| /* ode-initval/rkf45.c |
| * |
| * Copyright (C) 2001, 2004 Brian Gough |
| * |
| * 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 2 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. |
| */ |
| |
| /* Runge-Kutta-Fehlberg 4(5)*/ |
| |
| /* Reference eg. Hairer, E., Norsett S.P., Wanner, G. Solving ordinary |
| differential equations I, Nonstiff Problems, 2nd revised edition, |
| Springer, 2000. |
| */ |
| |
| #include <config.h> |
| #include <stdlib.h> |
| #include <string.h> |
| #include <gsl/gsl_errno.h> |
| #include <gsl/gsl_odeiv.h> |
| |
| #include "odeiv_util.h" |
| |
| /* Runge-Kutta-Fehlberg coefficients. Zero elements left out */ |
| |
| static const double ah[] = { 1.0/4.0, 3.0/8.0, 12.0/13.0, 1.0, 1.0/2.0 }; |
| static const double b3[] = { 3.0/32.0, 9.0/32.0 }; |
| static const double b4[] = { 1932.0/2197.0, -7200.0/2197.0, 7296.0/2197.0}; |
| static const double b5[] = { 8341.0/4104.0, -32832.0/4104.0, 29440.0/4104.0, -845.0/4104.0}; |
| static const double b6[] = { -6080.0/20520.0, 41040.0/20520.0, -28352.0/20520.0, 9295.0/20520.0, -5643.0/20520.0}; |
| |
| static const double c1 = 902880.0/7618050.0; |
| static const double c3 = 3953664.0/7618050.0; |
| static const double c4 = 3855735.0/7618050.0; |
| static const double c5 = -1371249.0/7618050.0; |
| static const double c6 = 277020.0/7618050.0; |
| |
| /* These are the differences of fifth and fourth order coefficients |
| for error estimation */ |
| |
| static const double ec[] = { 0.0, |
| 1.0 / 360.0, |
| 0.0, |
| -128.0 / 4275.0, |
| -2197.0 / 75240.0, |
| 1.0 / 50.0, |
| 2.0 / 55.0 |
| }; |
| |
| typedef struct |
| { |
| double *k1; |
| double *k2; |
| double *k3; |
| double *k4; |
| double *k5; |
| double *k6; |
| double *y0; |
| double *ytmp; |
| } |
| rkf45_state_t; |
| |
| static void * |
| rkf45_alloc (size_t dim) |
| { |
| rkf45_state_t *state = (rkf45_state_t *) malloc (sizeof (rkf45_state_t)); |
| |
| if (state == 0) |
| { |
| GSL_ERROR_NULL ("failed to allocate space for rkf45_state", GSL_ENOMEM); |
| } |
| |
| state->k1 = (double *) malloc (dim * sizeof (double)); |
| |
| if (state->k1 == 0) |
| { |
| free (state); |
| GSL_ERROR_NULL ("failed to allocate space for k1", GSL_ENOMEM); |
| } |
| |
| state->k2 = (double *) malloc (dim * sizeof (double)); |
| |
| if (state->k2 == 0) |
| { |
| free (state->k1); |
| free (state); |
| GSL_ERROR_NULL ("failed to allocate space for k2", GSL_ENOMEM); |
| } |
| |
| state->k3 = (double *) malloc (dim * sizeof (double)); |
| |
| if (state->k3 == 0) |
| { |
| free (state->k2); |
| free (state->k1); |
| free (state); |
| GSL_ERROR_NULL ("failed to allocate space for k3", GSL_ENOMEM); |
| } |
| |
| state->k4 = (double *) malloc (dim * sizeof (double)); |
| |
| if (state->k4 == 0) |
