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NLEqn.cc

解説を見る。

/*

Copyright (C) 1996, 1997 John W. Eaton

This file is part of Octave.

Octave 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, or (at your option) any
later version.

Octave 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 Octave; see the file COPYING.  If not, write to the Free
Software Foundation, 59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.

*/

#if defined (__GNUG__) && defined (USE_PRAGMA_INTERFACE_IMPLEMENTATION)
#pragma implementation
#endif

#ifdef HAVE_CONFIG_H
#include <config.h>
#endif

#include "NLEqn.h"
#include "dMatrix.h"
#include "f77-fcn.h"
#include "lo-error.h"
#include "quit.h"

typedef int (*hybrd1_fcn_ptr) (int*, double*, double*, int*);

typedef int (*hybrj1_fcn_ptr) (int*, double*, double*, double*, int*, int*);

extern "C"
{
  F77_RET_T
  F77_FUNC (hybrd1, HYBRD1) (hybrd1_fcn_ptr, const int&, double*,
                             double*, const double&, int&, double*,
                             const int&);


  F77_RET_T
  F77_FUNC (hybrj1, HYBRJ1) (hybrj1_fcn_ptr, const int&, double*,
                             double*, double*, const int&, const
                             double&, int&, double*, const int&);
}

static NLFunc::nonlinear_fcn user_fun;
static NLFunc::jacobian_fcn user_jac;

// error handling

void
NLEqn::error (const char* msg)
{
  (*current_liboctave_error_handler) ("fatal NLEqn error: %s", msg);
}

// Other operations

int
hybrd1_fcn (int *n, double *x, double *fvec, int *iflag)
{
  BEGIN_INTERRUPT_WITH_EXCEPTIONS;

  int nn = *n;
  ColumnVector tmp_f (nn);
  ColumnVector tmp_x (nn);

  for (int i = 0; i < nn; i++)
    tmp_x.elem (i) = x[i];

  tmp_f = (*user_fun) (tmp_x);

  if (tmp_f.length () == 0)
    *iflag = -1;
  else
    {
      for (int i = 0; i < nn; i++)
        fvec[i] = tmp_f.elem (i);
    }

  END_INTERRUPT_WITH_EXCEPTIONS;

  return 0;
}

int
hybrj1_fcn (int *n, double *x, double *fvec, double *fjac,
            int *ldfjac, int *iflag)
{
  BEGIN_INTERRUPT_WITH_EXCEPTIONS;

  int nn = *n;
  ColumnVector tmp_x (nn);

  for (int i = 0; i < nn; i++)
    tmp_x.elem (i) = x[i];

  int flag = *iflag;
  if (flag == 1)
    {
      ColumnVector tmp_f (nn);

      tmp_f = (*user_fun) (tmp_x);

      if (tmp_f.length () == 0)
        *iflag = -1;
      else
        {
          for (int i = 0; i < nn; i++)
            fvec[i] = tmp_f.elem (i);
        }
    }
  else
    {
      Matrix tmp_fj (nn, nn);

      tmp_fj = (*user_jac) (tmp_x);

      if (tmp_fj.rows () == 0 || tmp_fj.columns () == 0)
        *iflag = -1;
      else
        {
          int ld = *ldfjac;
          for (int j = 0; j < nn; j++)
            for (int i = 0; i < nn; i++)
              fjac[j*ld+i] = tmp_fj.elem (i, j);
        }
    }

  END_INTERRUPT_WITH_EXCEPTIONS;

  return 0;
}

ColumnVector
NLEqn::solve (int& info)
{
  ColumnVector retval;

  int n = x.capacity ();

  if (n == 0)
    {
      error ("equation set not initialized");
      return retval;
    }

  double tol = tolerance ();

  retval = x;
  double *px = retval.fortran_vec ();

  user_fun = fun;
  user_jac = jac;

  if (jac)
    {
      Array<double> fvec (n);
      double *pfvec = fvec.fortran_vec ();

      int lwa = (n*(n+13))/2;
      Array<double> wa (lwa);
      double *pwa = wa.fortran_vec ();

      Array<double> fjac (n*n);
      double *pfjac = fjac.fortran_vec ();

      F77_XFCN (hybrj1, HYBRJ1, (hybrj1_fcn, n, px, pfvec, pfjac, n,
                                 tol, info, pwa, lwa));

      solution_status = info;

      if (f77_exception_encountered)
        (*current_liboctave_error_handler) ("unrecoverable error in hybrj1");
    }
  else
    {
      Array<double> fvec (n);
      double *pfvec = fvec.fortran_vec ();

      int lwa = (n*(3*n+13))/2;
      Array<double> wa (lwa);
      double *pwa = wa.fortran_vec ();

      F77_XFCN (hybrd1, HYBRD1, (hybrd1_fcn, n, px, pfvec, tol, info,
                                 pwa, lwa));

      solution_status = info;

      if (f77_exception_encountered)
        (*current_liboctave_error_handler) ("unrecoverable error in hybrd1");
    }

  return retval;
}

std::string
NLEqn::error_message (void) const
{
  std::string retval;

  std::string prefix;

  int info = solution_status;
  if (info < 0)
    info = -info;

  switch (info)
    {
    case 0:
      retval = "improper input parameters";
      break;

    case 1:
      retval = "solution converged within specified tolerance";
      break;

    case 2:
      retval = "number of function calls exceeded limit";
      break;

    case 3:
      retval = "no further improvement possible (tolerance may be too small)";
      break;

    case 4:
      retval = "iteration is not making good progress";
      break;

    default:
      retval = "unknown error state";
      break;
    }

  if (solution_status < 0)
    retval = std::string ("user requested termination: ") + retval;

  return retval;
}

/*
;;; Local Variables: ***
;;; mode: C++ ***
;;; End: ***
*/

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