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-/* 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__ */
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