alglib4 0.0.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +7 -0
- data/README.md +47 -0
- data/ext/alglib/alglib.cpp +537 -0
- data/ext/alglib/alglib_array_converters.cpp +86 -0
- data/ext/alglib/alglib_array_converters.h +15 -0
- data/ext/alglib/alglib_utils.cpp +10 -0
- data/ext/alglib/alglib_utils.h +6 -0
- data/ext/alglib/alglibinternal.cpp +21749 -0
- data/ext/alglib/alglibinternal.h +2168 -0
- data/ext/alglib/alglibmisc.cpp +9106 -0
- data/ext/alglib/alglibmisc.h +2114 -0
- data/ext/alglib/ap.cpp +20094 -0
- data/ext/alglib/ap.h +7244 -0
- data/ext/alglib/dataanalysis.cpp +52588 -0
- data/ext/alglib/dataanalysis.h +10601 -0
- data/ext/alglib/diffequations.cpp +1342 -0
- data/ext/alglib/diffequations.h +282 -0
- data/ext/alglib/extconf.rb +5 -0
- data/ext/alglib/fasttransforms.cpp +4696 -0
- data/ext/alglib/fasttransforms.h +1018 -0
- data/ext/alglib/integration.cpp +4249 -0
- data/ext/alglib/integration.h +869 -0
- data/ext/alglib/interpolation.cpp +74502 -0
- data/ext/alglib/interpolation.h +12264 -0
- data/ext/alglib/kernels_avx2.cpp +2171 -0
- data/ext/alglib/kernels_avx2.h +201 -0
- data/ext/alglib/kernels_fma.cpp +1065 -0
- data/ext/alglib/kernels_fma.h +137 -0
- data/ext/alglib/kernels_sse2.cpp +735 -0
- data/ext/alglib/kernels_sse2.h +100 -0
- data/ext/alglib/linalg.cpp +65182 -0
- data/ext/alglib/linalg.h +9927 -0
- data/ext/alglib/optimization.cpp +135331 -0
- data/ext/alglib/optimization.h +19235 -0
- data/ext/alglib/solvers.cpp +20488 -0
- data/ext/alglib/solvers.h +4781 -0
- data/ext/alglib/specialfunctions.cpp +10672 -0
- data/ext/alglib/specialfunctions.h +2305 -0
- data/ext/alglib/statistics.cpp +19791 -0
- data/ext/alglib/statistics.h +1359 -0
- data/ext/alglib/stdafx.h +2 -0
- data/gpl2.txt +339 -0
- data/gpl3.txt +674 -0
- data/lib/alglib/version.rb +3 -0
- data/lib/alglib.rb +4 -0
- metadata +101 -0
@@ -0,0 +1,1342 @@
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/*************************************************************************
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ALGLIB 4.04.0 (source code generated 2024-12-21)
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Copyright (c) Sergey Bochkanov (ALGLIB project).
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>>> SOURCE LICENSE >>>
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This program is free software; you can redistribute it and/or modify
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it under the terms of the GNU General Public License as published by
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the Free Software Foundation (www.fsf.org); either version 2 of the
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License, or (at your option) any later version.
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This program is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU General Public License for more details.
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A copy of the GNU General Public License is available at
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http://www.fsf.org/licensing/licenses
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>>> END OF LICENSE >>>
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*************************************************************************/
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#ifdef _MSC_VER
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#define _CRT_SECURE_NO_WARNINGS
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#endif
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#include "stdafx.h"
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#include "diffequations.h"
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// disable some irrelevant warnings
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#if (AE_COMPILER==AE_MSVC) && !defined(AE_ALL_WARNINGS)
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#pragma warning(disable:4100)
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#pragma warning(disable:4127)
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#pragma warning(disable:4611)
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#pragma warning(disable:4702)
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#pragma warning(disable:4996)
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#endif
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/////////////////////////////////////////////////////////////////////////
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//
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// THIS SECTION CONTAINS IMPLEMENTATION OF C++ INTERFACE
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//
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/////////////////////////////////////////////////////////////////////////
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namespace alglib
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{
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#if defined(AE_COMPILE_ODESOLVER) || !defined(AE_PARTIAL_BUILD)
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/*************************************************************************
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*************************************************************************/
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_odesolverstate_owner::_odesolverstate_owner()
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{
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jmp_buf _break_jump;
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alglib_impl::ae_state _state;
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alglib_impl::ae_state_init(&_state);
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if( setjmp(_break_jump) )
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{
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if( p_struct!=NULL )
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{
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alglib_impl::_odesolverstate_destroy(p_struct);
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alglib_impl::ae_free(p_struct);
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}
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p_struct = NULL;
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#if !defined(AE_NO_EXCEPTIONS)
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_ALGLIB_CPP_EXCEPTION(_state.error_msg);
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#else
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_ALGLIB_SET_ERROR_FLAG(_state.error_msg);
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return;
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#endif
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}
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alglib_impl::ae_state_set_break_jump(&_state, &_break_jump);
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p_struct = NULL;
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p_struct = (alglib_impl::odesolverstate*)alglib_impl::ae_malloc(sizeof(alglib_impl::odesolverstate), &_state);
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memset(p_struct, 0, sizeof(alglib_impl::odesolverstate));
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alglib_impl::_odesolverstate_init(p_struct, &_state, ae_false);
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ae_state_clear(&_state);
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is_attached = false;
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}
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_odesolverstate_owner::_odesolverstate_owner(alglib_impl::odesolverstate *attach_to)
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{
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p_struct = attach_to;
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is_attached = true;
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}
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_odesolverstate_owner::_odesolverstate_owner(const _odesolverstate_owner &rhs)
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{
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jmp_buf _break_jump;
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alglib_impl::ae_state _state;
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alglib_impl::ae_state_init(&_state);
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if( setjmp(_break_jump) )
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{
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if( p_struct!=NULL )
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{
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alglib_impl::_odesolverstate_destroy(p_struct);
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alglib_impl::ae_free(p_struct);
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}
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p_struct = NULL;
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#if !defined(AE_NO_EXCEPTIONS)
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_ALGLIB_CPP_EXCEPTION(_state.error_msg);
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#else
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_ALGLIB_SET_ERROR_FLAG(_state.error_msg);
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return;
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#endif
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}
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alglib_impl::ae_state_set_break_jump(&_state, &_break_jump);
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p_struct = NULL;
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alglib_impl::ae_assert(rhs.p_struct!=NULL, "ALGLIB: odesolverstate copy constructor failure (source is not initialized)", &_state);
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p_struct = (alglib_impl::odesolverstate*)alglib_impl::ae_malloc(sizeof(alglib_impl::odesolverstate), &_state);
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memset(p_struct, 0, sizeof(alglib_impl::odesolverstate));
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alglib_impl::_odesolverstate_init_copy(p_struct, const_cast<alglib_impl::odesolverstate*>(rhs.p_struct), &_state, ae_false);
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ae_state_clear(&_state);
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is_attached = false;
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}
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_odesolverstate_owner& _odesolverstate_owner::operator=(const _odesolverstate_owner &rhs)
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{
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if( this==&rhs )
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return *this;
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jmp_buf _break_jump;
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alglib_impl::ae_state _state;
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alglib_impl::ae_state_init(&_state);
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if( setjmp(_break_jump) )
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{
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#if !defined(AE_NO_EXCEPTIONS)
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_ALGLIB_CPP_EXCEPTION(_state.error_msg);
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#else
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_ALGLIB_SET_ERROR_FLAG(_state.error_msg);
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return *this;
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#endif
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}
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alglib_impl::ae_state_set_break_jump(&_state, &_break_jump);
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alglib_impl::ae_assert(p_struct!=NULL, "ALGLIB: odesolverstate assignment constructor failure (destination is not initialized)", &_state);
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alglib_impl::ae_assert(rhs.p_struct!=NULL, "ALGLIB: odesolverstate assignment constructor failure (source is not initialized)", &_state);
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alglib_impl::ae_assert(!is_attached, "ALGLIB: odesolverstate assignment constructor failure (can not assign to the structure which is attached to something else)", &_state);
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alglib_impl::_odesolverstate_destroy(p_struct);
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memset(p_struct, 0, sizeof(alglib_impl::odesolverstate));
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alglib_impl::_odesolverstate_init_copy(p_struct, const_cast<alglib_impl::odesolverstate*>(rhs.p_struct), &_state, ae_false);
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ae_state_clear(&_state);
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return *this;
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}
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_odesolverstate_owner::~_odesolverstate_owner()
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{
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if( p_struct!=NULL && !is_attached )
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{
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alglib_impl::_odesolverstate_destroy(p_struct);
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ae_free(p_struct);
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}
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}
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alglib_impl::odesolverstate* _odesolverstate_owner::c_ptr()
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{
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return p_struct;
