Blame ode-initval/evolve.c

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/* ode-initval/evolve.c
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 * 
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 * Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman
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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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/* Author:  G. Jungman
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 */
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#include <config.h>
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#include <string.h>
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#include <stdlib.h>
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#include <gsl/gsl_math.h>
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#include <gsl/gsl_errno.h>
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#include <gsl/gsl_odeiv.h>
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#include "odeiv_util.h"
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gsl_odeiv_evolve *
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gsl_odeiv_evolve_alloc (size_t dim)
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{
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  gsl_odeiv_evolve *e =
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    (gsl_odeiv_evolve *) malloc (sizeof (gsl_odeiv_evolve));
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  if (e == 0)
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    {
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      GSL_ERROR_NULL ("failed to allocate space for evolve struct",
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                      GSL_ENOMEM);
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    }
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  e->y0 = (double *) malloc (dim * sizeof (double));
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  if (e->y0 == 0)
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    {
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      free (e);
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      GSL_ERROR_NULL ("failed to allocate space for y0", GSL_ENOMEM);
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    }
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  e->yerr = (double *) malloc (dim * sizeof (double));
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  if (e->yerr == 0)
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    {
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      free (e->y0);
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      free (e);
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      GSL_ERROR_NULL ("failed to allocate space for yerr", GSL_ENOMEM);
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    }
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  e->dydt_in = (double *) malloc (dim * sizeof (double));
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  if (e->dydt_in == 0)
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    {
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      free (e->yerr);
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      free (e->y0);
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      free (e);
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      GSL_ERROR_NULL ("failed to allocate space for dydt_in", GSL_ENOMEM);
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    }
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  e->dydt_out = (double *) malloc (dim * sizeof (double));
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  if (e->dydt_out == 0)
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    {
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      free (e->dydt_in);
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      free (e->yerr);
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      free (e->y0);
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      free (e);
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      GSL_ERROR_NULL ("failed to allocate space for dydt_out", GSL_ENOMEM);
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    }
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  e->dimension = dim;
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  e->count = 0;
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  e->failed_steps = 0;
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  e->last_step = 0.0;
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  return e;
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}
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int
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gsl_odeiv_evolve_reset (gsl_odeiv_evolve * e)
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{
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  e->count = 0;
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  e->failed_steps = 0;
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  e->last_step = 0.0;
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  return GSL_SUCCESS;
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}
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void
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gsl_odeiv_evolve_free (gsl_odeiv_evolve * e)
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{
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  RETURN_IF_NULL (e);
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  free (e->dydt_out);
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  free (e->dydt_in);
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  free (e->yerr);
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  free (e->y0);
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  free (e);
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}
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/* Evolution framework method.
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 *
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 * Uses an adaptive step control object
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 */
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int
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gsl_odeiv_evolve_apply (gsl_odeiv_evolve * e,
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                        gsl_odeiv_control * con,
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                        gsl_odeiv_step * step,
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                        const gsl_odeiv_system * dydt,
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                        double *t, double t1, double *h, double y[])
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{
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  const double t0 = *t;
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  double h0 = *h;
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  int step_status;
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  int final_step = 0;
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  double dt = t1 - t0;  /* remaining time, possibly less than h */
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  if (e->dimension != step->dimension)
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    {
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      GSL_ERROR ("step dimension must match evolution size", GSL_EINVAL);
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    }
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  if ((dt < 0.0 && h0 > 0.0) || (dt > 0.0 && h0 < 0.0))
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    {
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      GSL_ERROR ("step direction must match interval direction", GSL_EINVAL);
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    }
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  /* No need to copy if we cannot control the step size. */
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  if (con != NULL)
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    {
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      DBL_MEMCPY (e->y0, y, e->dimension);
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    }
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  /* Calculate initial dydt once if the method can benefit. */
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  if (step->type->can_use_dydt_in)
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    {
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      int status = GSL_ODEIV_FN_EVAL (dydt, t0, y, e->dydt_in);
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      if (status) 
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        {
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          return status;
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        }
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    }
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try_step:
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  if ((dt >= 0.0 && h0 > dt) || (dt < 0.0 && h0 < dt))
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    {
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      h0 = dt;
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      final_step = 1;
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    }
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  else
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    {
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      final_step = 0;
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    }
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  if (step->type->can_use_dydt_in)
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    {
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      step_status =
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        gsl_odeiv_step_apply (step, t0, h0, y, e->yerr, e->dydt_in,
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                              e->dydt_out, dydt);
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    }
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  else
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    {
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      step_status =
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        gsl_odeiv_step_apply (step, t0, h0, y, e->yerr, NULL, e->dydt_out,
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                              dydt);
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    }
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  /* Check for stepper internal failure */
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  if (step_status != GSL_SUCCESS) 
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    {
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      *h = h0;  /* notify user of step-size which caused the failure */
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      *t = t0;  /* restore original t value */
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      return step_status;
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    }
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  e->count++;
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  e->last_step = h0;
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  if (final_step)
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    {
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      *t = t1;
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    }
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  else
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    {
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      *t = t0 + h0;
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    }
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  if (con != NULL)
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    {
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      /* Check error and attempt to adjust the step. */
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      double h_old = h0;
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      const int hadjust_status 
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        = gsl_odeiv_control_hadjust (con, step, y, e->yerr, e->dydt_out, &h0;;
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      if (hadjust_status == GSL_ODEIV_HADJ_DEC)
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        {
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          /* Check that the reported status is correct (i.e. an actual
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             decrease in h0 occured) and the suggested h0 will change
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             the time by at least 1 ulp */
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          double t_curr = GSL_COERCE_DBL(*t);
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          double t_next = GSL_COERCE_DBL((*t) + h0);
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          if (fabs(h0) < fabs(h_old) && t_next != t_curr) 
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            {
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              /* Step was decreased. Undo step, and try again with new h0. */
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              DBL_MEMCPY (y, e->y0, dydt->dimension);
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              e->failed_steps++;
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              goto try_step;
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            }
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          else
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            {
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              h0 = h_old; /* keep current step size */
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            }
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        }
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    }
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  *h = h0;  /* suggest step size for next time-step */
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  return step_status;
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}