diff liboctave/DASPK.cc @ 3912:f56cd411adb4

[project @ 2002-04-28 03:12:27 by jwe]
author jwe
date Sun, 28 Apr 2002 03:12:28 +0000
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children eab957395758
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+/*
+
+Copyright (C) 1996, 1997, 2002 John W. Eaton
+
+This file is part of Octave.
+
+Octave is free software; you can redistribute it and/or modify it
+under the terms of the GNU General Public License as published by the
+Free Software Foundation; either version 2, or (at your option) any
+later version.
+
+Octave is distributed in the hope that it will be useful, but WITHOUT
+ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
+for more details.
+
+You should have received a copy of the GNU General Public License
+along with Octave; see the file COPYING.  If not, write to the Free
+Software Foundation, 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.
+
+*/
+
+#if defined (__GNUG__)
+#pragma implementation
+#endif
+
+#ifdef HAVE_CONFIG_H
+#include <config.h>
+#endif
+
+#include <cfloat>
+#include <cmath>
+
+#include "DASPK.h"
+#include "f77-fcn.h"
+#include "lo-error.h"
+
+typedef int (*daspk_fcn_ptr) (const double&, const double*,
+			      const double*, const double&,
+			      double*, int&, double*, int*);
+
+typedef int (*daspk_jac_ptr) (const double&, const double*,
+			      const double*, double*,
+			      const double&, double*, int*);
+
+typedef int (*daspk_psol_ptr) (const int&, const double&,
+			       const double*, const double*,
+			       const double*, const double&,
+			       const double*, double*, int*,
+			       double*, const double&, int&,
+			       double*, int*);
+
+extern "C"
+int F77_FUNC (ddaspk, DDASPK) (daspk_fcn_ptr, const int&, double&,
+			      double*, double*, double&, const int*,
+			      const double&, const double&, int&,
+			      double*, const int&, int*, const int&,
+			      const double*, const int*,
+			      daspk_jac_ptr, daspk_psol_ptr);
+
+static DAEFunc::DAERHSFunc user_fun;
+static DAEFunc::DAEJacFunc user_jac;
+static int nn;
+
+DASPK::DASPK (void) : DAE ()
+{
+  stop_time_set = 0;
+  stop_time = 0.0;
+
+  sanity_checked = 0;
+
+  info.resize (15);
+
+  for (int i = 0; i < 15; i++)
+    info.elem (i) = 0;
+}
+
+DASPK::DASPK (const ColumnVector& state, double time, DAEFunc& f)
+  : DAE (state, time, f)
+{
+  n = size ();
+
+  stop_time_set = 0;
+  stop_time = 0.0;
+
+  sanity_checked = 0;
+
+  info.resize (20);
+
+  for (int i = 0; i < 20; i++)
+    info.elem (i) = 0;
+}
+
+DASPK::DASPK (const ColumnVector& state, const ColumnVector& deriv,
+	  double time, DAEFunc& f)
+  : DAE (state, deriv, time, f)
+{
+  n = size ();
+
+  stop_time_set = 0;
+  stop_time = 0.0;
+
+  DAEFunc::set_function (f.function ());
+  DAEFunc::set_jacobian_function (f.jacobian_function ());
+
+  sanity_checked = 0;
+
+  info.resize (20);
+
+  for (int i = 0; i < 20; i++)
+    info.elem (i) = 0;
+}
+
+void
+DASPK::force_restart (void)
+{
+  restart = 1;
+  integration_error = 0;
+}
+
+void
+DASPK::set_stop_time (double tt)
+{
+  stop_time_set = 1;
+  stop_time = tt;
+}
+
+void
+DASPK::clear_stop_time (void)
+{
+  stop_time_set = 0;
+}
+
+int
+ddaspk_f (const double& time, const double *state, const double *deriv,
+	  const double&, double *delta, int& ires, double *, int *)
+{
+  ColumnVector tmp_deriv (nn);
+  ColumnVector tmp_state (nn);
+  ColumnVector tmp_delta (nn);
+
+  for (int i = 0; i < nn; i++)
+    {
+      tmp_deriv.elem (i) = deriv [i];
+      tmp_state.elem (i) = state [i];
+    }
+
+  tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires);
+
+  if (ires >= 0)
+    {
+      if (tmp_delta.length () == 0)
+	ires = -2;
+      else
+	{
+	  for (int i = 0; i < nn; i++)
+	    delta [i] = tmp_delta.elem (i);
+	}
+    }
+
+  return 0;
+}
+
+//NEQ, T, Y, YPRIME, SAVR, WK, CJ, WGHT,
+//C                          WP, IWP, B, EPLIN, IER, RPAR, IPAR)
+
+int
+ddaspk_psol (const int& neq, const double& time, const double *state,
+	     const double *deriv, const double *savr,
+	     const double& cj, const double *wght, double *wp,
+	     int *iwp, double *b, const double& eplin, int& ier,
+	     double *, int*)
+{
+  abort ();
+}
+
+int
+ddaspk_j (const double& time, const double *, const double *, double *pd,
+	  const double& cj, double *, int *)
+{
+  ColumnVector tmp_state (nn);
+  ColumnVector tmp_deriv (nn);
+
+  // XXX FIXME XXX
+
+  Matrix tmp_dfdxdot (nn, nn);
+  Matrix tmp_dfdx (nn, nn);
+
+  DAEFunc::DAEJac tmp_jac;
+  tmp_jac.dfdxdot = &tmp_dfdxdot;
+  tmp_jac.dfdx    = &tmp_dfdx;
+
+  tmp_jac = user_jac (tmp_state, tmp_deriv, time);
+
+  // Fix up the matrix of partial derivatives for daspk.