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}
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const alglib_impl::odesolverstate* _odesolverstate_owner::c_ptr() const
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{
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return p_struct;
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}
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odesolverstate::odesolverstate() : _odesolverstate_owner() ,needdy(p_struct->needdy),y(&p_struct->y),dy(&p_struct->dy),x(p_struct->x)
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{
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}
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odesolverstate::odesolverstate(alglib_impl::odesolverstate *attach_to):_odesolverstate_owner(attach_to) ,needdy(p_struct->needdy),y(&p_struct->y),dy(&p_struct->dy),x(p_struct->x)
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{
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}
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odesolverstate::odesolverstate(const odesolverstate &rhs):_odesolverstate_owner(rhs) ,needdy(p_struct->needdy),y(&p_struct->y),dy(&p_struct->dy),x(p_struct->x)
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{
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}
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odesolverstate& odesolverstate::operator=(const odesolverstate &rhs)
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{
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if( this==&rhs )
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return *this;
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_odesolverstate_owner::operator=(rhs);
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return *this;
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}
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odesolverstate::~odesolverstate()
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{
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}
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/*************************************************************************
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*************************************************************************/
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_odesolverreport_owner::_odesolverreport_owner()
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{
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jmp_buf _break_jump;
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alglib_impl::ae_state _state;
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alglib_impl::ae_state_init(&_state);
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if( setjmp(_break_jump) )
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{
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if( p_struct!=NULL )
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{
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alglib_impl::_odesolverreport_destroy(p_struct);
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alglib_impl::ae_free(p_struct);
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}
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p_struct = NULL;
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#if !defined(AE_NO_EXCEPTIONS)
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_ALGLIB_CPP_EXCEPTION(_state.error_msg);
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#else
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_ALGLIB_SET_ERROR_FLAG(_state.error_msg);
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return;
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#endif
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}
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alglib_impl::ae_state_set_break_jump(&_state, &_break_jump);
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p_struct = NULL;
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p_struct = (alglib_impl::odesolverreport*)alglib_impl::ae_malloc(sizeof(alglib_impl::odesolverreport), &_state);
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memset(p_struct, 0, sizeof(alglib_impl::odesolverreport));
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alglib_impl::_odesolverreport_init(p_struct, &_state, ae_false);
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ae_state_clear(&_state);
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is_attached = false;
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}
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_odesolverreport_owner::_odesolverreport_owner(alglib_impl::odesolverreport *attach_to)
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{
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p_struct = attach_to;
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is_attached = true;
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}
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_odesolverreport_owner::_odesolverreport_owner(const _odesolverreport_owner &rhs)
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{
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jmp_buf _break_jump;
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alglib_impl::ae_state _state;
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alglib_impl::ae_state_init(&_state);
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if( setjmp(_break_jump) )
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{
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if( p_struct!=NULL )
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{
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alglib_impl::_odesolverreport_destroy(p_struct);
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alglib_impl::ae_free(p_struct);
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}
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p_struct = NULL;
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#if !defined(AE_NO_EXCEPTIONS)
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_ALGLIB_CPP_EXCEPTION(_state.error_msg);
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#else
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_ALGLIB_SET_ERROR_FLAG(_state.error_msg);
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return;
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#endif
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}
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alglib_impl::ae_state_set_break_jump(&_state, &_break_jump);
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p_struct = NULL;
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alglib_impl::ae_assert(rhs.p_struct!=NULL, "ALGLIB: odesolverreport copy constructor failure (source is not initialized)", &_state);
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p_struct = (alglib_impl::odesolverreport*)alglib_impl::ae_malloc(sizeof(alglib_impl::odesolverreport), &_state);
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memset(p_struct, 0, sizeof(alglib_impl::odesolverreport));
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alglib_impl::_odesolverreport_init_copy(p_struct, const_cast<alglib_impl::odesolverreport*>(rhs.p_struct), &_state, ae_false);
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ae_state_clear(&_state);
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is_attached = false;
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}
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_odesolverreport_owner& _odesolverreport_owner::operator=(const _odesolverreport_owner &rhs)
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{
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if( this==&rhs )
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return *this;
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jmp_buf _break_jump;
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alglib_impl::ae_state _state;
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alglib_impl::ae_state_init(&_state);
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if( setjmp(_break_jump) )
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{
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#if !defined(AE_NO_EXCEPTIONS)
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_ALGLIB_CPP_EXCEPTION(_state.error_msg);
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#else
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_ALGLIB_SET_ERROR_FLAG(_state.error_msg);
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return *this;
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#endif
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}
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alglib_impl::ae_state_set_break_jump(&_state, &_break_jump);
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alglib_impl::ae_assert(p_struct!=NULL, "ALGLIB: odesolverreport assignment constructor failure (destination is not initialized)", &_state);
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alglib_impl::ae_assert(rhs.p_struct!=NULL, "ALGLIB: odesolverreport assignment constructor failure (source is not initialized)", &_state);
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alglib_impl::ae_assert(!is_attached, "ALGLIB: odesolverreport assignment constructor failure (can not assign to the structure which is attached to something else)", &_state);
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alglib_impl::_odesolverreport_destroy(p_struct);
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memset(p_struct, 0, sizeof(alglib_impl::odesolverreport));
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alglib_impl::_odesolverreport_init_copy(p_struct, const_cast<alglib_impl::odesolverreport*>(rhs.p_struct), &_state, ae_false);
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ae_state_clear(&_state);
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return *this;
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}
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_odesolverreport_owner::~_odesolverreport_owner()
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{
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if( p_struct!=NULL && !is_attached )
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{
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alglib_impl::_odesolverreport_destroy(p_struct);
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ae_free(p_struct);
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}
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}
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alglib_impl::odesolverreport* _odesolverreport_owner::c_ptr()
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{
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return p_struct;
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}
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const alglib_impl::odesolverreport* _odesolverreport_owner::c_ptr() const
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{
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return p_struct;
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|
+
}
|
302
|
+
odesolverreport::odesolverreport() : _odesolverreport_owner() ,nfev(p_struct->nfev),terminationtype(p_struct->terminationtype)
|
303
|
+
{
|
304
|
+
}
|
305
|
+
|
306
|
+
odesolverreport::odesolverreport(alglib_impl::odesolverreport *attach_to):_odesolverreport_owner(attach_to) ,nfev(p_struct->nfev),terminationtype(p_struct->terminationtype)
|
307
|
+
{
|
308
|
+
}
|
309
|
+
|
310
|
+
odesolverreport::odesolverreport(const odesolverreport &rhs):_odesolverreport_owner(rhs) ,nfev(p_struct->nfev),terminationtype(p_struct->terminationtype)
|
311
|
+
{
|
312
|
+
}
|
313
|
+
|
314
|
+
odesolverreport& odesolverreport::operator=(const odesolverreport &rhs)
|
315
|
+
{
|
316
|
+
if( this==&rhs )
|
317
|
+
return *this;
|
318
|
+
_odesolverreport_owner::operator=(rhs);
|
319
|
+
return *this;
|
320
|
+
}
|
321
|
+
|
322
|
+
odesolverreport::~odesolverreport()
|
323
|
+
{
|
324
|
+
}
|
325
|
+
|
326
|
+
/*************************************************************************
|
327
|
+
Cash-Karp adaptive ODE solver.
|
328
|
+
|
329
|
+
This subroutine solves ODE Y'=f(Y,x) with initial conditions Y(xs)=Ys
|
330
|
+
(here Y may be single variable or vector of N variables).
|
331
|
+
|
332
|
+
INPUT PARAMETERS:
|
333
|
+
Y - initial conditions, array[0..N-1].
|
334
|
+
contains values of Y[] at X[0]
|
335
|
+
N - system size
|
336
|
+
X - points at which Y should be tabulated, array[0..M-1]
|
337
|
+
integrations starts at X[0], ends at X[M-1], intermediate
|
338
|
+
values at X[i] are returned too.
|
339
|
+
SHOULD BE ORDERED BY ASCENDING OR BY DESCENDING!
|
340
|
+
M - number of intermediate points + first point + last point:
|
341
|
+
* M>2 means that you need both Y(X[M-1]) and M-2 values at
|
342
|
+
intermediate points
|
343
|
+
* M=2 means that you want just to integrate from X[0] to
|
344
|
+
X[1] and don't interested in intermediate values.
|
345
|
+
* M=1 means that you don't want to integrate :)
|
346
|
+
it is degenerate case, but it will be handled correctly.
|
347
|
+
* M<1 means error
|
348
|
+
Eps - tolerance (absolute/relative error on each step will be
|
349
|
+
less than Eps). When passing:
|
350
|
+
* Eps>0, it means desired ABSOLUTE error
|
351
|
+
* Eps<0, it means desired RELATIVE error. Relative errors
|
352
|
+
are calculated with respect to maximum values of Y seen
|
353
|
+
so far. Be careful to use this criterion when starting
|
354
|
+
from Y[] that are close to zero.
|
355
|
+
H - initial step lenth, it will be adjusted automatically
|
356
|
+
after the first step. If H=0, step will be selected
|
357
|
+
automatically (usualy it will be equal to 0.001 of
|
358
|
+
min(x[i]-x[j])).
