ddeabm.pro
122 KB
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;+
; NAME:
; DDEABM
;
; AUTHOR:
; Craig B. Markwardt, NASA/GSFC Code 662, Greenbelt, MD 20770
; craigm@lheamail.gsfc.nasa.gov
; UPDATED VERSIONs can be found on my WEB PAGE:
; http://cow.physics.wisc.edu/~craigm/idl/idl.html
;
; PURPOSE:
; Integrate Ordinary Differential Equation with Adams-Bashforth-Moulton
;
; MAJOR TOPICS:
; Numerical Analysis.
;
; CALLING SEQUENCE:
; DDEABM, FUNCT, T0, F0, TOUT, [ PRIVATE, FUNCTARGS=, STATE= , ]
; [ /INIT, /INTERMEDIATE, TSTOP=, EPSREL=, EPSABS=, ]
; [ TGRID=, YGRID=, YPGRID=, NOUTGRID=, NGRID=, NFEV=, ]
; [ TIMPULSE=, YIMPULSE=, ]
; [ MAX_STEPSIZE=, /CONTROL, ]
; [ STATUS=, ERRMSG= ]
;
; DESCRIPTION:
;
; DDEABM performs integration of a system of one or more ordinary
; differential equations using a Predictor-Corrector technique. An
; adaptive Adams-Bashforth-Moulton method of variable order between
; one and twelve, adaptive stepsize, and error control, is used to
; integrate equations of the form:
;
; DF_DT = FUNCT(T, F)
;
; T is the independent variable, F is the (possibly vector) function
; value at T, and DF_DT is the derivative of F with respect to T,
; evaluated at T. FUNCT is a user function which returns the
; derivative of one or more equations.
;
; DDEABM is based on the public domain procedure DDEABM.F written by
; L. F. Shampine and M. K. Gordon, and available in the DEPAC package
; of solvers within SLATEC library.
;
; DDEABM is used primarily to solve non-stiff and mildly stiff
; ordinary differential equations, where evaluation of the user
; function is expensive, or high precision is demanded (close to the
; machine precision). A Runge-Kutta technique may be more
; appropriate if lower precision is acceptable. For stiff problems
; neither Adams-Bashforth-Moulton nor Runge-Kutta techniques are
; appropriate. DDEABM has code which detects the stiffness of the
; problem and reports it.
;
; The user can operate DDEABM in three different modes:
;
; * the user requests one output at a specific point (the default),
; and maintains the integrator state using the STATE keyword;
;
; * the user requests a grid of points (by passing an array to
; TOUT), and optionally maintains the integrator state for
; subsequent integrations using the STATE keyword;
;
; * the user requests output at the natural adaptive stepsizes
; using the /INTERMEDIATE keyword.
;
; When the user requests explicit output points using TOUT, it is
; likely that the output will be interpolated between two natural
; stepsize points.
;
; If the user requests a grid of outputs, and the integration fails
; before reaching the requested endpoint, then control returns
; immediately to the user with the appropriate STATUS code.
;
; The initial conditions are given by F0, when T = T0. The number of
; equations is determined by the number of elements in F0.
; Integration stops when the independent variable T reaches the final
; value of TOUT. If the user wants to continue the integration, it
; can be restarted with a new call to DDEABM, and a new value of
; TOUT.
;
; USER FUNCTION
;
; The user function FUNCT must be of the following form:
;
; FUNCTION FUNCT, T, F, PRIVATE, ... [ CONTROL=CONTROL ] ...
; ; ... compute derivatives ...
; RETURN, DF_DT
; END
;
; The function must accept at least two, but optionally three,
; parameters. The first, 'T', is the scalar independent variable
; where the derivatives are to be evaluated. The second, 'F', is the
; vector of function values. The function must return an array of
; same size as 'F'. The third positional parameter, 'PRIVATE', is a
; purely optional PRIVATE parameter. FUNCT may accept more
; positional parameters, but DDEABM will not use them. Any number of
; keyword parameters can be passed using the FUNCTARGS keyword.
;
; The user function FUNCT must not modify either the independent
; variable 'T' or the function values 'F'.
;
; PASSING 'CONTROL' MESSAGES TO THE USER FUNCTION
;
; DDEABM may pass control information to the user function, other
; than requests for function evaluation. DDEABM will only do this if
; the /CONTROL keyword is set when DDEABM was invoked.
;
; When control information has been enabled, the user function *must*
; accept a keyword named CONTROL. A message may be passed in this
; keyword. If the user function is invoked with the CONTROL keyword
; defined, the user function should not evaluate the function, but
; rather it must respond to the message and return the appropriate
; value.
;
; The CONTROL message will be a structure of the form,
; { MESSAGE: 'name', ... }
; where the MESSAGE field indicates a control message. Additional
; fields may carry more information, depending on the message.
;
; The following control messages are implemented:
; * { MESSAGE: 'INITIALIZE' } - the integrator has been initialized
; and the user function may also initialize any state variables,
; load large data tables, etc.
; RETURN: 0 for success, negative number to indicate failure.
;
; If the user function does not recognize a message, a value of 0
; should be returned.
;
;
; RESTARTING THE INTEGRATOR
;
; When restarting the integrator, the STATE keyword can be used to
; save some computation time. Upon return from DDEABM the STATE
; keyword will contain a structure which describes the state of the
; integrator at the output point. The user need merely pass this
; variable back into the next call to continue integration. The
; value of T, and the function value F, must not be adjusted between
; calls to DDEABM.
;
; If T or F0 are to be adjusted, then the integrator must be
; restarted afresh *without* the previous state. This can be
; achieved either by reseting STATE to undefined, or by setting the
; /INIT keyword to DDEABM.
;
; ERROR CONTROL
;
; Local error control is governed by two keywords, EPSABS and EPSREL.
; The former governs the absolute error, while the latter governs the
; relative or fractional error. The error test at each iteration is:
;
; ABS(ERROR) LE EPSREL*ABS(F) + EPSABS
;
; A scalar value indicates the same constraint should be applied to
; every equation; a vector array indicates constraints should be
; applied individually to each component.
;
; Setting EPSABS=0.D0 results in a pure relative error test on that
; component. Setting EPSREL=0. results in a pure absolute error test
; on that component. A mixed test with non-zero EPSREL and EPSABS
; corresponds roughly to a relative error test when the solution
; component is much bigger than EPSABS and to an absolute error test
; when the solution component is smaller than the threshold EPSABS.
;
; Proper selection of the absolute error control parameters EPSABS
; requires you to have some idea of the scale of the solution
; components. To acquire this information may mean that you will
; have to solve the problem more than once. In the absence of scale
; information, you should ask for some relative accuracy in all the
; components (by setting EPSREL values non-zero) and perhaps impose
; extremely small absolute error tolerances to protect against the
; danger of a solution component becoming zero.
;
; The code will not attempt to compute a solution at an accuracy
; unreasonable for the machine being used. It will advise you if you
; ask for too much accuracy and inform you as to the maximum accuracy
; it believes possible.
;
; HARD LIMIT ON T
;
; If for some reason there is a hard limit on the independent
; variable T, then the user should specify TSTOP. For efficiency
; DDEABM may try to integrate *beyond* the requested point of
; termination, TOUT, and then interpolate backwards to obtain the
; function value at the requested point. If this is not possible
; because the function because the equation changes, or if there is a
; discontinuity, then users should specify a value for TSTOP; the
; integrator will not go past this point.
;
; DISCONTINUITIES
;
; If the ODE or solution has discontinuities at known points, these
; should be passed to DDEABM in order to aid the solution. The
; TIMPULSE and YIMPULSE keyword variables allow the user to identify
; the positions of the discontinuities and their amplitudes. As T
; crosses TIMPULSE(i) the solution will change from Y to
; Y+YIMPULSE(*,i) in a stepwise fashion.
;
; Discontinuities in the function to be integrated can also be
; entered in this way. Although DDEABM can adapt the integration
; step size to accomodate changes in the user function, it may be
; better to identify such discontinuities. In that case TIMPULSE(i)
; should still identify the position of discontinuity, and
; YIMPULSE(*,i) should be 0.
;
; Currently this functionality is implemented with restarts of the
; integrator at the crossing points of the discontinuities.
;
; This technique handles only discontinuities at explicitly known
; values of T. If the discontinuity condition is defined in terms of
; Y (or Y and T), then the condition is implicit. DDEABM does not
; handle that type of condition.
;
; You may list the TIMPULSE points in the TOUT output grid. If an
; impulse point appears once in TOUT, the corresponding function
; values reported in YGRID and YPGRID will be from *before* crossing
; the discontinuity. If the same TIMPULSE point appears *twice* in
; TOUT, then the first and second values will correspond to before
; and after crossing the discontinuity, respectively.
;
;
; INPUTS:
;
; FUNCT - by default, a scalar string containing the name of an IDL
; function to be integrated. See above for the formal
; definition of FUNCT. (No default).
;
; T0 - scalar number, upon input the starting value of the
; independent variable T. Upon output, the final value of T.
;
; Y - vector. Upon input the starting values of the function for T =
; T0. Upon output, the final (vector) value of the function.
;
; TOUT - must be at least a scalar, but optionally a vector,
; specifies the desired points of output.
;
; If TOUT is a scalar and INTERMEDIATE is not set, then DDEABM
; integrates up to TOUT. A scalar value of the function at
; TOUT is returned in F.
;
; If TOUT is a scalar and /INTERMEDIATE is set, then DDEABM
; computes a grid of function values at the optimal step
; points of the solution. The grid of values is returned in
; TGRID, YGRID, and YPGRID. The final function value,
; evaluated at the last point in TOUT, is returned in F.
;
; If TOUT is a vector, then DDEABM computes a grid of function
; values at the requested points. The grid of values is
; returned in TGRID, YGRID and YPGRID. The final function
; value, evaluated at the last point in TOUT, is returned in
; F. If integrating forwards (TOUT greater than T0), TOUT
; must be strictly increasing. Generally speaking, TOUT
; output points should not repeat, except for discontinuities
; as noted above.
;
; It is possible for TOUT to be less than T0, i.e., to
; integrate backwards, in which case TOUT must be strictly
; decreasing instead.
;
; PRIVATE - any optional variable to be passed on to the function to
; be integrated. For functions, PRIVATE is passed as the
; second positional parameter. DDEABM does not examine or
; alter PRIVATE.
;
; KEYWORD PARAMETERS:
;
; CONTROL - if set, then control messages will be set to the user
; function as described above. If not set, then no
; control messages will be passed.
;
; EPSABS - a scalar number, the absolute error tolerance requested
; in the integral computation. If less than or equal to
; zero, then the value is ignored.
; Default: 0
;
; EPSREL - a scalar number, the relative (i.e., fractional) error
; tolerance in the integral computation. If less than or
; equal to zero, then the value is ignored.
; Default: 1e-4 for float, 1d-6 for double
;
; ERRMSG - upon return, a descriptive error message.
;
; FUNCTARGS - A structure which contains the parameters to be passed
; to the user-supplied function specified by FUNCT via
; the _EXTRA mechanism. This is the way you can pass
; additional data to your user-supplied function without
; using common blocks. By default, no extra parameters
; are passed to the user-supplied function.
;
; INIT - if set, indicates that the integrator is to be restarted
; afresh.
;
; INTERMEDIATE - if set, indicates that the integrator is to compute
; at the natural step points.
;
; MAX_STEPSIZE - a positive scalar value, the maximum integration
; step size to take per iteration. The lesser of the
; "natural" step size and MAX_STEPSIZE is used. If
; MAX_STEPSIZE is not specified, there is no maximum.
;
; NFEV - upon output, the scalar number of function evaluations.
;
; NGRID - if /INTERMEDIATE is set, the requested number of points to
; compute before returning. DDEABM uses this value to
; allocate storage for TGRID, YGRID, and YPGRID. Note that
; DDEABM may not actually calculate this many points. The
; user must use NOUTGRID upon return to determine how many
; points are valid.
; Default: 1
;
; NOUTGRID - upon output, the number of grid points computed. This
; may be smaller than the requested number of grid points
; (either via NGRID or TOUT) if an error occurs.
;
; STATE - upon input and return, the integrator state. Users should
; not modify this structure. If the integrator is to be
; restarted afresh, then the /INIT keyword should be set, in
; order to clear out the old state information.
;
; STATUS - upon output, the integer status of the integration.
;
; 1 - A step was successfully taken in the
; intermediate-output mode. The code has not yet
; reached TOUT.
;
; 2 - The integration to TOUT was successfully completed
; (T=TOUT) by stepping exactly to TOUT.
;
; 3 - The integration to TOUT was successfully completed
; (T=TOUT) by stepping past TOUT. Y(*) is obtained by
; interpolation.
;
; *** Task Interrupted ***
; Reported by negative values of STATUS
;
; -1 - A large amount of work has been expended. (500 steps
; attempted)
;
; -2 - The error tolerances are too stringent.
;
; -3 - The local error test cannot be satisfied because you
; specified a zero component in EPSABS and the
; corresponding computed solution component is zero.
; Thus, a pure relative error test is impossible for
; this component.
;
; -4 - The problem appears to be stiff.
;
; *** Task Terminated ***
;
; -33 - The code has encountered trouble from which it
; cannot recover. A error message is printed
; explaining the trouble and control is returned to
; the calling program. For example, this occurs when
; invalid input is detected.
;
; -16 - The user function returned a non-finite
;
; TGRID - upon output, the grid of values of T for which the
; integration is provided. Upon return, only values
; TGRID(0:NOUTGRID-1) are valid. The remaining values are
; undefined.
;
; TIMPULSE - array of values of T where discontinuities occur. The
; array should be in ascending order. TIMPULSE must
; match YIMPULSE.
;
; TSTOP - a scalar, specifies a hard limit for T, beyond which the
; integration must not proceed.
; Default: none, i.e., integration is allowed to
; "overshoot"
;
; YGRID - upon output, the grid of function values for which the
; integration is provided. Upon return, only values
; YGRID(*,0:NOUTGRID-1) are valid. The remaining values are
; undefined.
;
; YIMPULSE - array of discontinuity offset values, of the form
; DBLARR(NEQ,NIMPULSE), where NEQ is the size of Y and
; NIMPULSE is the size of TIMPULSE. YIMPULSE(*,I) is the
; amount to *add* to Y when T crosses TIMPULSE(I) going
; in the positive direction.
;
; YPGRID - upon ouptut, the grid of function derivative values at
; the points where the integration is provided. Upon
; return, only values YPGRID(*,0:NOUTGRID-1) are valid.
; The remaining values are undefined.
;
; EXAMPLES:
;
; This is a simple example showing how to computes orbits of a
; satellite around the earth using Newton's law of gravity. The
; earth is assumed to be a central point mass, modeled by the
; NEWTON_G function which follows. We assume that the satellite is
; orbiting at a radius of 7000 km. The state vector F has six
; elements consisting of the position and velocity of the satellite.
;
; POSITION VELOCITY
; F = [ X, Y, Z, VX, VY, VZ]
;
; The function NEWTON_G below computes the derivative of F, that is,
;
; VELOCITY ACCELERATION
; dF_dt = [ VX, VY, VZ, AX, AY, AZ]
;
; Where the acceleration vector [AX,AY,AZ] is computed using Newton's
; laws.
;
; GM = 3.986005d14 ; [MKS] - gravitational constant for earth
;
; a0 = 7000d3 ; [m] - initial radius
; v0 = sqrt(GM/a0) ; [m/s] - initial circular velocity
; ; POSITION VELOCITY
; f0 = [a0,0,0, 0,-v0,0] ; initial state vector
;
; t0 = 100d ; [s] Initial time value, meaningless in this case
;
; ; Initial output time grid (10000 seconds)
; tout = dindgen(10000) + t0
;
; ; Integrate equations of motion, starting at T0, and proceeding to
; ; the maximum time of TOUT. Here the variable GM is passed using
; ; the PRIVATE mechanism.
; f = f0 & t = t0
; ddeabm, 'newton_g', t, f, tout, GM, $
; tgrid=tgrid, ygrid=ygrid, ypgrid=ypgrid, noutgrid=noutgrid, $
; status=status, errmsg=errmsg
;
; Now YGRID(0:2,*) contains the 3D position of the satellite
; YGRID(3:5,*) contains the 3D velocity of the satellite
; YPGRID(3:5,*) contains the 3D acceleration of the satellite
;
; An alternate way to call DDEABM is to use its natural gridpoints
; rather than requesting explicit gridpoints. In that case, we need
; to specify the maximum time value we are expecing with TOUT, and
; a maximum number of output grid values using NGRID.
