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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__) |
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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 <strstream.h> |
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32 |
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33 #include <cstdlib> |
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34 #include <cfloat> |
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35 #include <cmath> |
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36 #include "defun-dld.h" |
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37 #include "error.h" |
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38 #include "gripes.h" |
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39 #include "oct-obj.h" |
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40 #include "ov-fcn.h" |
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41 #include "pager.h" |
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42 #include "parse.h" |
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43 #include "unwind-prot.h" |
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44 #include "utils.h" |
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45 #include "variables.h" |
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46 |
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47 #include "DASRT.h" |
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48 #include "f77-fcn.h" |
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49 #include "lo-error.h" |
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50 |
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51 #ifndef F77_FUNC |
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52 #define F77_FUNC(x, X) F77_FCN (x, X) |
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53 #endif |
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54 |
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55 typedef int (*dasrt_fcn_ptr) (const double&, const double*, const double*, |
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56 double*, int&, double*, int*); |
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57 |
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58 typedef int (*dasrt_jac_ptr) (const double&, const double*, const double*, |
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59 double*, const double&, double*, int*); |
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60 |
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61 typedef int (*dasrt_constr_ptr) (const int&, const double&, const double*, |
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62 const int&, double*, double*, int*); |
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63 |
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64 extern "C" |
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65 int F77_FUNC (ddasrt, DASRT) (dasrt_fcn_ptr, const int&, double&, |
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66 double*, double*, const double&, int*, |
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67 const double*, const double*, int&, double*, |
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68 const int&, int*, const int&, double*, |
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69 int*, dasrt_jac_ptr, dasrt_constr_ptr, |
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70 const int&, int*); |
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71 |
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72 static DAEFunc::DAERHSFunc user_fsub; |
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73 static DAEFunc::DAEJacFunc user_jsub; |
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74 static DAERTFunc::DAERTConstrFunc user_csub; |
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75 |
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76 static int nn; |
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77 |
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78 static int |
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79 ddasrt_f (const double& t, const double *state, const double *deriv, |
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80 double *delta, int& ires, double *rpar, int *ipar) |
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81 { |
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82 ColumnVector tmp_state (nn); |
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83 for (int i = 0; i < nn; i++) |
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84 tmp_state(i) = state[i]; |
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85 |
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86 ColumnVector tmp_deriv (nn); |
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87 for (int i = 0; i < nn; i++) |
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88 tmp_deriv(i) = deriv[i]; |
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89 |
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90 ColumnVector tmp_fval = (*user_fsub) (tmp_state, tmp_deriv, t, ires); |
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91 |
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92 if (tmp_fval.length () == 0) |
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93 ires = -2; |
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94 else |
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95 { |
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96 for (int i = 0; i < nn; i++) |
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97 delta[i] = tmp_fval(i); |
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98 } |
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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 int |
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104 ddasrt_j (const double& time, const double *state, const double *deriv, |
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105 double *pd, const double& cj, double *, int *) |
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106 { |
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107 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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108 |
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109 ColumnVector tmp_state (nn); |
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110 ColumnVector tmp_deriv (nn); |
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111 |
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112 for (int i = 0; i < nn; i++) |
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113 { |
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114 tmp_deriv.elem (i) = deriv [i]; |
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115 tmp_state.elem (i) = state [i]; |
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116 } |
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117 |
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118 Matrix tmp_pd = (*user_jsub) (tmp_state, tmp_deriv, time, cj); |
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119 |
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120 for (int j = 0; j < nn; j++) |
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121 for (int i = 0; i < nn; i++) |
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122 pd [nn * j + i] = tmp_pd.elem (i, j); |
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123 |
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124 return 0; |
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125 } |
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126 |
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127 static int |
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128 ddasrt_g (const int& neq, const double& t, const double *state, |
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129 const int& ng, double *gout, double *rpar, int *ipar) |
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130 { |
