diff options
Diffstat (limited to 'gsl-1.9/ode-initval/gear2.c')
-rw-r--r-- | gsl-1.9/ode-initval/gear2.c | 343 |
1 files changed, 343 insertions, 0 deletions
diff --git a/gsl-1.9/ode-initval/gear2.c b/gsl-1.9/ode-initval/gear2.c new file mode 100644 index 0000000..e1afe21 --- /dev/null +++ b/gsl-1.9/ode-initval/gear2.c @@ -0,0 +1,343 @@ +/* ode-initval/gear2.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 2 */ + +/* Author: G. Jungman + */ +#include <config.h> +#include <stdlib.h> +#include <string.h> +#include <gsl/gsl_math.h> +#include <gsl/gsl_errno.h> +#include "odeiv_util.h" +#include <gsl/gsl_odeiv.h> + + +/* gear2 state object */ +typedef struct +{ + int primed; /* flag indicating that yim1 is ready */ + double t_primed; /* system was primed for this value of t */ + double last_h; /* last step size */ + gsl_odeiv_step *primer; /* stepper to use for priming */ + double *yim1; /* y_{i-1} */ + double *k; /* work space */ + double *y0; /* work space */ + double *y0_orig; + double *y_onestep; + int stutter; +} +gear2_state_t; + +static void * +gear2_alloc (size_t dim) +{ + gear2_state_t *state = (gear2_state_t *) malloc (sizeof (gear2_state_t)); + + if (state == 0) + { + GSL_ERROR_NULL ("failed to allocate space for gear2_state", GSL_ENOMEM); + } + + state->yim1 = (double *) malloc (dim * sizeof (double)); + + if (state->yim1 == 0) + { + free (state); + GSL_ERROR_NULL ("failed to allocate space for yim1", GSL_ENOMEM); + } + + state->k = (double *) malloc (dim * sizeof (double)); + + if (state->k == 0) + { + free (state->yim1); + 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->yim1); + 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->yim1); + 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->yim1); + free (state); + GSL_ERROR_NULL ("failed to allocate space for y0_orig", GSL_ENOMEM); + } + + state->primed = 0; + state->primer = gsl_odeiv_step_alloc (gsl_odeiv_step_rk4imp, dim); + + if (state->primer == 0) + { + free (state->y_onestep); + free (state->y0_orig); + free (state->y0); + free (state->k); + free (state->yim1); + free (state); + GSL_ERROR_NULL ("failed to allocate space for primer", GSL_ENOMEM); + } + + state->last_h = 0.0; + + return state; +} + +static int +gear2_step (double *y, gear2_state_t * state, + const double h, const double t, + const size_t dim, const gsl_odeiv_system * sys) +{ + /* Makes a Gear2 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 *yim1 = state->yim1; + 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] = ((4.0 * y0[i] - yim1[i]) + 2.0 * h * k[i]) / 3.0; + } + } + + return GSL_SUCCESS; +} + +static int +gear2_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) +{ + gear2_state_t *state = (gear2_state_t *) vstate; + + state->stutter = 0; + + if (state->primed == 0 || t == state->t_primed || h != state->last_h) + { + /* Execute a single-step method to prime the process. Note that + * we do this if the step size changes, so frequent step size + * changes will cause the method to stutter. + * + * Note that we reuse this method if the time has not changed, + * which can occur when the adaptive driver is attempting to find + * an appropriate step-size on its first iteration */ + + int status; + DBL_MEMCPY (state->yim1, y, dim); + + status = + gsl_odeiv_step_apply (state->primer, t, h, y, yerr, dydt_in, dydt_out, + sys); + + /* Make note of step size and indicate readiness for a Gear step. */ + + state->primed = 1; + state->t_primed = t; + state->last_h = h; + state->stutter = 1; + + return status; + } + else + { + /* We have a previous y value in the buffer, and the step + * sizes match, so we go ahead with the Gear step. + */ + + double *const k = state->k; + double *const y0 = state->y0; + double *const y0_orig = state->y0_orig; + double *const yim1 = state->yim1; + double *y_onestep = state->y_onestep; + + int s; + size_t i; + + DBL_MEMCPY (y0, y, dim); + + /* iterative solution */ + + if (dydt_out != NULL) + { + DBL_MEMCPY (k, dydt_out, dim); + } + + /* First traverse h with one step (save to y_onestep) */ + + DBL_MEMCPY (y_onestep, y, dim); + + s = gear2_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) */ + + s = gear2_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); + + s = gear2_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) + { + 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; + } + } + + /* Estimate error and update the state buffer. */ + + for (i = 0; i < dim; i++) + { + yerr[i] = 4.0 * (y[i] - y_onestep[i]); + yim1[i] = y0[i]; + } + + /* Make note of step size. */ + state->last_h = h; + + return 0; + } +} + +static int +gear2_reset (void *vstate, size_t dim) +{ + gear2_state_t *state = (gear2_state_t *) vstate; + + DBL_ZERO_MEMSET (state->yim1, dim); + DBL_ZERO_MEMSET (state->k, dim); + DBL_ZERO_MEMSET (state->y0, dim); + + state->primed = 0; + state->last_h = 0.0; + return GSL_SUCCESS; +} + +static unsigned int +gear2_order (void *vstate) +{ + gear2_state_t *state = (gear2_state_t *) vstate; + state = 0; /* prevent warnings about unused parameters */ + return 3; +} + +static void +gear2_free (void *vstate) +{ + gear2_state_t *state = (gear2_state_t *) vstate; + + free (state->yim1); + free (state->k); + free (state->y0); + free (state->y0_orig); + free (state->y_onestep); + gsl_odeiv_step_free (state->primer); + + free (state); +} + +static const gsl_odeiv_step_type gear2_type = { "gear2", /* name */ + 1, /* can use dydt_in */ + 0, /* gives exact dydt_out */ + &gear2_alloc, + &gear2_apply, + &gear2_reset, + &gear2_order, + &gear2_free +}; + +const gsl_odeiv_step_type *gsl_odeiv_step_gear2 = &gear2_type; |