;
; f = f0 & t = t0
; tout = 10000d ;; Maximum requested time
; ddeabm, 'newton_g', t, f, tout, GM, $
; ngrid=3000, noutgrid=noutgrid, $
; tgrid=tgrid, ygrid=ygrid, ypgrid=ypgrid, noutgrid=noutgrid, $
; status=status, errmsg=errmsg
;
; NOUTGRID contains the actual number of grid values returned by
; DDEABM. If NOUTGRID is less than NGRID, then the remaining values
; are to be ignored.
;
; TGRID = TGRID(0:NOUTGRID-1)
; YGRID = YGRID(*,0:NOUTGRID-1)
; YPGRID = YPGRID(*,0:NOUTGRID-1)
;
; The user can then plot these values are use them as desired. The
; result should be a circular orbit at radius 7000000d meters, with
; constant speed given by V0.
;
;
; ; WORK FUNCTION ----
;
; ; The acceleration of Newtonian gravity by a central body
; ; of mass M.
; ; T - time (not used)
; ; f - state vector
; ; f(0:2) = position vector
; ; f(3:5) = velocity vector
; ; GM - central body newtonian constant
; FUNCTION NEWTON_G, t, f, GM
; r = f(0:2) ; Position vector
; v = f(3:5) ; Velocity vector
; rsq = total(r^2,1) ;; central body distance, squared
; rr = sqrt(rsq) ;; central body distance
;
; ;; Newtonian gravitational acceleration, three components
; a = - GM/rsq * r/rr
;
; ;; Assemble final differential vector
; df_dt = [v, a]
; return, df_dt
; end
;
;
; REFERENCES:
;
; SAND79-2374 , DEPAC - Design of a User Oriented Package of ODE
; Solvers.
;
; "Solving Ordinary Differential Equations with ODE, STEP, and INTRP",
; by L. F. Shampine and M. K. Gordon, SLA-73-1060.
;
; SLATEC Common Mathematical Library, Version 4.1, July 1993
; a comprehensive software library containing over
; 1400 general purpose mathematical and statistical routines
; written in Fortran 77. (http://www.netlib.org/slatec/)
;
;
; MODIFICATION HISTORY:
; Fix bug in TSTOP keyword, 09 May 2002, CM
; Fix behavior of KSTEPS, which caused premature termination, 26
; May 2002, CM
; Fix two errors in the DDEABM_DINTP interpolation step, 04 Jul 2002, CM
; Handle case of IMPULSES more correctly, 25 Sep 2002, CM
; Handle case when INIT is not set (default to 1); detect
; non-finite user function values and error out with STATUS code
; -16; promote integer values to LONG integers; some internal
; function renaming, 28 Jun 2003, CM
; Fixed bug in handling of DOIMPULSE and INTERMEDIATE, 08 Mar 2004, CM
; Corrected interface error in usage of NGRID. Now NGRID is
; actually the number of INTERMEDIATE points to compute (and is
; input only). NOUTGRID is a new keyword, which provides the
; number of output grid points upon return. 08 Mar 2004, CM
; Early termination is possible for INTERMEDIATE case. Handle it
; properly , 08 Mar 2004, CM
; Fix a bug in the handling of INIT (strangely the internal
; code keeps two different INIT variables!); this really only
; had an effect when continuing a previous integration; handle
; impulses properly when integrating in the negative direction;
; document the TIMPULSE/YIMPULSE keyword parameters; some other
; small code cleanups; 16 Jul 2008, CM
; Handle the case when TOUT EQ TIMPULSE, 05 Sep 2008, CM
; Further work on TOUT EQ TIMPULSE, also allowing reporting of
; function values on either side of a discontinuity, 07 Sep 2008, CM
; Add the MAX_STEPSIZE keyword, 01 Oct 2008, CM
; Make sure new impulse checks work when integrating in reverse
; direction, 09 Oct 2008, CM
; New interface requirement: user function must be able to handle
; control messages from DDEABM; first one is INITIALIZE,
; 20 Oct 2008, CM
; Change the control message interface so that it is
; backward-compatible; the user must now set the /CONTROL keyword
; to enable control messages; they are passed to the user
; function via the CONTROL keyword, 08 Nov 2008, CM
; Update the documentation; the largest change is the inclusion of
; a new example, 16 Jan 2010, CM
; Update documentation with correct spelling of Bashforth,
; 2012-12-18, CM
;
; $Id: ddeabm.pro,v 1.33 2012/12/19 01:16:44 cmarkwar Exp $
;-
; Portions Copyright (C) 2002, 2003, 2004, 2008, 2010, 2012, Craig Markwardt
; This software is provided as is without any warranty whatsoever.
; Permission to use, copy, modify, and distribute modified or
; unmodified copies is granted, provided this copyright and disclaimer
; are included unchanged.
;-
; *DECK DDEABM
; C***BEGIN PROLOGUE DDEABM
; C***PURPOSE Solve an initial value problem in ordinary differential
; C equations using an Adams-Bashforth method.
; C***LIBRARY SLATEC (DEPAC)
; C***CATEGORY I1A1B
; C***TYPE DOUBLE PRECISION (DEABM-S, DDEABM-D)
; C***KEYWORDS ADAMS-BASHFORTH METHOD, DEPAC, INITIAL VALUE PROBLEMS,
; C ODE, ORDINARY DIFFERENTIAL EQUATIONS, PREDICTOR-CORRECTOR
; C***AUTHOR Shampine, L. F., (SNLA)
; C Watts, H. A., (SNLA)
; C***DESCRIPTION
; C
; C This is the Adams code in the package of differential equation
; C solvers DEPAC, consisting of the codes DDERKF, DDEABM, and DDEBDF.
; C Design of the package was by L. F. Shampine and H. A. Watts.
; C It is documented in
; C SAND79-2374 , DEPAC - Design of a User Oriented Package of ODE
; C Solvers.
; C DDEABM is a driver for a modification of the code ODE written by
; C L. F. Shampine and M. K. Gordon
; C Sandia Laboratories
; C Albuquerque, New Mexico 87185
;
; $Id: ddeabm.pro,v 1.33 2012/12/19 01:16:44 cmarkwar Exp $
;
; C
; C **********************************************************************
; C * ABSTRACT *
; C ************
; C
; C Subroutine DDEABM uses the Adams-Bashforth-Moulton
; C Predictor-Corrector formulas of orders one through twelve to
; C integrate a system of NEQ first order ordinary differential
; C equations of the form
; C DU/DX = DF(X,U)
; C when the vector Y(*) of initial values for U(*) at X=T is given.
; C The subroutine integrates from T to TOUT. It is easy to continue the
; C integration to get results at additional TOUT. This is the interval
; C mode of operation. It is also easy for the routine to return with
; C the solution at each intermediate step on the way to TOUT. This is
; C the intermediate-output mode of operation.
; C
; C DDEABM uses subprograms DDEABM_DDES, DDEABM_DSTEPS, DDEABM_DINTP, DHSTRT, DHVNRM,
; C D1MACH, and the error handling routine XERMSG. The only machine
; C dependent parameters to be assigned appear in D1MACH.
; C
; C **********************************************************************
; C * Description of The Arguments To DDEABM (An Overview) *
; C **********************************************************************
; C
; C The Parameters are
; C
; C DF -- This is the name of a subroutine which you provide to
; C define the differential equations.
; C
; C NEQ -- This is the number of (first order) differential
; C equations to be integrated.
; C
; C T -- This is a DOUBLE PRECISION value of the independent
; C variable.
; C
; C Y(*) -- This DOUBLE PRECISION array contains the solution
; C components at T.
; C
; C TOUT -- This is a DOUBLE PRECISION point at which a solution is
; C desired.
; C
; C INFO(*) -- The basic task of the code is to integrate the
; C differential equations from T to TOUT and return an
; C answer at TOUT. INFO(*) is an INTEGER array which is used
; C to communicate exactly how you want this task to be
; C carried out.
; C
; C RTOL, ATOL -- These DOUBLE PRECISION quantities represent
; C relative and absolute error tolerances which you
; C provide to indicate how accurately you wish the
; C solution to be computed. You may choose them to be
; C both scalars or else both vectors.
; C
; C IDID -- This scalar quantity is an indicator reporting what
; C the code did. You must monitor this INTEGER variable to
; C decide what action to take next.
; C
; C RWORK(*), LRW -- RWORK(*) is a DOUBLE PRECISION work array of
; C length LRW which provides the code with needed storage
; C space.
; C
; C IWORK(*), LIW -- IWORK(*) is an INTEGER work array of length LIW
; C which provides the code with needed storage space and an
; C across call flag.
; C
; C RPAR, IPAR -- These are DOUBLE PRECISION and INTEGER parameter
; C arrays which you can use for communication between your
; C calling program and the DF subroutine.
; C
; C Quantities which are used as input items are
; C NEQ, T, Y(*), TOUT, INFO(*),
; C RTOL, ATOL, RWORK(1), LRW and LIW.
; C
; C Quantities which may be altered by the code are
; C T, Y(*), INFO(1), RTOL, ATOL,
; C IDID, RWORK(*) and IWORK(*).
; C
; C **********************************************************************
; C * INPUT -- What To Do On The First Call To DDEABM *
; C **********************************************************************
; C
; C The first call of the code is defined to be the start of each new
; C problem. Read through the descriptions of all the following items,
; C provide sufficient storage space for designated arrays, set
; C appropriate variables for the initialization of the problem, and
; C give information about how you want the problem to be solved.
; C
; C
; C DF -- Provide a subroutine of the form
; C DF(X,U,UPRIME,PAR,IPAR)
; C to define the system of first order differential equations
; C which is to be solved. For the given values of X and the
; C vector U(*)=(U(1),U(2),...,U(NEQ)) , the subroutine must
; C evaluate the NEQ components of the system of differential
; C equations DU/DX=DF(X,U) and store the derivatives in the
; C array UPRIME(*), that is, UPRIME(I) = * DU(I)/DX * for
; C equations I=1,...,NEQ.
; C
; C Subroutine DF must NOT alter X or U(*). You must declare
; C the name df in an external statement in your program that
; C calls DDEABM. You must dimension U and UPRIME in DF.
; C
; C RPAR and IPAR are DOUBLE PRECISION and INTEGER parameter
; C arrays which you can use for communication between your
; C calling program and subroutine DF. They are not used or
; C altered by DDEABM. If you do not need RPAR or IPAR,
; C ignore these parameters by treating them as dummy
; C arguments. If you do choose to use them, dimension them in
; C your calling program and in DF as arrays of appropriate
; C length.
; C
; C NEQ -- Set it to the number of differential equations.
; C (NEQ .GE. 1)
; C
; C T -- Set it to the initial point of the integration.
; C You must use a program variable for T because the code
; C changes its value.
; C
; C Y(*) -- Set this vector to the initial values of the NEQ solution
; C components at the initial point. You must dimension Y at
; C least NEQ in your calling program.
; C
; C TOUT -- Set it to the first point at which a solution
; C is desired. You can take TOUT = T, in which case the code
; C will evaluate the derivative of the solution at T and
; C return. Integration either forward in T (TOUT .GT. T) or
; C backward in T (TOUT .LT. T) is permitted.
; C
; C The code advances the solution from T to TOUT using
; C step sizes which are automatically selected so as to
; C achieve the desired accuracy. If you wish, the code will
; C return with the solution and its derivative following
; C each intermediate step (intermediate-output mode) so that
; C you can monitor them, but you still must provide TOUT in
; C accord with the basic aim of the code.
; C
; C The first step taken by the code is a critical one
; C because it must reflect how fast the solution changes near
; C the initial point. The code automatically selects an
; C initial step size which is practically always suitable for
; C the problem. By using the fact that the code will not step
; C past TOUT in the first step, you could, if necessary,
; C restrict the length of the initial step size.
; C
; C For some problems it may not be permissible to integrate
; C past a point TSTOP because a discontinuity occurs there
; C or the solution or its derivative is not defined beyond
; C TSTOP. When you have declared a TSTOP point (see INFO(4)
; C and RWORK(1)), you have told the code not to integrate
; C past TSTOP. In this case any TOUT beyond TSTOP is invalid
; C input.
; C
; C INFO(*) -- Use the INFO array to give the code more details about
; C how you want your problem solved. This array should be
; C dimensioned of length 15 to accommodate other members of
; C DEPAC or possible future extensions, though DDEABM uses
; C only the first four entries. You must respond to all of
; C the following items which are arranged as questions. The
; C simplest use of the code corresponds to answering all
; C questions as YES ,i.e. setting ALL entries of INFO to 0.
; C
; C INFO(1) -- This parameter enables the code to initialize
; C itself. You must set it to indicate the start of every
; C new problem.
; C
; C **** Is this the first call for this problem ...
; C YES -- set INFO(1) = 0
; C NO -- not applicable here.
; C See below for continuation calls. ****
; C
; C INFO(2) -- How much accuracy you want of your solution
; C is specified by the error tolerances RTOL and ATOL.
; C The simplest use is to take them both to be scalars.
; C To obtain more flexibility, they can both be vectors.
; C The code must be told your choice.
; C
; C **** Are both error tolerances RTOL, ATOL scalars ...
; C YES -- set INFO(2) = 0
; C and input scalars for both RTOL and ATOL
; C NO -- set INFO(2) = 1
; C and input arrays for both RTOL and ATOL ****
; C
; C INFO(3) -- The code integrates from T in the direction
; C of TOUT by steps. If you wish, it will return the
; C computed solution and derivative at the next
; C intermediate step (the intermediate-output mode) or
; C TOUT, whichever comes first. This is a good way to
; C proceed if you want to see the behavior of the solution.
; C If you must have solutions at a great many specific
; C TOUT points, this code will compute them efficiently.
; C
; C **** Do you want the solution only at
; C TOUT (and not at the next intermediate step) ...
; C YES -- set INFO(3) = 0
; C NO -- set INFO(3) = 1 ****
; C
; C INFO(4) -- To handle solutions at a great many specific
; C values TOUT efficiently, this code may integrate past
; C TOUT and interpolate to obtain the result at TOUT.
; C Sometimes it is not possible to integrate beyond some
; C point TSTOP because the equation changes there or it is
; C not defined past TSTOP. Then you must tell the code
; C not to go past.
; C
; C **** Can the integration be carried out without any
; C Restrictions on the independent variable T ...
; C YES -- set INFO(4)=0
; C NO -- set INFO(4)=1
; C and define the stopping point TSTOP by
; C setting RWORK(1)=TSTOP ****
; C
; C RTOL, ATOL -- You must assign relative (RTOL) and absolute (ATOL)
; C error tolerances to tell the code how accurately you want
; C the solution to be computed. They must be defined as
; C program variables because the code may change them. You
; C have two choices --
; C Both RTOL and ATOL are scalars. (INFO(2)=0)
; C Both RTOL and ATOL are vectors. (INFO(2)=1)
; C In either case all components must be non-negative.
; C
; C The tolerances are used by the code in a local error test
; C at each step which requires roughly that
; C ABS(LOCAL ERROR) .LE. RTOL*ABS(Y)+ATOL
; C for each vector component.
; C (More specifically, a Euclidean norm is used to measure
; C the size of vectors, and the error test uses the magnitude
; C of the solution at the beginning of the step.)
; C
; C The true (global) error is the difference between the true
; C solution of the initial value problem and the computed
; C approximation. Practically all present day codes,
; C including this one, control the local error at each step
; C and do not even attempt to control the global error
; C directly. Roughly speaking, they produce a solution Y(T)
; C which satisfies the differential equations with a
; C residual R(T), DY(T)/DT = DF(T,Y(T)) + R(T) ,
; C and, almost always, R(T) is bounded by the error
; C tolerances. Usually, but not always, the true accuracy of
; C the computed Y is comparable to the error tolerances. This
; C code will usually, but not always, deliver a more accurate
; C solution if you reduce the tolerances and integrate again.
; C By comparing two such solutions you can get a fairly
; C reliable idea of the true error in the solution at the
; C bigger tolerances.
