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DASSL.cc
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2000-01-15
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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, 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 "DASSL.h"
#include "f77-fcn.h"
#include "lo-error.h"
extern "C"
{
int F77_FCN (ddassl, DDASSL) (int (*)(const double&, double*,
double*, double*, int&,
double*, int*),
const int&, double&, double*, double*,
double&, const int*, const double&,
const double&, int&, double*,
const int&, int*, const int&,
const double*, const int*,
int (*)(const double&, double*,
double*, double*, const
double&, double*, int*));
}
static DAEFunc::DAERHSFunc user_fun;
static DAEFunc::DAEJacFunc user_jac;
static int nn;
DASSL::DASSL (void) : DAE ()
{
stop_time_set = 0;
stop_time = 0.0;
liw = 0;
lrw = 0;
sanity_checked = 0;
info.resize (15);
for (int i = 0; i < 15; i++)
info.elem (i) = 0;
}
DASSL::DASSL (const ColumnVector& state, double time, DAEFunc& f)
: DAE (state, time, f)
{
n = size ();
stop_time_set = 0;
stop_time = 0.0;
liw = 20 + n;
lrw = 40 + 9*n + n*n;
sanity_checked = 0;
info.resize (15);
for (int i = 0; i < 15; i++)
info.elem (i) = 0;
}
DASSL::DASSL (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 ());
liw = 20 + n;
lrw = 40 + 9*n + n*n;
sanity_checked = 0;
info.resize (15);
for (int i = 0; i < 15; i++)
info.elem (i) = 0;
}
void
DASSL::force_restart (void)
{
restart = 1;
integration_error = 0;
}
void
DASSL::set_stop_time (double t)
{
stop_time_set = 1;
stop_time = t;
}
void
DASSL::clear_stop_time (void)
{
stop_time_set = 0;
}
int
ddassl_f (const double& time, double *state, double *deriv,
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);
if (tmp_delta.length () == 0)
ires = -2;
else
{
for (int i = 0; i < nn; i++)
delta [i] = tmp_delta.elem (i);
}
return 0;
}
int
ddassl_j (const double& time, double *, 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 dassl.
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
DASSL::do_integrate (double tout)
{
ColumnVector retval;
if (restart)
{
restart = 0;
info.elem (0) = 0;
}
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)
{
ColumnVector res = (*user_fun) (x, xdot, t);
if (res.length () != x.length ())
{
(*current_liboctave_error_handler)
("dassl: 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 (ddassl, DDASSL, (ddassl_f, n, t, px, pxdot, tout, pinfo,
rel_tol, abs_tol, idid, prwork, lrw,
piwork, liw, dummy, idummy, ddassl_j));
if (f77_exception_encountered)
{
integration_error = 1;
(*current_liboctave_error_handler) ("unrecoverable error in dassl");
}
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: // 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.
default:
integration_error = 1;
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;
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
DASSL::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)
{
int do_restart = 0;
next_out = tout.elem (i_out);
if (i_crit < n_crit)
next_crit = tcrit.elem (i_crit);
int save_output;
double t_out;
if (next_crit == next_out)
{
set_stop_time (next_crit);
t_out = next_out;
save_output = 1;
i_out++;
i_crit++;
do_restart = 1;
}
else if (next_crit < next_out)
{
if (i_crit < n_crit)
{
set_stop_time (next_crit);
t_out = next_crit;
save_output = 0;
i_crit++;
do_restart = 1;
}
else
{
clear_stop_time ();
t_out = next_out;
save_output = 1;
i_out++;
}
}
else
{
set_stop_time (next_crit);
t_out = next_out;
save_output = 1;
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: ***
*/