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Diffstat (limited to '2.3-1/thirdparty/includes/GSL/gsl/gsl_odeiv2.h')
| -rw-r--r-- | 2.3-1/thirdparty/includes/GSL/gsl/gsl_odeiv2.h | 333 |
1 files changed, 333 insertions, 0 deletions
diff --git a/2.3-1/thirdparty/includes/GSL/gsl/gsl_odeiv2.h b/2.3-1/thirdparty/includes/GSL/gsl/gsl_odeiv2.h new file mode 100644 index 00000000..9bcfbae6 --- /dev/null +++ b/2.3-1/thirdparty/includes/GSL/gsl/gsl_odeiv2.h @@ -0,0 +1,333 @@ +/* ode-initval/odeiv2.h + * + * 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 */ +/* Modified by Tuomo Keskitalo */ + +#ifndef __GSL_ODEIV2_H__ +#define __GSL_ODEIV2_H__ + +#include <stdio.h> +#include <stdlib.h> +#include <gsl/gsl_types.h> + +#undef __BEGIN_DECLS +#undef __END_DECLS +#ifdef __cplusplus +# define __BEGIN_DECLS extern "C" { +# define __END_DECLS } +#else +# define __BEGIN_DECLS /* empty */ +# define __END_DECLS /* empty */ +#endif + +__BEGIN_DECLS +/* Description of a system of ODEs. + * + * y' = f(t,y) = dydt(t, y) + * + * The system is specified by giving the right-hand-side + * of the equation and possibly a jacobian function. + * + * Some methods require the jacobian function, which calculates + * the matrix dfdy and the vector dfdt. The matrix dfdy conforms + * to the GSL standard, being a continuous range of floating point + * values, in row-order. + * + * As with GSL function objects, user-supplied parameter + * data is also present. + */ + typedef struct +{ + int (*function) (double t, const double y[], double dydt[], void *params); + int (*jacobian) (double t, const double y[], double *dfdy, double dfdt[], + void *params); + size_t dimension; + void *params; +} +gsl_odeiv2_system; + +/* Function evaluation macros */ + +#define GSL_ODEIV_FN_EVAL(S,t,y,f) (*((S)->function))(t,y,f,(S)->params) +#define GSL_ODEIV_JA_EVAL(S,t,y,dfdy,dfdt) (*((S)->jacobian))(t,y,dfdy,dfdt,(S)->params) + +/* Type definitions */ + +typedef struct gsl_odeiv2_step_struct gsl_odeiv2_step; +typedef struct gsl_odeiv2_control_struct gsl_odeiv2_control; +typedef struct gsl_odeiv2_evolve_struct gsl_odeiv2_evolve; +typedef struct gsl_odeiv2_driver_struct gsl_odeiv2_driver; + +/* Stepper object + * + * Opaque object for stepping an ODE system from t to t+h. + * In general the object has some state which facilitates + * iterating the stepping operation. + */ + +typedef struct +{ + const char *name; + int can_use_dydt_in; + int gives_exact_dydt_out; + void *(*alloc) (size_t dim); + int (*apply) (void *state, size_t dim, double t, double h, double y[], + double yerr[], const double dydt_in[], double dydt_out[], + const gsl_odeiv2_system * dydt); + int (*set_driver) (void *state, const gsl_odeiv2_driver * d); + int (*reset) (void *state, size_t dim); + unsigned int (*order) (void *state); + void (*free) (void *state); +} +gsl_odeiv2_step_type; + +struct gsl_odeiv2_step_struct +{ + const gsl_odeiv2_step_type *type; + size_t dimension; + void *state; +}; + +/* Available stepper types */ + +GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_rk2; +GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_rk4; +GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_rkf45; +GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_rkck; +GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_rk8pd; +GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_rk2imp; +GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_rk4imp; +GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_bsimp; +GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_rk1imp; +GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_msadams; +GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_msbdf; + +/* Stepper