; C
; C Setting ATOL=0.D0 results in a pure relative error test on
; C that component. Setting RTOL=0. results in a pure absolute
; C error test on that component. A mixed test with non-zero
; C RTOL and ATOL corresponds roughly to a relative error
; C test when the solution component is much bigger than ATOL
; C and to an absolute error test when the solution component
; C is smaller than the threshold ATOL.
; C
; C Proper selection of the absolute error control parameters
; C ATOL requires you to have some idea of the scale of the
; C solution components. To acquire this information may mean
; C that you will have to solve the problem more than once. In
; C the absence of scale information, you should ask for some
; C relative accuracy in all the components (by setting RTOL
; C values non-zero) and perhaps impose extremely small
; C absolute error tolerances to protect against the danger of
; C a solution component becoming zero.
; C
; C The code will not attempt to compute a solution at an
; C accuracy unreasonable for the machine being used. It will
; C advise you if you ask for too much accuracy and inform
; C you as to the maximum accuracy it believes possible.
; C
; C RWORK(*) -- Dimension this DOUBLE PRECISION work array of length
; C LRW in your calling program.
; C
; C RWORK(1) -- If you have set INFO(4)=0, you can ignore this
; C optional input parameter. Otherwise you must define a
; C stopping point TSTOP by setting RWORK(1) = TSTOP.
; C (for some problems it may not be permissible to integrate
; C past a point TSTOP because a discontinuity occurs there
; C or the solution or its derivative is not defined beyond
; C TSTOP.)
; C
; C LRW -- Set it to the declared length of the RWORK array.
; C You must have LRW .GE. 130+21*NEQ
; C
; C IWORK(*) -- Dimension this INTEGER work array of length LIW in
; C your calling program.
; C
; C LIW -- Set it to the declared length of the IWORK array.
; C You must have LIW .GE. 51
; C
; C RPAR, IPAR -- These are parameter arrays, of DOUBLE PRECISION and
; C INTEGER type, respectively. You can use them for
; C communication between your program that calls DDEABM and
; C the DF subroutine. They are not used or altered by
; C DDEABM. If you do not need RPAR or IPAR, ignore these
; C parameters by treating them as dummy arguments. If you do
; C choose to use them, dimension them in your calling program
; C and in DF as arrays of appropriate length.
; C
; C **********************************************************************
; C * OUTPUT -- After Any Return From DDEABM *
; C **********************************************************************
; C
; C The principal aim of the code is to return a computed solution at
; C TOUT, although it is also possible to obtain intermediate results
; C along the way. To find out whether the code achieved its goal
; C or if the integration process was interrupted before the task was
; C completed, you must check the IDID parameter.
; C
; C
; C T -- The solution was successfully advanced to the
; C output value of T.
; C
; C Y(*) -- Contains the computed solution approximation at T.
; C You may also be interested in the approximate derivative
; C of the solution at T. It is contained in
; C RWORK(21),...,RWORK(20+NEQ).
; C
; C IDID -- Reports what the code did
; C
; C *** Task Completed ***
; C Reported by positive values of IDID
; C
; C IDID = 1 -- A step was successfully taken in the
; C intermediate-output mode. The code has not
; C yet reached TOUT.
; C
; C IDID = 2 -- The integration to TOUT was successfully
; C completed (T=TOUT) by stepping exactly to TOUT.
; C
; C IDID = 3 -- The integration to TOUT was successfully
; C completed (T=TOUT) by stepping past TOUT.
; C Y(*) is obtained by interpolation.
; C
; C *** Task Interrupted ***
; C Reported by negative values of IDID
; C
; C IDID = -1 -- A large amount of work has been expended.
; C (500 steps attempted)
; C
; C IDID = -2 -- The error tolerances are too stringent.
; C
; C IDID = -3 -- The local error test cannot be satisfied
; C because you specified a zero component in ATOL
; C and the corresponding computed solution
; C component is zero. Thus, a pure relative error
; C test is impossible for this component.
; C
; C IDID = -4 -- The problem appears to be stiff.
; C
; C IDID = -5,-6,-7,..,-32 -- Not applicable for this code
; C but used by other members of DEPAC or possible
; C future extensions.
; C
; C *** Task Terminated ***
; C Reported by the value of IDID=-33
; C
; C IDID = -33 -- The code has encountered trouble from which
; C it cannot recover. A message is printed
; C explaining the trouble and control is returned
; C to the calling program. For example, this occurs
; C when invalid input is detected.
; C
; C RTOL, ATOL -- These quantities remain unchanged except when
; C IDID = -2. In this case, the error tolerances have been
; C increased by the code to values which are estimated to be
; C appropriate for continuing the integration. However, the
; C reported solution at T was obtained using the input values
; C of RTOL and ATOL.
; C
; C RWORK, IWORK -- Contain information which is usually of no
; C interest to the user but necessary for subsequent calls.
; C However, you may find use for
; C
; C RWORK(11)--which contains the step size H to be
; C attempted on the next step.
; C
; C RWORK(12)--if the tolerances have been increased by the
; C code (IDID = -2) , they were multiplied by the
; C value in RWORK(12).
; C
; C RWORK(13)--Which contains the current value of the
; C independent variable, i.e. the farthest point
; C integration has reached. This will be different
; C from T only when interpolation has been
; C performed (IDID=3).
; C
; C RWORK(20+I)--Which contains the approximate derivative
; C of the solution component Y(I). In DDEABM, it
; C is obtained by calling subroutine DF to
; C evaluate the differential equation using T and
; C Y(*) when IDID=1 or 2, and by interpolation
; C when IDID=3.
; C
; C **********************************************************************
; C * INPUT -- What To Do To Continue The Integration *
; C * (calls after the first) *
; C **********************************************************************
; C
; C This code is organized so that subsequent calls to continue the
; C integration involve little (if any) additional effort on your
; C part. You must monitor the IDID parameter in order to determine
; C what to do next.
; C
; C Recalling that the principal task of the code is to integrate
; C from T to TOUT (the interval mode), usually all you will need
; C to do is specify a new TOUT upon reaching the current TOUT.
; C
; C Do not alter any quantity not specifically permitted below,
; C in particular do not alter NEQ, T, Y(*), RWORK(*), IWORK(*) or
; C the differential equation in subroutine DF. Any such alteration
; C constitutes a new problem and must be treated as such, i.e.
; C you must start afresh.
; C
; C You cannot change from vector to scalar error control or vice
; C versa (INFO(2)) but you can change the size of the entries of
; C RTOL, ATOL. Increasing a tolerance makes the equation easier
; C to integrate. Decreasing a tolerance will make the equation
; C harder to integrate and should generally be avoided.
; C
; C You can switch from the intermediate-output mode to the
; C interval mode (INFO(3)) or vice versa at any time.
; C
; C If it has been necessary to prevent the integration from going
; C past a point TSTOP (INFO(4), RWORK(1)), keep in mind that the
; C code will not integrate to any TOUT beyond the currently
; C specified TSTOP. Once TSTOP has been reached you must change
; C the value of TSTOP or set INFO(4)=0. You may change INFO(4)
; C or TSTOP at any time but you must supply the value of TSTOP in
; C RWORK(1) whenever you set INFO(4)=1.
; C
; C The parameter INFO(1) is used by the code to indicate the
; C beginning of a new problem and to indicate whether integration
; C is to be continued. You must input the value INFO(1) = 0
; C when starting a new problem. You must input the value
; C INFO(1) = 1 if you wish to continue after an interrupted task.
; C Do not set INFO(1) = 0 on a continuation call unless you
; C want the code to restart at the current T.
; C
; C *** Following A Completed Task ***
; C If
; C IDID = 1, call the code again to continue the integration
; C another step in the direction of TOUT.
; C
; C IDID = 2 or 3, define a new TOUT and call the code again.
; C TOUT must be different from T. You cannot change
; C the direction of integration without restarting.
; C
; C *** Following An Interrupted Task ***
; C To show the code that you realize the task was
; C interrupted and that you want to continue, you
; C must take appropriate action and reset INFO(1) = 1
; C If
; C IDID = -1, the code has attempted 500 steps.
; C If you want to continue, set INFO(1) = 1 and
; C call the code again. An additional 500 steps
; C will be allowed.
; C
; C IDID = -2, the error tolerances RTOL, ATOL have been
; C increased to values the code estimates appropriate
; C for continuing. You may want to change them
; C yourself. If you are sure you want to continue
; C with relaxed error tolerances, set INFO(1)=1 and
; C call the code again.
; C
; C IDID = -3, a solution component is zero and you set the
; C corresponding component of ATOL to zero. If you
; C are sure you want to continue, you must first
; C alter the error criterion to use positive values
; C for those components of ATOL corresponding to zero
; C solution components, then set INFO(1)=1 and call
; C the code again.
; C
; C IDID = -4, the problem appears to be stiff. It is very
; C inefficient to solve such problems with DDEABM.
; C The code DDEBDF in DEPAC handles this task
; C efficiently. If you are absolutely sure you want
; C to continue with DDEABM, set INFO(1)=1 and call
; C the code again.
; C
; C IDID = -5,-6,-7,..,-32 --- cannot occur with this code
; C but used by other members of DEPAC or possible
; C future extensions.
; C
; C *** Following A Terminated Task ***
; C If
; C IDID = -33, you cannot continue the solution of this
; C problem. An attempt to do so will result in your
; C run being terminated.
; C
; C **********************************************************************
; C *Long Description:
; C
; C **********************************************************************
; C * DEPAC Package Overview *
; C **********************************************************************
; C
; C .... You have a choice of three differential equation solvers from
; C .... DEPAC. The following brief descriptions are meant to aid you in
; C .... choosing the most appropriate code for your problem.
; C
; C .... DDERKF is a fifth order Runge-Kutta code. It is the simplest of
; C .... the three choices, both algorithmically and in the use of the
; C .... code. DDERKF is primarily designed to solve non-stiff and
; C .... mildly stiff differential equations when derivative evaluations
; C .... are not expensive. It should generally not be used to get high
; C .... accuracy results nor answers at a great many specific points.
; C .... Because DDERKF has very low overhead costs, it will usually
; C .... result in the least expensive integration when solving
; C .... problems requiring a modest amount of accuracy and having
; C .... equations that are not costly to evaluate. DDERKF attempts to
; C .... discover when it is not suitable for the task posed.
; C
; C .... DDEABM is a variable order (one through twelve) Adams code.
; C .... Its complexity lies somewhere between that of DDERKF and
; C .... DDEBDF. DDEABM is primarily designed to solve non-stiff and
; C .... mildly stiff differential equations when derivative evaluations
; C .... are expensive, high accuracy results are needed or answers at
; C .... many specific points are required. DDEABM attempts to discover
; C .... when it is not suitable for the task posed.
; C
; C .... DDEBDF is a variable order (one through five) backward
; C .... differentiation formula code. it is the most complicated of
; C .... the three choices. DDEBDF is primarily designed to solve stiff
; C .... differential equations at crude to moderate tolerances.
; C .... If the problem is very stiff at all, DDERKF and DDEABM will be
; C .... quite inefficient compared to DDEBDF. However, DDEBDF will be
; C .... inefficient compared to DDERKF and DDEABM on non-stiff problems
; C .... because it uses much more storage, has a much larger overhead,
; C .... and the low order formulas will not give high accuracies
; C .... efficiently.
; C
; C .... The concept of stiffness cannot be described in a few words.
; C .... If you do not know the problem to be stiff, try either DDERKF
; C .... or DDEABM. Both of these codes will inform you of stiffness
; C .... when the cost of solving such problems becomes important.
; C
; C *********************************************************************
; C
; C***REFERENCES L. F. Shampine and H. A. Watts, DEPAC - design of a user
; C oriented package of ODE solvers, Report SAND79-2374,
; C Sandia Laboratories, 1979.
; C***ROUTINES CALLED DDEABM_DDES, XERMSG
; C***REVISION HISTORY (YYMMDD)
; C 820301 DATE WRITTEN
; C 890531 Changed all specific intrinsics to generic. (WRB)
; C 890831 Modified array declarations. (WRB)
; C 891006 Cosmetic changes to prologue. (WRB)
; C 891024 Changed references from DVNORM to DHVNRM. (WRB)
; C 891024 REVISION DATE from Version 3.2
; C 891214 Prologue converted to Version 4.0 format. (BAB)
; C 900510 Convert XERRWV calls to XERMSG calls. (RWC)
; C 920501 Reformatted the REFERENCES section. (WRB)
; C***END PROLOGUE DDEABM
; C
; INTEGER IALPHA, IBETA, IDELSN, IDID, IFOURU, IG, IHOLD,
; 1 INFO, IP, IPAR, IPHI, IPSI, ISIG, ITOLD, ITSTAR, ITWOU,
; 2 IV, IW, IWORK, IWT, IYP, IYPOUT, IYY, LIW, LRW, NEQ
; DOUBLE PRECISION ATOL, RPAR, RTOL, RWORK, T, TOUT, Y
; LOGICAL START,PHASE1,NORND,STIFF,INTOUT
; C
; DIMENSION Y(*),INFO(15),RTOL(*),ATOL(*),RWORK(*),IWORK(*),
; 1 RPAR(*),IPAR(*)
; C
; CHARACTER*8 XERN1
; CHARACTER*16 XERN3
; C
; EXTERNAL DF
; C
; C CHECK FOR AN APPARENT INFINITE LOOP
; C
;; ----------- SOI start of IDL code ----------
pro ddeabm_dummy
common ddeabm_func_common, ddeabm_nfev, ddeabm_funcerror
end
function ddeabm_func0n, func, a, y, private, _extra=fa
common ddeabm_func_common, nfev, error
nfev = nfev + 1
dydx = call_function(func, a, y)
if min(finite(dydx)) EQ 0 then error = -16
return, dydx
end
function ddeabm_func1n, func, a, y, private, _extra=fa
common ddeabm_func_common, nfev, error
nfev = nfev + 1
dydx = call_function(func, a, y, private)
if min(finite(dydx)) EQ 0 then error = -16
return, dydx
end
function ddeabm_func0e, func, a, y, private, _extra=fa
common ddeabm_func_common, nfev, error
nfev = nfev + 1
dydx = call_function(func, a, y, _extra=fa)
if min(finite(dydx)) EQ 0 then error = -16
return, dydx
end
function ddeabm_func1e, func, a, y, private, _extra=fa
common ddeabm_func_common, nfev, error
nfev = nfev + 1
dydx = call_function(func, a, y, private, _extra=fa)
if min(finite(dydx)) EQ 0 then error = -16
return, dydx
end
; *DECK DDEABM_DHSTRT
pro ddeabm_dhstrt, DF, NEQ, A, B, Y, YPRIME, ETOL, MORDER, SMALL, $
BIG, SPY, PV, YP, SF, PRIVATE, FA, H, DFNAME
; C***BEGIN PROLOGUE DDEABM_DHSTRT
; C***SUBSIDIARY
; C***PURPOSE Subsidiary to DDEABM, DDEBDF and DDERKF
; C***LIBRARY SLATEC
; C***TYPE DOUBLE PRECISION (HSTART-S, DHSTRT-D)
; C***AUTHOR Watts, H. A., (SNLA)
; C***DESCRIPTION
; C
; C DDEABM_DHSTRT computes a starting step size to be used in solving initial
; C value problems in ordinary differential equations.
; C
; C **********************************************************************
; C ABSTRACT
; C
; C Subroutine DDEABM_DHSTRT computes a starting step size to be used by an
; C initial value method in solving ordinary differential equations.
; C It is based on an estimate of the local Lipschitz constant for the
; C differential equation (lower bound on a norm of the Jacobian) ,
; C a bound on the differential equation (first derivative) , and
; C a bound on the partial derivative of the equation with respect to
; C the independent variable.
; C (all approximated near the initial point A)
; C
; C Subroutine DDEABM_DHSTRT uses a function subprogram DHVNRM for computing
; C a vector norm. The maximum norm is presently utilized though it
; C can easily be replaced by any other vector norm. It is presumed
; C that any replacement norm routine would be carefully coded to
; C prevent unnecessary underflows or overflows from occurring, and
; C also, would not alter the vector or number of components.
