DASPK.cc

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//
// Copyright (C) 1996-2023 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
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////////////////////////////////////////////////////////////////////////
 
#if defined (HAVE_CONFIG_H)
#  include "config.h"
#endif
 
#include <cinttypes>
#include <sstream>
 
#include "DASPK.h"
#include "dMatrix.h"
#include "f77-fcn.h"
#include "lo-error.h"
#include "quit.h"
 
typedef F77_INT (*daspk_fcn_ptr) (const double&, const double *, const double *,
                                  const double&, double *, F77_INT&, double *,
                                  F77_INT *);
 
typedef F77_INT (*daspk_jac_ptr) (const double&, const double *, const double *,
                                  double *, const double&, double *, F77_INT *);
 
typedef F77_INT (*daspk_psol_ptr) (const F77_INT&, const double&,
                                   const double *, const double *,
                                   const double *, const double&,
                                   const double *, double *, F77_INT *,
                                   double *, const double&, F77_INT&,
                                   double *, F77_INT *);
 
extern "C"
{
  F77_RET_T
  F77_FUNC (ddaspk, DDASPK) (daspk_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 *,
                             daspk_jac_ptr, daspk_psol_ptr);
}
 
static DAEFunc::DAERHSFunc user_fcn;
static DAEFunc::DAEJacFunc user_jac;
static F77_INT nn;
 
static F77_INT
ddaspk_f (const double& time, const double *state, const double *deriv,
          const double&, double *delta, F77_INT& ires, double *, F77_INT *)
{
  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_fcn (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;
}
 
//NEQ, T, Y, YPRIME, SAVR, WK, CJ, WGHT,
//C                          WP, IWP, B, EPLIN, IER, RPAR, IPAR)
 
static F77_INT
ddaspk_psol (const F77_INT&, const double&, const double *,
             const double *, const double *, const double&,
             const double *, double *, F77_INT *, double *,
             const double&, F77_INT&, double *, F77_INT *)
{
  (*current_liboctave_error_handler) ("daspk: PSOL is not implemented");
 
  return 0;
}
 
static F77_INT
ddaspk_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
DASPK::do_integrate (double tout)
{
  // FIXME: should handle all this option stuff just once for each new problem.
 
  ColumnVector retval;
 
  if (! m_initialized || m_restart || DAEFunc::m_reset
      || DASPK_options::m_reset)
    {
      m_integration_error = false;
 
      m_initialized = true;
 
      m_info.resize (dim_vector (20, 1));
 
      for (F77_INT i = 0; i < 20; i++)
        m_info(i) = 0;
 
      F77_INT n = octave::to_f77_int (size ());
 
      nn = n;
 
      m_info(0) = 0;
 
      if (m_stop_time_set)
        {
          m_rwork(0) = m_stop_time;
          m_info(3) = 1;
        }
      else
        m_info(3) = 0;
 
      // DAEFunc
 
      user_fcn = DAEFunc::function ();
      user_jac = DAEFunc::jacobian_function ();
 
      if (user_fcn)
        {
          octave_idx_type ires = 0;
 
          ColumnVector res = (*user_fcn) (m_x, m_xdot, m_t, ires);
 
          if (res.numel () != m_x.numel ())
            {
              // FIXME: Should this be a warning?
              (*current_liboctave_error_handler)
                ("daspk: inconsistent sizes for state and residual vectors");
 
              m_integration_error = true;
              return retval;
            }
        }
      else
        {
          // FIXME: Should this be a warning?
          (*current_liboctave_error_handler)
            ("daspk: no user supplied RHS subroutine!");
 
          m_integration_error = true;
          return retval;
        }
 
      m_info(4) = (user_jac ? 1 : 0);
 
      DAEFunc::m_reset = false;
 
      octave_idx_type eiq = enforce_inequality_constraints ();
      octave_idx_type ccic = compute_consistent_initial_condition ();
      octave_idx_type eavfet = exclude_algebraic_variables_from_error_test ();
 
      m_liw = 40 + n;
      if (eiq == 1 || eiq == 3)
        m_liw += n;
      if (ccic == 1 || eavfet == 1)
        m_liw += n;
 
      m_lrw = 50 + 9*n + n*n;
      if (eavfet == 1)
        m_lrw += n;
 
      m_iwork.resize (dim_vector (m_liw, 1));
      m_rwork.resize (dim_vector (m_lrw, 1));
 
      // DASPK_options
 
      m_abs_tol = absolute_tolerance ();
      m_rel_tol = relative_tolerance ();
 
