# include # include # include # include # include # include # include using namespace std; # include "ode.hpp" //****************************************************************************80 void de ( void f ( double t, double y[], double yp[] ), int neqn, double y[], double &t, double tout, double relerr, double abserr, int &iflag, double yy[], double wt[], double p[], double yp[], double ypout[], double phi[], double alpha[], double beta[], double sig[], double v[], double w[], double g[], bool &phase1, double psi[], double &x, double &h, double &hold, bool &start, double &told, double &delsgn, int &ns, bool &nornd, int &k, int &kold, int &isnold ) //****************************************************************************80 // // Purpose: // // DE carries out the ODE solution algorithm. // // Discussion: // // ODE merely allocates storage for DE, to relieve the user of the // inconvenience of a long call list. Consequently, DE is used as // described in the comments for ODE. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 02 February 2012 // // Author: // // Original FORTRAN77 version by Lawrence Shampine, Marilyn Gordon. // C++ version by John Burkardt. // // Reference: // // Lawrence Shampine, Marilyn Gordon, // Computer Solution of Ordinary Differential Equations: // The Initial Value Problem, // Freeman, 1975, // ISBN: 0716704617, // LC: QA372.S416. // // Parameters: // // Input, void F ( double T, double Y[], double YP[] ), the user-supplied function // which accepts input values T and Y[], evaluates the right hand // sides of the ODE, and stores the result in YP[]. // // Input, int NEQN, the number of equations. // // Input/output, double Y[NEQN], the current solution. // // Input/output, double &T, the current value of the independent // variable. // // Input, double TOUT, the desired value of T on output. // // Input, double RELERR, ABSERR, the relative and absolute error // tolerances. At each step, the code requires // abs ( local error ) <= abs ( Y ) * RELERR + ABSERR // for each component of the local error and solution vectors. // // Input/output, int &IFLAG, indicates the status of integration. // On input, IFLAG is normally 1 (or -1 in the special case where TOUT is // not to be exceeded.) On normal output, IFLAG is 2. Other output values // are: // * 3, integration did not reach TOUT because the error tolerances were // too small. // But RELERR and ABSERR were increased appropriately for continuing; // * 4, integration did not reach TOUT because more than 500 steps were taken; // * 5, integration did not reach TOUT because the equations appear to be // stiff; // * 6, invalid input parameters (fatal error). // The value of IFLAG is returned negative when the input value is negative // and the integration does not reach TOUT. // // Workspace, double YY[NEQN], used to hold old solution data. // // Input, double WT[NEQN], the error weight vector. // // Workspace, double P[NEQN]. // // Workspace, double YP[NEQN], used to hold values of the // solution derivative. // // Workspace, double YPOUT[NEQN], used to hold values of the // solution derivative. // // Workspace, double PHI[NEQN*16], contains divided difference // information about the polynomial interpolant to the solution. // // Workspace, double ALPHA[12], BETA[12], SIG[13]. // // Workspace, double V[12], W[12], G[13]. // // Input/output, bool &PHASE1, indicates whether the program is in the // first phase, when it always wants to increase the ODE method order. // // Workspace, double PSI[12], contains information about // the polynomial interpolant to the solution. // // Input/output, double &X, a "working copy" of T, the current value // of the independent variable, which is adjusted as the code attempts // to take a step. // // Input/output, double &H, the current stepsize. // // Input/output, double &HOLD, the last successful stepsize. // // Input/output, bool &START, is TRUE on input for the first step. // The program initializes data, and sets START to FALSE. // // Input/output, double &TOLD, the previous value of T. // // Input/output, double &DELSGN, the sign (+1 or -1) of TOUT - T. // // Input/output, int &NS, the number of steps taken with stepsize H. // // Input/output, bool &NORND, ? // // Input/output, int &K, the order of the current ODE method. // // Input/output, int &KOLD, the order of the ODE method on the previous step. // // Input/output, int &ISNOLD, the previous value of ISN, the sign // of IFLAG. // // Local parameters: // // Local, integer MAXNUM, the maximum number of steps allowed in one // call to DE. // { double absdel; double abseps; bool crash; double del; double eps; double fouru; int isn; int kle4; int l; const int maxnum = 500; int nostep; double releps; bool stiff; double tend; // // Test for improper parameters. // fouru = 4.0 * DBL_EPSILON; if ( neqn < 1 ) { iflag = 6; cerr << "\n"; cerr << "DE - Fatal error!\n"; cerr << " NEQN < 1.\n"; exit ( 1 ); } if ( t == tout ) { iflag = 6; cerr << "\n"; cerr << "DE - Fatal error!\n"; cerr << " T = TOUT.\n"; exit ( 1 ); } if ( relerr < 0.0 || abserr < 0.0 ) { iflag = 6; cerr << "\n"; cerr << "DE - Fatal error!\n"; cerr << " RELERR < 0 or ABSERR < 0.\n"; exit ( 1 ); } eps = fmax ( relerr, abserr ); if ( eps <= 0.0 ) { iflag = 6; cerr << "\n"; cerr << "DE - Fatal error!\n"; cerr << " max ( RELERR, ABSERR ) <= 0.\n"; exit ( 1 ); } if ( iflag == 0 ) { iflag = 6; cerr << "\n"; cerr << "DE - Fatal error!\n"; cerr << " IFLAG = 0 on input.\n"; exit ( 1 ); } isn = i4_sign ( iflag ); iflag = abs ( iflag ); if ( iflag != 1 ) { if ( t != told ) { iflag = 6; cerr << "\n"; cerr << "DE - Fatal error!\n"; cerr << " IFLAG is not 1, and T is not equal to TOLD.\n"; exit ( 1 ); } if ( iflag < 2 || 5 < iflag ) { iflag = 6; return; } } // // On each call set interval of integration and counter for number of // steps. Adjust input error tolerances to define weight vector for // subroutine STEP. // del = tout - t; absdel = fabs ( del ); if ( isn < 0 ) { tend = tout; } else { tend = t + 10.0 * del; } nostep = 0; kle4 = 0; stiff = false; releps = relerr / eps; abseps = abserr / eps; // // On start and restart, also set work variables X and YY(*), store the // direction of integration, and initialize the step size. // if ( iflag == 1 || isnold < 0 || delsgn * del <= 0.0 ) { start = true; x = t; for ( l = 1; l <= neqn; l++ ) { yy[l-1] = y[l-1]; } delsgn = r8_sign ( del ); h = fmax ( fabs ( tout - x ), fouru * fabs ( x ) ) * r8_sign ( tout - x ); } // // If already past the output point, then interpolate and return. // for ( ; ; ) { if ( absdel <= fabs ( x - t ) ) { intrp ( x, yy, tout, y, ypout, neqn, kold, phi, psi ); iflag = 2; t = tout; told = t; isnold = isn; break; } // // If we cannot go past the output point, and we are sufficiently // close to it, then extrapolate and return. // if ( isn <= 0 && fabs ( tout - x ) < fouru * fabs ( x ) ) { h = tout - x; f ( x, yy, yp ); for ( l = 1; l <= neqn; l++ ) { y[l-1] = yy[l-1] + h * yp[l-1]; } iflag = 2; t = tout; told = t; isnold = isn; break; } // // Test for too many steps. // if ( maxnum <= nostep ) { iflag = isn * 4; if ( stiff ) { iflag = isn * 5; } for ( l = 1; l <= neqn; l++ ) { y[l-1] = yy[l-1]; } t = x; told = t; isnold = 1; break; } // // Limit the step size, set the weight vector and take a step. // h = fmin ( fabs ( h ), fabs ( tend - x ) ) * r8_sign ( h ); for ( l = 1; l <= neqn; l++ ) { wt[l-1] = releps * fabs ( yy[l-1] ) + abseps; } step ( x, yy, f, neqn, h, eps, wt, start, hold, k, kold, crash, phi, p, yp, psi, alpha, beta, sig, v, w, g, phase1, ns, nornd ); // // Test for tolerances too small. // if ( crash ) { iflag = isn * 3; relerr = eps * releps; abserr = eps * abseps; for ( l = 1; l <= neqn; l++ ) { y[l-1] = yy[l-1]; } t = x; told = t; isnold = 1; break; } // // Augment the step counter and test for stiffness. // nostep = nostep + 1; kle4 = kle4 + 1; if ( 4 < kold ) { kle4 = 0; } if ( 50 <= kle4 ) { stiff = true; } } return; } //****************************************************************************80 int i4_sign ( int i ) //****************************************************************************80 // // Purpose: // // I4_SIGN returns the sign of an I4. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 27 March 2004 // // Author: // // John Burkardt // // Parameters: // // Input, int I, the integer whose sign is desired. // // Output, int I4_SIGN, the sign of I. { int value; if ( i < 0 ) { value = -1; } else { value = 1; } return value; } //****************************************************************************80 void intrp ( double x, double y[], double xout, double yout[], double ypout[], int neqn, int kold, double phi[], double psi[] ) //****************************************************************************80 // // Purpose: // // INTRP approximates the solution at XOUT by polynomial interpolation. // // Discussion: // // The methods in STEP approximate the solution near X by a polynomial. // This routine approximates the solution at XOUT by evaluating the // polynomial there. Information defining this polynomial is passed // from STEP, so INTRP cannot be used alone. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 15 January 2012 // // Author: // // Original FORTRAN77 version by Lawrence Shampine, Marilyn Gordon. // C++ version by John Burkardt. // // Reference: // // Lawrence Shampine, Marilyn Gordon, // Computer Solution of Ordinary Differential Equations: // The Initial Value Problem, // Freeman, 1975, // ISBN: 0716704617, // LC: QA372.S416. // // Parameters: // // Input, double X, the point where the solution has been computed. // // Input, double Y[NEQN], the computed solution at X. // // Input, double XOUT, the point at which the solution is desired. // // Output, double YOUT[NEQN], the solution at XOUT. // // Output, double YPOUT[NEQN], the derivative of the solution // at XOUT. // // Input, int NEQN, the number of equations. // // Input, int KOLD, the order used for the last // successful step. // // Input, double PHI[NEQN*16], contains information about the // interpolating polynomial. // // Input, double PSI[12], contains information about the // interpolating polynomial. // { double eta; double g[13]; double gamma; double hi; int i; int j; int k; int ki; double psijm1; double rho[13]; double term; double w[13]; hi = xout - x; ki = kold + 1; // // Initialize W for computing G. // for ( i = 1; i <= ki; i++ ) { w[i-1] = 1.0 / ( double ) ( i ); } // // Compute G. // g[0] = 1.0; rho[0] = 1.0; term = 0.0; for ( j = 2; j <= ki; j++ ) { psijm1 = psi[j-2]; gamma = ( hi + term ) / psijm1; eta = hi / psijm1; for ( i = 1; i <= ki + 1 - j; i++ ) { w[i-1] = gamma * w[i-1] - eta * w[i]; } g[j-1] = w[0]; rho[j-1] = gamma * rho[j-2]; term = psijm1; } // // Interpolate. // for ( k = 0; k < neqn; k++ ) { ypout[k] = 0.0; yout[k] = 0.0; } for ( j = 1; j <= ki; j++ ) { i = ki + 1 - j; for ( k = 0; k < neqn; k++ ) { yout[k] = yout[k] + g[i-1] * phi[k+(i-1)*neqn]; ypout[k] = ypout[k] + rho[i-1] * phi[k+(i-1)*neqn]; } } for ( k = 0; k < neqn; k++ ) { yout[k] = y[k] + hi * yout[k]; } return; } //****************************************************************************80 void ode ( void f ( double t, double y[], double yp[] ), int neqn, double y[], double &t, double tout, double relerr, double abserr, int &iflag, double work[], int iwork[] ) //****************************************************************************80 // // Purpose: // // ODE is the user interface to an ordinary differential equation solver. // // Discussion: // // ODE integrates a system of NEQN first order ordinary differential // equations of the form: // dY(i)/dT = F(T,Y(1),Y(2),...,Y(NEQN)) // Y(i) given at T. // The subroutine integrates from T to TOUT. On return, the // parameters in the call list are set for continuing the integration. // The user has only to define a new value TOUT and call ODE again. // // The differential equations are actually solved by a suite of codes // DE, STEP, and INTRP. ODE allocates virtual storage in the // arrays WORK and IWORK and calls DE. DE is a supervisor which // directs the solution. It calls the routines STEP and INTRP // to advance the integration and to interpolate at output points. // // STEP uses a modified divided difference form of the Adams PECE // formulas and local extrapolation. It adjusts the order and step // size to control the local error per unit step in a generalized // sense. Normally each call to STEP advances the solution one step // in the direction of TOUT. For reasons of efficiency, DE integrates // beyond TOUT internally, though never beyond T+10*(TOUT-T), and // calls INTRP to interpolate the solution at