| { |
| free (state->k3); |
| free (state->k2); |
| free (state->k1); |
| free (state); |
| GSL_ERROR_NULL ("failed to allocate space for k4", GSL_ENOMEM); |
| } |
| |
| state->k5 = (double *) malloc (dim * sizeof (double)); |
| |
| if (state->k5 == 0) |
| { |
| free (state->k4); |
| free (state->k3); |
| free (state->k2); |
| free (state->k1); |
| free (state); |
| GSL_ERROR_NULL ("failed to allocate space for k5", GSL_ENOMEM); |
| } |
| |
| state->k6 = (double *) malloc (dim * sizeof (double)); |
| |
| if (state->k6 == 0) |
| { |
| free (state->k5); |
| free (state->k4); |
| free (state->k3); |
| free (state->k2); |
| free (state->k1); |
| free (state); |
| GSL_ERROR_NULL ("failed to allocate space for k6", GSL_ENOMEM); |
| } |
| |
| state->y0 = (double *) malloc (dim * sizeof (double)); |
| |
| if (state->y0 == 0) |
| { |
| free (state->k6); |
| free (state->k5); |
| free (state->k4); |
| free (state->k3); |
| free (state->k2); |
| free (state->k1); |
| free (state); |
| GSL_ERROR_NULL ("failed to allocate space for y0", GSL_ENOMEM); |
| } |
| |
| state->ytmp = (double *) malloc (dim * sizeof (double)); |
| |
| if (state->ytmp == 0) |
| { |
| free (state->y0); |
| free (state->k6); |
| free (state->k5); |
| free (state->k4); |
| free (state->k3); |
| free (state->k2); |
| free (state->k1); |
| free (state); |
| GSL_ERROR_NULL ("failed to allocate space for ytmp", GSL_ENOMEM); |
| } |
| |
| return state; |
| } |
| |
| |
| static int |
| rkf45_apply (void *vstate, |
| size_t dim, |
| double t, |
| double h, |
| double y[], |
| double yerr[], |
| const double dydt_in[], |
| double dydt_out[], const gsl_odeiv_system * sys) |
| { |
| rkf45_state_t *state = (rkf45_state_t *) vstate; |
| |
| size_t i; |
| |
| double *const k1 = state->k1; |
| double *const k2 = state->k2; |
| double *const k3 = state->k3; |
| double *const k4 = state->k4; |
| double *const k5 = state->k5; |
| double *const k6 = state->k6; |
| double *const ytmp = state->ytmp; |
| double *const y0 = state->y0; |
| |
| DBL_MEMCPY (y0, y, dim); |
| |
| /* k1 step */ |
| if (dydt_in != NULL) |
| { |
| DBL_MEMCPY (k1, dydt_in, dim); |
| } |
| else |
| { |
| int s = GSL_ODEIV_FN_EVAL (sys, t, y, k1); |
| |
| if (s != GSL_SUCCESS) |
| { |
| return s; |
| } |
| } |
| |
| for (i = 0; i < dim; i++) |
| ytmp[i] = y[i] + ah[0] * h * k1[i]; |
| |
| /* k2 step */ |
| { |
| int s = GSL_ODEIV_FN_EVAL (sys, t + ah[0] * h, ytmp, k2); |
| |
| if (s != GSL_SUCCESS) |
| { |
| return s; |
| } |
| } |
| |
| for (i = 0; i < dim; i++) |
| ytmp[i] = y[i] + h * (b3[0] * k1[i] + b3[1] * k2[i]); |
| |
| /* k3 step */ |
| { |
| int s = GSL_ODEIV_FN_EVAL (sys, t + ah[1] * h, ytmp, k3); |
| |
| if (s != GSL_SUCCESS) |
| { |
| return s; |
| } |
| } |
| |
| for (i = 0; i < dim; i++) |
