Mercurial > hg > octave-nkf
view liboctave/DASSL.cc @ 7259:9f02c32eb70d ss-2-9-18
[project @ 2007-12-05 18:02:33 by jwe]
author | jwe |
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date | Wed, 05 Dec 2007 18:02:34 +0000 |
parents | 2eb392d058bb |
children | 29980c6b8604 |
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/* Copyright (C) 1993, 1994, 1995, 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, 2005, 2006, 2007 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 3 of the License, 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, see <http://www.gnu.org/licenses/>. */ #ifdef HAVE_CONFIG_H #include <config.h> #endif #include <cfloat> #include <sstream> #include "DASSL.h" #include "f77-fcn.h" #include "lo-error.h" #include "lo-math.h" #include "quit.h" typedef octave_idx_type (*dassl_fcn_ptr) (const double&, const double*, const double*, double*, octave_idx_type&, double*, octave_idx_type*); typedef octave_idx_type (*dassl_jac_ptr) (const double&, const double*, const double*, double*, const double&, double*, octave_idx_type*); extern "C" { F77_RET_T F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const octave_idx_type&, double&, double*, double*, double&, const octave_idx_type*, const double*, const double*, octave_idx_type&, double*, const octave_idx_type&, octave_idx_type*, const octave_idx_type&, const double*, const octave_idx_type*, dassl_jac_ptr); } static DAEFunc::DAERHSFunc user_fun; static DAEFunc::DAEJacFunc user_jac; static octave_idx_type nn; static octave_idx_type ddassl_f (const double& time, const double *state, const double *deriv, double *delta, octave_idx_type& ires, double *, octave_idx_type *) { BEGIN_INTERRUPT_WITH_EXCEPTIONS; // FIXME -- would be nice to avoid copying the data. ColumnVector tmp_deriv (nn); ColumnVector tmp_state (nn); ColumnVector tmp_delta (nn); for (octave_idx_type 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 (octave_idx_type i = 0; i < nn; i++) delta [i] = tmp_delta.elem (i); } } END_INTERRUPT_WITH_EXCEPTIONS; return 0; } static octave_idx_type ddassl_j (const double& time, const double *state, const double *deriv, double *pd, const double& cj, double *, octave_idx_type *) { BEGIN_INTERRUPT_WITH_EXCEPTIONS; // FIXME -- would be nice to avoid copying the data. ColumnVector tmp_state (nn); ColumnVector tmp_deriv (nn); for (octave_idx_type i = 0; i < nn; i++) { tmp_deriv.elem (i) = deriv [i]; tmp_state.elem (i) = state [i]; } Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj); for (octave_idx_type j = 0; j < nn; j++) for (octave_idx_type i = 0; i < nn; i++) pd [nn * j + i] = tmp_pd.elem (i, j); END_INTERRUPT_WITH_EXCEPTIONS; return 0; } ColumnVector DASSL::do_integrate (double tout) { ColumnVector retval; if (! initialized || restart || DAEFunc::reset|| DASSL_options::reset) { integration_error = false; initialized = true; info.resize (15); for (octave_idx_type i = 0; i < 15; i++) info(i) = 0; pinfo = info.fortran_vec (); octave_idx_type n = size (); liw = 21 + n; lrw = 40 + 9*n + n*n; nn = n; iwork.resize (liw); rwork.resize (lrw); info(0) = 0; if (stop_time_set) { rwork(0) = stop_time; info(3) = 1; } else info(3) = 0; px = x.fortran_vec (); pxdot = xdot.fortran_vec (); piwork = iwork.fortran_vec (); prwork = rwork.fortran_vec (); restart = false; // DAEFunc user_fun = DAEFunc::function (); user_jac = DAEFunc::jacobian_function (); if (user_fun) { octave_idx_type ires = 0; ColumnVector res = (*user_fun) (x, xdot, t, ires); if (res.length () != x.length ()) { (*current_liboctave_error_handler) ("dassl: inconsistent sizes for state and residual vectors"); integration_error = true; return retval; } } else { (*current_liboctave_error_handler) ("dassl: no user supplied RHS subroutine!"); integration_error = true; return retval; } info(4) = user_jac ? 1 : 0; DAEFunc::reset = false; // DASSL_options double hmax = maximum_step_size (); if (hmax >= 0.0) { rwork(1) = hmax; info(6) = 1; } else info(6) = 0; double h0 = initial_step_size (); if (h0 >= 0.0) { rwork(2) = h0; info(7) = 1; } else info(7) = 0; if (step_limit () >= 0) { info(11) = 1; iwork(20) = step_limit (); } else info(11) = 0; octave_idx_type maxord = maximum_order (); if (maxord >= 0) { if (maxord > 0 && maxord < 6) { info(8) = 1; iwork(2) = maxord; } else { (*current_liboctave_error_handler) ("dassl: invalid value for maximum order"); integration_error = true; return retval; } } octave_idx_type enc = enforce_nonnegativity_constraints (); info(9) = enc ? 