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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 3 of the License, or (at your |
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10 option) any later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, see |
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19 <http://www.gnu.org/licenses/>. |
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20 |
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21 */ |
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22 |
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238
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23 #ifdef HAVE_CONFIG_H |
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24 #include <config.h> |
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25 #endif |
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26 |
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27 #include <cfloat> |
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28 #include <cmath> |
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29 |
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30 #include <sstream> |
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31 |
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1842
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32 #include "LSODE.h" |
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1847
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33 #include "f77-fcn.h" |
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227
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34 #include "lo-error.h" |
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4180
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35 #include "quit.h" |
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36 |
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37 typedef octave_idx_type (*lsode_fcn_ptr) (const octave_idx_type&, const double&, double*, |
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38 double*, octave_idx_type&); |
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39 |
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40 typedef octave_idx_type (*lsode_jac_ptr) (const octave_idx_type&, const double&, double*, |
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41 const octave_idx_type&, const octave_idx_type&, double*, const |
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42 octave_idx_type&); |
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43 |
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44 extern "C" |
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45 { |
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46 F77_RET_T |
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47 F77_FUNC (dlsode, DLSODE) (lsode_fcn_ptr, octave_idx_type&, double*, double&, |
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48 double&, octave_idx_type&, double&, const double*, octave_idx_type&, |
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49 octave_idx_type&, octave_idx_type&, double*, octave_idx_type&, octave_idx_type*, octave_idx_type&, |
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50 lsode_jac_ptr, octave_idx_type&); |
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51 } |
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52 |
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532
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53 static ODEFunc::ODERHSFunc user_fun; |
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54 static ODEFunc::ODEJacFunc user_jac; |
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55 static ColumnVector *tmp_x; |
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56 |
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57 static octave_idx_type |
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58 lsode_f (const octave_idx_type& neq, const double& time, double *, |
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59 double *deriv, octave_idx_type& ierr) |
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60 { |
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61 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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62 |
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63 ColumnVector tmp_deriv; |
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64 |
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65 // NOTE: this won't work if LSODE passes copies of the state vector. |
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66 // In that case we have to create a temporary vector object |
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67 // and copy. |
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68 |
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69 tmp_deriv = (*user_fun) (*tmp_x, time); |
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70 |
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258
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71 if (tmp_deriv.length () == 0) |
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72 ierr = -1; |
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258
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73 else |
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74 { |
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75 for (octave_idx_type i = 0; i < neq; i++) |
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258
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76 deriv [i] = tmp_deriv.elem (i); |
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77 } |
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78 |
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79 END_INTERRUPT_WITH_EXCEPTIONS; |
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80 |
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81 return 0; |
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82 } |
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83 |
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84 static octave_idx_type |
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85 lsode_j (const octave_idx_type& neq, const double& time, double *, |
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86 const octave_idx_type&, const octave_idx_type&, double *pd, const octave_idx_type& nrowpd) |
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87 { |
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88 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
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89 |
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90 Matrix tmp_jac (neq, neq); |
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91 |
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92 // NOTE: this won't work if LSODE passes copies of the state vector. |
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93 // In that case we have to create a temporary vector object |
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94 // and copy. |
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95 |
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96 tmp_jac = (*user_jac) (*tmp_x, time); |
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97 |
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98 for (octave_idx_type j = 0; j < neq; j++) |
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99 for (octave_idx_type i = 0; i < neq; i++) |
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100 pd [nrowpd * j + i] = tmp_jac (i, j); |
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101 |
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102 END_INTERRUPT_WITH_EXCEPTIONS; |
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103 |
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104 return 0; |
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105 } |
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106 |
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107 ColumnVector |
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108 LSODE::do_integrate (double tout) |
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109 { |
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110 ColumnVector retval; |
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111 |
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112 static octave_idx_type nn = 0; |
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113 |
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114 if (! initialized || restart || ODEFunc::reset || LSODE_options::reset) |
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1945
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115 { |
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116 integration_error = false; |
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117 |
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118 initialized = true; |
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119 |
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120 istate = 1; |
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121 |
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122 octave_idx_type n = size (); |
