Fresh Fish 9/FreshFishVol9-CD2.bin/bbs/gnu/octave-1.1.1-src.lha/octave-1.1.1/liboctave/ODE.cc

C/C++ Source or Header | 1995-01-04 | 10.5 KB | 599 lines

// ODE.cc                                                -*- C++ -*-
/*

Copyright (C) 1992, 1993, 1994, 1995 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, 675 Mass Ave, Cambridge, MA 02139, USA.

*/

#ifdef HAVE_CONFIG_H
#include "config.h"
#endif

#include <math.h>
#include <float.h>
#include <iostream.h>

#include "ODE.h"
#include "f77-uscore.h"
#include "lo-error.h"

extern "C"
{
  int F77_FCN (lsode) (int (*)(int*, double*, double*, double*, int*),
               int *, double *, double *, double *,
               int *, double *, double *, int *, int *, int *,
               double *, int *, int *, int *,
               int (*)(int*, double*, double*, int*, int*,
                   double*, int*), int *);
}

static ODEFunc::ODERHSFunc user_fun;
static ODEFunc::ODEJacFunc user_jac;
static ColumnVector *tmp_x;

ODE::ODE (void)
{
  n = 0;
  t = 0.0;

  stop_time_set = 0;
  stop_time = 0.0;

  integration_error = 0;
  restart = 1;

  istate = 1;
  itol = 1;
  itask = 1;
  iopt = 0;

  liw = 20 + n;
  lrw = 22 + n * (9 + n);

  iwork = new int [liw];
  rwork = new double [lrw];
  for (int i = 4; i < 9; i++)
    {
      iwork[i] = 0;
      rwork[i] = 0.0;
    }

  fun = 0;
  jac = 0;
}

ODE::ODE (int size)
{
  n = size;
  t = 0.0;

  stop_time_set = 0;
  stop_time = 0.0;

  integration_error = 0;
  restart = 1;

  istate = 1;
  itol = 1;
  itask = 1;
  iopt = 0;

  liw = 20 + n;
  lrw = 22 + n * (9 + n);

  iwork = new int [liw];
  rwork = new double [lrw];
  for (int i = 4; i < 9; i++)
    {
      iwork[i] = 0;
      rwork[i] = 0.0;
    }

  fun = 0;
  jac = 0;
}

ODE::ODE (const ColumnVector& state, double time, const ODEFunc& f)
{
  n = state.capacity ();
  t = time;
  x = state;

  stop_time_set = 0;
  stop_time = 0.0;

  integration_error = 0;
  restart = 1;

  istate = 1;
  itol = 1;
  itask = 1;
  iopt = 1;

  liw = 20 + n;
  lrw = 22 + n * (9 + n);

  iwork = new int [liw];
  rwork = new double [lrw];
  for (int i = 4; i < 9; i++)
    {
      iwork[i] = 0;
      rwork[i] = 0.0;
    }

  fun = f.function ();
  jac = f.jacobian_function ();
}

ODE::~ODE (void)
{
  delete [] rwork;
  delete [] iwork;
}

int
lsode_f (int *neq, double *time, double *state, double *deriv, int *ierr)
{
  int nn = *neq;
  ColumnVector tmp_deriv (nn);

  /*
   * NOTE: this won't work if LSODE passes copies of the state vector.
   *       In that case we have to create a temporary vector object
   *       and copy.
   */
  tmp_deriv = (*user_fun) (*tmp_x, *time);

  if (tmp_deriv.length () == 0)
    *ierr = -1;
  else
    {
      for (int i = 0; i < nn; i++)
    deriv [i] = tmp_deriv.elem (i);
    }

  return 0;
}

int
lsode_j (int *neq, double *time, double *state, int *ml, int *mu,
         double *pd, int *nrowpd)
{
  int nn = *neq;
  Matrix tmp_jac (nn, nn);

  /*
   * NOTE: this won't work if LSODE passes copies of the state vector.
   *       In that case we have to create a temporary vector object
   *       and copy.
   */
  tmp_jac = (*user_jac) (*tmp_x, *time);

  for (int j = 0; j < nn; j++)
    for (int i = 0; i < nn; i++)
      pd [*nrowpd * j + i] = tmp_jac (i, j);

  return 0;
}

ColumnVector
ODE::integrate (double tout)
{
  if (jac)
    method_flag = 21;
  else
    method_flag = 22;

  integration_error = 0;

  double *xp = x.fortran_vec ();

// NOTE: this won't work if LSODE passes copies of the state vector.
//       In that case we have to create a temporary vector object
//       and copy.

  tmp_x = &x;
  user_fun = fun;
  user_jac = jac;

// Try 5000 steps before giving up.

  iwork[5] = 5000;
  int working_too_hard = 0;

  if (stop_time_set)
    {
      itask = 4;
      rwork [0] = stop_time;
    }
  else
    {
      itask = 1;
    }

  double abs_tol = absolute_tolerance ();
  double rel_tol = relative_tolerance ();

  rwork[4] = (initial_step_size () >= 0.0) ? initial_step_size () : 0.0;
  rwork[5] = (maximum_step_size () >= 0.0) ? maximum_step_size () : 0.0;
  rwork[6] = (minimum_step_size () >= 0.0) ? minimum_step_size () : 0.0;

  if (restart)
    {
      restart = 0;
      istate = 1;
    }

 again:

