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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193 1194 1195 1196 1197 1198 1199 1200 1201 1202 1203 1204 1205 1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216 1217 1218 1219 1220 1221 1222 1223 1224 1225 1226 1227 1228 1229 1230 1231 1232 1233 1234 1235 1236 1237 1238 1239 1240 1241 1242 1243 1244 1245 1246 1247 1248 1249 1250 1251 1252 1253 1254 1255 1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 1270 1271 1272 1273 1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305 1306 1307 1308 1309 1310 1311 1312 1313 1314 1315 1316 1317 1318 1319 1320 1321 1322 1323 1324 1325 1326 1327 1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395 1396 1397 1398 1399 1400 1401 1402 1403 1404 1405 1406 1407 1408 1409 1410 1411 1412 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 1433 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 1458 1459 1460 1461 1462 1463 1464 1465 1466 1467 1468 1469 1470 1471 1472 1473 1474 1475 1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486 1487 1488 1489 1490 1491 1492 1493 1494 1495 1496 1497 1498 1499 1500 1501 1502 1503 1504 1505 1506 1507 1508 1509 1510 1511 1512 1513 1514 1515 1516 1517 1518 1519 1520 1521 1522 1523 1524 1525 1526 1527 1528 1529 1530 1531 1532 1533 1534 1535 1536 1537 1538 1539 1540 1541 1542 1543 1544 1545 1546 1547 1548 1549 1550 1551 1552 1553 1554 1555 1556 1557 1558 1559 1560 1561 1562 1563 1564 1565 1566 1567 1568 1569 1570 1571 1572 1573 1574 1575 1576 1577 1578 1579 1580 1581 1582 1583 1584 1585 1586 1587 1588 1589 1590 1591 1592 1593 1594 1595 1596 1597 1598 1599 1600 1601 1602 1603 1604 1605 1606 1607 1608 1609 1610 1611 1612 1613 1614 1615 1616 1617 1618 1619 1620 1621 1622 1623 1624 1625 1626 1627 1628 1629 1630 1631 1632 1633 1634 1635 1636 1637 1638 1639 1640 1641 1642 1643 1644 1645 1646 1647 1648 1649 1650 1651 1652 1653 1654 1655 1656 1657 1658 1659 1660 1661 1662 1663 1664 1665 1666 1667 1668 1669 1670 1671 1672 1673 1674 1675 1676 1677 1678 1679 1680 1681 1682 1683 1684 1685 1686 1687 1688 1689 1690 1691 1692 1693 1694 1695 1696 1697 1698 1699 1700 1701 1702 1703 1704 1705 1706 1707 1708 1709 1710 1711 1712 1713 1714 1715 1716 1717 1718 1719 1720 1721 1722 1723 1724 1725 1726 1727 1728 1729 1730 1731 1732 1733 1734 1735 1736 1737 1738 1739 1740 1741 1742 1743 1744 1745 1746 1747 1748 1749 1750 1751 1752 1753 1754 1755 1756 1757 1758 1759 1760 1761 1762 1763 1764 1765 1766 1767 1768 1769 1770 1771 1772 1773 1774 1775 1776 1777 1778 1779 1780 1781 1782 1783 1784 1785 1786 1787 1788 1789 1790 1791 1792 1793 1794 1795 1796 1797 1798 1799 1800 1801 1802 1803 1804 1805 1806 1807 1808 1809 1810 1811 1812 1813 1814 1815 1816 1817 1818 1819 1820 1821 1822 1823 1824 1825 1826 1827 1828 1829 1830 1831 1832 1833 1834 1835 1836 1837 1838 1839 1840 1841 1842 1843 1844 1845 1846 1847 1848 1849 1850 1851 1852 1853 1854 1855 1856 1857 1858 1859 1860 1861 1862 1863 1864 1865 1866 1867 1868 1869 1870 1871 1872 1873 1874 1875 1876 1877 1878 1879 1880 1881 1882 1883 1884 1885 1886 1887 1888 1889 1890 1891 1892 1893 1894 1895 1896 1897 1898 1899 1900 1901 1902 1903 1904 1905 1906 1907 1908 1909 1910 1911 1912 1913 1914 1915 1916 1917 1918 1919 1920 1921 1922 1923 1924 1925 1926 1927 1928 1929 1930 1931 1932 1933 1934 1935 1936 1937 1938 1939 1940 1941 1942 1943 1944 1945 1946 1947 1948 1949 1950 1951 1952 1953 1954 1955 1956 1957 1958 1959 1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 2026 2027 2028 2029 2030 2031 2032 2033 2034 2035 2036 2037 2038 2039 2040 2041 2042 2043 2044 2045 2046 2047 2048 2049 2050 2051 2052 2053 2054 2055 2056 2057 2058 2059 2060 2061 2062 2063 2064 2065 2066 2067 2068 2069 2070 2071 2072 2073 2074 2075 2076 2077 2078 2079 2080 2081 2082 2083 2084 2085 2086 2087 2088 2089 2090 2091 2092 2093 2094 2095 2096 2097 2098 2099 2100 2101 2102 2103 2104 2105 2106 2107 2108 2109 2110 2111 2112 2113 2114 2115 2116 2117 2118 2119 2120 2121 2122 2123 2124 2125 2126 2127 2128 2129 2130 2131 2132 2133 2134 2135 2136 2137 2138 2139 2140 2141 2142 2143 2144 2145 2146 2147 2148 2149 2150 2151 2152 2153 2154 2155 2156 2157 2158 2159 2160 2161 2162 2163 2164 2165 2166 2167 2168 2169 2170 2171 2172 2173 2174 2175 2176 2177 2178 2179 2180 2181 2182 2183 2184 2185 2186 2187 2188 2189 2190 2191 2192 2193 2194 2195 2196 2197 2198 2199 2200 2201 2202 2203 2204 2205 2206 2207 2208 2209 2210 2211 2212 2213 2214 2215 2216 2217 2218 2219 2220 2221 2222 2223 2224 2225 2226 2227 2228 2229 2230 2231 2232 2233 2234 2235 2236 2237 2238 2239 2240 2241 2242 2243 2244 2245 2246 2247 2248 2249 2250 2251 2252 2253 2254 2255 2256 2257 2258 2259 2260 2261 2262 2263 2264 2265 2266 2267 2268 2269 2270 2271 2272 2273 2274 2275 2276 2277 2278 2279 2280 2281 2282 2283 2284 2285 2286 2287 2288 2289 2290 2291 2292 2293 2294 2295 2296 2297 2298 2299 2300 2301 2302 2303 2304 2305 2306 2307 2308 2309 2310 2311 2312 2313 2314 2315 2316 2317 2318 2319 2320 2321 2322 2323 2324 2325 2326 2327 2328 2329 2330 2331 2332 2333 2334 2335 2336 2337 2338 2339 2340 2341 2342 2343 2344 2345 2346 2347 2348 2349 2350 2351 2352 2353 2354 2355 2356 2357 2358 2359 2360 2361 2362 2363 2364 2365 2366 2367 2368 2369 2370 2371 2372 2373 2374 2375 2376 2377 2378 2379 2380 2381 2382 2383 2384 2385 2386 2387 2388 2389 2390 2391 2392 2393 2394 2395 2396 2397 2398 2399 2400 2401 2402 2403 2404 2405 2406 2407 2408 2409 2410 2411 2412 2413 2414 2415 2416 2417 2418 2419 2420 2421 2422 2423 2424 2425 2426 2427 2428 2429 2430 2431 2432 2433 2434 2435 2436 2437 2438 2439 2440 2441 2442 2443 2444 2445 2446 2447 2448 2449 2450 2451 2452 2453 2454 2455 2456 2457 2458 2459 2460 2461 2462 2463 2464 2465 2466 2467 2468 2469 2470 2471 2472 2473 2474 2475 2476 2477 2478 2479 2480 2481 2482 2483 2484 2485 2486 2487 2488 2489 2490 2491 2492 2493 2494 2495 2496 2497 2498 2499 2500 2501 2502 2503 2504 2505 2506 2507 2508 2509 2510 2511 2512 2513 2514 2515 2516 2517 2518 2519 2520 2521 2522 2523 2524 2525 2526 2527 2528 2529 2530 2531 2532 2533 2534 2535 2536 2537 2538 2539 2540 2541 2542 2543 2544 2545 2546 2547 2548 2549 2550 2551 2552 2553 2554 2555 2556 2557 2558 2559 2560 2561 2562 2563 2564 2565 2566 2567 2568 2569 2570 2571 2572 2573 2574 2575 2576 2577 2578 2579 2580 2581 2582 2583 2584 2585 2586 2587 2588 2589 2590 2591 2592 2593 2594 2595 2596 2597 2598 2599 2600 2601 2602 2603 2604 2605 2606 2607 2608 2609 2610 2611 2612 2613 2614 2615 2616 2617 2618 2619 2620 2621 2622 2623 2624 2625 2626 2627 2628 2629 2630 2631 2632 2633 2634 2635 2636 2637 2638 2639 2640 2641 2642 2643 2644 2645 2646 2647 2648 2649 2650 2651 2652 2653 2654 2655 2656 2657 2658 2659 2660 2661 2662 2663 2664 2665 2666 2667 2668 2669 2670 2671 2672 2673 2674 2675 2676 2677 2678 2679 2680 2681 2682 2683 2684 2685 2686 2687 2688 2689 2690 2691 2692 2693 2694 2695 2696 2697 2698 2699 2700 2701 2702 2703 2704 2705 2706 2707 2708 2709 2710 2711 2712 2713 2714 2715 2716 2717 2718 2719 2720 2721 2722 2723 2724 2725 2726 2727 2728 2729 2730 2731 2732 2733 2734 2735 2736 2737 2738 2739 2740 2741 2742 2743 2744 2745 2746 2747 2748 2749 2750 2751 2752 2753 2754 2755 2756 2757 2758 2759 2760 2761 2762 2763 2764 2765 2766 2767 2768 2769 2770 2771 2772 2773 2774 2775 2776 2777 2778 2779 2780 2781 2782 2783 2784 2785 2786 2787 2788 2789 2790 2791 2792 2793 2794 2795 2796 2797 2798 2799 2800 2801 2802 2803 2804 2805 2806 2807 2808 2809 2810 2811 2812 2813 2814 2815 2816 2817 2818 2819 2820 2821 2822 2823 2824 2825 2826 2827 2828 2829 2830 2831 2832 2833 2834 2835 2836 2837 2838 2839 2840 2841 2842 2843 2844 2845 2846 2847 2848 2849 2850 2851 2852 2853 2854 2855 2856 2857 2858 2859 2860 2861 2862 2863 2864 2865 2866 2867 2868 2869 2870 2871 2872 2873 2874 2875 2876 2877 2878 2879 2880
|
SUBROUTINE DDAINI (X, Y, YPRIME, NEQ, RES, JAC, H, WT, IDID, RPAR,
+ IPAR, PHI, DELTA, E, WM, IWM, HMIN, UROUND, NONNEG, NTEMP)
common/ierode/iero
C***BEGIN PROLOGUE DDAINI
C***SUBSIDIARY
C***PURPOSE Initialization routine for DDASSL.
C***LIBRARY SLATEC (DASSL)
C***TYPE DOUBLE PRECISION (SDAINI-S, DDAINI-D)
C***AUTHOR PETZOLD, LINDA R., (LLNL)
C***DESCRIPTION
C-----------------------------------------------------------------
C DDAINI TAKES ONE STEP OF SIZE H OR SMALLER
C WITH THE BACKWARD EULER METHOD, TO
C FIND YPRIME. X AND Y ARE UPDATED TO BE CONSISTENT WITH THE
C NEW STEP. A MODIFIED DAMPED NEWTON ITERATION IS USED TO
C SOLVE THE CORRECTOR ITERATION.
C
C THE INITIAL GUESS FOR YPRIME IS USED IN THE
C PREDICTION, AND IN FORMING THE ITERATION
C MATRIX, BUT IS NOT INVOLVED IN THE
C ERROR TEST. THIS MAY HAVE TROUBLE
C CONVERGING IF THE INITIAL GUESS IS NO
C GOOD, OR IF G(X,Y,YPRIME) DEPENDS
C NONLINEARLY ON YPRIME.
C
C THE PARAMETERS REPRESENT:
C X -- INDEPENDENT VARIABLE
C Y -- SOLUTION VECTOR AT X
C YPRIME -- DERIVATIVE OF SOLUTION VECTOR
C NEQ -- NUMBER OF EQUATIONS
C H -- STEPSIZE. IMDER MAY USE A STEPSIZE
C SMALLER THAN H.
C WT -- VECTOR OF WEIGHTS FOR ERROR
C CRITERION
C IDID -- COMPLETION CODE WITH THE FOLLOWING MEANINGS
C IDID= 1 -- YPRIME WAS FOUND SUCCESSFULLY
C IDID=-12 -- DDAINI FAILED TO FIND YPRIME
C RPAR,IPAR -- REAL AND INTEGER PARAMETER ARRAYS
C THAT ARE NOT ALTERED BY DDAINI
C PHI -- WORK SPACE FOR DDAINI
C DELTA,E -- WORK SPACE FOR DDAINI
C WM,IWM -- REAL AND INTEGER ARRAYS STORING
C MATRIX INFORMATION
C
C-----------------------------------------------------------------
C***ROUTINES CALLED DDAJAC, DDANRM, DDASLV
C***REVISION HISTORY (YYMMDD)
C 830315 DATE WRITTEN
C 901009 Finished conversion to SLATEC 4.0 format (F.N.Fritsch)
C 901019 Merged changes made by C. Ulrich with SLATEC 4.0 format.
C 901026 Added explicit declarations for all variables and minor
C cosmetic changes to prologue. (FNF)
C 901030 Minor corrections to declarations. (FNF)
C***END PROLOGUE DDAINI
C
INTEGER NEQ, IDID, IPAR(*), IWM(*), NONNEG, NTEMP
DOUBLE PRECISION
* X, Y(*), YPRIME(*), H, WT(*), RPAR(*), PHI(NEQ,*), DELTA(*),
* E(*), WM(*), HMIN, UROUND
EXTERNAL RES, JAC
C
EXTERNAL DDAJAC, DDANRM, DDASLV
DOUBLE PRECISION DDANRM
C
INTEGER I, IER, IRES, JCALC, LNJE, LNRE, M, MAXIT, MJAC, NCF,
* NEF, NSF
DOUBLE PRECISION
* CJ, DAMP, DELNRM, ERR, OLDNRM, R, RATE, S, XOLD, YNORM
LOGICAL CONVGD
C
PARAMETER (LNRE=12)
PARAMETER (LNJE=13)
C
DATA MAXIT/10/,MJAC/5/
DATA DAMP/0.75D0/
C
C
C---------------------------------------------------
C BLOCK 1.
C INITIALIZATIONS.
C---------------------------------------------------
C
C***FIRST EXECUTABLE STATEMENT DDAINI
IDID=1
NEF=0
NCF=0
NSF=0
XOLD=X
YNORM=DDANRM(NEQ,Y,WT,RPAR,IPAR)
C
C SAVE Y AND YPRIME IN PHI
DO 100 I=1,NEQ
PHI(I,1)=Y(I)
100 PHI(I,2)=YPRIME(I)
C
C
C----------------------------------------------------
C BLOCK 2.
C DO ONE BACKWARD EULER STEP.
C----------------------------------------------------
C
C SET UP FOR START OF CORRECTOR ITERATION
200 CJ=1.0D0/H
X=X+H
C
C PREDICT SOLUTION AND DERIVATIVE
DO 250 I=1,NEQ
250 Y(I)=Y(I)+H*YPRIME(I)
C
JCALC=-1
M=0
CONVGD=.TRUE.
C
C
C CORRECTOR LOOP.
300 IWM(LNRE)=IWM(LNRE)+1
IRES=0
C
CALL RES(X,Y,YPRIME,DELTA,IRES,RPAR,IPAR)
if(iero.ne.0) return
IF (IRES.LT.0) GO TO 430
C
C
C EVALUATE THE ITERATION MATRIX
IF (JCALC.NE.-1) GO TO 310
IWM(LNJE)=IWM(LNJE)+1
JCALC=0
CALL DDAJAC(NEQ,X,Y,YPRIME,DELTA,CJ,H,
* IER,WT,E,WM,IWM,RES,IRES,
* UROUND,JAC,RPAR,IPAR,NTEMP)
if(iero.ne.0) return
C
S=1000000.D0
IF (IRES.LT.0) GO TO 430
IF (IER.NE.0) GO TO 430
NSF=0
C
C
C
C MULTIPLY RESIDUAL BY DAMPING FACTOR
310 CONTINUE
DO 320 I=1,NEQ
320 DELTA(I)=DELTA(I)*DAMP
C
C COMPUTE A NEW ITERATE (BACK SUBSTITUTION)
C STORE THE CORRECTION IN DELTA
C
CALL DDASLV(NEQ,DELTA,WM,IWM)
C
C UPDATE Y AND YPRIME
DO 330 I=1,NEQ
Y(I)=Y(I)-DELTA(I)
330 YPRIME(I)=YPRIME(I)-CJ*DELTA(I)
C
C TEST FOR CONVERGENCE OF THE ITERATION.