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123 |
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124 nn = n; |
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125 |
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126 octave_idx_type max_maxord = 0; |
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127 |
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128 if (integration_method () == "stiff") |
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129 { |
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130 max_maxord = 5; |
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131 |
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132 if (jac) |
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133 method_flag = 21; |
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134 else |
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135 method_flag = 22; |
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136 |
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137 liw = 20 + n; |
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138 lrw = 22 + n * (9 + n); |
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139 } |
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140 else |
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141 { |
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142 max_maxord = 12; |
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143 |
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144 method_flag = 10; |
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145 |
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146 liw = 20; |
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147 lrw = 22 + 16 * n; |
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148 } |
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149 |
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150 maxord = maximum_order (); |
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151 |
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152 iwork.resize (liw); |
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153 |
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154 for (octave_idx_type i = 4; i < 9; i++) |
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155 iwork(i) = 0; |
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156 |
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157 rwork.resize (lrw); |
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158 |
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159 for (octave_idx_type i = 4; i < 9; i++) |
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160 rwork(i) = 0; |
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161 |
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162 if (maxord >= 0) |
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163 { |
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164 if (maxord > 0 && maxord <= max_maxord) |
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165 { |
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166 iwork(4) = maxord; |
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167 iopt = 1; |
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168 } |
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169 else |
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170 { |
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171 (*current_liboctave_error_handler) |
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172 ("lsode: invalid value for maximum order"); |
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173 integration_error = true; |
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174 return retval; |
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175 } |
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176 } |
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177 |
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178 if (stop_time_set) |
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179 { |
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180 itask = 4; |
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181 rwork(0) = stop_time; |
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182 iopt = 1; |
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183 } |
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184 else |
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185 { |
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186 itask = 1; |
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187 } |
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188 |
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189 px = x.fortran_vec (); |
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190 |
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191 piwork = iwork.fortran_vec (); |
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192 prwork = rwork.fortran_vec (); |
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193 |
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194 restart = false; |
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195 |
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196 // ODEFunc |
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197 |
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198 // NOTE: this won't work if LSODE passes copies of the state vector. |
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199 // In that case we have to create a temporary vector object |
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200 // and copy. |
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201 |
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202 tmp_x = &x; |
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203 |
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204 user_fun = function (); |
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205 user_jac = jacobian_function (); |
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206 |
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207 ColumnVector xdot = (*user_fun) (x, t); |
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208 |
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209 if (x.length () != xdot.length ()) |
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210 { |
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211 (*current_liboctave_error_handler) |
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212 ("lsode: inconsistent sizes for state and derivative vectors"); |
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213 |
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214 integration_error = true; |
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215 return retval; |
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216 } |
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217 |
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218 ODEFunc::reset = false; |
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219 |
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220 // LSODE_options |
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221 |
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222 rel_tol = relative_tolerance (); |
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223 abs_tol = absolute_tolerance (); |
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224 |
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225 octave_idx_type abs_tol_len = abs_tol.length (); |
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226 |
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227 if (abs_tol_len == 1) |
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228 itol = 1; |
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229 else if (abs_tol_len == n) |
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230 itol = 2; |
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231 else |
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232 { |
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233 (*current_liboctave_error_handler) |
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234 ("lsode: inconsistent sizes for state and absolute tolerance vectors"); |
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235 |
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236 integration_error = true; |
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237 return retval; |
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238 } |
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239 |
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240 double iss = initial_step_size (); |
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241 if (iss >= 0.0) |
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242 { |
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243 rwork(4) = iss; |
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244 iopt = 1; |
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245 } |
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246 |
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247 double maxss = maximum_step_size (); |
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248 if (maxss >= 0.0) |
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249 { |