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131 int n = neq; |
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132 |
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133 ColumnVector tmp_state (n); |
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134 for (int i = 0; i < n; i++) |
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135 tmp_state(i) = state[i]; |
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136 |
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137 ColumnVector tmp_fval = (*user_csub) (tmp_state, t); |
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138 |
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139 for (int i = 0; i < ng; i++) |
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140 gout[i] = tmp_fval(i); |
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141 |
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142 return 0; |
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143 } |
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144 |
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145 DASRT::DASRT (void) |
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146 : DAERT () |
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147 { |
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148 initialized = false; |
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149 |
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150 sanity_checked = false; |
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151 |
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152 info.resize (30, 0); |
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153 |
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154 ng = 0; |
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155 |
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156 liw = 0; |
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157 lrw = 0; |
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158 } |
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159 |
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160 DASRT::DASRT (const ColumnVector& state, double time, DAERTFunc& f) |
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161 : DAERT (state, time, f) |
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162 { |
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163 n = size (); |
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164 |
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165 initialized = false; |
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166 |
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167 liw = 20 + n; |
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168 lrw = 50 + 9*n + n*n; |
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169 |
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170 sanity_checked = false; |
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171 |
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172 info.resize (15, 0); |
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173 |
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174 DAERTFunc::DAERTConstrFunc tmp_csub = DAERTFunc::constraint_function (); |
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175 |
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176 if (tmp_csub) |
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177 { |
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178 ColumnVector tmp = tmp_csub (state, time); |
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179 ng = tmp.length (); |
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180 } |
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181 else |
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182 ng = 0; |
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183 |
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184 jroot.resize (ng, 1); |
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185 } |
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186 |
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187 DASRT::DASRT (const ColumnVector& state, const ColumnVector& deriv, |
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188 double time, DAERTFunc& f) |
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189 : DAERT (state, deriv, time, f) |
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190 { |
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191 n = size (); |
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192 |
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193 initialized = false; |
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194 |
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195 sanity_checked = false; |
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196 |
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197 info.resize (30, 0); |
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198 |
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199 DAERTFunc::DAERTConstrFunc tmp_csub = DAERTFunc::constraint_function (); |
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200 |
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201 if (tmp_csub) |
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202 { |
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203 ColumnVector tmp = tmp_csub (state, time); |
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204 ng = tmp.length (); |
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205 } |
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206 else |
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207 ng = 0; |
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208 |
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209 liw = 20 + n + 1000; |
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210 lrw = 50 + 9*n + n*n + 1000; |
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211 |
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212 jroot.resize (ng, 1); |
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213 } |
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214 |
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215 void |
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216 DASRT::integrate (double tout) |
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217 { |
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218 DASRT_result retval; |
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219 |
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220 if (! initialized) |
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221 { |
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222 info(0) = 0; |
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223 |
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224 integration_error = false; |
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225 |
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226 user_fsub = DAEFunc::function (); |
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227 user_jsub = DAEFunc::jacobian_function (); |
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228 user_csub = DAERTFunc::constraint_function (); |
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229 |
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230 if (user_jsub) |
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231 info(4) = 1; |
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232 else |
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233 info(4) = 0; |
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234 |
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235 px = x.fortran_vec (); |
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236 pxdot = xdot.fortran_vec (); |
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237 |
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238 nn = n; |
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239 |