C
DELNRM=DDANRM(NEQ,DELTA,WT,RPAR,IPAR)
IF (DELNRM.LE.100.D0*UROUND*YNORM)
* GO TO 400
C
IF (M.GT.0) GO TO 340
OLDNRM=DELNRM
GO TO 350
C
340 RATE=(DELNRM/OLDNRM)**(1.0D0/M)
IF (RATE.GT.0.90D0) GO TO 430
S=RATE/(1.0D0-RATE)
C
350 IF (S*DELNRM .LE. 0.33D0) GO TO 400
C
C
C THE CORRECTOR HAS NOT YET CONVERGED. UPDATE
C M AND AND TEST WHETHER THE MAXIMUM
C NUMBER OF ITERATIONS HAVE BEEN TRIED.
C EVERY MJAC ITERATIONS, GET A NEW
C ITERATION MATRIX.
C
M=M+1
IF (M.GE.MAXIT) GO TO 430
C
IF ((M/MJAC)*MJAC.EQ.M) JCALC=-1
GO TO 300
C
C
C THE ITERATION HAS CONVERGED.
C CHECK NONNEGATIVITY CONSTRAINTS
400 IF (NONNEG.EQ.0) GO TO 450
DO 410 I=1,NEQ
410 DELTA(I)=MIN(Y(I),0.0D0)
C
DELNRM=DDANRM(NEQ,DELTA,WT,RPAR,IPAR)
IF (DELNRM.GT.0.33D0) GO TO 430
C
DO 420 I=1,NEQ
Y(I)=Y(I)-DELTA(I)
420 YPRIME(I)=YPRIME(I)-CJ*DELTA(I)
GO TO 450
C
C
C EXITS FROM CORRECTOR LOOP.
430 CONVGD=.FALSE.
450 IF (.NOT.CONVGD) GO TO 600
C
C
C
C-----------------------------------------------------
C BLOCK 3.
C THE CORRECTOR ITERATION CONVERGED.
C DO ERROR TEST.
C-----------------------------------------------------
C
DO 510 I=1,NEQ
510 E(I)=Y(I)-PHI(I,1)
ERR=DDANRM(NEQ,E,WT,RPAR,IPAR)
C
IF (ERR.LE.1.0D0) RETURN
C
C
C
C--------------------------------------------------------
C BLOCK 4.
C THE BACKWARD EULER STEP FAILED. RESTORE X, Y
C AND YPRIME TO THEIR ORIGINAL VALUES.
C REDUCE STEPSIZE AND TRY AGAIN, IF
C POSSIBLE.
C---------------------------------------------------------
C
600 CONTINUE
X = XOLD
DO 610 I=1,NEQ
Y(I)=PHI(I,1)
610 YPRIME(I)=PHI(I,2)
C
IF (CONVGD) GO TO 640
IF (IER.EQ.0) GO TO 620
NSF=NSF+1
H=H*0.25D0
IF (NSF.LT.3.AND.ABS(H).GE.HMIN) GO TO 690
IDID=-12
RETURN
620 IF (IRES.GT.-2) GO TO 630
IDID=-12
RETURN
630 NCF=NCF+1
H=H*0.25D0
IF (NCF.LT.10.AND.ABS(H).GE.HMIN) GO TO 690
IDID=-12
RETURN
C
640 NEF=NEF+1
R=0.90D0/(2.0D0*ERR+0.0001D0)
R=MAX(0.1D0,MIN(0.5D0,R))
H=H*R
IF (ABS(H).GE.HMIN.AND.NEF.LT.10) GO TO 690
IDID=-12
RETURN
690 GO TO 200
C
C-------------END OF SUBROUTINE DDAINI----------------------
END
SUBROUTINE DDAJAC (NEQ, X, Y, YPRIME, DELTA, CJ, H,
+ IER, WT, E, WM, IWM, RES, IRES, UROUND, JAC, RPAR,
+ IPAR, NTEMP)
common/ierode/iero
C***BEGIN PROLOGUE DDAJAC
C***SUBSIDIARY
C***PURPOSE Compute the iteration matrix for DDASSL and form the
C LU-decomposition.
C***LIBRARY SLATEC (DASSL)
C***TYPE DOUBLE PRECISION (SDAJAC-S, DDAJAC-D)
C***AUTHOR PETZOLD, LINDA R., (LLNL)
C***DESCRIPTION
C-----------------------------------------------------------------------
C THIS ROUTINE COMPUTES THE ITERATION MATRIX
C PD=DG/DY+CJ*DG/DYPRIME (WHERE G(X,Y,YPRIME)=0).
C HERE PD IS COMPUTED BY THE USER-SUPPLIED
C ROUTINE JAC IF IWM(MTYPE) IS 1 OR 4, AND
C IT IS COMPUTED BY NUMERICAL FINITE DIFFERENCING
C IF IWM(MTYPE)IS 2 OR 5
C THE PARAMETERS HAVE THE FOLLOWING MEANINGS.
C Y = ARRAY CONTAINING PREDICTED VALUES
C YPRIME = ARRAY CONTAINING PREDICTED DERIVATIVES
C DELTA = RESIDUAL EVALUATED AT (X,Y,YPRIME)
C (USED ONLY IF IWM(MTYPE)=2 OR 5)
C CJ = SCALAR PARAMETER DEFINING ITERATION MATRIX
C H = CURRENT STEPSIZE IN INTEGRATION
C IER = VARIABLE WHICH IS .NE. 0
C IF ITERATION MATRIX IS SINGULAR,
C AND 0 OTHERWISE.
C WT = VECTOR OF WEIGHTS FOR COMPUTING NORMS
C E = WORK SPACE (TEMPORARY) OF LENGTH NEQ
C WM = REAL WORK SPACE FOR MATRICES. ON
C OUTPUT IT CONTAINS THE LU DECOMPOSITION
C OF THE ITERATION MATRIX.
C IWM = INTEGER WORK SPACE CONTAINING
C MATRIX INFORMATION
C RES = NAME OF THE EXTERNAL USER-SUPPLIED ROUTINE
C TO EVALUATE THE RESIDUAL FUNCTION G(X,Y,YPRIME)
C IRES = FLAG WHICH IS EQUAL TO ZERO IF NO ILLEGAL VALUES
C IN RES, AND LESS THAN ZERO OTHERWISE. (IF IRES
C IS LESS THAN ZERO, THE MATRIX WAS NOT COMPLETED)
C IN THIS CASE (IF IRES .LT. 0), THEN IER = 0.
C UROUND = THE UNIT ROUNDOFF ERROR OF THE MACHINE BEING USED.
C JAC = NAME OF THE EXTERNAL USER-SUPPLIED ROUTINE
C TO EVALUATE THE ITERATION MATRIX (THIS ROUTINE
C IS ONLY USED IF IWM(MTYPE) IS 1 OR 4)
C-----------------------------------------------------------------------
C***ROUTINES CALLED DGBFA, DGEFA
C***REVISION HISTORY (YYMMDD)
C 830315 DATE WRITTEN
C 901009 Finished conversion to SLATEC 4.0 format (F.N.Fritsch)
C 901010 Modified three MAX calls to be all on one line. (FNF)
C 901019 Merged changes made by C. Ulrich with SLATEC 4.0 format.
C 901026 Added explicit declarations for all variables and minor
C cosmetic changes to prologue. (FNF)
C 901101 Corrected PURPOSE. (FNF)
C***END PROLOGUE DDAJAC
C
INTEGER NEQ, IER, IWM(*), IRES, IPAR(*), NTEMP
DOUBLE PRECISION
* X, Y(*), YPRIME(*), DELTA(*), CJ, H, WT(*), E(*), WM(*),
* UROUND, RPAR(*)
EXTERNAL RES, JAC
C
EXTERNAL DGBFA, DGEFA
C
INTEGER I, I1, I2, II, IPSAVE, ISAVE, J, K, L, LENPD, LIPVT,
* LML, LMTYPE, LMU, MBA, MBAND, MEB1, MEBAND, MSAVE, MTYPE, N,
* NPD, NPDM1, NROW
DOUBLE PRECISION DEL, DELINV, SQUR, YPSAVE, YSAVE
C
PARAMETER (NPD=1)
PARAMETER (LML=1)
PARAMETER (LMU=2)
PARAMETER (LMTYPE=4)
PARAMETER (LIPVT=21)
C
C***FIRST EXECUTABLE STATEMENT DDAJAC
IER = 0
NPDM1=NPD-1
MTYPE=IWM(LMTYPE)
GO TO (100,200,300,400,500),MTYPE
C
C
C DENSE USER-SUPPLIED MATRIX
100 LENPD=NEQ*NEQ
DO 110 I=1,LENPD
110 WM(NPDM1+I)=0.0D0
CALL JAC(X,Y,YPRIME,WM(NPD),CJ,RPAR,IPAR)
if(iero.ne.0) return
GO TO 230
C
C
C DENSE FINITE-DIFFERENCE-GENERATED MATRIX
200 IRES=0
NROW=NPDM1
SQUR = SQRT(UROUND)
DO 210 I=1,NEQ
DEL=SQUR*MAX(ABS(Y(I)),ABS(H*YPRIME(I)),ABS(WT(I)))
DEL=SIGN(DEL,H*YPRIME(I))
DEL=(Y(I)+DEL)-Y(I)
YSAVE=Y(I)
YPSAVE=YPRIME(I)
Y(I)=Y(I)+DEL
YPRIME(I)=YPRIME(I)+CJ*DEL
CALL RES(X,Y,YPRIME,E,IRES,RPAR,IPAR)
if(iero.ne.0) return
IF (IRES .LT. 0) RETURN
DELINV=1.0D0/DEL
DO 220 L=1,NEQ
220 WM(NROW+L)=(E(L)-DELTA(L))*DELINV
NROW=NROW+NEQ
Y(I)=YSAVE
YPRIME(I)=YPSAVE
210 CONTINUE
C
C
C DO DENSE-MATRIX LU DECOMPOSITION ON PD
230 CALL DGEFA(WM(NPD),NEQ,NEQ,IWM(LIPVT),IER)
RETURN
C
C
C DUMMY SECTION FOR IWM(MTYPE)=3
300 RETURN
C
C
C BANDED USER-SUPPLIED MATRIX
400 LENPD=(2*IWM(LML)+IWM(LMU)+1)*NEQ
DO 410 I=1,LENPD
410 WM(NPDM1+I)=0.0D0
CALL JAC(X,Y,YPRIME,WM(NPD),CJ,RPAR,IPAR)
if(iero.ne.0) return
MEBAND=2*IWM(LML)+IWM(LMU)+1
GO TO 550
C
C
C BANDED FINITE-DIFFERENCE-GENERATED MATRIX
500 MBAND=IWM(LML)+IWM(LMU)+1
MBA=MIN(MBAND,NEQ)
MEBAND=MBAND+IWM(LML)
MEB1=MEBAND-1
MSAVE=(NEQ/MBAND)+1
ISAVE=NTEMP-1
IPSAVE=ISAVE+MSAVE
IRES=0
SQUR=SQRT(UROUND)
DO 540 J=1,MBA
DO 510 N=J,NEQ,MBAND
K= (N-J)/MBAND + 1
WM(ISAVE+K)=Y(N)
WM(IPSAVE+K)=YPRIME(N)
DEL=SQUR*MAX(ABS(Y(N)),ABS(H*YPRIME(N)),ABS(WT(N)))
DEL=SIGN(DEL,H*YPRIME(N))
DEL=(Y(N)+DEL)-Y(N)
Y(N)=Y(N)+DEL
510 YPRIME(N)=YPRIME(N)+CJ*DEL
CALL RES(X,Y,YPRIME,E,IRES,RPAR,IPAR)
if(iero.ne.0) return
IF (IRES .LT. 0) RETURN
DO 530 N=J,NEQ,MBAND
K= (N-J)/MBAND + 1
Y(N)=WM(ISAVE+K)
YPRIME(N)=WM(IPSAVE+K)
DEL=SQUR*MAX(ABS(Y(N)),ABS(H*YPRIME(N)),ABS(WT(N)))
DEL=SIGN(DEL,H*YPRIME(N))
DEL=(Y(N)+DEL)-Y(N)
DELINV=1.0D0/DEL
I1=MAX(1,(N-IWM(LMU)))
I2=MIN(NEQ,(N+IWM(LML)))
II=N*MEB1-IWM(LML)+NPDM1
DO 520 I=I1,I2
520 WM(II+I)=(E(I)-DELTA(I))*DELINV
530 CONTINUE
540 CONTINUE
C
C
C DO LU DECOMPOSITION OF BANDED PD
550 CALL DGBFA(WM(NPD),MEBAND,NEQ,
* IWM(LML),IWM(LMU),IWM(LIPVT),IER)
RETURN
C------END OF SUBROUTINE DDAJAC------
END
DOUBLE PRECISION FUNCTION DDANRM (NEQ, V, WT, RPAR, IPAR)
C***BEGIN PROLOGUE DDANRM
C***SUBSIDIARY
C***PURPOSE Compute vector norm for DDASSL.
C***LIBRARY SLATEC (DASSL)
C***TYPE DOUBLE PRECISION (SDANRM-S, DDANRM-D)
C***AUTHOR PETZOLD, LINDA R., (LLNL)
C***DESCRIPTION
C-----------------------------------------------------------------------
C THIS FUNCTION ROUTINE COMPUTES THE WEIGHTED
C ROOT-MEAN-SQUARE NORM OF THE VECTOR OF LENGTH
C NEQ CONTAINED IN THE ARRAY V,WITH WEIGHTS
C CONTAINED IN THE ARRAY WT OF LENGTH NEQ.
C DDANRM=SQRT((1/NEQ)*SUM(V(I)/WT(I))**2)
C-----------------------------------------------------------------------
C***ROUTINES CALLED (NONE)
C***REVISION HISTORY (YYMMDD)
C 830315 DATE WRITTEN
C 901009 Finished conversion to SLATEC 4.0 format (F.N.Fritsch)
C 901019 Merged changes made by C. Ulrich with SLATEC 4.0 format.
C 901026 Added explicit declarations for all variables and minor
C cosmetic changes to prologue. (FNF)
C***END PROLOGUE DDANRM
C
INTEGER NEQ, IPAR(*)
DOUBLE PRECISION V(NEQ), WT(NEQ), RPAR(*)
C
INTEGER I
DOUBLE PRECISION SUM, VMAX
C
C***FIRST EXECUTABLE STATEMENT DDANRM
DDANRM = 0.0D0
VMAX = 0.0D0
DO 10 I = 1,NEQ
IF(ABS(V(I)/WT(I)) .GT. VMAX) VMAX = ABS(V(I)/WT(I))
10 CONTINUE
IF(VMAX .LE. 0.0D0) GO TO 30
SUM = 0.0D0
DO 20 I = 1,NEQ
20 SUM = SUM + ((V(I)/WT(I))/VMAX)**2
DDANRM = VMAX*SQRT(SUM/NEQ)
30 CONTINUE
RETURN
C------END OF FUNCTION DDANRM------
END
SUBROUTINE DDASLV (NEQ, DELTA, WM, IWM)
C***BEGIN PROLOGUE DDASLV
C***SUBSIDIARY
C***PURPOSE Linear system solver for DDASSL.
C***LIBRARY SLATEC (DASSL)
C***TYPE DOUBLE PRECISION (SDASLV-S, DDASLV-D)
C***AUTHOR PETZOLD, LINDA R., (LLNL)
C***DESCRIPTION
C-----------------------------------------------------------------------
C THIS ROUTINE MANAGES THE SOLUTION OF THE LINEAR
C SYSTEM ARISING IN THE NEWTON ITERATION.
C MATRICES AND REAL TEMPORARY STORAGE AND
C REAL INFORMATION ARE STORED IN THE ARRAY WM.
C INTEGER MATRIX INFORMATION IS STORED IN
C THE ARRAY IWM.
C FOR A DENSE MATRIX, THE LINPACK ROUTINE
C DGESL IS CALLED.
C FOR A BANDED MATRIX,THE LINPACK ROUTINE
C DGBSL IS CALLED.
C-----------------------------------------------------------------------
C***ROUTINES CALLED DGBSL, DGESL
C***REVISION HISTORY (YYMMDD)
C 830315 DATE WRITTEN
C 901009 Finished conversion to SLATEC 4.0 format (F.N.Fritsch)
C 901019 Merged changes made by C. Ulrich with SLATEC 4.0 format.
