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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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1296
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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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238
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27 #ifdef HAVE_CONFIG_H |
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1192
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28 #include <config.h> |
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29 #endif |
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30 |
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1842
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31 #include <cfloat> |
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32 #include <cmath> |
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33 |
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34 #include "DASSL.h" |
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1847
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35 #include "f77-fcn.h" |
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227
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36 #include "lo-error.h" |
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37 |
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3991
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38 typedef int (*dassl_fcn_ptr) (const double&, const double*, const double*, |
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39 double*, int&, double*, int*); |
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40 |
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41 typedef int (*dassl_jac_ptr) (const double&, const double*, const double*, |
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42 double*, const double&, double*, int*); |
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43 |
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44 extern "C" |
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3887
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45 int F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const int&, double&, |
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46 double*, double*, double&, const int*, |
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47 const double*, const double*, int&, |
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48 double*, const int&, int*, const int&, |
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49 const double*, const int*, |
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50 dassl_jac_ptr); |
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51 |
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532
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52 static DAEFunc::DAERHSFunc user_fun; |
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53 static DAEFunc::DAEJacFunc user_jac; |
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3993
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54 |
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55 static int nn; |
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56 |
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1842
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57 DASSL::DASSL (void) : DAE () |
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58 { |
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59 liw = 0; |
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60 lrw = 0; |
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61 |
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3994
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62 sanity_checked = false; |
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63 |
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1945
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64 info.resize (15); |
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65 |
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66 for (int i = 0; i < 15; i++) |
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67 info.elem (i) = 0; |
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68 } |
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69 |
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70 DASSL::DASSL (const ColumnVector& state, double time, DAEFunc& f) |
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71 : DAE (state, time, f) |
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72 { |
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73 n = size (); |
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74 |
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75 liw = 20 + n; |
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76 lrw = 40 + 9*n + n*n; |
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77 |
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78 sanity_checked = false; |
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79 |
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80 info.resize (15, 0); |
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81 } |
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82 |
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83 DASSL::DASSL (const ColumnVector& state, const ColumnVector& deriv, |
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84 double time, DAEFunc& f) |
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85 : DAE (state, deriv, time, f) |
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86 { |
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87 n = size (); |
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88 |
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89 DAEFunc::set_function (f.function ()); |
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90 DAEFunc::set_jacobian_function (f.jacobian_function ()); |
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91 |
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92 liw = 20 + n; |
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93 lrw = 40 + 9*n + n*n; |
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94 |
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95 sanity_checked = false; |
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96 |
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1945
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97 info.resize (15); |
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98 |
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99 for (int i = 0; i < 15; i++) |
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1945
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100 info.elem (i) = 0; |
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101 } |
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102 |
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103 int |
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3991
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104 ddassl_f (const double& time, const double *state, const double *deriv, |
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105 double *delta, int& ires, double *, int *) |
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106 { |
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107 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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108 |
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109 ColumnVector tmp_deriv (nn); |
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110 ColumnVector tmp_state (nn); |
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111 ColumnVector tmp_delta (nn); |
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112 |
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113 for (int i = 0; i < nn; i++) |
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114 { |
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115 tmp_deriv.elem (i) = deriv [i]; |
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116 tmp_state.elem (i) = state [i]; |
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117 } |
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118 |
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119 tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires); |
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120 |
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121 if (ires >= 0) |
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256
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122 { |
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123 if (tmp_delta.length () == 0) |
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124 ires = -2; |
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125 else |
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126 { |
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127 for (int i = 0; i < nn; i++) |
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128 delta [i] = tmp_delta.elem (i); |
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129 } |
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256
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130 } |
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131 |
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132 return 0; |
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133 } |
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134 |
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135 int |
