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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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238
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23 #ifdef HAVE_CONFIG_H |
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1192
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24 #include <config.h> |
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25 #endif |
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26 |
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1842
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27 #include <cfloat> |
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28 #include <cmath> |
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29 |
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30 #include "DASSL.h" |
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1847
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31 #include "f77-fcn.h" |
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227
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32 #include "lo-error.h" |
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4051
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33 #include "lo-sstream.h" |
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4180
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34 #include "quit.h" |
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35 |
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3991
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36 typedef int (*dassl_fcn_ptr) (const double&, const double*, const double*, |
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3507
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37 double*, int&, double*, int*); |
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38 |
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39 typedef int (*dassl_jac_ptr) (const double&, const double*, const double*, |
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40 double*, const double&, double*, int*); |
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41 |
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42 extern "C" |
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4552
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43 { |
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44 F77_RET_T |
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45 F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const int&, double&, |
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46 double*, double*, double&, const int*, |
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47 const double*, const double*, int&, |
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48 double*, const int&, int*, const int&, |
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49 const double*, const int*, |
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50 dassl_jac_ptr); |
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51 } |
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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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3991
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59 ddassl_f (const double& time, const double *state, const double *deriv, |
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1482
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60 double *delta, int& ires, double *, int *) |
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61 { |
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62 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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63 |
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3991
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64 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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65 |
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66 ColumnVector tmp_deriv (nn); |
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67 ColumnVector tmp_state (nn); |
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68 ColumnVector tmp_delta (nn); |
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69 |
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70 for (int i = 0; i < nn; i++) |
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71 { |
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72 tmp_deriv.elem (i) = deriv [i]; |
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73 tmp_state.elem (i) = state [i]; |
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74 } |
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75 |
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76 tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires); |
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77 |
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78 if (ires >= 0) |
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256
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79 { |
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80 if (tmp_delta.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 (int i = 0; i < nn; i++) |
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85 delta [i] = tmp_delta.elem (i); |
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86 } |
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256
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87 } |
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88 |
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89 END_INTERRUPT_WITH_EXCEPTIONS; |
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90 |
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91 return 0; |
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92 } |
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93 |
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94 static int |
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95 ddassl_j (const double& time, const double *state, const double *deriv, |
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96 double *pd, const double& cj, double *, int *) |
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97 { |
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98 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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99 |
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100 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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101 |
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102 ColumnVector tmp_state (nn); |
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103 ColumnVector tmp_deriv (nn); |
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104 |
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105 for (int i = 0; i < nn; i++) |
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106 { |
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107 tmp_deriv.elem (i) = deriv [i]; |
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108 tmp_state.elem (i) = state [i]; |
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109 } |
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110 |
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111 Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj); |
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112 |
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113 for (int j = 0; j < nn; j++) |
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114 for (int i = 0; i < nn; i++) |
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115 pd [nn * j + i] = tmp_pd.elem (i, j); |
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116 |
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117 END_INTERRUPT_WITH_EXCEPTIONS; |
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118 |
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119 return 0; |
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120 } |
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121 |
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122 ColumnVector |
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123 DASSL::do_integrate (double tout) |
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124 { |
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125 ColumnVector retval; |
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126 |
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127 if (! initialized || restart || DAEFunc::reset|| DASSL_options::reset) |
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128 { |
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129 integration_error = false; |
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130 |
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131 initialized = true; |
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132 |
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133 info.resize (15); |
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134 |
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135 for (int i = 0; i < 15; i++) |
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136 info(i) = 0; |
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137 |
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138 pinfo = info.fortran_vec (); |
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139 |
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140 int n = size (); |
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141 |
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142 liw = 21 + n; |
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143 lrw = 40 + 9*n + n*n; |
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1945
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144 |
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145 nn = n; |
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1945