|
359
|
+
|
360
|
+
OUTPUT PARAMETERS
|
361
|
+
State - structure which stores algorithm state between subsequent
|
362
|
+
calls of OdeSolverIteration. Used for reverse communication.
|
363
|
+
This structure should be passed to the OdeSolverIteration
|
364
|
+
subroutine.
|
365
|
+
|
366
|
+
SEE ALSO
|
367
|
+
AutoGKSmoothW, AutoGKSingular, AutoGKIteration, AutoGKResults.
|
368
|
+
|
369
|
+
|
370
|
+
-- ALGLIB --
|
371
|
+
Copyright 01.09.2009 by Bochkanov Sergey
|
372
|
+
*************************************************************************/
|
373
|
+
void odesolverrkck(const real_1d_array &y, const ae_int_t n, const real_1d_array &x, const ae_int_t m, const double eps, const double h, odesolverstate &state, const xparams _xparams)
|
374
|
+
{
|
375
|
+
jmp_buf _break_jump;
|
376
|
+
alglib_impl::ae_state _alglib_env_state;
|
377
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
378
|
+
if( setjmp(_break_jump) )
|
379
|
+
{
|
380
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
381
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
382
|
+
#else
|
383
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
384
|
+
return;
|
385
|
+
#endif
|
386
|
+
}
|
387
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
388
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
389
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
390
|
+
alglib_impl::odesolverrkck(y.c_ptr(), n, x.c_ptr(), m, eps, h, state.c_ptr(), &_alglib_env_state);
|
391
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
392
|
+
return;
|
393
|
+
}
|
394
|
+
|
395
|
+
/*************************************************************************
|
396
|
+
Cash-Karp adaptive ODE solver.
|
397
|
+
|
398
|
+
This subroutine solves ODE Y'=f(Y,x) with initial conditions Y(xs)=Ys
|
399
|
+
(here Y may be single variable or vector of N variables).
|
400
|
+
|
401
|
+
INPUT PARAMETERS:
|
402
|
+
Y - initial conditions, array[0..N-1].
|
403
|
+
contains values of Y[] at X[0]
|
404
|
+
N - system size
|
405
|
+
X - points at which Y should be tabulated, array[0..M-1]
|
406
|
+
integrations starts at X[0], ends at X[M-1], intermediate
|
407
|
+
values at X[i] are returned too.
|
408
|
+
SHOULD BE ORDERED BY ASCENDING OR BY DESCENDING!
|
409
|
+
M - number of intermediate points + first point + last point:
|
410
|
+
* M>2 means that you need both Y(X[M-1]) and M-2 values at
|
411
|
+
intermediate points
|
412
|
+
* M=2 means that you want just to integrate from X[0] to
|
413
|
+
X[1] and don't interested in intermediate values.
|
414
|
+
* M=1 means that you don't want to integrate :)
|
415
|
+
it is degenerate case, but it will be handled correctly.
|
416
|
+
* M<1 means error
|
417
|
+
Eps - tolerance (absolute/relative error on each step will be
|
418
|
+
less than Eps). When passing:
|
419
|
+
* Eps>0, it means desired ABSOLUTE error
|
420
|
+
* Eps<0, it means desired RELATIVE error. Relative errors
|
421
|
+
are calculated with respect to maximum values of Y seen
|
422
|
+
so far. Be careful to use this criterion when starting
|
423
|
+
from Y[] that are close to zero.
|
424
|
+
H - initial step lenth, it will be adjusted automatically
|
425
|
+
after the first step. If H=0, step will be selected
|
426
|
+
automatically (usualy it will be equal to 0.001 of
|
427
|
+
min(x[i]-x[j])).
|
428
|
+
|
429
|
+
OUTPUT PARAMETERS
|
430
|
+
State - structure which stores algorithm state between subsequent
|
431
|
+
calls of OdeSolverIteration. Used for reverse communication.
|
432
|
+
This structure should be passed to the OdeSolverIteration
|
433
|
+
subroutine.
|
434
|
+
|
435
|
+
SEE ALSO
|
436
|
+
AutoGKSmoothW, AutoGKSingular, AutoGKIteration, AutoGKResults.
|
437
|
+
|
438
|
+
|
439
|
+
-- ALGLIB --
|
440
|
+
Copyright 01.09.2009 by Bochkanov Sergey
|
441
|
+
*************************************************************************/
|
442
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
443
|
+
void odesolverrkck(const real_1d_array &y, const real_1d_array &x, const double eps, const double h, odesolverstate &state, const xparams _xparams)
|
444
|
+
{
|
445
|
+
jmp_buf _break_jump;
|
446
|
+
alglib_impl::ae_state _alglib_env_state;
|
447
|
+
ae_int_t n;
|
448
|
+
ae_int_t m;
|
449
|
+
|
450
|
+
n = y.length();
|
451
|
+
m = x.length();
|
452
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
453
|
+
if( setjmp(_break_jump) )
|
454
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
455
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
456
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
457
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
458
|
+
alglib_impl::odesolverrkck(y.c_ptr(), n, x.c_ptr(), m, eps, h, state.c_ptr(), &_alglib_env_state);
|
459
|
+
|
460
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
461
|
+
return;
|
462
|
+
}
|
463
|
+
#endif
|
464
|
+
|
465
|
+
/*************************************************************************
|
466
|
+
This function provides reverse communication interface
|
467
|
+
Reverse communication interface is not documented or recommended to use.
|
468
|
+
See below for functions which provide better documented API
|
469
|
+
*************************************************************************/
|
470
|
+
bool odesolveriteration(odesolverstate &state, const xparams _xparams)
|
471
|
+
{
|
472
|
+
jmp_buf _break_jump;
|
473
|
+
alglib_impl::ae_state _alglib_env_state;
|
474
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
475
|
+
if( setjmp(_break_jump) )
|
476
|
+
{
|
477
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
478
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
479
|
+
#else
|
480
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
481
|
+
return 0;
|
482
|
+
#endif
|
483
|
+
}
|
484
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
485
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
486
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
487
|
+
ae_bool result = alglib_impl::odesolveriteration(state.c_ptr(), &_alglib_env_state);
|
488
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
489
|
+
return bool(result);
|
490
|
+
}
|
491
|
+
|
492
|
+
|
493
|
+
void odesolversolve(odesolverstate &state,
|
494
|
+
void (*diff)(const real_1d_array &y, double x, real_1d_array &dy, void *ptr),
|
495
|
+
void *ptr, const xparams _xparams){
|
496
|
+
jmp_buf _break_jump;
|
497
|
+
alglib_impl::ae_state _alglib_env_state;
|
498
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
499
|
+
if( setjmp(_break_jump) )
|
500
|
+
{
|
501
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
502
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
503
|
+
#else
|
504
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
505
|
+
return;
|
506
|
+
#endif
|
507
|
+
}
|
508
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
509
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
510
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
511
|
+
alglib_impl::ae_assert(diff!=NULL, "ALGLIB: error in 'odesolversolve()' (diff is NULL)", &_alglib_env_state);
|
512
|
+
while( alglib_impl::odesolveriteration(state.c_ptr(), &_alglib_env_state) )
|
513
|
+
{
|
514
|
+
_ALGLIB_CALLBACK_EXCEPTION_GUARD_BEGIN
|
515
|
+
if( state.needdy )
|
516
|
+
{
|
517
|
+
diff(state.y, state.x, state.dy, ptr);
|
518
|
+
continue;
|
519
|
+
}
|
520
|
+
goto lbl_no_callback;
|
521
|
+
_ALGLIB_CALLBACK_EXCEPTION_GUARD_END
|
522
|
+
lbl_no_callback:
|
523
|
+
alglib_impl::ae_assert(ae_false, "ALGLIB: unexpected error in 'odesolversolve'", &_alglib_env_state);
|
524
|
+
}
|
525
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
526
|
+
}
|
527
|
+
|
528
|
+
|
529
|
+
|
530
|
+
/*************************************************************************
|
531
|
+
ODE solver results
|
532
|
+
|
533
|
+
Called after OdeSolverIteration returned False.
|
534
|
+
|
535
|
+
INPUT PARAMETERS:
|
536
|
+
State - algorithm state (used by OdeSolverIteration).
