Mercurial > hg > octave-nkf
annotate liboctave/DASSL.cc @ 10509:ddbd812d09aa
properly compress sparse matrices after assembly
author | Jaroslav Hajek <highegg@gmail.com> |
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date | Mon, 12 Apr 2010 12:57:44 +0200 |
parents | 12884915a8e4 |
children | 8a5e980da6aa |
rev | line source |
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3 | 1 /* |
2 | |
7017 | 3 Copyright (C) 1993, 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2001, |
8920 | 4 2002, 2003, 2004, 2005, 2006, 2007, 2008 John W. Eaton |
3 | 5 |
6 This file is part of Octave. | |
7 | |
8 Octave is free software; you can redistribute it and/or modify it | |
9 under the terms of the GNU General Public License as published by the | |
7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
11 option) any later version. | |
3 | 12 |
13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
16 for more details. | |
17 | |
18 You should have received a copy of the GNU General Public License | |
7016 | 19 along with Octave; see the file COPYING. If not, see |
20 <http://www.gnu.org/licenses/>. | |
3 | 21 |
22 */ | |
23 | |
238 | 24 #ifdef HAVE_CONFIG_H |
1192 | 25 #include <config.h> |
3 | 26 #endif |
27 | |
1842 | 28 #include <cfloat> |
29 | |
5765 | 30 #include <sstream> |
31 | |
1842 | 32 #include "DASSL.h" |
1847 | 33 #include "f77-fcn.h" |
227 | 34 #include "lo-error.h" |
7231 | 35 #include "lo-math.h" |
4180 | 36 #include "quit.h" |
3 | 37 |
5275 | 38 typedef octave_idx_type (*dassl_fcn_ptr) (const double&, const double*, const double*, |
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39 double*, octave_idx_type&, double*, octave_idx_type*); |
3507 | 40 |
5275 | 41 typedef octave_idx_type (*dassl_jac_ptr) (const double&, const double*, const double*, |
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42 double*, const double&, double*, octave_idx_type*); |
3507 | 43 |
3 | 44 extern "C" |
4552 | 45 { |
46 F77_RET_T | |
5275 | 47 F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const octave_idx_type&, double&, |
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48 double*, double*, double&, const octave_idx_type*, |
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49 const double*, const double*, octave_idx_type&, |
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50 double*, const octave_idx_type&, octave_idx_type*, const octave_idx_type&, |
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51 const double*, const octave_idx_type*, |
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52 dassl_jac_ptr); |
4552 | 53 } |
3 | 54 |
532 | 55 static DAEFunc::DAERHSFunc user_fun; |
56 static DAEFunc::DAEJacFunc user_jac; | |
3993 | 57 |
5275 | 58 static octave_idx_type nn; |
3 | 59 |
5275 | 60 static octave_idx_type |
3991 | 61 ddassl_f (const double& time, const double *state, const double *deriv, |
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62 double *delta, octave_idx_type& ires, double *, octave_idx_type *) |
3 | 63 { |
4180 | 64 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
65 | |
5775 | 66 // FIXME -- would be nice to avoid copying the data. |
3991 | 67 |
1546 | 68 ColumnVector tmp_deriv (nn); |
69 ColumnVector tmp_state (nn); | |
70 ColumnVector tmp_delta (nn); | |
3 | 71 |
5275 | 72 for (octave_idx_type i = 0; i < nn; i++) |
3 | 73 { |
74 tmp_deriv.elem (i) = deriv [i]; | |
75 tmp_state.elem (i) = state [i]; | |
76 } | |
77 | |
3849 | 78 tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires); |
3 | 79 |
3849 | 80 if (ires >= 0) |
256 | 81 { |
3849 | 82 if (tmp_delta.length () == 0) |
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83 ires = -2; |
3849 | 84 else |
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85 { |
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86 for (octave_idx_type i = 0; i < nn; i++) |
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87 delta [i] = tmp_delta.elem (i); |
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88 } |
256 | 89 } |
3 | 90 |
4180 | 91 END_INTERRUPT_WITH_EXCEPTIONS; |
92 | |
3 | 93 return 0; |
94 } | |
95 | |
5275 | 96 static octave_idx_type |
3991 | 97 ddassl_j (const double& time, const double *state, const double *deriv, |
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98 double *pd, const double& cj, double *, octave_idx_type *) |
3 | 99 { |
4180 | 100 BEGIN_INTERRUPT_WITH_EXCEPTIONS; |
101 | |
5775 | 102 // FIXME -- would be nice to avoid copying the data. |
3991 | 103 |
1546 | 104 ColumnVector tmp_state (nn); |
105 ColumnVector tmp_deriv (nn); | |
3 | 106 |
5275 | 107 for (octave_idx_type i = 0; i < nn; i++) |
3991 | 108 { |
109 tmp_deriv.elem (i) = deriv [i]; | |
110 tmp_state.elem (i) = state [i]; | |
111 } | |
3 | 112 |
3991 | 113 Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj); |
3 | 114 |
5275 | 115 for (octave_idx_type j = 0; j < nn; j++) |
116 for (octave_idx_type i = 0; i < nn; i++) | |
3991 | 117 pd [nn * j + i] = tmp_pd.elem (i, j); |
3 | 118 |
4180 | 119 END_INTERRUPT_WITH_EXCEPTIONS; |
120 | |
3 | 121 return 0; |
122 } | |
123 | |
1546 | 124 ColumnVector |
1842 | 125 DASSL::do_integrate (double tout) |
3 | 126 { |
1945 | 127 ColumnVector retval; |
128 | |
4049 | 129 if (! initialized || restart || DAEFunc::reset|| DASSL_options::reset) |
1945 | 130 { |
4049 | 131 integration_error = false; |
132 | |
133 initialized = true; | |
134 | |
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135 info.resize (15, 1); |
4049 | 136 |
5275 | 137 for (octave_idx_type i = 0; i < 15; i++) |
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138 info(i) = 0; |