TOUT. An option is // provided to stop the integration at TOUT but it should be used // only if it is impossible to continue the integration beyond TOUT. // // On the first call to ODE, the user must provide storage in the calling // program for the arrays in the call list, // Y(NEQN), WORK(100+21*NEQN), IWORK(5), // declare F in an external statement, supply the double precision // SUBROUTINE F ( T, Y, YP ) // to evaluate dy(i)/dt = yp(i) = f(t,y(1),y(2),...,y(neqn)) // and initialize the parameters: // * NEQN, the number of equations to be integrated; // * Y(1:NEQN), the vector of initial conditions; // * T, the starting point of integration; // * TOUT, the point at which a solution is desired; // * RELERR, ABSERR, the relative and absolute local error tolerances; // * IFLAG, an indicator to initialize the code. Normal input // is +1. The user should set IFLAG = -1 only if it is // impossible to continue the integration beyond TOUT. // All parameters except F, NEQN and TOUT may be altered by the // code on output, and so must be variables in the calling program. // // On normal return from ODE, IFLAG is 2, indicating that T has been // set to TOUT, and Y has been set to the approximate solution at TOUT. // // If IFLAG is 3, then the program noticed that RELERR or ABSERR was // too small; the output values of these variables are more appropriate, // and integration can be resumed by setting IFLAG to 1. // // IFLAG is -2 if the user input IFLAG = -1, and the code was able to // reach TOUT exactly. In that case, the output value of T is TOUT, // and the output value of Y is the solution at TOUT, which was computed // directly, and not by interpolation. // // Other values of IFLAG generally indicate an error. // // Normally, it is desirable to compute many points along the solution // curve. After the first successful step, more steps may be taken // simply by updating the value of TOUT and calling ODE again. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 16 January 2012 // // Author: // // Original FORTRAN77 version by Lawrence Shampine, Marilyn Gordon. // C++ version by John Burkardt. // // Reference: // // Lawrence Shampine, Marilyn Gordon, // Computer Solution of Ordinary Differential Equations: // The Initial Value Problem, // Freeman, 1975, // ISBN: 0716704617, // LC: QA372.S416. // // Parameters: // // Input, void F ( double T, double Y[], double YP[] ), the user-supplied function // which accepts input values T and Y[], evaluates the right hand // sides of the ODE, and stores the result in YP[]. // // Input, int NEQN, the number of equations. // // Input/output, double Y[NEQN], the current solution. // // Input/output, double &T, the current value of the independent // variable. // // Input, double TOUT, the desired value of T on output. // // Input, double RELERR, ABSERR, the relative and absolute error // tolerances. At each step, the code requires // abs ( local error ) <= abs ( y ) * relerr + abserr // for each component of the local error and solution vectors. // // Input/output, int &IFLAG, indicates the status of integration. // On input, IFLAG is normally 1 (or -1 in the special case where TOUT is // not to be exceeded.) On normal output, IFLAG is 2. Other output values // are: // * 3, integration did not reach TOUT because the error tolerances // were too small. But RELERR and ABSERR were increased appropriately // for continuing; // * 4, integration did not reach TOUT because more than 500 steps were taken; // * 5, integration did not reach TOUT because the equations appear to // be stiff; // * 6, invalid input parameters (fatal error). // The value of IFLAG is returned negative when the input value is // negative and the integration does not reach TOUT. // // Input/output, double WORK[100+21*NEQN], workspace. // // Input/output, int IWORK[5], workspace. // { const int ialpha = 1; const int ibeta = 13; const int idelsn = 93; const int ig = 62; const int ih = 89; const int ihold = 90; int ip; const int iphase = 75; int iphi; const int ipsi = 76; const int isig = 25; const int istart = 91; const int itold = 92; const int iv = 38; const int iw = 50; int iwt; const int ix = 88; int iyp; int iypout; const int iyy = 100; bool nornd; bool