|
537
|
+
|
538
|
+
OUTPUT PARAMETERS:
|
539
|
+
M - number of tabulated values, M>=1
|
540
|
+
XTbl - array[0..M-1], values of X
|
541
|
+
YTbl - array[0..M-1,0..N-1], values of Y in X[i]
|
542
|
+
Rep - solver report:
|
543
|
+
* Rep.TerminationType completetion code:
|
544
|
+
* -2 X is not ordered by ascending/descending or
|
545
|
+
there are non-distinct X[], i.e. X[i]=X[i+1]
|
546
|
+
* -1 incorrect parameters were specified
|
547
|
+
* 1 task has been solved
|
548
|
+
* Rep.NFEV contains number of function calculations
|
549
|
+
|
550
|
+
-- ALGLIB --
|
551
|
+
Copyright 01.09.2009 by Bochkanov Sergey
|
552
|
+
*************************************************************************/
|
553
|
+
void odesolverresults(const odesolverstate &state, ae_int_t &m, real_1d_array &xtbl, real_2d_array &ytbl, odesolverreport &rep, const xparams _xparams)
|
554
|
+
{
|
555
|
+
jmp_buf _break_jump;
|
556
|
+
alglib_impl::ae_state _alglib_env_state;
|
557
|
+
alglib_impl::ae_state_init(&_alglib_env_state);
|
558
|
+
if( setjmp(_break_jump) )
|
559
|
+
{
|
560
|
+
#if !defined(AE_NO_EXCEPTIONS)
|
561
|
+
_ALGLIB_CPP_EXCEPTION(_alglib_env_state.error_msg);
|
562
|
+
#else
|
563
|
+
_ALGLIB_SET_ERROR_FLAG(_alglib_env_state.error_msg);
|
564
|
+
return;
|
565
|
+
#endif
|
566
|
+
}
|
567
|
+
ae_state_set_break_jump(&_alglib_env_state, &_break_jump);
|
568
|
+
if( _xparams.flags!=(alglib_impl::ae_uint64_t)0x0 )
|
569
|
+
ae_state_set_flags(&_alglib_env_state, _xparams.flags);
|
570
|
+
alglib_impl::odesolverresults(state.c_ptr(), &m, xtbl.c_ptr(), ytbl.c_ptr(), rep.c_ptr(), &_alglib_env_state);
|
571
|
+
alglib_impl::ae_state_clear(&_alglib_env_state);
|
572
|
+
return;
|
573
|
+
}
|
574
|
+
#endif
|
575
|
+
}
|
576
|
+
|
577
|
+
/////////////////////////////////////////////////////////////////////////
|
578
|
+
//
|
579
|
+
// THIS SECTION CONTAINS IMPLEMENTATION OF COMPUTATIONAL CORE
|
580
|
+
//
|
581
|
+
/////////////////////////////////////////////////////////////////////////
|
582
|
+
namespace alglib_impl
|
583
|
+
{
|
584
|
+
#if defined(AE_COMPILE_ODESOLVER) || !defined(AE_PARTIAL_BUILD)
|
585
|
+
static double odesolver_odesolvermaxgrow = 3.0;
|
586
|
+
static double odesolver_odesolvermaxshrink = 10.0;
|
587
|
+
static double odesolver_odesolverguaranteeddecay = 0.9;
|
588
|
+
static void odesolver_odesolverinit(ae_int_t solvertype,
|
589
|
+
/* Real */ const ae_vector* y,
|
590
|
+
ae_int_t n,
|
591
|
+
/* Real */ const ae_vector* x,
|
592
|
+
ae_int_t m,
|
593
|
+
double eps,
|
594
|
+
double h,
|
595
|
+
odesolverstate* state,
|
596
|
+
ae_state *_state);
|
597
|
+
|
598
|
+
|
599
|
+
#endif
|
600
|
+
|
601
|
+
#if defined(AE_COMPILE_ODESOLVER) || !defined(AE_PARTIAL_BUILD)
|
602
|
+
|
603
|
+
|
604
|
+
/*************************************************************************
|
605
|
+
Cash-Karp adaptive ODE solver.
|
606
|
+
|
607
|
+
This subroutine solves ODE Y'=f(Y,x) with initial conditions Y(xs)=Ys
|
608
|
+
(here Y may be single variable or vector of N variables).
|
609
|
+
|
610
|
+
INPUT PARAMETERS:
|
611
|
+
Y - initial conditions, array[0..N-1].
|
612
|
+
contains values of Y[] at X[0]
|
613
|
+
N - system size
|
614
|
+
X - points at which Y should be tabulated, array[0..M-1]
|
615
|
+
integrations starts at X[0], ends at X[M-1], intermediate
|
616
|
+
values at X[i] are returned too.
|
617
|
+
SHOULD BE ORDERED BY ASCENDING OR BY DESCENDING!
|
618
|
+
M - number of intermediate points + first point + last point:
|
619
|
+
* M>2 means that you need both Y(X[M-1]) and M-2 values at
|
620
|
+
intermediate points
|
621
|
+
* M=2 means that you want just to integrate from X[0] to
|
622
|
+
X[1] and don't interested in intermediate values.
|
623
|
+
* M=1 means that you don't want to integrate :)
|
624
|
+
it is degenerate case, but it will be handled correctly.
|
625
|
+
* M<1 means error
|
626
|
+
Eps - tolerance (absolute/relative error on each step will be
|
627
|
+
less than Eps). When passing:
|
628
|
+
* Eps>0, it means desired ABSOLUTE error
|
629
|
+
* Eps<0, it means desired RELATIVE error. Relative errors
|
630
|
+
are calculated with respect to maximum values of Y seen
|
631
|
+
so far. Be careful to use this criterion when starting
|
632
|
+
from Y[] that are close to zero.
|
633
|
+
H - initial step lenth, it will be adjusted automatically
|
634
|
+
after the first step. If H=0, step will be selected
|
635
|
+
automatically (usualy it will be equal to 0.001 of
|
636
|
+
min(x[i]-x[j])).
|
637
|
+
|
638
|
+
OUTPUT PARAMETERS
|
639
|
+
State - structure which stores algorithm state between subsequent
|
640
|
+
calls of OdeSolverIteration. Used for reverse communication.
|
641
|
+
This structure should be passed to the OdeSolverIteration
|
642
|
+
subroutine.
|
643
|
+
|
644
|
+
SEE ALSO
|
645
|
+
AutoGKSmoothW, AutoGKSingular, AutoGKIteration, AutoGKResults.
|
646
|
+
|
647
|
+
|
648
|
+
-- ALGLIB --
|
649
|
+
Copyright 01.09.2009 by Bochkanov Sergey
|
650
|
+
*************************************************************************/
|
651
|
+
void odesolverrkck(/* Real */ const ae_vector* y,
|
652
|
+
ae_int_t n,
|
653
|
+
/* Real */ const ae_vector* x,
|
654
|
+
ae_int_t m,
|
655
|
+
double eps,
|
656
|
+
double h,
|
657
|
+
odesolverstate* state,
|
658
|
+
ae_state *_state)
|
659
|
+
{
|
660
|
+
|
661
|
+
_odesolverstate_clear(state);
|
662
|
+
|
663
|
+
ae_assert(n>=1, "ODESolverRKCK: N<1!", _state);
|
664
|
+
ae_assert(m>=1, "ODESolverRKCK: M<1!", _state);
|
665
|
+
ae_assert(y->cnt>=n, "ODESolverRKCK: Length(Y)<N!", _state);
|
666
|
+
ae_assert(x->cnt>=m, "ODESolverRKCK: Length(X)<M!", _state);
|
667
|
+
ae_assert(isfinitevector(y, n, _state), "ODESolverRKCK: Y contains infinite or NaN values!", _state);
|
668
|
+
ae_assert(isfinitevector(x, m, _state), "ODESolverRKCK: Y contains infinite or NaN values!", _state);
|
669
|
+
ae_assert(ae_isfinite(eps, _state), "ODESolverRKCK: Eps is not finite!", _state);
|
670
|
+
ae_assert(ae_fp_neq(eps,(double)(0)), "ODESolverRKCK: Eps is zero!", _state);
|
671
|
+
ae_assert(ae_isfinite(h, _state), "ODESolverRKCK: H is not finite!", _state);
|
672
|
+
odesolver_odesolverinit(0, y, n, x, m, eps, h, state, _state);
|
673
|
+
}
|
674
|
+
|
675
|
+
|
676
|
+
/*************************************************************************
|
677
|
+
|
678
|
+
-- ALGLIB --
|
679
|
+
Copyright 01.09.2009 by Bochkanov Sergey
|
680
|
+
*************************************************************************/
|
681
|
+
ae_bool odesolveriteration(odesolverstate* state, ae_state *_state)
|
682
|
+
{
|
683
|
+
ae_int_t n;
|
684
|
+
ae_int_t m;
|
685
|
+
ae_int_t i;
|
686
|
+
ae_int_t j;
|
687
|
+
ae_int_t k;
|
688
|
+
double xc;
|
689
|
+
double v;
|
690
|
+
double h;
|
691
|
+
double h2;
|
692
|
+
ae_bool gridpoint;
|
693
|
+
double err;
|
694
|
+
double maxgrowpow;
|
695
|
+
ae_int_t klimit;
|
696
|
+
ae_bool result;
|
697
|
+
|
698
|
+
|
699
|
+
|
700
|
+
/*
|
701
|
+
* Reverse communication preparations
|
702
|
+
* I know it looks ugly, but it works the same way
|
703
|
+
* anywhere from C++ to Python.