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146 |
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147 iwork.resize (liw); |
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148 rwork.resize (lrw); |
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149 |
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150 info(0) = 0; |
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151 |
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152 if (stop_time_set) |
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153 { |
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154 rwork(0) = stop_time; |
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155 info(3) = 1; |
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156 } |
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157 else |
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158 info(3) = 0; |
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159 |
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160 px = x.fortran_vec (); |
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161 pxdot = xdot.fortran_vec (); |
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162 |
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163 piwork = iwork.fortran_vec (); |
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164 prwork = rwork.fortran_vec (); |
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165 |
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166 restart = false; |
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167 |
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168 // DAEFunc |
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169 |
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170 user_fun = DAEFunc::function (); |
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171 user_jac = DAEFunc::jacobian_function (); |
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172 |
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173 if (user_fun) |
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174 { |
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175 int ires = 0; |
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176 |
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177 ColumnVector res = (*user_fun) (x, xdot, t, ires); |
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178 |
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179 if (res.length () != x.length ()) |
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180 { |
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181 (*current_liboctave_error_handler) |
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182 ("dassl: inconsistent sizes for state and residual vectors"); |
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183 |
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184 integration_error = true; |
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185 return retval; |
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186 } |
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187 } |
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188 else |
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189 { |
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190 (*current_liboctave_error_handler) |
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191 ("dassl: no user supplied RHS subroutine!"); |
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192 |
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193 integration_error = true; |
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194 return retval; |
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195 } |
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196 |
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197 info(4) = user_jac ? 1 : 0; |
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198 |
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199 DAEFunc::reset = false; |
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200 |
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201 // DASSL_options |
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202 |
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203 double hmax = maximum_step_size (); |
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204 if (hmax >= 0.0) |
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205 { |
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206 rwork(1) = hmax; |
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207 info(6) = 1; |
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208 } |
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209 else |
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210 info(6) = 0; |
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211 |
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212 double h0 = initial_step_size (); |
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213 if (h0 >= 0.0) |
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214 { |
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215 rwork(2) = h0; |
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216 info(7) = 1; |
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217 } |
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218 else |
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219 info(7) = 0; |
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220 |
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221 if (step_limit () >= 0) |
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222 { |
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223 info(11) = 1; |
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224 iwork(20) = step_limit (); |
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225 } |
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226 else |
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227 info(11) = 0; |
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228 |
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229 int maxord = maximum_order (); |
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230 if (maxord >= 0) |
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231 { |
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232 if (maxord > 0 && maxord < 6) |
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233 { |
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234 info(8) = 1; |
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235 iwork(2) = maxord; |
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236 } |
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237 else |
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238 { |
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239 (*current_liboctave_error_handler) |
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240 ("dassl: invalid value for maximum order"); |
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241 integration_error = true; |
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242 return retval; |
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243 } |
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244 } |
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245 |
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246 int enc = enforce_nonnegativity_constraints (); |
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247 info(9) = enc ? 1 : 0; |
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248 |
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249 int ccic = compute_consistent_initial_condition (); |
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250 info(10) = ccic ? 1 : 0; |
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251 |
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252 abs_tol = absolute_tolerance (); |
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253 rel_tol = relative_tolerance (); |
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254 |
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255 int abs_tol_len = abs_tol.length (); |
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256 int rel_tol_len = rel_tol.length (); |
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257 |
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258 if (abs_tol_len == 1 && rel_tol_len == 1) |
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259 { |
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260 info(1) = 0; |
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261 } |
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262 else if (abs_tol_len == n && rel_tol_len == n) |
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263 { |
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264 info(1) = 1; |
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265 } |
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266 else |
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267 { |
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268 (*current_liboctave_error_handler) |
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269 ("dassl: inconsistent sizes for tolerance arrays"); |
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270 |
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271 integration_error = true; |
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272 return retval; |
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273 } |
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274 |
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275 pabs_tol = abs_tol.fortran_vec (); |
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276 prel_tol = rel_tol.fortran_vec (); |
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277 |
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278 DASSL_options::reset = false; |
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289
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279 } |
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280 |