; C
; C **********************************************************************
; C On input you must provide the following
; C
; C DF -- This is a subroutine of the form
; C DF(X,U,UPRIME,RPAR,IPAR)
; C which defines the system of first order differential
; C equations to be solved. For the given values of X and the
; C vector U(*)=(U(1),U(2),...,U(NEQ)) , the subroutine must
; C evaluate the NEQ components of the system of differential
; C equations DU/DX=DF(X,U) and store the derivatives in the
; C array UPRIME(*), that is, UPRIME(I) = * DU(I)/DX * for
; C equations I=1,...,NEQ.
; C
; C Subroutine DF must not alter X or U(*). You must declare
; C the name DF in an external statement in your program that
; C calls DDEABM_DHSTRT. You must dimension U and UPRIME in DF.
; C
; C RPAR and IPAR are DOUBLE PRECISION and INTEGER parameter
; C arrays which you can use for communication between your
; C program and subroutine DF. They are not used or altered by
; C DDEABM_DHSTRT. If you do not need RPAR or IPAR, ignore these
; C parameters by treating them as dummy arguments. If you do
; C choose to use them, dimension them in your program and in
; C DF as arrays of appropriate length.
; C
; C NEQ -- This is the number of (first order) differential equations
; C to be integrated.
; C
; C A -- This is the initial point of integration.
; C
; C B -- This is a value of the independent variable used to define
; C the direction of integration. A reasonable choice is to
; C set B to the first point at which a solution is desired.
; C You can also use B, if necessary, to restrict the length
; C of the first integration step because the algorithm will
; C not compute a starting step length which is bigger than
; C ABS(B-A), unless B has been chosen too close to A.
; C (it is presumed that DDEABM_DHSTRT has been called with B
; C different from A on the machine being used. Also see the
; C discussion about the parameter SMALL.)
; C
; C Y(*) -- This is the vector of initial values of the NEQ solution
; C components at the initial point A.
; C
; C YPRIME(*) -- This is the vector of derivatives of the NEQ
; C solution components at the initial point A.
; C (defined by the differential equations in subroutine DF)
; C
; C ETOL -- This is the vector of error tolerances corresponding to
; C the NEQ solution components. It is assumed that all
; C elements are positive. Following the first integration
; C step, the tolerances are expected to be used by the
; C integrator in an error test which roughly requires that
; C ABS(LOCAL ERROR) .LE. ETOL
; C for each vector component.
; C
; C MORDER -- This is the order of the formula which will be used by
; C the initial value method for taking the first integration
; C step.
; C
; C SMALL -- This is a small positive machine dependent constant
; C which is used for protecting against computations with
; C numbers which are too small relative to the precision of
; C floating point arithmetic. SMALL should be set to
; C (approximately) the smallest positive DOUBLE PRECISION
; C number such that (1.+SMALL) .GT. 1. on the machine being
; C used. The quantity SMALL**(3/8) is used in computing
; C increments of variables for approximating derivatives by
; C differences. Also the algorithm will not compute a
; C starting step length which is smaller than
; C 100*SMALL*ABS(A).
; C
; C BIG -- This is a large positive machine dependent constant which
; C is used for preventing machine overflows. A reasonable
; C choice is to set big to (approximately) the square root of
; C the largest DOUBLE PRECISION number which can be held in
; C the machine.
; C
; C SPY(*),PV(*),YP(*),SF(*) -- These are DOUBLE PRECISION work
; C arrays of length NEQ which provide the routine with needed
; C storage space.
; C
; C RPAR,IPAR -- These are parameter arrays, of DOUBLE PRECISION and
; C INTEGER type, respectively, which can be used for
; C communication between your program and the DF subroutine.
; C They are not used or altered by DDEABM_DHSTRT.
; C
; C **********************************************************************
; C On Output (after the return from DDEABM_DHSTRT),
; C
; C H -- is an appropriate starting step size to be attempted by the
; C differential equation method.
; C
; C All parameters in the call list remain unchanged except for
; C the working arrays SPY(*),PV(*),YP(*), and SF(*).
; C
; C **********************************************************************
; C
; C***SEE ALSO DDEABM, DDEBDF, DDERKF
; C***ROUTINES CALLED DHVNRM
; C***REVISION HISTORY (YYMMDD)
; C 820301 DATE WRITTEN
; C 890531 Changed all specific intrinsics to generic. (WRB)
; C 890831 Modified array declarations. (WRB)
; C 890911 Removed unnecessary intrinsics. (WRB)
; C 891024 Changed references from DVNORM to DHVNRM. (WRB)
; C 891214 Prologue converted to Version 4.0 format. (BAB)
; C 900328 Added TYPE section. (WRB)
; C 910722 Updated AUTHOR section. (ALS)
; C***END PROLOGUE DDEABM_DHSTRT
; C
; INTEGER IPAR, J, K, LK, MORDER, NEQ
; DOUBLE PRECISION A, ABSDX, B, BIG, DA, DELF, DELY,
; 1 DFDUB, DFDXB, DHVNRM,
; 2 DX, DY, ETOL, FBND, H, PV, RELPER, RPAR, SF, SMALL, SPY,
; 3 SRYDPB, TOLEXP, TOLMIN, TOLP, TOLSUM, Y, YDPB, YP, YPRIME
; DIMENSION Y(*),YPRIME(*),ETOL(*),SPY(*),PV(*),YP(*),
; 1 SF(*),RPAR(*),IPAR(*)
; EXTERNAL DF
; C
; C ..................................................................
; C
; C BEGIN BLOCK PERMITTING ...EXITS TO 160
; C***FIRST EXECUTABLE STATEMENT DDEABM_DHSTRT
common ddeabm_func_common
DX = B - A
ABSDX = ABS(DX)
RELPER = SMALL^0.375D0
; C
; C ...............................................................
; C
; C COMPUTE AN APPROXIMATE BOUND (DFDXB) ON THE PARTIAL
; C DERIVATIVE OF THE EQUATION WITH RESPECT TO THE
; C INDEPENDENT VARIABLE. PROTECT AGAINST AN OVERFLOW.
; C ALSO COMPUTE A BOUND (FBND) ON THE FIRST DERIVATIVE
; C LOCALLY.
; C
DA = MAX([MIN([RELPER*ABS(A),ABSDX]), 100.0D0*SMALL*ABS(A)])
DA = (DX GE 0)?(+DA):(-DA)
IF (DA EQ 0.0D0) THEN DA = RELPER*DX
SF = CALL_FUNCTION(DFNAME, DF, A+DA, Y, PRIVATE, _EXTRA=FA)
if ddeabm_funcerror NE 0 then return
YP = SF - YPRIME
DELF = max(abs(YP))
DFDXB = BIG
IF (DELF LT BIG*ABS(DA)) THEN DFDXB = DELF/ABS(DA)
FBND = max(abs(SF))
; C
; C ...............................................................
; C
; C COMPUTE AN ESTIMATE (DFDUB) OF THE LOCAL LIPSCHITZ
; C CONSTANT FOR THE SYSTEM OF DIFFERENTIAL EQUATIONS. THIS
; C ALSO REPRESENTS AN ESTIMATE OF THE NORM OF THE JACOBIAN
; C LOCALLY. THREE ITERATIONS (TWO WHEN NEQ=1) ARE USED TO
; C ESTIMATE THE LIPSCHITZ CONSTANT BY NUMERICAL DIFFERENCES.
; C THE FIRST PERTURBATION VECTOR IS BASED ON THE INITIAL
; C DERIVATIVES AND DIRECTION OF INTEGRATION. THE SECOND
; C PERTURBATION VECTOR IS FORMED USING ANOTHER EVALUATION OF
; C THE DIFFERENTIAL EQUATION. THE THIRD PERTURBATION VECTOR
; C IS FORMED USING PERTURBATIONS BASED ONLY ON THE INITIAL
; C VALUES. COMPONENTS THAT ARE ZERO ARE ALWAYS CHANGED TO
; C NON-ZERO VALUES (EXCEPT ON THE FIRST ITERATION). WHEN
; C INFORMATION IS AVAILABLE, CARE IS TAKEN TO ENSURE THAT
; C COMPONENTS OF THE PERTURBATION VECTOR HAVE SIGNS WHICH ARE
; C CONSISTENT WITH THE SLOPES OF LOCAL SOLUTION CURVES.
; C ALSO CHOOSE THE LARGEST BOUND (FBND) FOR THE FIRST
; C DERIVATIVE.
; C
; C PERTURBATION VECTOR SIZE IS HELD
; C CONSTANT FOR ALL ITERATIONS. COMPUTE
; C THIS CHANGE FROM THE
; C SIZE OF THE VECTOR OF INITIAL
; C VALUES.
DELY = RELPER*max(abs(y))
IF (DELY EQ 0.0D0) THEN DELY = RELPER
DELY = (DX GE 0)?(+DELY):(-DELY)
DELF = max(abs(YPRIME))
FBND = MAX([FBND,DELF])
IF (DELF NE 0.0D0) THEN BEGIN
; C USE INITIAL DERIVATIVES FOR FIRST PERTURBATION
SPY = YPRIME
YP = YPRIME
ENDIF ELSE BEGIN
; C CANNOT HAVE A NULL PERTURBATION VECTOR
SPY(*) = 0
YP(*) = 1
DELF = max(abs(yp))
ENDELSE
; C
DFDUB = 0.0D0
LK = MIN([NEQ+1,3])
FOR K = 1L, LK DO BEGIN
; C DEFINE PERTURBED VECTOR OF INITIAL VALUES
PV = Y + DELY*(YP/DELF)
IF (K NE 2) THEN BEGIN
; C EVALUATE DERIVATIVES ASSOCIATED WITH PERTURBED
; C VECTOR AND COMPUTE CORRESPONDING DIFFERENCES
YP = CALL_FUNCTION(DFNAME, DF, A, PV, PRIVATE, _EXTRA=FA)
if ddeabm_funcerror NE 0 then return
PV = YP - YPRIME
ENDIF ELSE BEGIN
; C USE A SHIFTED VALUE OF THE INDEPENDENT VARIABLE
; C IN COMPUTING ONE ESTIMATE
YP = CALL_FUNCTION(DFNAME, DF, A+DA, PV, PRIVATE, _EXTRA=FA)
if ddeabm_funcerror NE 0 then return
PV = YP - SF
ENDELSE
; C CHOOSE LARGEST BOUNDS ON THE FIRST DERIVATIVE
; C AND A LOCAL LIPSCHITZ CONSTANT
FBND = MAX([FBND,max(abs(yp))])
DELF = max(abs(pv))
; C ...EXIT
IF (DELF GE BIG*ABS(DELY)) THEN GOTO, DHSTRT_150
DFDUB = MAX([DFDUB,DELF/ABS(DELY)])
; C ......EXIT
IF (K EQ LK) THEN GOTO, DHSTRT_160
; C CHOOSE NEXT PERTURBATION VECTOR
IF (DELF EQ 0.0D0) THEN DELF = 1.0D0
IF (K NE 2) THEN BEGIN
DY = ABS(PV)
wh = where(dy EQ 0, ct)
if ct GT 0 then dy(wh) = DELF
endif else begin
DY = Y
wh = where(dy EQ 0, ct)
if ct GT 0 then dy(wh) = DELY/RELPER
endelse
wh = where(spy EQ 0, ct)
if ct GT 0 then spy(wh) = yp(wh)
wh = where(spy LT 0, ct)
if ct GT 0 then dy(wh) = -dy(wh)
yp(*) = dy
DELF = max(abs(YP))
ENDFOR
DHSTRT_150:
; C
; C PROTECT AGAINST AN OVERFLOW
DFDUB = BIG
DHSTRT_160:
; C
; C ..................................................................
; C
; C COMPUTE A BOUND (YDPB) ON THE NORM OF THE SECOND DERIVATIVE
; C
YDPB = DFDXB + DFDUB*FBND
; C
; C ..................................................................
; C
; C DEFINE THE TOLERANCE PARAMETER UPON WHICH THE STARTING STEP
; C SIZE IS TO BE BASED. A VALUE IN THE MIDDLE OF THE ERROR
; C TOLERANCE RANGE IS SELECTED.
; C
TOLEXP = ALOG10(ETOL)
TOLMIN = MIN(TOLEXP)
TOLSUM = TOTAL(TOLEXP)
TOLP = 10.0D0^(0.5D0*(TOLSUM/NEQ + TOLMIN)/(MORDER+1))
; C
; C ..................................................................
; C
; C COMPUTE A STARTING STEP SIZE BASED ON THE ABOVE FIRST AND
; C SECOND DERIVATIVE INFORMATION
; C
; C RESTRICT THE STEP LENGTH TO BE NOT BIGGER
; C THAN ABS(B-A). (UNLESS B IS TOO CLOSE
; C TO A)
H = ABSDX
; C
IF (YDPB EQ 0.0D0 AND FBND EQ 0.0D0) THEN BEGIN
; GO TO 180
; C
; C BOTH FIRST DERIVATIVE TERM (FBND) AND SECOND
; C DERIVATIVE TERM (YDPB) ARE ZERO
IF (TOLP LT 1.0D0) THEN H = ABSDX*TOLP
ENDIF ELSE IF (YDPB EQ 0.0D0) THEN BEGIN
; C ONLY SECOND DERIVATIVE TERM (YDPB) IS ZERO
IF (TOLP LT FBND*ABSDX) THEN H = TOLP/FBND
ENDIF ELSE BEGIN
; C SECOND DERIVATIVE TERM (YDPB) IS NON-ZERO
SRYDPB = SQRT(0.5D0*YDPB)
IF (TOLP LT SRYDPB*ABSDX) THEN H = TOLP/SRYDPB
ENDELSE
; C FURTHER RESTRICT THE STEP LENGTH TO BE NOT
; C BIGGER THAN 1/DFDUB
IF (H*DFDUB GT 1.0D0) THEN H = 1.0D0/DFDUB
; C FINALLY, RESTRICT THE STEP LENGTH TO BE NOT
; C SMALLER THAN 100*SMALL*ABS(A). HOWEVER, IF
; C A=0. AND THE COMPUTED H UNDERFLOWED TO ZERO,
; C THE ALGORITHM RETURNS SMALL*ABS(B) FOR THE
; C STEP LENGTH.
H = MAX([H,100.0D0*SMALL*ABS(A)])
IF (H EQ 0.0D0) THEN H = SMALL*ABS(B)
; C NOW SET DIRECTION OF INTEGRATION
H = (DX GE 0)?(+H):(-H)
RETURN
END
; *DECK DDEABM_DDES
pro ddeabm_ddes, DF, NEQ, T, Y, TOUT, INFO, RTOL, ATOL, IDID, $
YPOUT, YP, YY, WT, P, PHI, ALPHA, BETA, PSI, V, W, SIG, G, GI, $
H, EPS, X, XOLD, HOLD, TOLD, DELSGN, TSTOP, TWOU, FOURU, START, $
PHASE1, NORND, STIFF, INTOUT, NS, KORD, KOLD, INIT, KSTEPS, $
KLE4, IQUIT, KPREV, IVC, IV, KGI, PRIVATE, FA, dfname, $
errmsg=errmsg, max_stepsize=max_stepsize
; C***BEGIN PROLOGUE DDEABM_DDES
; C***SUBSIDIARY
; C***PURPOSE Subsidiary to DDEABM
; C***LIBRARY SLATEC
; C***TYPE DOUBLE PRECISION (DES-S, DDES-D)
; C***AUTHOR Watts, H. A., (SNLA)
; C***DESCRIPTION
; C
; C DDEABM merely allocates storage for DDEABM_DDES to relieve the user of the
; C inconvenience of a long call list. Consequently DDEABM_DDES is used as
; C described in the comments for DDEABM .