| ytmp[i] = y[i] + h * (b4[0] * k1[i] + b4[1] * k2[i] + b4[2] * k3[i]); |
| |
| /* k4 step */ |
| { |
| int s = GSL_ODEIV_FN_EVAL (sys, t + ah[2] * h, ytmp, k4); |
| |
| if (s != GSL_SUCCESS) |
| { |
| return s; |
| } |
| } |
| |
| for (i = 0; i < dim; i++) |
| ytmp[i] = |
| y[i] + h * (b5[0] * k1[i] + b5[1] * k2[i] + b5[2] * k3[i] + |
| b5[3] * k4[i]); |
| |
| /* k5 step */ |
| { |
| int s = GSL_ODEIV_FN_EVAL (sys, t + ah[3] * h, ytmp, k5); |
| |
| if (s != GSL_SUCCESS) |
| { |
| return s; |
| } |
| } |
| |
| for (i = 0; i < dim; i++) |
| ytmp[i] = |
| y[i] + h * (b6[0] * k1[i] + b6[1] * k2[i] + b6[2] * k3[i] + |
| b6[3] * k4[i] + b6[4] * k5[i]); |
| |
| /* k6 step and final sum */ |
| { |
| int s = GSL_ODEIV_FN_EVAL (sys, t + ah[4] * h, ytmp, k6); |
| |
| if (s != GSL_SUCCESS) |
| { |
| return s; |
| } |
| } |
| |
| for (i = 0; i < dim; i++) |
| { |
| const double d_i = c1 * k1[i] + c3 * k3[i] + c4 * k4[i] + c5 * k5[i] + c6 * k6[i]; |
| y[i] += h * d_i; |
| } |
| |
| /* Derivatives at output */ |
| |
| if (dydt_out != NULL) |
| { |
| int s = GSL_ODEIV_FN_EVAL (sys, t + h, y, dydt_out); |
| |
| if (s != GSL_SUCCESS) |
| { |
| /* Restore initial values */ |
| DBL_MEMCPY (y, y0, dim); |
| |
| return s; |
| } |
| } |
| |
| /* difference between 4th and 5th order */ |
| for (i = 0; i < dim; i++) |
| { |
| yerr[i] = h * (ec[1] * k1[i] + ec[3] * k3[i] + ec[4] * k4[i] |
| + ec[5] * k5[i] + ec[6] * k6[i]); |
| } |
| |
| return GSL_SUCCESS; |
| } |
| |
| |
| static int |
| rkf45_reset (void *vstate, size_t dim) |
| { |
| rkf45_state_t *state = (rkf45_state_t *) vstate; |
| |
| DBL_ZERO_MEMSET (state->k1, dim); |
| DBL_ZERO_MEMSET (state->k2, dim); |
| DBL_ZERO_MEMSET (state->k3, dim); |
| DBL_ZERO_MEMSET (state->k4, dim); |
| DBL_ZERO_MEMSET (state->k5, dim); |
| DBL_ZERO_MEMSET (state->k6, dim); |
| DBL_ZERO_MEMSET (state->ytmp, dim); |
| DBL_ZERO_MEMSET (state->y0, dim); |
| |
| return GSL_SUCCESS; |
| } |
| |
| static unsigned int |
| rkf45_order (void *vstate) |
| { |
| rkf45_state_t *state = (rkf45_state_t *) vstate; |
| state = 0; /* prevent warnings about unused parameters */ |
| return 5; |
| } |
| |
| static void |
| rkf45_free (void *vstate) |
| { |
| rkf45_state_t *state = (rkf45_state_t *) vstate; |
| |
| free (state->ytmp); |
| free (state->y0); |
| free (state->k6); |
| free (state->k5); |
| free (state->k4); |
| free (state->k3); |
| free (state->k2); |
| free (state->k1); |
| free (state); |
| } |
| |
| static const gsl_odeiv_step_type rkf45_type = { "rkf45", /* name */ |
| 1, /* can use dydt_in */ |
| 0, /* gives exact dydt_out */ |
| &rkf45_alloc, |
| &rkf45_apply, |
| &rkf45_reset, |
| &rkf45_order, |
| &rkf45_free |
| }; |
| |
| const gsl_odeiv_step_type *gsl_odeiv_step_rkf45 = &rkf45_type; |