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cscal.c

/* ode-initval2/cscal.c
 * 
 * Copyright (C) 2002, 2007 Brian Gough
 * 
 * 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.
 */

#include <config.h>
#include <stdlib.h>
#include <string.h>
#include <math.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_odeiv2.h>
#include "control_utils.c"

typedef struct
{
  double eps_abs;
  double eps_rel;
  double a_y;
  double a_dydt;
  double *scale_abs;
}
sc_control_state_t;

static void *
sc_control_alloc (void)
{
  sc_control_state_t *s =
    (sc_control_state_t *) malloc (sizeof (sc_control_state_t));

  if (s == 0)
    {
      GSL_ERROR_NULL ("failed to allocate space for sc_control_state",
                      GSL_ENOMEM);
    }

  return s;
}

static int
sc_control_init (void *vstate,
                 double eps_abs, double eps_rel, double a_y, double a_dydt)
{
  sc_control_state_t *s = (sc_control_state_t *) vstate;

  if (eps_abs < 0)
    {
      GSL_ERROR ("eps_abs is negative", GSL_EINVAL);
    }
  else if (eps_rel < 0)
    {
      GSL_ERROR ("eps_rel is negative", GSL_EINVAL);
    }
  else if (a_y < 0)
    {
      GSL_ERROR ("a_y is negative", GSL_EINVAL);
    }
  else if (a_dydt < 0)
    {
      GSL_ERROR ("a_dydt is negative", GSL_EINVAL);
    }

  s->eps_rel = eps_rel;
  s->eps_abs = eps_abs;
  s->a_y = a_y;
  s->a_dydt = a_dydt;

  return GSL_SUCCESS;
}

static int
sc_control_hadjust (void *vstate, size_t dim, unsigned int ord,
                    const double y[], const double yerr[], const double yp[],
                    double *h)
{
  sc_control_state_t *state = (sc_control_state_t *) vstate;

  const double eps_abs = state->eps_abs;
  const double eps_rel = state->eps_rel;
  const double a_y = state->a_y;
  const double a_dydt = state->a_dydt;
  const double *scale_abs = state->scale_abs;

  const double S = 0.9;
  const double h_old = *h;

  double rmax = DBL_MIN;
  size_t i;

  for (i = 0; i < dim; i++)
    {
      const double D0 =
        eps_rel * (a_y * fabs (y[i]) + a_dydt * fabs (h_old * yp[i]))
        + eps_abs * scale_abs[i];
      const double r = fabs (yerr[i]) / fabs (D0);
      rmax = GSL_MAX_DBL (r, rmax);
    }

  if (rmax > 1.1)
    {
      /* decrease step, no more than factor of 5, but a fraction S more
         than scaling suggests (for better accuracy) */
      double r = S / pow (rmax, 1.0 / ord);

      if (r < 0.2)
        r = 0.2;

      *h = r * h_old;

      return GSL_ODEIV_HADJ_DEC;
    }
  else if (rmax < 0.5)
    {
      /* increase step, no more than factor of 5 */
      double r = S / pow (rmax, 1.0 / (ord + 1.0));

      if (r > 5.0)
        r = 5.0;

      if (r < 1.0)              /* don't allow any decrease caused by S<1 */
        r = 1.0;

      *h = r * h_old;

      return GSL_ODEIV_HADJ_INC;
    }
  else
    {
      /* no change */
      return GSL_ODEIV_HADJ_NIL;
    }
}

static int
sc_control_errlevel (void *vstate, const double y, const double dydt,
                     const double h, const size_t ind, double *errlev)
{
  sc_control_state_t *state = (sc_control_state_t *) vstate;

  const double eps_abs = state->eps_abs;
  const double eps_rel = state->eps_rel;
  const double a_y = state->a_y;
  const double a_dydt = state->a_dydt;
  const double *scale_abs = state->scale_abs;

  *errlev = eps_rel * (a_y * fabs (y) + a_dydt * fabs (h * dydt))
    + eps_abs * scale_abs[ind];

  if (*errlev <= 0.0)
    {
      GSL_ERROR_NULL ("errlev <= zero", GSL_ESANITY);
    }

  return GSL_SUCCESS;
}


static void
sc_control_free (void *vstate)
{
  sc_control_state_t *state = (sc_control_state_t *) vstate;
  free (state->scale_abs);
  free (state);
}

static const gsl_odeiv2_control_type sc_control_type = { "scaled",      /* name */
  &sc_control_alloc,
  &sc_control_init,
  &sc_control_hadjust,
  &sc_control_errlevel,
  &control_set_driver_null,
  &sc_control_free
};

const gsl_odeiv2_control_type *gsl_odeiv2_control_scaled = &sc_control_type;


gsl_odeiv2_control *
gsl_odeiv2_control_scaled_new (double eps_abs, double eps_rel,
                               double a_y, double a_dydt,
                               const double scale_abs[], size_t dim)
{
  gsl_odeiv2_control *c =
    gsl_odeiv2_control_alloc (gsl_odeiv2_control_scaled);

  int status = gsl_odeiv2_control_init (c, eps_abs, eps_rel, a_y, a_dydt);

  if (status != GSL_SUCCESS)
    {
      gsl_odeiv2_control_free (c);
      GSL_ERROR_NULL ("error trying to initialize control", status);
    }

  {
    sc_control_state_t *s = (sc_control_state_t *) c->state;

    s->scale_abs = (double *) malloc (dim * sizeof (double));

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

    memcpy (s->scale_abs, scale_abs, dim * sizeof (double));
  }

  return c;
}

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