File: DASSL.cc

package info (click to toggle)
octave 2.0.16-2
  • links: PTS
  • area: main
  • in suites: potato
  • size: 26,276 kB
  • ctags: 16,450
  • sloc: cpp: 67,548; fortran: 41,514; ansic: 26,682; sh: 7,361; makefile: 4,077; lex: 2,008; yacc: 1,849; lisp: 1,702; perl: 1,676; exp: 123
file content (478 lines) | stat: -rw-r--r-- 9,937 bytes parent folder | download | duplicates (3)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
/*

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 "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: ***
*/