; C
; C***SEE ALSO DDEABM
; C***ROUTINES CALLED D1MACH, DDEABM_DINTP, DDEABM_DSTEPS, XERMSG
; C***REVISION HISTORY (YYMMDD)
; C 820301 DATE WRITTEN
; C 890531 Changed all specific intrinsics to generic. (WRB)
; C 890831 Modified array declarations. (WRB)
; C 891214 Prologue converted to Version 4.0 format. (BAB)
; C 900328 Added TYPE section. (WRB)
; C 900510 Convert XERRWV calls to XERMSG calls, cvt GOTOs to
; C IF-THEN-ELSE. (RWC)
; C 910722 Updated AUTHOR section. (ALS)
; C***END PROLOGUE DDEABM_DDES
; C
; INTEGER IDID, INFO, INIT, IPAR, IQUIT, IV, IVC, K, KGI, KLE4,
; 1 KOLD, KORD, KPREV, KSTEPS, L, LTOL, MAXNUM, NATOLP, NEQ,
; 2 NRTOLP, NS
; DOUBLE PRECISION A, ABSDEL, ALPHA, ATOL, BETA, D1MACH,
; 1 DEL, DELSGN, DT, EPS, FOURU, G, GI, H,
; 2 HA, HOLD, P, PHI, PSI, RPAR, RTOL, SIG, T, TOLD, TOUT,
; 3 TSTOP, TWOU, U, V, W, WT, X, XOLD, Y, YP, YPOUT, YY
; LOGICAL STIFF,CRASH,START,PHASE1,NORND,INTOUT
; C
; DIMENSION Y(*),YY(*),WT(*),PHI(NEQ,16),P(*),YP(*),
; 1 YPOUT(*),PSI(12),ALPHA(12),BETA(12),SIG(13),V(12),W(12),G(13),
; 2 GI(11),IV(10),INFO(15),RTOL(*),ATOL(*),RPAR(*),IPAR(*)
; CHARACTER*8 XERN1
; CHARACTER*16 XERN3, XERN4
; C
; EXTERNAL DF
; C
; C.......................................................................
; C
; C THE EXPENSE OF SOLVING THE PROBLEM IS MONITORED BY COUNTING THE
; C NUMBER OF STEPS ATTEMPTED. WHEN THIS EXCEEDS MAXNUM, THE COUNTER
; C IS RESET TO ZERO AND THE USER IS INFORMED ABOUT POSSIBLE EXCESSIVE
; C WORK.
; C
MAXNUM = 500L
; C
; C.......................................................................
; C
; C***FIRST EXECUTABLE STATEMENT DDEABM_DDES
common ddeabm_func_common
IF (INFO(1-1) EQ 0) THEN BEGIN
; C
; C ON THE FIRST CALL , PERFORM INITIALIZATION --
; C DEFINE THE MACHINE UNIT ROUNDOFF QUANTITY U BY CALLING THE
; C FUNCTION ROUTINE D1MACH. THE USER MUST MAKE SURE THAT THE
; C VALUES SET IN D1MACH ARE RELEVANT TO THE COMPUTER BEING USED.
; C
U=(machar(/double)).eps ;; XXX
; C -- SET ASSOCIATED MACHINE DEPENDENT PARAMETERS
TWOU=2.D0*U
FOURU=4.D0*U
; C -- SET TERMINATION FLAG
IQUIT=0L
; C -- SET INITIALIZATION INDICATOR
INIT=0L
; C -- SET COUNTER FOR ATTEMPTED STEPS
KSTEPS=0L
; C -- SET INDICATOR FOR INTERMEDIATE-OUTPUT
INTOUT= 0L
; C -- SET INDICATOR FOR STIFFNESS DETECTION
STIFF= 0L
; C -- SET STEP COUNTER FOR STIFFNESS DETECTION
KLE4=0L
; C -- SET INDICATORS FOR STEPS CODE
START= 1L
PHASE1= 1L
NORND= 1L
; C -- RESET INFO(1) FOR SUBSEQUENT CALLS
INFO(1-1)=1L
ENDIF
; C
; C.......................................................................
; C
; C CHECK VALIDITY OF INPUT PARAMETERS ON EACH ENTRY
; C
IF (INFO(1-1) NE 0 AND INFO(1-1) NE 1) THEN BEGIN
errmsg = 'IN DDEABM, INFO(1-1) MUST BE '+ $
'SET TO 0 FOR THE START OF A NEW PROBLEM, AND MUST BE '+ $
'SET TO 1 FOLLOWING AN INTERRUPTED TASK. YOU ARE '+ $
'ATTEMPTING TO CONTINUE THE INTEGRATION ILLEGALLY BY '+ $
'CALLING THE CODE WITH INFO(1-1) = ' + strtrim(info(1-1),2)
IDID=-33L
ENDIF
IF (INFO(2-1) NE 0 AND INFO(2-1) NE 1) THEN BEGIN
errmsg = 'IN DDEABM, INFO(2-1) MUST BE '+ $
'0 OR 1 INDICATING SCALAR AND VECTOR ERROR TOLERANCES, '+ $
'RESPECTIVELY. YOU HAVE CALLED THE CODE WITH INFO(2-1) = '+ $
strtrim(info(2-1),2)
IDID=-33L
ENDIF
IF (INFO(3-1) NE 0 AND INFO(3-1) NE 1) THEN BEGIN
errmsg = 'IN DDEABM, INFO(3-1) MUST BE '+ $
'0 OR 1 INDICATING THE INTERVAL OR INTERMEDIATE-OUTPUT '+ $
'MODE OF INTEGRATION, RESPECTIVELY. YOU HAVE CALLED '+ $
'THE CODE WITH INFO(3-1) = '+strtrim(info(3-1),2)
IDID=-33L
ENDIF
IF (INFO(4-1) NE 0 AND INFO(4-1) NE 1) THEN BEGIN
errmsg = 'IN DDEABM, INFO(4-1) MUST BE '+ $
'0 OR 1 INDICATING WHETHER OR NOT THE INTEGRATION '+ $
'INTERVAL IS TO BE RESTRICTED BY A POINT TSTOP. YOU '+ $
'HAVE CALLED THE CODE WITH INFO(4-1) = '+strtrim(info(4-1),2)
IDID=-33L
ENDIF
IF (NEQ LT 1) THEN BEGIN
errmsg = 'IN DDEABM, THE NUMBER OF '+ $
'EQUATIONS NEQ MUST BE A POSITIVE INTEGER. YOU HAVE '+ $
'CALLED THE CODE WITH NEQ = '+strtrim(neq,2)
IDID=-33L
ENDIF
whr = where(rtol LT 0, nrtolp)
wha = where(atol LT 0, natolp)
NRTOLP = total( (RTOL LT 0) ) NE 0
NATOLP = total( (ATOL LT 0) ) NE 0
if nrtolp NE 0 then begin
errmsg = 'IN DDEABM, THE RELATIVE '+ $
'ERROR TOLERANCES RTOL MUST BE NON-NEGATIVE. YOU '+ $
'HAVE CALLED THE CODE WITH RTOL('+strtrim(whr(0),2)+') = '+ $
strtrim(rtol(whr(0)),2)+ $
'. IN THE CASE OF VECTOR ERROR TOLERANCES, '+$
'NO FURTHER CHECKING OF RTOL COMPONENTS IS DONE.'
IDID = -33L
endif else if natolp NE 0 then begin
errmsg = 'IN DDEABM, THE ABSOLUTE '+ $
'ERROR TOLERANCES ATOL MUST BE NON-NEGATIVE. YOU '+ $
'HAVE CALLED THE CODE WITH ATOL('+strtrim(wha(0),2)+'-1) = '+ $
strtrim(atol(wha(0)),2)+ $
'. IN THE CASE OF VECTOR ERROR TOLERANCES, '+ $
'NO FURTHER CHECKING OF ATOL COMPONENTS IS DONE.'
IDID = -33L
ENDIF
DDES_100:
IF (INFO(4-1) EQ 1) THEN BEGIN
IF ( (TOUT-T)*(TSTOP-T) LT 0 $
OR ABS(TOUT-T) GT ABS(TSTOP-T)) THEN BEGIN
errmsg = 'IN DDEABM, YOU HAVE '+ $
'CALLED THE CODE WITH TOUT = '+strtrim(tout,2)+' BUT '+ $
'YOU HAVE ALSO TOLD THE CODE (INFO(4-1) = 1) NOT TO '+ $
'INTEGRATE PAST THE POINT TSTOP = '+strtrim(tstop,2)+ $
' THESE INSTRUCTIONS CONFLICT.'
IDID=-33L
ENDIF
ENDIF
; C
; C CHECK SOME CONTINUATION POSSIBILITIES
; C
IF (INIT NE 0) THEN BEGIN
IF (T EQ TOUT) THEN BEGIN
errmsg = 'IN DDEABM, YOU HAVE '+ $
'CALLED THE CODE WITH T = TOUT = '+strtrim(T,2)+ $
'. THIS IS NOT ALLOWED ON CONTINUATION CALLS.'
IDID=-33L
ENDIF
IF (T NE TOLD) THEN BEGIN
errmsg = 'IN DDEABM, YOU HAVE '+ $
'CHANGED THE VALUE OF T FROM '+strtrim(told,2)+' TO '+ $
strtrim(t,2)+' THIS IS NOT ALLOWED ON CONTINUATION CALLS.'
IDID=-33L
ENDIF
IF (INIT NE 1) THEN BEGIN
IF (DELSGN*(TOUT-T) LT 0.D0) THEN BEGIN
errmsg = 'IN DDEABM, BY '+ $
'CALLING THE CODE WITH TOUT = '+strtrim(tout,2)+ $
' YOU ARE ATTEMPTING TO CHANGE THE DIRECTION OF '+ $
'INTEGRATION. THIS IS NOT ALLOWED WITHOUT '+ $
'RESTARTING.'
IDID=-33L
ENDIF
ENDIF
ENDIF
; C
; C INVALID INPUT DETECTED
; C
IF (IDID EQ (-33)) THEN BEGIN
IF (IQUIT NE (-33)) THEN BEGIN
IQUIT = -33L
INFO(1-1) = -1L
ENDIF ELSE BEGIN
errmsg = 'IN DDEABM, INVALID '+ $
'INPUT WAS DETECTED ON SUCCESSIVE ENTRIES. IT IS '+ $
'IMPOSSIBLE TO PROCEED BECAUSE YOU HAVE NOT '+ $
'CORRECTED THE PROBLEM, SO EXECUTION IS BEING '+ $
'TERMINATED.'
ENDELSE
RETURN
ENDIF
; C
; C.......................................................................
; C
; C RTOL = ATOL = 0. IS ALLOWED AS VALID INPUT AND INTERPRETED AS
; C ASKING FOR THE MOST ACCURATE SOLUTION POSSIBLE. IN THIS CASE,
; C THE RELATIVE ERROR TOLERANCE RTOL IS RESET TO THE SMALLEST VALUE
; C FOURU WHICH IS LIKELY TO BE REASONABLE FOR THIS METHOD AND MACHINE
; C
wh = where(rtol+atol EQ 0, ct)
if ct GT 0 then begin
;; Expand RTOL if necessary to be per-vector
if n_elements(rtol) LT n_elements(atol) then $
rtol = rtol + atol*0
rtol(wh) = fouru
IDID = -2L
endif
DDES_190:
IF (IDID EQ (-2)) THEN BEGIN
; C RTOL=ATOL=0 ON INPUT, SO RTOL IS CHANGED TO A
; C SMALL POSITIVE VALUE
INFO(1-1)=-1
RETURN
ENDIF
; C
; C BRANCH ON STATUS OF INITIALIZATION INDICATOR
; C INIT=0 MEANS INITIAL DERIVATIVES AND NOMINAL STEP SIZE
; C AND DIRECTION NOT YET SET
; C INIT=1 MEANS NOMINAL STEP SIZE AND DIRECTION NOT YET SET
; C INIT=2 MEANS NO FURTHER INITIALIZATION REQUIRED
; C
IF (INIT EQ 0) THEN GOTO, DDES_210
IF (INIT EQ 1) THEN GOTO, DDES_220
GOTO, DDES_240
; C
; C.......................................................................
; C
; C MORE INITIALIZATION --
; C -- EVALUATE INITIAL DERIVATIVES
; C
DDES_210:
INIT=1L
A=T
YP = CALL_FUNCTION(DFNAME, DF, A, Y, PRIVATE, _EXTRA=FA)
if ddeabm_funcerror NE 0 then return
IF (T EQ TOUT) THEN BEGIN
IDID=2L
YPOUT = YP
TOLD=T
RETURN
ENDIF
; C
; C -- SET INDEPENDENT AND DEPENDENT VARIABLES
; C X AND YY(*) FOR STEPS
; C -- SET SIGN OF INTEGRATION DIRECTION
; C -- INITIALIZE THE STEP SIZE
; C
DDES_220:
INIT = 2L
X = T
YY = Y
DELSGN = (TOUT GE T)?(+1):(-1)
DELSGNX = (TOUT GE X)?(+1):(-1)
H = MAX([FOURU*ABS(X),ABS(TOUT-X)])
if n_elements(max_stepsize) GT 0 then h = h < max_stepsize(0)
H = H * DELSGNX
; C
; C.......................................................................
; C
; C ON EACH CALL SET INFORMATION WHICH DETERMINES THE ALLOWED INTERVAL
; C OF INTEGRATION BEFORE RETURNING WITH AN ANSWER AT TOUT
; C
DDES_240:
DEL = TOUT - T
ABSDEL = ABS(DEL)
; C
; C.......................................................................
; C
; C IF ALREADY PAST OUTPUT POINT, INTERPOLATE AND RETURN
; C
DDES_250:
IF (ABS(X-T) GE ABSDEL) THEN BEGIN
DDEABM_DINTP, X,YY,TOUT,Y,YPOUT,NEQ,KOLD,PHI,IVC,IV,KGI,GI, $
ALPHA,G,W,XOLD,P
IDID = 3L
IF (X EQ TOUT) THEN BEGIN
IDID = 2L
INTOUT = 0L
ENDIF
T = TOUT
TOLD = T
RETURN
ENDIF
; C
; C IF CANNOT GO PAST TSTOP AND SUFFICIENTLY CLOSE,
; C EXTRAPOLATE AND RETURN
; C
IF ((INFO(4-1) EQ 1) AND $
(ABS(TSTOP-X) LT FOURU*ABS(X))) THEN BEGIN
DT = TOUT - X
Y = YY + DT*YP
YPOUT = CALL_FUNCTION(DFNAME, DF, TOUT, Y, PRIVATE, _EXTRA=FA)
if ddeabm_funcerror NE 0 then return
IDID = 3L
T = TOUT
TOLD = T
RETURN
ENDIF
IF (INFO(3-1) EQ 0 OR INTOUT EQ 0) EQ 0 THEN BEGIN
; C
; C INTERMEDIATE-OUTPUT MODE
; C
IDID = 1L
Y = YY
YPOUT = YP
T = X
TOLD = T
INTOUT = 0L
RETURN
ENDIF
; C
; C.......................................................................
; C
; C MONITOR NUMBER OF STEPS ATTEMPTED
; C
IF (KSTEPS GT MAXNUM) THEN BEGIN
; C
; C A SIGNIFICANT AMOUNT OF WORK HAS BEEN EXPENDED
IDID=-1L
KSTEPS=0L
IF (STIFF) THEN BEGIN
; C
; C PROBLEM APPEARS TO BE STIFF
IDID=-4L
STIFF= 0L
KLE4=0L
ENDIF
Y = YY
YPOUT = YP
T = X
TOLD = T
INFO(1-1) = -1
INTOUT = 0L
RETURN
ENDIF
; C
; C.......................................................................
; C
; C LIMIT STEP SIZE, SET WEIGHT VECTOR AND TAKE A STEP
; C
HA = ABS(H)
IF (INFO(4-1) EQ 1) THEN BEGIN
HA = MIN([HA,ABS(TSTOP-X)])
ENDIF
H = (H GE 0)?(HA):(-HA)
EPS = 1.0D0
LTOL = 1L
wt = rtol*abs(yy) + atol
wh = where(wt LE 0, ct)
; C
; C RELATIVE ERROR CRITERION INAPPROPRIATE
if ct GT 0 then begin
IDID = -3L
Y = YY
YPOUT = YP
T = X
TOLD = T
INFO(1-1) = -1L
INTOUT = 0L
RETURN
endif
DDES_380:
DDEABM_DSTEPS, DF,NEQ,YY,X,H,EPS,WT,START,HOLD,KORD,KOLD,CRASH,PHI,P, $
YP,PSI,ALPHA,BETA,SIG,V,W,G,PHASE1,NS,NORND,KSTEPS, $
TWOU,FOURU,XOLD,KPREV,IVC,IV,KGI,GI,PRIVATE,FA, DFNAME, $
max_stepsize=max_stepsize
if ddeabm_funcerror NE 0 then return
; C
; C.......................................................................