C 901026 Added explicit declarations for all variables and minor
C cosmetic changes to prologue. (FNF)
C***END PROLOGUE DDASLV
C
INTEGER NEQ, IWM(*)
DOUBLE PRECISION DELTA(*), WM(*)
C
EXTERNAL DGBSL, DGESL
C
INTEGER LIPVT, LML, LMU, LMTYPE, MEBAND, MTYPE, NPD
PARAMETER (NPD=1)
PARAMETER (LML=1)
PARAMETER (LMU=2)
PARAMETER (LMTYPE=4)
PARAMETER (LIPVT=21)
C
C***FIRST EXECUTABLE STATEMENT DDASLV
MTYPE=IWM(LMTYPE)
GO TO(100,100,300,400,400),MTYPE
C
C DENSE MATRIX
100 CALL DGESL(WM(NPD),NEQ,NEQ,IWM(LIPVT),DELTA,0)
RETURN
C
C DUMMY SECTION FOR MTYPE=3
300 CONTINUE
RETURN
C
C BANDED MATRIX
400 MEBAND=2*IWM(LML)+IWM(LMU)+1
CALL DGBSL(WM(NPD),MEBAND,NEQ,IWM(LML),
* IWM(LMU),IWM(LIPVT),DELTA,0)
RETURN
C------END OF SUBROUTINE DDASLV------
END
SUBROUTINE DDASSL (RES, NEQ, T, Y, YPRIME, TOUT, INFO, RTOL, ATOL,
+ IDID, RWORK, LRW, IWORK, LIW, RPAR, IPAR, JAC)
common/ierode/iero
C***BEGIN PROLOGUE DDASSL
C***PURPOSE This code solves a system of differential/algebraic
C equations of the form G(T,Y,YPRIME) = 0.
C***LIBRARY SLATEC (DASSL)
C***CATEGORY I1A2
C***TYPE DOUBLE PRECISION (SDASSL-S, DDASSL-D)
C***KEYWORDS DIFFERENTIAL/ALGEBRAIC, BACKWARD DIFFERENTIATION FORMULAS,
C IMPLICIT DIFFERENTIAL SYSTEMS
C***AUTHOR PETZOLD, LINDA R., (LLNL)
C COMPUTING AND MATHEMATICS RESEARCH DIVISION
C LAWRENCE LIVERMORE NATIONAL LABORATORY
C L - 316, P.O. BOX 808,
C LIVERMORE, CA. 94550
C***DESCRIPTION
C
C *Usage:
C
C EXTERNAL RES, JAC
C INTEGER NEQ, INFO(N), IDID, LRW, LIW, IWORK(LIW), IPAR
C DOUBLE PRECISION T, Y(NEQ), YPRIME(NEQ), TOUT, RTOL, ATOL,
C * RWORK(LRW), RPAR
C
C CALL DDASSL (RES, NEQ, T, Y, YPRIME, TOUT, INFO, RTOL, ATOL,
C * IDID, RWORK, LRW, IWORK, LIW, RPAR, IPAR, JAC)
C
C
C *Arguments:
C (In the following, all real arrays should be type DOUBLE PRECISION.)
C
C RES:EXT This is a subroutine which you provide to define the
C differential/algebraic system.
C
C NEQ:IN This is the number of equations to be solved.
C
C T:INOUT This is the current value of the independent variable.
C
C Y(*):INOUT This array contains the solution components at T.
C
C YPRIME(*):INOUT This array contains the derivatives of the solution
C components at T.
C
C TOUT:IN This is a point at which a solution is desired.
C
C INFO(N):IN The basic task of the code is to solve the system from T
C to TOUT and return an answer at TOUT. INFO is an integer
C array which is used to communicate exactly how you want
C this task to be carried out. (See below for details.)
C N must be greater than or equal to 15.
C
C RTOL,ATOL:INOUT These quantities represent relative and absolute
C error tolerances which you provide to indicate how
C accurately you wish the solution to be computed. You
C may choose them to be both scalars or else both vectors.
C Caution: In Fortran 77, a scalar is not the same as an
C array of length 1. Some compilers may object
C to using scalars for RTOL,ATOL.
C
C IDID:OUT This scalar quantity is an indicator reporting what the
C code did. You must monitor this integer variable to
C decide what action to take next.
C
C RWORK:WORK A real work array of length LRW which provides the
C code with needed storage space.
C
C LRW:IN The length of RWORK. (See below for required length.)
C
C IWORK:WORK An integer work array of length LIW which probides the
C code with needed storage space.
C
C LIW:IN The length of IWORK. (See below for required length.)
C
C RPAR,IPAR:IN These are real and integer parameter arrays which
C you can use for communication between your calling
C program and the RES subroutine (and the JAC subroutine)
C
C JAC:EXT This is the name of a subroutine which you may choose
C to provide for defining a matrix of partial derivatives
C described below.
C
C Quantities which may be altered by DDASSL are:
C T, Y(*), YPRIME(*), INFO(1), RTOL, ATOL,
C IDID, RWORK(*) AND IWORK(*)
C
C *Description
C
C Subroutine DDASSL uses the backward differentiation formulas of
C orders one through five to solve a system of the above form for Y and
C YPRIME. Values for Y and YPRIME at the initial time must be given as
C input. These values must be consistent, (that is, if T,Y,YPRIME are
C the given initial values, they must satisfy G(T,Y,YPRIME) = 0.). The
C subroutine solves the system from T to TOUT. It is easy to continue
C the solution to get results at additional TOUT. This is the interval
C mode of operation. Intermediate results can also be obtained easily
C by using the intermediate-output capability.
C
C The following detailed description is divided into subsections:
C 1. Input required for the first call to DDASSL.
C 2. Output after any return from DDASSL.
C 3. What to do to continue the integration.
C 4. Error messages.
C
C
C -------- INPUT -- WHAT TO DO ON THE FIRST CALL TO DDASSL ------------
C
C The first call of the code is defined to be the start of each new
C problem. Read through the descriptions of all the following items,
C provide sufficient storage space for designated arrays, set
C appropriate variables for the initialization of the problem, and
C give information about how you want the problem to be solved.
C
C
C RES -- Provide a subroutine of the form
C SUBROUTINE RES(T,Y,YPRIME,DELTA,IRES,RPAR,IPAR)
C to define the system of differential/algebraic
C equations which is to be solved. For the given values
C of T,Y and YPRIME, the subroutine should
C return the residual of the defferential/algebraic
C system
C DELTA = G(T,Y,YPRIME)
C (DELTA(*) is a vector of length NEQ which is
C output for RES.)
C
C Subroutine RES must not alter T,Y or YPRIME.
C You must declare the name RES in an external
C statement in your program that calls DDASSL.
C You must dimension Y,YPRIME and DELTA in RES.
C
C IRES is an integer flag which is always equal to
C zero on input. Subroutine RES should alter IRES
C only if it encounters an illegal value of Y or
C a stop condition. Set IRES = -1 if an input value
C is illegal, and DDASSL will try to solve the problem
C without getting IRES = -1. If IRES = -2, DDASSL
C will return control to the calling program
C with IDID = -11.
C
C RPAR and IPAR are real and integer parameter arrays which
C you can use for communication between your calling program
C and subroutine RES. They are not altered by DDASSL. If you
C do not need RPAR or IPAR, ignore these parameters by treat-
C ing them as dummy arguments. If you do choose to use them,
C dimension them in your calling program and in RES as arrays
C of appropriate length.
C
C NEQ -- Set it to the number of differential equations.
C (NEQ .GE. 1)
C
C T -- Set it to the initial point of the integration.
C T must be defined as a variable.
C
C Y(*) -- Set this vector to the initial values of the NEQ solution
C components at the initial point. You must dimension Y of
C length at least NEQ in your calling program.
C
C YPRIME(*) -- Set this vector to the initial values of the NEQ
C first derivatives of the solution components at the initial
C point. You must dimension YPRIME at least NEQ in your
C calling program. If you do not know initial values of some
C of the solution components, see the explanation of INFO(11).
C
C TOUT -- Set it to the first point at which a solution
C is desired. You can not take TOUT = T.
C integration either forward in T (TOUT .GT. T) or
C backward in T (TOUT .LT. T) is permitted.
C
C The code advances the solution from T to TOUT using
C step sizes which are automatically selected so as to
C achieve the desired accuracy. If you wish, the code will
C return with the solution and its derivative at
C intermediate steps (intermediate-output mode) so that
C you can monitor them, but you still must provide TOUT in
C accord with the basic aim of the code.
C
C The first step taken by the code is a critical one
C because it must reflect how fast the solution changes near
C the initial point. The code automatically selects an
C initial step size which is practically always suitable for
C the problem. By using the fact that the code will not step
C past TOUT in the first step, you could, if necessary,
C restrict the length of the initial step size.
C
C For some problems it may not be permissible to integrate
C past a point TSTOP because a discontinuity occurs there
C or the solution or its derivative is not defined beyond
C TSTOP. When you have declared a TSTOP point (SEE INFO(4)
C and RWORK(1)), you have told the code not to integrate
C past TSTOP. In this case any TOUT beyond TSTOP is invalid
C input.
C
C INFO(*) -- Use the INFO array to give the code more details about
C how you want your problem solved. This array should be
C dimensioned of length 15, though DDASSL uses only the first
C eleven entries. You must respond to all of the following
C items, which are arranged as questions. The simplest use
C of the code corresponds to answering all questions as yes,
C i.e. setting all entries of INFO to 0.
C
C INFO(1) - This parameter enables the code to initialize
C itself. You must set it to indicate the start of every
C new problem.
C
C **** Is this the first call for this problem ...
C Yes - Set INFO(1) = 0
C No - Not applicable here.
C See below for continuation calls. ****
C
C INFO(2) - How much accuracy you want of your solution
C is specified by the error tolerances RTOL and ATOL.
C The simplest use is to take them both to be scalars.
C To obtain more flexibility, they can both be vectors.
C The code must be told your choice.
C
C **** Are both error tolerances RTOL, ATOL scalars ...
C Yes - Set INFO(2) = 0
C and input scalars for both RTOL and ATOL
C No - Set INFO(2) = 1
C and input arrays for both RTOL and ATOL ****
C
C INFO(3) - The code integrates from T in the direction
C of TOUT by steps. If you wish, it will return the
C computed solution and derivative at the next
C intermediate step (the intermediate-output mode) or
C TOUT, whichever comes first. This is a good way to
C proceed if you want to see the behavior of the solution.
C If you must have solutions at a great many specific
C TOUT points, this code will compute them efficiently.
C
C **** Do you want the solution only at
C TOUT (and not at the next intermediate step) ...
C Yes - Set INFO(3) = 0
C No - Set INFO(3) = 1 ****
C
C INFO(4) - To handle solutions at a great many specific
C values TOUT efficiently, this code may integrate past
C TOUT and interpolate to obtain the result at TOUT.
C Sometimes it is not possible to integrate beyond some
C point TSTOP because the equation changes there or it is
C not defined past TSTOP. Then you must tell the code
C not to go past.
C
C **** Can the integration be carried out without any
C restrictions on the independent variable T ...
C Yes - Set INFO(4)=0
C No - Set INFO(4)=1
C and define the stopping point TSTOP by
C setting RWORK(1)=TSTOP ****
C
C INFO(5) - To solve differential/algebraic problems it is
C necessary to use a matrix of partial derivatives of the
C system of differential equations. If you do not
C provide a subroutine to evaluate it analytically (see
C description of the item JAC in the call list), it will
C be approximated by numerical differencing in this code.
C although it is less trouble for you to have the code
C compute partial derivatives by numerical differencing,
C the solution will be more reliable if you provide the
C derivatives via JAC. Sometimes numerical differencing
C is cheaper than evaluating derivatives in JAC and
C sometimes it is not - this depends on your problem.
C
C **** Do you want the code to evaluate the partial
C derivatives automatically by numerical differences ...
C Yes - Set INFO(5)=0
C No - Set INFO(5)=1
C and provide subroutine JAC for evaluating the
C matrix of partial derivatives ****
C
C INFO(6) - DDASSL will perform much better if the matrix of
C partial derivatives, DG/DY + CJ*DG/DYPRIME,
C (here CJ is a scalar determined by DDASSL)
C is banded and the code is told this. In this
C case, the storage needed will be greatly reduced,
C numerical differencing will be performed much cheaper,
C and a number of important algorithms will execute much
C faster. The differential equation is said to have
C half-bandwidths ML (lower) and MU (upper) if equation i
C involves only unknowns Y(J) with
C I-ML .LE. J .LE. I+MU
C for all I=1,2,...,NEQ. Thus, ML and MU are the widths
C of the lower and upper parts of the band, respectively,
C with the main diagonal being excluded. If you do not
C indicate that the equation has a banded matrix of partial
C derivatives, the code works with a full matrix of NEQ**2
C elements (stored in the conventional way). Computations
C with banded matrices cost less time and storage than with
C full matrices if 2*ML+MU .LT. NEQ. If you tell the
C code that the matrix of partial derivatives has a banded
C structure and you want to provide subroutine JAC to
C compute the partial derivatives, then you must be careful
C to store the elements of the matrix in the special form
C indicated in the description of JAC.
C
C **** Do you want to solve the problem using a full
C (dense) matrix (and not a special banded
C structure) ...
C Yes - Set INFO(6)=0
C No - Set INFO(6)=1
C and provide the lower (ML) and upper (MU)
C bandwidths by setting
C IWORK(1)=ML
C IWORK(2)=MU ****
C
C
C INFO(7) -- You can specify a maximum (absolute value of)
C stepsize, so that the code
C will avoid passing over very
C large regions.
C
C **** Do you want the code to decide
C on its own maximum stepsize?
C Yes - Set INFO(7)=0
C No - Set INFO(7)=1
C and define HMAX by setting
C RWORK(2)=HMAX ****
C
C INFO(8) -- Differential/algebraic problems
C may occaisionally suffer from
C severe scaling difficulties on the
C first step. If you know a great deal
C about the scaling of your problem, you can
C help to alleviate this problem by
C specifying an initial stepsize HO.
C
C **** Do you want the code to define
C its own initial stepsize?
C Yes - Set INFO(8)=0
C No - Set INFO(8)=1
C and define HO by setting
C RWORK(3)=HO ****
C
C INFO(9) -- If storage is a severe problem,
C you can save some locations by
C restricting the maximum order MAXORD.
C the default value is 5. for each
C order decrease below 5, the code
C requires NEQ fewer locations, however
C it is likely to be slower. In any
C case, you must have 1 .LE. MAXORD .LE. 5
C **** Do you want the maximum order to
C default to 5?
C Yes - Set INFO(9)=0
C No - Set INFO(9)=1
C and define MAXORD by setting
C IWORK(3)=MAXORD ****
C
C INFO(10) --If you know that the solutions to your equations
C will always be nonnegative, it may help to set this
C parameter. However, it is probably best to
C try the code without using this option first,
C and only to use this option if that doesn't
C work very well.
C **** Do you want the code to solve the problem without
C invoking any special nonnegativity constraints?
C Yes - Set INFO(10)=0
C No - Set INFO(10)=1
C
C INFO(11) --DDASSL normally requires the initial T,
C Y, and YPRIME to be consistent. That is,
C you must have G(T,Y,YPRIME) = 0 at the initial
C time. If you do not know the initial
C derivative precisely, you can let DDASSL try
C to compute it.
C **** Are the initialHE INITIAL T, Y, YPRIME consistent?
C Yes - Set INFO(11) = 0
C No - Set INFO(11) = 1,
C and set YPRIME to an initial approximation
C to YPRIME. (If you have no idea what
C YPRIME should be, set it to zero. Note
C that the initial Y should be such
C that there must exist a YPRIME so that
C G(T,Y,YPRIME) = 0.)
C
C RTOL, ATOL -- You must assign relative (RTOL) and absolute (ATOL
C error tolerances to tell the code how accurately you
C want the solution to be computed. They must be defined
C as variables because the code may change them. You
C have two choices --
C Both RTOL and ATOL are scalars. (INFO(2)=0)
C Both RTOL and ATOL are vectors. (INFO(2)=1)
C in either case all components must be non-negative.
C
C The tolerances are used by the code in a local error
C test at each step which requires roughly that
C ABS(LOCAL ERROR) .LE. RTOL*ABS(Y)+ATOL
C for each vector component.
C (More specifically, a root-mean-square norm is used to
C measure the size of vectors, and the error test uses the
C magnitude of the solution at the beginning of the step.)
C
C The true (global) error is the difference between the
C true solution of the initial value problem and the
C computed approximation. Practically all present day
C codes, including this one, control the local error at
C each step and do not even attempt to control the global
C error directly.
