alglib4 0.0.0
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- 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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}
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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
|
+
|