phase1; bool start; iwt = iyy + neqn; ip = iwt + neqn; iyp = ip + neqn; iypout = iyp + neqn; iphi = iypout + neqn; if ( abs ( iflag ) != 1 ) { start = ( 0.0 < work[istart-1] ); phase1 = ( 0.0 < work[iphase-1] ); nornd = ( iwork[1] != -1 ); } de ( f, neqn, y, t, tout, relerr, abserr, iflag, work+iyy-1, work+iwt-1, work+ip-1, work+iyp-1, work+iypout-1, work+iphi-1, work+ialpha-1, work+ibeta-1, work+isig-1, work+iv-1, work+iw-1, work+ig-1, phase1, work+ipsi-1, work[ix-1], work[ih-1], work[ihold-1], start, work[itold-1], work[idelsn-1], iwork[0], nornd, iwork[2], iwork[3], iwork[4] ); if ( start ) { work[istart-1] = 1.0; } else { work[istart-1] = -1.0; } if ( phase1 ) { work[iphase-1] = 1.0; } else { work[iphase-1] = -1.0; } if ( nornd ) { iwork[1] = 1; } else { iwork[1] = -1; } return; } //****************************************************************************80 double r8_sign ( double x ) //****************************************************************************80 // // Purpose: // // R8_SIGN returns the sign of an R8. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 18 October 2004 // // Author: // // John Burkardt // // Parameters: // // Input, double X, the number whose sign is desired. // // Output, double R8_SIGN, the sign of X. // { double value; if ( x < 0.0 ) { value = -1.0; } else { value = 1.0; } return value; } //****************************************************************************80 void step ( double &x, double y[], void f ( double t, double y[], double yp[] ), int neqn, double &h, double &eps, double wt[], bool &start, double &hold, int &k, int &kold, bool &crash, double phi[], double p[], double yp[], double psi[], double alpha[], double beta[], double sig[], double v[], double w[], double g[], bool &phase1, int &ns, bool &nornd ) //****************************************************************************80 // // Purpose: // // STEP integrates the system of ODEs one step, from X to X+H. // // Discussion: // // This routine integrates a system of first order ordinary differential // equations one step, normally from x to x+h, using a modified divided // difference form of the Adams PECE formulas. Local extrapolation is // used to improve absolute stability and accuracy. The code adjusts its // order and step size to control the local error per unit step in a // generalized sense. Special devices are included to control roundoff // error and to detect when the user is requesting too much accuracy. // // STEP is normally not called directly by the user. However, it is // possible to do so. // // On the first call to STEP, the user must pass in values for: // * X, the initial value of the independent variable; // * Y, the vector of initial values of dependent variables; // * NEQN, the number of equations to be integrated; // * H, the nominal step size indicating direction of integration // and maximum size of step. H must be a variable, not a constant; // * EPS, the local error tolerance per step. EPS must be variable; // * WT, the vector of non-zero weights for error criterion; // * START, set to TRUE. // // STEP requires the L2 norm of the vector with components // local error(1:NEQN) / WT(1:NEQN) // to be less than EPS for a successful step. The array WT allows the user // to specify an error test appropriate for the problem. For example, // if WT(L): // = 1.0, specifies absolute error, // = abs(Y(L)), specifies error relative to the most recent value of // the L-th component of the solution, // = abs(YP(L)), specifies error relative to the most recent value of // the L-th component of the derivative, // = max (WT(L),abs(Y(L))), specifies error relative to the largest // magnitude of L-th component obtained so far, // = abs(Y(L))*RELERR/EPS + ABSERR/EPS, specifies a mixed // relative-absolute test where EPS = max ( RELERR, ABSERR ). // // On subsequent calls to STEP, the routine is designed so that all // information needed to continue the integration, including the next step // size H and the next order K, is returned with each step. With the // exception of the step size, the error tolerance, and the weights, none // of the parameters should be altered. The array WT must be updated after // each step to maintain relative error