C Usually, but not always, the true accuracy of the
C computed Y is comparable to the error tolerances. This
C code will usually, but not always, deliver a more
C accurate solution if you reduce the tolerances and
C integrate again. By comparing two such solutions you
C can get a fairly reliable idea of the true error in the
C solution at the bigger tolerances.
C
C Setting ATOL=0. results in a pure relative error test on
C that component. Setting RTOL=0. results in a pure
C absolute error test on that component. A mixed test
C with non-zero RTOL and ATOL corresponds roughly to a
C relative error test when the solution component is much
C bigger than ATOL and to an absolute error test when the
C solution component is smaller than the threshhold ATOL.
C
C The code will not attempt to compute a solution at an
C accuracy unreasonable for the machine being used. It will
C advise you if you ask for too much accuracy and inform
C you as to the maximum accuracy it believes possible.
C
C RWORK(*) -- Dimension this real work array of length LRW in your
C calling program.
C
C LRW -- Set it to the declared length of the RWORK array.
C You must have
C LRW .GE. 40+(MAXORD+4)*NEQ+NEQ**2
C for the full (dense) JACOBIAN case (when INFO(6)=0), or
C LRW .GE. 40+(MAXORfD+4)*NEQ+(2*ML+MU+1)*NEQ
C for the banded user-defined JACOBIAN case
C (when INFO(5)=1 and INFO(6)=1), or
C LRW .GE. 40+(MAXORD+4)*NEQ+(2*ML+MU+1)*NEQ
C +2*(NEQ/(ML+MU+1)+1)
C for the banded finite-difference-generated JACOBIAN case
C (when INFO(5)=0 and INFO(6)=1)
C
C IWORK(*) -- Dimension this integer work array of length LIW in
C your calling program.
C
C LIW -- Set it to the declared length of the IWORK array.
C You must have LIW .GE. 20+NEQ
C
C RPAR, IPAR -- These are parameter arrays, of real and integer
C type, respectively. You can use them for communication
C between your program that calls DDASSL and the
C RES subroutine (and the JAC subroutine). They are not
C altered by DDASSL. If you do not need RPAR or IPAR,
C ignore these parameters by treating them as dummy
C arguments. If you do choose to use them, dimension
C them in your calling program and in RES (and in JAC)
C as arrays of appropriate length.
C
C JAC -- If you have set INFO(5)=0, you can ignore this parameter
C by treating it as a dummy argument. Otherwise, you must
C provide a subroutine of the form
C SUBROUTINE JAC(T,Y,YPRIME,PD,CJ,RPAR,IPAR)
C to define the matrix of partial derivatives
C PD=DG/DY+CJ*DG/DYPRIME
C CJ is a scalar which is input to JAC.
C For the given values of T,Y,YPRIME, the
C subroutine must evaluate the non-zero partial
C derivatives for each equation and each solution
C component, and store these values in the
C matrix PD. The elements of PD are set to zero
C before each call to JAC so only non-zero elements
C need to be defined.
C
C Subroutine JAC must not alter T,Y,(*),YPRIME(*), or CJ.
C You must declare the name JAC in an EXTERNAL statement in
C your program that calls DDASSL. You must dimension Y,
C YPRIME and PD in JAC.
C
C The way you must store the elements into the PD matrix
C depends on the structure of the matrix which you
C indicated by INFO(6).
C *** INFO(6)=0 -- Full (dense) matrix ***
C Give PD a first dimension of NEQ.
C When you evaluate the (non-zero) partial derivative
C of equation I with respect to variable J, you must
C store it in PD according to
C PD(I,J) = "DG(I)/DY(J)+CJ*DG(I)/DYPRIME(J)"
C *** INFO(6)=1 -- Banded JACOBIAN with ML lower and MU
C upper diagonal bands (refer to INFO(6) description
C of ML and MU) ***
C Give PD a first dimension of 2*ML+MU+1.
C when you evaluate the (non-zero) partial derivative
C of equation I with respect to variable J, you must
C store it in PD according to
C IROW = I - J + ML + MU + 1
C PD(IROW,J) = "DG(I)/DY(J)+CJ*DG(I)/DYPRIME(J)"
C
C RPAR and IPAR are real and integer parameter arrays
C which you can use for communication between your calling
C program and your JACOBIAN subroutine JAC. They are not
C altered by DDASSL. If you do not need RPAR or IPAR,
C ignore these parameters by treating them as dummy
C arguments. If you do choose to use them, dimension
C them in your calling program and in JAC as arrays of
C appropriate length.
C
C
C OPTIONALLY REPLACEABLE NORM ROUTINE:
C
C DDASSL uses a weighted norm DDANRM to measure the size
C of vectors such as the estimated error in each step.
C A FUNCTION subprogram
C DOUBLE PRECISION FUNCTION DDANRM(NEQ,V,WT,RPAR,IPAR)
C DIMENSION V(NEQ),WT(NEQ)
C is used to define this norm. Here, V is the vector
C whose norm is to be computed, and WT is a vector of
C weights. A DDANRM routine has been included with DDASSL
C which computes the weighted root-mean-square norm
C given by
C DDANRM=SQRT((1/NEQ)*SUM(V(I)/WT(I))**2)
C this norm is suitable for most problems. In some
C special cases, it may be more convenient and/or
C efficient to define your own norm by writing a function
C subprogram to be called instead of DDANRM. This should,
C however, be attempted only after careful thought and
C consideration.
C
C
C -------- OUTPUT -- AFTER ANY RETURN FROM DDASSL ---------------------
C
C The principal aim of the code is to return a computed solution at
C TOUT, although it is also possible to obtain intermediate results
C along the way. To find out whether the code achieved its goal
C or if the integration process was interrupted before the task was
C completed, you must check the IDID parameter.
C
C
C T -- The solution was successfully advanced to the
C output value of T.
C
C Y(*) -- Contains the computed solution approximation at T.
C
C YPRIME(*) -- Contains the computed derivative
C approximation at T.
C
C IDID -- Reports what the code did.
C
C *** Task completed ***
C Reported by positive values of IDID
C
C IDID = 1 -- A step was successfully taken in the
C intermediate-output mode. The code has not
C yet reached TOUT.
C
C IDID = 2 -- The integration to TSTOP was successfully
C completed (T=TSTOP) by stepping exactly to TSTOP.
C
C IDID = 3 -- The integration to TOUT was successfully
C completed (T=TOUT) by stepping past TOUT.
C Y(*) is obtained by interpolation.
C YPRIME(*) is obtained by interpolation.
C
C *** Task interrupted ***
C Reported by negative values of IDID
C
C IDID = -1 -- A large amount of work has been expended.
C (About 500 steps)
C
C IDID = -2 -- The error tolerances are too stringent.
C
C IDID = -3 -- The local error test cannot be satisfied
C because you specified a zero component in ATOL
C and the corresponding computed solution
C component is zero. Thus, a pure relative error
C test is impossible for this component.
C
C IDID = -6 -- DDASSL had repeated error test
C failures on the last attempted step.
C
C IDID = -7 -- The corrector could not converge.
C
C IDID = -8 -- The matrix of partial derivatives
C is singular.
C
C IDID = -9 -- The corrector could not converge.
C there were repeated error test failures
C in this step.
C
C IDID =-10 -- The corrector could not converge
C because IRES was equal to minus one.
C
C IDID =-11 -- IRES equal to -2 was encountered
C and control is being returned to the
C calling program.
C
C IDID =-12 -- DDASSL failed to compute the initial
C YPRIME.
C
C
C
C IDID = -13,..,-32 -- Not applicable for this code
C
C *** Task terminated ***
C Reported by the value of IDID=-33
C
C IDID = -33 -- The code has encountered trouble from which
C it cannot recover. A message is printed
C explaining the trouble and control is returned
C to the calling program. For example, this occurs
C when invalid input is detected.
C
C RTOL, ATOL -- These quantities remain unchanged except when
C IDID = -2. In this case, the error tolerances have been
C increased by the code to values which are estimated to
C be appropriate for continuing the integration. However,
C the reported solution at T was obtained using the input
C values of RTOL and ATOL.
C
C RWORK, IWORK -- Contain information which is usually of no
C interest to the user but necessary for subsequent calls.
C However, you may find use for
C
C RWORK(3)--Which contains the step size H to be
C attempted on the next step.
C
C RWORK(4)--Which contains the current value of the
C independent variable, i.e., the farthest point
C integration has reached. This will be different
C from T only when interpolation has been
C performed (IDID=3).
C
C RWORK(7)--Which contains the stepsize used
C on the last successful step.
C
C IWORK(7)--Which contains the order of the method to
C be attempted on the next step.
C
C IWORK(8)--Which contains the order of the method used
C on the last step.
C
C IWORK(11)--Which contains the number of steps taken so
C far.
C
C IWORK(12)--Which contains the number of calls to RES
C so far.
C
C IWORK(13)--Which contains the number of evaluations of
C the matrix of partial derivatives needed so
C far.
C
C IWORK(14)--Which contains the total number
C of error test failures so far.
C
C IWORK(15)--Which contains the total number
C of convergence test failures so far.
C (includes singular iteration matrix
C failures.)
C
C
C -------- INPUT -- WHAT TO DO TO CONTINUE THE INTEGRATION ------------
C (CALLS AFTER THE FIRST)
C
C This code is organized so that subsequent calls to continue the
C integration involve little (if any) additional effort on your
C part. You must monitor the IDID parameter in order to determine
C what to do next.
C
C Recalling that the principal task of the code is to integrate
C from T to TOUT (the interval mode), usually all you will need
C to do is specify a new TOUT upon reaching the current TOUT.
C
C Do not alter any quantity not specifically permitted below,
C in particular do not alter NEQ,T,Y(*),YPRIME(*),RWORK(*),IWORK(*)
C or the differential equation in subroutine RES. Any such
C alteration constitutes a new problem and must be treated as such,
C i.e., you must start afresh.
C
C You cannot change from vector to scalar error control or vice
C versa (INFO(2)), but you can change the size of the entries of
C RTOL, ATOL. Increasing a tolerance makes the equation easier
C to integrate. Decreasing a tolerance will make the equation
C harder to integrate and should generally be avoided.
C
C You can switch from the intermediate-output mode to the
C interval mode (INFO(3)) or vice versa at any time.
C
C If it has been necessary to prevent the integration from going
C past a point TSTOP (INFO(4), RWORK(1)), keep in mind that the
C code will not integrate to any TOUT beyond the currently
C specified TSTOP. Once TSTOP has been reached you must change
C the value of TSTOP or set INFO(4)=0. You may change INFO(4)
C or TSTOP at any time but you must supply the value of TSTOP in
C RWORK(1) whenever you set INFO(4)=1.
C
C Do not change INFO(5), INFO(6), IWORK(1), or IWORK(2)
C unless you are going to restart the code.
C
C *** Following a completed task ***
C If
C IDID = 1, call the code again to continue the integration
C another step in the direction of TOUT.
C
C IDID = 2 or 3, define a new TOUT and call the code again.
C TOUT must be different from T. You cannot change
C the direction of integration without restarting.
C
C *** Following an interrupted task ***
C To show the code that you realize the task was
C interrupted and that you want to continue, you
C must take appropriate action and set INFO(1) = 1
C If
C IDID = -1, The code has taken about 500 steps.
C If you want to continue, set INFO(1) = 1 and
C call the code again. An additional 500 steps
C will be allowed.
C
C IDID = -2, The error tolerances RTOL, ATOL have been
C increased to values the code estimates appropriate
C for continuing. You may want to change them
C yourself. If you are sure you want to continue
C with relaxed error tolerances, set INFO(1)=1 and
C call the code again.
C
C IDID = -3, A solution component is zero and you set the
C corresponding component of ATOL to zero. If you
C are sure you want to continue, you must first
C alter the error criterion to use positive values
C for those components of ATOL corresponding to zero
C solution components, then set INFO(1)=1 and call
C the code again.
C
C IDID = -4,-5 --- Cannot occur with this code.
C
C IDID = -6, Repeated error test failures occurred on the
C last attempted step in DDASSL. A singularity in the
C solution may be present. If you are absolutely
C certain you want to continue, you should restart
C the integration. (Provide initial values of Y and
C YPRIME which are consistent)
C
C IDID = -7, Repeated convergence test failures occurred
C on the last attempted step in DDASSL. An inaccurate
C or ill-conditioned JACOBIAN may be the problem. If
C you are absolutely certain you want to continue, you
C should restart the integration.
C
C IDID = -8, The matrix of partial derivatives is singular.
C Some of your equations may be redundant.
C DDASSL cannot solve the problem as stated.
C It is possible that the redundant equations
C could be removed, and then DDASSL could
C solve the problem. It is also possible
C that a solution to your problem either
C does not exist or is not unique.
C
C IDID = -9, DDASSL had multiple convergence test
C failures, preceeded by multiple error
C test failures, on the last attempted step.
C It is possible that your problem
C is ill-posed, and cannot be solved
C using this code. Or, there may be a
C discontinuity or a singularity in the
C solution. If you are absolutely certain
C you want to continue, you should restart
C the integration.
C
C IDID =-10, DDASSL had multiple convergence test failures
C because IRES was equal to minus one.
C If you are absolutely certain you want
C to continue, you should restart the
C integration.
C
C IDID =-11, IRES=-2 was encountered, and control is being
C returned to the calling program.
C
C IDID =-12, DDASSL failed to compute the initial YPRIME.
C This could happen because the initial
C approximation to YPRIME was not very good, or
C if a YPRIME consistent with the initial Y
C does not exist. The problem could also be caused
C by an inaccurate or singular iteration matrix.
C
C IDID = -13,..,-32 --- Cannot occur with this code.
C
C
C *** Following a terminated task ***
C
C If IDID= -33, you cannot continue the solution of this problem.
C An attempt to do so will result in your
C run being terminated.
C
C
C -------- ERROR MESSAGES ---------------------------------------------
C
C The SLATEC error print routine XERMSG is called in the event of
C unsuccessful completion of a task. Most of these are treated as
C "recoverable errors", which means that (unless the user has directed
C otherwise) control will be returned to the calling program for
C possible action after the message has been printed.
C
C In the event of a negative value of IDID other than -33, an appro-
C priate message is printed and the "error number" printed by XERMSG
C is the value of IDID. There are quite a number of illegal input
C errors that can lead to a returned value IDID=-33. The conditions
C and their printed "error numbers" are as follows:
C
C Error number Condition
C
C 1 Some element of INFO vector is not zero or one.
C 2 NEQ .le. 0
C 3 MAXORD not in range.
C 4 LRW is less than the required length for RWORK.
C 5 LIW is less than the required length for IWORK.
C 6 Some element of RTOL is .lt. 0
C 7 Some element of ATOL is .lt. 0
C 8 All elements of RTOL and ATOL are zero.
C 9 INFO(4)=1 and TSTOP is behind TOUT.
C 10 HMAX .lt. 0.0
C 11 TOUT is behind T.
C 12 INFO(8)=1 and H0=0.0
C 13 Some element of WT is .le. 0.0
C 14 TOUT is too close to T to start integration.
C 15 INFO(4)=1 and TSTOP is behind T.
C 16 --( Not used in this version )--
C 17 ML illegal. Either .lt. 0 or .gt. NEQ
C 18 MU illegal. Either .lt. 0 or .gt. NEQ
C 19 TOUT = T.
C
C If DDASSL is called again without any action taken to remove the
C cause of an unsuccessful return, XERMSG will be called with a fatal
C error flag, which will cause unconditional termination of the
C program. There are two such fatal errors:
C
C Error number -998: The last step was terminated with a negative
C value of IDID other than -33, and no appropriate action was
C taken.
C
C Error number -999: The previous call was terminated because of
C illegal input (IDID=-33) and there is illegal input in the
C present call, as well. (Suspect infinite loop.)
C
C ---------------------------------------------------------------------
C
C***REFERENCES A DESCRIPTION OF DASSL: A DIFFERENTIAL/ALGEBRAIC
C SYSTEM SOLVER, L. R. PETZOLD, SAND82-8637,
C SANDIA NATIONAL LABORATORIES, SEPTEMBER 1982.
C***ROUTINES CALLED DLAMCH, DDAINI, DDANRM, DDASTP, DDATRP, DDAWTS,
C XERMSG
C***REVISION HISTORY (YYMMDD)
C 830315 DATE WRITTEN
C 880387 Code changes made. All common statements have been
C replaced by a DATA statement, which defines pointers into
C RWORK, and PARAMETER statements which define pointers
C into IWORK. As well the documentation has gone through
C grammatical changes.
C 881005 The prologue has been changed to mixed case.
C The subordinate routines had revision dates changed to
C this date, although the documentation for these routines
C is all upper case. No code changes.