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240 if (! sanity_checked) |
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241 { |
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242 int ires = 0; |
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243 |
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244 ColumnVector fval = (*user_fsub) (x, xdot, t, ires); |
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245 |
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246 if (fval.length () != x.length ()) |
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247 { |
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248 (*current_liboctave_error_handler) |
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249 ("dassl: inconsistent sizes for state and residual vectors"); |
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250 |
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251 integration_error = true; |
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252 return; |
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253 } |
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254 |
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255 sanity_checked = true; |
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256 } |
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257 |
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258 if (iwork.length () != liw) |
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259 iwork.resize (liw); |
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260 |
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261 if (rwork.length () != lrw) |
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262 rwork.resize (lrw); |
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263 |
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264 abs_tol = absolute_tolerance (); |
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265 rel_tol = relative_tolerance (); |
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266 |
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267 int abs_tol_len = abs_tol.length (); |
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268 int rel_tol_len = rel_tol.length (); |
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269 |
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270 if (abs_tol_len == 1 && rel_tol_len == 1) |
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271 { |
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272 info.elem (1) = 0; |
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273 } |
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274 else if (abs_tol_len == n && rel_tol_len == n) |
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275 { |
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276 info.elem (1) = 1; |
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277 } |
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278 else |
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279 { |
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280 (*current_liboctave_error_handler) |
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281 ("dassl: inconsistent sizes for tolerance arrays"); |
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282 |
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283 integration_error = true; |
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284 return; |
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285 } |
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286 |
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287 if (initial_step_size () >= 0.0) |
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288 { |
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289 rwork(2) = initial_step_size (); |
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290 info(7) = 1; |
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291 } |
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292 else |
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293 info(7) = 0; |
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294 |
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295 if (step_limit () >= 0) |
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296 { |
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297 info(11) = 1; |
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298 iwork(18) = step_limit (); |
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299 } |
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300 else |
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301 info(11) = 0; |
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302 |
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303 if (maximum_step_size () >= 0.0) |
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304 { |
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305 rwork(1) = maximum_step_size (); |
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306 info(6) = 1; |
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307 } |
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308 else |
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309 info(6) = 0; |
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310 |
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311 pinfo = info.fortran_vec (); |
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312 piwork = iwork.fortran_vec (); |
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313 pabs_tol = abs_tol.fortran_vec (); |
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314 prel_tol = rel_tol.fortran_vec (); |
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315 prwork = rwork.fortran_vec (); |
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316 pjroot = jroot.fortran_vec (); |
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317 |
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318 info(5) = 0; |
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319 info(8) = 0; |
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320 initialized = true; |
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321 } |
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322 |
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323 if (restart) |
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324 { |
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325 info(0) = 0; |
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326 |
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327 if (stop_time_set) |
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328 { |
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329 info(3) = 1; |
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330 rwork(0) = stop_time; |
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331 } |
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332 else |
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333 info(3) = 0; |
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334 } |
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335 |
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336 double *dummy = 0; |
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337 int *idummy = 0; |
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338 |
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339 F77_XFCN (ddasrt, DASRT, (ddasrt_f, n, t, px, pxdot, tout, pinfo, |
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340 prel_tol, pabs_tol, istate, prwork, lrw, |
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341 piwork, liw, dummy, idummy, ddasrt_j, |
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342 ddasrt_g, ng, pjroot)); |
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343 |
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344 if (f77_exception_encountered) |
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345 { |
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346 integration_error = true; |