1 : 0; octave_idx_type ccic = compute_consistent_initial_condition (); info(10) = ccic ? 1 : 0; abs_tol = absolute_tolerance (); rel_tol = relative_tolerance (); octave_idx_type abs_tol_len = abs_tol.length (); octave_idx_type rel_tol_len = rel_tol.length (); if (abs_tol_len == 1 && rel_tol_len == 1) { info(1) = 0; } else if (abs_tol_len == n && rel_tol_len == n) { info(1) = 1; } else { (*current_liboctave_error_handler) ("dassl: inconsistent sizes for tolerance arrays"); integration_error = true; return retval; } pabs_tol = abs_tol.fortran_vec (); prel_tol = rel_tol.fortran_vec (); DASSL_options::reset = false; } static double *dummy = 0; static octave_idx_type *idummy = 0; F77_XFCN (ddassl, DDASSL, (ddassl_f, nn, t, px, pxdot, tout, pinfo, prel_tol, pabs_tol, istate, prwork, lrw, piwork, liw, dummy, idummy, ddassl_j)); if (f77_exception_encountered) { integration_error = true; (*current_liboctave_error_handler) ("unrecoverable error in dassl"); } else { switch (istate) { 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: // DDASSL 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: // DDASSL 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. integration_error = true; break; default: integration_error = true; (*current_liboctave_error_handler) ("unrecognized value of istate (= %d) returned from ddassl", istate); break; } } return retval; } Matrix DASSL::do_integrate (const ColumnVector& tout) { Matrix dummy; return integrate (tout, dummy); } Matrix DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out) { Matrix retval; octave_idx_type n_out = tout.capacity (); octave_idx_type n = size (); if (n_out > 0 && n > 0) { retval.resize (n_out, n); xdot_out.resize (n_out, n); for (octave_idx_type i = 0; i < n; i++) { retval.elem (0, i) = x.elem (i); xdot_out.elem (0, i) = xdot.elem (i); } for (octave_idx_type j = 1; j < n_out; j++) { ColumnVector x_next = do_integrate (tout.elem (j)); if (integration_error) return retval; for (octave_idx_type i = 0; i < n; i++) { retval.elem (j, i) = x_next.elem (i); xdot_out.elem (j, i) = xdot.elem (i); } } } return retval; } Matrix DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit) { Matrix dummy; return integrate (tout, dummy, tcrit); } Matrix DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out, const ColumnVector& tcrit) { Matrix retval; octave_idx_type n_out = tout.capacity (); octave_idx_type n = size (); if (n_out > 0 && n > 0) { retval.resize (n_out, n); xdot_out.resize (n_out, n); for (octave_idx_type i = 0; i < n; i++) { retval.elem (0, i) = x.elem (i); xdot_out.elem (0, i) = xdot.elem (i); } octave_idx_type n_crit = tcrit.capacity (); if (n_crit > 0) { octave_idx_type i_crit = 0; octave_idx_type 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 (octave_idx_type 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; } std::string DASSL::error_message (void) const { std::string retval; std::ostringstream buf; buf << t; std::string t_curr = buf.str (); switch (istate) { case 1: retval = "a step was successfully taken in intermediate-output mode."; break; case 2: retval = "integration completed by stepping exactly to TOUT"; break; case 3: retval = "integration to tout completed by stepping past TOUT"; break; case -1: retval = std::string ("a large amount of work has been expended (t =") + t_curr + ")"; break; case -2: retval = "the error tolerances are too stringent"; break; case -3: retval = std::string ("error weight became zero during problem. (t = ") + t_curr + "; solution component i vanished, and atol or atol(i) == 0)"; break; case -6: retval = std::string ("repeated error test failures on the last attempted step (t = ") + t_curr + ")"; break; case -7: retval = std::string ("the corrector could not converge (t = ") + t_curr + ")"; break; case -8: retval = std::string ("the matrix of partial derivatives is singular (t = ") + t_curr + ")"; break; case -9: retval = std::string ("the corrector could not converge (t = ") + t_curr + "; repeated test failures)"; break; case -10: retval = std::string ("corrector could not converge because IRES was -1 (t = ") + t_curr + ")"; break; case -11: retval = std::string ("return requested in user-supplied function (t = ") + t_curr + ")"; break; case -12: retval = "failed to compute consistent initial conditions"; break; case -33: retval = "unrecoverable error (see printed message)"; break; default: retval = "unknown error state"; break; } return retval; } /* ;;; Local Variables: *** ;;; mode: C++ *** ;;; End: *** */