C 890511 Code changes made. The DATA statement in the declaration
C section of DDASSL was replaced with a PARAMETER
C statement. Also the statement S = 100.D0 was removed
C from the top of the Newton iteration in DDASTP.
C The subordinate routines had revision dates changed to
C this date.
C 890517 The revision date syntax was replaced with the revision
C history syntax. Also the "DECK" comment was added to
C the top of all subroutines. These changes are consistent
C with new SLATEC guidelines.
C The subordinate routines had revision dates changed to
C this date. No code changes.
C 891013 Code changes made.
C Removed all occurrances of FLOAT or DBLE. All operations
C are now performed with "mixed-mode" arithmetic.
C Also, specific function names were replaced with generic
C function names to be consistent with new SLATEC guidelines.
C In particular:
C Replaced DSQRT with SQRT everywhere.
C Replaced DABS with ABS everywhere.
C Replaced DMIN1 with MIN everywhere.
C Replaced MIN0 with MIN everywhere.
C Replaced DMAX1 with MAX everywhere.
C Replaced MAX0 with MAX everywhere.
C Replaced DSIGN with SIGN everywhere.
C Also replaced REVISION DATE with REVISION HISTORY in all
C subordinate routines.
C 901004 Miscellaneous changes to prologue to complete conversion
C to SLATEC 4.0 format. No code changes. (F.N.Fritsch)
C 901009 Corrected GAMS classification code and converted subsidiary
C routines to 4.0 format. No code changes. (F.N.Fritsch)
C 901010 Converted XERRWV calls to XERMSG calls. (R.Clemens,AFWL)
C 901019 Code changes made.
C Merged SLATEC 4.0 changes with previous changes made
C by C. Ulrich. Below is a history of the changes made by
C C. Ulrich. (Changes in subsidiary routines are implied
C by this history)
C 891228 Bug was found and repaired inside the DDASSL
C and DDAINI routines. DDAINI was incorrectly
C returning the initial T with Y and YPRIME
C computed at T+H. The routine now returns T+H
C rather than the initial T.
C Cosmetic changes made to DDASTP.
C 900904 Three modifications were made to fix a bug (inside
C DDASSL) re interpolation for continuation calls and
C cases where TN is very close to TSTOP:
C
C 1) In testing for whether H is too large, just
C compare H to (TSTOP - TN), rather than
C (TSTOP - TN) * (1-4*UROUND), and set H to
C TSTOP - TN. This will force DDASTP to step
C exactly to TSTOP under certain situations
C (i.e. when H returned from DDASTP would otherwise
C take TN beyond TSTOP).
C
C 2) Inside the DDASTP loop, interpolate exactly to
C TSTOP if TN is very close to TSTOP (rather than
C interpolating to within roundoff of TSTOP).
C
C 3) Modified IDID description for IDID = 2 to say that
C the solution is returned by stepping exactly to
C TSTOP, rather than TOUT. (In some cases the
C solution is actually obtained by extrapolating
C over a distance near unit roundoff to TSTOP,
C but this small distance is deemed acceptable in
C these circumstances.)
C 901026 Added explicit declarations for all variables and minor
C cosmetic changes to prologue, removed unreferenced labels,
C and improved XERMSG calls. (FNF)
C 901030 Added ERROR MESSAGES section and reworked other sections to
C be of more uniform format. (FNF)
C 910624 Fixed minor bug related to HMAX (five lines ending in
C statement 526 in DDASSL). (LRP)
C
C***END PROLOGUE DDASSL
C
C**End
C
C Declare arguments.
C
INTEGER NEQ, INFO(15), IDID, LRW, IWORK(*), LIW, IPAR(*)
DOUBLE PRECISION
* T, Y(*), YPRIME(*), TOUT, RTOL(*), ATOL(*), RWORK(*),
* RPAR(*)
EXTERNAL RES, JAC
C
C Declare externals.
C
EXTERNAL DLAMCH, DDAINI, DDANRM, DDASTP, DDATRP, DDAWTS, XERMSG
DOUBLE PRECISION DLAMCH, DDANRM
C
C Declare local variables.
C
INTEGER I, ITEMP, LALPHA, LBETA, LCJ, LCJOLD, LCTF, LDELTA,
* LENIW, LENPD, LENRW, LE, LETF, LGAMMA, LH, LHMAX, LHOLD, LIPVT,
* LJCALC, LK, LKOLD, LIWM, LML, LMTYPE, LMU, LMXORD, LNJE, LNPD,
* LNRE, LNS, LNST, LNSTL, LPD, LPHASE, LPHI, LPSI, LROUND, LS,
* LSIGMA, LTN, LTSTOP, LWM, LWT, MBAND, MSAVE, MXORD, NPD, NTEMP,
* NZFLG
DOUBLE PRECISION
* ATOLI, H, HMAX, HMIN, HO, R, RH, RTOLI, TDIST, TN, TNEXT,
* TSTOP, UROUND, YPNORM
LOGICAL DONE
C Auxiliary variables for conversion of values to be included in
C error messages.
CHARACTER*8 XERN1, XERN2
CHARACTER*16 XERN3, XERN4
C
C SET POINTERS INTO IWORK
PARAMETER (LML=1, LMU=2, LMXORD=3, LMTYPE=4, LNST=11,
* LNRE=12, LNJE=13, LETF=14, LCTF=15, LNPD=16,
* LIPVT=21, LJCALC=5, LPHASE=6, LK=7, LKOLD=8,
* LNS=9, LNSTL=10, LIWM=1)
C
C SET RELATIVE OFFSET INTO RWORK
PARAMETER (NPD=1)
C
C SET POINTERS INTO RWORK
PARAMETER (LTSTOP=1, LHMAX=2, LH=3, LTN=4,
* LCJ=5, LCJOLD=6, LHOLD=7, LS=8, LROUND=9,
* LALPHA=11, LBETA=17, LGAMMA=23,
* LPSI=29, LSIGMA=35, LDELTA=41)
C
C***FIRST EXECUTABLE STATEMENT DDASSL
IF(INFO(1).NE.0)GO TO 100
C
C-----------------------------------------------------------------------
C THIS BLOCK IS EXECUTED FOR THE INITIAL CALL ONLY.
C IT CONTAINS CHECKING OF INPUTS AND INITIALIZATIONS.
C-----------------------------------------------------------------------
C
C FIRST CHECK INFO ARRAY TO MAKE SURE ALL ELEMENTS OF INFO
C ARE EITHER ZERO OR ONE.
DO 10 I=2,11
IF(INFO(I).NE.0.AND.INFO(I).NE.1)GO TO 701
10 CONTINUE
C
IF(NEQ.LE.0)GO TO 702
C
C CHECK AND COMPUTE MAXIMUM ORDER
MXORD=5
IF(INFO(9).EQ.0)GO TO 20
MXORD=IWORK(LMXORD)
IF(MXORD.LT.1.OR.MXORD.GT.5)GO TO 703
20 IWORK(LMXORD)=MXORD
C
C COMPUTE MTYPE,LENPD,LENRW.CHECK ML AND MU.
IF(INFO(6).NE.0)GO TO 40
LENPD=NEQ**2
LENRW=40+(IWORK(LMXORD)+4)*NEQ+LENPD
IF(INFO(5).NE.0)GO TO 30
IWORK(LMTYPE)=2
GO TO 60
30 IWORK(LMTYPE)=1
GO TO 60
40 IF(IWORK(LML).LT.0.OR.IWORK(LML).GE.NEQ)GO TO 717
IF(IWORK(LMU).LT.0.OR.IWORK(LMU).GE.NEQ)GO TO 718
LENPD=(2*IWORK(LML)+IWORK(LMU)+1)*NEQ
IF(INFO(5).NE.0)GO TO 50
IWORK(LMTYPE)=5
MBAND=IWORK(LML)+IWORK(LMU)+1
MSAVE=(NEQ/MBAND)+1
LENRW=40+(IWORK(LMXORD)+4)*NEQ+LENPD+2*MSAVE
GO TO 60
50 IWORK(LMTYPE)=4
LENRW=40+(IWORK(LMXORD)+4)*NEQ+LENPD
C
C CHECK LENGTHS OF RWORK AND IWORK
60 LENIW=20+NEQ
IWORK(LNPD)=LENPD
IF(LRW.LT.LENRW)GO TO 704
IF(LIW.LT.LENIW)GO TO 705
C
C CHECK TO SEE THAT TOUT IS DIFFERENT FROM T
IF(TOUT .EQ. T)GO TO 719
C
C CHECK HMAX
IF(INFO(7).EQ.0)GO TO 70
HMAX=RWORK(LHMAX)
IF(HMAX.LE.0.0D0)GO TO 710
70 CONTINUE
C
C INITIALIZE COUNTERS
IWORK(LNST)=0
IWORK(LNRE)=0
IWORK(LNJE)=0
C
IWORK(LNSTL)=0
IDID=1
GO TO 200
C
C-----------------------------------------------------------------------
C THIS BLOCK IS FOR CONTINUATION CALLS
C ONLY. HERE WE CHECK INFO(1),AND IF THE
C LAST STEP WAS INTERRUPTED WE CHECK WHETHER
C APPROPRIATE ACTION WAS TAKEN.
C-----------------------------------------------------------------------
C
100 CONTINUE
IF(INFO(1).EQ.1)GO TO 110
IF(INFO(1).NE.-1)GO TO 701
C
C IF WE ARE HERE, THE LAST STEP WAS INTERRUPTED
C BY AN ERROR CONDITION FROM DDASTP,AND
C APPROPRIATE ACTION WAS NOT TAKEN. THIS
C IS A FATAL ERROR.
WRITE (XERN1, '(I8)') IDID
CALL XERMSG ('SLATEC', 'DDASSL',
* 'THE LAST STEP TERMINATED WITH A NEGATIVE VALUE OF IDID = ' //
* XERN1 // ' AND NO APPROPRIATE ACTION WAS TAKEN. ' //
* 'RUN TERMINATED', -998, 2)
RETURN
110 CONTINUE
IWORK(LNSTL)=IWORK(LNST)
C
C-----------------------------------------------------------------------
C THIS BLOCK IS EXECUTED ON ALL CALLS.
C THE ERROR TOLERANCE PARAMETERS ARE
C CHECKED, AND THE WORK ARRAY POINTERS
C ARE SET.
C-----------------------------------------------------------------------
C
200 CONTINUE
C CHECK RTOL,ATOL
NZFLG=0
RTOLI=RTOL(1)
ATOLI=ATOL(1)
DO 210 I=1,NEQ
IF(INFO(2).EQ.1)RTOLI=RTOL(I)
IF(INFO(2).EQ.1)ATOLI=ATOL(I)
IF(RTOLI.GT.0.0D0.OR.ATOLI.GT.0.0D0)NZFLG=1
IF(RTOLI.LT.0.0D0)GO TO 706
IF(ATOLI.LT.0.0D0)GO TO 707
210 CONTINUE
IF(NZFLG.EQ.0)GO TO 708
C
C SET UP RWORK STORAGE.IWORK STORAGE IS FIXED
C IN DATA STATEMENT.
LE=LDELTA+NEQ
LWT=LE+NEQ
LPHI=LWT+NEQ
LPD=LPHI+(IWORK(LMXORD)+1)*NEQ
LWM=LPD
NTEMP=NPD+IWORK(LNPD)
IF(INFO(1).EQ.1)GO TO 400
C
C-----------------------------------------------------------------------
C THIS BLOCK IS EXECUTED ON THE INITIAL CALL
C ONLY. SET THE INITIAL STEP SIZE, AND
C THE ERROR WEIGHT VECTOR, AND PHI.
C COMPUTE INITIAL YPRIME, IF NECESSARY.
C-----------------------------------------------------------------------
C
TN=T
IDID=1
C
C SET ERROR WEIGHT VECTOR WT
CALL DDAWTS(NEQ,INFO(2),RTOL,ATOL,Y,RWORK(LWT),RPAR,IPAR)
DO 305 I = 1,NEQ
IF(RWORK(LWT+I-1).LE.0.0D0) GO TO 713
305 CONTINUE
C
C COMPUTE UNIT ROUNDOFF AND HMIN
UROUND = DLAMCH('P')
RWORK(LROUND) = UROUND
HMIN = 4.0D0*UROUND*MAX(ABS(T),ABS(TOUT))
C
C CHECK INITIAL INTERVAL TO SEE THAT IT IS LONG ENOUGH
TDIST = ABS(TOUT - T)
IF(TDIST .LT. HMIN) GO TO 714
C
C CHECK HO, IF THIS WAS INPUT
IF (INFO(8) .EQ. 0) GO TO 310
HO = RWORK(LH)
IF ((TOUT - T)*HO .LT. 0.0D0) GO TO 711
IF (HO .EQ. 0.0D0) GO TO 712
GO TO 320
310 CONTINUE
C
C COMPUTE INITIAL STEPSIZE, TO BE USED BY EITHER
C DDASTP OR DDAINI, DEPENDING ON INFO(11)
HO = 0.001D0*TDIST
YPNORM = DDANRM(NEQ,YPRIME,RWORK(LWT),RPAR,IPAR)
IF (YPNORM .GT. 0.5D0/HO) HO = 0.5D0/YPNORM
HO = SIGN(HO,TOUT-T)
C ADJUST HO IF NECESSARY TO MEET HMAX BOUND
320 IF (INFO(7) .EQ. 0) GO TO 330
RH = ABS(HO)/RWORK(LHMAX)
IF (RH .GT. 1.0D0) HO = HO/RH
C COMPUTE TSTOP, IF APPLICABLE
330 IF (INFO(4) .EQ. 0) GO TO 340
TSTOP = RWORK(LTSTOP)
IF ((TSTOP - T)*HO .LT. 0.0D0) GO TO 715
IF ((T + HO - TSTOP)*HO .GT. 0.0D0) HO = TSTOP - T
IF ((TSTOP - TOUT)*HO .LT. 0.0D0) GO TO 709
C
C COMPUTE INITIAL DERIVATIVE, UPDATING TN AND Y, IF APPLICABLE
340 IF (INFO(11) .EQ. 0) GO TO 350
CALL DDAINI(TN,Y,YPRIME,NEQ,
* RES,JAC,HO,RWORK(LWT),IDID,RPAR,IPAR,
* RWORK(LPHI),RWORK(LDELTA),RWORK(LE),
* RWORK(LWM),IWORK(LIWM),HMIN,RWORK(LROUND),
* INFO(10),NTEMP)
if(iero.ne.0) return
IF (IDID .LT. 0) GO TO 390
C
C LOAD H WITH HO. STORE H IN RWORK(LH)
350 H = HO
RWORK(LH) = H
C
C LOAD Y AND H*YPRIME INTO PHI(*,1) AND PHI(*,2)
ITEMP = LPHI + NEQ
DO 370 I = 1,NEQ
RWORK(LPHI + I - 1) = Y(I)
370 RWORK(ITEMP + I - 1) = H*YPRIME(I)
C
390 GO TO 500
C
C-------------------------------------------------------
C THIS BLOCK IS FOR CONTINUATION CALLS ONLY. ITS
C PURPOSE IS TO CHECK STOP CONDITIONS BEFORE
C TAKING A STEP.
C ADJUST H IF NECESSARY TO MEET HMAX BOUND
C-------------------------------------------------------
C
400 CONTINUE
UROUND=RWORK(LROUND)
DONE = .FALSE.
TN=RWORK(LTN)
H=RWORK(LH)
IF(INFO(7) .EQ. 0) GO TO 410
RH = ABS(H)/RWORK(LHMAX)
IF(RH .GT. 1.0D0) H = H/RH
410 CONTINUE
IF(T .EQ. TOUT) GO TO 719
IF((T - TOUT)*H .GT. 0.0D0) GO TO 711
IF(INFO(4) .EQ. 1) GO TO 430
IF(INFO(3) .EQ. 1) GO TO 420
IF((TN-TOUT)*H.LT.0.0D0)GO TO 490
CALL DDATRP(TN,TOUT,Y,YPRIME,NEQ,IWORK(LKOLD),
* RWORK(LPHI),RWORK(LPSI))
T=TOUT
IDID = 3
DONE = .TRUE.
GO TO 490
420 IF((TN-T)*H .LE. 0.0D0) GO TO 490
IF((TN - TOUT)*H .GT. 0.0D0) GO TO 425
CALL DDATRP(TN,TN,Y,YPRIME,NEQ,IWORK(LKOLD),
* RWORK(LPHI),RWORK(LPSI))
T = TN
IDID = 1
DONE = .TRUE.
GO TO 490
425 CONTINUE
CALL DDATRP(TN,TOUT,Y,YPRIME,NEQ,IWORK(LKOLD),
* RWORK(LPHI),RWORK(LPSI))
T = TOUT
IDID = 3
DONE = .TRUE.
