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1 // DAE.cc -*- C++ -*- |
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2 /* |
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3 |
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4 Copyright (C) 1992, 1993 John W. Eaton |
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5 |
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6 This file is part of Octave. |
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7 |
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8 Octave is free software; you can redistribute it and/or modify it |
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9 under the terms of the GNU General Public License as published by the |
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10 Free Software Foundation; either version 2, or (at your option) any |
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11 later version. |
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12 |
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13 Octave is distributed in the hope that it will be useful, but WITHOUT |
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14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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16 for more details. |
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17 |
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18 You should have received a copy of the GNU General Public License |
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19 along with Octave; see the file COPYING. If not, write to the Free |
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20 Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA. |
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21 |
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22 */ |
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23 |
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24 #ifdef __GNUG__ |
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25 #pragma implementation |
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26 #endif |
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27 |
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28 #include <iostream.h> |
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29 #include "DAE.h" |
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30 |
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31 extern "C" |
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32 { |
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33 int F77_FCN (ddassl) (int (*)(), const int*, double*, double*, |
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34 double*, double*, const int*, const double*, |
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35 const double*, int*, double*, const int*, |
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36 int*, const int*, const double*, const int*, |
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37 int (*)()); |
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38 } |
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39 |
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40 static DAERHSFunc user_fun; |
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41 static DAEJacFunc user_jac; |
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42 static int nn; |
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43 |
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44 DAE::DAE (void) |
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45 { |
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46 n = 0; |
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47 t = 0.0; |
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48 |
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49 stop_time_set = 0; |
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50 stop_time = 0.0; |
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51 |
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52 restart = 1; |
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53 |
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54 DAEFunc::set_function (NULL); |
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55 DAEFunc::set_jacobian_function (NULL); |
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56 |
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57 liw = 0; |
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58 lrw = 0; |
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59 |
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60 info = new int [15]; |
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61 iwork = (int *) NULL; |
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62 rwork = (double *) NULL; |
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63 |
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64 for (int i = 0; i < 15; i++) |
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65 info [i] = 0; |
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66 } |
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67 |
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68 DAE::DAE (int size) |
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69 { |
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70 n = size; |
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71 t = 0.0; |
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72 |
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73 absolute_tolerance = 1.0e-6; |
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74 relative_tolerance = 1.0e-6; |
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75 |
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76 stop_time_set = 0; |
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77 stop_time = 0.0; |
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78 |
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79 restart = 1; |
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80 |
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81 DAEFunc::set_function (NULL); |
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82 DAEFunc::set_jacobian_function (NULL); |
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83 |
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84 liw = 20 + n; |
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85 lrw = 40 + 9*n + n*n; |
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86 |
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87 info = new int [15]; |
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88 iwork = new int [liw]; |
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89 rwork = new double [lrw]; |
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90 |
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91 for (int i = 0; i < 15; i++) |
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92 info [i] = 0; |
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93 } |
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94 |
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95 DAE::DAE (Vector& state, double time, DAEFunc& f) |
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96 { |
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97 n = state.capacity (); |
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98 t = time; |
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99 x = state; |
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100 xdot.resize (n, 0.0); |
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101 |
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102 absolute_tolerance = 1.0e-6; |
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103 relative_tolerance = 1.0e-6; |
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104 |
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105 stop_time_set = 0; |
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106 stop_time = 0.0; |
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107 |
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108 restart = 1; |
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109 |
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110 DAEFunc::set_function (f.function ()); |
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111 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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112 |
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113 liw = 20 + n; |
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114 lrw = 40 + 9*n + n*n; |
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115 |
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116 info = new int [15]; |
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117 iwork = new int [liw]; |
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118 rwork = new double [lrw]; |
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119 |
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120 for (int i = 0; i < 15; i++) |
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121 info [i] = 0; |
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122 } |
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123 |
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124 DAE::DAE (Vector& state, Vector& deriv, double time, DAEFunc& f) |
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125 { |
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126 if (deriv.capacity () != state.capacity ()) |
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127 { |
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128 cerr << "x, xdot size mismatch in DAE constructor"; |
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129 exit (1); |
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130 } |
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131 |
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132 n = state.capacity (); |
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133 t = time; |
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134 xdot = deriv; |
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135 x = state; |
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136 |
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137 absolute_tolerance = 1.0e-6; |
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138 relative_tolerance = 1.0e-6; |
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139 |
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140 stop_time_set = 0; |
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141 stop_time = 0.0; |
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142 |
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143 DAEFunc::set_function (f.function ()); |
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144 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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145 |
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146 liw = 20 + n; |
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147 lrw = 40 + 9*n + n*n; |
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148 |
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149 info = new int [15]; |
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150 iwork = new int [liw]; |
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151 rwork = new double [lrw]; |
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152 |
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153 for (int i = 0; i < 15; i++) |
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154 info [i] = 0; |