; C
IF (CRASH) THEN BEGIN
; C
; C TOLERANCES TOO SMALL
IDID = -2L
RTOL = EPS*RTOL
ATOL = EPS*ATOL
Y = YY
YPOUT = YP
T = X
TOLD = T
INFO(1-1) = -1L
INTOUT = 0L
RETURN
ENDIF
; C
; C (STIFFNESS TEST) COUNT NUMBER OF CONSECUTIVE STEPS TAKEN WITH THE
; C ORDER OF THE METHOD BEING LESS OR EQUAL TO FOUR
; C
DDES_420:
KLE4 = KLE4 + 1
IF(KOLD GT 4) THEN KLE4 = 0L
IF(KLE4 GE 50) THEN STIFF = 1L
INTOUT = 1L
GOTO, DDES_250
END
; *DECK DDEABM_DINTP
pro DDEABM_DINTP, X, Y, XOUT, YOUT, YPOUT, NEQN, KOLD, PHI, IVC, $
IV, KGI, GI, ALPHA, OG, OW, OX, OY
; C***BEGIN PROLOGUE DDEABM_DINTP
; C***PURPOSE Approximate the solution at XOUT by evaluating the
; C polynomial computed in DDEABM_DSTEPS at XOUT. Must be used in
; C conjunction with DDEABM_DSTEPS.
; C***LIBRARY SLATEC (DEPAC)
; C***CATEGORY I1A1B
; C***TYPE DOUBLE PRECISION (SINTRP-S, DINTP-D)
; C***KEYWORDS ADAMS METHOD, DEPAC, INITIAL VALUE PROBLEMS, ODE,
; C ORDINARY DIFFERENTIAL EQUATIONS, PREDICTOR-CORRECTOR,
; C SMOOTH INTERPOLANT
; C***AUTHOR Watts, H. A., (SNLA)
; C***DESCRIPTION
; C
; C The methods in subroutine DDEABM_DSTEPS approximate the solution near X
; C by a polynomial. Subroutine DDEABM_DINTP approximates the solution at
; C XOUT by evaluating the polynomial there. Information defining this
; C polynomial is passed from DDEABM_DSTEPS so DDEABM_DINTP cannot be used alone.
; C
; C Subroutine DDEABM_DSTEPS is completely explained and documented in the text
; C "Computer Solution of Ordinary Differential Equations, the Initial
; C Value Problem" by L. F. Shampine and M. K. Gordon.
; C
; C Input to DDEABM_DINTP --
; C
; C The user provides storage in the calling program for the arrays in
; C the call list
; C DIMENSION Y(NEQN),YOUT(NEQN),YPOUT(NEQN),PHI(NEQN,16),OY(NEQN)
; C AND ALPHA(12),OG(13),OW(12),GI(11),IV(10)
; C and defines
; C XOUT -- point at which solution is desired.
; C The remaining parameters are defined in DDEABM_DSTEPS and passed to
; C DDEABM_DINTP from that subroutine
; C
; C Output from DDEABM_DINTP --
; C
; C YOUT(*) -- solution at XOUT
; C YPOUT(*) -- derivative of solution at XOUT
; C The remaining parameters are returned unaltered from their input
; C values. Integration with DDEABM_DSTEPS may be continued.
; C
; C***REFERENCES H. A. Watts, A smoother interpolant for DE/STEP, INTRP
; C II, Report SAND84-0293, Sandia Laboratories, 1984.
; C***ROUTINES CALLED (NONE)
; C***REVISION HISTORY (YYMMDD)
; C 840201 DATE WRITTEN
; C 890831 Modified array declarations. (WRB)
; C 890831 REVISION DATE from Version 3.2
; C 891214 Prologue converted to Version 4.0 format. (BAB)
; C 920501 Reformatted the REFERENCES section. (WRB)
; C***END PROLOGUE DDEABM_DINTP
; C
; INTEGER I, IQ, IV, IVC, IW, J, JQ, KGI, KOLD, KP1, KP2,
; 1 L, M, NEQN
; DOUBLE PRECISION ALP, ALPHA, C, G, GDI, GDIF, GI, GAMMA, H, HI,
; 1 HMU, OG, OW, OX, OY, PHI, RMU, SIGMA, TEMP1, TEMP2, TEMP3,
; 2 W, X, XI, XIM1, XIQ, XOUT, Y, YOUT, YPOUT
; C
; DIMENSION Y(*),YOUT(*),YPOUT(*),PHI(NEQN,16),OY(*)
; DIMENSION G(13),C(13),W(13),OG(13),OW(12),ALPHA(12),GI(11),IV(10)
; C
; C***FIRST EXECUTABLE STATEMENT DDEABM_DINTP
KP1 = KOLD + 1
KP2 = KOLD + 2
HI = XOUT - OX
H = X - OX
XI = HI/H
XIM1 = XI - 1.D0
G = DBLARR(13) & C = G & W = G
; C
; C INITIALIZE W(*) FOR COMPUTING G(*)
; C
XIQ = XI
IQ = dindgen(kp1)+1
XIQ = XI^(IQ+1)
W(0:KP1-1) = XIQ/(IQ*(IQ+1))
; C
; C COMPUTE THE DOUBLE INTEGRAL TERM GDI
; C
IF (KOLD LE KGI) THEN BEGIN
GDI = GI(KOLD-1)
GOTO, DINTP_60
ENDIF
IF (IVC LE 0) THEN BEGIN
GDI = 1.0D0/(KP1*(KP1+1))
M = 2L
ENDIF ELSE BEGIN
IW = IV(IVC-1)
GDI = OW(IW-1)
M = KOLD - IW + 3
ENDELSE
IF (M LE KOLD) THEN BEGIN
;; XXX: (M>1) is a kludge
FOR I = (M>1), KOLD DO $
GDI = OW(KP2-I-1) - ALPHA(I-1)*GDI
ENDIF
; C
; C COMPUTE G(*) AND C(*)
; C
DINTP_60:
G(0:1) = [XI, XI^2/2]
C(0:1) = [1d, XI]
IF (KOLD GE 2) THEN BEGIN
FOR I = 2L, KOLD DO BEGIN
ALP = ALPHA(I-1)
GAMMA = 1.0D0 + XIM1*ALP
L = KP2 - I
W(0:L-1) = GAMMA*W(0:L-1) - ALP*W(1:L)
G(I) = W(0)
C(I) = GAMMA*C(I-1)
ENDFOR
ENDIF
; C
; C DEFINE INTERPOLATION PARAMETERS
; C
SIGMA = (W(1) - XIM1*W(0))/GDI
RMU = XIM1*C(KOLD)/GDI ;; *** NOTE: KP1-1 is KOLD
HMU = RMU/H
; C INTERPOLATE FOR THE SOLUTION -- YOUT
; C AND FOR THE DERIVATIVE OF THE SOLUTION -- YPOUT
YOUT(*) = 0
YPOUT(*) = 0
J = lindgen(KOLD)+1
I = KP2 - J - 1 ;; *** NOTE: -1 is here
GDIF = OG(I) - OG(I-1)
TEMP2 = (G(I) - G(I-1)) - SIGMA*GDIF
TEMP3 = (C(I) - C(I-1)) + RMU*GDIF
FOR J = 0L, KOLD-1 DO BEGIN
YOUT = YOUT + TEMP2(j)*PHI(*,I(j))
YPOUT = YPOUT + TEMP3(j)*PHI(*,I(j))
ENDFOR
YOUT = ( ((1.0D0 - SIGMA)*OY + SIGMA*Y) + $
H*(YOUT + (G(0) - SIGMA*OG(0))*PHI(*,0)) )
YPOUT = ( HMU*(OY - Y) + $
(YPOUT + (C(0) + RMU*OG(0))*PHI(*,0)) )
RETURN
END
; *DECK DDEABM_DSTEPS
pro DDEABM_DSTEPS, DF, NEQN, Y, X, H, EPS, WT, START, HOLD, K, $
KOLD, CRASH, PHI, P, YP, PSI, ALPHA, BETA, SIG, V, W, G, $
PHASE1, NS, NORND, KSTEPS, TWOU, FOURU, XOLD, KPREV, IVC, IV, $
KGI, GI, PRIVATE, FA, dfname, max_stepsize=max_stepsize
; C***BEGIN PROLOGUE DDEABM_DSTEPS
; C***PURPOSE Integrate a system of first order ordinary differential
; C equations one step.
; C***LIBRARY SLATEC (DEPAC)
; C***CATEGORY I1A1B
; C***TYPE DOUBLE PRECISION (STEPS-S, DSTEPS-D)
; C***KEYWORDS ADAMS METHOD, DEPAC, INITIAL VALUE PROBLEMS, ODE,
; C ORDINARY DIFFERENTIAL EQUATIONS, PREDICTOR-CORRECTOR
; C***AUTHOR Shampine, L. F., (SNLA)
; C Gordon, M. K., (SNLA)
; C MODIFIED BY H.A. WATTS
; C***DESCRIPTION
; C
; C Written by L. F. Shampine and M. K. Gordon
; C
; C Abstract
; C
; C Subroutine DDEABM_DSTEPS is normally used indirectly through subroutine
; C DDEABM . Because DDEABM suffices for most problems and is much
; C easier to use, using it should be considered before using DDEABM_DSTEPS
; C alone.
; C
; C Subroutine DDEABM_DSTEPS integrates a system of NEQN first order ordinary
; C differential equations one step, normally from X to X+H, using a
; C modified divided difference form of the Adams Pece formulas. Local
; C extrapolation is used to improve absolute stability and accuracy.
; C The code adjusts its order and step size to control the local error
; C per unit step in a generalized sense. Special devices are included
; C to control roundoff error and to detect when the user is requesting
; C too much accuracy.
; C
; C This code is completely explained and documented in the text,
; C Computer Solution of Ordinary Differential Equations, The Initial
; C Value Problem by L. F. Shampine and M. K. Gordon.
; C Further details on use of this code are available in "Solving
; C Ordinary Differential Equations with ODE, STEP, and INTRP",
; C by L. F. Shampine and M. K. Gordon, SLA-73-1060.
; C
; C
; C The parameters represent --
; C DF -- subroutine to evaluate derivatives
; C NEQN -- number of equations to be integrated
; C Y(*) -- solution vector at X
; C X -- independent variable
; C H -- appropriate step size for next step. Normally determined by
; C code
; C EPS -- local error tolerance
; C WT(*) -- vector of weights for error criterion
; C START -- logical variable set .TRUE. for first step, .FALSE.
; C otherwise
; C HOLD -- step size used for last successful step
; C K -- appropriate order for next step (determined by code)
; C KOLD -- order used for last successful step
; C CRASH -- logical variable set .TRUE. when no step can be taken,
; C .FALSE. otherwise.
; C YP(*) -- derivative of solution vector at X after successful
; C step
; C KSTEPS -- counter on attempted steps
; C TWOU -- 2.*U where U is machine unit roundoff quantity
; C FOURU -- 4.*U where U is machine unit roundoff quantity
; C RPAR,IPAR -- parameter arrays which you may choose to use
; C for communication between your program and subroutine F.
; C They are not altered or used by DDEABM_DSTEPS.
; C The variables X,XOLD,KOLD,KGI and IVC and the arrays Y,PHI,ALPHA,G,
; C W,P,IV and GI are required for the interpolation subroutine SINTRP.
; C The remaining variables and arrays are included in the call list
; C only to eliminate local retention of variables between calls.
; C
; C Input to DDEABM_DSTEPS
; C
; C First call --
; C
; C The user must provide storage in his calling program for all arrays
; C in the call list, namely
; C
; C DIMENSION Y(NEQN),WT(NEQN),PHI(NEQN,16),P(NEQN),YP(NEQN),PSI(12),
; C 1 ALPHA(12),BETA(12),SIG(13),V(12),W(12),G(13),GI(11),IV(10),
; C 2 RPAR(*),IPAR(*)
; C
; C **Note**
; C
; C The user must also declare START , CRASH , PHASE1 and NORND
; C logical variables and DF an EXTERNAL subroutine, supply the
; C subroutine DF(X,Y,YP) to evaluate
; C DY(I)/DX = YP(I) = DF(X,Y(1),Y(2),...,Y(NEQN))
; C and initialize only the following parameters.
; C NEQN -- number of equations to be integrated
; C Y(*) -- vector of initial values of dependent variables
; C X -- initial value of the independent variable
; C H -- nominal step size indicating direction of integration
; C and maximum size of step. Must be variable
; C EPS -- local error tolerance per step. Must be variable
; C WT(*) -- vector of non-zero weights for error criterion
; C START -- .TRUE.
; C YP(*) -- vector of initial derivative values
; C KSTEPS -- set KSTEPS to zero
; C TWOU -- 2.*U where U is machine unit roundoff quantity
; C FOURU -- 4.*U where U is machine unit roundoff quantity
; C Define U to be the machine unit roundoff quantity by calling
; C the function routine D1MACH, U = D1MACH(4), or by
; C computing U so that U is the smallest positive number such
; C that 1.0+U .GT. 1.0.
; C
; C DDEABM_DSTEPS requires that the L2 norm of the vector with components
; C LOCAL ERROR(L)/WT(L) be less than EPS for a successful step. The
; C array WT allows the user to specify an error test appropriate
; C for his problem. For example,
; C WT(L) = 1.0 specifies absolute error,
; C = ABS(Y(L)) error relative to the most recent value of the
; C L-th component of the solution,
; C = ABS(YP(L)) error relative to the most recent value of
; C the L-th component of the derivative,
; C = MAX(WT(L),ABS(Y(L))) error relative to the largest
; C magnitude of L-th component obtained so far,
; C = ABS(Y(L))*RELERR/EPS + ABSERR/EPS specifies a mixed
; C relative-absolute test where RELERR is relative
; C error, ABSERR is absolute error and EPS =
; C MAX(RELERR,ABSERR) .
; C
; C Subsequent calls --
; C
; C Subroutine DDEABM_DSTEPS is designed so that all information needed to
; C continue the integration, including the step size H and the order
; C K , is returned with each step. With the exception of the step
; C size, the error tolerance, and the weights, none of the parameters
; C should be altered. The array WT must be updated after each step
; C to maintain relative error tests like those above. Normally the
; C integration is continued just beyond the desired endpoint and the
; C solution interpolated there with subroutine SINTRP . If it is
; C impossible to integrate beyond the endpoint, the step size may be
; C reduced to hit the endpoint since the code will not take a step
; C larger than the H input. Changing the direction of integration,
; C i.e., the sign of H , requires the user set START = .TRUE. before
; C calling DDEABM_DSTEPS again. This is the only situation in which START
; C should be altered.
; C
; C Output from DDEABM_DSTEPS
; C
; C Successful Step --
; C
; C The subroutine returns after each successful step with START and
; C CRASH set .FALSE. . X represents the independent variable
; C advanced one step of length HOLD from its value on input and Y
; C the solution vector at the new value of X . All other parameters
; C represent information corresponding to the new X needed to
; C continue the integration.
; C
; C Unsuccessful Step --
; C
; C When the error tolerance is too small for the machine precision,
; C the subroutine returns without taking a step and CRASH = .TRUE. .
; C An appropriate step size and error tolerance for continuing are
; C estimated and all other information is restored as upon input
; C before returning. To continue with the larger tolerance, the user
; C just calls the code again. A restart is neither required nor
; C desirable.
; C
; C***REFERENCES L. F. Shampine and M. K. Gordon, Solving ordinary
; C differential equations with ODE, STEP, and INTRP,
; C Report SLA-73-1060, Sandia Laboratories, 1973.
