3 * Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman
5 * This program is free software; you can redistribute it and/or modify
6 * it under the terms of the GNU General Public License as published by
7 * the Free Software Foundation; either version 3 of the License, or (at
8 * your option) any later version.
10 * This program is distributed in the hope that it will be useful, but
11 * WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 * General Public License for more details.
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
20 /* Runge-Kutta 8(9), Prince-Dormand
22 * High Order Embedded Runge-Kutta Formulae
23 * P.J. Prince and J.R. Dormand
24 * J. Comp. Appl. Math.,7, pp. 67-75, 1981
32 #include <gsl/gsl_errno.h>
33 #include <gsl/gsl_odeiv.h>
35 #include "odeiv_util.h"
37 /* Prince-Dormand constants */
39 static const double Abar[] = {
40 14005451.0 / 335480064.0,
45 -59238493.0 / 1068277825.0,
46 181606767.0 / 758867731.0,
47 561292985.0 / 797845732.0,
48 -1041891430.0 / 1371343529.0,
49 760417239.0 / 1151165299.0,
50 118820643.0 / 751138087.0,
51 -528747749.0 / 2220607170.0,
55 static const double A[] = {
56 13451932.0 / 455176623.0,
61 -808719846.0 / 976000145.0,
62 1757004468.0 / 5645159321.0,
63 656045339.0 / 265891186.0,
64 -3867574721.0 / 1518517206.0,
65 465885868.0 / 322736535.0,
66 53011238.0 / 667516719.0,
70 static const double ah[] = {
78 5490023248.0 / 9719169821.0,
80 1201146811.0 / 1299019798.0
83 static const double b21 = 1.0 / 18.0;
84 static const double b3[] = { 1.0 / 48.0, 1.0 / 16.0 };
85 static const double b4[] = { 1.0 / 32.0, 0.0, 3.0 / 32.0 };
86 static const double b5[] = { 5.0 / 16.0, 0.0, -75.0 / 64.0, 75.0 / 64.0 };
87 static const double b6[] = { 3.0 / 80.0, 0.0, 0.0, 3.0 / 16.0, 3.0 / 20.0 };
88 static const double b7[] = {
89 29443841.0 / 614563906.0,
92 77736538.0 / 692538347.0,
93 -28693883.0 / 1125000000.0,
94 23124283.0 / 1800000000.0
96 static const double b8[] = {
97 16016141.0 / 946692911.0,
100 61564180.0 / 158732637.0,
101 22789713.0 / 633445777.0,
102 545815736.0 / 2771057229.0,
103 -180193667.0 / 1043307555.0
105 static const double b9[] = {
106 39632708.0 / 573591083.0,
109 -433636366.0 / 683701615.0,
110 -421739975.0 / 2616292301.0,
111 100302831.0 / 723423059.0,
112 790204164.0 / 839813087.0,
113 800635310.0 / 3783071287.0
115 static const double b10[] = {
116 246121993.0 / 1340847787.0,
119 -37695042795.0 / 15268766246.0,
120 -309121744.0 / 1061227803.0,
121 -12992083.0 / 490766935.0,
122 6005943493.0 / 2108947869.0,
123 393006217.0 / 1396673457.0,
124 123872331.0 / 1001029789.0
126 static const double b11[] = {
127 -1028468189.0 / 846180014.0,
130 8478235783.0 / 508512852.0,
131 1311729495.0 / 1432422823.0,
132 -10304129995.0 / 1701304382.0,
133 -48777925059.0 / 3047939560.0,
134 15336726248.0 / 1032824649.0,
135 -45442868181.0 / 3398467696.0,
136 3065993473.0 / 597172653.0
138 static const double b12[] = {
139 185892177.0 / 718116043.0,
142 -3185094517.0 / 667107341.0,
143 -477755414.0 / 1098053517.0,
144 -703635378.0 / 230739211.0,
145 5731566787.0 / 1027545527.0,