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155 } |
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156 |
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157 DAE::~DAE (void) |
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158 { |
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159 delete info; |
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160 delete rwork; |
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161 delete iwork; |
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162 } |
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163 |
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164 Vector |
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165 DAE::deriv (void) |
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166 { |
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167 return xdot; |
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168 } |
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169 |
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170 void |
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171 DAE::initialize (Vector& state, double time) |
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172 { |
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173 restart = 1; |
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174 x = state; |
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175 int nx = x.capacity (); |
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176 xdot.resize (nx, 0.0); |
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177 t = time; |
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178 } |
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179 |
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180 void |
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181 DAE::initialize (Vector& state, Vector& deriv, double time) |
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182 { |
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183 restart = 1; |
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184 xdot = deriv; |
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185 x = state; |
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186 t = time; |
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187 } |
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188 |
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189 int |
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190 ddassl_f (double *time, double *state, double *deriv, double *delta, |
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191 int *ires, double *rpar, int *ipar) |
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192 { |
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193 Vector tmp_deriv (nn); |
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194 Vector tmp_state (nn); |
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195 Vector tmp_delta (nn); |
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196 |
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197 for (int i = 0; i < nn; i++) |
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198 { |
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199 tmp_deriv.elem (i) = deriv [i]; |
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200 tmp_state.elem (i) = state [i]; |
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201 } |
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202 |
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203 tmp_delta = user_fun (tmp_state, tmp_deriv, *time); |
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204 |
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205 for (i = 0; i < nn; i++) |
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206 delta [i] = tmp_delta.elem (i); |
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207 |
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208 return 0; |
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209 } |
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210 |
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211 int |
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212 ddassl_j (double *time, double *state, double *deriv, double *pd, |
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213 double *cj, double *rpar, int *ipar) |
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214 { |
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215 Vector tmp_state (nn); |
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216 Vector tmp_deriv (nn); |
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217 |
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218 // XXX FIXME XXX |
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219 |
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220 Matrix tmp_dfdxdot (nn, nn); |
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221 Matrix tmp_dfdx (nn, nn); |
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222 |
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223 DAEJac tmp_jac; |
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224 tmp_jac.dfdxdot = &tmp_dfdxdot; |
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225 tmp_jac.dfdx = &tmp_dfdx; |
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226 |
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227 tmp_jac = user_jac (tmp_state, tmp_deriv, *time); |
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228 |
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229 // Fix up the matrix of partial derivatives for dassl. |
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230 |
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231 tmp_dfdx = tmp_dfdx + (*cj * tmp_dfdxdot); |
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232 |
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233 for (int j = 0; j < nn; j++) |
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234 for (int i = 0; i < nn; i++) |
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235 pd [nn * j + i] = tmp_dfdx.elem (i, j); |
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236 |
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237 return 0; |
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238 } |
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239 |
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240 Vector |
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241 DAE::integrate (double tout) |
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242 { |
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243 if (DAEFunc::jac == NULL) |
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244 iwork [4] = 0; |
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245 else |
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246 iwork [4] = 1; |
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247 |
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248 double *px = x.fortran_vec (); |
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249 double *pxdot = xdot.fortran_vec (); |
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250 |
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251 nn = n; |
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252 user_fun = DAEFunc::fun; |
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253 user_jac = DAEFunc::jac; |
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254 |
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255 if (stop_time_set) |
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256 { |
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257 info [3] = 1; |
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258 rwork [0] = stop_time; |
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259 } |
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260 else |
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261 info [3] = 0; |
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262 |
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263 double dummy; |
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264 int idummy; |
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265 |
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266 if (restart) |
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267 { |
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268 restart = 0; |
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269 info[0] = 0; |
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270 } |
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271 |
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272 again: |
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273 |
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274 F77_FCN (ddassl) (ddassl_f, &n, &t, px, pxdot, &tout, info, |
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275 &relative_tolerance, &absolute_tolerance, &idid, |
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276 rwork, &lrw, iwork, &liw, &dummy, &idummy, |
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277 ddassl_j); |
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278 |
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279 switch (idid) |
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280 { |
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281 case 1: // A step was successfully taken in the |
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282 // intermediate-output mode. The code has not yet reached |
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283 // TOUT. |
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284 break; |
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285 case 2: // The integration to TSTOP was successfully completed |
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286 // (T=TSTOP) by stepping exactly to TSTOP. |
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287 break; |
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288 case 3: // The integration to TOUT was successfully completed |
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289 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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290 // interpolation. YPRIME(*) is obtained by interpolation. |
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291 break; |
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292 case -1: // A large amount of work has been expended. (About 500 steps). |
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293 break; |
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294 case -2: // The error tolerances are too stringent. |
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295 break; |
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296 case -3: // The local error test cannot be satisfied because you |
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297 // specified a zero component in ATOL and the |
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298 // corresponding computed solution component is zero. |
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299 // Thus, a pure relative error test is impossible for |
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300 // this component. |
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301 break; |
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302 case -6: // DDASSL had repeated error test failures on the last |
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303 // attempted step. |
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304 break; |