object methods */ + +gsl_odeiv2_step *gsl_odeiv2_step_alloc (const gsl_odeiv2_step_type * T, + size_t dim); +int gsl_odeiv2_step_reset (gsl_odeiv2_step * s); +void gsl_odeiv2_step_free (gsl_odeiv2_step * s); +const char *gsl_odeiv2_step_name (const gsl_odeiv2_step * s); +unsigned int gsl_odeiv2_step_order (const gsl_odeiv2_step * s); +int gsl_odeiv2_step_apply (gsl_odeiv2_step * s, double t, double h, + double y[], double yerr[], const double dydt_in[], + double dydt_out[], const gsl_odeiv2_system * dydt); +int gsl_odeiv2_step_set_driver (gsl_odeiv2_step * s, + const gsl_odeiv2_driver * d); + +/* Step size control object. */ + +typedef struct +{ + const char *name; + void *(*alloc) (void); + int (*init) (void *state, double eps_abs, double eps_rel, double a_y, + double a_dydt); + int (*hadjust) (void *state, size_t dim, unsigned int ord, const double y[], + const double yerr[], const double yp[], double *h); + int (*errlevel) (void *state, const double y, const double dydt, + const double h, const size_t ind, double *errlev); + int (*set_driver) (void *state, const gsl_odeiv2_driver * d); + void (*free) (void *state); +} +gsl_odeiv2_control_type; + +struct gsl_odeiv2_control_struct +{ + const gsl_odeiv2_control_type *type; + void *state; +}; + +/* Possible return values for an hadjust() evolution method */ + +#define GSL_ODEIV_HADJ_INC 1 /* step was increased */ +#define GSL_ODEIV_HADJ_NIL 0 /* step unchanged */ +#define GSL_ODEIV_HADJ_DEC (-1) /* step decreased */ + +/* General step size control methods. + * + * The hadjust() method controls the adjustment of + * step size given the result of a step and the error. + * Valid hadjust() methods must return one of the codes below. + * errlevel function calculates the desired error level D0. + * + * The general data can be used by specializations + * to store state and control their heuristics. + */ + +gsl_odeiv2_control *gsl_odeiv2_control_alloc (const gsl_odeiv2_control_type * + T); +int gsl_odeiv2_control_init (gsl_odeiv2_control * c, double eps_abs, + double eps_rel, double a_y, double a_dydt); +void gsl_odeiv2_control_free (gsl_odeiv2_control * c); +int gsl_odeiv2_control_hadjust (gsl_odeiv2_control * c, gsl_odeiv2_step * s, + const double y[], const double yerr[], + const double dydt[], double *h); +const char *gsl_odeiv2_control_name (const gsl_odeiv2_control * c); +int gsl_odeiv2_control_errlevel (gsl_odeiv2_control * c, const double y, + const double dydt, const double h, + const size_t ind, double *errlev); +int gsl_odeiv2_control_set_driver (gsl_odeiv2_control * c, + const gsl_odeiv2_driver * d); + +/* Available control object constructors. + * + * The standard control object is a four parameter heuristic + * defined as follows: + * D0 = eps_abs + eps_rel * (a_y |y| + a_dydt h |y'|) + * D1 = |yerr| + * q = consistency order of method (q=4 for 4(5) embedded RK) + * S = safety factor (0.9 say) + * + * / (D0/D1)^(1/(q+1)) D0 >= D1 + * h_NEW = S h_OLD * | + * \ (D0/D1)^(1/q) D0 < D1 + * + * This encompasses all the standard error scaling methods. + * + * The y method is the standard method with a_y=1, a_dydt=0. + * The yp method is the standard method with