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LSODE.cc
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1996-07-24
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/*
Copyright (C) 1996 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 <iostream.h>
#include "LSODE.h"
#include "f77-fcn.h"
#include "lo-error.h"
extern "C"
{
int F77_FCN (lsode, LSODE) (int (*)(const int&, const double&,
double*, double*, int&),
int&, double*, double&, double&, int&,
double&, double&, int&, int&, int&,
double*, int&, int*, int&,
int (*)(const int&, const double&,
double*, const int&, const int&,
double*, const int&),
int&);
}
static ODEFunc::ODERHSFunc user_fun;
static ODEFunc::ODEJacFunc user_jac;
static ColumnVector *tmp_x;
LSODE::LSODE (void) : ODE (), LSODE_options ()
{
n = size ();
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);
sanity_checked = 0;
}
LSODE::LSODE (const ColumnVector& state, double time, const ODEFunc& f)
: ODE (state, time, f), LSODE_options ()
{
n = size ();
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);
sanity_checked = 0;
}
void
LSODE::force_restart (void)
{
restart = 1;
}
void
LSODE::set_stop_time (double time)
{
stop_time_set = 1;
stop_time = time;
}
void
LSODE::clear_stop_time (void)
{
stop_time_set = 0;
}
int
lsode_f (const int& neq, const double& time, double *,
double *deriv, int& ierr)
{
ColumnVector tmp_deriv;
// 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 < neq; i++)
deriv [i] = tmp_deriv.elem (i);
}
return 0;
}
int
lsode_j (const int& neq, const double& time, double *,
const int&, const int&, double *pd, const int& nrowpd)
{
Matrix tmp_jac (neq, neq);
// 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 < neq; j++)
for (int i = 0; i < neq; i++)
pd [nrowpd * j + i] = tmp_jac (i, j);
return 0;
}
ColumnVector
LSODE::do_integrate (double tout)
{
ColumnVector retval;
if (restart)
{
restart = 0;
istate = 1;
}
if (iwork.length () != liw)
{
iwork.resize (liw);
for (int i = 4; i < 9; i++)
iwork.elem (i) = 0;
}
if (rwork.length () != lrw)
{
rwork.resize (lrw);
for (int i = 4; i < 9; i++)
rwork.elem (i) = 0;
}
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 = function ();
user_jac = jacobian_function ();
if (! sanity_checked)
{
ColumnVector xdot = (*user_fun) (x, t);
if (x.length () != xdot.length ())
{
(*current_liboctave_error_handler)
("lsode: inconsistent sizes for state and derivative vectors");
integration_error = 1;
return retval;
}
sanity_checked = 1;
}
// Try 5000 steps before giving up.
iwork.elem (5) = 5000;
if (stop_time_set)
{
itask = 4;
rwork.elem (0) = stop_time;
}
else
{
itask = 1;
}
double abs_tol = absolute_tolerance ();
double rel_tol = relative_tolerance ();
rwork.elem (4) = (initial_step_size () >= 0.0) ? initial_step_size () : 0.0;
rwork.elem (5) = (maximum_step_size () >= 0.0) ? maximum_step_size () : 0.0;
rwork.elem (6) = (minimum_step_size () >= 0.0) ? minimum_step_size () : 0.0;
int *piwork = iwork.fortran_vec ();
double *prwork = rwork.fortran_vec ();
working_too_hard = 0;
again:
F77_XFCN (lsode, LSODE, (lsode_f, n, xp, t, tout, itol, rel_tol,
abs_tol, itask, istate, iopt, prwork, lrw,
piwork, liw, lsode_j, method_flag));
if (f77_exception_encountered)
(*current_liboctave_error_handler) ("unrecoverable error in lsode");
else
{
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;
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.elem (5) * 20);
integration_error = 1;
}
else
{
istate = 2;
goto again;
}
break;
case 2: // lsode was successful
retval = x;
t = tout;
break;
default: // Error?
(*current_liboctave_error_handler)
("unrecognized value of istate returned from lsode");
break;
}
}
return retval;
}
#if 0
void
LSODE::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;
}
}
#endif
Matrix
LSODE::do_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 = 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);
}
}
return retval;
}
Matrix
LSODE::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 = 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);
}
if (do_restart)
force_restart ();
}
}
else
{
retval = do_integrate (tout);
if (integration_error)
return retval;
}
}
return retval;
}
/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/