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281 static double *dummy = 0; |
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282 static int *idummy = 0; |
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283 |
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284 F77_XFCN (ddassl, DDASSL, (ddassl_f, nn, t, px, pxdot, tout, pinfo, |
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285 prel_tol, pabs_tol, istate, prwork, lrw, |
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286 piwork, liw, dummy, idummy, ddassl_j)); |
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287 |
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288 if (f77_exception_encountered) |
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289 { |
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290 integration_error = true; |
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291 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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292 } |
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293 else |
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294 { |
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295 switch (istate) |
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1945
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296 { |
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297 case 1: // A step was successfully taken in intermediate-output |
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298 // mode. The code has not yet reached TOUT. |
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299 case 2: // The integration to TSTOP was successfully completed |
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300 // (T=TSTOP) by stepping exactly to TSTOP. |
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301 case 3: // The integration to TOUT was successfully completed |
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302 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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303 // interpolation. YPRIME(*) is obtained by interpolation. |
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304 retval = x; |
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305 t = tout; |
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306 break; |
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307 |
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308 case -1: // A large amount of work has been expended. (~500 steps). |
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309 case -2: // The error tolerances are too stringent. |
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310 case -3: // The local error test cannot be satisfied because you |
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311 // specified a zero component in ATOL and the |
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312 // corresponding computed solution component is zero. |
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313 // Thus, a pure relative error test is impossible for |
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314 // this component. |
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315 case -6: // DDASSL had repeated error test failures on the last |
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316 // attempted step. |
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317 case -7: // The corrector could not converge. |
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318 case -8: // The matrix of partial derivatives is singular. |
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319 case -9: // The corrector could not converge. There were repeated |
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320 // error test failures in this step. |
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321 case -10: // The corrector could not converge because IRES was |
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322 // equal to minus one. |
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323 case -11: // IRES equal to -2 was encountered and control is being |
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324 // returned to the calling program. |
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325 case -12: // DDASSL failed to compute the initial YPRIME. |
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326 case -33: // The code has encountered trouble from which it cannot |
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327 // recover. A message is printed explaining the trouble |
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328 // and control is returned to the calling program. For |
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329 // example, this occurs when invalid input is detected. |
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330 integration_error = true; |
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331 break; |
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332 |
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333 default: |
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334 integration_error = true; |
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3996
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335 (*current_liboctave_error_handler) |
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3997
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336 ("unrecognized value of istate (= %d) returned from ddassl", |
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337 istate); |
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1945
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338 break; |
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339 } |
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340 } |
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341 |
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1945
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342 return retval; |
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343 } |
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344 |
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345 Matrix |
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346 DASSL::do_integrate (const ColumnVector& tout) |
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347 { |
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348 Matrix dummy; |
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349 return integrate (tout, dummy); |
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350 } |
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351 |
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352 Matrix |
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353 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) |
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354 { |
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355 Matrix retval; |
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356 |
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357 int n_out = tout.capacity (); |
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358 int n = size (); |
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359 |
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360 if (n_out > 0 && n > 0) |
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361 { |
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362 retval.resize (n_out, n); |
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363 xdot_out.resize (n_out, n); |
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364 |
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365 for (int i = 0; i < n; i++) |
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366 { |
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367 retval.elem (0, i) = x.elem (i); |
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368 xdot_out.elem (0, i) = xdot.elem (i); |
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369 } |
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370 |
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371 for (int j = 1; j < n_out; j++) |
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372 { |
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1842
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373 ColumnVector x_next = do_integrate (tout.elem (j)); |
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256
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374 |
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375 if (integration_error) |
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376 return retval; |
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377 |
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378 for (int i = 0; i < n; i++) |
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3
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379 { |
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380 retval.elem (j, i) = x_next.elem (i); |
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381 xdot_out.elem (j, i) = xdot.elem (i); |
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382 } |
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383 } |
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384 } |
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385 |
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386 return retval; |
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387 } |
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388 |
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389 Matrix |
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3519
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390 DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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391 { |
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392 Matrix dummy; |