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250 rwork(5) = maxss; |
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251 iopt = 1; |
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252 } |
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253 |
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254 double minss = minimum_step_size (); |
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255 if (minss >= 0.0) |
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256 { |
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257 rwork(6) = minss; |
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258 iopt = 1; |
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259 } |
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260 |
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261 octave_idx_type sl = step_limit (); |
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262 if (sl > 0) |
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263 { |
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264 iwork(5) = sl; |
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265 iopt = 1; |
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266 } |
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267 |
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268 pabs_tol = abs_tol.fortran_vec (); |
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269 |
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270 LSODE_options::reset = false; |
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271 } |
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272 |
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273 F77_XFCN (dlsode, DLSODE, (lsode_f, nn, px, t, tout, itol, rel_tol, |
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274 pabs_tol, itask, istate, iopt, prwork, lrw, |
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275 piwork, liw, lsode_j, method_flag)); |
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276 |
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277 if (f77_exception_encountered) |
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278 { |
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279 integration_error = true; |
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280 (*current_liboctave_error_handler) ("unrecoverable error in lsode"); |
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281 } |
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282 else |
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283 { |
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284 switch (istate) |
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285 { |
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286 case 1: // prior to initial integration step. |
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287 case 2: // lsode was successful. |
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288 retval = x; |
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289 t = tout; |
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290 break; |
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291 |
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292 case -1: // excess work done on this call (perhaps wrong mf). |
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293 case -2: // excess accuracy requested (tolerances too small). |
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294 case -3: // illegal input detected (see printed message). |
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295 case -4: // repeated error test failures (check all inputs). |
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296 case -5: // repeated convergence failures (perhaps bad jacobian |
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297 // supplied or wrong choice of mf or tolerances). |
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298 case -6: // error weight became zero during problem. (solution |
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299 // component i vanished, and atol or atol(i) = 0.) |
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300 case -13: // return requested in user-supplied function. |
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301 integration_error = true; |
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302 break; |
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303 |
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304 default: |
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305 integration_error = true; |
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227
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306 (*current_liboctave_error_handler) |
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307 ("unrecognized value of istate (= %d) returned from lsode", |
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308 istate); |
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309 break; |
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310 } |
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311 } |
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312 |
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313 return retval; |
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314 } |
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315 |
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316 std::string |
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317 LSODE::error_message (void) const |
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318 { |
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319 std::string retval; |
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320 |
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321 std::ostringstream buf; |
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322 buf << t; |
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323 std::string t_curr = buf.str (); |
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324 |
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325 switch (istate) |
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326 { |
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327 case 1: |
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328 retval = "prior to initial integration step"; |
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329 break; |
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330 |
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331 case 2: |
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332 retval = "successful exit"; |
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333 break; |
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334 |
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335 case 3: |
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336 retval = "prior to continuation call with modified parameters"; |
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337 break; |
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338 |
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339 case -1: |
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340 retval = std::string ("excess work on this call (t = ") |
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341 + t_curr + "; perhaps wrong integration method)"; |
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342 break; |
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343 |
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344 case -2: |
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345 retval = "excess accuracy requested (tolerances too small)"; |
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346 break; |
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347 |
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348 case -3: |
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349 retval = "invalid input detected (see printed message)"; |
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350 break; |
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351 |
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352 case -4: |
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353 retval = std::string ("repeated error test failures (t = ") |
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354 + t_curr + "check all inputs)"; |
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355 break; |
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356 |
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357 case -5: |
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358 retval = std::string ("repeated convergence failures (t = ") |
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359 + t_curr |
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360 + "perhaps bad jacobian supplied or wrong choice of integration method or tolerances)"; |
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361 break; |
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362 |
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363 case -6: |
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364 retval = std::string ("error weight became zero during problem. (t = ") |