GO TO 490
430 IF(INFO(3) .EQ. 1) GO TO 440
TSTOP=RWORK(LTSTOP)
IF((TN-TSTOP)*H.GT.0.0D0) GO TO 715
IF((TSTOP-TOUT)*H.LT.0.0D0)GO TO 709
IF((TN-TOUT)*H.LT.0.0D0)GO TO 450
CALL DDATRP(TN,TOUT,Y,YPRIME,NEQ,IWORK(LKOLD),
* RWORK(LPHI),RWORK(LPSI))
T=TOUT
IDID = 3
DONE = .TRUE.
GO TO 490
440 TSTOP = RWORK(LTSTOP)
IF((TN-TSTOP)*H .GT. 0.0D0) GO TO 715
IF((TSTOP-TOUT)*H .LT. 0.0D0) GO TO 709
IF((TN-T)*H .LE. 0.0D0) GO TO 450
IF((TN - TOUT)*H .GT. 0.0D0) GO TO 445
CALL DDATRP(TN,TN,Y,YPRIME,NEQ,IWORK(LKOLD),
* RWORK(LPHI),RWORK(LPSI))
T = TN
IDID = 1
DONE = .TRUE.
GO TO 490
445 CONTINUE
CALL DDATRP(TN,TOUT,Y,YPRIME,NEQ,IWORK(LKOLD),
* RWORK(LPHI),RWORK(LPSI))
T = TOUT
IDID = 3
DONE = .TRUE.
GO TO 490
450 CONTINUE
C CHECK WHETHER WE ARE WITHIN ROUNDOFF OF TSTOP
IF(ABS(TN-TSTOP).GT.100.0D0*UROUND*
* (ABS(TN)+ABS(H)))GO TO 460
CALL DDATRP(TN,TSTOP,Y,YPRIME,NEQ,IWORK(LKOLD),
* RWORK(LPHI),RWORK(LPSI))
IDID=2
T=TSTOP
DONE = .TRUE.
GO TO 490
460 TNEXT=TN+H
IF((TNEXT-TSTOP)*H.LE.0.0D0)GO TO 490
H=TSTOP-TN
RWORK(LH)=H
C
490 IF (DONE) GO TO 580
C
C-------------------------------------------------------
C THE NEXT BLOCK CONTAINS THE CALL TO THE
C ONE-STEP INTEGRATOR DDASTP.
C THIS IS A LOOPING POINT FOR THE INTEGRATION STEPS.
C CHECK FOR TOO MANY STEPS.
C UPDATE WT.
C CHECK FOR TOO MUCH ACCURACY REQUESTED.
C COMPUTE MINIMUM STEPSIZE.
C-------------------------------------------------------
C
500 CONTINUE
C CHECK FOR FAILURE TO COMPUTE INITIAL YPRIME
IF (IDID .EQ. -12) GO TO 527
C
C CHECK FOR TOO MANY STEPS
IF((IWORK(LNST)-IWORK(LNSTL)).LT.500)
* GO TO 510
IDID=-1
GO TO 527
C
C UPDATE WT
510 CALL DDAWTS(NEQ,INFO(2),RTOL,ATOL,RWORK(LPHI),
* RWORK(LWT),RPAR,IPAR)
DO 520 I=1,NEQ
IF(RWORK(I+LWT-1).GT.0.0D0)GO TO 520
IDID=-3
GO TO 527
520 CONTINUE
C
C TEST FOR TOO MUCH ACCURACY REQUESTED.
R=DDANRM(NEQ,RWORK(LPHI),RWORK(LWT),RPAR,IPAR)*
* 100.0D0*UROUND
IF(R.LE.1.0D0)GO TO 525
C MULTIPLY RTOL AND ATOL BY R AND RETURN
IF(INFO(2).EQ.1)GO TO 523
RTOL(1)=R*RTOL(1)
ATOL(1)=R*ATOL(1)
IDID=-2
GO TO 527
523 DO 524 I=1,NEQ
RTOL(I)=R*RTOL(I)
524 ATOL(I)=R*ATOL(I)
IDID=-2
GO TO 527
525 CONTINUE
C
C COMPUTE MINIMUM STEPSIZE
HMIN=4.0D0*UROUND*MAX(ABS(TN),ABS(TOUT))
C
C TEST H VS. HMAX
IF (INFO(7) .EQ. 0) GO TO 526
RH = ABS(H)/RWORK(LHMAX)
IF (RH .GT. 1.0D0) H = H/RH
526 CONTINUE
C
CALL DDASTP(TN,Y,YPRIME,NEQ,
* RES,JAC,H,RWORK(LWT),INFO(1),IDID,RPAR,IPAR,
* RWORK(LPHI),RWORK(LDELTA),RWORK(LE),
* RWORK(LWM),IWORK(LIWM),
* RWORK(LALPHA),RWORK(LBETA),RWORK(LGAMMA),
* RWORK(LPSI),RWORK(LSIGMA),
* RWORK(LCJ),RWORK(LCJOLD),RWORK(LHOLD),
* RWORK(LS),HMIN,RWORK(LROUND),
* IWORK(LPHASE),IWORK(LJCALC),IWORK(LK),
* IWORK(LKOLD),IWORK(LNS),INFO(10),NTEMP)
if(iero.ne.0) return
527 IF(IDID.LT.0)GO TO 600
C
C--------------------------------------------------------
C THIS BLOCK HANDLES THE CASE OF A SUCCESSFUL RETURN
C FROM DDASTP (IDID=1). TEST FOR STOP CONDITIONS.
C--------------------------------------------------------
C
IF(INFO(4).NE.0)GO TO 540
IF(INFO(3).NE.0)GO TO 530
IF((TN-TOUT)*H.LT.0.0D0)GO TO 500
CALL DDATRP(TN,TOUT,Y,YPRIME,NEQ,
* IWORK(LKOLD),RWORK(LPHI),RWORK(LPSI))
IDID=3
T=TOUT
GO TO 580
530 IF((TN-TOUT)*H.GE.0.0D0)GO TO 535
T=TN
IDID=1
GO TO 580
535 CALL DDATRP(TN,TOUT,Y,YPRIME,NEQ,
* IWORK(LKOLD),RWORK(LPHI),RWORK(LPSI))
IDID=3
T=TOUT
GO TO 580
540 IF(INFO(3).NE.0)GO TO 550
IF((TN-TOUT)*H.LT.0.0D0)GO TO 542
CALL DDATRP(TN,TOUT,Y,YPRIME,NEQ,
* IWORK(LKOLD),RWORK(LPHI),RWORK(LPSI))
T=TOUT
IDID=3
GO TO 580
542 IF(ABS(TN-TSTOP).LE.100.0D0*UROUND*
* (ABS(TN)+ABS(H)))GO TO 545
TNEXT=TN+H
IF((TNEXT-TSTOP)*H.LE.0.0D0)GO TO 500
H=TSTOP-TN
GO TO 500
545 CALL DDATRP(TN,TSTOP,Y,YPRIME,NEQ,
* IWORK(LKOLD),RWORK(LPHI),RWORK(LPSI))
IDID=2
T=TSTOP
GO TO 580
550 IF((TN-TOUT)*H.GE.0.0D0)GO TO 555
IF(ABS(TN-TSTOP).LE.100.0D0*UROUND*(ABS(TN)+ABS(H)))GO TO 552
T=TN
IDID=1
GO TO 580
552 CALL DDATRP(TN,TSTOP,Y,YPRIME,NEQ,
* IWORK(LKOLD),RWORK(LPHI),RWORK(LPSI))
IDID=2
T=TSTOP
GO TO 580
555 CALL DDATRP(TN,TOUT,Y,YPRIME,NEQ,
* IWORK(LKOLD),RWORK(LPHI),RWORK(LPSI))
T=TOUT
IDID=3
GO TO 580
C
C--------------------------------------------------------
C ALL SUCCESSFUL RETURNS FROM DDASSL ARE MADE FROM
C THIS BLOCK.
C--------------------------------------------------------
C
580 CONTINUE
RWORK(LTN)=TN
RWORK(LH)=H
RETURN
C
C-----------------------------------------------------------------------
C THIS BLOCK HANDLES ALL UNSUCCESSFUL
C RETURNS OTHER THAN FOR ILLEGAL INPUT.
C-----------------------------------------------------------------------
C
600 CONTINUE
ITEMP=-IDID
GO TO (610,620,630,690,690,640,650,660,670,675,
* 680,685), ITEMP
C
C THE MAXIMUM NUMBER OF STEPS WAS TAKEN BEFORE
C REACHING TOUT
610 WRITE (XERN3, '(1P,D15.6)') TN
CALL XERMSG ('SLATEC', 'DDASSL',
* 'AT CURRENT T = ' // XERN3 // ' 500 STEPS TAKEN ON THIS ' //
* 'CALL BEFORE REACHING TOUT', IDID, 1)
GO TO 690
C
C TOO MUCH ACCURACY FOR MACHINE PRECISION
620 WRITE (XERN3, '(1P,D15.6)') TN
CALL XERMSG ('SLATEC', 'DDASSL',
* 'AT T = ' // XERN3 // ' TOO MUCH ACCURACY REQUESTED FOR ' //
* 'PRECISION OF MACHINE. RTOL AND ATOL WERE INCREASED TO ' //
* 'APPROPRIATE VALUES', IDID, 1)
GO TO 690
C
C WT(I) .LE. 0.0 FOR SOME I (NOT AT START OF PROBLEM)
630 WRITE (XERN3, '(1P,D15.6)') TN
CALL XERMSG ('SLATEC', 'DDASSL',
* 'AT T = ' // XERN3 // ' SOME ELEMENT OF WT HAS BECOME .LE. ' //
* '0.0', IDID, 1)
GO TO 690
C
C ERROR TEST FAILED REPEATEDLY OR WITH H=HMIN
640 WRITE (XERN3, '(1P,D15.6)') TN
WRITE (XERN4, '(1P,D15.6)') H
CALL XERMSG ('SLATEC', 'DDASSL',
* 'AT T = ' // XERN3 // ' AND STEPSIZE H = ' // XERN4 //
* ' THE ERROR TEST FAILED REPEATEDLY OR WITH ABS(H)=HMIN',
* IDID, 1)
GO TO 690
C
C CORRECTOR CONVERGENCE FAILED REPEATEDLY OR WITH H=HMIN
650 WRITE (XERN3, '(1P,D15.6)') TN
WRITE (XERN4, '(1P,D15.6)') H
CALL XERMSG ('SLATEC', 'DDASSL',
* 'AT T = ' // XERN3 // ' AND STEPSIZE H = ' // XERN4 //
* ' THE CORRECTOR FAILED TO CONVERGE REPEATEDLY OR WITH ' //
* 'ABS(H)=HMIN', IDID, 1)
GO TO 690
C
C THE ITERATION MATRIX IS SINGULAR
660 WRITE (XERN3, '(1P,D15.6)') TN
WRITE (XERN4, '(1P,D15.6)') H
CALL XERMSG ('SLATEC', 'DDASSL',
* 'AT T = ' // XERN3 // ' AND STEPSIZE H = ' // XERN4 //
* ' THE ITERATION MATRIX IS SINGULAR', IDID, 1)
GO TO 690
C
C CORRECTOR FAILURE PRECEEDED BY ERROR TEST FAILURES.
670 WRITE (XERN3, '(1P,D15.6)') TN
WRITE (XERN4, '(1P,D15.6)') H
CALL XERMSG ('SLATEC', 'DDASSL',
* 'AT T = ' // XERN3 // ' AND STEPSIZE H = ' // XERN4 //
* ' THE CORRECTOR COULD NOT CONVERGE. ALSO, THE ERROR TEST ' //
* 'FAILED REPEATEDLY.', IDID, 1)
GO TO 690
C
C CORRECTOR FAILURE BECAUSE IRES = -1
675 WRITE (XERN3, '(1P,D15.6)') TN
WRITE (XERN4, '(1P,D15.6)') H
CALL XERMSG ('SLATEC', 'DDASSL',
* 'AT T = ' // XERN3 // ' AND STEPSIZE H = ' // XERN4 //
* ' THE CORRECTOR COULD NOT CONVERGE BECAUSE IRES WAS EQUAL ' //
* 'TO MINUS ONE', IDID, 1)
GO TO 690
C
C FAILURE BECAUSE IRES = -2
680 WRITE (XERN3, '(1P,D15.6)') TN
WRITE (XERN4, '(1P,D15.6)') H
CALL XERMSG ('SLATEC', 'DDASSL',
* 'AT T = ' // XERN3 // ' AND STEPSIZE H = ' // XERN4 //
* ' IRES WAS EQUAL TO MINUS TWO', IDID, 1)
GO TO 690
C
C FAILED TO COMPUTE INITIAL YPRIME
685 WRITE (XERN3, '(1P,D15.6)') TN
WRITE (XERN4, '(1P,D15.6)') HO
CALL XERMSG ('SLATEC', 'DDASSL',
* 'AT T = ' // XERN3 // ' AND STEPSIZE H = ' // XERN4 //
* ' THE INITIAL YPRIME COULD NOT BE COMPUTED', IDID, 1)
GO TO 690
C
690 CONTINUE
INFO(1)=-1
T=TN
RWORK(LTN)=TN
RWORK(LH)=H
RETURN
C
C-----------------------------------------------------------------------
C THIS BLOCK HANDLES ALL ERROR RETURNS DUE
C TO ILLEGAL INPUT, AS DETECTED BEFORE CALLING
C DDASTP. FIRST THE ERROR MESSAGE ROUTINE IS
C CALLED. IF THIS HAPPENS TWICE IN
C SUCCESSION, EXECUTION IS TERMINATED
C
C-----------------------------------------------------------------------
701 CALL XERMSG ('SLATEC', 'DDASSL',
* 'SOME ELEMENT OF INFO VECTOR IS NOT ZERO OR ONE', 1, 1)
GO TO 750
C
702 WRITE (XERN1, '(I8)') NEQ
CALL XERMSG ('SLATEC', 'DDASSL',
* 'NEQ = ' // XERN1 // ' .LE. 0', 2, 1)
GO TO 750
C
703 WRITE (XERN1, '(I8)') MXORD
CALL XERMSG ('SLATEC', 'DDASSL',
* 'MAXORD = ' // XERN1 // ' NOT IN RANGE', 3, 1)
GO TO 750
C
704 WRITE (XERN1, '(I8)') LENRW
WRITE (XERN2, '(I8)') LRW
CALL XERMSG ('SLATEC', 'DDASSL',
* 'RWORK LENGTH NEEDED, LENRW = ' // XERN1 //
* ', EXCEEDS LRW = ' // XERN2, 4, 1)
GO TO 750
C
705 WRITE (XERN1, '(I8)') LENIW
WRITE (XERN2, '(I8)') LIW
CALL XERMSG ('SLATEC', 'DDASSL',
* 'IWORK LENGTH NEEDED, LENIW = ' // XERN1 //
* ', EXCEEDS LIW = ' // XERN2, 5, 1)
GO TO 750
C
706 CALL XERMSG ('SLATEC', 'DDASSL',
* 'SOME ELEMENT OF RTOL IS .LT. 0', 6, 1)
GO TO 750
C
707 CALL XERMSG ('SLATEC', 'DDASSL',
* 'SOME ELEMENT OF ATOL IS .LT. 0', 7, 1)
GO TO 750
C
708 CALL XERMSG ('SLATEC', 'DDASSL',
* 'ALL ELEMENTS OF RTOL AND ATOL ARE ZERO', 8, 1)
GO TO 750
C
709 WRITE (XERN3, '(1P,D15.6)') TSTOP
WRITE (XERN4, '(1P,D15.6)') TOUT
CALL XERMSG ('SLATEC', 'DDASSL',
* 'INFO(4) = 1 AND TSTOP = ' // XERN3 // ' BEHIND TOUT = ' //
* XERN4, 9, 1)
GO TO 750
C
710 WRITE (XERN3, '(1P,D15.6)') HMAX
CALL XERMSG ('SLATEC', 'DDASSL',
* 'HMAX = ' // XERN3 // ' .LT. 0.0', 10, 1)
GO TO 750
C
711 WRITE (XERN3, '(1P,D15.6)') TOUT
WRITE (XERN4, '(1P,D15.6)') T
CALL XERMSG ('SLATEC', 'DDASSL',
* 'TOUT = ' // XERN3 // ' BEHIND T = ' // XERN4, 11, 1)
GO TO 750
C
712 CALL XERMSG ('SLATEC', 'DDASSL',
* 'INFO(8)=1 AND H0=0.0', 12, 1)
GO TO 750
C
713 CALL XERMSG ('SLATEC', 'DDASSL',
* 'SOME ELEMENT OF WT IS .LE. 0.0', 13, 1)
GO TO 750
C
714 WRITE (XERN3, '(1P,D15.6)') TOUT
WRITE (XERN4, '(1P,D15.6)') T
CALL XERMSG ('SLATEC', 'DDASSL',
* 'TOUT = ' // XERN3 // ' TOO CLOSE TO T = ' // XERN4 //
* ' TO START INTEGRATION', 14, 1)
GO TO 750
C
715 WRITE (XERN3, '(1P,D15.6)') TSTOP
WRITE (XERN4, '(1P,D15.6)') T
CALL XERMSG ('SLATEC', 'DDASSL',
* 'INFO(4)=1 AND TSTOP = ' // XERN3 // ' BEHIND T = ' // XERN4,
* 15, 1)
GO TO 750
C
717 WRITE (XERN1, '(I8)') IWORK(LML)
CALL XERMSG ('SLATEC', 'DDASSL',
* 'ML = ' // XERN1 // ' ILLEGAL. EITHER .LT. 0 OR .GT. NEQ',
* 17, 1)
GO TO 750
C
718 WRITE (XERN1, '(I8)') IWORK(LMU)
CALL XERMSG ('SLATEC', 'DDASSL',
* 'MU = ' // XERN1 // ' ILLEGAL. EITHER .LT. 0 OR .GT. NEQ',
* 18, 1)
GO TO 750
C
719 WRITE (XERN3, '(1P,D15.6)') TOUT
CALL XERMSG ('SLATEC', 'DDASSL',
* 'TOUT = T = ' // XERN3, 19, 1)
GO TO 750
C
750 IDID=-33
IF(INFO(1).EQ.-1) THEN
CALL XERMSG ('SLATEC', 'DDASSL',
* 'REPEATED OCCURRENCES OF ILLEGAL INPUT$$' //
* 'RUN TERMINATED. APPARENT INFINITE LOOP', -999, 2)
ENDIF
C
INFO(1)=-1
RETURN
C-----------END OF SUBROUTINE DDASSL------------------------------------
END
SUBROUTINE DDASTP (X, Y, YPRIME, NEQ, RES, JAC, H, WT, JSTART,
+ IDID, RPAR, IPAR, PHI, DELTA, E, WM, IWM, ALPHA, BETA, GAMMA,
+ PSI, SIGMA, CJ, CJOLD, HOLD, S, HMIN, UROUND, IPHASE, JCALC,
+ K, KOLD, NS, NONNEG, NTEMP)
common/ierode/iero
C***BEGIN PROLOGUE DDASTP
C***SUBSIDIARY
C***PURPOSE Perform one step of the DDASSL integration.
