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evolve.c

/* ode-initval/evolve.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 3 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.
 */

/* Author:  G. Jungman
 */
#include <config.h>
#include <string.h>
#include <stdlib.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_odeiv2.h>

#include "odeiv_util.h"

gsl_odeiv2_evolve *
gsl_odeiv2_evolve_alloc (size_t dim)
{
  gsl_odeiv2_evolve *e =
    (gsl_odeiv2_evolve *) malloc (sizeof (gsl_odeiv2_evolve));

  if (e == 0)
    {
      GSL_ERROR_NULL ("failed to allocate space for evolve struct",
                      GSL_ENOMEM);
    }

  e->y0 = (double *) malloc (dim * sizeof (double));

  if (e->y0 == 0)
    {
      free (e);
      GSL_ERROR_NULL ("failed to allocate space for y0", GSL_ENOMEM);
    }

  e->yerr = (double *) malloc (dim * sizeof (double));

  if (e->yerr == 0)
    {
      free (e->y0);
      free (e);
      GSL_ERROR_NULL ("failed to allocate space for yerr", GSL_ENOMEM);
    }

  e->dydt_in = (double *) malloc (dim * sizeof (double));

  if (e->dydt_in == 0)
    {
      free (e->yerr);
      free (e->y0);
      free (e);
      GSL_ERROR_NULL ("failed to allocate space for dydt_in", GSL_ENOMEM);
    }

  e->dydt_out = (double *) malloc (dim * sizeof (double));

  if (e->dydt_out == 0)
    {
      free (e->dydt_in);
      free (e->yerr);
      free (e->y0);
      free (e);
      GSL_ERROR_NULL ("failed to allocate space for dydt_out", GSL_ENOMEM);
    }

  e->dimension = dim;
  e->count = 0;
  e->failed_steps = 0;
  e->last_step = 0.0;
  e->driver = NULL;

  return e;
}

int
gsl_odeiv2_evolve_reset (gsl_odeiv2_evolve * e)
{
  e->count = 0;
  e->failed_steps = 0;
  e->last_step = 0.0;
  return GSL_SUCCESS;
}

void
gsl_odeiv2_evolve_free (gsl_odeiv2_evolve * e)
{
  RETURN_IF_NULL (e);
  free (e->dydt_out);
  free (e->dydt_in);
  free (e->yerr);
  free (e->y0);
  free (e);
}

/* Evolution framework method.
 *
 * Uses an adaptive step control object
 */
int
gsl_odeiv2_evolve_apply (gsl_odeiv2_evolve * e,
                         gsl_odeiv2_control * con,
                         gsl_odeiv2_step * step,
                         const gsl_odeiv2_system * dydt,
                         double *t, double t1, double *h, double y[])
{
  const double t0 = *t;
  double h0 = *h;
  int step_status;
  int final_step = 0;
  double dt = t1 - t0;          /* remaining time, possibly less than h */

  if (e->dimension != step->dimension)
    {
      GSL_ERROR ("step dimension must match evolution size", GSL_EINVAL);
    }

  if ((dt < 0.0 && h0 > 0.0) || (dt > 0.0 && h0 < 0.0))
    {
      GSL_ERROR ("step direction must match interval direction", GSL_EINVAL);
    }

  /* Save y in case of failure in a step */

  DBL_MEMCPY (e->y0, y, e->dimension);

  /* Calculate initial dydt once if the method can benefit. */

  if (step->type->can_use_dydt_in)
    {
      int status = GSL_ODEIV_FN_EVAL (dydt, t0, y, e->dydt_in);

      if (status)
        {
          return status;
        }
    }

try_step:

  if ((dt >= 0.0 && h0 > dt) || (dt < 0.0 && h0 < dt))
    {
      h0 = dt;
      final_step = 1;
    }
  else
    {
      final_step = 0;
    }

  if (step->type->can_use_dydt_in)
    {
      step_status =
        gsl_odeiv2_step_apply (step, t0, h0, y, e->yerr, e->dydt_in,
                               e->dydt_out, dydt);
    }
  else
    {
      step_status =
        gsl_odeiv2_step_apply (step, t0, h0, y, e->yerr, NULL, e->dydt_out,
                               dydt);
    }

  /* Return if stepper indicates a pointer or user function failure */

  if (step_status == GSL_EFAULT || step_status == GSL_EBADFUNC)
    {
      return step_status;
    }

  /* Check for stepper internal failure */

  if (step_status != GSL_SUCCESS)
    {
      /* Stepper was unable to calculate step. Try decreasing step size. */

      double h_old = h0;

      h0 *= 0.5;

