DASSL.cc

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/*

Copyright (C) 1993-2013 John W. Eaton

This file is part of Octave.

Octave is free software; you can redistribute it and/or modify it
under the terms of the GNU General Public License as published by the
Free Software Foundation; either version 3 of the License, or (at your
option) any later version.

Octave is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
for more details.

You should have received a copy of the GNU General Public License
along with Octave; see the file COPYING.  If not, see
<http://www.gnu.org/licenses/>.

*/

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include <cfloat>

#include <sstream>

#include "DASSL.h"
#include "f77-fcn.h"
#include "lo-error.h"
#include "lo-math.h"
#include "quit.h"

typedef octave_idx_type (*dassl_fcn_ptr) (const double&, const double*,
                                          const double*, double*,
                                          octave_idx_type&, double*,
                                          octave_idx_type*);

typedef octave_idx_type (*dassl_jac_ptr) (const double&, const double*,
                                          const double*, double*,
                                          const double&, double*,
                                          octave_idx_type*);

extern "C"
{
  F77_RET_T
  F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const octave_idx_type&,
                             double&, double*, double*, double&,
                             const octave_idx_type*, const double*,
                             const double*, octave_idx_type&,
                             double*, const octave_idx_type&,
                             octave_idx_type*, const octave_idx_type&,
                             const double*, const octave_idx_type*,
                             dassl_jac_ptr);
}

static DAEFunc::DAERHSFunc user_fun;
static DAEFunc::DAEJacFunc user_jac;

static octave_idx_type nn;

static octave_idx_type
ddassl_f (const double& time, const double *state, const double *deriv,
          double *delta, octave_idx_type& ires, double *, octave_idx_type *)
{
  BEGIN_INTERRUPT_WITH_EXCEPTIONS;

  // FIXME: would be nice to avoid copying the data.

  ColumnVector tmp_deriv (nn);
  ColumnVector tmp_state (nn);
  ColumnVector tmp_delta (nn);

  for (octave_idx_type i = 0; i < nn; i++)
    {
      tmp_deriv.elem (i) = deriv[i];
      tmp_state.elem (i) = state[i];
    }

  tmp_delta = user_fun (tmp_state, tmp_deriv, time, ires);

  if (ires >= 0)
    {
      if (tmp_delta.length () == 0)
        ires = -2;
      else
        {
          for (octave_idx_type i = 0; i < nn; i++)
            delta[i] = tmp_delta.elem (i);
        }
    }

  END_INTERRUPT_WITH_EXCEPTIONS;

  return 0;
}

static octave_idx_type
ddassl_j (const double& time, const double *state, const double *deriv,
          double *pd, const double& cj, double *, octave_idx_type *)
{
  BEGIN_INTERRUPT_WITH_EXCEPTIONS;

  // FIXME: would be nice to avoid copying the data.

  ColumnVector tmp_state (nn);
  ColumnVector tmp_deriv (nn);

  for (octave_idx_type i = 0; i < nn; i++)
    {
      tmp_deriv.elem (i) = deriv[i];
      tmp_state.elem (i) = state[i];
    }

  Matrix tmp_pd = user_jac (tmp_state, tmp_deriv, time, cj);

  for (octave_idx_type j = 0; j < nn; j++)
    for (octave_idx_type i = 0; i < nn; i++)
      pd[nn * j + i] = tmp_pd.elem (i, j);

  END_INTERRUPT_WITH_EXCEPTIONS;

  return 0;
}

ColumnVector
DASSL::do_integrate (double tout)
{
  ColumnVector retval;

  if (! initialized || restart || DAEFunc::reset|| DASSL_options::reset)
    {
      integration_error = false;

      initialized = true;

      info.resize (dim_vector (15, 1));

      for (octave_idx_type i = 0; i < 15; i++)
        info(i) = 0;

      octave_idx_type n = size ();

      liw = 21 + n;
      lrw = 40 + 9*n + n*n;

      nn = n;

      iwork.resize (dim_vector (liw, 1));
      rwork.resize (dim_vector (lrw, 1));

      info(0) = 0;

      if (stop_time_set)
        {
          rwork(0) = stop_time;
          info(3) = 1;
        }
      else
        info(3) = 0;

      restart = false;

      // DAEFunc

      user_fun = DAEFunc::function ();
      user_jac = DAEFunc::jacobian_function ();

      if (user_fun)
        {
          octave_idx_type ires = 0;