+
+  tmp_dfdx = tmp_dfdx +  cj * tmp_dfdxdot;
+
+  for (int j = 0; j < nn; j++)
+    for (int i = 0; i < nn; i++)
+      pd [nn * j + i] = tmp_dfdx.elem (i, j);
+
+  return 0;
+}
+
+ColumnVector
+DASPK::do_integrate (double tout)
+{
+  ColumnVector retval;
+
+  if (restart)
+    {
+      restart = 0;
+      info.elem (0) = 0;
+    }
+
+  liw = 40 + n;
+  if (info(9) == 1 || info(9) == 3)
+    liw += n;
+  if (info (10) == 1 || info(15) == 1)
+    liw += n;
+
+  lrw = 50 + 9*n;
+  if (info(5) == 0)
+    lrw += n*n;
+  if (info(15) == 1)
+    lrw += n;
+
+  if (iwork.length () != liw)
+    iwork.resize (liw);
+
+  if (rwork.length () != lrw)
+    rwork.resize (lrw);
+
+  integration_error = 0;
+
+  if (DAEFunc::jacobian_function ())
+    info.elem (4) = 1;
+  else
+    info.elem (4) = 0;
+
+  double *px    = x.fortran_vec ();
+  double *pxdot = xdot.fortran_vec ();
+
+  nn = n;
+  user_fun = DAEFunc::fun;
+  user_jac = DAEFunc::jac;
+
+  if (! sanity_checked)
+    {
+      int ires = 0;
+
+      ColumnVector res = (*user_fun) (x, xdot, t, ires);
+
+      if (res.length () != x.length ())
+	{
+	  (*current_liboctave_error_handler)
+	    ("daspk: inconsistent sizes for state and residual vectors");
+
+	  integration_error = 1;
+	  return retval;
+	}
+
+      sanity_checked = 1;
+    }
+  
+  if (stop_time_set)
+    {
+      rwork.elem (0) = stop_time;
+      info.elem (3) = 1;
+    }
+  else
+    info.elem (3) = 0;
+
+  double abs_tol = absolute_tolerance ();
+  double rel_tol = relative_tolerance ();
+
+  if (initial_step_size () >= 0.0)
+    {
+      rwork.elem (2) = initial_step_size ();
+      info.elem (7) = 1;
+    }
+  else
+    info.elem (7) = 0;
+
+  if (maximum_step_size () >= 0.0)
+    {
+      rwork.elem (1) = maximum_step_size ();
+      info.elem (6) = 1;
+    }
+  else
+    info.elem (6) = 0;
+
+  double *dummy = 0;
+  int *idummy = 0;
+
+  int *pinfo = info.fortran_vec ();
+  int *piwork = iwork.fortran_vec ();
+  double *prwork = rwork.fortran_vec ();
+
+// again:
+
+  F77_XFCN (ddaspk, DDASPK, (ddaspk_f, n, t, px, pxdot, tout, pinfo,
+			     rel_tol, abs_tol, idid, prwork, lrw,
+			     piwork, liw, dummy, idummy, ddaspk_j,
+			     ddaspk_psol));
+
+  if (f77_exception_encountered)
+    {
+      integration_error = 1;
+      (*current_liboctave_error_handler) ("unrecoverable error in daspk");
+    }
+  else
+    {
+      switch (idid)
+	{
+	case 1: // A step was successfully taken in intermediate-output
+	        // mode. The code has not yet reached TOUT.
+	case 2: // The integration to TSTOP was successfully completed
+	        // (T=TSTOP) by stepping exactly to TSTOP.
+	case 3: // The integration to TOUT was successfully completed
+	        // (T=TOUT) by stepping past TOUT.  Y(*) is obtained by
+	        // interpolation.  YPRIME(*) is obtained by interpolation.
+
+	  retval = x;
+	  t = tout;
+	  break;
+
+	case -1: // A large amount of work has been expended.  (~500 steps).
+	case -2: // The error tolerances are too stringent.
+	case -3: // The local error test cannot be satisfied because you
+	         // specified a zero component in ATOL and the
+		 // corresponding computed solution component is zero.