|
704
|
+
*
|
705
|
+
* This code initializes locals by:
|
706
|
+
* * random values determined during code
|
707
|
+
* generation - on first subroutine call
|
708
|
+
* * values from previous call - on subsequent calls
|
709
|
+
*/
|
710
|
+
if( state->rstate.stage>=0 )
|
711
|
+
{
|
712
|
+
n = state->rstate.ia.ptr.p_int[0];
|
713
|
+
m = state->rstate.ia.ptr.p_int[1];
|
714
|
+
i = state->rstate.ia.ptr.p_int[2];
|
715
|
+
j = state->rstate.ia.ptr.p_int[3];
|
716
|
+
k = state->rstate.ia.ptr.p_int[4];
|
717
|
+
klimit = state->rstate.ia.ptr.p_int[5];
|
718
|
+
gridpoint = state->rstate.ba.ptr.p_bool[0];
|
719
|
+
xc = state->rstate.ra.ptr.p_double[0];
|
720
|
+
v = state->rstate.ra.ptr.p_double[1];
|
721
|
+
h = state->rstate.ra.ptr.p_double[2];
|
722
|
+
h2 = state->rstate.ra.ptr.p_double[3];
|
723
|
+
err = state->rstate.ra.ptr.p_double[4];
|
724
|
+
maxgrowpow = state->rstate.ra.ptr.p_double[5];
|
725
|
+
}
|
726
|
+
else
|
727
|
+
{
|
728
|
+
n = 359;
|
729
|
+
m = -58;
|
730
|
+
i = -919;
|
731
|
+
j = -909;
|
732
|
+
k = 81;
|
733
|
+
klimit = 255;
|
734
|
+
gridpoint = ae_false;
|
735
|
+
xc = -788.0;
|
736
|
+
v = 809.0;
|
737
|
+
h = 205.0;
|
738
|
+
h2 = -838.0;
|
739
|
+
err = 939.0;
|
740
|
+
maxgrowpow = -526.0;
|
741
|
+
}
|
742
|
+
if( state->rstate.stage==0 )
|
743
|
+
{
|
744
|
+
goto lbl_0;
|
745
|
+
}
|
746
|
+
|
747
|
+
/*
|
748
|
+
* Routine body
|
749
|
+
*/
|
750
|
+
|
751
|
+
/*
|
752
|
+
* prepare
|
753
|
+
*/
|
754
|
+
if( state->repterminationtype!=0 )
|
755
|
+
{
|
756
|
+
result = ae_false;
|
757
|
+
return result;
|
758
|
+
}
|
759
|
+
n = state->n;
|
760
|
+
m = state->m;
|
761
|
+
h = state->h;
|
762
|
+
maxgrowpow = ae_pow(odesolver_odesolvermaxgrow, (double)(5), _state);
|
763
|
+
state->repnfev = 0;
|
764
|
+
|
765
|
+
/*
|
766
|
+
* some preliminary checks for internal errors
|
767
|
+
* after this we assume that H>0 and M>1
|
768
|
+
*/
|
769
|
+
ae_assert(ae_fp_greater(state->h,(double)(0)), "ODESolver: internal error", _state);
|
770
|
+
ae_assert(m>1, "ODESolverIteration: internal error", _state);
|
771
|
+
|
772
|
+
/*
|
773
|
+
* choose solver
|
774
|
+
*/
|
775
|
+
if( state->solvertype!=0 )
|
776
|
+
{
|
777
|
+
goto lbl_1;
|
778
|
+
}
|
779
|
+
|
780
|
+
/*
|
781
|
+
* Cask-Karp solver
|
782
|
+
* Prepare coefficients table.
|
783
|
+
* Check it for errors
|
784
|
+
*/
|
785
|
+
ae_vector_set_length(&state->rka, 6, _state);
|
786
|
+
state->rka.ptr.p_double[0] = (double)(0);
|
787
|
+
state->rka.ptr.p_double[1] = (double)1/(double)5;
|
788
|
+
state->rka.ptr.p_double[2] = (double)3/(double)10;
|
789
|
+
state->rka.ptr.p_double[3] = (double)3/(double)5;
|
790
|
+
state->rka.ptr.p_double[4] = (double)(1);
|
791
|
+
state->rka.ptr.p_double[5] = (double)7/(double)8;
|
792
|
+
ae_matrix_set_length(&state->rkb, 6, 5, _state);
|
793
|
+
state->rkb.ptr.pp_double[1][0] = (double)1/(double)5;
|
794
|
+
state->rkb.ptr.pp_double[2][0] = (double)3/(double)40;
|
795
|
+
state->rkb.ptr.pp_double[2][1] = (double)9/(double)40;
|
796
|
+
state->rkb.ptr.pp_double[3][0] = (double)3/(double)10;
|
797
|
+
state->rkb.ptr.pp_double[3][1] = -(double)9/(double)10;
|
798
|
+
state->rkb.ptr.pp_double[3][2] = (double)6/(double)5;
|
799
|
+
state->rkb.ptr.pp_double[4][0] = -(double)11/(double)54;
|
800
|
+
state->rkb.ptr.pp_double[4][1] = (double)5/(double)2;
|
801
|
+
state->rkb.ptr.pp_double[4][2] = -(double)70/(double)27;
|
802
|
+
state->rkb.ptr.pp_double[4][3] = (double)35/(double)27;
|
803
|
+
state->rkb.ptr.pp_double[5][0] = (double)1631/(double)55296;
|
804
|
+
state->rkb.ptr.pp_double[5][1] = (double)175/(double)512;
|
805
|
+
state->rkb.ptr.pp_double[5][2] = (double)575/(double)13824;
|
806
|
+
state->rkb.ptr.pp_double[5][3] = (double)44275/(double)110592;
|
807
|
+
state->rkb.ptr.pp_double[5][4] = (double)253/(double)4096;
|
808
|
+
ae_vector_set_length(&state->rkc, 6, _state);
|
809
|
+
state->rkc.ptr.p_double[0] = (double)37/(double)378;
|
810
|
+
state->rkc.ptr.p_double[1] = (double)(0);
|
811
|
+
state->rkc.ptr.p_double[2] = (double)250/(double)621;
|
812
|
+
state->rkc.ptr.p_double[3] = (double)125/(double)594;
|
813
|
+
state->rkc.ptr.p_double[4] = (double)(0);
|
814
|
+
state->rkc.ptr.p_double[5] = (double)512/(double)1771;
|
815
|
+
ae_vector_set_length(&state->rkcs, 6, _state);
|
816
|
+
state->rkcs.ptr.p_double[0] = (double)2825/(double)27648;
|
817
|
+
state->rkcs.ptr.p_double[1] = (double)(0);
|
818
|
+
state->rkcs.ptr.p_double[2] = (double)18575/(double)48384;
|
819
|
+
state->rkcs.ptr.p_double[3] = (double)13525/(double)55296;
|
820
|
+
state->rkcs.ptr.p_double[4] = (double)277/(double)14336;
|
821
|
+
state->rkcs.ptr.p_double[5] = (double)1/(double)4;
|
822
|
+
ae_matrix_set_length(&state->rkk, 6, n, _state);
|
823
|
+
|
824
|
+
/*
|
825
|
+
* Main cycle consists of two iterations:
|
826
|
+
* * outer where we travel from X[i-1] to X[i]
|
827
|
+
* * inner where we travel inside [X[i-1],X[i]]
|
828
|
+
*/
|
829
|
+
ae_matrix_set_length(&state->ytbl, m, n, _state);
|
830
|
+
ae_vector_set_length(&state->escale, n, _state);
|
831
|
+
ae_vector_set_length(&state->yn, n, _state);
|
832
|
+
ae_vector_set_length(&state->yns, n, _state);
|
833
|
+
xc = state->xg.ptr.p_double[0];
|
834
|
+
ae_v_move(&state->ytbl.ptr.pp_double[0][0], 1, &state->yc.ptr.p_double[0], 1, ae_v_len(0,n-1));
|
835
|
+
for(j=0; j<=n-1; j++)
|
836
|
+
{
|
837
|
+
state->escale.ptr.p_double[j] = (double)(0);
|
838
|
+
}
|
839
|
+
i = 1;
|
840
|
+
lbl_3:
|
841
|
+
if( i>m-1 )
|
842
|
+
{
|
843
|
+
goto lbl_5;
|
844
|
+
}
|
845
|
+
|
846
|
+
/*
|
847
|
+
* begin inner iteration
|
848
|
+
*/
|
849
|
+
lbl_6:
|
850
|
+
if( ae_false )
|
851
|
+
{
|
852
|
+
goto lbl_7;
|
853
|
+
}
|
854
|
+
|
855
|
+
/*
|
856
|
+
* truncate step if needed (beyond right boundary).
|
857
|
+
* determine should we store X or not
|
858
|
+
*/
|
859
|
+
if( ae_fp_greater_eq(xc+h,state->xg.ptr.p_double[i]) )
|
860
|
+
{
|
861
|
+
h = state->xg.ptr.p_double[i]-xc;
|
862
|
+
gridpoint = ae_true;
|
863
|
+
}
|
864
|
+
else
|
865
|
+
{
|
866
|
+
gridpoint = ae_false;
|
867
|
+
}
|
868
|
+
|
869
|
+
/*
|
870
|
+
* Update error scale maximums
|
871
|
+
*
|
872
|
+
* These maximums are initialized by zeros,
|
873
|
+
* then updated every iterations.