tests like those above. // // Normally the integration is continued just beyond the desired endpoint // and the solution interpolated there with subroutine INTRP. If it is // impossible to integrate beyond the endpoint, the step size may be // reduced to hit the endpoint since the code will not take a step // larger than the H input. // // Changing the direction of integration, that is, the sign of H, requires // the user to set START = TRUE before calling STEP again. This is the // only situation in which START should be altered. // // A successful step: the subroutine returns after each successful step with // START and CRASH both set to FALSE. X represents the independent variable // advanced by one step of length HOLD from its input value; Y has been // updated to the solution vector at the new value of X. All other parameters // represent information corresponding to the new X needed to continue the // integration. // // Unsuccessful steps: when the error tolerance is too small, the subroutine // returns without taking a step and sets CRASH to TRUE. An appropriate step // size and error tolerance for continuing are estimated and all other // information is restored as upon input before returning. To continue // with the larger tolerance, the user just calls the code again. A // restart is neither required nor desirable. // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 16 January 2012 // // Author: // // Original FORTRAN77 version by Lawrence Shampine, Marilyn Gordon. // C++ version by John Burkardt. // // Reference: // // Lawrence Shampine, Marilyn Gordon, // Computer Solution of Ordinary Differential Equations: // The Initial Value Problem, // Freeman, 1975, // ISBN: 0716704617, // LC: QA372.S416. // // Parameters: // // Input/output, double &X, the value of the independent variable. // // Input/output, double Y[NEQN], the approximate solution at the // current value of the independent variable. // // Input, void F ( double T, double Y[], double YP[] ), the user-supplied function // which accepts input values T and Y[], evaluates the right hand // sides of the ODE, and stores the result in YP[]. // // Input, int NEQN, the number of equations. // // Input/output, double &H, the suggested stepsize. // // Input/output, double &EPS, the local error tolerance. // // Input, double WT[NEQN], the vector of error weights. // // Input/output, bool &START, is set to TRUE before the first step. // The program initializes data, and resets START to FALSE. // // Input/output, double &HOLD, the step size used on the last // successful step. // // Input/output, int &K, the appropriate order for the next step. // // Input/output, int &KOLD, the order used on the last // successful step. // // Output, bool &CRASH, is set to TRUE if no step can be taken. // // Workspace, double PHI[NEQN*16], contains divided difference // information about the polynomial interpolant to the solution. // // Workspace, double P[NEQN]. // // Workspace, double YP[NEQN], used to hold values of the // solution derivative. // // Workspace, double PSI[12], contains information about // the polynomial interpolant to the solution. // // Workspace, double ALPHA[12], BETA[12], SIG[13]. // // Workspace, double V[12], W[12], G[13]. // // Input/output, bool &PHASE1, indicates whether the program is in the // first phase, when it always wants to increase the ODE method order. // // Input/output, int &NS, the number of steps taken with // stepsize H. // // Input/output, bool &NORND, ? // { double absh; double erk; double erkm1; double erkm2; double erkp1; double err; double fouru; double gstr[13] = { 0.50, 0.0833, 0.0417, 0.0264, 0.0188, 0.0143, 0.0114, 0.00936, 0.00789, 0.00679, 0.00592, 0.00524, 0.00468 }; double hnew; int i; int ifail; int iq; int j; int km1; int km2; int knew; int kp1; int kp2; int l; int nsp1; double p5eps; double r; double rho; double round; double total; double tau; double temp1; double temp2; double two[13] = { 2.0, 4.0, 8.0, 16.0, 32.0, 64.0, 128.0, 256.0, 512.0, 1024.0, 2048.0, 4096.0, 8192.0 }; double twou; double xold; twou = 2.0 * DBL_EPSILON; fouru = 2.0 * twou; // // Check if the step size or error tolerance is too small. If this is the // first step, initialize