      /* Check that an actual decrease in h0 occured and the
         suggested h0 will change the time by at least 1 ulp */

      {
        double t_curr = GSL_COERCE_DBL (*t);
        double t_next = GSL_COERCE_DBL ((*t) + h0);

        if (fabs (h0) < fabs (h_old) && t_next != t_curr)
          {
            
            /* Step was decreased. Undo step, and try again with new h0. */
            
            DBL_MEMCPY (y, e->y0, dydt->dimension);
            e->failed_steps++;
            goto try_step;
          }
        else
          {
            *h = h0;              /* notify user of step-size which caused the failure */
            *t = t0;              /* restore original t value */
            return step_status;
          }
      }
    }

  e->count++;
  e->last_step = h0;

  if (final_step)
    {
      *t = t1;
    }
  else
    {
      *t = t0 + h0;
    }

  if (con != NULL)
    {
      /* Check error and attempt to adjust the step. */

      double h_old = h0;

      const int hadjust_status
        =
        gsl_odeiv2_control_hadjust (con, step, y, e->yerr, e->dydt_out, &h0);

      if (hadjust_status == GSL_ODEIV_HADJ_DEC)
        {
          /* Check that the reported status is correct (i.e. an actual
             decrease in h0 occured) and the suggested h0 will change
             the time by at least 1 ulp */

          double t_curr = GSL_COERCE_DBL (*t);
          double t_next = GSL_COERCE_DBL ((*t) + h0);

          if (fabs (h0) < fabs (h_old) && t_next != t_curr)
            {
              /* Step was decreased. Undo step, and try again with new h0. */

              DBL_MEMCPY (y, e->y0, dydt->dimension);
              e->failed_steps++;
              goto try_step;
            }
          else
            {
              /* Can not obtain required error tolerance, and can not
                 decrease step-size any further, so give up and return
                 GSL_FAILURE.
               */

              *h = h0;          /* notify user of step-size which caused the failure */
              return GSL_FAILURE;
            }
        }
    }

  /* Suggest step size for next time-step. Change of step size is not
     suggested in the final step, because that step can be very
     small compared to previous step, to reach t1. 
   */

  if (final_step == 0)
    {
      *h = h0;
    }

  return step_status;
}

/* Evolves the system using the user specified constant step size h.
 */

int
gsl_odeiv2_evolve_apply_fixed_step (gsl_odeiv2_evolve * e,
                                    gsl_odeiv2_control * con,
                                    gsl_odeiv2_step * step,
                                    const gsl_odeiv2_system * dydt,
                                    double *t, const double h, double y[])
{
  const double t0 = *t;
  int step_status;

  if (e->dimension != step->dimension)
    {
      GSL_ERROR ("step dimension must match evolution size", GSL_EINVAL);
    }

  /* Save y in case of failure in a step */

  DBL_MEMCPY (e->y0, y, e->dimension);

  /* Calculate initial dydt once if the method can benefit. */

  if (step->type->can_use_dydt_in)
    {
      int status = GSL_ODEIV_FN_EVAL (dydt, t0, y, e->dydt_in);

      if (status)
        {
          return status;
        }
    }

  if (step->type->can_use_dydt_in)
    {
      step_status =
        gsl_odeiv2_step_apply (step, t0, h, y, e->yerr, e->dydt_in,
                               e->dydt_out, dydt);
    }
  else
    {
      step_status =
        gsl_odeiv2_step_apply (step, t0, h, y, e->yerr, NULL, e->dydt_out,
                               dydt);
    }

  /* Return the stepper return value in case of an error */

  if (step_status != GSL_SUCCESS)
    {
      return step_status;
    }

  if (con != NULL)
    {
      /* Calculate error level. Fail if error level exceeds desired
         error level. */

      double htemp = h;

      const int hadjust_status
        = gsl_odeiv2_control_hadjust (con, step, y, e->yerr,
                                      e->dydt_out, &htemp);

      if (hadjust_status == GSL_ODEIV_HADJ_DEC)
        {
          DBL_MEMCPY (y, e->y0, dydt->dimension);
          e->failed_steps++;
          return GSL_FAILURE;
        }
    }

  /* Step is accepted, update status */

  e->count++;
  e->last_step = h;
  *t = t0 + h;

  return GSL_SUCCESS;
}

int
gsl_odeiv2_evolve_set_driver (gsl_odeiv2_evolve * e,
                              const gsl_odeiv2_driver * d)
{
  if (d != NULL)
    {
      e->driver = d;
    }
  else
    {
      GSL_ERROR_NULL ("driver pointer is null", GSL_EFAULT);
    }

  return GSL_SUCCESS;
}

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