ODESSA_result |
|
|
537 ODESSA::integrate (const ColumnVector& tout) |
|
|
538 { |
|
|
539 ODESSA_result retval; |
|
|
540 |
|
|
541 Matrix x_out; |
|
|
542 |
|
|
543 Array<Matrix> x_s_out; |
|
|
544 |
|
|
545 int n_out = tout.capacity (); |
|
|
546 |
|
|
547 if (n_out > 0 && n > 0) |
|
|
548 { |
|
|
549 x_out.resize (n_out, n); |
|
|
550 |
|
|
551 x_s_out.resize (npar, Matrix (n_out, n, 0.0)); |
|
|
552 |
|
|
553 for (int j = 0; j < n_out; j++) |
|
|
554 { |
|
|
555 integrate (tout(j)); |
|
|
556 |
|
|
557 if (integration_error) |
|
|
558 { |
|
|
559 retval = ODESSA_result (x_out, x_s_out); |
|
|
560 return retval; |
|
|
561 } |
|
|
562 |
|
|
563 for (int i = 0; i < n; i++) |
|
|
564 { |
|
|
565 x_out(j,i) = y(i,0); |
|
|
566 |
|
|
567 for (int k = 0; k < npar; k++) |
|
|
568 { |
|
|
569 x_s_out(k)(j,i) = y(i,k+1); |
|
|
570 } |
|
|
571 } |
|
|
572 } |
|
|
573 } |
|
|
574 |
|
|
575 retval = ODESSA_result (x_out, x_s_out); |
|
|
576 |
|
|
577 return retval; |
|
|
578 } |
|
|
579 |
|
|
580 ODESSA_result |
|
|
581 ODESSA::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
|
|
582 { |
|
|
583 ODESSA_result retval; |
|
|
584 |
|
|
585 Matrix x_out; |
|
|
586 |
|
|
587 Array<Matrix> x_s_out; |
|
|
588 |
|
|
589 int n_out = tout.capacity (); |
|
|
590 |
|
|
591 if (n_out > 0 && n > 0) |
|
|
592 { |
|
|
593 x_out.resize (n_out, n); |
|
|
594 |
|
|
595 x_s_out.resize (npar, Matrix (n_out, n, 0.0)); |
|
|
596 |
|
|
597 int n_crit = tcrit.capacity (); |
|
|
598 |
|
|
599 if (n_crit > 0) |
|
|
600 { |
|
|
601 int i_crit = 0; |
|
|
602 int i_out = 0; |
|
|
603 double next_crit = tcrit(0); |
|
|
604 double next_out; |
|
|
605 while (i_out < n_out) |
|
|
606 { |
|
|
607 bool do_restart = false; |
|
|
608 |
|
|
609 next_out = tout(i_out); |
|
|
610 if (i_crit < n_crit) |
|
|
611 next_crit = tcrit(i_crit); |
|
|
612 |
|
|
613 int save_output; |
|
|
614 double t_out; |
|
|
615 |
|
|
616 if (next_crit == next_out) |
|
|
617 { |
|
|
618 set_stop_time (next_crit); |
|
|
619 t_out = next_out; |
|
|
620 save_output = true; |
|
|
621 i_out++; |
|
|
622 i_crit++; |
|
|
623 do_restart = true; |
|
|
624 } |
|
|
625 else if (next_crit < next_out) |
|
|
626 { |
|
|
627 if (i_crit < n_crit) |
|
|
628 { |
|
|
629 set_stop_time (next_crit); |
|
|
630 t_out = next_crit; |
|
|
631 save_output = false; |
|
|
632 i_crit++; |
|
|
633 do_restart = true; |
|
|
634 } |
|
|
635 else |
|
|
636 { |
|
|
637 clear_stop_time (); |
|
|
638 t_out = next_out; |
|
|
639 save_output = true; |
|
|
640 i_out++; |
|
|
641 } |
|
|
642 } |
|
|
643 else |
|
|
644 { |
|
|
645 set_stop_time (next_crit); |
|
|
646 t_out = next_out; |
|
|
647 save_output = true; |
|
|
648 i_out++; |
|
|
649 } |
|
|
650 integrate (t_out); |
|
|
651 if (integration_error) |
|
|
652 { |
|
|
653 retval = ODESSA_result (x_out, x_s_out); |
|
|
654 return retval; |
|
|
655 } |
|
|
656 if (save_output) |
|
|
657 { |
|
|
658 for (int i = 0; i < n; i++) |
|
|
659 { |
|
|
660 x_out(i_out-1,i) = y(i,0); |
|
|
661 |
|
|
662 for (int k = 0; k < npar; k++) |
|
|
663 { |
|
|
664 x_s_out(k)(i_out-1,i) = y(i,k+1); |
|
|
665 } |
|
|
666 } |
|
|
667 } |
|
|
668 |
|
|
669 if (do_restart) |
|
|
670 force_restart (); |
|
|
671 } |
|
|
672 |
|
|
673 retval = ODESSA_result (x_out, x_s_out); |
|
|
674 } |
|
|
675 else |
|
|
676 { |
|
|
677 retval = integrate (tout); |
|
|
678 |
|
|
679 if (integration_error) |
|
|
680 return retval; |
|
|
681 } |
|
|
682 } |
|
|
683 |
|
|
684 return retval; |
|
|
685 } |
|
|
686 |
|
|
687 /* |
|
|
688 ;;; Local Variables: *** |
|
|
689 ;;; mode: C++ *** |
|
|
690 ;;; End: *** |
|
|
691 */ |