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347 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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348 } |
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349 else |
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350 { |
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351 switch (istate) |
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352 { |
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353 case 1: // A step was successfully taken in intermediate-output |
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354 // mode. The code has not yet reached TOUT. |
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355 case 2: // The integration to TOUT was successfully completed |
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356 // (T=TOUT) by stepping exactly to TOUT. |
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357 case 3: // The integration to TOUT was successfully completed |
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358 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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359 // interpolation. YPRIME(*) is obtained by interpolation. |
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360 t = tout; |
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361 break; |
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362 |
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363 case 4: // The integration was successfully completed |
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364 // by finding one or more roots of G at T. |
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365 break; |
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366 |
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367 case -1: // A large amount of work has been expended. |
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368 case -2: // The error tolerances are too stringent. |
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369 case -3: // The local error test cannot be satisfied because you |
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370 // specified a zero component in ATOL and the |
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371 // corresponding computed solution component is zero. |
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372 // Thus, a pure relative error test is impossible for |
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373 // this component. |
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374 case -6: // DDASRT had repeated error test failures on the last |
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375 // attempted step. |
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376 case -7: // The corrector could not converge. |
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377 case -8: // The matrix of partial derivatives is singular. |
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378 case -9: // The corrector could not converge. There were repeated |
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379 // error test failures in this step. |
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380 case -10: // The corrector could not converge because IRES was |
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381 // equal to minus one. |
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382 case -11: // IRES equal to -2 was encountered and control is being |
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383 // returned to the calling program. |
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384 case -12: // DASSL failed to compute the initial YPRIME. |
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385 case -33: // The code has encountered trouble from which it cannot |
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386 // recover. A message is printed explaining the trouble |
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387 // and control is returned to the calling program. For |
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388 // example, this occurs when invalid input is detected. |
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389 integration_error = true; |
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390 break; |
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391 |
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392 default: |
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393 integration_error = true; |
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394 (*current_liboctave_error_handler) |
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3997
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395 ("unrecognized value of istate (= %d) returned from ddasrt", |
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396 istate); |
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397 break; |
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398 } |
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399 } |
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400 } |
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401 |
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402 DASRT_result |
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403 DASRT::integrate (const ColumnVector& tout) |
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404 { |
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405 DASRT_result retval; |
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406 |
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407 Matrix x_out; |
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408 Matrix xdot_out; |
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409 ColumnVector t_out = tout; |
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410 |
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411 int n_out = tout.capacity (); |
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412 |
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413 if (n_out > 0 && n > 0) |
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414 { |
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415 x_out.resize (n_out, n); |
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416 xdot_out.resize (n_out, n); |
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417 |
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418 for (int i = 0; i < n; i++) |
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419 { |
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420 x_out(0,i) = x(i); |
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421 xdot_out(0,i) = xdot(i); |
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422 } |
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423 |
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424 for (int j = 1; j < n_out; j++) |
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425 { |
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426 integrate (tout(j)); |
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427 |
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428 if (integration_error) |
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429 { |
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430 retval = DASRT_result (x_out, xdot_out, t_out); |
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431 return retval; |
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432 } |
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433 |
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434 if (istate == 4) |
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435 t_out(j) = t; |
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436 else |
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437 t_out(j) = tout(j); |
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438 |
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439 for (int i = 0; i < n; i++) |
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440 { |