          ColumnVector res = (*user_fun) (x, xdot, t, ires);

          if (res.length () != x.length ())
            {
              (*current_liboctave_error_handler)
                ("dassl: inconsistent sizes for state and residual vectors");

              integration_error = true;
              return retval;
            }
        }
      else
        {
          (*current_liboctave_error_handler)
            ("dassl: no user supplied RHS subroutine!");

          integration_error = true;
          return retval;
        }

      info(4) = user_jac ? 1 : 0;

      DAEFunc::reset = false;

      // DASSL_options

      double hmax = maximum_step_size ();
      if (hmax >= 0.0)
        {
          rwork(1) = hmax;
          info(6) = 1;
        }
      else
        info(6) = 0;

      double h0 = initial_step_size ();
      if (h0 >= 0.0)
        {
          rwork(2) = h0;
          info(7) = 1;
        }
      else
        info(7) = 0;

      if (step_limit () >= 0)
        {
          info(11) = 1;
          iwork(20) = step_limit ();
        }
      else
        info(11) = 0;

      octave_idx_type maxord = maximum_order ();
      if (maxord >= 0)
        {
          if (maxord > 0 && maxord < 6)
            {
              info(8) = 1;
              iwork(2) = maxord;
            }
          else
            {
              (*current_liboctave_error_handler)
                ("dassl: invalid value for maximum order: %d", maxord);
              integration_error = true;
              return retval;
            }
        }

      octave_idx_type enc = enforce_nonnegativity_constraints ();
      info(9) = enc ? 1 : 0;

      octave_idx_type ccic = compute_consistent_initial_condition ();
      info(10) = ccic ? 1 : 0;

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

      octave_idx_type abs_tol_len = abs_tol.length ();
      octave_idx_type rel_tol_len = rel_tol.length ();

      if (abs_tol_len == 1 && rel_tol_len == 1)
        {
          info(1) = 0;
        }
      else if (abs_tol_len == n && rel_tol_len == n)
        {
          info(1) = 1;
        }
      else
        {
          (*current_liboctave_error_handler)
            ("dassl: inconsistent sizes for tolerance arrays");

          integration_error = true;
          return retval;
        }

      DASSL_options::reset = false;
    }

  double *px = x.fortran_vec ();
  double *pxdot = xdot.fortran_vec ();

  octave_idx_type *pinfo = info.fortran_vec ();

  double *prel_tol = rel_tol.fortran_vec ();
  double *pabs_tol = abs_tol.fortran_vec ();

  double *prwork = rwork.fortran_vec ();
  octave_idx_type *piwork = iwork.fortran_vec ();

  double *dummy = 0;
  octave_idx_type *idummy = 0;

  F77_XFCN (ddassl, DDASSL, (ddassl_f, nn, t, px, pxdot, tout, pinfo,
                             prel_tol, pabs_tol, istate, prwork, lrw,
                             piwork, liw, dummy, idummy, ddassl_j));

  switch (istate)
    {
    case 1: // A step was successfully taken in intermediate-output
            // mode. The code has not yet reached TOUT.
    case 2: // The integration to TSTOP was successfully completed
            // (T=TSTOP) by stepping exactly to TSTOP.
    case 3: // The integration to TOUT was successfully completed
            // (T=TOUT) by stepping past TOUT.  Y(*) is obtained by
            // interpolation.  YPRIME(*) is obtained by interpolation.
      retval = x;
      t = tout;
      break;

    case -1: // A large amount of work has been expended.  (~500 steps).
    case -2: // The error tolerances are too stringent.
    case -3: // The local error test cannot be satisfied because you
             // specified a zero component in ATOL and the
             // corresponding computed solution component is zero.
             // Thus, a pure relative error test is impossible for
             // this component.
    case -6: // DDASSL had repeated error test failures on the last
             // attempted step.
    case -7: // The corrector could not converge.
    case -8: // The matrix of partial derivatives is singular.
    case -9: // The corrector could not converge.  There were repeated
             // error test failures in this step.
    case -10: // The corrector could not converge because IRES was
              // equal to minus one.
    case -11: // IRES equal to -2 was encountered and control is being
              // returned to the calling program.
    case -12: // DDASSL failed to compute the initial YPRIME.
    case -33: // The code has encountered trouble from which it cannot
              // recover. A message is printed explaining the trouble
              // and control is returned to the calling program. For
              // example, this occurs when invalid input is detected.
      integration_error = true;
      break;

    default:
      integration_error = true;
      (*current_liboctave_error_handler)
        ("unrecognized value of istate (= %d) returned from ddassl",
         istate);
      break;
    }

  return retval;
}

Matrix
DASSL::do_integrate (const ColumnVector& tout)
{
  Matrix dummy;
  return integrate (tout, dummy);
}

Matrix
DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out)
{
  Matrix retval;

  octave_idx_type n_out = tout.capacity ();
  octave_idx_type n = size ();

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

      for (octave_idx_type i = 0; i < n; i++)
        {
          retval.elem (0, i) = x.elem (i);
          xdot_out.elem (0, i) = xdot.elem (i);
        }

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

          if (integration_error)
            return retval;

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

  return retval;
}

Matrix
DASSL::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit)
{
  Matrix dummy;
  return integrate (tout, dummy, tcrit);
}

Matrix
DASSL::integrate (const ColumnVector& tout, Matrix& xdot_out,
                  const ColumnVector& tcrit)
{
  Matrix retval;

  octave_idx_type n_out = tout.capacity ();
  octave_idx_type n = size ();

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

      for (octave_idx_type i = 0; i < n; i++)
        {
          retval.elem (0, i) = x.elem (i);
          xdot_out.elem (0, i) = xdot.elem (i);
        }

      octave_idx_type n_crit = tcrit.capacity ();

      if (n_crit > 0)
        {
          octave_idx_type i_crit = 0;
          octave_idx_type i_out = 1;
          double next_crit = tcrit.elem (0);
          double next_out;
          while (i_out < n_out)
            {
              bool do_restart = false;

              next_out = tout.elem (i_out);
              if (i_crit < n_crit)
                next_crit = tcrit.elem (i_crit);

              bool save_output;
              double t_out;

              if (next_crit == next_out)
                {
                  set_stop_time (next_crit);
                  t_out = next_out;
                  save_output = true;
                  i_out++;
                  i_crit++;
                  do_restart = true;
                }
              else if (next_crit < next_out)
                {
                  if (i_crit < n_crit)
                    {
                      set_stop_time (next_crit);
                      t_out = next_crit;
                      save_output = false;
                      i_crit++;
                      do_restart = true;
                    }
                  else
                    {
                      clear_stop_time ();
                      t_out = next_out;
                      save_output = true;
                      i_out++;
                    }
                }
              else
                {
                  set_stop_time (next_crit);
                  t_out = next_out;
                  save_output = true;
                  i_out++;
                }

              ColumnVector x_next = do_integrate (t_out);

              if (integration_error)
                return retval;

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

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

          if (integration_error)
            return retval;
        }
    }

  return retval;
}

std::string
DASSL::error_message (void) const
{
  std::string retval;

  std::ostringstream buf;
  buf << t;
  std::string t_curr = buf.str ();

  switch (istate)
    {
    case 1:
      retval = "a step was successfully taken in intermediate-output mode.";
      break;

    case 2:
      retval = "integration completed by stepping exactly to TOUT";
      break;

    case 3:
      retval = "integration to tout completed by stepping past TOUT";
      break;

    case -1:
      retval = std::string ("a large amount of work has been expended (t =")
               + t_curr + ")";
      break;

    case -2:
      retval = "the error tolerances are too stringent";
      break;

    case -3:
      retval = std::string ("error weight became zero during problem. (t = ")
               + t_curr
               + "; solution component i vanished, and atol or atol(i) == 0)";
      break;

    case -6:
      retval = std::string ("repeated error test failures on the last attempted step (t = ")
               + t_curr + ")";
      break;

    case -7:
      retval = std::string ("the corrector could not converge (t = ")
               + t_curr + ")";
      break;

    case -8:
      retval = std::string ("the matrix of partial derivatives is singular (t = ")
               + t_curr + ")";
      break;

    case -9:
      retval = std::string ("the corrector could not converge (t = ")
               + t_curr + "; repeated test failures)";
      break;

    case -10:
      retval = std::string ("corrector could not converge because IRES was -1 (t = ")
               + t_curr + ")";
      break;

    case -11:
      retval = std::string ("return requested in user-supplied function (t = ")
               + t_curr + ")";
      break;

    case -12:
      retval = "failed to compute consistent initial conditions";
      break;

    case -33:
      retval = "unrecoverable error (see printed message)";
      break;

    default:
      retval = "unknown error state";
      break;
    }

  return retval;
}