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393 return integrate (tout, dummy, tcrit); |
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394 } |
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395 |
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396 Matrix |
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1842
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397 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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398 const ColumnVector& tcrit) |
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3
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399 { |
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400 Matrix retval; |
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4049
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401 |
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3
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402 int n_out = tout.capacity (); |
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403 int n = size (); |
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3
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404 |
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405 if (n_out > 0 && n > 0) |
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406 { |
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407 retval.resize (n_out, n); |
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408 xdot_out.resize (n_out, n); |
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409 |
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410 for (int i = 0; i < n; i++) |
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411 { |
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412 retval.elem (0, i) = x.elem (i); |
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413 xdot_out.elem (0, i) = xdot.elem (i); |
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414 } |
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415 |
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416 int n_crit = tcrit.capacity (); |
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417 |
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418 if (n_crit > 0) |
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419 { |
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420 int i_crit = 0; |
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421 int i_out = 1; |
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422 double next_crit = tcrit.elem (0); |
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423 double next_out; |
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424 while (i_out < n_out) |
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425 { |
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3487
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426 bool do_restart = false; |
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3
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427 |
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428 next_out = tout.elem (i_out); |
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429 if (i_crit < n_crit) |
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430 next_crit = tcrit.elem (i_crit); |
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431 |
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3487
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432 bool save_output; |
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3
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433 double t_out; |
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434 |
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435 if (next_crit == next_out) |
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436 { |
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437 set_stop_time (next_crit); |
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438 t_out = next_out; |
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3487
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439 save_output = true; |
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3
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440 i_out++; |
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441 i_crit++; |
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3487
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442 do_restart = true; |
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3
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443 } |
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444 else if (next_crit < next_out) |
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445 { |
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446 if (i_crit < n_crit) |
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447 { |
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448 set_stop_time (next_crit); |
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449 t_out = next_crit; |
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3487
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450 save_output = false; |
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3
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451 i_crit++; |
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3487
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452 do_restart = true; |
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3
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453 } |
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454 else |
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455 { |
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456 clear_stop_time (); |
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457 t_out = next_out; |
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3487
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458 save_output = true; |
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3
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459 i_out++; |
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460 } |
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461 } |
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462 else |
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463 { |
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464 set_stop_time (next_crit); |
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465 t_out = next_out; |
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3487
|
466 save_output = true; |
|
3
|
467 i_out++; |
|
|
468 } |
|
|
469 |
|
1842
|
470 ColumnVector x_next = do_integrate (t_out); |
|
3
|
471 |
|
256
|
472 if (integration_error) |
|
|
473 return retval; |
|
|
474 |
|
3
|
475 if (save_output) |
|
|
476 { |
|
1321
|
477 for (int i = 0; i < n; i++) |
|
3
|
478 { |
|
|
479 retval.elem (i_out-1, i) = x_next.elem (i); |
|
|
480 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
|
|
481 } |
|
|
482 } |
|
|
483 |
|
|
484 if (do_restart) |
|
|
485 force_restart (); |
|
|
486 } |
|
|
487 } |
|
|
488 else |
|
256
|
489 { |
|
|
490 retval = integrate (tout, xdot_out); |
|
|
491 |
|
|
492 if (integration_error) |
|
|
493 return retval; |
|
|
494 } |
|
3
|
495 } |
|
|
496 |
|
|
497 return retval; |
|
|
498 } |
|
289
|
499 |
|
3995
|
500 std::string |
|
|
501 DASSL::error_message (void) const |
|
|
502 { |
|
|
503 std::string retval; |
|
|
504 |
|
4051
|
505 OSSTREAM buf; |
|
|
506 buf << t << OSSTREAM_ENDS; |
|
|
507 std::string t_curr = OSSTREAM_STR (buf); |
|
|
508 OSSTREAM_FREEZE (buf); |
|
4043
|
509 |
|
3997
|
510 switch (istate) |
|
3995
|
511 { |
|
3996
|
512 case 1: |
|
|
513 retval = "a step was successfully taken in intermediate-output mode."; |
|
|
514 break; |
|
|
515 |
|
|
516 case 2: |
|
|
517 retval = "integration completed by stepping exactly to TOUT"; |
|
|
518 break; |
|
|
519 |
|
|
520 case 3: |
|
|
521 retval = "integration to tout completed by stepping past TOUT"; |
|
|
522 break; |
|
|
523 |
|
|
524 case -1: |
|
4043
|
525 retval = std::string ("a large amount of work has been expended (t =") |
|
|
526 + t_curr + ")"; |
|
3996
|
527 break; |
|
|
528 |
|
|
529 case -2: |
|
|
530 retval = "the error tolerances are too stringent"; |
|
|
531 break; |
|
|
532 |
|
|
533 case -3: |
|
4043
|
534 retval = std::string ("error weight became zero during problem. (t = ") |
|
|
535 + t_curr |
|
|
536 + "; solution component i vanished, and atol or atol(i) == 0)"; |
|
3996
|
537 break; |
|
|
538 |
|
|
539 case -6: |
|
4043
|
540 retval = std::string ("repeated error test failures on the last attempted step (t = ") |
|
|
541 + t_curr + ")"; |
|
3996
|
542 break; |
|
|
543 |
|
|
544 case -7: |
|
4043
|
545 retval = std::string ("the corrector could not converge (t = ") |
|
|
546 + t_curr + ")"; |
|
3996
|
547 break; |
|
|
548 |
|
|
549 case -8: |
|
4043
|
550 retval = std::string ("the matrix of partial derivatives is singular (t = ") |
|
|
551 + t_curr + ")"; |
|
3996
|
552 break; |
|
|
553 |
|
|
554 case -9: |
|
4043
|
555 retval = std::string ("the corrector could not converge (t = ") |
|
|
556 + t_curr + "; repeated test failures)"; |
|
3996
|
557 break; |
|
|
558 |
|
|
559 case -10: |
|
4043
|
560 retval = std::string ("corrector could not converge because IRES was -1 (t = ") |
|
|
561 + t_curr + ")"; |
|
3996
|
562 break; |
|
|
563 |
|
|
564 case -11: |
|
4043
|
565 retval = std::string ("return requested in user-supplied function (t = ") |
|
|
566 + t_curr + ")"; |
|
3996
|
567 break; |
|
|
568 |
|
|
569 case -12: |
|
|
570 retval = "failed to compute consistent initial conditions"; |
|
|
571 break; |
|
|
572 |
|
|
573 case -33: |
|
|
574 retval = "unrecoverable error (see printed message)"; |
|
|
575 break; |
|
|
576 |
|
3995
|
577 default: |
|
|
578 retval = "unknown error state"; |
|
|
579 break; |
|
|
580 } |
|
|
581 |
|
|
582 return retval; |
|
|
583 } |
|
|
584 |
|
289
|
585 /* |
|
|
586 ;;; Local Variables: *** |
|
|
587 ;;; mode: C++ *** |
|
|
588 ;;; End: *** |
|
|
589 */ |