|
874
|
+
*/
|
875
|
+
for(j=0; j<=n-1; j++)
|
876
|
+
{
|
877
|
+
state->escale.ptr.p_double[j] = ae_maxreal(state->escale.ptr.p_double[j], ae_fabs(state->yc.ptr.p_double[j], _state), _state);
|
878
|
+
}
|
879
|
+
|
880
|
+
/*
|
881
|
+
* make one step:
|
882
|
+
* 1. calculate all info needed to do step
|
883
|
+
* 2. update errors scale maximums using values/derivatives
|
884
|
+
* obtained during (1)
|
885
|
+
*
|
886
|
+
* Take into account that we use scaling of X to reduce task
|
887
|
+
* to the form where x[0] < x[1] < ... < x[n-1]. So X is
|
888
|
+
* replaced by x=xscale*t, and dy/dx=f(y,x) is replaced
|
889
|
+
* by dy/dt=xscale*f(y,xscale*t).
|
890
|
+
*/
|
891
|
+
ae_v_move(&state->yn.ptr.p_double[0], 1, &state->yc.ptr.p_double[0], 1, ae_v_len(0,n-1));
|
892
|
+
ae_v_move(&state->yns.ptr.p_double[0], 1, &state->yc.ptr.p_double[0], 1, ae_v_len(0,n-1));
|
893
|
+
k = 0;
|
894
|
+
lbl_8:
|
895
|
+
if( k>5 )
|
896
|
+
{
|
897
|
+
goto lbl_10;
|
898
|
+
}
|
899
|
+
|
900
|
+
/*
|
901
|
+
* prepare data for the next update of YN/YNS
|
902
|
+
*/
|
903
|
+
state->x = state->xscale*(xc+state->rka.ptr.p_double[k]*h);
|
904
|
+
ae_v_move(&state->y.ptr.p_double[0], 1, &state->yc.ptr.p_double[0], 1, ae_v_len(0,n-1));
|
905
|
+
for(j=0; j<=k-1; j++)
|
906
|
+
{
|
907
|
+
v = state->rkb.ptr.pp_double[k][j];
|
908
|
+
ae_v_addd(&state->y.ptr.p_double[0], 1, &state->rkk.ptr.pp_double[j][0], 1, ae_v_len(0,n-1), v);
|
909
|
+
}
|
910
|
+
state->needdy = ae_true;
|
911
|
+
state->rstate.stage = 0;
|
912
|
+
goto lbl_rcomm;
|
913
|
+
lbl_0:
|
914
|
+
state->needdy = ae_false;
|
915
|
+
state->repnfev = state->repnfev+1;
|
916
|
+
v = h*state->xscale;
|
917
|
+
ae_v_moved(&state->rkk.ptr.pp_double[k][0], 1, &state->dy.ptr.p_double[0], 1, ae_v_len(0,n-1), v);
|
918
|
+
|
919
|
+
/*
|
920
|
+
* update YN/YNS
|
921
|
+
*/
|
922
|
+
v = state->rkc.ptr.p_double[k];
|
923
|
+
ae_v_addd(&state->yn.ptr.p_double[0], 1, &state->rkk.ptr.pp_double[k][0], 1, ae_v_len(0,n-1), v);
|
924
|
+
v = state->rkcs.ptr.p_double[k];
|
925
|
+
ae_v_addd(&state->yns.ptr.p_double[0], 1, &state->rkk.ptr.pp_double[k][0], 1, ae_v_len(0,n-1), v);
|
926
|
+
k = k+1;
|
927
|
+
goto lbl_8;
|
928
|
+
lbl_10:
|
929
|
+
|
930
|
+
/*
|
931
|
+
* estimate error
|
932
|
+
*/
|
933
|
+
err = (double)(0);
|
934
|
+
for(j=0; j<=n-1; j++)
|
935
|
+
{
|
936
|
+
if( !state->fraceps )
|
937
|
+
{
|
938
|
+
|
939
|
+
/*
|
940
|
+
* absolute error is estimated
|
941
|
+
*/
|
942
|
+
err = ae_maxreal(err, ae_fabs(state->yn.ptr.p_double[j]-state->yns.ptr.p_double[j], _state), _state);
|
943
|
+
}
|
944
|
+
else
|
945
|
+
{
|
946
|
+
|
947
|
+
/*
|
948
|
+
* Relative error is estimated
|
949
|
+
*/
|
950
|
+
v = state->escale.ptr.p_double[j];
|
951
|
+
if( ae_fp_eq(v,(double)(0)) )
|
952
|
+
{
|
953
|
+
v = (double)(1);
|
954
|
+
}
|
955
|
+
err = ae_maxreal(err, ae_fabs(state->yn.ptr.p_double[j]-state->yns.ptr.p_double[j], _state)/v, _state);
|
956
|
+
}
|
957
|
+
}
|
958
|
+
|
959
|
+
/*
|
960
|
+
* calculate new step, restart if necessary
|
961
|
+
*/
|
962
|
+
if( ae_fp_less_eq(maxgrowpow*err,state->eps) )
|
963
|
+
{
|
964
|
+
h2 = odesolver_odesolvermaxgrow*h;
|
965
|
+
}
|
966
|
+
else
|
967
|
+
{
|
968
|
+
h2 = h*ae_pow(state->eps/err, 0.2, _state);
|
969
|
+
}
|
970
|
+
if( ae_fp_less(h2,h/odesolver_odesolvermaxshrink) )
|
971
|
+
{
|
972
|
+
h2 = h/odesolver_odesolvermaxshrink;
|
973
|
+
}
|
974
|
+
if( ae_fp_greater(err,state->eps) )
|
975
|
+
{
|
976
|
+
h = ae_minreal(h2, odesolver_odesolverguaranteeddecay*h, _state);
|
977
|
+
goto lbl_6;
|
978
|
+
}
|
979
|
+
|
980
|
+
/*
|
981
|
+
* advance position
|
982
|
+
*/
|
983
|
+
xc = xc+h;
|
984
|
+
ae_v_move(&state->yc.ptr.p_double[0], 1, &state->yn.ptr.p_double[0], 1, ae_v_len(0,n-1));
|
985
|
+
|
986
|
+
/*
|
987
|
+
* update H
|
988
|
+
*/
|
989
|
+
h = h2;
|
990
|
+
|
991
|
+
/*
|
992
|
+
* break on grid point
|
993
|
+
*/
|
994
|
+
if( gridpoint )
|
995
|
+
{
|
996
|
+
goto lbl_7;
|
997
|
+
}
|
998
|
+
goto lbl_6;
|
999
|
+
lbl_7:
|
1000
|
+
|
1001
|
+
/*
|
1002
|
+
* save result
|
1003
|
+
*/
|
1004
|
+
ae_v_move(&state->ytbl.ptr.pp_double[i][0], 1, &state->yc.ptr.p_double[0], 1, ae_v_len(0,n-1));
|
1005
|
+
i = i+1;
|
1006
|
+
goto lbl_3;
|
1007
|
+
lbl_5:
|
1008
|
+
state->repterminationtype = 1;
|
1009
|
+
result = ae_false;
|
1010
|
+
return result;
|
1011
|
+
lbl_1:
|
1012
|
+
result = ae_false;
|
1013
|
+
return result;
|
1014
|
+
|
1015
|
+
/*
|
1016
|
+
* Saving state
|
1017
|
+
*/
|
1018
|
+
lbl_rcomm:
|
1019
|
+
result = ae_true;
|
1020
|
+
state->rstate.ia.ptr.p_int[0] = n;
|
1021
|
+
state->rstate.ia.ptr.p_int[1] = m;
|
1022
|
+
state->rstate.ia.ptr.p_int[2] = i;
|
1023
|
+
state->rstate.ia.ptr.p_int[3] = j;
|
1024
|
+
state->rstate.ia.ptr.p_int[4] = k;
|
1025
|
+
state->rstate.ia.ptr.p_int[5] = klimit;
|
1026
|
+
state->rstate.ba.ptr.p_bool[0] = gridpoint;
|
1027
|
+
state->rstate.ra.ptr.p_double[0] = xc;
|
1028
|
+
state->rstate.ra.ptr.p_double[1] = v;
|
1029
|
+
state->rstate.ra.ptr.p_double[2] = h;
|
1030
|
+
state->rstate.ra.ptr.p_double[3] = h2;
|
1031
|
+
state->rstate.ra.ptr.p_double[4] = err;
|
1032
|
+
state->rstate.ra.ptr.p_double[5] = maxgrowpow;
|
1033
|
+
return result;
|
1034
|
+
}
|
1035
|
+
|
1036
|
+
|
1037
|
+
/*************************************************************************
|
1038
|
+
ODE solver results
|
1039
|
+
|
1040
|
+
Called after OdeSolverIteration returned False.