a_y=0, a_dydt=1. + */ + +gsl_odeiv2_control *gsl_odeiv2_control_standard_new (double eps_abs, + double eps_rel, + double a_y, + double a_dydt); +gsl_odeiv2_control *gsl_odeiv2_control_y_new (double eps_abs, double eps_rel); +gsl_odeiv2_control *gsl_odeiv2_control_yp_new (double eps_abs, + double eps_rel); + +/* This controller computes errors using different absolute errors for + * each component + * + * D0 = eps_abs * scale_abs[i] + eps_rel * (a_y |y| + a_dydt h |y'|) + */ + +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); + +/* Evolution object */ + +struct gsl_odeiv2_evolve_struct +{ + size_t dimension; + double *y0; + double *yerr; + double *dydt_in; + double *dydt_out; + double last_step; + unsigned long int count; + unsigned long int failed_steps; + const gsl_odeiv2_driver *driver; +}; + +/* Evolution object methods */ + +gsl_odeiv2_evolve *gsl_odeiv2_evolve_alloc (size_t dim); +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[]); +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 h0, + double y[]); +int gsl_odeiv2_evolve_reset (gsl_odeiv2_evolve * e); +void gsl_odeiv2_evolve_free (gsl_odeiv2_evolve * e); +int gsl_odeiv2_evolve_set_driver (gsl_odeiv2_evolve * e, + const gsl_odeiv2_driver * d); + +/* Driver object + * + * This is a high level wrapper for step, control and + * evolve objects. + */ + +struct gsl_odeiv2_driver_struct +{ + const gsl_odeiv2_system *sys; /* ODE system */ + gsl_odeiv2_step *s; /* stepper object */ + gsl_odeiv2_control *c; /* control object */ + gsl_odeiv2_evolve *e; /* evolve object */ + double h; /* step size */ + double hmin; /* minimum step size allowed */ + double hmax; /* maximum step size allowed */ + unsigned long int n; /* number of steps taken */ + unsigned long int nmax; /* Maximum number of steps allowed */ +}; + +/* Driver object methods */ + +gsl_odeiv2_driver *gsl_odeiv2_driver_alloc_y_new (const gsl_odeiv2_system * + sys, + const gsl_odeiv2_step_type * + T, const double hstart, + const double epsabs, + const double epsrel); +gsl_odeiv2_driver *gsl_odeiv2_driver_alloc_yp_new (const gsl_odeiv2_system * + sys, + const gsl_odeiv2_step_type + * T, const double hstart, + const double epsabs, + const double epsrel); +gsl_odeiv2_driver *gsl_odeiv2_driver_alloc_scaled_new (const gsl_odeiv2_system + * sys, + const + gsl_odeiv2_step_type * + T, const double hstart, + const double epsabs, + const double epsrel, + const double a_y, + const double a_dydt, + const double + scale_abs[]); +gsl_odeiv2_driver *gsl_odeiv2_driver_alloc_standard_new (const + gsl_odeiv2_system * + sys, + const + gsl_odeiv2_step_type + * T, + const double hstart, + const double epsabs, + const double epsrel, + const double a_y, + const double a_dydt); +int gsl_odeiv2_driver_set_hmin (gsl_odeiv2_driver * d, const double hmin); +int gsl_odeiv2_driver_set_hmax (gsl_odeiv2_driver * d, const double hmax); +int gsl_odeiv2_driver_set_nmax (gsl_odeiv2_driver * d, + const unsigned long int nmax); +int gsl_odeiv2_driver_apply (gsl_odeiv2_driver * d, double *t, + const double t1, double y[]); +int gsl_odeiv2_driver_apply_fixed_step (gsl_odeiv2_driver * d, double *t, + const double h, + const unsigned long int n, + double y[]); +int gsl_odeiv2_driver_reset (gsl_odeiv2_driver * d); +int gsl_odeiv2_driver_reset_hstart (gsl_odeiv2_driver * d, const double hstart); +void gsl_odeiv2_driver_free (gsl_odeiv2_driver * state); + +__END_DECLS +#endif /* __GSL_ODEIV2_H__ */ |