      F77_INT abs_tol_len = octave::to_f77_int (m_abs_tol.numel ());
      F77_INT rel_tol_len = octave::to_f77_int (m_rel_tol.numel ());
 
      if (abs_tol_len == 1 && rel_tol_len == 1)
        {
          m_info(1) = 0;
        }
      else if (abs_tol_len == n && rel_tol_len == n)
        {
          m_info(1) = 1;
        }
      else
        {
          // FIXME: Should this be a warning?
          (*current_liboctave_error_handler)
            ("daspk: inconsistent sizes for tolerance arrays");
 
          m_integration_error = true;
          return retval;
        }
 
      double hmax = maximum_step_size ();
      if (hmax >= 0.0)
        {
          m_rwork(1) = hmax;
          m_info(6) = 1;
        }
      else
        m_info(6) = 0;
 
      double h0 = initial_step_size ();
      if (h0 >= 0.0)
        {
          m_rwork(2) = h0;
          m_info(7) = 1;
        }
      else
        m_info(7) = 0;
 
      octave_idx_type maxord = maximum_order ();
      if (maxord >= 0)
        {
          if (maxord > 0 && maxord < 6)
            {
              m_info(8) = 1;
              m_iwork(2) = octave::to_f77_int (maxord);
            }
          else
            {
              // FIXME: Should this be a warning?
              (*current_liboctave_error_handler)
                ("daspk: invalid value for maximum order");
              m_integration_error = true;
              return retval;
            }
        }
 
      switch (eiq)
        {
        case 1:
        case 3:
          {
            Array<octave_idx_type> ict = inequality_constraint_types ();
 
            F77_INT ict_nel = octave::to_f77_int (ict.numel ());
 
            if (ict_nel == n)
              {
                for (F77_INT i = 0; i < n; i++)
                  {
                    F77_INT val = octave::to_f77_int (ict(i));
                    if (val < -2 || val > 2)
                      {
                        // FIXME: Should this be a warning?
                        (*current_liboctave_error_handler)
                          ("daspk: invalid value for inequality constraint type");
                        m_integration_error = true;
                        return retval;
                      }
                    m_iwork(40+i) = val;
                  }
              }
            else
              {
                // FIXME: Should this be a warning?
                (*current_liboctave_error_handler)
                  ("daspk: inequality constraint types size mismatch");
                m_integration_error = true;
                return retval;
              }
          }
          OCTAVE_FALLTHROUGH;
 
        case 0:
        case 2:
          m_info(9) = octave::to_f77_int (eiq);
          break;
 
        default:
          // FIXME: Should this be a warning?
          (*current_liboctave_error_handler)
            ("daspk: invalid value for enforce inequality constraints option");
          m_integration_error = true;
          return retval;
        }
 
      if (ccic)
        {
          if (ccic == 1)
            {
              // FIXME: this code is duplicated below.
 
              Array<octave_idx_type> av = algebraic_variables ();
 
              F77_INT av_nel = octave::to_f77_int (av.numel ());
 
              if (av_nel == n)
                {
                  F77_INT lid;
                  if (eiq == 0 || eiq == 2)
                    lid = 40;
                  else if (eiq == 1 || eiq == 3)
                    lid = 40 + n;
                  else
                    (*current_liboctave_error_handler)
                      ("daspk: invalid value for eiq: "
                       "%" OCTAVE_IDX_TYPE_FORMAT, eiq);
 
                  for (F77_INT i = 0; i < n; i++)
                    m_iwork(lid+i) = (av(i) ? -1 : 1);
                }
              else
                {
                  // FIXME: Should this be a warning?
                  (*current_liboctave_error_handler)
                    ("daspk: algebraic variables size mismatch");
                  m_integration_error = true;
                  return retval;
                }
            }
          else if (ccic != 2)
            {
              // FIXME: Should this be a warning?
              (*current_liboctave_error_handler)
                ("daspk: invalid value for compute consistent initial condition option");
              m_integration_error = true;
              return retval;
            }
 
          m_info(10) = octave::to_f77_int (ccic);
        }
 
      if (eavfet)
        {
          m_info(15) = 1;
 
          // FIXME: this code is duplicated above.
 
          Array<octave_idx_type> av = algebraic_variables ();
 
          F77_INT av_nel = octave::to_f77_int (av.numel ());
 
          if (av_nel == n)
            {
              F77_INT lid;
              if (eiq == 0 || eiq == 2)
                lid = 40;
              else if (eiq == 1 || eiq == 3)
                lid = 40 + n;
              else
                (*current_liboctave_error_handler)
                  ("daspk: invalid value for eiq: %" OCTAVE_IDX_TYPE_FORMAT,
                   eiq);
 
              for (F77_INT i = 0; i < n; i++)
                m_iwork(lid+i) = (av(i) ? -1 : 1);
            }
        }
 
      if (use_initial_condition_heuristics ())
        {
          Array<double> ich = initial_condition_heuristics ();
 
