diff options
Diffstat (limited to 'gsl-1.9/ode-initval/gear1.c')
-rw-r--r-- | gsl-1.9/ode-initval/gear1.c | 272 |
1 files changed, 272 insertions, 0 deletions
diff --git a/gsl-1.9/ode-initval/gear1.c b/gsl-1.9/ode-initval/gear1.c new file mode 100644 index 0000000..1cb58aa --- /dev/null +++ b/gsl-1.9/ode-initval/gear1.c @@ -0,0 +1,272 @@ +/* ode-initval/gear1.c + * + * Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman + * + * This program is free software; you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation; either version 2 of the License, or (at + * your option) any later version. + * + * This program is distributed in the hope that it will be useful, but + * WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU + * General Public License for more details. + * + * You should have received a copy of the GNU General Public License + * along with this program; if not, write to the Free Software + * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. + */ + +/* Gear 1. This is the implicit Euler a.k.a backward Euler method. */ + +/* Author: G. Jungman + */ + +/* Error estimation by step doubling, see eg. Ascher, U.M., Petzold, + L.R., Computer methods for ordinary differential and + differential-algebraic equations, SIAM, Philadelphia, 1998. + The method is also described in eg. this reference. +*/ + +#include <config.h> +#include <stdlib.h> +#include <string.h> +#include <gsl/gsl_math.h> +#include <gsl/gsl_errno.h> +#include <gsl/gsl_odeiv.h> + +#include "odeiv_util.h" + +typedef struct +{ + double *k; + double *y0; + double *y0_orig; + double *y_onestep; +} +gear1_state_t; + +static void * +gear1_alloc (size_t dim) +{ + gear1_state_t *state = (gear1_state_t *) malloc (sizeof (gear1_state_t)); + + if (state == 0) + { + GSL_ERROR_NULL ("failed to allocate space for gear1_state", GSL_ENOMEM); + } + + state->k = (double *) malloc (dim * sizeof (double)); + + if (state->k == 0) + { + free (state); + GSL_ERROR_NULL ("failed to allocate space for k", GSL_ENOMEM); + } + + state->y0 = (double *) malloc (dim * sizeof (double)); + + if (state->y0 == 0) + { + free (state->k); + free (state); + GSL_ERROR_NULL ("failed to allocate space for y0", GSL_ENOMEM); + } + + state->y0_orig = (double *) malloc (dim * sizeof (double)); + + if (state->y0_orig == 0) + { + free (state->y0); + free (state->k); + free (state); + GSL_ERROR_NULL ("failed to allocate space for y0_orig", GSL_ENOMEM); + } + + state->y_onestep = (double *) malloc (dim * sizeof (double)); + + if (state->y_onestep == 0) + { + free (state->y0_orig); + free (state->y0); + free (state->k); + free (state); + GSL_ERROR_NULL ("failed to allocate space for y_onestep", GSL_ENOMEM); + } + + return state; +} + +static int +gear1_step (double *y, gear1_state_t *state, + const double h, const double t, + const size_t dim, const gsl_odeiv_system *sys) +{ + /* Makes an implicit Euler advance with step size h. + y0 is the initial values of variables y. + + The implicit matrix equations to solve are: + + k = y0 + h * f(t + h, k) + + y = y0 + h * f(t + h, k) + */ + + const int iter_steps = 3; + int nu; + size_t i; + double *y0 = state->y0; + double *k = state->k; + + /* Iterative solution of k = y0 + h * f(t + h, k) + + Note: This method does not check for convergence of the + iterative solution! + */ + + for (nu = 0; nu < iter_steps; nu++) + { + int s = GSL_ODEIV_FN_EVAL(sys, t + h, y, k); + + if (s != GSL_SUCCESS) + { + return s; + } + + for (i=0; i<dim; i++) + { + y[i] = y0[i] + h * k[i]; + } + } + + return GSL_SUCCESS; +} + +static int +gear1_apply(void * vstate, + size_t dim, + double t, + double h, + double y[], + double yerr[], + const double dydt_in[], + double dydt_out[], + const gsl_odeiv_system * sys) +{ + gear1_state_t *state = (gear1_state_t *) vstate; + + size_t i; + + double *y0 = state->y0; + double *y0_orig = state->y0_orig; + double *y_onestep = state->y_onestep; + + /* initialization */ + DBL_MEMCPY(y0, y, dim); + + /* Save initial values for possible failures */ + DBL_MEMCPY (y0_orig, y, dim); + + /* First traverse h with one step (save to y_onestep) */ + DBL_MEMCPY (y_onestep, y, dim); + + { + int s = gear1_step (y_onestep, state, h, t, dim, sys); + + if (s != GSL_SUCCESS) + { + return s; + } + } + + /* Then with two steps with half step length (save to y) */ + { + int s = gear1_step (y, state, h / 2.0, t, dim, sys); + + if (s != GSL_SUCCESS) + { + /* Restore original y vector */ + DBL_MEMCPY (y, y0_orig, dim); + return s; + } + } + + DBL_MEMCPY (y0, y, dim); + + { + int s = gear1_step (y, state, h / 2.0, t + h / 2.0, dim, sys); + + if (s != GSL_SUCCESS) + { + /* Restore original y vector */ + DBL_MEMCPY (y, y0_orig, dim); + return s; + } + } + + /* Cleanup update */ + + if (dydt_out != NULL) + { + int s = GSL_ODEIV_FN_EVAL (sys, t + h, y, dydt_out); + + if (s != GSL_SUCCESS) + { + /* Restore original y vector */ + DBL_MEMCPY (y, y0_orig, dim); + return s; + } + } + + /* Error estimation */ + + for (i = 0; i < dim; i++) + { + yerr[i] = 4.0 * (y[i] - y_onestep[i]); + } + + return GSL_SUCCESS; +} + +static int +gear1_reset (void *vstate, size_t dim) +{ + gear1_state_t *state = (gear1_state_t *) vstate; + + DBL_ZERO_MEMSET (state->y_onestep, dim); + DBL_ZERO_MEMSET (state->y0_orig, dim); + DBL_ZERO_MEMSET (state->y0, dim); + DBL_ZERO_MEMSET (state->k, dim); + return GSL_SUCCESS; +} + +static unsigned int +gear1_order (void *vstate) +{ + gear1_state_t *state = (gear1_state_t *) vstate; + state = 0; /* prevent warnings about unused parameters */ + return 1; +} + +static void +gear1_free (void *vstate) +{ + gear1_state_t *state = (gear1_state_t *) vstate; + free (state->y_onestep); + free (state->y0_orig); + free (state->y0); + free (state->k); + free (state); +} + +static const gsl_odeiv_step_type gear1_type = { "gear1", /* name */ + 0, /* can use dydt_in? */ + 1, /* gives exact dydt_out? */ + &gear1_alloc, + &gear1_apply, + &gear1_reset, + &gear1_order, + &gear1_free +}; + +const gsl_odeiv_step_type *gsl_odeiv_step_gear1 = &gear1_type; |