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441 x_out(j,i) = x(i); |
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442 xdot_out(j,i) = xdot(i); |
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3990
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443 } |
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444 |
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3997
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445 if (istate == 4) |
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446 { |
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447 x_out.resize (j+1, n); |
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448 xdot_out.resize (j+1, n); |
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449 t_out.resize (j+1); |
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450 break; |
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451 } |
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452 } |
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453 } |
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454 |
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455 retval = DASRT_result (x_out, xdot_out, t_out); |
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456 |
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457 return retval; |
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458 } |
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459 |
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460 DASRT_result |
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461 DASRT::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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462 { |
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463 DASRT_result retval; |
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464 |
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465 Matrix x_out; |
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466 Matrix xdot_out; |
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3994
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467 ColumnVector t_outs = tout; |
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3990
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468 |
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469 int n_out = tout.capacity (); |
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470 |
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471 if (n_out > 0 && n > 0) |
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472 { |
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473 x_out.resize (n_out, n); |
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474 xdot_out.resize (n_out, n); |
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475 |
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476 int n_crit = tcrit.capacity (); |
|
|
477 |
|
|
478 if (n_crit > 0) |
|
|
479 { |
|
|
480 int i_crit = 0; |
|
3994
|
481 int i_out = 1; |
|
3990
|
482 double next_crit = tcrit(0); |
|
|
483 double next_out; |
|
|
484 while (i_out < n_out) |
|
|
485 { |
|
|
486 bool do_restart = false; |
|
|
487 |
|
|
488 next_out = tout(i_out); |
|
|
489 if (i_crit < n_crit) |
|
|
490 next_crit = tcrit(i_crit); |
|
|
491 |
|
|
492 int save_output; |
|
|
493 double t_out; |
|
|
494 |
|
|
495 if (next_crit == next_out) |
|
|
496 { |
|
|
497 set_stop_time (next_crit); |
|
|
498 t_out = next_out; |
|
|
499 save_output = 1; |
|
|
500 i_out++; |
|
|
501 i_crit++; |
|
|
502 do_restart = true; |
|
|
503 } |
|
|
504 else if (next_crit < next_out) |
|
|
505 { |
|
|
506 if (i_crit < n_crit) |
|
|
507 { |
|
|
508 set_stop_time (next_crit); |
|
|
509 t_out = next_crit; |
|
|
510 save_output = 0; |
|
|
511 i_crit++; |
|
|
512 do_restart = true; |
|
|
513 } |
|
|
514 else |
|
|
515 { |
|
|
516 clear_stop_time (); |
|
|
517 t_out = next_out; |
|
|
518 save_output = 1; |
|
|
519 i_out++; |
|
|
520 } |
|
|
521 } |
|
|
522 else |
|
|
523 { |
|
|
524 set_stop_time (next_crit); |
|
|
525 t_out = next_out; |
|
|
526 save_output = 1; |
|
|
527 i_out++; |
|
|
528 } |
|
|
529 |
|
|
530 integrate (t_out); |
|
|
531 |
|
|
532 if (integration_error) |
|
|
533 { |
|
|
534 retval = DASRT_result (x_out, xdot_out, t_outs); |
|
|
535 return retval; |
|
|
536 } |
|
3992
|
537 |
|
3997
|
538 if (istate == 4) |
|
3990
|
539 t_out = t; |
|
|
540 |
|
|
541 if (save_output) |
|
|
542 { |
|
|
543 for (int i = 0; i < n; i++) |
|
|
544 { |
|
3994
|
545 x_out(i_out-1,i) = x(i); |
|
|
546 xdot_out(i_out-1,i) = xdot(i); |
|
3990
|
547 } |
|
3994
|
548 |
|
3990
|
549 t_outs(i_out-1) = t_out; |
|
3994
|
550 |
|
3997
|
551 if (istate == 4) |
|
3990
|
552 { |
|
|
553 x_out.resize (i_out, n); |
|
|
554 xdot_out.resize (i_out, n); |
|
|
555 t_outs.resize (i_out); |
|
|
556 i_out = n_out; |
|
|
557 } |
|
|
558 } |
|
|
559 |
|
|
560 if (do_restart) |
|
|
561 force_restart (); |
|
|
562 } |
|
|
563 |
|
|
564 retval = DASRT_result (x_out, xdot_out, t_outs); |
|
|
565 } |
|
|
566 else |
|
|
567 { |
|
|
568 retval = integrate (tout); |
|
|
569 |
|
|
570 if (integration_error) |
|
|
571 return retval; |
|
|
572 } |
|
|
573 } |
|
|
574 |
|
|
575 return retval; |
|
|
576 } |
|
|
577 |
|
3995
|
578 std::string |
|
|
579 DASRT::error_message (void) const |
|
|
580 { |
|
|
581 std::string retval; |
|
|
582 |
|
4043
|
583 std::ostrstream buf; |
|
|
584 buf << t << ends; |
|
|
585 const char *t = buf.str (); |
|
|
586 std::string t_curr = t; |
|
|
587 delete [] t; |
|
|
588 |
|
3997
|
589 switch (istate) |
|
3995
|
590 { |
|
3996
|
591 case 1: |
|
|
592 retval = "a step was successfully taken in intermediate-output mode."; |
|
|
593 break; |
|
|
594 |
|
|
595 case 2: |
|
|
596 retval = "integration completed by stepping exactly to TOUT"; |
|
|
597 break; |
|
|
598 |
|
|
599 case 3: |
|
|
600 retval = "integration to tout completed by stepping past TOUT"; |
|
|
601 break; |
|
|
602 |
|
|
603 case 4: |
|
|
604 retval = "integration completed by finding one or more roots of G at T"; |
|
|
605 break; |
|
|
606 |
|
|
607 case -1: |
|
4043
|
608 retval = std::string ("a large amount of work has been expended (t =") |
|
|
609 + t_curr + ")"; |
|
3996
|
610 break; |
|
|
611 |
|
|
612 case -2: |
|
|
613 retval = "the error tolerances are too stringent"; |
|
|
614 break; |
|
|
615 |
|
|
616 case -3: |
|
4043
|
617 retval = std::string ("error weight became zero during problem. (t = ") |
|
|
618 + t_curr |
|
|
619 + "; solution component i vanished, and atol or atol(i) == 0)"; |
|
3996
|
620 break; |
|
|
621 |
|
|
622 case -6: |
|
4043
|
623 retval = std::string ("repeated error test failures on the last attempted step (t = ") |
|
|
624 + t_curr + ")"; |
|
3996
|
625 break; |
|
|
626 |
|
|
627 case -7: |
|
4043
|
628 retval = std::string ("the corrector could not converge (t = ") |
|
|
629 + t_curr + ")"; |
|
3996
|
630 break; |
|
|
631 |
|
|
632 case -8: |
|
4043
|
633 retval = std::string ("the matrix of partial derivatives is singular (t = ") |
|
|
634 + t_curr + ")"; |
|
3996
|
635 break; |
|
|
636 |
|
|
637 case -9: |
|
4043
|
638 retval = std::string ("the corrector could not converge (t = ") |
|
|
639 + t_curr + "; repeated test failures)"; |
|
3996
|
640 break; |
|
|
641 |
|
|
642 case -10: |
|
4043
|
643 retval = std::string ("corrector could not converge because IRES was -1 (t = ") |
|
|
644 + t_curr + ")"; |
|
3996
|
645 break; |
|
|
646 |
|
|
647 case -11: |
|
4043
|
648 retval = std::string ("return requested in user-supplied function (t = ") |
|
|
649 + t_curr + ")"; |
|
3996
|
650 break; |
|
|
651 |
|
|
652 case -12: |
|
|
653 retval = "failed to compute consistent initial conditions"; |
|
|
654 break; |
|
|
655 |
|
|
656 case -33: |
|
|
657 retval = "unrecoverable error (see printed message)"; |
|
|
658 break; |
|
|
659 |
|
3995
|
660 default: |
|
|
661 retval = "unknown error state"; |
|
|
662 break; |
|
|
663 } |
|
|
664 |
|
|
665 return retval; |
|
|
666 } |
|
|
667 |
|
3990
|
668 /* |
|
|
669 ;;; Local Variables: *** |
|
|
670 ;;; mode: C++ *** |
|
|
671 ;;; End: *** |
|
|
672 */ |