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136 ddassl_j (const double& time, const double *state, const double *deriv, |
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137 double *pd, const double& cj, double *, int *) |
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138 { |
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139 // XXX FIXME XXX -- would be nice to avoid copying the data. |
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140 |
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141 ColumnVector tmp_state (nn); |
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142 ColumnVector tmp_deriv (nn); |
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143 |
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144 for (int i = 0; i < nn; i++) |
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145 { |
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146 tmp_deriv.elem (i) = deriv [i]; |
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147 tmp_state.elem (i) = state [i]; |
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148 } |
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149 |
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150 Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj); |
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151 |
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152 for (int j = 0; j < nn; j++) |
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153 for (int i = 0; i < nn; i++) |
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154 pd [nn * j + i] = tmp_pd.elem (i, j); |
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155 |
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156 return 0; |
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157 } |
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158 |
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159 ColumnVector |
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160 DASSL::do_integrate (double tout) |
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161 { |
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162 ColumnVector retval; |
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163 |
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164 if (restart) |
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165 { |
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166 restart = false; |
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167 info.elem (0) = 0; |
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168 } |
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169 |
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170 if (iwork.length () != liw) |
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171 iwork.resize (liw); |
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172 |
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173 if (rwork.length () != lrw) |
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174 rwork.resize (lrw); |
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175 |
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176 integration_error = false; |
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256
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177 |
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178 user_fun = DAEFunc::fun; |
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179 user_jac = DAEFunc::jac; |
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180 |
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181 if (user_jac) |
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3312
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182 info.elem (4) = 1; |
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183 else |
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184 info.elem (4) = 0; |
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185 |
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3994
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186 double *px = x.fortran_vec (); |
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187 double *pxdot = xdot.fortran_vec (); |
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188 |
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189 nn = n; |
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190 |
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191 if (! sanity_checked) |
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192 { |
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193 int ires = 0; |
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194 |
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195 ColumnVector res = (*user_fun) (x, xdot, t, ires); |
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196 |
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197 if (res.length () != x.length ()) |
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198 { |
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199 (*current_liboctave_error_handler) |
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200 ("dassl: inconsistent sizes for state and residual vectors"); |
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201 |
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202 integration_error = true; |
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203 return retval; |
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204 } |
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205 |
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206 sanity_checked = true; |
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207 } |
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208 |
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209 if (stop_time_set) |
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210 { |
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211 rwork.elem (0) = stop_time; |
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212 info.elem (3) = 1; |
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213 } |
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214 else |
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215 info.elem (3) = 0; |
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216 |
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217 Array<double> abs_tol = absolute_tolerance (); |
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218 Array<double> rel_tol = relative_tolerance (); |
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219 |
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220 int abs_tol_len = abs_tol.length (); |
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221 int rel_tol_len = rel_tol.length (); |
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222 |
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223 if (abs_tol_len == 1 && rel_tol_len == 1) |
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224 { |
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225 info.elem (1) = 0; |
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226 } |
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227 else if (abs_tol_len == n && rel_tol_len == n) |
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228 { |
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229 info.elem (1) = 1; |
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230 } |
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231 else |
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232 { |
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233 (*current_liboctave_error_handler) |
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234 ("dassl: inconsistent sizes for tolerance arrays"); |
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235 |
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236 integration_error = true; |
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237 return retval; |
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238 } |
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289
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239 |
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240 if (initial_step_size () >= 0.0) |
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241 { |
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242 rwork.elem (2) = initial_step_size (); |
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243 info.elem (7) = 1; |
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289
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244 } |
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245 else |
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246 info.elem (7) = 0; |
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289
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247 |
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248 if (maximum_step_size () >= 0.0) |
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249 { |
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250 rwork.elem (1) = maximum_step_size (); |
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251 info.elem (6) = 1; |
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289
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252 } |
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253 else |
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254 info.elem (6) = 0; |
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289
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255 |
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256 double *dummy = 0; |