146 5232866602.0 / 850066563.0,
147 -4093664535.0 / 808688257.0,
148 3962137247.0 / 1805957418.0,
149 65686358.0 / 487910083.0
151 static const double b13[] = {
152 403863854.0 / 491063109.0,
155 -5068492393.0 / 434740067.0,
156 -411421997.0 / 543043805.0,
157 652783627.0 / 914296604.0,
158 11173962825.0 / 925320556.0,
159 -13158990841.0 / 6184727034.0,
160 3936647629.0 / 1978049680.0,
161 -160528059.0 / 685178525.0,
162 248638103.0 / 1413531060.0,
175 rk8pd_alloc (size_t dim)
177 rk8pd_state_t *state = (rk8pd_state_t *) malloc (sizeof (rk8pd_state_t));
182 GSL_ERROR_NULL ("failed to allocate space for rk8pd_state", GSL_ENOMEM);
185 state->ytmp = (double *) malloc (dim * sizeof (double));
187 if (state->ytmp == 0)
190 GSL_ERROR_NULL ("failed to allocate space for ytmp", GSL_ENOMEM);
193 state->y0 = (double *) malloc (dim * sizeof (double));
199 GSL_ERROR_NULL ("failed to allocate space for y0", GSL_ENOMEM);
202 for (i = 0; i < 13; i++)
204 state->k[i] = (double *) malloc (dim * sizeof (double));
206 if (state->k[i] == 0)
208 for (j = 0; j < i; j++)
215 GSL_ERROR_NULL ("failed to allocate space for k's", GSL_ENOMEM);
224 rk8pd_apply (void *vstate,
230 const double dydt_in[],
231 double dydt_out[], const gsl_odeiv_system * sys)
233 rk8pd_state_t *state = (rk8pd_state_t *) vstate;
237 double *const ytmp = state->ytmp;
238 double *const y0 = state->y0;
239 /* Note that k1 is stored in state->k[0] due to zero-based indexing */
240 double *const k1 = state->k[0];
241 double *const k2 = state->k[1];
242 double *const k3 = state->k[2];
243 double *const k4 = state->k[3];
244 double *const k5 = state->k[4];
245 double *const k6 = state->k[5];
246 double *const k7 = state->k[6];
247 double *const k8 = state->k[7];
248 double *const k9 = state->k[8];
249 double *const k10 = state->k[9];
250 double *const k11 = state->k[10];
251 double *const k12 = state->k[11];
252 double *const k13 = state->k[12];
254 DBL_MEMCPY (y0, y, dim);
259 DBL_MEMCPY (k1, dydt_in, dim);
263 int s = GSL_ODEIV_FN_EVAL (sys, t, y, k1);
265 if (s != GSL_SUCCESS)
271 for (i = 0; i < dim; i++)
272 ytmp[i] = y[i] + b21 * h * k1[i];
276 int s = GSL_ODEIV_FN_EVAL (sys, t + ah[0] * h, ytmp, k2);
278 if (s != GSL_SUCCESS)
284 for (i = 0; i < dim; i++)
285 ytmp[i] = y[i] + h * (b3[0] * k1[i] + b3[1] * k2[i]);
289 int s = GSL_ODEIV_FN_EVAL (sys, t + ah[1] * h, ytmp, k3);
291 if (s != GSL_SUCCESS)
297 for (i = 0; i < dim; i++)
298 ytmp[i] = y[i] + h * (b4[0] * k1[i] + b4[2] * k3[i]);
302 int s = GSL_ODEIV_FN_EVAL (sys, t + ah[2] * h, ytmp, k4);
304 if (s != GSL_SUCCESS)
310 for (i = 0; i < dim; i++)
311 ytmp[i] = y[i] + h * (b5[0] * k1[i] + b5[2] * k3[i] + b5[3] * k4[i]);
315 int s = GSL_ODEIV_FN_EVAL (sys, t + ah[3] * h, ytmp, k5);
317 if (s != GSL_SUCCESS)
323 for (i = 0; i < dim; i++)
324 ytmp[i] = y[i] + h * (b6[0] * k1[i] + b6[3] * k4[i] + b6[4] * k5[i]);
328 int s = GSL_ODEIV_FN_EVAL (sys, t + ah[4] * h, ytmp, k6);
330 if (s != GSL_SUCCESS)
336 for (i = 0; i < dim; i++)
338 y[i] + h * (b7[0] * k1[i] + b7[3] * k4[i] + b7[4] * k5[i] +
343 int s = GSL_ODEIV_FN_EVAL (sys, t + ah[5] * h, ytmp, k7);