|
1041
|
+
|
1042
|
+
INPUT PARAMETERS:
|
1043
|
+
State - algorithm state (used by OdeSolverIteration).
|
1044
|
+
|
1045
|
+
OUTPUT PARAMETERS:
|
1046
|
+
M - number of tabulated values, M>=1
|
1047
|
+
XTbl - array[0..M-1], values of X
|
1048
|
+
YTbl - array[0..M-1,0..N-1], values of Y in X[i]
|
1049
|
+
Rep - solver report:
|
1050
|
+
* Rep.TerminationType completetion code:
|
1051
|
+
* -2 X is not ordered by ascending/descending or
|
1052
|
+
there are non-distinct X[], i.e. X[i]=X[i+1]
|
1053
|
+
* -1 incorrect parameters were specified
|
1054
|
+
* 1 task has been solved
|
1055
|
+
* Rep.NFEV contains number of function calculations
|
1056
|
+
|
1057
|
+
-- ALGLIB --
|
1058
|
+
Copyright 01.09.2009 by Bochkanov Sergey
|
1059
|
+
*************************************************************************/
|
1060
|
+
void odesolverresults(const odesolverstate* state,
|
1061
|
+
ae_int_t* m,
|
1062
|
+
/* Real */ ae_vector* xtbl,
|
1063
|
+
/* Real */ ae_matrix* ytbl,
|
1064
|
+
odesolverreport* rep,
|
1065
|
+
ae_state *_state)
|
1066
|
+
{
|
1067
|
+
double v;
|
1068
|
+
ae_int_t i;
|
1069
|
+
|
1070
|
+
*m = 0;
|
1071
|
+
ae_vector_clear(xtbl);
|
1072
|
+
ae_matrix_clear(ytbl);
|
1073
|
+
_odesolverreport_clear(rep);
|
1074
|
+
|
1075
|
+
rep->terminationtype = state->repterminationtype;
|
1076
|
+
if( rep->terminationtype>0 )
|
1077
|
+
{
|
1078
|
+
*m = state->m;
|
1079
|
+
rep->nfev = state->repnfev;
|
1080
|
+
ae_vector_set_length(xtbl, state->m, _state);
|
1081
|
+
v = state->xscale;
|
1082
|
+
ae_v_moved(&xtbl->ptr.p_double[0], 1, &state->xg.ptr.p_double[0], 1, ae_v_len(0,state->m-1), v);
|
1083
|
+
ae_matrix_set_length(ytbl, state->m, state->n, _state);
|
1084
|
+
for(i=0; i<=state->m-1; i++)
|
1085
|
+
{
|
1086
|
+
ae_v_move(&ytbl->ptr.pp_double[i][0], 1, &state->ytbl.ptr.pp_double[i][0], 1, ae_v_len(0,state->n-1));
|
1087
|
+
}
|
1088
|
+
}
|
1089
|
+
else
|
1090
|
+
{
|
1091
|
+
rep->nfev = 0;
|
1092
|
+
}
|
1093
|
+
}
|
1094
|
+
|
1095
|
+
|
1096
|
+
/*************************************************************************
|
1097
|
+
Internal initialization subroutine
|
1098
|
+
*************************************************************************/
|
1099
|
+
static void odesolver_odesolverinit(ae_int_t solvertype,
|
1100
|
+
/* Real */ const ae_vector* y,
|
1101
|
+
ae_int_t n,
|
1102
|
+
/* Real */ const ae_vector* x,
|
1103
|
+
ae_int_t m,
|
1104
|
+
double eps,
|
1105
|
+
double h,
|
1106
|
+
odesolverstate* state,
|
1107
|
+
ae_state *_state)
|
1108
|
+
{
|
1109
|
+
ae_int_t i;
|
1110
|
+
double v;
|
1111
|
+
|
1112
|
+
_odesolverstate_clear(state);
|
1113
|
+
|
1114
|
+
|
1115
|
+
/*
|
1116
|
+
* Prepare RComm
|
1117
|
+
*/
|
1118
|
+
ae_vector_set_length(&state->rstate.ia, 5+1, _state);
|
1119
|
+
ae_vector_set_length(&state->rstate.ba, 0+1, _state);
|
1120
|
+
ae_vector_set_length(&state->rstate.ra, 5+1, _state);
|
1121
|
+
state->rstate.stage = -1;
|
1122
|
+
state->needdy = ae_false;
|
1123
|
+
|
1124
|
+
/*
|
1125
|
+
* check parameters.
|
1126
|
+
*/
|
1127
|
+
if( (n<=0||m<1)||ae_fp_eq(eps,(double)(0)) )
|
1128
|
+
{
|
1129
|
+
state->repterminationtype = -1;
|
1130
|
+
return;
|
1131
|
+
}
|
1132
|
+
if( ae_fp_less(h,(double)(0)) )
|
1133
|
+
{
|
1134
|
+
h = -h;
|
1135
|
+
}
|
1136
|
+
|
1137
|
+
/*
|
1138
|
+
* quick exit if necessary.
|
1139
|
+
* after this block we assume that M>1
|
1140
|
+
*/
|
1141
|
+
if( m==1 )
|
1142
|
+
{
|
1143
|
+
state->repnfev = 0;
|
1144
|
+
state->repterminationtype = 1;
|
1145
|
+
ae_matrix_set_length(&state->ytbl, 1, n, _state);
|
1146
|
+
ae_v_move(&state->ytbl.ptr.pp_double[0][0], 1, &y->ptr.p_double[0], 1, ae_v_len(0,n-1));
|
1147
|
+
ae_vector_set_length(&state->xg, m, _state);
|
1148
|
+
ae_v_move(&state->xg.ptr.p_double[0], 1, &x->ptr.p_double[0], 1, ae_v_len(0,m-1));
|
1149
|
+
return;
|
1150
|
+
}
|
1151
|
+
|
1152
|
+
/*
|
1153
|
+
* check again: correct order of X[]
|
1154
|
+
*/
|
1155
|
+
if( ae_fp_eq(x->ptr.p_double[1],x->ptr.p_double[0]) )
|
1156
|
+
{
|
1157
|
+
state->repterminationtype = -2;
|
1158
|
+
return;
|
1159
|
+
}
|
1160
|
+
for(i=1; i<=m-1; i++)
|
1161
|
+
{
|
1162
|
+
if( (ae_fp_greater(x->ptr.p_double[1],x->ptr.p_double[0])&&ae_fp_less_eq(x->ptr.p_double[i],x->ptr.p_double[i-1]))||(ae_fp_less(x->ptr.p_double[1],x->ptr.p_double[0])&&ae_fp_greater_eq(x->ptr.p_double[i],x->ptr.p_double[i-1])) )
|
1163
|
+
{
|
1164
|
+
state->repterminationtype = -2;
|
1165
|
+
return;
|
1166
|
+
}
|
1167
|
+
}
|
1168
|
+
|
1169
|
+
/*
|
1170
|
+
* auto-select H if necessary
|
1171
|
+
*/
|
1172
|
+
if( ae_fp_eq(h,(double)(0)) )
|
1173
|
+
{
|
1174
|
+
v = ae_fabs(x->ptr.p_double[1]-x->ptr.p_double[0], _state);
|
1175
|
+
for(i=2; i<=m-1; i++)
|
1176
|
+
{
|
1177
|
+
v = ae_minreal(v, ae_fabs(x->ptr.p_double[i]-x->ptr.p_double[i-1], _state), _state);
|
1178
|
+
}
|
1179
|
+
h = 0.001*v;
|
1180
|
+
}
|
1181
|
+
|
1182
|
+
/*
|
1183
|
+
* store parameters
|
1184
|
+
*/
|
1185
|
+
state->n = n;
|
1186
|
+
state->m = m;
|
1187
|
+
state->h = h;
|
1188
|
+
state->eps = ae_fabs(eps, _state);
|
1189
|
+
state->fraceps = ae_fp_less(eps,(double)(0));
|
1190
|
+
ae_vector_set_length(&state->xg, m, _state);
|
1191
|
+
ae_v_move(&state->xg.ptr.p_double[0], 1, &x->ptr.p_double[0], 1, ae_v_len(0,m-1));
|
1192
|
+
if( ae_fp_greater(x->ptr.p_double[1],x->ptr.p_double[0]) )
|
1193
|
+
{
|
1194
|
+
state->xscale = (double)(1);
|
1195
|
+
}
|
1196
|
+
else
|
1197
|
+
{
|
1198
|
+
state->xscale = (double)(-1);
|
1199
|
+
ae_v_muld(&state->xg.ptr.p_double[0], 1, ae_v_len(0,m-1), -1.0);
|
1200
|
+
}
|
1201
|
+
ae_vector_set_length(&state->yc, n, _state);
|
1202
|
+
ae_v_move(&state->yc.ptr.p_double[0], 1, &y->ptr.p_double[0], 1, ae_v_len(0,n-1));
|
1203
|
+
state->solvertype = solvertype;
