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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 <iostream.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 |
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37 // For instantiating the Array<Matrix> object. |
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38 #include "Array.h" |
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39 #include "Array.cc" |
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40 |
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41 #include "ODESSA.h" |
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42 #include "f77-fcn.h" |
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43 #include "lo-error.h" |
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44 #include "error.h" |
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45 #include "gripes.h" |
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46 #include "oct-obj.h" |
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47 #include "ov-fcn.h" |
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48 #include "pager.h" |
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49 #include "parse.h" |
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50 #include "unwind-prot.h" |
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51 #include "utils.h" |
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52 #include "variables.h" |
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53 |
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54 #ifndef F77_FUNC |
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55 #define F77_FUNC(x, X) F77_FCN (x, X) |
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56 #endif |
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57 void |
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58 ODESSA_options::set_integration_method (const std::string& val) |
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59 { |
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60 if (val == "stiff" || val == "bdf") |
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61 x_integration_method = "stiff"; |
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62 else if (val == "non-stiff" || val == "adams") |
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63 x_integration_method = "non-stiff"; |
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64 else |
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65 (*current_liboctave_error_handler) |
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66 ("odessa_options: method must be \"stiff\", \"bdf\", \"non-stiff\", or \"adams\""); |
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67 } |
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68 |
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69 typedef int (*odessa_fcn_ptr) (int*, const double&, double*, |
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70 double*, double*); |
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71 |
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72 typedef int (*odessa_jac_ptr) (int*, const double&, double*, |
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3991
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73 double*, const int&, const int&, |
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74 double*, const int&); |
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75 |
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76 typedef int (*odessa_dfdp_ptr) (int*, const double&, double*, |
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77 double*, double*, const int&); |
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78 |
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79 |
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80 extern "C" |
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81 int F77_FUNC (odessa, ODESSA) (odessa_fcn_ptr, odessa_dfdp_ptr, int*, |
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82 double*, double*, double&, double&, |
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83 int&, double&, const double*, int&, |
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84 int&, int*, double*, int&, int*, int&, |
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85 odessa_jac_ptr, int&); |
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86 |
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87 template class Array<Matrix>; |
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88 |
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89 static ODESFunc::ODES_fsub user_fsub; |
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90 static ODESFunc::ODES_bsub user_bsub; |
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91 static ODESFunc::ODES_jsub user_jsub; |
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92 |
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93 |
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94 static int |
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95 odessa_f (int* neq, const double& t, double *state, |
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96 double *par, double *fval) |
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97 { |
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98 int n = neq[0]; |
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99 int n_par = neq[1]; |
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100 |
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101 // Load the state and parameter arrays as Octave objects |
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102 |
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103 ColumnVector tmp_state (n); |
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104 for (int i = 0; i < n; i++) |
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105 tmp_state(i) = state[i]; |
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106 |
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107 ColumnVector tmp_param (n_par); |
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108 for (int i = 0; i < n_par; i++) |
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109 tmp_param(i) = par[i]; |
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110 |
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111 ColumnVector tmp_fval = user_fsub (t, tmp_state, tmp_param); |
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112 |
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113 // Return the function value as a C array object |
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114 |
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115 for (int i = 0; i < n; i++) |
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116 { |
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117 fval[i] = tmp_fval(i); |
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118 } |
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119 |
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120 return 0; |
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121 } |
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122 |
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123 static int |
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124 odessa_j (int* neq, const double& t, double *state, |
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125 double *par, const int& ml, const int& mu, double *pd, const |
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126 int& nrowpd) |
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127 { |
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128 int n = neq[0]; |
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129 int n_par = neq[1]; |
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130 |
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131 // Load the state and parameter arrays as Octave objects |
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132 ColumnVector tmp_state (n); |
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133 for (int i = 0; i < n; i++) |
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134 tmp_state(i) = state[i]; |
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135 |
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136 ColumnVector tmp_param (n_par); |
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137 for (int i = 0; i < n_par; i++) |
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138 tmp_param(i) = par[i]; |
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139 |