+		 // Thus, a pure relative error test is impossible for
+		 // this component.
+	case -6: // DDASPK had repeated error test failures on the last
+		 // attempted step.
+	case -7: // The corrector could not converge.
+	case -8: // The matrix of partial derivatives is singular.
+	case -9: // The corrector could not converge.  There were repeated
+		 // error test failures in this step.
+	case -10: // The corrector could not converge because IRES was
+		  // equal to minus one.
+	case -11: // IRES equal to -2 was encountered and control is being
+		  // returned to the calling program.
+	case -12: // DDASPK failed to compute the initial YPRIME.
+	case -33: // The code has encountered trouble from which it cannot
+		  // recover. A message is printed explaining the trouble
+		  // and control is returned to the calling program. For
+		  // example, this occurs when invalid input is detected.
+	default:
+	  integration_error = 1;
+	  break;
+	}
+    }
+
+  return retval;
+}
+
+Matrix
+DASPK::do_integrate (const ColumnVector& tout)
+{
+  Matrix dummy;
+  return integrate (tout, dummy);
+}
+
+Matrix
+DASPK::integrate (const ColumnVector& tout, Matrix& xdot_out)
+{
+  Matrix retval;
+  int n_out = tout.capacity ();
+
+  if (n_out > 0 && n > 0)
+    {
+      retval.resize (n_out, n);
+      xdot_out.resize (n_out, n);
+
+      for (int i = 0; i < n; i++)
+	{
+	  retval.elem (0, i) = x.elem (i);
+	  xdot_out.elem (0, i) = xdot.elem (i);
+	}
+
+      for (int j = 1; j < n_out; j++)
+	{
+	  ColumnVector x_next = do_integrate (tout.elem (j));
+
+	  if (integration_error)
+	    return retval;
+
+	  for (int i = 0; i < n; i++)
+	    {
+	      retval.elem (j, i) = x_next.elem (i);
+	      xdot_out.elem (j, i) = xdot.elem (i);
+	    }
+	}
+    }
+
+  return retval;
+}
+
+Matrix
+DASPK::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit)
+{
+  Matrix dummy;
+  return integrate (tout, dummy, tcrit);
+}
+
+Matrix
+DASPK::integrate (const ColumnVector& tout, Matrix& xdot_out,
+		  const ColumnVector& tcrit) 
+{
+  Matrix retval;
+  int n_out = tout.capacity ();
+
+  if (n_out > 0 && n > 0)
+    {
+      retval.resize (n_out, n);
+      xdot_out.resize (n_out, n);
+
+      for (int i = 0; i < n; i++)
+	{
+	  retval.elem (0, i) = x.elem (i);
+	  xdot_out.elem (0, i) = xdot.elem (i);
+	}
+
+      int n_crit = tcrit.capacity ();
+
+      if (n_crit > 0)
+	{
+	  int i_crit = 0;
+	  int i_out = 1;
+	  double next_crit = tcrit.elem (0);
+	  double next_out;
+	  while (i_out < n_out)
+	    {
+	      bool do_restart = false;
+
+	      next_out = tout.elem (i_out);
+	      if (i_crit < n_crit)
+		next_crit = tcrit.elem (i_crit);
+
+	      bool save_output;
+	      double t_out;
+
+	      if (next_crit == next_out)
+		{
+		  set_stop_time (next_crit);
+		  t_out = next_out;
+		  save_output = true;
+		  i_out++;
+		  i_crit++;
+		  do_restart = true;
+		}
+	      else if (next_crit < next_out)
+		{
+		  if (i_crit < n_crit)
+		    {
+		      set_stop_time (next_crit);
+		      t_out = next_crit;
+		      save_output = false;
+		      i_crit++;
+		      do_restart = true;
+		    }
+		  else
+		    {
+		      clear_stop_time ();
+		      t_out = next_out;
+		      save_output = true;
+		      i_out++;
+		    }
+		}
+	      else
+		{
+		  set_stop_time (next_crit);
+		  t_out = next_out;
+		  save_output = true;
+		  i_out++;
+		}
+
+	      ColumnVector x_next = do_integrate (t_out);
+
+	      if (integration_error)
+		return retval;
+
+	      if (save_output)
+		{
+		  for (int i = 0; i < n; i++)
+		    {
+		      retval.elem (i_out-1, i) = x_next.elem (i);
+		      xdot_out.elem (i_out-1, i) = xdot.elem (i);
+		    }
+		}
+
+	      if (do_restart)
+		force_restart ();
+	    }
+	}
+      else
+	{
+	  retval = integrate (tout, xdot_out);
+
+	  if (integration_error)
+	    return retval;
+	}
+    }
+
+  return retval;
+}
+
+/*
+;;; Local Variables: ***
+;;; mode: C++ ***
+;;; End: ***
+*/