File: NLEqn.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 (196 lines) | stat: -rw-r--r-- 3,944 bytes parent folder | download | duplicates (5)
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
/*

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 "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: ***
*/