; C***ROUTINES CALLED D1MACH, DDEABM_DHSTRT
; C***REVISION HISTORY (YYMMDD)
; C 740101 DATE WRITTEN
; C 890531 Changed all specific intrinsics to generic. (WRB)
; C 890831 Modified array declarations. (WRB)
; C 890831 REVISION DATE from Version 3.2
; C 891214 Prologue converted to Version 4.0 format. (BAB)
; C 920501 Reformatted the REFERENCES section. (WRB)
; C***END PROLOGUE DDEABM_DSTEPS
; C
; INTEGER I, IFAIL, IM1, IP1, IPAR, IQ, J, K, KM1, KM2, KNEW,
; 1 KOLD, KP1, KP2, KSTEPS, L, LIMIT1, LIMIT2, NEQN, NS, NSM2,
; 2 NSP1, NSP2
; DOUBLE PRECISION ABSH, ALPHA, BETA, BIG, D1MACH,
; 1 EPS, ERK, ERKM1, ERKM2, ERKP1, ERR,
; 2 FOURU, G, GI, GSTR, H, HNEW, HOLD, P, P5EPS, PHI, PSI, R,
; 3 REALI, REALNS, RHO, ROUND, RPAR, SIG, TAU, TEMP1,
; 4 TEMP2, TEMP3, TEMP4, TEMP5, TEMP6, TWO, TWOU, U, V, W, WT,
; 5 X, XOLD, Y, YP
; LOGICAL START,CRASH,PHASE1,NORND
; DIMENSION Y(*),WT(*),PHI(NEQN,16),P(*),YP(*),PSI(12),
; 1 ALPHA(12),BETA(12),SIG(13),V(12),W(12),G(13),GI(11),IV(10),
; 2 RPAR(*),IPAR(*)
; DIMENSION TWO(13),GSTR(13)
; EXTERNAL DF
; SAVE TWO, GSTR
; DATA TWO(1),TWO(2),TWO(3),TWO(4),TWO(5),TWO(6),TWO(7),TWO(8),
; 1 TWO(9),TWO(10),TWO(11),TWO(12),TWO(13)
; 2 /2.0D0,4.0D0,8.0D0,16.0D0,32.0D0,64.0D0,128.0D0,256.0D0,
; 3 512.0D0,1024.0D0,2048.0D0,4096.0D0,8192.0D0/
; DATA GSTR(1),GSTR(2),GSTR(3),GSTR(4),GSTR(5),GSTR(6),GSTR(7),
; 1 GSTR(8),GSTR(9),GSTR(10),GSTR(11),GSTR(12),GSTR(13)
; 2 /0.5D0,0.0833D0,0.0417D0,0.0264D0,0.0188D0,0.0143D0,0.0114D0,
; 3 0.00936D0,0.00789D0,0.00679D0,0.00592D0,0.00524D0,0.00468D0/
common ddeabm_func_common
TWO = 2d^(dindgen(13)+1)
GSTR = [ 0.5D0,0.0833D0,0.0417D0,0.0264D0,0.0188D0,0.0143D0,0.0114D0, $
0.00936D0,0.00789D0,0.00679D0,0.00592D0,0.00524D0,0.00468D0 ]
; C
; C *** BEGIN BLOCK 0 ***
; C CHECK IF STEP SIZE OR ERROR TOLERANCE IS TOO SMALL FOR MACHINE
; C PRECISION. IF FIRST STEP, INITIALIZE PHI ARRAY AND ESTIMATE A
; C STARTING STEP SIZE.
; C ***
; C
; C IF STEP SIZE IS TOO SMALL, DETERMINE AN ACCEPTABLE ONE
; C
; C***FIRST EXECUTABLE STATEMENT DDEABM_DSTEPS
CRASH = 1L
IF (ABS(H) LT FOURU*ABS(X)) THEN BEGIN
H = (FOURU*ABS(X)) * ( (H GE 0)?(+1):(-1) )
RETURN
ENDIF
P5EPS = 0.5D0*EPS
; C
; C IF ERROR TOLERANCE IS TOO SMALL, INCREASE IT TO AN ACCEPTABLE VALUE
; C
ROUND = TOTAL( (Y/WT)^2 )
ROUND = TWOU*SQRT(ROUND)
IF (P5EPS LT ROUND) THEN BEGIN
EPS = 2.0D0*ROUND*(1.0D0 + FOURU)
RETURN
ENDIF
CRASH = 0L
G(0) = 1.0D0
G(1) = 0.5D0
SIG(0) = 1.0D0
IF (NOT START) THEN GOTO, DSTEPS_99
; C
; C INITIALIZE. COMPUTE APPROPRIATE STEP SIZE FOR FIRST STEP
; C
; C CALL DF(X,Y,YP,RPAR,IPAR)
; C SUM = 0.0
PHI(*,0) = YP
PHI(*,1) = 0
; C20 SUM = SUM + (YP(L-1)/WT(L-1))**2
; C SUM = SQRT(SUM)
; C ABSH = ABS(H)
; C IF(EPS .LT. 16.0*SUM*H*H) ABSH = 0.25*SQRT(EPS/SUM)
; C H = SIGN(MAX(ABSH,FOURU*ABS(X)),H)
; C
U = (machar(/double)).eps ;; XXX
BIG = SQRT((machar(/double)).xmax) ;; XXX
;; Save and restore values from PHI
phi3 = phi(*,2) & phi4 = phi(*,3)
phi5 = phi(*,4) & phi6 = phi(*,5)
DDEABM_DHSTRT, DF,NEQN,X,X+H,Y,YP,WT,1,U,BIG, $
phi3, phi4, phi5, phi6, private, fa, h, dfname
phi(*,2) = phi3 & phi(*,3) = phi4
phi(*,4) = phi5 & phi(*,5) = phi6
if ddeabm_funcerror NE 0 then return
HOLD = 0.0D0
K = 1L
KOLD = 0L
KPREV = 0L
START = 0L
PHASE1 = 1L
NORND = 1L
IF (P5EPS LE 100.0D0*ROUND) THEN BEGIN
NORND = 0L
PHI(*,14) = 0
ENDIF
DSTEPS_99:
IFAIL = 0L
; C *** END BLOCK 0 ***
; C
; C *** BEGIN BLOCK 1 ***
; C COMPUTE COEFFICIENTS OF FORMULAS FOR THIS STEP. AVOID COMPUTING
; C THOSE QUANTITIES NOT CHANGED WHEN STEP SIZE IS NOT CHANGED.
; C ***
; C
DSTEPS_100:
KP1 = K+1
KP2 = K+2
KM1 = K-1
KM2 = K-2
; C
; C NS IS THE NUMBER OF DSTEPS TAKEN WITH SIZE H, INCLUDING THE CURRENT
; C ONE. WHEN K.LT.NS, NO COEFFICIENTS CHANGE
; C
IF (H NE HOLD) THEN NS = 0L
IF (NS LE KOLD) THEN NS = NS+1
NSP1 = NS+1
IF (K LT NS) THEN GOTO, DSTEPS_199
; C
; C COMPUTE THOSE COMPONENTS OF ALPHA(*),BETA(*),PSI(*),SIG(*) WHICH
; C ARE CHANGED
; C
BETA(NS-1) = 1.0D0
ALPHA(NS-1) = 1.0D0/NS
TEMP1 = H*NS
SIG(NSP1-1) = 1.0D0
IF (K GE NSP1) THEN BEGIN
FOR I = NSP1, K DO BEGIN
IM1 = I-1-1 ;; *** Note IM1-1 here!
II = I-1
TEMP2 = PSI(IM1)
PSI(IM1) = TEMP1
BETA(II) = BETA(IM1)*PSI(IM1)/TEMP2
TEMP1 = TEMP2 + H
ALPHA(II) = H/TEMP1
SIG(I) = I*ALPHA(II)*SIG(II)
ENDFOR
ENDIF
PSI(K-1) = TEMP1
; C
; C COMPUTE COEFFICIENTS G(*)
; C
; C INITIALIZE V(*) AND SET W(*).
; C
IF (NS LE 1) THEN BEGIN
KK = dindgen(K)+1
V(0:K-1) = 1.0D0/(KK*(KK+1))
W(0:K-1) = V(0:K-1)
IVC = 0L
KGI = 0L
IF (K EQ 1) THEN GOTO, DSTEPS_140
KGI = 1L
GI(0) = W(1)
GOTO, DSTEPS_140
ENDIF
; C
; C IF ORDER WAS RAISED, UPDATE DIAGONAL PART OF V(*)
; C
IF (K LE KPREV) THEN GOTO, DSTEPS_130
IF (IVC NE 0) THEN BEGIN
JV = KP1 - IV(IVC-1)
IVC = IVC - 1
ENDIF ELSE BEGIN
JV = 1L
TEMP4 = K*KP1
V(K-1) = 1.0D0/TEMP4
W(K-1) = V(K-1)
IF (K EQ 2) THEN BEGIN
KGI = 1L
GI(0) = W(1)
ENDIF
ENDELSE
NSM2 = NS-2
IF (NSM2 GE JV) THEN BEGIN
FOR J = JV, NSM2 DO BEGIN
I = K-J-1 ;; *** NOTE: I-1 here!
V(I) = V(I) - ALPHA(J)*V(I+1)
W(I) = V(I)
ENDFOR
IF (I EQ 2) THEN BEGIN
KGI = NS - 1
GI(KGI-1) = W(1)
ENDIF
ENDIF
; C
; C UPDATE V(*) AND SET W(*)
; C
DSTEPS_130:
LIMIT1 = KP1 - NS
TEMP5 = ALPHA(NS-1)
V(0:LIMIT1-1) = V(0:LIMIT1-1) - TEMP5*V(1:LIMIT1)
W(0:LIMIT1-1) = V(0:LIMIT1-1)
G(NSP1-1) = W(0)
IF (LIMIT1 NE 1) THEN BEGIN
KGI = NS
GI(KGI-1) = W(1)
ENDIF
W(LIMIT1) = V(LIMIT1)
IF (K LT KOLD) THEN BEGIN
IVC = IVC + 1
IV(IVC-1) = LIMIT1 + 2
ENDIF
; C
; C COMPUTE THE G(*) IN THE WORK VECTOR W(*)
; C
DSTEPS_140:
NSP2 = NS + 2
KPREV = K
IF (KP1 GE NSP2) THEN BEGIN
FOR I = NSP2, KP1 DO BEGIN
LIMIT2 = KP2 - I
TEMP6 = ALPHA(I-2)
W(0:LIMIT2-1) = W(0:LIMIT2-1) - TEMP6*W(1:LIMIT2)
G(I-1) = W(0)
ENDFOR
ENDIF
DSTEPS_199:
; C *** END BLOCK 1 ***
; C
; C *** BEGIN BLOCK 2 ***
; C PREDICT A SOLUTION P(*), EVALUATE DERIVATIVES USING PREDICTED
; C SOLUTION, ESTIMATE LOCAL ERROR AT ORDER K AND ERRORS AT ORDERS K,
; C K-1, K-2 AS IF CONSTANT STEP SIZE WERE USED.
; C ***
; C
; C INCREMENT COUNTER ON ATTEMPTED DSTEPS
; C
KSTEPS = KSTEPS + 1
; C
; C CHANGE PHI TO PHI STAR
; C
IF (K GE NSP1) THEN BEGIN
FOR I = NSP1, K DO BEGIN
TEMP1 = BETA(I-1)
PHI(*,I-1) = TEMP1*PHI(*,I-1)
ENDFOR
ENDIF
; C
; C PREDICT SOLUTION AND DIFFERENCES
; C
PHI(*,KP2-1) = PHI(*,KP1-1)
PHI(*,KP1-1) = 0
P(*) = 0
FOR J = 1L, K DO BEGIN
I = KP1 - J - 1 ;; *** NOTE: I-1 here!
TEMP2 = G(I)
P = P + TEMP2*PHI(*,I)
PHI(*,I) = PHI(*,I) + PHI(*,I+1)
ENDFOR
IF NOT (NORND) THEN BEGIN
TAU = H*P - PHI(*,14)
P = Y + TAU
PHI(*,15) = (P - Y) - TAU
ENDIF ELSE BEGIN
P = Y + H*P
ENDELSE
XOLD = X
X = X + H
ABSH = ABS(H)
YP = CALL_FUNCTION(DFNAME, DF, X, P, PRIVATE, _EXTRA=FA)
if ddeabm_funcerror NE 0 then return
; C
; C ESTIMATE ERRORS AT ORDERS K,K-1,K-2
; C
ERKM2 = 0.0D0
ERKM1 = 0.0D0
TEMP3 = 1.0D0/WT
TEMP4 = YP - PHI(*,0)
ERK = total((temp4*temp3)^2)
IF (KM2 GT 0) THEN $
ERKM2 = TOTAL( ((PHI(*,KM1-1)+TEMP4)*TEMP3)^2 )
IF (KM2 GE 0) THEN $
ERKM1 = TOTAL( ((PHI(*,K-1)+TEMP4)*TEMP3)^2 )
IF (KM2 GT 0) THEN $
ERKM2 = ABSH*SIG(KM1-1)*GSTR(KM2-1)*SQRT(ERKM2)
IF (KM2 GE 0) THEN $
ERKM1 = ABSH*SIG(K-1)*GSTR(KM1-1)*SQRT(ERKM1)
TEMP5 = ABSH*SQRT(ERK)
ERR = TEMP5*(G(K-1)-G(KP1-1))
ERK = TEMP5*SIG(KP1-1)*GSTR(K-1)
KNEW = K
; C
; C TEST IF ORDER SHOULD BE LOWERED
; C
IF (KM2 GT 0) THEN BEGIN
IF(MAX([ERKM1,ERKM2]) LE ERK) THEN KNEW = KM1
ENDIF ELSE IF (KM2 EQ 0) THEN BEGIN
IF(ERKM1 LE 0.5D0*ERK) THEN KNEW = KM1
ENDIF
; C
; C TEST IF STEP SUCCESSFUL
; C
IF (ERR LE EPS) THEN GOTO, DSTEPS_400
; C *** END BLOCK 2 ***
; C
; C *** BEGIN BLOCK 3 ***
; C THE STEP IS UNSUCCESSFUL. RESTORE X, PHI(*,*), PSI(*) .
; C IF THIRD CONSECUTIVE FAILURE, SET ORDER TO ONE. IF STEP FAILS MORE
; C THAN THREE TIMES, CONSIDER AN OPTIMAL STEP SIZE. DOUBLE ERROR
; C TOLERANCE AND RETURN IF ESTIMATED STEP SIZE IS TOO SMALL FOR MACHINE
; C PRECISION.
; C ***
; C
; C RESTORE X, PHI(*,*) AND PSI(*)
; C
PHASE1 = 0L
X = XOLD
FOR I = 0L, K-1 DO BEGIN
PHI(*,I) = (PHI(*,I) - PHI(*,I+1))/BETA(I)
ENDFOR
IF (K GE 2) THEN BEGIN
PSI(0:K-2) = PSI(1:K-1) - H
ENDIF
; C
; C ON THIRD FAILURE, SET ORDER TO ONE. THEREAFTER, USE OPTIMAL STEP
; C SIZE
; C
IFAIL = IFAIL + 1
TEMP2 = 0.5D0
IF (IFAIL - 3 GT 0) THEN BEGIN
IF (P5EPS LT 0.25D0*ERK) THEN TEMP2 = SQRT(P5EPS/ERK)
ENDIF
IF (IFAIL - 3 GE 0) THEN KNEW = 1L
H = TEMP2*H
K = KNEW
NS = 0L
IF (ABS(H) LT FOURU*ABS(X)) THEN BEGIN
CRASH = 1L
H = (FOURU*ABS(X))*( (H GE 0)?(+1):(-1) )
EPS = EPS + EPS
RETURN
ENDIF
GOTO, DSTEPS_100
; C *** END BLOCK 3 ***
; C
; C *** BEGIN BLOCK 4 ***
; C THE STEP IS SUCCESSFUL. CORRECT THE PREDICTED SOLUTION, EVALUATE
; C THE DERIVATIVES USING THE CORRECTED SOLUTION AND UPDATE THE
; C DIFFERENCES. DETERMINE BEST ORDER AND STEP SIZE FOR NEXT STEP.
