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+/* 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;