the PHI array and estimate a starting step size. // // If the step size is too small, determine an acceptable one. // crash = true; if ( fabs ( h ) < fouru * fabs ( x ) ) { h = fouru * fabs ( x ) * r8_sign ( h ); return; } p5eps = 0.5 * eps; // // If the error tolerance is too small, increase it to an acceptable value. // round = 0.0; for ( i = 0; i < neqn; i++ ) { round = round + pow ( y[i] / wt[i], 2 ); } round = twou * sqrt ( round ); if ( p5eps < round ) { eps = 2.0 * round * ( 1.0 + fouru ); return; } crash = false; g[0] = 1.0; g[1] = 0.5; sig[0] = 1.0; // // Initialize. Compute an appropriate step size for the first step. // if ( start ) { f ( x, y, yp ); for ( l = 1; l <= neqn; l++ ) { phi[l-1+0*neqn] = yp[l-1]; phi[l-1+1*neqn] = 0.0; } total = 0.0; for ( l = 1; l <= neqn; l++ ) { total = total + pow ( yp[l-1] / wt[l-1], 2 ); } total = sqrt ( total ); absh = fabs ( h ); if ( eps < 16.0 * total * h * h ) { absh = 0.25 * sqrt ( eps / total ); } h = fmax ( absh, fouru * fabs ( x ) ) * r8_sign ( h ); hold = 0.0; k = 1; kold = 0; start = false; phase1 = true; nornd = true; if ( p5eps <= 100.0 * round ) { nornd = false; for ( l = 1; l <= neqn; l++ ) { phi[l-1+14*neqn] = 0.0; } } } ifail = 0; // // Compute coefficients of formulas for this step. Avoid computing // those quantities not changed when step size is not changed. // for ( ; ; ) { kp1 = k + 1; kp2 = k + 2; km1 = k - 1; km2 = k - 2; // // NS is the number of steps taken with size H, including the current // one. When K < NS, no coefficients change. // if ( h != hold ) { ns = 0; } if ( ns <= kold ) { ns = ns + 1; } nsp1 = ns + 1; // // Compute those components of ALPHA, BETA, PSI and SIG which change. // if ( ns <= k ) { beta[ns-1] = 1.0; alpha[ns-1] = 1.0 / ( double ) ( ns ); temp1 = h * ( double ) ( ns ); sig[nsp1-1] = 1.0; for ( i = nsp1; i <= k; i++ ) { temp2 = psi[i-2]; psi[i-2] = temp1; beta[i-1] = beta[i-2] * psi[i-2] / temp2; temp1 = temp2 + h; alpha[i-1] = h / temp1; sig[i] = ( double ) ( i ) * alpha[i-1] * sig[i-1]; } psi[k-1] = temp1; // // Compute coefficients G. // // Initialize V and set W. // if ( ns <= 1 ) { for ( iq = 1; iq <= k; iq++ ) { v[iq-1] = 1.0 / ( double ) ( iq * ( iq + 1 ) ); w[iq-1] = v[iq-1]; } } // // If order was raised, update the diagonal part of V. // else { if ( kold < k ) { v[k-1] = 1.0 / ( double ) ( k * kp1 ); for ( j = 1; j <= ns - 2; j++ ) { i = k - j; v[i-1] = v[i-1] - alpha[j] * v[i]; } } // // Update V and set W. // for ( iq = 1; iq <= kp1 - ns; iq++ ) { v[iq-1] = v[iq-1] - alpha[ns-1] * v[iq]; w[iq-1] = v[iq-1]; } g[nsp1-1] = w[0]; } // // Compute the G in the work vector W. // for ( i = ns + 2; i <= kp1; i++ ) { for ( iq = 1; iq <= kp2 - i; iq++ ) { w[iq-1] = w[iq-1] - alpha[i-2] * w[iq]; } g[i-1] = w[0]; } } // // Predict a solution P, evaluate derivatives using predicted // solution, estimate local error at order K and errors at orders K, // K-1, K-2 as if a constant step size were used. // // Change PHI to PHI star. // for ( i = nsp1; i <= k; i++ ) { for ( l = 1; l <= neqn; l++ ) { phi[l-1+(i-1)*neqn] = beta[i-1] * phi[l-1+(i-1)*neqn]; } } // // Predict solution and differences. // for ( l = 1; l <= neqn; l++ ) { phi[l-1+(kp2-1)*neqn] = phi[l-1+(kp1-1)*neqn]; phi[l-1+(kp1-1)*neqn] = 0.0; p[l-1] = 0.0; } for ( j = 1; j <= k; j++ ) { i = kp1 - j; for ( l = 1; l <= neqn; l++ ) { p[l-1] = p[l-1] + g[i-1] * phi[l-1+(i-1)*neqn]; phi[l-1+(i-1)*neqn] = phi[l-1+(i-1)*neqn] + phi[l-1+i*neqn]; } } if ( ! nornd ) { for ( l = 1; l <= neqn; l++ ) { tau = h * p[l-1] - phi[l-1+(15-1)*neqn]; p[l-1] = y[l-1] + tau; phi[l-1+(16-1)*neqn] = ( p[l-1] - y[l-1] ) - tau; } } else { for ( l = 1; l <= neqn; l++ ) { p[l-1] = y[l-1] + h * p[l-1]; } } xold = x; x = x + h; absh = fabs ( h ); f ( x, p, yp ); // // Estimate the errors at orders K, K-1 and K-2. // erkm2 = 0.0; erkm1 = 0.0; erk = 0.0; for ( l = 1; l <= neqn; l++ ) { if ( 0 < km2 ) { erkm2 = erkm2 + pow ( ( phi[l-1+(km1-1)*neqn] + yp[l-1] - phi[l-1+0*neqn] ) / wt[l-1], 2 ); } if ( 0 <= km2 ) { erkm1 = erkm1 + pow ( ( phi[l-1+(k-1)*neqn] + yp[l-1] - phi[l-1+0*neqn] ) / wt[l-1], 2 ); } erk = erk + pow ( ( yp[l-1] - phi[l-1+0*neqn] ) / wt[l-1], 2 ); } if ( 0 < km2 ) { erkm2 = absh * sig[km1-1] * gstr[km2-1] * sqrt ( erkm2 ); } if ( 0 <= km2 ) { erkm1 = absh * sig[k-1] * gstr[km1-1] * sqrt ( erkm1 ); } err = absh * sqrt ( erk ) * ( g[k-1] - g[kp1-1] ); erk = absh * sqrt ( erk ) * sig[kp1-1] * gstr[k-1]; knew = k; // // Test if the order should be lowered. // if ( 0 < km2 ) { if ( fmax ( erkm1, erkm2 ) <= erk ) { knew = km1; } } else if ( 0 == km2 ) { if ( erkm1 <= 0.5 * erk ) { knew = km1; } } // // Test if the step was successful. // if ( err <= eps ) { break; } // // The step is unsuccessful. Restore X, PHI and PSI. // If third consecutive failure, set order to one. If the step fails more // than three times, consider an optimal step size. Double the error // tolerance and return if the estimated step size is too small for machine // precision. // // Restore X, PHI and PSI. // phase1 = false; x = xold; for ( i = 1; i <= k; i++ ) { for ( l = 1; l <= neqn; l++ ) { phi[l-1+(i-1)*neqn] = ( phi[l-1+(i-1)*neqn] - phi[l-1+i*neqn] ) / beta[i-1]; } } for ( i = 2; i <= k; i++ ) { psi[i-2] = psi[i-1] - h; } // // On third failure, set the order to one. Thereafter, use optimal step size. // ifail = ifail + 1; temp2 = 0.5; if ( 3 < ifail ) { if ( p5eps < 0.25 * erk ) { temp2 = sqrt ( p5eps / erk ); } } if ( 3 <= ifail ) { knew = 1; } h = temp2 * h; k = knew; if ( fabs ( h ) < fouru * fabs ( x ) ) { crash = true; h = fabs ( fouru * fabs ( x ) ) * r8_sign ( h ); eps = eps + eps; return; } } // // The step is successful. Correct the predicted solution, evaluate // the derivatives using the corrected solution and update the // differences. Determine best order and step size for next step. // kold = k; hold = h; // // Correct and evaluate. // if ( ! nornd ) { for ( l = 1; l <= neqn; l++ ) { rho = h * g[kp1-1] * ( yp[l-1] - phi[l-1+0*neqn] ) - phi[l-1+(16-1)*neqn]; y[l-1] = p[l-1] + rho; phi[l-1+(15-1)*neqn] = ( y[l-1] - p[l-1] ) - rho; } } else { for ( l = 1; l <= neqn; l++ ) { y[l-1] = p[l-1] + h * g[kp1-1] * ( yp[l-1] - phi[l-1+0*neqn] ); } } f ( x, y, yp ); // // Update differences for the next step. // for ( l = 1; l <= neqn; l++ ) { phi[l-1+(kp1-1)*neqn] = yp[l-1] - phi[l-1+0*neqn]; phi[l-1+(kp2-1)*neqn] = phi[l-1+(kp1-1)*neqn] - phi[l-1+(kp2-1)*neqn]; } for ( i = 1; i <= k; i++ ) { for ( l = 1; l <= neqn; l++ ) { phi[l-1+(i-1)*neqn] = phi[l-1+(i-1)*neqn] + phi[l-1+(kp1-1)*neqn]; } } // // Estimate error at order K+1 unless: // * in first phase when always raise order, or, // * already decided to lower order, or, // * step size not constant so estimate unreliable. // erkp1 = 0.0; if ( knew == km1 || k == 12 ) { phase1 = false; } if ( phase1 ) { k = kp1; erk = erkp1; } else if ( knew == km1 ) { k = km1; erk = erkm1; } else if ( kp1 <= ns ) { for ( l = 1; l <= neqn; l++ ) { erkp1 = erkp1 + pow ( phi[l-1+(kp2-1)*neqn] / wt[l-1], 2 ); } erkp1 = absh * gstr[kp1-1] * sqrt ( erkp1 ); // // Using estimated error at order K+1, determine appropriate order // for next step. // if ( k == 1 ) { if ( erkp1 < 0.5 * erk ) { k = kp1; erk = erkp1; } } else if ( erkm1 <= fmin ( erk, erkp1 ) ) { k = km1; erk = erkm1; } else if ( erkp1 < erk && k < 12 ) { k = kp1; erk = erkp1; } } // // With the new order, determine appropriate step size for next step. // hnew = h + h; if ( ! phase1 ) { if ( p5eps < erk * two[k] ) { hnew = h; if ( p5eps < erk ) { temp2 = ( double ) ( k + 1 ); r = pow ( p5eps / erk, 1.0 / temp2 ); hnew = absh * fmax ( 0.5, fmin ( 0.9, r ) ); hnew = fabs ( fmax ( hnew, fouru * fabs ( x ) ) ) * r8_sign ( h ); } } } h = hnew; return; } //****************************************************************************80 void timestamp ( ) //****************************************************************************80 // // Purpose: // // TIMESTAMP prints the current YMDHMS date as a time stamp. // // Example: // // 31 May 2001 09:45:54 AM // // Licensing: // // This code is distributed under the MIT license. // // Modified: // // 08 July 2009 // // Author: // // John Burkardt // // Parameters: // // None // { # define TIME_SIZE 40 static char time_buffer[TIME_SIZE]; const struct std::tm *tm_ptr; std::time_t now; now = std::time ( NULL ); tm_ptr = std::localtime ( &now ); std::strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm_ptr ); std::cout << time_buffer << "\n"; return; # undef TIME_SIZE }