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Diffstat (limited to 'gsl-1.9/ode-initval/rk4.c')
-rw-r--r-- | gsl-1.9/ode-initval/rk4.c | 365 |
1 files changed, 365 insertions, 0 deletions
diff --git a/gsl-1.9/ode-initval/rk4.c b/gsl-1.9/ode-initval/rk4.c new file mode 100644 index 0000000..3327f8e --- /dev/null +++ b/gsl-1.9/ode-initval/rk4.c @@ -0,0 +1,365 @@ +/* ode-initval/rk4.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. + */ + +/* Runge-Kutta 4th order, Classical */ + +/* Author: G. Jungman + */ + +/* Reference: Abramowitz & Stegun, section 25.5. equation 25.5.10 + + 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. +*/ + +#include <config.h> +#include <stdlib.h> +#include <string.h> +#include <gsl/gsl_errno.h> +#include <gsl/gsl_odeiv.h> + +#include "odeiv_util.h" + +typedef struct +{ + double *k; + double *k1; + double *y0; + double *ytmp; + double *y_onestep; +} +rk4_state_t; + +static void * +rk4_alloc (size_t dim) +{ + rk4_state_t *state = (rk4_state_t *) malloc (sizeof (rk4_state_t)); + + if (state == 0) + { + GSL_ERROR_NULL ("failed to allocate space for rk4_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->k1 = (double *) malloc (dim * sizeof (double)); + + if (state->k1 == 0) + { + free (state); + free (state->k); + GSL_ERROR_NULL ("failed to allocate space for k1", GSL_ENOMEM); + } + + state->y0 = (double *) malloc (dim * sizeof (double)); + + if (state->y0 == 0) + { + free (state->k); + free (state->k1); + free (state); + GSL_ERROR_NULL ("failed to allocate space for y0", GSL_ENOMEM); + } + + state->ytmp = (double *) malloc (dim * sizeof (double)); + + if (state->ytmp == 0) + { + free (state->y0); + free (state->k); + free (state->k1); + free (state); + GSL_ERROR_NULL ("failed to allocate space for ytmp", GSL_ENOMEM); + } + + state->y_onestep = (double *) malloc (dim * sizeof (double)); + + if (state->y_onestep == 0) + { + free (state->ytmp); + free (state->y0); + free (state->k); + free (state->k1); + free (state); + GSL_ERROR_NULL ("failed to allocate space for ytmp", GSL_ENOMEM); + } + + return state; +} + +static int +rk4_step (double *y, const rk4_state_t *state, + const double h, const double t, const size_t dim, + const gsl_odeiv_system *sys) +{ + /* Makes a Runge-Kutta 4th order advance with step size h. */ + + /* initial values of variables y. */ + const double *y0 = state->y0; + + /* work space */ + double *ytmp = state->ytmp; + + /* Runge-Kutta coefficients. Contains values of coefficient k1 + in the beginning + */ + double *k = state->k; + + size_t i; + + /* k1 step */ + + for (i = 0; i < dim; i++) + { + y[i] += h / 6.0 * k[i]; + ytmp[i] = y0[i] + 0.5 * h * k[i]; + } + + /* k2 step */ + { + int s = GSL_ODEIV_FN_EVAL (sys, t + 0.5 * h, ytmp, k); + + if (s != GSL_SUCCESS) + { + return s; + } + } + + for (i = 0; i < dim; i++) + { + y[i] += h / 3.0 * k[i]; + ytmp[i] = y0[i] + 0.5 * h * k[i]; + } + + /* k3 step */ + { + int s = GSL_ODEIV_FN_EVAL (sys, t + 0.5 * h, ytmp, k); + + if (s != GSL_SUCCESS) + { + return s; + } + } + + for (i = 0; i < dim; i++) + { + y[i] += h / 3.0 * k[i]; + ytmp[i] = y0[i] + h * k[i]; + } + + /* k4 step */ + { + int s = GSL_ODEIV_FN_EVAL (sys, t + h, ytmp, k); + + if (s != GSL_SUCCESS) + { + return s; + } + } + + for (i = 0; i < dim; i++) + { + y[i] += h / 6.0 * k[i]; + } + + return GSL_SUCCESS; +} + + +static int +rk4_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) +{ + rk4_state_t *state = (rk4_state_t *) vstate; + + size_t i; + + double *const k = state->k; + double *const k1 = state->k1; + double *const y0 = state->y0; + double *const y_onestep = state->y_onestep; + + DBL_MEMCPY (y0, y, dim); + + if (dydt_in != NULL) + { + DBL_MEMCPY (k, dydt_in, dim); + } + else + { + int s = GSL_ODEIV_FN_EVAL (sys, t, y0, k); + + if (s != GSL_SUCCESS) + { + return s; + } + } + + /* Error estimation is done by step doubling procedure */ + + /* Save first point derivatives*/ + + DBL_MEMCPY (k1, k, dim); + + /* First traverse h with one step (save to y_onestep) */ + + DBL_MEMCPY (y_onestep, y, dim); + + { + int s = rk4_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) */ + + DBL_MEMCPY (k, k1, dim); + + { + int s = rk4_step (y, state, h/2.0, t, dim, sys); + + if (s != GSL_SUCCESS) + { + /* Restore original values */ + DBL_MEMCPY (y, y0, dim); + return s; + } + } + + /* Update before second step */ + { + int s = GSL_ODEIV_FN_EVAL (sys, t + h/2.0, y, k); + + if (s != GSL_SUCCESS) + { + /* Restore original values */ + DBL_MEMCPY (y, y0, dim); + return s; + } + } + + /* Save original y0 to k1 for possible failures */ + DBL_MEMCPY (k1, y0, dim); + + /* Update y0 for second step */ + DBL_MEMCPY (y0, y, dim); + + { + int s = rk4_step (y, state, h/2.0, t + h/2.0, dim, sys); + + if (s != GSL_SUCCESS) + { + /* Restore original values */ + DBL_MEMCPY (y, k1, dim); + return s; + } + } + + /* Derivatives at output */ + + if (dydt_out != NULL) { + int s = GSL_ODEIV_FN_EVAL (sys, t + h, y, dydt_out); + + if (s != GSL_SUCCESS) + { + /* Restore original values */ + DBL_MEMCPY (y, k1, dim); + return s; + } + } + + /* Error estimation + + yerr = C * 0.5 * | y(onestep) - y(twosteps) | / (2^order - 1) + + constant C is approximately 8.0 to ensure 90% of samples lie within + the error (assuming a gaussian distribution with prior p(sigma)=1/sigma.) + + */ + + for (i = 0; i < dim; i++) + { + yerr[i] = 4.0 * (y[i] - y_onestep[i]) / 15.0; + } + + return GSL_SUCCESS; +} + +static int +rk4_reset (void *vstate, size_t dim) +{ + rk4_state_t *state = (rk4_state_t *) vstate; + + DBL_ZERO_MEMSET (state->k, dim); + DBL_ZERO_MEMSET (state->k1, dim); + DBL_ZERO_MEMSET (state->y0, dim); + DBL_ZERO_MEMSET (state->ytmp, dim); + DBL_ZERO_MEMSET (state->y_onestep, dim); + + return GSL_SUCCESS; +} + +static unsigned int +rk4_order (void *vstate) +{ + rk4_state_t *state = (rk4_state_t *) vstate; + state = 0; /* prevent warnings about unused parameters */ + return 4; +} + +static void +rk4_free (void *vstate) +{ + rk4_state_t *state = (rk4_state_t *) vstate; + free (state->k); + free (state->k1); + free (state->y0); + free (state->ytmp); + free (state->y_onestep); + free (state); +} + +static const gsl_odeiv_step_type rk4_type = { "rk4", /* name */ + 1, /* can use dydt_in */ + 1, /* gives exact dydt_out */ + &rk4_alloc, + &rk4_apply, + &rk4_reset, + &rk4_order, + &rk4_free +}; + +const gsl_odeiv_step_type *gsl_odeiv_step_rk4 = &rk4_type; |