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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 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 "NLEqn.h" |
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32 #include "dMatrix.h" |
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33 #include "f77-fcn.h" |
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34 #include "lo-error.h" |
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35 |
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36 typedef int (*hybrd1_fcn_ptr) (int*, double*, double*, int*); |
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37 |
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38 extern "C" |
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39 int F77_FCN (hybrd1, HYBRD1) (hybrd1_fcn_ptr, const int&, double*, |
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40 double*, const double&, int&, double*, |
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41 const int&); |
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42 |
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43 typedef int (*hybrj1_fcn_ptr) (int*, double*, double*, double*, int*, int*); |
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44 |
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45 extern "C" |
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46 int F77_FCN (hybrj1, HYBRJ1) (hybrj1_fcn_ptr, const int&, double*, |
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47 double*, double*, const int&, const |
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48 double&, int&, double*, const int&); |
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49 |
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50 static NLFunc::nonlinear_fcn user_fun; |
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51 static NLFunc::jacobian_fcn user_jac; |
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52 |
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53 // error handling |
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54 |
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55 void |
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56 NLEqn::error (const char* msg) |
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57 { |
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58 (*current_liboctave_error_handler) ("fatal NLEqn error: %s", msg); |
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59 } |
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60 |
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61 // Other operations |
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62 |
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63 int |
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64 hybrd1_fcn (int *n, double *x, double *fvec, int *iflag) |
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65 { |
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66 int nn = *n; |
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67 ColumnVector tmp_f (nn); |
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68 ColumnVector tmp_x (nn); |
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69 |
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70 for (int i = 0; i < nn; i++) |
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71 tmp_x.elem (i) = x[i]; |
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72 |
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73 tmp_f = (*user_fun) (tmp_x); |
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74 |
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75 if (tmp_f.length () == 0) |
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76 *iflag = -1; |
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77 else |
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78 { |
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79 for (int i = 0; i < nn; i++) |
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80 fvec[i] = tmp_f.elem (i); |
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81 } |
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82 |
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83 return 0; |
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84 } |
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85 |
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86 int |
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87 hybrj1_fcn (int *n, double *x, double *fvec, double *fjac, |
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88 int *ldfjac, int *iflag) |
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89 { |
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90 int nn = *n; |
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91 ColumnVector tmp_x (nn); |
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92 |
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93 for (int i = 0; i < nn; i++) |
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94 tmp_x.elem (i) = x[i]; |
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95 |
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96 int flag = *iflag; |
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97 if (flag == 1) |
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98 { |
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99 ColumnVector tmp_f (nn); |
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100 |
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101 tmp_f = (*user_fun) (tmp_x); |
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102 |
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103 if (tmp_f.length () == 0) |
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104 *iflag = -1; |
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105 else |
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106 { |
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107 for (int i = 0; i < nn; i++) |
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108 fvec[i] = tmp_f.elem (i); |
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109 } |
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110 } |
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111 else |
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112 { |
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113 Matrix tmp_fj (nn, nn); |
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114 |
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115 tmp_fj = (*user_jac) (tmp_x); |
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116 |
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117 if (tmp_fj.rows () == 0 || tmp_fj.columns () == 0) |
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118 *iflag = -1; |
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119 else |
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120 { |
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121 int ld = *ldfjac; |
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122 for (int j = 0; j < nn; j++) |
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123 for (int i = 0; i < nn; i++) |
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124 fjac[j*ld+i] = tmp_fj.elem (i, j); |
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125 } |
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126 } |
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127 |
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128 return 0; |
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129 } |
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130 |
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131 ColumnVector |
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132 NLEqn::solve (int& info) |
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133 { |
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134 ColumnVector retval; |
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135 |
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136 int n = x.capacity (); |
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137 |
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138 if (n == 0) |
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139 { |
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140 error ("equation set not initialized"); |
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141 return retval; |
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142 } |
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143 |
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144 double tol = tolerance (); |
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145 |
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146 retval = x; |
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147 double *px = retval.fortran_vec (); |
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148 |
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149 user_fun = fun; |
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150 user_jac = jac; |
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151 |
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152 if (jac) |
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153 { |
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154 Array<double> fvec (n); |
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155 double *pfvec = fvec.fortran_vec (); |
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156 |
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157 int lwa = (n*(n+13))/2; |
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158 Array<double> wa (lwa); |
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159 double *pwa = wa.fortran_vec (); |
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160 |
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161 Array<double> fjac (n*n); |
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162 double *pfjac = fjac.fortran_vec (); |
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163 |
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164 F77_XFCN (hybrj1, HYBRJ1, (hybrj1_fcn, n, px, pfvec, pfjac, n, |
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165 tol, info, pwa, lwa)); |
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166 |
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167 if (f77_exception_encountered) |
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168 (*current_liboctave_error_handler) ("unrecoverable error in hybrj1"); |
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169 } |
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170 else |
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171 { |
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172 Array<double> fvec (n); |
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173 double *pfvec = fvec.fortran_vec (); |
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174 |
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175 int lwa = (n*(3*n+13))/2; |
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176 Array<double> wa (lwa); |
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177 double *pwa = wa.fortran_vec (); |
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178 |
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179 F77_XFCN (hybrd1, HYBRD1, (hybrd1_fcn, n, px, pfvec, tol, info, |
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180 pwa, lwa)); |
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181 |
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182 if (f77_exception_encountered) |
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183 (*current_liboctave_error_handler) ("unrecoverable error in hybrd1"); |
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184 } |
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185 |
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186 if (info < 0) |
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187 retval.resize (0); |
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188 |
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189 return retval; |
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190 } |
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191 |
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192 /* |
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193 ;;; Local Variables: *** |
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194 ;;; mode: C++ *** |
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195 ;;; End: *** |
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196 */ |