1945 | 139 |
4049 | 140 pinfo = info.fortran_vec (); |
141 | |
5275 | 142 octave_idx_type n = size (); |
4049 | 143 |
4429 | 144 liw = 21 + n; |
4049 | 145 lrw = 40 + 9*n + n*n; |
1945 | 146 |
4049 | 147 nn = n; |
1945 | 148 |
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149 iwork.resize (liw, 1); |
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150 rwork.resize (lrw, 1); |
256 | 151 |
4049 | 152 info(0) = 0; |
3994 | 153 |
4049 | 154 if (stop_time_set) |
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155 { |
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156 rwork(0) = stop_time; |
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157 info(3) = 1; |
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158 } |
4049 | 159 else |
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160 info(3) = 0; |
3 | 161 |
4049 | 162 px = x.fortran_vec (); |
163 pxdot = xdot.fortran_vec (); | |
164 | |
165 piwork = iwork.fortran_vec (); | |
166 prwork = rwork.fortran_vec (); | |
167 | |
168 restart = false; | |
169 | |
170 // DAEFunc | |
3 | 171 |
4049 | 172 user_fun = DAEFunc::function (); |
173 user_jac = DAEFunc::jacobian_function (); | |
174 | |
175 if (user_fun) | |
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176 { |
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177 octave_idx_type ires = 0; |
4049 | 178 |
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179 ColumnVector res = (*user_fun) (x, xdot, t, ires); |
3993 | 180 |
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181 if (res.length () != x.length ()) |
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182 { |
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183 (*current_liboctave_error_handler) |
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184 ("dassl: inconsistent sizes for state and residual vectors"); |
3849 | 185 |
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186 integration_error = true; |
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187 return retval; |
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188 } |
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189 } |
4049 | 190 else |
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191 { |
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192 (*current_liboctave_error_handler) |
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193 ("dassl: no user supplied RHS subroutine!"); |
2344 | 194 |
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195 integration_error = true; |
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196 return retval; |
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197 } |
2344 | 198 |
4049 | 199 info(4) = user_jac ? 1 : 0; |
2344 | 200 |
4049 | 201 DAEFunc::reset = false; |
3 | 202 |
4049 | 203 // DASSL_options |
3998 | 204 |
4049 | 205 double hmax = maximum_step_size (); |
206 if (hmax >= 0.0) | |
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207 { |
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208 rwork(1) = hmax; |
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209 info(6) = 1; |
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210 } |
4049 | 211 else |
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212 info(6) = 0; |
3998 | 213 |
4049 | 214 double h0 = initial_step_size (); |
215 if (h0 >= 0.0) | |
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216 { |
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217 rwork(2) = h0; |
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218 info(7) = 1; |
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219 } |
4049 | 220 else |
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221 info(7) = 0; |
3998 | 222 |
4429 | 223 if (step_limit () >= 0) |
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224 { |
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225 info(11) = 1; |
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226 iwork(20) = step_limit (); |
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227 } |
4429 | 228 else |
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229 info(11) = 0; |
4429 | 230 |
5275 | 231 octave_idx_type maxord = maximum_order (); |
4049 | 232 if (maxord >= 0) |
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233 { |
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234 if (maxord > 0 && maxord < 6) |
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235 { |
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236 info(8) = 1; |
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237 iwork(2) = maxord; |
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238 } |
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239 else |
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240 { |
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241 (*current_liboctave_error_handler) |
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242 ("dassl: invalid value for maximum order"); |
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243 integration_error = true; |
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244 return retval; |
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245 } |
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246 } |
4047 | 247 |
5275 | 248 octave_idx_type enc = enforce_nonnegativity_constraints (); |
4049 | 249 info(9) = enc ? 1 : 0; |
250 | |
5275 | 251 octave_idx_type ccic = compute_consistent_initial_condition (); |
4049 | 252 info(10) = ccic ? 1 : 0; |
253 | |
254 abs_tol = absolute_tolerance (); | |
255 rel_tol = relative_tolerance (); | |