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140 Matrix tmp_fval = user_jsub (t, tmp_state, tmp_param); |
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141 |
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142 for (int j = 0; j < n; j++) |
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143 for (int i = 0; i < nrowpd; i++) |
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144 pd[nrowpd*j+i] = tmp_fval(i,j); |
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145 |
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146 return 0; |
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147 } |
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148 |
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149 static int |
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150 odessa_b (int* neq, const double& t, double *state, |
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151 double *par, double *dfdp, const int& jpar) |
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152 |
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153 { |
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154 int n = neq[0]; |
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155 int n_par = neq[1]; |
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156 |
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157 // Load the state and parameter arrays as Octave objects |
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158 ColumnVector tmp_state (n); |
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159 for (int i = 0; i < n; i++) |
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160 tmp_state(i) = state[i]; |
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161 |
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162 ColumnVector tmp_param (n_par); |
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163 for (int i = 0; i < n_par; i++) |
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164 tmp_param(i) = par[i]; |
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165 |
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166 ColumnVector tmp_fval = user_bsub (t, tmp_state, tmp_param, jpar); |
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167 |
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168 for (int i = 0; i < n; i++) |
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169 dfdp[i] = tmp_fval(i); |
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170 |
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171 return 0; |
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172 } |
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173 |
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174 ODESSA::ODESSA (void) : ODES (), ODESSA_options () |
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175 { |
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176 neq.resize(2); |
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177 n = size (); |
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178 |
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179 iopt.resize(4); |
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180 |
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181 istate = 1; |
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182 itask = 1; |
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183 iopt(0) = 0; |
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184 isopt = 0; |
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185 iopt(1) = isopt; |
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186 npar = 0; |
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187 neq(0) = n; |
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188 neq(1) = npar; |
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189 |
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190 sanity_checked = false; |
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191 } |
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192 |
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193 ODESSA::ODESSA (const ColumnVector& state, double time, ODESFunc& f) |
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194 : ODES (state, time, f), ODESSA_options () |
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195 { |
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196 neq.resize(2); |
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197 n = size (); |
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198 |
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199 iopt.resize(4); |
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200 istate = 1; |
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201 itask = 1; |
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202 iopt(0) = 0; |
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203 isopt = 0; |
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204 iopt(1) = isopt; |
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205 |
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206 sanity_checked = false; |
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207 |
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208 npar = 0; |
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209 neq(0) = n; |
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210 neq(1) = npar; |
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211 |
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212 y.resize (n, 1, 0.0); |
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213 } |
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214 |
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215 ODESSA::ODESSA (const ColumnVector& state, const ColumnVector& theta, |
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216 const Matrix& sensitivity_guess, double time, ODESFunc& f) |
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217 : ODES (state, theta, time, f) |
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218 { |
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219 initialized = false; |
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220 |
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221 neq.resize(2); |
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222 n = state.length(); |
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223 npar = theta.length(); |
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224 |
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225 neq(0) = n; |
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226 neq(1) = npar; |
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227 |
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228 sx0 = sensitivity_guess; |
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229 par.resize (npar); |
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230 |
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231 for (int i = 0; i < npar; i++) |
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232 { |
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233 par(i) = theta(i); |
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234 } |
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235 |
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236 sanity_checked = false; |
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237 |
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238 npar = theta.length (); |
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239 |
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240 iopt.resize(4); |
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241 istate = 1; |
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242 itask = 1; |
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243 iopt(0) = 0; |
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244 isopt = 1; |
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245 iopt(1) = isopt; |
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246 |
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247 y.resize (n, npar+1, 0.0); |
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248 } |
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249 |
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250 void |
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251 ODESSA::integrate (double tout) |
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252 { |
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253 ODESSA_result retval; |
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254 if (! initialized) |
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255 { |