C***LIBRARY SLATEC (DASSL)
C***TYPE DOUBLE PRECISION (SDASTP-S, DDASTP-D)
C***AUTHOR PETZOLD, LINDA R., (LLNL)
C***DESCRIPTION
C-----------------------------------------------------------------------
C DDASTP SOLVES A SYSTEM OF DIFFERENTIAL/
C ALGEBRAIC EQUATIONS OF THE FORM
C G(X,Y,YPRIME) = 0, FOR ONE STEP (NORMALLY
C FROM X TO X+H).
C
C THE METHODS USED ARE MODIFIED DIVIDED
C DIFFERENCE,FIXED LEADING COEFFICIENT
C FORMS OF BACKWARD DIFFERENTIATION
C FORMULAS. THE CODE ADJUSTS THE STEPSIZE
C AND ORDER TO CONTROL THE LOCAL ERROR PER
C STEP.
C
C
C THE PARAMETERS REPRESENT
C X -- INDEPENDENT VARIABLE
C Y -- SOLUTION VECTOR AT X
C YPRIME -- DERIVATIVE OF SOLUTION VECTOR
C AFTER SUCCESSFUL STEP
C NEQ -- NUMBER OF EQUATIONS TO BE INTEGRATED
C RES -- EXTERNAL USER-SUPPLIED SUBROUTINE
C TO EVALUATE THE RESIDUAL. THE CALL IS
C CALL RES(X,Y,YPRIME,DELTA,IRES,RPAR,IPAR)
C X,Y,YPRIME ARE INPUT. DELTA IS OUTPUT.
C ON INPUT, IRES=0. RES SHOULD ALTER IRES ONLY
C IF IT ENCOUNTERS AN ILLEGAL VALUE OF Y OR A
C STOP CONDITION. SET IRES=-1 IF AN INPUT VALUE
C OF Y IS ILLEGAL, AND DDASTP WILL TRY TO SOLVE
C THE PROBLEM WITHOUT GETTING IRES = -1. IF
C IRES=-2, DDASTP RETURNS CONTROL TO THE CALLING
C PROGRAM WITH IDID = -11.
C JAC -- EXTERNAL USER-SUPPLIED ROUTINE TO EVALUATE
C THE ITERATION MATRIX (THIS IS OPTIONAL)
C THE CALL IS OF THE FORM
C CALL JAC(X,Y,YPRIME,PD,CJ,RPAR,IPAR)
C PD IS THE MATRIX OF PARTIAL DERIVATIVES,
C PD=DG/DY+CJ*DG/DYPRIME
C H -- APPROPRIATE STEP SIZE FOR NEXT STEP.
C NORMALLY DETERMINED BY THE CODE
C WT -- VECTOR OF WEIGHTS FOR ERROR CRITERION.
C JSTART -- INTEGER VARIABLE SET 0 FOR
C FIRST STEP, 1 OTHERWISE.
C IDID -- COMPLETION CODE WITH THE FOLLOWING MEANINGS:
C IDID= 1 -- THE STEP WAS COMPLETED SUCCESSFULLY
C IDID=-6 -- THE ERROR TEST FAILED REPEATEDLY
C IDID=-7 -- THE CORRECTOR COULD NOT CONVERGE
C IDID=-8 -- THE ITERATION MATRIX IS SINGULAR
C IDID=-9 -- THE CORRECTOR COULD NOT CONVERGE.
C THERE WERE REPEATED ERROR TEST
C FAILURES ON THIS STEP.
C IDID=-10-- THE CORRECTOR COULD NOT CONVERGE
C BECAUSE IRES WAS EQUAL TO MINUS ONE
C IDID=-11-- IRES EQUAL TO -2 WAS ENCOUNTERED,
C AND CONTROL IS BEING RETURNED TO
C THE CALLING PROGRAM
C RPAR,IPAR -- REAL AND INTEGER PARAMETER ARRAYS THAT
C ARE USED FOR COMMUNICATION BETWEEN THE
C CALLING PROGRAM AND EXTERNAL USER ROUTINES
C THEY ARE NOT ALTERED BY DDASTP
C PHI -- ARRAY OF DIVIDED DIFFERENCES USED BY
C DDASTP. THE LENGTH IS NEQ*(K+1),WHERE
C K IS THE MAXIMUM ORDER
C DELTA,E -- WORK VECTORS FOR DDASTP OF LENGTH NEQ
C WM,IWM -- REAL AND INTEGER ARRAYS STORING
C MATRIX INFORMATION SUCH AS THE MATRIX
C OF PARTIAL DERIVATIVES,PERMUTATION
C VECTOR,AND VARIOUS OTHER INFORMATION.
C
C THE OTHER PARAMETERS ARE INFORMATION
C WHICH IS NEEDED INTERNALLY BY DDASTP TO
C CONTINUE FROM STEP TO STEP.
C
C-----------------------------------------------------------------------
C***ROUTINES CALLED DDAJAC, DDANRM, DDASLV, DDATRP
C***REVISION HISTORY (YYMMDD)
C 830315 DATE WRITTEN
C 901009 Finished conversion to SLATEC 4.0 format (F.N.Fritsch)
C 901019 Merged changes made by C. Ulrich with SLATEC 4.0 format.
C 901026 Added explicit declarations for all variables and minor
C cosmetic changes to prologue. (FNF)
C***END PROLOGUE DDASTP
C
INTEGER NEQ, JSTART, IDID, IPAR(*), IWM(*), IPHASE, JCALC, K,
* KOLD, NS, NONNEG, NTEMP
DOUBLE PRECISION
* X, Y(*), YPRIME(*), H, WT(*), RPAR(*), PHI(NEQ,*), DELTA(*),
* E(*), WM(*), ALPHA(*), BETA(*), GAMMA(*), PSI(*), SIGMA(*), CJ,
* CJOLD, HOLD, S, HMIN, UROUND
EXTERNAL RES, JAC
C
EXTERNAL DDAJAC, DDANRM, DDASLV, DDATRP
DOUBLE PRECISION DDANRM
C
INTEGER I, IER, IRES, J, J1, KDIFF, KM1, KNEW, KP1, KP2, LCTF,
* LETF, LMXORD, LNJE, LNRE, LNST, M, MAXIT, NCF, NEF, NSF, NSP1
DOUBLE PRECISION
* ALPHA0, ALPHAS, CJLAST, CK, DELNRM, ENORM, ERK, ERKM1,
* ERKM2, ERKP1, ERR, EST, HNEW, OLDNRM, PNORM, R, RATE, TEMP1,
* TEMP2, TERK, TERKM1, TERKM2, TERKP1, XOLD, XRATE
LOGICAL CONVGD
C
PARAMETER (LMXORD=3)
PARAMETER (LNST=11)
PARAMETER (LNRE=12)
PARAMETER (LNJE=13)
PARAMETER (LETF=14)
PARAMETER (LCTF=15)
C
DATA MAXIT/4/
DATA XRATE/0.25D0/
C
C
C
C
C
C-----------------------------------------------------------------------
C BLOCK 1.
C INITIALIZE. ON THE FIRST CALL,SET
C THE ORDER TO 1 AND INITIALIZE
C OTHER VARIABLES.
C-----------------------------------------------------------------------
C
C INITIALIZATIONS FOR ALL CALLS
C***FIRST EXECUTABLE STATEMENT DDASTP
IDID=1
XOLD=X
NCF=0
NSF=0
NEF=0
IF(JSTART .NE. 0) GO TO 120
C
C IF THIS IS THE FIRST STEP,PERFORM
C OTHER INITIALIZATIONS
IWM(LETF) = 0
IWM(LCTF) = 0
K=1
KOLD=0
HOLD=0.0D0
JSTART=1
PSI(1)=H
CJOLD = 1.0D0/H
CJ = CJOLD
S = 100.D0
JCALC = -1
DELNRM=1.0D0
IPHASE = 0
NS=0
120 CONTINUE
C
C
C
C
C
C-----------------------------------------------------------------------
C BLOCK 2
C COMPUTE COEFFICIENTS OF FORMULAS FOR
C THIS STEP.
C-----------------------------------------------------------------------
200 CONTINUE
KP1=K+1
KP2=K+2
KM1=K-1
XOLD=X
IF(H.NE.HOLD.OR.K .NE. KOLD) NS = 0
NS=MIN(NS+1,KOLD+2)
NSP1=NS+1
IF(KP1 .LT. NS)GO TO 230
C
BETA(1)=1.0D0
ALPHA(1)=1.0D0
TEMP1=H
GAMMA(1)=0.0D0
SIGMA(1)=1.0D0
DO 210 I=2,KP1
TEMP2=PSI(I-1)
PSI(I-1)=TEMP1
BETA(I)=BETA(I-1)*PSI(I-1)/TEMP2
TEMP1=TEMP2+H
ALPHA(I)=H/TEMP1
SIGMA(I)=(I-1)*SIGMA(I-1)*ALPHA(I)
GAMMA(I)=GAMMA(I-1)+ALPHA(I-1)/H
210 CONTINUE
PSI(KP1)=TEMP1
230 CONTINUE
C
C COMPUTE ALPHAS, ALPHA0
ALPHAS = 0.0D0
ALPHA0 = 0.0D0
DO 240 I = 1,K
ALPHAS = ALPHAS - 1.0D0/I
ALPHA0 = ALPHA0 - ALPHA(I)
240 CONTINUE
C
C COMPUTE LEADING COEFFICIENT CJ
CJLAST = CJ
CJ = -ALPHAS/H
C
C COMPUTE VARIABLE STEPSIZE ERROR COEFFICIENT CK
CK = ABS(ALPHA(KP1) + ALPHAS - ALPHA0)
CK = MAX(CK,ALPHA(KP1))
C
C DECIDE WHETHER NEW JACOBIAN IS NEEDED
TEMP1 = (1.0D0 - XRATE)/(1.0D0 + XRATE)
TEMP2 = 1.0D0/TEMP1
IF (CJ/CJOLD .LT. TEMP1 .OR. CJ/CJOLD .GT. TEMP2) JCALC = -1
IF (CJ .NE. CJLAST) S = 100.D0
C
C CHANGE PHI TO PHI STAR
IF(KP1 .LT. NSP1) GO TO 280
DO 270 J=NSP1,KP1
DO 260 I=1,NEQ
260 PHI(I,J)=BETA(J)*PHI(I,J)
270 CONTINUE
280 CONTINUE
C
C UPDATE TIME
X=X+H
C
C
C
C
C
C-----------------------------------------------------------------------
C BLOCK 3
C PREDICT THE SOLUTION AND DERIVATIVE,
C AND SOLVE THE CORRECTOR EQUATION
C-----------------------------------------------------------------------
C
C FIRST,PREDICT THE SOLUTION AND DERIVATIVE
300 CONTINUE
DO 310 I=1,NEQ
Y(I)=PHI(I,1)
310 YPRIME(I)=0.0D0
DO 330 J=2,KP1
DO 320 I=1,NEQ
Y(I)=Y(I)+PHI(I,J)
320 YPRIME(I)=YPRIME(I)+GAMMA(J)*PHI(I,J)
330 CONTINUE
PNORM = DDANRM (NEQ,Y,WT,RPAR,IPAR)
C
C
C
C SOLVE THE CORRECTOR EQUATION USING A
C MODIFIED NEWTON SCHEME.
CONVGD= .TRUE.
M=0
IWM(LNRE)=IWM(LNRE)+1
IRES = 0
CALL RES(X,Y,YPRIME,DELTA,IRES,RPAR,IPAR)
if(iero.ne.0) return
IF (IRES .LT. 0) GO TO 380
C
C
C IF INDICATED,REEVALUATE THE
C ITERATION MATRIX PD = DG/DY + CJ*DG/DYPRIME
C (WHERE G(X,Y,YPRIME)=0). SET
C JCALC TO 0 AS AN INDICATOR THAT
C THIS HAS BEEN DONE.
IF(JCALC .NE. -1)GO TO 340
IWM(LNJE)=IWM(LNJE)+1
JCALC=0
CALL DDAJAC(NEQ,X,Y,YPRIME,DELTA,CJ,H,
* IER,WT,E,WM,IWM,RES,IRES,UROUND,JAC,RPAR,
* IPAR,NTEMP)
if(iero.ne.0) return
CJOLD=CJ
S = 100.D0
IF (IRES .LT. 0) GO TO 380
IF(IER .NE. 0)GO TO 380
NSF=0
C
C
C INITIALIZE THE ERROR ACCUMULATION VECTOR E.
340 CONTINUE
DO 345 I=1,NEQ
345 E(I)=0.0D0
C
C
C CORRECTOR LOOP.
350 CONTINUE
C
C MULTIPLY RESIDUAL BY TEMP1 TO ACCELERATE CONVERGENCE
TEMP1 = 2.0D0/(1.0D0 + CJ/CJOLD)
DO 355 I = 1,NEQ
355 DELTA(I) = DELTA(I) * TEMP1
C
C COMPUTE A NEW ITERATE (BACK-SUBSTITUTION).
C STORE THE CORRECTION IN DELTA.
CALL DDASLV(NEQ,DELTA,WM,IWM)
C
C UPDATE Y,E,AND YPRIME
DO 360 I=1,NEQ
Y(I)=Y(I)-DELTA(I)
E(I)=E(I)-DELTA(I)
360 YPRIME(I)=YPRIME(I)-CJ*DELTA(I)
C
C TEST FOR CONVERGENCE OF THE ITERATION
DELNRM=DDANRM(NEQ,DELTA,WT,RPAR,IPAR)
IF (DELNRM .LE. 100.D0*UROUND*PNORM) GO TO 375
IF (M .GT. 0) GO TO 365
OLDNRM = DELNRM
GO TO 367
365 RATE = (DELNRM/OLDNRM)**(1.0D0/M)
IF (RATE .GT. 0.90D0) GO TO 370
S = RATE/(1.0D0 - RATE)
367 IF (S*DELNRM .LE. 0.33D0) GO TO 375
C
C THE CORRECTOR HAS NOT YET CONVERGED.
C UPDATE M AND TEST WHETHER THE
C MAXIMUM NUMBER OF ITERATIONS HAVE
C BEEN TRIED.