289 | 256 |
5275 | 257 octave_idx_type abs_tol_len = abs_tol.length (); |
258 octave_idx_type rel_tol_len = rel_tol.length (); | |
4049 | 259 |
260 if (abs_tol_len == 1 && rel_tol_len == 1) | |
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261 { |
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262 info(1) = 0; |
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263 } |
4049 | 264 else if (abs_tol_len == n && rel_tol_len == n) |
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265 { |
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266 info(1) = 1; |
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267 } |
4047 | 268 else |
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269 { |
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270 (*current_liboctave_error_handler) |
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271 ("dassl: inconsistent sizes for tolerance arrays"); |
4049 | 272 |
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273 integration_error = true; |
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274 return retval; |
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275 } |
4049 | 276 |
277 pabs_tol = abs_tol.fortran_vec (); | |
278 prel_tol = rel_tol.fortran_vec (); | |
279 | |
280 DASSL_options::reset = false; | |
289 | 281 } |
4047 | 282 |
4049 | 283 static double *dummy = 0; |
5275 | 284 static octave_idx_type *idummy = 0; |
3 | 285 |
4049 | 286 F77_XFCN (ddassl, DDASSL, (ddassl_f, nn, t, px, pxdot, tout, pinfo, |
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287 prel_tol, pabs_tol, istate, prwork, lrw, |
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288 piwork, liw, dummy, idummy, ddassl_j)); |
3 | 289 |
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290 switch (istate) |
3 | 291 { |
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292 case 1: // A step was successfully taken in intermediate-output |
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293 // mode. The code has not yet reached TOUT. |
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294 case 2: // The integration to TSTOP was successfully completed |
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295 // (T=TSTOP) by stepping exactly to TSTOP. |
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296 case 3: // The integration to TOUT was successfully completed |
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297 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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298 // interpolation. YPRIME(*) is obtained by interpolation. |
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299 retval = x; |
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300 t = tout; |
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301 break; |
1360 | 302 |
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303 case -1: // A large amount of work has been expended. (~500 steps). |
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304 case -2: // The error tolerances are too stringent. |
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305 case -3: // The local error test cannot be satisfied because you |
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306 // specified a zero component in ATOL and the |
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307 // corresponding computed solution component is zero. |
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308 // Thus, a pure relative error test is impossible for |
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309 // this component. |
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310 case -6: // DDASSL had repeated error test failures on the last |
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311 // attempted step. |
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312 case -7: // The corrector could not converge. |
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313 case -8: // The matrix of partial derivatives is singular. |
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314 case -9: // The corrector could not converge. There were repeated |
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315 // error test failures in this step. |
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316 case -10: // The corrector could not converge because IRES was |
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317 // equal to minus one. |
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318 case -11: // IRES equal to -2 was encountered and control is being |
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319 // returned to the calling program. |
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320 case -12: // DDASSL failed to compute the initial YPRIME. |
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321 case -33: // The code has encountered trouble from which it cannot |
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322 // recover. A message is printed explaining the trouble |
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323 // and control is returned to the calling program. For |
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324 // example, this occurs when invalid input is detected. |
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325 integration_error = true; |
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326 break; |
3996 | 327 |
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328 default: |
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329 integration_error = true; |