  (void) F77_FCN (lsode) (lsode_f, &n, xp, &t, &tout, &itol,
              &rel_tol, &abs_tol, &itask, &istate, &iopt,
              rwork, &lrw, iwork, &liw, lsode_j,
              &method_flag);

  switch (istate)
    {
    case -13: // Return requested in user-supplied function.
    case -6: // error weight became zero during problem. (solution
         // component i vanished, and atol or atol(i) = 0.)
    case -5: // repeated convergence failures (perhaps bad jacobian
         // supplied or wrong choice of mf or tolerances).
    case -4: // repeated error test failures (check all inputs).
    case -3: // illegal input detected (see printed message).
    case -2: // excess accuracy requested (tolerances too small).
      integration_error = 1;
      return ColumnVector ();
      break;
    case -1: // excess work done on this call (perhaps wrong mf).
      working_too_hard++;
      if (working_too_hard > 20)
    {
      (*current_liboctave_error_handler)
        ("giving up after more than %d steps attempted in lsode",
         iwork[5] * 20);
      integration_error = 1;
      return ColumnVector ();
    }
      else
    {
      istate = 2;
      goto again;
    }
      break;
    case 2: // lsode was successful
      break;
    default:
      // Error?
      break;
    }

  t = tout;

  return x;
}

void
ODE::integrate (int nsteps, double tstep, ostream& s)
{
  int time_to_quit = 0;
  double tout = t;

  s << t << " " << x << "\n";

  for (int i = 0; i < nsteps; i++)
    {
      tout += tstep;
      if (stop_time_set && tout > stop_time)
    {
      tout = stop_time;
      time_to_quit = 1;
    }

      x = integrate (tout);

      s << t << " " << x << "\n";

      if (time_to_quit)
    return;
    }
}

Matrix
ODE::integrate (const ColumnVector& tout)
{
  Matrix retval;
  int n_out = tout.capacity ();

  if (n_out > 0 && n > 0)
    {
      retval.resize (n_out, n);

      for (int i = 0; i < n; i++)
    retval.elem (0, i) = x.elem (i);

      for (int j = 1; j < n_out; j++)
    {
      ColumnVector x_next = integrate (tout.elem (j));

      if (integration_error)
        return retval;

      for (i = 0; i < n; i++)
        retval.elem (j, i) = x_next.elem (i);
    }
    }

  return retval;
}

Matrix
ODE::integrate (const ColumnVector& tout, const ColumnVector& tcrit)
{
  Matrix retval;
  int n_out = tout.capacity ();

  if (n_out > 0 && n > 0)
    {
      retval.resize (n_out, n);

      for (int i = 0; i < n; i++)
    retval.elem (0, i) = x.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 = integrate (t_out);

          if (integration_error)
        return retval;

          if (save_output)
        {
          for (i = 0; i < n; i++)
            retval.elem (i_out-1, i) = x_next.elem (i);
        }

          if (do_restart)
        force_restart ();
        }
    }
      else
    {
      retval = integrate (tout);

      if (integration_error)
        return retval;
    }
    }

  return retval;
}

int
ODE::size (void) const
{
  return n;
}

ColumnVector
ODE::state (void) const
{
  return x;
}

double ODE::time (void) const
{
  return t;
}

void
ODE::force_restart (void)
{
  restart = 1;
}

void
ODE::initialize (const ColumnVector& state, double time)
{
  restart = 1;
  x = state;
  t = time;
}

void
ODE::set_stop_time (double time)
{
  stop_time_set = 1;
  stop_time = time;
}

void
ODE::clear_stop_time (void)
{
  stop_time_set = 0;
}

ODE_options::ODE_options (void)
{
  init ();
}

ODE_options::ODE_options (const ODE_options& opt)
{
  copy (opt);
}

ODE_options&
ODE_options::operator = (const ODE_options& opt)
{
  if (this != &opt)
    copy (opt);

  return *this;
}

ODE_options::~ODE_options (void)
{
}

void
ODE_options::init (void)
{
  double sqrt_eps = sqrt (DBL_EPSILON);
  x_absolute_tolerance = sqrt_eps;
  x_initial_step_size = -1.0;
  x_maximum_step_size = -1.0;
  x_minimum_step_size = 0.0;
  x_relative_tolerance = sqrt_eps;
}

void
ODE_options::copy (const ODE_options& opt)
{
  x_absolute_tolerance = opt.x_absolute_tolerance;
  x_initial_step_size = opt.x_initial_step_size;
  x_maximum_step_size = opt.x_maximum_step_size;
  x_minimum_step_size = opt.x_minimum_step_size;
  x_relative_tolerance = opt.x_relative_tolerance;
}

void
ODE_options::set_default_options (void)
{
  init ();
}

void
ODE_options::set_absolute_tolerance (double val)
{
  x_absolute_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON);
}

void
ODE_options::set_initial_step_size (double val)
{
  x_initial_step_size = (val >= 0.0) ? val : -1.0;
}

void
ODE_options::set_maximum_step_size (double val)
{
  x_maximum_step_size = (val >= 0.0) ? val : -1.0;
}

void
ODE_options::set_minimum_step_size (double val)
{
  x_minimum_step_size = (val >= 0.0) ? val : 0.0;
}

void
ODE_options::set_relative_tolerance (double val)
{
  x_relative_tolerance = (val > 0.0) ? val : sqrt (DBL_EPSILON);
}

double
ODE_options::absolute_tolerance (void)
{
  return x_absolute_tolerance;
}

double
ODE_options::initial_step_size (void)
{
  return x_initial_step_size;
}

double
ODE_options::maximum_step_size (void)
{
  return x_maximum_step_size;
}

double
ODE_options::minimum_step_size (void)
{
  return x_minimum_step_size;
}

double
ODE_options::relative_tolerance (void)
{
  return x_relative_tolerance;
}

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