M=M+1
IF(M.GE.MAXIT)GO TO 370
C
C EVALUATE THE RESIDUAL
C AND GO BACK TO DO ANOTHER ITERATION
IWM(LNRE)=IWM(LNRE)+1
IRES = 0
CALL RES(X,Y,YPRIME,DELTA,IRES,
* RPAR,IPAR)
if(iero.ne.0) return
IF (IRES .LT. 0) GO TO 380
GO TO 350
C
C
C THE CORRECTOR FAILED TO CONVERGE IN MAXIT
C ITERATIONS. IF THE ITERATION MATRIX
C IS NOT CURRENT,RE-DO THE STEP WITH
C A NEW ITERATION MATRIX.
370 CONTINUE
IF(JCALC.EQ.0)GO TO 380
JCALC=-1
GO TO 300
C
C
C THE ITERATION HAS CONVERGED. IF NONNEGATIVITY OF SOLUTION IS
C REQUIRED, SET THE SOLUTION NONNEGATIVE, IF THE PERTURBATION
C TO DO IT IS SMALL ENOUGH. IF THE CHANGE IS TOO LARGE, THEN
C CONSIDER THE CORRECTOR ITERATION TO HAVE FAILED.
375 IF(NONNEG .EQ. 0) GO TO 390
DO 377 I = 1,NEQ
377 DELTA(I) = MIN(Y(I),0.0D0)
DELNRM = DDANRM(NEQ,DELTA,WT,RPAR,IPAR)
IF(DELNRM .GT. 0.33D0) GO TO 380
DO 378 I = 1,NEQ
378 E(I) = E(I) - DELTA(I)
GO TO 390
C
C
C EXITS FROM BLOCK 3
C NO CONVERGENCE WITH CURRENT ITERATION
C MATRIX,OR SINGULAR ITERATION MATRIX
380 CONVGD= .FALSE.
390 JCALC = 1
IF(.NOT.CONVGD)GO TO 600
C
C
C
C
C
C-----------------------------------------------------------------------
C BLOCK 4
C ESTIMATE THE ERRORS AT ORDERS K,K-1,K-2
C AS IF CONSTANT STEPSIZE WAS USED. ESTIMATE
C THE LOCAL ERROR AT ORDER K AND TEST
C WHETHER THE CURRENT STEP IS SUCCESSFUL.
C-----------------------------------------------------------------------
C
C ESTIMATE ERRORS AT ORDERS K,K-1,K-2
ENORM = DDANRM(NEQ,E,WT,RPAR,IPAR)
ERK = SIGMA(K+1)*ENORM
TERK = (K+1)*ERK
EST = ERK
KNEW=K
IF(K .EQ. 1)GO TO 430
DO 405 I = 1,NEQ
405 DELTA(I) = PHI(I,KP1) + E(I)
ERKM1=SIGMA(K)*DDANRM(NEQ,DELTA,WT,RPAR,IPAR)
TERKM1 = K*ERKM1
IF(K .GT. 2)GO TO 410
IF(TERKM1 .LE. 0.5D0*TERK)GO TO 420
GO TO 430
410 CONTINUE
DO 415 I = 1,NEQ
415 DELTA(I) = PHI(I,K) + DELTA(I)
ERKM2=SIGMA(K-1)*DDANRM(NEQ,DELTA,WT,RPAR,IPAR)
TERKM2 = (K-1)*ERKM2
IF(MAX(TERKM1,TERKM2).GT.TERK)GO TO 430
C LOWER THE ORDER
420 CONTINUE
KNEW=K-1
EST = ERKM1
C
C
C CALCULATE THE LOCAL ERROR FOR THE CURRENT STEP
C TO SEE IF THE STEP WAS SUCCESSFUL
430 CONTINUE
ERR = CK * ENORM
IF(ERR .GT. 1.0D0)GO TO 600
C
C
C
C
C
C-----------------------------------------------------------------------
C BLOCK 5
C THE STEP IS SUCCESSFUL. DETERMINE
C THE BEST ORDER AND STEPSIZE FOR
C THE NEXT STEP. UPDATE THE DIFFERENCES
C FOR THE NEXT STEP.
C-----------------------------------------------------------------------
IDID=1
IWM(LNST)=IWM(LNST)+1
KDIFF=K-KOLD
KOLD=K
HOLD=H
C
C
C ESTIMATE THE ERROR AT ORDER K+1 UNLESS:
C ALREADY DECIDED TO LOWER ORDER, OR
C ALREADY USING MAXIMUM ORDER, OR
C STEPSIZE NOT CONSTANT, OR
C ORDER RAISED IN PREVIOUS STEP
IF(KNEW.EQ.KM1.OR.K.EQ.IWM(LMXORD))IPHASE=1
IF(IPHASE .EQ. 0)GO TO 545
IF(KNEW.EQ.KM1)GO TO 540
IF(K.EQ.IWM(LMXORD)) GO TO 550
IF(KP1.GE.NS.OR.KDIFF.EQ.1)GO TO 550
DO 510 I=1,NEQ
510 DELTA(I)=E(I)-PHI(I,KP2)
ERKP1 = (1.0D0/(K+2))*DDANRM(NEQ,DELTA,WT,RPAR,IPAR)
TERKP1 = (K+2)*ERKP1
IF(K.GT.1)GO TO 520
IF(TERKP1.GE.0.5D0*TERK)GO TO 550
GO TO 530
520 IF(TERKM1.LE.MIN(TERK,TERKP1))GO TO 540
IF(TERKP1.GE.TERK.OR.K.EQ.IWM(LMXORD))GO TO 550
C
C RAISE ORDER
530 K=KP1
EST = ERKP1
GO TO 550
C
C LOWER ORDER
540 K=KM1
EST = ERKM1
GO TO 550
C
C IF IPHASE = 0, INCREASE ORDER BY ONE AND MULTIPLY STEPSIZE BY
C FACTOR TWO
545 K = KP1
HNEW = H*2.0D0
H = HNEW
GO TO 575
C
C
C DETERMINE THE APPROPRIATE STEPSIZE FOR
C THE NEXT STEP.
550 HNEW=H
TEMP2=K+1
R=(2.0D0*EST+0.0001D0)**(-1.0D0/TEMP2)
IF(R .LT. 2.0D0) GO TO 555
HNEW = 2.0D0*H
GO TO 560
555 IF(R .GT. 1.0D0) GO TO 560
R = MAX(0.5D0,MIN(0.9D0,R))
HNEW = H*R
560 H=HNEW
C
C
C UPDATE DIFFERENCES FOR NEXT STEP
575 CONTINUE
IF(KOLD.EQ.IWM(LMXORD))GO TO 585
DO 580 I=1,NEQ
580 PHI(I,KP2)=E(I)
585 CONTINUE
DO 590 I=1,NEQ
590 PHI(I,KP1)=PHI(I,KP1)+E(I)
DO 595 J1=2,KP1
J=KP1-J1+1
DO 595 I=1,NEQ
595 PHI(I,J)=PHI(I,J)+PHI(I,J+1)
RETURN
C
C
C
C
C
C-----------------------------------------------------------------------
C BLOCK 6
C THE STEP IS UNSUCCESSFUL. RESTORE X,PSI,PHI
C DETERMINE APPROPRIATE STEPSIZE FOR
C CONTINUING THE INTEGRATION, OR EXIT WITH
C AN ERROR FLAG IF THERE HAVE BEEN MANY
C FAILURES.
C-----------------------------------------------------------------------
600 IPHASE = 1
C
C RESTORE X,PHI,PSI
X=XOLD
IF(KP1.LT.NSP1)GO TO 630
DO 620 J=NSP1,KP1
TEMP1=1.0D0/BETA(J)
DO 610 I=1,NEQ
610 PHI(I,J)=TEMP1*PHI(I,J)
620 CONTINUE
630 CONTINUE
DO 640 I=2,KP1
640 PSI(I-1)=PSI(I)-H
C
C
C TEST WHETHER FAILURE IS DUE TO CORRECTOR ITERATION
C OR ERROR TEST
IF(CONVGD)GO TO 660
IWM(LCTF)=IWM(LCTF)+1
C
C
C THE NEWTON ITERATION FAILED TO CONVERGE WITH
C A CURRENT ITERATION MATRIX. DETERMINE THE CAUSE
C OF THE FAILURE AND TAKE APPROPRIATE ACTION.
IF(IER.EQ.0)GO TO 650
C
C THE ITERATION MATRIX IS SINGULAR. REDUCE
C THE STEPSIZE BY A FACTOR OF 4. IF
C THIS HAPPENS THREE TIMES IN A ROW ON
C THE SAME STEP, RETURN WITH AN ERROR FLAG
NSF=NSF+1
R = 0.25D0
H=H*R
IF (NSF .LT. 3 .AND. ABS(H) .GE. HMIN) GO TO 690
IDID=-8
GO TO 675
C
C
C THE NEWTON ITERATION FAILED TO CONVERGE FOR A REASON
C OTHER THAN A SINGULAR ITERATION MATRIX. IF IRES = -2, THEN
C RETURN. OTHERWISE, REDUCE THE STEPSIZE AND TRY AGAIN, UNLESS
C TOO MANY FAILURES HAVE OCCURED.
650 CONTINUE
IF (IRES .GT. -2) GO TO 655
IDID = -11
GO TO 675
655 NCF = NCF + 1
R = 0.25D0
H = H*R
IF (NCF .LT. 10 .AND. ABS(H) .GE. HMIN) GO TO 690
IDID = -7
IF (IRES .LT. 0) IDID = -10
IF (NEF .GE. 3) IDID = -9
GO TO 675
C
C
C THE NEWTON SCHEME CONVERGED,AND THE CAUSE
C OF THE FAILURE WAS THE ERROR ESTIMATE
C EXCEEDING THE TOLERANCE.
660 NEF=NEF+1
IWM(LETF)=IWM(LETF)+1
IF (NEF .GT. 1) GO TO 665
C
C ON FIRST ERROR TEST FAILURE, KEEP CURRENT ORDER OR LOWER
C ORDER BY ONE. COMPUTE NEW STEPSIZE BASED ON DIFFERENCES
C OF THE SOLUTION.
K = KNEW
TEMP2 = K + 1
R = 0.90D0*(2.0D0*EST+0.0001D0)**(-1.0D0/TEMP2)
R = MAX(0.25D0,MIN(0.9D0,R))
H = H*R
IF (ABS(H) .GE. HMIN) GO TO 690
IDID = -6
GO TO 675
C
C ON SECOND ERROR TEST FAILURE, USE THE CURRENT ORDER OR
C DECREASE ORDER BY ONE. REDUCE THE STEPSIZE BY A FACTOR OF
C FOUR.
665 IF (NEF .GT. 2) GO TO 670
K = KNEW
H = 0.25D0*H
IF (ABS(H) .GE. HMIN) GO TO 690
IDID = -6
GO TO 675
C
C ON THIRD AND SUBSEQUENT ERROR TEST FAILURES, SET THE ORDER TO
C ONE AND REDUCE THE STEPSIZE BY A FACTOR OF FOUR.
670 K = 1
H = 0.25D0*H
IF (ABS(H) .GE. HMIN) GO TO 690
IDID = -6
GO TO 675
C
C
C
C
C FOR ALL CRASHES, RESTORE Y TO ITS LAST VALUE,
C INTERPOLATE TO FIND YPRIME AT LAST X, AND RETURN
675 CONTINUE
CALL DDATRP(X,X,Y,YPRIME,NEQ,K,PHI,PSI)
RETURN
C
C
C GO BACK AND TRY THIS STEP AGAIN
690 GO TO 200
C
C------END OF SUBROUTINE DDASTP------
END
SUBROUTINE DDATRP (X, XOUT, YOUT, YPOUT, NEQ, KOLD, PHI, PSI)
C***BEGIN PROLOGUE DDATRP
C***SUBSIDIARY
C***PURPOSE Interpolation routine for DDASSL.
C***LIBRARY SLATEC (DASSL)
C***TYPE DOUBLE PRECISION (SDATRP-S, DDATRP-D)
C***AUTHOR PETZOLD, LINDA R., (LLNL)
C***DESCRIPTION
C-----------------------------------------------------------------------
C THE METHODS IN SUBROUTINE DDASTP USE POLYNOMIALS
C TO APPROXIMATE THE SOLUTION. DDATRP APPROXIMATES THE
C SOLUTION AND ITS DERIVATIVE AT TIME XOUT BY EVALUATING
C ONE OF THESE POLYNOMIALS,AND ITS DERIVATIVE,THERE.
C INFORMATION DEFINING THIS POLYNOMIAL IS PASSED FROM
C DDASTP, SO DDATRP CANNOT BE USED ALONE.
C
C THE PARAMETERS ARE:
C X THE CURRENT TIME IN THE INTEGRATION.
C XOUT THE TIME AT WHICH THE SOLUTION IS DESIRED
C YOUT THE INTERPOLATED APPROXIMATION TO Y AT XOUT
C (THIS IS OUTPUT)
C YPOUT THE INTERPOLATED APPROXIMATION TO YPRIME AT XOUT
C (THIS IS OUTPUT)
C NEQ NUMBER OF EQUATIONS
C KOLD ORDER USED ON LAST SUCCESSFUL STEP
C PHI ARRAY OF SCALED DIVIDED DIFFERENCES OF Y
C PSI ARRAY OF PAST STEPSIZE HISTORY
C-----------------------------------------------------------------------
C***ROUTINES CALLED (NONE)
C***REVISION HISTORY (YYMMDD)
C 830315 DATE WRITTEN
C 901009 Finished conversion to SLATEC 4.0 format (F.N.Fritsch)
C 901019 Merged changes made by C. Ulrich with SLATEC 4.0 format.
C 901026 Added explicit declarations for all variables and minor
C cosmetic changes to prologue. (FNF)
C***END PROLOGUE DDATRP
C
INTEGER NEQ, KOLD
DOUBLE PRECISION X, XOUT, YOUT(*), YPOUT(*), PHI(NEQ,*), PSI(*)
C
INTEGER I, J, KOLDP1
DOUBLE PRECISION C, D, GAMMA, TEMP1
C
C***FIRST EXECUTABLE STATEMENT DDATRP
KOLDP1=KOLD+1
TEMP1=XOUT-X
DO 10 I=1,NEQ
YOUT(I)=PHI(I,1)
10 YPOUT(I)=0.0D0
C=1.0D0
D=0.0D0
GAMMA=TEMP1/PSI(1)
DO 30 J=2,KOLDP1
D=D*GAMMA+C/PSI(J-1)
C=C*GAMMA
GAMMA=(TEMP1+PSI(J-1))/PSI(J)
DO 20 I=1,NEQ
YOUT(I)=YOUT(I)+C*PHI(I,J)
20 YPOUT(I)=YPOUT(I)+D*PHI(I,J)
30 CONTINUE
RETURN
C
C------END OF SUBROUTINE DDATRP------
END
SUBROUTINE DDAWTS (NEQ, IWT, RTOL, ATOL, Y, WT, RPAR, IPAR)
C***BEGIN PROLOGUE DDAWTS
C***SUBSIDIARY
C***PURPOSE Set error weight vector for DDASSL.
C***LIBRARY SLATEC (DASSL)
C***TYPE DOUBLE PRECISION (SDAWTS-S, DDAWTS-D)
C***AUTHOR PETZOLD, LINDA R., (LLNL)
C***DESCRIPTION
C-----------------------------------------------------------------------
C THIS SUBROUTINE SETS THE ERROR WEIGHT VECTOR
C WT ACCORDING TO WT(I)=RTOL(I)*ABS(Y(I))+ATOL(I),
C I=1,-,N.
C RTOL AND ATOL ARE SCALARS IF IWT = 0,
C AND VECTORS IF IWT = 1.
C-----------------------------------------------------------------------
C***ROUTINES CALLED (NONE)
C***REVISION HISTORY (YYMMDD)
C 830315 DATE WRITTEN
C 901009 Finished conversion to SLATEC 4.0 format (F.N.Fritsch)
C 901019 Merged changes made by C. Ulrich with SLATEC 4.0 format.
C 901026 Added explicit declarations for all variables and minor
C cosmetic changes to prologue. (FNF)
C***END PROLOGUE DDAWTS
C
INTEGER NEQ, IWT, IPAR(*)
DOUBLE PRECISION RTOL(*), ATOL(*), Y(*), WT(*), RPAR(*)
C
INTEGER I
DOUBLE PRECISION ATOLI, RTOLI
C
C***FIRST EXECUTABLE STATEMENT DDAWTS
RTOLI=RTOL(1)
ATOLI=ATOL(1)
DO 20 I=1,NEQ
IF (IWT .EQ.0) GO TO 10
RTOLI=RTOL(I)
ATOLI=ATOL(I)
10 WT(I)=RTOLI*ABS(Y(I))+ATOLI
20 CONTINUE
RETURN
C-----------END OF SUBROUTINE DDAWTS------------------------------------
END
|