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257 int *idummy = 0; |
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258 |
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1945
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259 int *pinfo = info.fortran_vec (); |
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260 int *piwork = iwork.fortran_vec (); |
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261 double *prwork = rwork.fortran_vec (); |
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262 double *pabs_tol = abs_tol.fortran_vec (); |
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263 double *prel_tol = rel_tol.fortran_vec (); |
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264 |
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465
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265 // again: |
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266 |
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267 F77_XFCN (ddassl, DDASSL, (ddassl_f, n, t, px, pxdot, tout, pinfo, |
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268 prel_tol, pabs_tol, istate, prwork, lrw, |
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269 piwork, liw, dummy, idummy, ddassl_j)); |
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270 |
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271 if (f77_exception_encountered) |
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272 { |
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273 integration_error = true; |
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274 (*current_liboctave_error_handler) ("unrecoverable error in dassl"); |
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275 } |
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276 else |
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277 { |
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278 switch (istate) |
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279 { |
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280 case 1: // A step was successfully taken in intermediate-output |
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281 // mode. The code has not yet reached TOUT. |
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282 case 2: // The integration to TSTOP was successfully completed |
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283 // (T=TSTOP) by stepping exactly to TSTOP. |
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284 case 3: // The integration to TOUT was successfully completed |
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285 // (T=TOUT) by stepping past TOUT. Y(*) is obtained by |
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286 // interpolation. YPRIME(*) is obtained by interpolation. |
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287 retval = x; |
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288 t = tout; |
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289 break; |
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290 |
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291 case -1: // A large amount of work has been expended. (~500 steps). |
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292 case -2: // The error tolerances are too stringent. |
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293 case -3: // The local error test cannot be satisfied because you |
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294 // specified a zero component in ATOL and the |
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295 // corresponding computed solution component is zero. |
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296 // Thus, a pure relative error test is impossible for |
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297 // this component. |
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298 case -6: // DDASSL had repeated error test failures on the last |
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299 // attempted step. |
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300 case -7: // The corrector could not converge. |
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301 case -8: // The matrix of partial derivatives is singular. |
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302 case -9: // The corrector could not converge. There were repeated |
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303 // error test failures in this step. |
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304 case -10: // The corrector could not converge because IRES was |
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305 // equal to minus one. |
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306 case -11: // IRES equal to -2 was encountered and control is being |
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307 // returned to the calling program. |
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308 case -12: // DDASSL failed to compute the initial YPRIME. |
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309 case -33: // The code has encountered trouble from which it cannot |
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310 // recover. A message is printed explaining the trouble |
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311 // and control is returned to the calling program. For |
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312 // example, this occurs when invalid input is detected. |
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313 integration_error = true; |
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314 break; |
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315 |
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316 default: |
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317 integration_error = true; |
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3996
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318 (*current_liboctave_error_handler) |
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3997
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319 ("unrecognized value of istate (= %d) returned from ddassl", |
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320 istate); |
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321 break; |
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322 } |
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323 } |
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324 |
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325 return retval; |
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326 } |
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327 |
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328 Matrix |
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329 DASSL::do_integrate (const ColumnVector& tout) |
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330 { |
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331 Matrix dummy; |
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332 return integrate (tout, dummy); |
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333 } |
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334 |
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335 Matrix |
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336 DASSL::integrate (const ColumnVector& 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 = do_integrate (tout.elem (j)); |
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355 |
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356 if (integration_error) |
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357 return retval; |
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358 |
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359 for (int i = 0; i < n; i++) |
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360 { |
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361 retval.elem (j, i) = x_next.elem (i); |
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362 xdot_out.elem (j, i) = xdot.elem (i); |
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363 } |
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364 } |
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365 } |
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366 |
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367 return retval; |
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368 } |
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369 |
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370 Matrix |
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3519
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371 DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) |
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372 { |
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373 Matrix dummy; |
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374 return integrate (tout, dummy, tcrit); |
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375 } |
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376 |
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377 Matrix |
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378 DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, |
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379 const ColumnVector& tcrit) |
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380 { |
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381 Matrix retval; |
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382 int n_out = tout.capacity (); |
