Mercurial > hg > octave-nkf
view liboctave/NLEqn.cc @ 6746:a8105a726e68
[project @ 2007-06-19 08:18:34 by dbateman]
author | dbateman |
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date | Tue, 19 Jun 2007 08:18:34 +0000 |
parents | 4c8a2e4e0717 |
children | 93c65f2a5668 |
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/* Copyright (C) 1996, 1997 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, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include "NLEqn.h" #include "dMatrix.h" #include "f77-fcn.h" #include "lo-error.h" #include "quit.h" typedef octave_idx_type (*hybrd1_fcn_ptr) (octave_idx_type*, double*, double*, octave_idx_type*); typedef octave_idx_type (*hybrj1_fcn_ptr) (octave_idx_type*, double*, double*, double*, octave_idx_type*, octave_idx_type*); extern "C" { F77_RET_T F77_FUNC (hybrd1, HYBRD1) (hybrd1_fcn_ptr, const octave_idx_type&, double*, double*, const double&, octave_idx_type&, double*, const octave_idx_type&); F77_RET_T F77_FUNC (hybrj1, HYBRJ1) (hybrj1_fcn_ptr, const octave_idx_type&, double*, double*, double*, const octave_idx_type&, const double&, octave_idx_type&, double*, const octave_idx_type&); } static NLFunc::nonlinear_fcn user_fun; static NLFunc::jacobian_fcn user_jac; // error handling void NLEqn::error (const char* msg) { (*current_liboctave_error_handler) ("fatal NLEqn error: %s", msg); } // Other operations octave_idx_type hybrd1_fcn (octave_idx_type *n, double *x, double *fvec, octave_idx_type *iflag) { BEGIN_INTERRUPT_WITH_EXCEPTIONS; octave_idx_type nn = *n; ColumnVector tmp_f (nn); ColumnVector tmp_x (nn); for (octave_idx_type i = 0; i < nn; i++) tmp_x.elem (i) = x[i]; tmp_f = (*user_fun) (tmp_x); if (tmp_f.length () == 0) *iflag = -1; else { for (octave_idx_type i = 0; i < nn; i++) fvec[i] = tmp_f.elem (i); } END_INTERRUPT_WITH_EXCEPTIONS; return 0; } octave_idx_type hybrj1_fcn (octave_idx_type *n, double *x, double *fvec, double *fjac, octave_idx_type *ldfjac, octave_idx_type *iflag) { BEGIN_INTERRUPT_WITH_EXCEPTIONS; octave_idx_type nn = *n; ColumnVector tmp_x (nn); for (octave_idx_type i = 0; i < nn; i++) tmp_x.elem (i) = x[i]; octave_idx_type flag = *iflag; if (flag == 1) { ColumnVector tmp_f (nn); tmp_f = (*user_fun) (tmp_x); if (tmp_f.length () == 0) *iflag = -1; else { for (octave_idx_type i = 0; i < nn; i++) fvec[i] = tmp_f.elem (i); } } else { Matrix tmp_fj (nn, nn); tmp_fj = (*user_jac) (tmp_x); if (tmp_fj.rows () == 0 || tmp_fj.columns () == 0) *iflag = -1; else { octave_idx_type ld = *ldfjac; for (octave_idx_type j = 0; j < nn; j++) for (octave_idx_type i = 0; i < nn; i++) fjac[j*ld+i] = tmp_fj.elem (i, j); } } END_INTERRUPT_WITH_EXCEPTIONS; return 0; } ColumnVector NLEqn::solve (octave_idx_type& info) { ColumnVector retval; octave_idx_type n = x.capacity (); if (n == 0) { error ("equation set not initialized"); return retval; } double tol = tolerance (); retval = x; double *px = retval.fortran_vec (); user_fun = fun; user_jac = jac; if (jac) { Array<double> fvec (n); double *pfvec = fvec.fortran_vec (); octave_idx_type lwa = (n*(n+13))/2; Array<double> wa (lwa); double *pwa = wa.fortran_vec (); Array<double> fjac (n*n); double *pfjac = fjac.fortran_vec (); F77_XFCN (hybrj1, HYBRJ1, (hybrj1_fcn, n, px, pfvec, pfjac, n, tol, info, pwa, lwa)); solution_status = info; if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in hybrj1"); } else { Array<double> fvec (n); double *pfvec = fvec.fortran_vec (); octave_idx_type lwa = (n*(3*n+13))/2; Array<double> wa (lwa); double *pwa = wa.fortran_vec (); F77_XFCN (hybrd1, HYBRD1, (hybrd1_fcn, n, px, pfvec, tol, info, pwa, lwa)); solution_status = info; if (f77_exception_encountered) (*current_liboctave_error_handler) ("unrecoverable error in hybrd1"); } return retval; } std::string NLEqn::error_message (void) const { std::string retval; std::string prefix; octave_idx_type info = solution_status; if (info < 0) info = -info; switch (info) { case 0: retval = "improper input parameters"; break; case 1: retval = "solution converged within specified tolerance"; break; case 2: retval = "number of function calls exceeded limit"; break; case 3: retval = "no further improvement possible (tolerance may be too small)"; break; case 4: retval = "iteration is not making good progress"; break; default: retval = "unknown error state"; break; } if (solution_status < 0) retval = std::string ("user requested termination: ") + retval; return retval; } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */