DASSL.cc

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//
// Copyright (C) 1993-2021 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// This file is part of Octave.
//
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// under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
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// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.
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// You should have received a copy of the GNU General Public License
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////////////////////////////////////////////////////////////////////////
 
#if defined (HAVE_CONFIG_H)
#  include "config.h"
#endif
 
#include <cinttypes>
#include <sstream>
 
#include "DASSL.h"
#include "dMatrix.h"
#include "f77-fcn.h"
#include "lo-error.h"
#include "quit.h"
 
typedef F77_INT (*dassl_fcn_ptr) (const double&, const double*,
                                  const double*, double*, F77_INT&,
                                  double*, F77_INT*);
 
typedef F77_INT (*dassl_jac_ptr) (const double&, const double*,
                                  const double*, double*, const double&,
                                  double*, F77_INT*);
 
extern "C"
{
  F77_RET_T
  F77_FUNC (ddassl, DDASSL) (dassl_fcn_ptr, const F77_INT&, F77_DBLE&,
                             F77_DBLE*, F77_DBLE*, F77_DBLE&, const F77_INT*,
                             const F77_DBLE*, const F77_DBLE*, F77_INT&,
                             F77_DBLE*, const F77_INT&, F77_INT*,
                             const F77_INT&, const F77_DBLE*, const F77_INT*,
                             dassl_jac_ptr);
}
 
static DAEFunc::DAERHSFunc user_fun;
static DAEFunc::DAEJacFunc user_jac;
 
static F77_INT nn;
 
static F77_INT
ddassl_f (const double& time, const double *state, const double *deriv,
          double *delta, F77_INT& ires, double *, F77_INT *)
{
  // FIXME: would be nice to avoid copying the data.
 
  ColumnVector tmp_deriv (nn);
  ColumnVector tmp_state (nn);
  ColumnVector tmp_delta (nn);
 
  for (F77_INT i = 0; i < nn; i++)
    {
      tmp_deriv.elem (i) = deriv[i];
      tmp_state.elem (i) = state[i];
    }
 
  octave_idx_type tmp_ires = ires;
 
  tmp_delta = user_fun (tmp_state, tmp_deriv, time, tmp_ires);
 
  ires = octave::to_f77_int (tmp_ires);
 
  if (ires >= 0)
    {
      if (tmp_delta.isempty ())
        ires = -2;
      else
        {
          for (F77_INT i = 0; i < nn; i++)
            delta[i] = tmp_delta.elem (i);
        }
    }
 
  return 0;
}
 
static F77_INT
ddassl_j (const double& time, const double *state, const double *deriv,
          double *pd, const double& cj, double *, F77_INT *)
{
  // FIXME: would be nice to avoid copying the data.
 
  ColumnVector tmp_state (nn);
  ColumnVector tmp_deriv (nn);
 
  for (F77_INT 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 (F77_INT j = 0; j < nn; j++)
    for (F77_INT i = 0; i < nn; i++)
      pd[nn * j + i] = tmp_pd.elem (i, j);
 
  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 (F77_INT i = 0; i < 15; i++)
        info(i) = 0;
 
      F77_INT n = octave::to_f77_int (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.numel () != x.numel ())
            {
              (*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;
 
      F77_INT sl = octave::to_f77_int (step_limit ());
 
      if (sl >= 0)
        {
          info(11) = 1;
          iwork(20) = sl;
        }
      else
        info(11) = 0;
 
      F77_INT maxord = octave::to_f77_int (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;
            }
        }
 
      F77_INT enc = octave::to_f77_int (enforce_nonnegativity_constraints ());
      info(9) = (enc ? 1 : 0);
 
      F77_INT ccic = octave::to_f77_int (compute_consistent_initial_condition ());
      info(10) = (ccic ? 1 : 0);
 
      abs_tol = absolute_tolerance ();
      rel_tol = relative_tolerance ();
 
      F77_INT abs_tol_len = octave::to_f77_int (abs_tol.numel ());
      F77_INT rel_tol_len = octave::to_f77_int (rel_tol.numel ());
 
      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 ();
 
  F77_INT *pinfo = info.fortran_vec ();
 
  double *prel_tol = rel_tol.fortran_vec ();
  double *pabs_tol = abs_tol.fortran_vec ();
 
  double *prwork = rwork.fortran_vec ();
  F77_INT *piwork = iwork.fortran_vec ();
 
  double *dummy = nullptr;
  F77_INT *idummy = nullptr;
 
  F77_INT tmp_istate = octave::to_f77_int (istate);
 
  F77_XFCN (ddassl, DDASSL, (ddassl_f, nn, t, px, pxdot, tout, pinfo,
                             prel_tol, pabs_tol, tmp_istate, prwork, lrw,
                             piwork, liw, dummy, idummy, ddassl_j));
 
  istate = tmp_istate;
 
  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 (= %" OCTAVE_IDX_TYPE_FORMAT ") "
         "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.numel ();
  F77_INT n = octave::to_f77_int (size ());
 
  if (n_out > 0 && n > 0)
    {
      retval.resize (n_out, n);
      xdot_out.resize (n_out, n);
 
      for (F77_INT 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 (F77_INT i = 0; i < n; i++)
            {
              retval.elem (j, i) = x_next.elem (i);
              xdot_out.elem (j, i) = xdot.elem (i);
            }
        }
    }
 
  return retval;
}
 
Matrix
DASSL::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.numel ();
  F77_INT n = octave::to_f77_int (size ());
 
  if (n_out > 0 && n > 0)
    {
      retval.resize (n_out, n);
      xdot_out.resize (n_out, n);
 
      for (F77_INT 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.numel ();
 
      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 (F77_INT i = 0; i < n; i++)
                    {
                      retval.elem (i_out-1, i) = x_next.elem (i);
                      xdot_out.elem (i_out-1, i) = xdot.elem (i);
                    }
                }
 
              if (do_restart)
                force_restart ();
            }
        }
      else
        {
          retval = integrate (tout, xdot_out);
 
          if (integration_error)
            return retval;
        }
    }
 
  return retval;
}
 
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 = "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 = "error weight became zero during problem. (t = " + t_curr +
               "; solution component i vanished, and atol or atol(i) == 0)";
      break;
 
    case -6:
      retval = "repeated error test failures on the last attempted step (t = "
               + t_curr + ')';
      break;
 
    case -7:
      retval = "the corrector could not converge (t = " + t_curr + ')';
      break;
 
    case -8:
      retval = "the matrix of partial derivatives is singular (t = " + t_curr +
               ')';
      break;
 
    case -9:
      retval = "the corrector could not converge (t = " + t_curr +
               "; repeated test failures)";
      break;
 
    case -10:
      retval = "corrector could not converge because IRES was -1 (t = "
               + t_curr + ')';
      break;
 
    case -11:
      retval = "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;
}