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330 (*current_liboctave_error_handler) |
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331 ("unrecognized value of istate (= %d) returned from ddassl", |
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332 istate); |
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333 break; |
3 | 334 } |
335 | |
1945 | 336 return retval; |
3 | 337 } |
338 | |
339 Matrix | |
1842 | 340 DASSL::do_integrate (const ColumnVector& tout) |
341 { | |
342 Matrix dummy; | |
343 return integrate (tout, dummy); | |
344 } | |
345 | |
346 Matrix | |
347 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) | |
3 | 348 { |
349 Matrix retval; | |
4049 | 350 |
5275 | 351 octave_idx_type n_out = tout.capacity (); |
352 octave_idx_type n = size (); | |
3 | 353 |
354 if (n_out > 0 && n > 0) | |
355 { | |
356 retval.resize (n_out, n); | |
357 xdot_out.resize (n_out, n); | |
358 | |
5275 | 359 for (octave_idx_type i = 0; i < n; i++) |
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360 { |
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361 retval.elem (0, i) = x.elem (i); |
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362 xdot_out.elem (0, i) = xdot.elem (i); |
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363 } |
3 | 364 |
5275 | 365 for (octave_idx_type j = 1; j < n_out; j++) |
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366 { |
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367 ColumnVector x_next = do_integrate (tout.elem (j)); |
256 | 368 |
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369 if (integration_error) |
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370 return retval; |
256 | 371 |
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372 for (octave_idx_type i = 0; i < n; i++) |
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373 { |
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374 retval.elem (j, i) = x_next.elem (i); |
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375 xdot_out.elem (j, i) = xdot.elem (i); |
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376 } |
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377 } |
3 | 378 } |
379 | |
380 return retval; | |
381 } | |
382 | |
383 Matrix | |
3519 | 384 DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
385 { | |
386 Matrix dummy; | |
387 return integrate (tout, dummy, tcrit); | |
388 } | |
389 | |
390 Matrix | |
1842 | 391 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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392 const ColumnVector& tcrit) |
3 | 393 { |
394 Matrix retval; | |
4049 | 395 |
5275 | 396 octave_idx_type n_out = tout.capacity (); |
397 octave_idx_type n = size (); | |
3 | 398 |
399 if (n_out > 0 && n > 0) | |
400 { | |
401 retval.resize (n_out, n); | |
402 xdot_out.resize (n_out, n); | |
403 | |
5275 | 404 for (octave_idx_type i = 0; i < n; i++) |
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405 { |
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406 retval.elem (0, i) = x.elem (i); |
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407 xdot_out.elem (0, i) = xdot.elem (i); |
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408 } |
3 | 409 |
5275 | 410 octave_idx_type n_crit = tcrit.capacity (); |
3 | 411 |
412 if (n_crit > 0) | |
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413 { |
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414 octave_idx_type i_crit = 0; |
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415 octave_idx_type i_out = 1; |
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416 double next_crit = tcrit.elem (0); |
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417 double next_out; |
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418 while (i_out < n_out) |
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419 { |
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420 bool do_restart = false; |
3 | 421 |
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422 next_out = tout.elem (i_out); |
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423 if (i_crit < n_crit) |
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424 next_crit = tcrit.elem (i_crit); |
3 | 425 |
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426 bool save_output; |
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427 double t_out; |
3 | 428 |
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429 if (next_crit == next_out) |
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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 = true; |
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434 i_out++; |
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435 i_crit++; |
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436 do_restart = true; |
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437 } |
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438 else if (next_crit < next_out) |
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439 { |
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440 if (i_crit < n_crit) |
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441 { |
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442 set_stop_time (next_crit); |
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443 t_out = next_crit; |
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444 save_output = false; |
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445 i_crit++; |
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446 do_restart = true; |
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447 } |