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256 |
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257 for (int i = 0; i < n; i++) |
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258 y(i,0) = x(i); |
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259 |
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260 if (npar > 0) |
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261 { |
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262 for (int j = 0; j < npar; j++) |
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263 for (int i = 0; i < n; i++) |
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264 y(i,j+1) = sx0(i,j); |
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265 } |
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266 |
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267 integration_error = false; |
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268 |
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269 user_fsub = ODESFunc::fsub_function (); |
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270 user_bsub = ODESFunc::bsub_function (); |
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271 user_jsub = ODESFunc::jsub_function (); |
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272 |
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273 int idf; |
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274 |
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275 if (user_bsub) |
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276 idf = 1; |
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277 else |
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278 idf = 0; |
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279 |
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280 iopt(2) = idf; |
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281 |
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282 |
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283 if (restart) |
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284 { |
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285 restart = false; |
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286 istate = 1; |
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287 } |
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288 |
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289 if (integration_method () == "stiff") |
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290 { |
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291 if (user_jsub) |
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292 method_flag = 21; |
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293 else |
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294 method_flag = 22; |
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295 if (isopt) |
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296 { |
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297 liw = 21 + n + npar; |
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298 lrw = 22 + 8*(npar+1)*n + n*n + n; |
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299 } |
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300 else |
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301 { |
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302 liw = 20 + n; |
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303 lrw = 22 + 9*n + n*n; |
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304 } |
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305 } |
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306 else |
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307 { |
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308 if (isopt) |
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309 { |
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310 if (user_jsub) |
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311 method_flag = 11; |
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312 else |
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313 method_flag = 12; |
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314 liw = 21 + n + npar; |
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315 lrw = 22 + 15*(npar+1)*n + n*n + n; |
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316 } |
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317 else |
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318 { |
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319 method_flag = 10; |
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320 liw = 20 + n; |
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321 lrw = 22 + 16 * n; |
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322 } |
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323 } |
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324 |
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325 if (iwork.length () != liw) |
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326 { |
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327 iwork.resize (liw); |
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328 |
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329 for (int i = 4; i < 10; i++) |
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330 iwork.elem (i) = 0; |
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331 } |
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332 |
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333 if (rwork.length () != lrw) |
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334 { |
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335 rwork.resize (lrw); |
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336 |
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337 for (int i = 4; i < 10; i++) |
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338 rwork.elem (i) = 0.0; |
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339 } |
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340 |
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341 initialized = true; |
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342 } |
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343 integration_error = false; |
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344 |
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345 // NOTE: this won't work if LSODE passes copies of the state vector. |
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346 // In that case we have to create a temporary vector object |
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347 // and copy. |
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348 |
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349 |
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350 if (! sanity_checked) |
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351 { |
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352 ColumnVector fval = user_fsub (t, x, theta); |
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353 |
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354 if (fval.length () != x.length ()) |
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355 { |
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356 (*current_liboctave_error_handler) |
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357 ("odessa: inconsistent sizes for state and residual vectors"); |
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358 |
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359 integration_error = true; |
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360 return; |
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361 } |
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362 |
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363 sanity_checked = true; |
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364 } |
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365 |
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366 if (stop_time_set) |
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367 { |
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368 itask = 4; |
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369 rwork.elem (0) = stop_time; |
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370 iopt(0) = 1; |
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371 } |
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372 else |
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373 { |
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374 itask = 1; |
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375 } |