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305 case -7: // The corrector could not converge. |
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306 break; |
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307 case -8: // The matrix of partial derivatives is singular. |
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308 break; |
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309 case -9: // The corrector could not converge. There were repeated |
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310 // error test failures in this step. |
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311 break; |
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312 case -10: // The corrector could not converge because IRES was |
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313 // equal to minus one. |
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314 break; |
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315 case -11: // IRES equal to -2 was encountered and control is being |
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316 // returned to the calling program. |
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317 break; |
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318 case -12: // DDASSL failed to compute the initial YPRIME. |
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319 break; |
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320 case -33: // The code has encountered trouble from which it cannot |
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321 // recover. A message is printed explaining the trouble |
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322 // and control is returned to the calling program. For |
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323 // example, this occurs when invalid input is detected. |
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324 break; |
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325 default: |
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326 // Error? |
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327 break; |
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328 } |
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329 |
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330 t = tout; |
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331 |
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332 return x; |
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333 } |
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334 |
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335 Matrix |
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336 DAE::integrate (const Vector& tout, Matrix& xdot_out) |
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337 { |
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338 Matrix retval; |
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339 int n_out = tout.capacity (); |
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340 |
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341 if (n_out > 0 && n > 0) |
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342 { |
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343 retval.resize (n_out, n); |
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344 xdot_out.resize (n_out, n); |
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345 |
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346 for (int i = 0; i < n; i++) |
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347 { |
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348 retval.elem (0, i) = x.elem (i); |
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349 xdot_out.elem (0, i) = xdot.elem (i); |
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350 } |
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351 |
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352 for (int j = 1; j < n_out; j++) |
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353 { |
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354 ColumnVector x_next = integrate (tout.elem (j)); |
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355 for (i = 0; i < n; i++) |
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356 { |
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357 retval.elem (j, i) = x_next.elem (i); |
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358 xdot_out.elem (j, i) = xdot.elem (i); |
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359 } |
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360 } |
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361 } |
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362 |
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363 return retval; |
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364 } |
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365 |
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366 Matrix |
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367 DAE::integrate (const Vector& tout, Matrix& xdot_out, const Vector& tcrit) |
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368 { |
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369 Matrix retval; |
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370 int n_out = tout.capacity (); |
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371 |
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372 if (n_out > 0 && n > 0) |
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373 { |
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374 retval.resize (n_out, n); |
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375 xdot_out.resize (n_out, n); |
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376 |
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377 for (int i = 0; i < n; i++) |
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378 { |
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379 retval.elem (0, i) = x.elem (i); |
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380 xdot_out.elem (0, i) = xdot.elem (i); |
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381 } |
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382 |
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383 int n_crit = tcrit.capacity (); |
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384 |
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385 if (n_crit > 0) |
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386 { |
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387 int i_crit = 0; |
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388 int i_out = 1; |
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389 double next_crit = tcrit.elem (0); |
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390 double next_out; |
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391 while (i_out < n_out) |
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392 { |
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393 int do_restart = 0; |
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394 |
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395 next_out = tout.elem (i_out); |
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396 if (i_crit < n_crit) |
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397 next_crit = tcrit.elem (i_crit); |
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398 |
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399 int save_output; |
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400 double t_out; |
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401 |
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402 if (next_crit == next_out) |
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403 { |
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404 set_stop_time (next_crit); |
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405 t_out = next_out; |
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406 save_output = 1; |
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407 i_out++; |
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408 i_crit++; |
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409 do_restart = 1; |
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410 } |
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411 else if (next_crit < next_out) |
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412 { |
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413 if (i_crit < n_crit) |
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414 { |
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415 set_stop_time (next_crit); |
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416 t_out = next_crit; |
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417 save_output = 0; |
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418 i_crit++; |
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419 do_restart = 1; |
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420 } |
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421 else |
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422 { |
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423 clear_stop_time (); |
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424 t_out = next_out; |
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425 save_output = 1; |
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426 i_out++; |
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427 } |
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428 } |
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429 else |
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430 { |
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431 set_stop_time (next_crit); |
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432 t_out = next_out; |
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433 save_output = 1; |
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434 i_out++; |
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435 } |
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436 |
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437 ColumnVector x_next = integrate (t_out); |
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438 |
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439 if (save_output) |
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440 { |
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441 for (i = 0; i < n; i++) |
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442 { |
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443 retval.elem (i_out-1, i) = x_next.elem (i); |
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444 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
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445 } |
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446 } |
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447 |
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448 if (do_restart) |
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449 force_restart (); |
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450 } |
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451 } |
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452 else |
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453 retval = integrate (tout); |
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454 } |
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455 |
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456 return retval; |
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457 } |
