Blame ode-initval/cscal.c

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/* ode-initval/cscal.c
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 * 
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 * Copyright (C) 2002, 2007 Brian Gough
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 * 
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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; either version 3 of the License, or (at
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 * your option) any later version.
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 * 
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 * This program is distributed in the hope that it will be useful, but
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 * WITHOUT ANY WARRANTY; without even the implied warranty of
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 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
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 * General Public License for more details.
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 * 
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 * You should have received a copy of the GNU General Public License
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 * along with this program; if not, write to the Free Software
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 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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 */
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#include <config.h>
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#include <stdlib.h>
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#include <string.h>
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#include <math.h>
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#include <gsl/gsl_errno.h>
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#include <gsl/gsl_math.h>
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#include <gsl/gsl_odeiv.h>
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typedef struct
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{
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  double eps_abs;
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  double eps_rel;
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  double a_y;
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  double a_dydt;
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  double * scale_abs;
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}
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sc_control_state_t;
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static void *
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sc_control_alloc (void)
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{
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  sc_control_state_t * s = 
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    (sc_control_state_t *) malloc (sizeof(sc_control_state_t));
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  if (s == 0)
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    {
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      GSL_ERROR_NULL ("failed to allocate space for sc_control_state", 
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                      GSL_ENOMEM);
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    }
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  return s;
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}
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static int
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sc_control_init (void * vstate, 
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                  double eps_abs, double eps_rel, double a_y, double a_dydt)
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{
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  sc_control_state_t * s = (sc_control_state_t *) vstate;
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  if (eps_abs < 0)
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    {
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      GSL_ERROR ("eps_abs is negative", GSL_EINVAL);
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    }
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  else if (eps_rel < 0)
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    {
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      GSL_ERROR ("eps_rel is negative", GSL_EINVAL);
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    }
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  else if (a_y < 0)
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    {
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      GSL_ERROR ("a_y is negative", GSL_EINVAL);
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    }
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  else if (a_dydt < 0)
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    {
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      GSL_ERROR ("a_dydt is negative", GSL_EINVAL);
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    }
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  s->eps_rel = eps_rel;
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  s->eps_abs = eps_abs;
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  s->a_y = a_y;
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  s->a_dydt = a_dydt;
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  return GSL_SUCCESS;
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}
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static int
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sc_control_hadjust(void * vstate, size_t dim, unsigned int ord, const double y[], const double yerr[], const double yp[], double * h)
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{
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  sc_control_state_t *state = (sc_control_state_t *) vstate;
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  const double eps_abs = state->eps_abs;
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  const double eps_rel = state->eps_rel;
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  const double a_y     = state->a_y;
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  const double a_dydt  = state->a_dydt;
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  const double * scale_abs = state->scale_abs;
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  const double S = 0.9;
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  const double h_old = *h;
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  double rmax = DBL_MIN;
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  size_t i;
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  for(i=0; i
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    const double D0 = 
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      eps_rel * (a_y * fabs(y[i]) + a_dydt * fabs(h_old * yp[i])) 
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      + eps_abs * scale_abs[i];
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    const double r  = fabs(yerr[i]) / fabs(D0);
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    rmax = GSL_MAX_DBL(r, rmax);
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  }
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  if(rmax > 1.1) {
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    /* decrease step, no more than factor of 5, but a fraction S more
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       than scaling suggests (for better accuracy) */
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    double r =  S / pow(rmax, 1.0/ord);
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    if (r < 0.2)
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      r = 0.2;
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    *h = r * h_old;
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    return GSL_ODEIV_HADJ_DEC;
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  }
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  else if(rmax < 0.5) {
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    /* increase step, no more than factor of 5 */
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    double r = S / pow(rmax, 1.0/(ord+1.0));
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    if (r > 5.0)
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      r = 5.0;
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    if (r < 1.0)  /* don't allow any decrease caused by S<1 */
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      r = 1.0;
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    *h = r * h_old;
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    return GSL_ODEIV_HADJ_INC;
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  }
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  else {
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    /* no change */
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    return GSL_ODEIV_HADJ_NIL;
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  }
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}
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static void
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sc_control_free (void * vstate)
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{
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  sc_control_state_t *state = (sc_control_state_t *) vstate;
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  free (state->scale_abs);
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  free (state);
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}
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static const gsl_odeiv_control_type sc_control_type =
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{"scaled",                      /* name */
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 &sc_control_alloc,
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 &sc_control_init,
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 &sc_control_hadjust,
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 &sc_control_free};
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const gsl_odeiv_control_type *gsl_odeiv_control_scaled = &sc_control_type;
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gsl_odeiv_control *
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gsl_odeiv_control_scaled_new(double eps_abs, double eps_rel,
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                             double a_y, double a_dydt,
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                             const double scale_abs[],
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                             size_t dim)
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{
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  gsl_odeiv_control * c = 
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    gsl_odeiv_control_alloc (gsl_odeiv_control_scaled);
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  int status = gsl_odeiv_control_init (c, eps_abs, eps_rel, a_y, a_dydt);
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  if (status != GSL_SUCCESS)
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    {
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      gsl_odeiv_control_free (c);
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      GSL_ERROR_NULL ("error trying to initialize control", status);
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    }
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  {
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    sc_control_state_t * s = (sc_control_state_t *) c->state;
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    s->scale_abs = (double *)malloc(dim * sizeof(double));
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    if (s->scale_abs == 0)
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      {
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        free (s);
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        GSL_ERROR_NULL ("failed to allocate space for scale_abs", 
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                        GSL_ENOMEM);
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      }
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    memcpy(s->scale_abs, scale_abs, dim * sizeof(double));
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  }
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  return c;
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}