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376 |
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377 double rel_tol = relative_tolerance (); |
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378 |
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379 Array<double> abs_tol = absolute_tolerance (); //note; this should |
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380 // be a matrix, not a vector |
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381 |
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382 int abs_tol_len = abs_tol.length (); |
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383 |
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384 int itol; |
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385 |
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386 if (abs_tol_len == 1) |
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387 itol = 1; |
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388 else if (abs_tol_len == n) |
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389 itol = 2; |
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390 else |
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391 { |
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392 (*current_liboctave_error_handler) |
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3996
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393 ("odessa: inconsistent sizes for state and absolute tolerance vectors"); |
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394 |
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395 integration_error = 1; |
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396 return; |
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397 } |
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398 |
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399 if (initial_step_size () >= 0.0) |
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400 { |
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401 rwork.elem (4) = initial_step_size (); |
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402 iopt(0) = 1; |
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403 } |
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404 |
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405 if (maximum_step_size () >= 0.0) |
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406 { |
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407 rwork.elem (5) = maximum_step_size (); |
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408 iopt(0) = 1; |
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409 } |
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410 |
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411 if (minimum_step_size () >= 0.0) |
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412 { |
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413 rwork.elem (6) = minimum_step_size (); |
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414 iopt(0) = 1; |
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415 } |
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416 |
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417 if (step_limit () > 0) |
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418 { |
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419 iwork.elem (5) = step_limit (); |
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420 iopt(0) = 1; |
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421 } |
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422 |
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423 py = y.fortran_vec (); |
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424 piwork = iwork.fortran_vec (); |
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425 prwork = rwork.fortran_vec (); |
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426 ppar = par.fortran_vec (); |
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427 piopt = iopt.fortran_vec (); |
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428 pneq = neq.fortran_vec (); |
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429 |
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430 const double *pabs_tol = abs_tol.fortran_vec (); |
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431 |
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432 F77_XFCN (odessa, ODESSA, (odessa_f,odessa_b,pneq,py,ppar,t, tout, |
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433 itol,rel_tol,pabs_tol,itask,istate, |
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434 piopt,prwork,lrw,piwork,liw,odessa_j, |
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435 method_flag)); |
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436 |
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437 if (f77_exception_encountered) |
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438 { |
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439 integration_error = true; |
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440 (*current_liboctave_error_handler) ("unrecoverable error in odessa"); |
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441 } |
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442 else |
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443 { |
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444 switch (istate) |
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445 { |
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3996
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446 case 1: // prior to initial integration step. |
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447 case 2: // odessa was successful. |
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448 t = tout; |
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449 break; |
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450 |
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451 case -1: // excess work done on this call (perhaps wrong mf). |
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452 case -2: // excess accuracy requested (tolerances too small). |
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453 case -3: // illegal input detected (see printed message). |
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454 case -4: // repeated error test failures (check all inputs). |
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455 case -5: // repeated convergence failures (perhaps bad jacobian |
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456 // supplied or wrong choice of mf or tolerances). |
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3996
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457 case -6: // error weight became zero during problem. (solution |
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458 // component i vanished, and atol or atol(i) = 0.) |
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459 case -13: // Return requested in user-supplied function. |
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460 integration_error = 1; |
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461 break; |
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462 |
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3996
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463 default: |
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464 integration_error = 1; |
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3984
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465 (*current_liboctave_error_handler) |
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3996
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466 ("unrecognized value of istate (= %d) returned from odessa", |
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467 istate); |
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3984
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468 break; |
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469 } |
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470 } |
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471 } |
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472 |
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473 std::string |
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474 ODESSA::error_message (void) const |
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475 { |
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476 std::string retval; |
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477 |