345 if (s != GSL_SUCCESS)
351 for (i = 0; i < dim; i++)
353 y[i] + h * (b8[0] * k1[i] + b8[3] * k4[i] + b8[4] * k5[i] +
354 b8[5] * k6[i] + b8[6] * k7[i]);
358 int s = GSL_ODEIV_FN_EVAL (sys, t + ah[6] * h, ytmp, k8);
360 if (s != GSL_SUCCESS)
366 for (i = 0; i < dim; i++)
368 y[i] + h * (b9[0] * k1[i] + b9[3] * k4[i] + b9[4] * k5[i] +
369 b9[5] * k6[i] + b9[6] * k7[i] + b9[7] * k8[i]);
373 int s = GSL_ODEIV_FN_EVAL (sys, t + ah[7] * h, ytmp, k9);
375 if (s != GSL_SUCCESS)
381 for (i = 0; i < dim; i++)
383 y[i] + h * (b10[0] * k1[i] + b10[3] * k4[i] + b10[4] * k5[i] +
384 b10[5] * k6[i] + b10[6] * k7[i] + b10[7] * k8[i] +
389 int s = GSL_ODEIV_FN_EVAL (sys, t + ah[8] * h, ytmp, k10);
391 if (s != GSL_SUCCESS)
397 for (i = 0; i < dim; i++)
399 y[i] + h * (b11[0] * k1[i] + b11[3] * k4[i] + b11[4] * k5[i] +
400 b11[5] * k6[i] + b11[6] * k7[i] + b11[7] * k8[i] +
401 b11[8] * k9[i] + b11[9] * k10[i]);
405 int s = GSL_ODEIV_FN_EVAL (sys, t + ah[9] * h, ytmp, k11);
407 if (s != GSL_SUCCESS)
413 for (i = 0; i < dim; i++)
415 y[i] + h * (b12[0] * k1[i] + b12[3] * k4[i] + b12[4] * k5[i] +
416 b12[5] * k6[i] + b12[6] * k7[i] + b12[7] * k8[i] +
417 b12[8] * k9[i] + b12[9] * k10[i] + b12[10] * k11[i]);
421 int s = GSL_ODEIV_FN_EVAL (sys, t + h, ytmp, k12);
423 if (s != GSL_SUCCESS)
429 for (i = 0; i < dim; i++)
431 y[i] + h * (b13[0] * k1[i] + b13[3] * k4[i] + b13[4] * k5[i] +
432 b13[5] * k6[i] + b13[6] * k7[i] + b13[7] * k8[i] +
433 b13[8] * k9[i] + b13[9] * k10[i] + b13[10] * k11[i] +
438 int s = GSL_ODEIV_FN_EVAL (sys, t + h, ytmp, k13);
440 if (s != GSL_SUCCESS)
447 for (i = 0; i < dim; i++)
450 Abar[0] * k1[i] + Abar[5] * k6[i] + Abar[6] * k7[i] +
451 Abar[7] * k8[i] + Abar[8] * k9[i] + Abar[9] * k10[i] +
452 Abar[10] * k11[i] + Abar[11] * k12[i] + Abar[12] * k13[i];
456 /* Evaluate dydt_out[]. */
458 if (dydt_out != NULL)
460 int s = GSL_ODEIV_FN_EVAL (sys, t + h, y, dydt_out);
462 if (s != GSL_SUCCESS)
464 /* Restore initial values */
465 DBL_MEMCPY (y, y0, dim);
471 for (i = 0; i < dim; i++)
474 Abar[0] * k1[i] + Abar[5] * k6[i] + Abar[6] * k7[i] +
475 Abar[7] * k8[i] + Abar[8] * k9[i] + Abar[9] * k10[i] +
476 Abar[10] * k11[i] + Abar[11] * k12[i] + Abar[12] * k13[i];
478 A[0] * k1[i] + A[5] * k6[i] + A[6] * k7[i] + A[7] * k8[i] +
479 A[8] * k9[i] + A[9] * k10[i] + A[10] * k11[i] + A[11] * k12[i];
480 yerr[i] = h * (ksum7 - ksum8);
487 rk8pd_reset (void *vstate, size_t dim)
489 rk8pd_state_t *state = (rk8pd_state_t *) vstate;
493 for (i = 0; i < 13; i++)
495 DBL_ZERO_MEMSET (state->k[i], dim);
498 DBL_ZERO_MEMSET (state->y0, dim);
499 DBL_ZERO_MEMSET (state->ytmp, dim);
505 rk8pd_order (void *vstate)
507 rk8pd_state_t *state = (rk8pd_state_t *) vstate;
508 state = 0; /* prevent warnings about unused parameters */
513 rk8pd_free (void *vstate)
515 rk8pd_state_t *state = (rk8pd_state_t *) vstate;
518 for (i = 0; i < 13; i++)
527 static const gsl_odeiv_step_type rk8pd_type = { "rk8pd", /* name */
528 1, /* can use dydt_in */
529 1, /* gives exact dydt_out */
537 const gsl_odeiv_step_type *gsl_odeiv_step_rk8pd = &rk8pd_type;