; C ***
DSTEPS_400:
KOLD = K
HOLD = H
; C
; C CORRECT AND EVALUATE
; C
TEMP1 = H*G(KP1-1)
IF NOT (NORND) THEN BEGIN
TEMP3 = Y
RHO = TEMP1*(YP - PHI(*,0)) - PHI(*,15)
Y = P + RHO
PHI(*,14) = (Y - P) - RHO
P = TEMP3
ENDIF ELSE BEGIN
TEMP3 = Y
Y = P + TEMP1*(YP - PHI(*,0))
P = TEMP3
ENDELSE
YP = CALL_FUNCTION(DFNAME, DF, X, Y, PRIVATE, _EXTRA=FA)
if ddeabm_funcerror NE 0 then return
; C
; C UPDATE DIFFERENCES FOR NEXT STEP
; C
PHI(*,KP1-1) = YP - PHI(*,0)
PHI(*,KP2-1) = PHI(*,KP1-1) - PHI(*,KP2-1)
FOR I = 0L, K-1 DO BEGIN
PHI(*,I) = PHI(*,I) + PHI(*,KP1-1)
ENDFOR
; C
; C ESTIMATE ERROR AT ORDER K+1 UNLESS:
; C IN FIRST PHASE WHEN ALWAYS RAISE ORDER,
; C ALREADY DECIDED TO LOWER ORDER,
; C STEP SIZE NOT CONSTANT SO ESTIMATE UNRELIABLE
; C
ERKP1 = 0.0D0
IF (KNEW EQ KM1 OR K EQ 12) THEN PHASE1 = 0L
IF (PHASE1) THEN GOTO, DSTEPS_450
IF (KNEW EQ KM1) THEN GOTO, DSTEPS_455
IF (KP1 GT NS) THEN GOTO, DSTEPS_460
ERKP1 = TOTAL( (PHI(*,KP2-1)/WT)^2 )
ERKP1 = ABSH*GSTR(KP1-1)*SQRT(ERKP1)
; C
; C USING ESTIMATED ERROR AT ORDER K+1, DETERMINE APPROPRIATE ORDER
; C FOR NEXT STEP
; C
IF (K LE 1) THEN BEGIN
IF (ERKP1 GE 0.5D0*ERK) THEN GOTO, DSTEPS_460
ENDIF ELSE BEGIN
IF (ERKM1 LE MIN([ERK,ERKP1])) THEN GOTO, DSTEPS_455
IF (ERKP1 GE ERK OR K EQ 12) THEN GOTO, DSTEPS_460
ENDELSE
; C
; C HERE ERKP1 .LT. ERK .LT. MAX(ERKM1,ERKM2) ELSE ORDER WOULD HAVE
; C BEEN LOWERED IN BLOCK 2. THUS ORDER IS TO BE RAISED
; C
; C RAISE ORDER
; C
DSTEPS_450:
K = KP1
ERK = ERKP1
GOTO, DSTEPS_460
; C
; C LOWER ORDER
; C
DSTEPS_455:
K = KM1
ERK = ERKM1
; C
; C WITH NEW ORDER DETERMINE APPROPRIATE STEP SIZE FOR NEXT STEP
; C
DSTEPS_460:
HNEW = H + H
IF NOT ( (PHASE1) OR $
(P5EPS GE ERK*TWO(K)) ) THEN BEGIN
HNEW = H
IF (P5EPS LT ERK) THEN BEGIN
TEMP2 = K+1
R = (P5EPS/ERK)^(1.0D0/TEMP2)
HNEW = ABSH*MAX([0.5D0,MIN([0.9D0,R])])
HNEW = MAX([HNEW,FOURU*ABS(X)])
HNEW = (H GE 0)?(+HNEW):(-HNEW)
ENDIF
ENDIF
if n_elements(max_stepsize) GT 0 then begin
HNEW = HNEW < max_stepsize(0) > (-max_stepsize(0))
endif
H = HNEW
RETURN
; C *** END BLOCK 4 ***
END
; ------------------------------------------------------------------------
pro DDEABM, DF, T, Y, TOUT0, PRIVATE, FUNCTARGS=fa, STATE=state, $
CONTROL=control, $
init=init0, intermediate=intermediate, tstop=TSTOP0, $
epsrel=RTOL, epsabs=ATOL, status=IDID, $
TGRID=tgrid, YGRID=ygrid, YPGRID=ypgrid, $
NGRID=ngrid0, NOUTGRID=nsamp, $
TIMPULSE=timpulse, YIMPULSE=yimpulse, $
MAX_STEPSIZE=max_stepsize, $
NFEV=nfev, errmsg=errmsg, dostatusline=dostatusline
common ddeabm_func_common, ddeabm_nfev, ddeabm_funcerror
IDID = -33
errmsg = ''
if n_params() EQ 0 then begin
message, 'USAGE:', /info
message, ' DDEABM, FUNCNAME, T0, Y0, TOUT, STATE, PRIVATE, '+$
'FUNCTARGS=fa, INIT=init, [EPSREL=epsrel, EPSABS=epsabs, '+$
'STATUS=status, /INTERMEDIATE, ...]', /info
return
endif
; C***FIRST EXECUTABLE STATEMENT DDEABM
NEQ = N_ELEMENTS(Y)
IF NEQ LT 1 THEN BEGIN
errmsg = 'The number of equations, NEQ, must be greater than '+$
'or equal to 1'
idid = -33L
RETURN
ENDIF
;; Initialize the number of function evaluations
ddeabm_nfev = 0L
nfev = 0L
;; Construct the wrapper function to be used
dfname = 'ddeabm_func'
dfname = dfname + ((n_elements(private) GT 0)?'1':'0')
dfname = dfname + ((n_elements(fa) GT 0 )?'e':'n')
;; If either of the tolerances are undefined, then define with
;; default tolerances and with the same number of elements
if n_elements(rtol) EQ 0 AND n_elements(atol) EQ 0 then begin
rtol = 1d-4
atol = 1d-6
endif else if n_elements(rtol) GT 0 AND n_elements(atol) EQ 0 then begin
atol = rtol*0d
endif else if n_elements(atol) GT 0 AND n_elements(rtol) EQ 0 then begin
rtol = atol*0D
endif
;; Compare to be sure the same number
if n_elements(rtol) NE n_elements(atol) $
OR (n_elements(y) NE n_elements(rtol) AND n_elements(rtol) NE 1) $
then begin
errmsg = 'The number of absolute and relative tolerance values '+ $
'must match the number of equations being solved.'
idid = -33L
endif
;; Be sure to initialize if there is no state variable
;; NOTE: DDEABM uses INIT=0 to mean initialize; INIT=1 means
;; don't initialize, which is the opposite sense from the
;; input keyword.
userinit = 1-keyword_set(init0)
if n_elements(state) EQ 0 then userinit = 0L
;; Construct the INFO array from keywords
INFO = [ userinit, n_elements(rtol) GT 1, $
keyword_set(intermediate), n_elements(tstop0) GT 0]
;; Construct the STATE array if this is the first pass
IF ( INFO(1-1) EQ 0 ) OR N_ELEMENTS(STATE) EQ 0 THEN BEGIN
STATE = {YPOUT: dblarr(neq), TSTAR: 0D, YP: dblarr(NEQ), $
YY: dblarr(NEQ), WT: dblarr(NEQ), P: dblarr(NEQ), $
PHI: dblarr(NEQ,16), ALPHA: dblarr(12), BETA: dblarr(12), $
PSI: dblarr(12), V: dblarr(12), W: dblarr(12), $
SIG: dblarr(13), G: dblarr(13), GI: dblarr(11), $
XOLD: 0D, HOLD: 0D, TOLD: 0D, DELSN: 0D, TWOU: 0D, $
FOURU: 0D, H: 0D, EPS: 0D, X: 0D, TSTOP: 0D, $
START: 0L, PHASE1: 0L, NORND: 0L, STIFF: 0L, $
INTOUT: 0L, NS: 0L, KORD: 0L, KOLD: 0L, INTERNAL_INIT: 0L, $
KSTEPS: 0L, KLE4: 0L, IQUIT: 0L, KPREV: 0L, IVC: 0L, $
IV: lonarr(10), KGI: 0L, NEQ: NEQ, COUNT: 0L}
ENDIF
if n_elements(tstop0) GT 0 then $
state.tstop = tstop0(0)
IF (STATE.COUNT GE 5) THEN BEGIN
IF (T EQ STATE.TSTAR) THEN BEGIN
errmsg = 'AN APPARENT INFINITE LOOP HAS BEEN DETECTED. '+ $
'YOU HAVE MADE REPEATED CALLS AT T = '+strtrim(t,2)+ $
' AND THE INTEGRATION HAS NOT ADVANCED. CHECK THE '+ $
'WAY YOU HAVE SET PARAMETERS FOR THE CALL TO THE '+ $
'CODE, PARTICULARLY INFO(1-1).'
RETURN
ENDIF
ENDIF
IF NEQ NE STATE.NEQ THEN BEGIN
errmsg = 'You have initialized DDEABM with a different number '+$
'of equations, NEQ, than this call has provided.'
RETURN
ENDIF
; C
; C CHECK LRW AND LIW FOR SUFFICIENT STORAGE ALLOCATION
; C
IDID=0L
; C
; C COMPUTE THE INDICES FOR THE ARRAYS TO BE STORED IN THE WORK ARRAY
; C
YPOUT = STATE.YPOUT
TSTAR = STATE.TSTAR
YP = STATE.YP
YY = STATE.YY
WT = STATE.WT
P = STATE.P
PHI = STATE.PHI
ALPHA = STATE.ALPHA
BETA = STATE.BETA
PSI = STATE.PSI
V = STATE.V
W = STATE.W
SIG = STATE.SIG
G = STATE.G
GI = STATE.GI
XOLD = STATE.XOLD
HOLD = STATE.HOLD
TOLD = STATE.TOLD
DELSN = STATE.DELSN
TWOU = STATE.TWOU
FOURU = STATE.FOURU
H = STATE.H
EPS = STATE.EPS
X = STATE.X
TSTOP = STATE.TSTOP
STATE.TSTAR = T
IF (INFO(1-1) NE 0) THEN BEGIN
START = STATE.START
PHASE1 = STATE.PHASE1
NORND = STATE.NORND
STIFF = STATE.STIFF
INTOUT = STATE.INTOUT
ENDIF
NS = STATE.NS
KORD = STATE.KORD
KOLD = STATE.KOLD
INTERNAL_INIT = STATE.INTERNAL_INIT
KSTEPS = STATE.KSTEPS
KLE4 = STATE.KLE4
IQUIT = STATE.IQUIT
KPREV = STATE.KPREV
IVC = STATE.IVC
IV = STATE.IV
KGI = STATE.KGI
if n_elements(ngrid0) GT 0 then begin
if NOT keyword_set(intermediate) then begin
errmsg = 'ERROR: NGRID and /INTERMEDIATE must be specified '+$
'together'
return
endif
ngrid = round(ngrid0(0))
endif else begin
ngrid = n_elements(tout0)
endelse
tgrid = dblarr(ngrid)
ygrid = dblarr(neq, ngrid)
ypgrid = dblarr(neq, ngrid)
forward = tout0(0) GT t ;; 1=FORWARD; 0=BACKWARD
ki = 1L
nimpulse = n_elements(timpulse)
if nimpulse GT 0 then begin
if nimpulse NE n_elements(yimpulse)/neq then begin
errmsg = 'ERROR: TIMPULSE and YIMPULSE must have the same '+$
'number of samples'
return
endif
if forward then begin
wh = where(timpulse GT tout0(0), ct)
if ct EQ 0 then ki = nimpulse else ki = min(wh)
endif else begin
wh = where(timpulse LT tout0(0), ct)
if ct EQ 0 then ki = 0L else ki = max(wh)
endelse
endif
;; Initialize the user function
if info(1-1) EQ 0 AND keyword_set(control) then begin
ddeabm_funcerror = call_function(dfname, df, t, $
CONTROL={message: 'INITIALIZE'}, $
y, private, _EXTRA=fa)
if ddeabm_funcerror LT 0 then begin
errmsg = 'ERROR: user function failed to initialize'
goto, FINISH_INTEGRATION
endif
endif
i = 0L ;; Output grid position counter
nsamp = 0L
while (i LT ngrid) do begin
if keyword_set(dostatusline) then $
statusline, string(i, ngrid, format='(I8,"/",I8)'), 0, /left
doimpulse = 0 ;; Signal to process an impulse (0=no; 1=yes; 2=both)
if keyword_set(intermediate) then begin
TOUT = TOUT0(0)
endif else begin
TOUT = TOUT0(i)
if (ki GE 0) AND (ki LT nimpulse) then begin
if abs(timpulse(ki)-t) LE abs(tout-t) then begin
doimpulse = 1
if TIMPULSE(ki) EQ TOUT then doimpulse = 2
TOUT = TIMPULSE(ki)
endif
endif
endelse
ddeabm_funcerror = 0
DDEABM_DDES, DF,NEQ,T,Y,TOUT,INFO,RTOL,ATOL,IDID,YPOUT, $
YP,YY,WT,P,PHI, $
ALPHA,BETA,PSI,V, $
W,SIG,G,GI,H, $
EPS,X,XOLD,HOLD, $
TOLD,DELSN,TSTOP,TWOU, $
FOURU,START,PHASE1,NORND,STIFF,INTOUT, NS, KORD, KOLD, INTERNAL_INIT, $
KSTEPS, KLE4, IQUIT, KPREV, IVC, IV, KGI, PRIVATE, FA, dfname, $
ERRMSG=errmsg, max_stepsize=max_stepsize
if ddeabm_funcerror NE 0 then begin
case ddeabm_funcerror of
-16: errmsg = 'ERROR: user function returned non-finite values'
else: errmsg = 'ERROR: unknown internal error occurred'
endcase
goto, FINISH_INTEGRATION
endif
if IDID GT 0 then begin
;; === Store the result
if (doimpulse EQ 0) OR (doimpulse EQ 2) then begin
;; This was not an impulse-only stopping point...
;; Store the result
tgrid(i) = T
ygrid(*,i) = Y
ypgrid(*,i) = YPOUT
nsamp = nsamp + 1
i = i + 1
endif
;; === Handle any impulse changes
if (doimpulse GT 0) then begin
;; Apply an impulse
if forward then begin
Y = Y + YIMPULSE(*,ki)
ki = ki + 1
endif else begin
Y = Y - YIMPULSE(*,ki)
ki = ki - 1
endelse
;; Special case: the same TOUT can be listed twice
;; for before and after an impulse. In that case
;; store the same values after we have incremented.
if (doimpulse EQ 2) then if (TOUT0(i) EQ TOUT0(i-1)) then begin
tgrid(i) = T
ygrid(*,i) = Y
;; We have to re-call the function since we
;; crossed the discontinuity.
ypgrid(*,i) = call_function(dfname,df, t, y, private,_EXTRA=fa)
nsamp = nsamp + 1
i = i + 1
endif
doimpulse = 0
info(1-1) = 0L ;; NOTE that INIT=0 means initialize!!!
endif
;; Reset KSTEPS since we successfully integrated this step
ksteps = 0L
;; End if we reach the stopping point early
if keyword_set(intermediate) then begin
if idid EQ 2 OR idid EQ 3 OR t EQ tout(0) then $
goto, FINISH_INTEGRATION
endif
endif else begin
goto, FINISH_INTEGRATION
endelse
endwhile
FINISH_INTEGRATION:
STATE.YPOUT = YPOUT
STATE.YP = YP
STATE.YY = YY
STATE.WT = WT
STATE.P = P
STATE.PHI = PHI
STATE.ALPHA = ALPHA
STATE.BETA = BETA
STATE.PSI = PSI
STATE.V = V
STATE.W = W
STATE.SIG = SIG
STATE.G = G
STATE.GI = GI
STATE.XOLD = XOLD
STATE.HOLD = HOLD
STATE.TOLD = TOLD
STATE.DELSN = DELSN
STATE.TWOU = TWOU
STATE.FOURU = FOURU
STATE.H = H
STATE.EPS = EPS
STATE.X = X
STATE.TSTOP = TSTOP
STATE.NS = NS
STATE.KORD = KORD
STATE.KOLD = KOLD
STATE.INTERNAL_INIT = INTERNAL_INIT
STATE.KSTEPS = KSTEPS
STATE.KLE4 = KLE4
STATE.IQUIT = IQUIT
STATE.KPREV = KPREV
STATE.IVC = IVC
STATE.IV = IV
STATE.KGI = KGI
STATE.START = START
STATE.PHASE1 = PHASE1
STATE.NORND = NORND
STATE.STIFF = STIFF
STATE.INTOUT = INTOUT
NFEV = DDEABM_NFEV
;; Pass back INIT to user, and remember to invert the sense
;; between the internal variable and the external variable.
INIT0 = (info(0) EQ 0)
TSTOP0 = STATE.TSTOP
;; XXX what to do about interrupted case where INFO(1-1) is
;; negative, and the user must reset it?
;; Answer: Add RESUME keyword, and enforce the behavior that
;; RESUME must only be set after an interruption. Must save one
;; more variable in STATE with the previous INFO(1-1) value.
IF (IDID NE (-2)) THEN STATE.COUNT = STATE.COUNT + 1L
IF (T NE STATE.TSTAR) THEN STATE.COUNT = 0L
if keyword_set(dostatusline) then begin
statusline, /close
endif
RETURN
END