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Diffstat (limited to 'thirdparty/includes/GSL/gsl/gsl_odeiv.h')
-rw-r--r-- | thirdparty/includes/GSL/gsl/gsl_odeiv.h | 230 |
1 files changed, 230 insertions, 0 deletions
diff --git a/thirdparty/includes/GSL/gsl/gsl_odeiv.h b/thirdparty/includes/GSL/gsl/gsl_odeiv.h new file mode 100644 index 0000000..d70f150 --- /dev/null +++ b/thirdparty/includes/GSL/gsl/gsl_odeiv.h @@ -0,0 +1,230 @@ +/* ode-initval/gsl_odeiv.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 + */ +#ifndef __GSL_ODEIV_H__ +#define __GSL_ODEIV_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_odeiv_system; + +#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) + + +/* General 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_odeiv_system * dydt); + int (*reset) (void * state, size_t dim); + unsigned int (*order) (void * state); + void (*free) (void * state); +} +gsl_odeiv_step_type; + +typedef struct { + const gsl_odeiv_step_type * type; + size_t dimension; + void * state; +} +gsl_odeiv_step; + + +/* Available stepper types. + * + * rk2 : embedded 2nd(3rd) Runge-Kutta + * rk4 : 4th order (classical) Runge-Kutta + * rkck : embedded 4th(5th) Runge-Kutta, Cash-Karp + * rk8pd : embedded 8th(9th) Runge-Kutta, Prince-Dormand + * rk2imp : implicit 2nd order Runge-Kutta at Gaussian points + * rk4imp : implicit 4th order Runge-Kutta at Gaussian points + * gear1 : M=1 implicit Gear method + * gear2 : M=2 implicit Gear method + */ + +GSL_VAR const gsl_odeiv_step_type *gsl_odeiv_step_rk2; +GSL_VAR const gsl_odeiv_step_type *gsl_odeiv_step_rk4; +GSL_VAR const gsl_odeiv_step_type *gsl_odeiv_step_rkf45; +GSL_VAR const gsl_odeiv_step_type *gsl_odeiv_step_rkck; +GSL_VAR const gsl_odeiv_step_type *gsl_odeiv_step_rk8pd; +GSL_VAR const gsl_odeiv_step_type *gsl_odeiv_step_rk2imp; +GSL_VAR const gsl_odeiv_step_type *gsl_odeiv_step_rk2simp; +GSL_VAR const gsl_odeiv_step_type *gsl_odeiv_step_rk4imp; +GSL_VAR const gsl_odeiv_step_type *gsl_odeiv_step_bsimp; +GSL_VAR const gsl_odeiv_step_type *gsl_odeiv_step_gear1; +GSL_VAR const gsl_odeiv_step_type *gsl_odeiv_step_gear2; + + +/* Constructor for specialized stepper objects. + */ +gsl_odeiv_step * gsl_odeiv_step_alloc(const gsl_odeiv_step_type * T, size_t dim); +int gsl_odeiv_step_reset(gsl_odeiv_step * s); +void gsl_odeiv_step_free(gsl_odeiv_step * s); + +/* General stepper object methods. + */ +const char * gsl_odeiv_step_name(const gsl_odeiv_step * s); +unsigned int gsl_odeiv_step_order(const gsl_odeiv_step * s); + +int gsl_odeiv_step_apply(gsl_odeiv_step * s, double t, double h, double y[], double yerr[], const double dydt_in[], double dydt_out[], const gsl_odeiv_system * dydt); + +/* General step size control object. + * + * 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. + * + * The general data can be used by specializations + * to store state and control their heuristics. + */ + +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); + void (*free) (void * state); +} +gsl_odeiv_control_type; + +typedef struct +{ + const gsl_odeiv_control_type * type; + void * state; +} +gsl_odeiv_control; + +/* 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 */ + +gsl_odeiv_control * gsl_odeiv_control_alloc(const gsl_odeiv_control_type * T); +int gsl_odeiv_control_init(gsl_odeiv_control * c, double eps_abs, double eps_rel, double a_y, double a_dydt); +void gsl_odeiv_control_free(gsl_odeiv_control * c); +int gsl_odeiv_control_hadjust (gsl_odeiv_control * c, gsl_odeiv_step * s, const double y[], const double yerr[], const double dydt[], double * h); +const char * gsl_odeiv_control_name(const gsl_odeiv_control * c); + +/* 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_odeiv_control * gsl_odeiv_control_standard_new(double eps_abs, double eps_rel, double a_y, double a_dydt); +gsl_odeiv_control * gsl_odeiv_control_y_new(double eps_abs, double eps_rel); +gsl_odeiv_control * gsl_odeiv_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_odeiv_control * gsl_odeiv_control_scaled_new(double eps_abs, double eps_rel, double a_y, double a_dydt, const double scale_abs[], size_t dim); + +/* General evolution object. + */ +typedef 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; +} +gsl_odeiv_evolve; + +/* Evolution object methods. + */ +gsl_odeiv_evolve * gsl_odeiv_evolve_alloc(size_t dim); +int gsl_odeiv_evolve_apply(gsl_odeiv_evolve * e, gsl_odeiv_control * con, gsl_odeiv_step * step, const gsl_odeiv_system * dydt, double * t, double t1, double * h, double y[]); +int gsl_odeiv_evolve_reset(gsl_odeiv_evolve * e); +void gsl_odeiv_evolve_free(gsl_odeiv_evolve * e); + + +__END_DECLS + +#endif /* __GSL_ODEIV_H__ */ |