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365 + t_curr |
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366 + "; solution component i vanished, and atol or atol(i) == 0)"; |
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367 break; |
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368 |
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369 case -13: |
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370 retval = "return requested in user-supplied function (t = " |
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371 + t_curr + ")"; |
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372 break; |
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373 |
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374 default: |
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375 retval = "unknown error state"; |
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376 break; |
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377 } |
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378 |
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379 return retval; |
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380 } |
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381 |
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382 Matrix |
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383 LSODE::do_integrate (const ColumnVector& tout) |
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384 { |
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385 Matrix retval; |
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386 |
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387 octave_idx_type n_out = tout.capacity (); |
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388 octave_idx_type n = size (); |
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3
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389 |
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390 if (n_out > 0 && n > 0) |
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391 { |
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392 retval.resize (n_out, n); |
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393 |
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394 for (octave_idx_type i = 0; i < n; i++) |
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395 retval.elem (0, i) = x.elem (i); |
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396 |
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397 for (octave_idx_type j = 1; j < n_out; j++) |
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398 { |
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399 ColumnVector x_next = do_integrate (tout.elem (j)); |
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258
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400 |
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401 if (integration_error) |
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402 return retval; |
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403 |
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404 for (octave_idx_type i = 0; i < n; i++) |
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405 retval.elem (j, i) = x_next.elem (i); |
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406 } |
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407 } |
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408 |
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409 return retval; |
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410 } |
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411 |
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412 Matrix |
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413 LSODE::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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3
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414 { |
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415 Matrix retval; |
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416 |
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417 octave_idx_type n_out = tout.capacity (); |
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418 octave_idx_type n = size (); |
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3
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419 |
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420 if (n_out > 0 && n > 0) |
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421 { |
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422 retval.resize (n_out, n); |
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423 |
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424 for (octave_idx_type i = 0; i < n; i++) |
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425 retval.elem (0, i) = x.elem (i); |
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426 |
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427 octave_idx_type n_crit = tcrit.capacity (); |
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3
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428 |
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429 if (n_crit > 0) |
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430 { |
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5275
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431 octave_idx_type i_crit = 0; |
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432 octave_idx_type i_out = 1; |
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3
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433 double next_crit = tcrit.elem (0); |
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434 double next_out; |
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435 while (i_out < n_out) |
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436 { |
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3995
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437 bool do_restart = false; |
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3
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438 |
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439 next_out = tout.elem (i_out); |
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440 if (i_crit < n_crit) |
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441 next_crit = tcrit.elem (i_crit); |
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442 |
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5275
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443 octave_idx_type save_output; |
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3
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444 double t_out; |
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445 |
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446 if (next_crit == next_out) |
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447 { |
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448 set_stop_time (next_crit); |
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449 t_out = next_out; |
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450 save_output = 1; |
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451 i_out++; |
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452 i_crit++; |
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3995
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453 do_restart = true; |
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3
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454 } |
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455 else if (next_crit < next_out) |
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456 { |
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457 if (i_crit < n_crit) |
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458 { |
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459 set_stop_time (next_crit); |
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460 t_out = next_crit; |
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461 save_output = 0; |
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462 i_crit++; |
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3995
|
463 do_restart = true; |
|
3
|
464 } |
|
|
465 else |
|
|
466 { |
|
|
467 clear_stop_time (); |
|
|
468 t_out = next_out; |
|
|
469 save_output = 1; |
|
|
470 i_out++; |
|
|
471 } |
|
|
472 } |
|
|
473 else |
|
|
474 { |
|
|
475 set_stop_time (next_crit); |
|
|
476 t_out = next_out; |
|
|
477 save_output = 1; |
|
|
478 i_out++; |
|
|
479 } |
|
|
480 |
|
1842
|
481 ColumnVector x_next = do_integrate (t_out); |
|
3
|
482 |
|
258
|
483 if (integration_error) |
|
|
484 return retval; |
|
|
485 |
|
3
|
486 if (save_output) |
|
|
487 { |
|
5275
|
488 for (octave_idx_type i = 0; i < n; i++) |
|
3
|
489 retval.elem (i_out-1, i) = x_next.elem (i); |
|
|
490 } |
|
|
491 |
|
|
492 if (do_restart) |
|
|
493 force_restart (); |
|
|
494 } |
|
|
495 } |
|
|
496 else |
|
258
|
497 { |
|
1842
|
498 retval = do_integrate (tout); |
|
258
|
499 |
|
|
500 if (integration_error) |
|
|
501 return retval; |
|
|
502 } |
|
3
|
503 } |
|
|
504 |
|
|
505 return retval; |
|
|
506 } |
|
|
507 |
|
|
508 /* |
|
|
509 ;;; Local Variables: *** |
|
|
510 ;;; mode: C++ *** |
|
|
511 ;;; End: *** |
|
|
512 */ |