          if (ich.numel () == 6)
            {
              m_iwork(31) = octave::to_f77_int (octave::math::nint_big (ich(0)));
              m_iwork(32) = octave::to_f77_int (octave::math::nint_big (ich(1)));
              m_iwork(33) = octave::to_f77_int (octave::math::nint_big (ich(2)));
              m_iwork(34) = octave::to_f77_int (octave::math::nint_big (ich(3)));
 
              m_rwork(13) = ich(4);
              m_rwork(14) = ich(5);
            }
          else
            {
              // FIXME: Should this be a warning?
              (*current_liboctave_error_handler)
                ("daspk: invalid initial condition heuristics option");
              m_integration_error = true;
              return retval;
            }
 
          m_info(16) = 1;
        }
 
      octave_idx_type pici = print_initial_condition_info ();
      switch (pici)
        {
        case 0:
        case 1:
        case 2:
          m_info(17) = octave::to_f77_int (pici);
          break;
 
        default:
          // FIXME: Should this be a warning?
          (*current_liboctave_error_handler)
            ("daspk: invalid value for print initial condition info option");
          m_integration_error = true;
          return retval;
          break;
        }
 
      DASPK_options::m_reset = false;
 
      m_restart = false;
    }
 
  double *px = m_x.fortran_vec ();
  double *pxdot = m_xdot.fortran_vec ();
 
  F77_INT *pinfo = m_info.fortran_vec ();
 
  double *prel_tol = m_rel_tol.fortran_vec ();
  double *pabs_tol = m_abs_tol.fortran_vec ();
 
  double *prwork = m_rwork.fortran_vec ();
  F77_INT *piwork = m_iwork.fortran_vec ();
 
  double *dummy = nullptr;
  F77_INT *idummy = nullptr;
 
  F77_INT tmp_istate = octave::to_f77_int (m_istate);
 
  F77_XFCN (ddaspk, DDASPK, (ddaspk_f, nn, m_t, px, pxdot, tout, pinfo,
                             prel_tol, pabs_tol, tmp_istate, prwork, m_lrw,
                             piwork, m_liw, dummy, idummy, ddaspk_j,
                             ddaspk_psol));
 
  m_istate = tmp_istate;
 
  switch (m_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.
    case 4: // The initial condition calculation, with
            // INFO(11) > 0, was successful, and INFO(14) = 1.
            // No integration steps were taken, and the solution
            // is not considered to have been started.
      retval = m_x;
      m_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: // DDASPK 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: // DDASPK failed to compute the initial YPRIME.
    case -13: // Unrecoverable error encountered inside user's
              // PSOL routine, and control is being returned to
              // the calling program.
    case -14: // The Krylov linear system solver could not
              // achieve convergence.
    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.
      m_integration_error = true;
      break;
 
    default:
      m_integration_error = true;
      (*current_liboctave_error_handler)
        ("unrecognized value of m_istate (= %" OCTAVE_IDX_TYPE_FORMAT ") "
         "returned from ddaspk", m_istate);
      break;
    }
 
  return retval;
}
 
Matrix
DASPK::do_integrate (const ColumnVector& tout)
{
  Matrix dummy;
  return integrate (tout, dummy);
}
 
Matrix
DASPK::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) = m_x.elem (i);
          xdot_out.elem (0, i) = m_xdot.elem (i);
        }
 
      for (octave_idx_type j = 1; j < n_out; j++)
        {
          ColumnVector x_next = do_integrate (tout.elem (j));
 
          if (m_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) = m_xdot.elem (i);
            }
        }
    }
 
  return retval;
}
 
Matrix
DASPK::do_integrate (const ColumnVector& tout, const ColumnVector& tcrit)
{
  Matrix dummy;
  return integrate (tout, dummy, tcrit);
}
 
Matrix
DASPK::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) = m_x.elem (i);
          xdot_out.elem (0, i) = m_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 (m_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) = m_xdot.elem (i);
                    }
                }
 
              if (do_restart)
                force_restart ();
            }
        }
      else
        {
          retval = integrate (tout, xdot_out);
 
          if (m_integration_error)
            return retval;
        }
    }
 
  return retval;
}
 
std::string
DASPK::error_message (void) const
{
  std::string retval;
 
  std::ostringstream buf;
  buf << m_t;
  std::string t_curr = buf.str ();
 
  switch (m_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 4:
      retval = "initial condition calculation completed successfully";
      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 -13:
      retval = "unrecoverable error encountered inside user's PSOL function (t = "
               + t_curr + ')';
      break;
 
    case -14:
      retval = "the Krylov linear system solver failed to converge (t = "
               + t_curr + ')';
      break;
 
    case -33:
      retval = "unrecoverable error (see printed message)";
      break;
 
    default:
      retval = "unknown error state";
      break;
    }
 
  return retval;
}