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NLEqn.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 "NLEqn.h"
#include "dMatrix.h"
#include "f77-fcn.h"
#include "lo-error.h"
extern "C"
{
int F77_FCN (hybrd1, HYBRD1) (int (*)(int*, double*, double*, int*),
const int&, double*, double*,
const double&, int&, double*,
const int&);
int F77_FCN (hybrj1, HYBRJ1) (int (*)(int*, double*, double*,
double*, int*, int*),
const int&, double*, double*, double*,
const int&, const double&, int&,
double*, const int&);
}
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
int
hybrd1_fcn (int *n, double *x, double *fvec, int *iflag)
{
int nn = *n;
ColumnVector tmp_f (nn);
ColumnVector tmp_x (nn);
for (int 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 (int i = 0; i < nn; i++)
fvec[i] = tmp_f.elem (i);
}
return 0;
}
int
hybrj1_fcn (int *n, double *x, double *fvec, double *fjac,
int *ldfjac, int *iflag)
{
int nn = *n;
ColumnVector tmp_x (nn);
for (int i = 0; i < nn; i++)
tmp_x.elem (i) = x[i];
int flag = *iflag;
if (flag == 1)
{
ColumnVector tmp_f (nn);
tmp_f = (*user_fun) (tmp_x);
if (tmp_f.length () == 0)
*iflag = -1;
else
{
for (int 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
{
int ld = *ldfjac;
for (int j = 0; j < nn; j++)
for (int i = 0; i < nn; i++)
fjac[j*ld+i] = tmp_fj.elem (i, j);
}
}
return 0;
}
ColumnVector
NLEqn::solve (int& info)
{
ColumnVector retval;
int 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 ();
int 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));
if (f77_exception_encountered)
(*current_liboctave_error_handler) ("unrecoverable error in hybrj1");
}
else
{
Array<double> fvec (n);
double *pfvec = fvec.fortran_vec ();
int 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));
if (f77_exception_encountered)
(*current_liboctave_error_handler) ("unrecoverable error in hybrd1");
}
if (info < 0)
retval.resize (0);
return retval;
}
/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/