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383 |
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384 if (n_out > 0 && n > 0) |
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385 { |
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386 retval.resize (n_out, n); |
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387 xdot_out.resize (n_out, n); |
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388 |
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389 for (int i = 0; i < n; i++) |
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390 { |
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391 retval.elem (0, i) = x.elem (i); |
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392 xdot_out.elem (0, i) = xdot.elem (i); |
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393 } |
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394 |
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395 int n_crit = tcrit.capacity (); |
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396 |
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397 if (n_crit > 0) |
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398 { |
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399 int i_crit = 0; |
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400 int i_out = 1; |
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401 double next_crit = tcrit.elem (0); |
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402 double next_out; |
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403 while (i_out < n_out) |
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404 { |
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3487
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405 bool do_restart = false; |
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3
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406 |
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407 next_out = tout.elem (i_out); |
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408 if (i_crit < n_crit) |
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409 next_crit = tcrit.elem (i_crit); |
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410 |
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3487
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411 bool save_output; |
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3
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412 double t_out; |
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413 |
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414 if (next_crit == next_out) |
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415 { |
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416 set_stop_time (next_crit); |
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417 t_out = next_out; |
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3487
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418 save_output = true; |
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3
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419 i_out++; |
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420 i_crit++; |
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3487
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421 do_restart = true; |
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3
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422 } |
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423 else if (next_crit < next_out) |
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424 { |
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425 if (i_crit < n_crit) |
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426 { |
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427 set_stop_time (next_crit); |
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428 t_out = next_crit; |
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3487
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429 save_output = false; |
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3
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430 i_crit++; |
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3487
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431 do_restart = true; |
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3
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432 } |
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433 else |
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434 { |
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435 clear_stop_time (); |
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436 t_out = next_out; |
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3487
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437 save_output = true; |
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3
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438 i_out++; |
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439 } |
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440 } |
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441 else |
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442 { |
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443 set_stop_time (next_crit); |
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444 t_out = next_out; |
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3487
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445 save_output = true; |
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3
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446 i_out++; |
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447 } |
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448 |
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1842
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449 ColumnVector x_next = do_integrate (t_out); |
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3
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450 |
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256
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451 if (integration_error) |
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452 return retval; |
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453 |
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3
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454 if (save_output) |
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455 { |
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1321
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456 for (int i = 0; i < n; i++) |
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3
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457 { |
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458 retval.elem (i_out-1, i) = x_next.elem (i); |
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459 xdot_out.elem (i_out-1, i) = xdot.elem (i); |
|
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460 } |
|
|
461 } |
|
|
462 |
|
|
463 if (do_restart) |
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464 force_restart (); |
|
|
465 } |
|
|
466 } |
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|
467 else |
|
256
|
468 { |
|
|
469 retval = integrate (tout, xdot_out); |
|
|
470 |
|
|
471 if (integration_error) |
|
|
472 return retval; |
|
|
473 } |
|
3
|
474 } |
|
|
475 |
|
|
476 return retval; |
|
|
477 } |
|
289
|
478 |
|
3995
|
479 std::string |
|
|
480 DASSL::error_message (void) const |
|
|
481 { |
|
|
482 std::string retval; |
|
|
483 |
|
3997
|
484 switch (istate) |
|
3995
|
485 { |
|
3996
|
486 case 1: |
|
|
487 retval = "a step was successfully taken in intermediate-output mode."; |
|
|
488 break; |
|
|
489 |
|
|
490 case 2: |
|
|
491 retval = "integration completed by stepping exactly to TOUT"; |
|
|
492 break; |
|
|
493 |
|
|
494 case 3: |
|
|
495 retval = "integration to tout completed by stepping past TOUT"; |
|
|
496 break; |
|
|
497 |
|
|
498 case -1: |
|
|
499 retval = "a large amount of work has been expended"; |
|
|
500 break; |
|
|
501 |
|
|
502 case -2: |
|
|
503 retval = "the error tolerances are too stringent"; |
|
|
504 break; |
|
|
505 |
|
|
506 case -3: |
|
|
507 retval = "error weight became zero during problem.\ |
|
|
508 (solution component i vanished, and atol or atol(i) == 0)"; |
|
|
509 break; |
|
|
510 |
|
|
511 case -6: |
|
|
512 retval = "repeated error test failures on the last attempted step"; |
|
|
513 break; |
|
|
514 |
|
|
515 case -7: |
|
|
516 retval = "the corrector could not converge"; |
|
|
517 break; |
|
|
518 |
|
|
519 case -8: |
|
|
520 retval = "the matrix of partial derivatives is singular"; |
|
|
521 break; |
|
|
522 |
|
|
523 case -9: |
|
|
524 retval = "the corrector could not converge (repeated test failures)"; |
|
|
525 break; |
|
|
526 |
|
|
527 case -10: |
|
|
528 retval = "corrector could not converge because IRES was -1"; |
|
|
529 break; |
|
|
530 |
|
|
531 case -11: |
|
|
532 retval = "return requested in user-supplied function"; |
|
|
533 break; |
|
|
534 |
|
|
535 case -12: |
|
|
536 retval = "failed to compute consistent initial conditions"; |
|
|
537 break; |
|
|
538 |
|
|
539 case -33: |
|
|
540 retval = "unrecoverable error (see printed message)"; |
|
|
541 break; |
|
|
542 |
|
3995
|
543 default: |
|
|
544 retval = "unknown error state"; |
|
|
545 break; |
|
|
546 } |
|
|
547 |
|
|
548 return retval; |
|
|
549 } |
|
|
550 |
|
289
|
551 /* |
|
|
552 ;;; Local Variables: *** |
|
|
553 ;;; mode: C++ *** |
|
|
554 ;;; End: *** |
|
|
555 */ |