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448 else |
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449 { |
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450 clear_stop_time (); |
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451 t_out = next_out; |
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452 save_output = true; |
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453 i_out++; |
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454 } |
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455 } |
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456 else |
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457 { |
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458 set_stop_time (next_crit); |
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459 t_out = next_out; |
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460 save_output = true; |
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461 i_out++; |
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462 } |
3 | 463 |
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464 ColumnVector x_next = do_integrate (t_out); |
3 | 465 |
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466 if (integration_error) |
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467 return retval; |
256 | 468 |
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469 if (save_output) |
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470 { |
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471 for (octave_idx_type i = 0; i < n; i++) |
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472 { |
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473 retval.elem (i_out-1, i) = x_next.elem (i); |
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474 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
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475 } |
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476 } |
3 | 477 |
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478 if (do_restart) |
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479 force_restart (); |
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480 } |
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481 } |
3 | 482 else |
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483 { |
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484 retval = integrate (tout, xdot_out); |
256 | 485 |
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486 if (integration_error) |
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487 return retval; |
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488 } |
3 | 489 } |
490 | |
491 return retval; | |
492 } | |
289 | 493 |
3995 | 494 std::string |
495 DASSL::error_message (void) const | |
496 { | |
497 std::string retval; | |
498 | |
5765 | 499 std::ostringstream buf; |
500 buf << t; | |
501 std::string t_curr = buf.str (); | |
4043 | 502 |
3997 | 503 switch (istate) |
3995 | 504 { |
3996 | 505 case 1: |
506 retval = "a step was successfully taken in intermediate-output mode."; | |
507 break; | |
508 | |
509 case 2: | |
510 retval = "integration completed by stepping exactly to TOUT"; | |
511 break; | |
512 | |
513 case 3: | |
514 retval = "integration to tout completed by stepping past TOUT"; | |
515 break; | |
516 | |
517 case -1: | |
4043 | 518 retval = std::string ("a large amount of work has been expended (t =") |
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519 + t_curr + ")"; |
3996 | 520 break; |
521 | |
522 case -2: | |
523 retval = "the error tolerances are too stringent"; | |
524 break; | |
525 | |
526 case -3: | |
4043 | 527 retval = std::string ("error weight became zero during problem. (t = ") |
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528 + t_curr |
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529 + "; solution component i vanished, and atol or atol(i) == 0)"; |
3996 | 530 break; |
531 | |
532 case -6: | |
4043 | 533 retval = std::string ("repeated error test failures on the last attempted step (t = ") |
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534 + t_curr + ")"; |
3996 | 535 break; |
536 | |
537 case -7: | |
4043 | 538 retval = std::string ("the corrector could not converge (t = ") |
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539 + t_curr + ")"; |
3996 | 540 break; |
541 | |
542 case -8: | |
4043 | 543 retval = std::string ("the matrix of partial derivatives is singular (t = ") |
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544 + t_curr + ")"; |
3996 | 545 break; |
546 | |
547 case -9: | |
4043 | 548 retval = std::string ("the corrector could not converge (t = ") |
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549 + t_curr + "; repeated test failures)"; |
3996 | 550 break; |
551 | |
552 case -10: | |
4043 | 553 retval = std::string ("corrector could not converge because IRES was -1 (t = ") |
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554 + t_curr + ")"; |
3996 | 555 break; |
556 | |
557 case -11: | |
4043 | 558 retval = std::string ("return requested in user-supplied function (t = ") |
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559 + t_curr + ")"; |
3996 | 560 break; |
561 | |
562 case -12: | |
563 retval = "failed to compute consistent initial conditions"; | |
564 break; | |
565 | |
566 case -33: | |
567 retval = "unrecoverable error (see printed message)"; | |
568 break; | |
569 | |
3995 | 570 default: |
571 retval = "unknown error state"; | |
572 break; | |
573 } | |
574 | |
575 return retval; | |
576 } |