/* ode-initval/evolve.c * * Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman * * This program 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. * * This program 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 this program; if not, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ /* Author: G. Jungman */ #include #include #include #include #include #include #include "odeiv_util.h" gsl_odeiv2_evolve * gsl_odeiv2_evolve_alloc (size_t dim) { gsl_odeiv2_evolve *e = (gsl_odeiv2_evolve *) malloc (sizeof (gsl_odeiv2_evolve)); if (e == 0) { GSL_ERROR_NULL ("failed to allocate space for evolve struct", GSL_ENOMEM); } e->y0 = (double *) malloc (dim * sizeof (double)); if (e->y0 == 0) { free (e); GSL_ERROR_NULL ("failed to allocate space for y0", GSL_ENOMEM); } e->yerr = (double *) malloc (dim * sizeof (double)); if (e->yerr == 0) { free (e->y0); free (e); GSL_ERROR_NULL ("failed to allocate space for yerr", GSL_ENOMEM); } e->dydt_in = (double *) malloc (dim * sizeof (double)); if (e->dydt_in == 0) { free (e->yerr); free (e->y0); free (e); GSL_ERROR_NULL ("failed to allocate space for dydt_in", GSL_ENOMEM); } e->dydt_out = (double *) malloc (dim * sizeof (double)); if (e->dydt_out == 0) { free (e->dydt_in); free (e->yerr); free (e->y0); free (e); GSL_ERROR_NULL ("failed to allocate space for dydt_out", GSL_ENOMEM); } e->dimension = dim; e->count = 0; e->failed_steps = 0; e->last_step = 0.0; e->driver = NULL; return e; } int gsl_odeiv2_evolve_reset (gsl_odeiv2_evolve * e) { e->count = 0; e->failed_steps = 0; e->last_step = 0.0; return GSL_SUCCESS; } void gsl_odeiv2_evolve_free (gsl_odeiv2_evolve * e) { RETURN_IF_NULL (e); free (e->dydt_out); free (e->dydt_in); free (e->yerr); free (e->y0); free (e); } /* Evolution framework method. * * Uses an adaptive step control object */ int gsl_odeiv2_evolve_apply (gsl_odeiv2_evolve * e, gsl_odeiv2_control * con, gsl_odeiv2_step * step, const gsl_odeiv2_system * dydt, double *t, double t1, double *h, double y[]) { const double t0 = *t; double h0 = *h; int step_status; int final_step = 0; double dt = t1 - t0; /* remaining time, possibly less than h */ if (e->dimension != step->dimension) { GSL_ERROR ("step dimension must match evolution size", GSL_EINVAL); } if ((dt < 0.0 && h0 > 0.0) || (dt > 0.0 && h0 < 0.0)) { GSL_ERROR ("step direction must match interval direction", GSL_EINVAL); } /* Save y in case of failure in a step */ DBL_MEMCPY (e->y0, y, e->dimension); /* Calculate initial dydt once or reuse previous value if the method can benefit. */ if (step->type->can_use_dydt_in) { if (e->count == 0) { int status = GSL_ODEIV_FN_EVAL (dydt, t0, y, e->dydt_in); if (status) { return status; } } else { DBL_MEMCPY (e->dydt_in, e->dydt_out, e->dimension); } } try_step: if ((dt >= 0.0 && h0 > dt) || (dt < 0.0 && h0 < dt)) { h0 = dt; final_step = 1; } else { final_step = 0; } if (step->type->can_use_dydt_in) { step_status = gsl_odeiv2_step_apply (step, t0, h0, y, e->yerr, e->dydt_in, e->dydt_out, dydt); } else { step_status = gsl_odeiv2_step_apply (step, t0, h0, y, e->yerr, NULL, e->dydt_out, dydt); } /* Return if stepper indicates a pointer or user function failure */ if (step_status == GSL_EFAULT || step_status == GSL_EBADFUNC) { return step_status; } /* Check for stepper internal failure */ if (step_status != GSL_SUCCESS) { /* Stepper was unable to calculate step. Try decreasing step size. */ double h_old = h0; h0 *= 0.5; #ifdef DEBUG printf ("-- gsl_odeiv2_evolve_apply h0=%.5e\n", h0); #endif /* Check that an actual decrease in h0 occured and the suggested h0 will change the time by at least 1 ulp */ { double t_curr = GSL_COERCE_DBL (*t); double t_next = GSL_COERCE_DBL ((*t) + h0); if (fabs (h0) < fabs (h_old) && t_next != t_curr) { /* Step was decreased. Undo step, and try again with new h0. */ DBL_MEMCPY (y, e->y0, dydt->dimension); e->failed_steps++; goto try_step; } else { #ifdef DEBUG printf ("-- gsl_odeiv2_evolve_apply h0=%.5e, t0=%.5e, step_status=%d\n", h0, t0, step_status); #endif *h = h0; /* notify user of step-size which caused the failure */ *t = t0; /* restore original t value */ return step_status; } } } e->count++; e->last_step = h0; if (final_step) { *t = t1; } else { *t = t0 + h0; } if (con != NULL) { /* Check error and attempt to adjust the step. */ double h_old = h0; const int hadjust_status = gsl_odeiv2_control_hadjust (con, step, y, e->yerr, e->dydt_out, &h0); if (hadjust_status == GSL_ODEIV_HADJ_DEC) { /* Check that the reported status is correct (i.e. an actual decrease in h0 occured) and the suggested h0 will change the time by at least 1 ulp */ double t_curr = GSL_COERCE_DBL (*t); double t_next = GSL_COERCE_DBL ((*t) + h0); if (fabs (h0) < fabs (h_old) && t_next != t_curr) { /* Step was decreased. Undo step, and try again with new h0. */ DBL_MEMCPY (y, e->y0, dydt->dimension); e->failed_steps++; goto try_step; } else { /* Can not obtain required error tolerance, and can not decrease step-size any further, so give up and return GSL_FAILURE. */ *h = h0; /* notify user of step-size which caused the failure */ return GSL_FAILURE; } } } /* Suggest step size for next time-step. Change of step size is not suggested in the final step, because that step can be very small compared to previous step, to reach t1. */ if (final_step == 0) { *h = h0; } return step_status; } /* Evolves the system using the user specified constant step size h. */ int gsl_odeiv2_evolve_apply_fixed_step (gsl_odeiv2_evolve * e, gsl_odeiv2_control * con, gsl_odeiv2_step * step, const gsl_odeiv2_system * dydt, double *t, const double h, double y[]) { const double t0 = *t; int step_status; if (e->dimension != step->dimension) { GSL_ERROR ("step dimension must match evolution size", GSL_EINVAL); } /* Save y in case of failure in a step */ DBL_MEMCPY (e->y0, y, e->dimension); /* Calculate initial dydt once if the method can benefit. */ if (step->type->can_use_dydt_in) { int status = GSL_ODEIV_FN_EVAL (dydt, t0, y, e->dydt_in); if (status) { return status; } } if (step->type->can_use_dydt_in) { step_status = gsl_odeiv2_step_apply (step, t0, h, y, e->yerr, e->dydt_in, e->dydt_out, dydt); } else { step_status = gsl_odeiv2_step_apply (step, t0, h, y, e->yerr, NULL, e->dydt_out, dydt); } /* Return the stepper return value in case of an error */ if (step_status != GSL_SUCCESS) { return step_status; } if (con != NULL) { /* Calculate error level. Fail if error level exceeds desired error level. */ double htemp = h; const int hadjust_status = gsl_odeiv2_control_hadjust (con, step, y, e->yerr, e->dydt_out, &htemp); if (hadjust_status == GSL_ODEIV_HADJ_DEC) { DBL_MEMCPY (y, e->y0, dydt->dimension); e->failed_steps++; return GSL_FAILURE; } } /* Step is accepted, update status */ e->count++; e->last_step = h; *t = t0 + h; return GSL_SUCCESS; } int gsl_odeiv2_evolve_set_driver (gsl_odeiv2_evolve * e, const gsl_odeiv2_driver * d) { if (d != NULL) { e->driver = d; } else { GSL_ERROR ("driver pointer is null", GSL_EFAULT); } return GSL_SUCCESS; }