|
1204
|
+
state->repterminationtype = 0;
|
1205
|
+
|
1206
|
+
/*
|
1207
|
+
* Allocate arrays
|
1208
|
+
*/
|
1209
|
+
ae_vector_set_length(&state->y, n, _state);
|
1210
|
+
ae_vector_set_length(&state->dy, n, _state);
|
1211
|
+
}
|
1212
|
+
|
1213
|
+
|
1214
|
+
void _odesolverstate_init(void* _p, ae_state *_state, ae_bool make_automatic)
|
1215
|
+
{
|
1216
|
+
odesolverstate *p = (odesolverstate*)_p;
|
1217
|
+
ae_touch_ptr((void*)p);
|
1218
|
+
ae_vector_init(&p->yc, 0, DT_REAL, _state, make_automatic);
|
1219
|
+
ae_vector_init(&p->escale, 0, DT_REAL, _state, make_automatic);
|
1220
|
+
ae_vector_init(&p->xg, 0, DT_REAL, _state, make_automatic);
|
1221
|
+
ae_vector_init(&p->y, 0, DT_REAL, _state, make_automatic);
|
1222
|
+
ae_vector_init(&p->dy, 0, DT_REAL, _state, make_automatic);
|
1223
|
+
ae_matrix_init(&p->ytbl, 0, 0, DT_REAL, _state, make_automatic);
|
1224
|
+
ae_vector_init(&p->yn, 0, DT_REAL, _state, make_automatic);
|
1225
|
+
ae_vector_init(&p->yns, 0, DT_REAL, _state, make_automatic);
|
1226
|
+
ae_vector_init(&p->rka, 0, DT_REAL, _state, make_automatic);
|
1227
|
+
ae_vector_init(&p->rkc, 0, DT_REAL, _state, make_automatic);
|
1228
|
+
ae_vector_init(&p->rkcs, 0, DT_REAL, _state, make_automatic);
|
1229
|
+
ae_matrix_init(&p->rkb, 0, 0, DT_REAL, _state, make_automatic);
|
1230
|
+
ae_matrix_init(&p->rkk, 0, 0, DT_REAL, _state, make_automatic);
|
1231
|
+
_rcommstate_init(&p->rstate, _state, make_automatic);
|
1232
|
+
}
|
1233
|
+
|
1234
|
+
|
1235
|
+
void _odesolverstate_init_copy(void* _dst, const void* _src, ae_state *_state, ae_bool make_automatic)
|
1236
|
+
{
|
1237
|
+
odesolverstate *dst = (odesolverstate*)_dst;
|
1238
|
+
const odesolverstate *src = (const odesolverstate*)_src;
|
1239
|
+
dst->n = src->n;
|
1240
|
+
dst->m = src->m;
|
1241
|
+
dst->xscale = src->xscale;
|
1242
|
+
dst->h = src->h;
|
1243
|
+
dst->eps = src->eps;
|
1244
|
+
dst->fraceps = src->fraceps;
|
1245
|
+
ae_vector_init_copy(&dst->yc, &src->yc, _state, make_automatic);
|
1246
|
+
ae_vector_init_copy(&dst->escale, &src->escale, _state, make_automatic);
|
1247
|
+
ae_vector_init_copy(&dst->xg, &src->xg, _state, make_automatic);
|
1248
|
+
dst->solvertype = src->solvertype;
|
1249
|
+
dst->needdy = src->needdy;
|
1250
|
+
dst->x = src->x;
|
1251
|
+
ae_vector_init_copy(&dst->y, &src->y, _state, make_automatic);
|
1252
|
+
ae_vector_init_copy(&dst->dy, &src->dy, _state, make_automatic);
|
1253
|
+
ae_matrix_init_copy(&dst->ytbl, &src->ytbl, _state, make_automatic);
|
1254
|
+
dst->repterminationtype = src->repterminationtype;
|
1255
|
+
dst->repnfev = src->repnfev;
|
1256
|
+
ae_vector_init_copy(&dst->yn, &src->yn, _state, make_automatic);
|
1257
|
+
ae_vector_init_copy(&dst->yns, &src->yns, _state, make_automatic);
|
1258
|
+
ae_vector_init_copy(&dst->rka, &src->rka, _state, make_automatic);
|
1259
|
+
ae_vector_init_copy(&dst->rkc, &src->rkc, _state, make_automatic);
|
1260
|
+
ae_vector_init_copy(&dst->rkcs, &src->rkcs, _state, make_automatic);
|
1261
|
+
ae_matrix_init_copy(&dst->rkb, &src->rkb, _state, make_automatic);
|
1262
|
+
ae_matrix_init_copy(&dst->rkk, &src->rkk, _state, make_automatic);
|
1263
|
+
_rcommstate_init_copy(&dst->rstate, &src->rstate, _state, make_automatic);
|
1264
|
+
}
|
1265
|
+
|
1266
|
+
|
1267
|
+
void _odesolverstate_clear(void* _p)
|
1268
|
+
{
|
1269
|
+
odesolverstate *p = (odesolverstate*)_p;
|
1270
|
+
ae_touch_ptr((void*)p);
|
1271
|
+
ae_vector_clear(&p->yc);
|
1272
|
+
ae_vector_clear(&p->escale);
|
1273
|
+
ae_vector_clear(&p->xg);
|
1274
|
+
ae_vector_clear(&p->y);
|
1275
|
+
ae_vector_clear(&p->dy);
|
1276
|
+
ae_matrix_clear(&p->ytbl);
|
1277
|
+
ae_vector_clear(&p->yn);
|
1278
|
+
ae_vector_clear(&p->yns);
|
1279
|
+
ae_vector_clear(&p->rka);
|
1280
|
+
ae_vector_clear(&p->rkc);
|
1281
|
+
ae_vector_clear(&p->rkcs);
|
1282
|
+
ae_matrix_clear(&p->rkb);
|
1283
|
+
ae_matrix_clear(&p->rkk);
|
1284
|
+
_rcommstate_clear(&p->rstate);
|
1285
|
+
}
|
1286
|
+
|
1287
|
+
|
1288
|
+
void _odesolverstate_destroy(void* _p)
|
1289
|
+
{
|
1290
|
+
odesolverstate *p = (odesolverstate*)_p;
|
1291
|
+
ae_touch_ptr((void*)p);
|
1292
|
+
ae_vector_destroy(&p->yc);
|
1293
|
+
ae_vector_destroy(&p->escale);
|
1294
|
+
ae_vector_destroy(&p->xg);
|
1295
|
+
ae_vector_destroy(&p->y);
|
1296
|
+
ae_vector_destroy(&p->dy);
|
1297
|
+
ae_matrix_destroy(&p->ytbl);
|
1298
|
+
ae_vector_destroy(&p->yn);
|
1299
|
+
ae_vector_destroy(&p->yns);
|
1300
|
+
ae_vector_destroy(&p->rka);
|
1301
|
+
ae_vector_destroy(&p->rkc);
|
1302
|
+
ae_vector_destroy(&p->rkcs);
|
1303
|
+
ae_matrix_destroy(&p->rkb);
|
1304
|
+
ae_matrix_destroy(&p->rkk);
|
1305
|
+
_rcommstate_destroy(&p->rstate);
|
1306
|
+
}
|
1307
|
+
|
1308
|
+
|
1309
|
+
void _odesolverreport_init(void* _p, ae_state *_state, ae_bool make_automatic)
|
1310
|
+
{
|
1311
|
+
odesolverreport *p = (odesolverreport*)_p;
|
1312
|
+
ae_touch_ptr((void*)p);
|
1313
|
+
}
|
1314
|
+
|
1315
|
+
|
1316
|
+
void _odesolverreport_init_copy(void* _dst, const void* _src, ae_state *_state, ae_bool make_automatic)
|
1317
|
+
{
|
1318
|
+
odesolverreport *dst = (odesolverreport*)_dst;
|
1319
|
+
const odesolverreport *src = (const odesolverreport*)_src;
|
1320
|
+
dst->nfev = src->nfev;
|
1321
|
+
dst->terminationtype = src->terminationtype;
|
1322
|
+
}
|
1323
|
+
|
1324
|
+
|
1325
|
+
void _odesolverreport_clear(void* _p)
|
1326
|
+
{
|
1327
|
+
odesolverreport *p = (odesolverreport*)_p;
|
1328
|
+
ae_touch_ptr((void*)p);
|
1329
|
+
}
|
1330
|
+
|
1331
|
+
|
1332
|
+
void _odesolverreport_destroy(void* _p)
|
1333
|
+
{
|
1334
|
+
odesolverreport *p = (odesolverreport*)_p;
|
1335
|
+
ae_touch_ptr((void*)p);
|
1336
|
+
}
|
1337
|
+
|
1338
|
+
|
1339
|
+
#endif
|
1340
|
+
|
1341
|
+
}
|
1342
|
+
|