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478 switch (istate) |
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479 { |
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480 case 1: |
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3996
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481 retval = "prior to initial integration step"; |
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3984
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482 break; |
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483 |
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484 case 2: |
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485 retval = "successful exit"; |
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486 break; |
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487 |
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488 case 3: |
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489 retval = "prior to continuation call with modified parameters"; |
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490 break; |
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491 |
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3996
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492 case -1: |
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493 retval = "excess work on this call (perhaps wrong integration method)"; |
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494 break; |
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495 |
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496 case -2: |
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497 retval = "excess accuracy requested (tolerances too small)"; |
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498 break; |
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499 |
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500 case -3: |
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501 retval = "invalid input detected (see printed message)"; |
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502 break; |
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503 |
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504 case -4: |
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505 retval = "repeated error test failures (check all inputs)"; |
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506 break; |
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507 |
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508 case -5: |
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509 retval = "repeated convergence failures (perhaps bad jacobian\ |
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510 supplied or wrong choice of integration method or tolerances)"; |
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511 break; |
|
|
512 |
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513 case -6: |
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514 retval = "Error weight became zero during problem.\ |
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515 (solution component i vanished, and atol or atol(i) == 0)"; |
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516 break; |
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517 |
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518 case -13: |
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519 retval = "return requested in user-supplied function"; |
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520 break; |
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521 |
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3984
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522 default: |
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523 retval = "unknown error state"; |
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524 break; |
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525 } |
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526 |
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527 return retval; |
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528 } |
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|
529 |
|
|
530 |
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531 ODESSA_result |
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532 ODESSA::integrate (const ColumnVector& tout) |
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533 { |
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534 ODESSA_result retval; |
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535 |
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536 Matrix x_out; |
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537 |
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538 Array<Matrix> x_s_out; |
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539 |
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540 int n_out = tout.capacity (); |
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541 |
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542 if (n_out > 0 && n > 0) |
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543 { |
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|
544 x_out.resize (n_out, n); |
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|
545 |
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546 x_s_out.resize (npar, Matrix (n_out, n, 0.0)); |
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547 |
|
|
548 for (int j = 0; j < n_out; j++) |
|
|
549 { |
|
|
550 integrate (tout(j)); |
|
|
551 |
|
|
552 if (integration_error) |
|
|
553 { |
|
|
554 retval = ODESSA_result (x_out, x_s_out); |
|
|
555 return retval; |
|
|
556 } |
|
|
557 |
|
|
558 for (int i = 0; i < n; i++) |
|
|
559 { |
|
|
560 x_out(j,i) = y(i,0); |
|
|
561 |
|
|
562 for (int k = 0; k < npar; k++) |
|
|
563 { |
|
|
564 x_s_out(k)(j,i) = y(i,k+1); |
|
|
565 } |
|
|
566 } |
|
|
567 } |
|
|
568 } |
|
|
569 |
|
|
570 retval = ODESSA_result (x_out, x_s_out); |
|
|
571 |
|
|
572 return retval; |
|
|
573 } |
|
|
574 |
|
|
575 ODESSA_result |
|
|
576 ODESSA::integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
|
|
577 { |
|
|
578 ODESSA_result retval; |
|
|
579 |
|
|
580 Matrix x_out; |
|
|
581 |
|
|
582 Array<Matrix> x_s_out; |
|
|
583 |
|
|
584 int n_out = tout.capacity (); |
|
|
585 |
|
|
586 if (n_out > 0 && n > 0) |
|
|
587 { |
|
|
588 x_out.resize (n_out, n); |
|
|
589 |
|
|
590 x_s_out.resize (npar, Matrix (n_out, n, 0.0)); |
|
|
591 |
|
|
592 int n_crit = tcrit.capacity (); |
|
|
593 |
|
|
594 if (n_crit > 0) |
|
|
595 { |
|
|
596 int i_crit = 0; |
|
|
597 int i_out = 0; |
|
|
598 double next_crit = tcrit(0); |
|
|
599 double next_out; |
|
|
600 while (i_out < n_out) |
|
|
601 { |
|
|
602 bool do_restart = false; |
|
|
603 |
|
|
604 next_out = tout(i_out); |
|
|
605 if (i_crit < n_crit) |
|
|
606 next_crit = tcrit(i_crit); |
|
|
607 |
|
|
608 int save_output; |
|
|
609 double t_out; |
|
|
610 |
|
|
611 if (next_crit == next_out) |
|
|
612 { |
|
|
613 set_stop_time (next_crit); |
|
|
614 t_out = next_out; |
|
|
615 save_output = true; |
|
|
616 i_out++; |
|
|
617 i_crit++; |
|
|
618 do_restart = true; |
|
|
619 } |
|
|
620 else if (next_crit < next_out) |
|
|
621 { |
|
|
622 if (i_crit < n_crit) |
|
|
623 { |
|
|
624 set_stop_time (next_crit); |
|
|
625 t_out = next_crit; |
|
|
626 save_output = false; |
|
|
627 i_crit++; |
|
|
628 do_restart = true; |
|
|
629 } |
|
|
630 else |
|
|
631 { |
|
|
632 clear_stop_time (); |
|
|
633 t_out = next_out; |
|
|
634 save_output = true; |
|
|
635 i_out++; |
|
|
636 } |
|
|
637 } |
|
|
638 else |
|
|
639 { |
|
|
640 set_stop_time (next_crit); |
|
|
641 t_out = next_out; |
|
|
642 save_output = true; |
|
|
643 i_out++; |
|
|
644 } |
|
|
645 integrate (t_out); |
|
|
646 if (integration_error) |
|
|
647 { |
|
|
648 retval = ODESSA_result (x_out, x_s_out); |
|
|
649 return retval; |
|
|
650 } |
|
|
651 if (save_output) |
|
|
652 { |
|
|
653 for (int i = 0; i < n; i++) |
|
|
654 { |
|
|
655 x_out(i_out-1,i) = y(i,0); |
|
|
656 |
|
|
657 for (int k = 0; k < npar; k++) |
|
|
658 { |
|
|
659 x_s_out(k)(i_out-1,i) = y(i,k+1); |
|
|
660 } |
|
|
661 } |
|
|
662 } |
|
|
663 |
|
|
664 if (do_restart) |
|
|
665 force_restart (); |
|
|
666 } |
|
|
667 |
|
|
668 retval = ODESSA_result (x_out, x_s_out); |
|
|
669 } |
|
|
670 else |
|
|
671 { |
|
|
672 retval = integrate (tout); |
|
|
673 |
|
|
674 if (integration_error) |
|
|
675 return retval; |
|
|
676 } |
|
|
677 } |
|
|
678 |
|
|
679 return retval; |
|
|
680 } |
|
|
681 |
|
|
682 /* |
|
|
683 ;;; Local Variables: *** |
|
|
684 ;;; mode: C++ *** |
|
|
685 ;;; End: *** |
|
|
686 */ |
