subroutine lsoda (f, neq, y, t, tout, itol, rtol, atol, itask, 1 istate, iopt, rwork, lrw, iwork, liw, jac, jt) external f, jac integer neq, itol, itask, istate, iopt, lrw, iwork, liw, jt double precision y, t, tout, rtol, atol, rwork dimension neq(1), y(1), rtol(1), atol(1), rwork(lrw), iwork(liw) c----------------------------------------------------------------------- c this is the 24 feb 1997 version of c lsoda.. livermore solver for ordinary differential equations, with c automatic method switching for stiff and nonstiff problems. c c this version is in double precision. c c lsoda solves the initial value problem for stiff or nonstiff c systems of first order ode-s, c dy/dt = f(t,y) , or, in component form, c dy(i)/dt = f(i) = f(i,t,y(1),y(2),...,y(neq)) (i = 1,...,neq). c c this a variant version of the lsode package. c it switches automatically between stiff and nonstiff methods. c this means that the user does not have to determine whether the c problem is stiff or not, and the solver will automatically choose the c appropriate method. it always starts with the nonstiff method. c c authors.. c linda r. petzold and alan c. hindmarsh, c computing and mathematics research division, l-316 c lawrence livermore national laboratory c livermore, ca 94550. c c references.. c 1. alan c. hindmarsh, odepack, a systematized collection of ode c solvers, in scientific computing, r. s. stepleman et al. (eds.), c north-holland, amsterdam, 1983, pp. 55-64. c 2. linda r. petzold, automatic selection of methods for solving c stiff and nonstiff systems of ordinary differential equations, c siam j. sci. stat. comput. 4 (1983), pp. 136-148. c----------------------------------------------------------------------- c summary of usage. c c communication between the user and the lsoda package, for normal c situations, is summarized here. this summary describes only a subset c of the full set of options available. see the full description for c details, including alternative treatment of the jacobian matrix, c optional inputs and outputs, nonstandard options, and c instructions for special situations. see also the example c problem (with program and output) following this summary. c c a. first provide a subroutine of the form.. c subroutine f (neq, t, y, ydot) c dimension y(neq), ydot(neq) c which supplies the vector function f by loading ydot(i) with f(i). c c b. write a main program which calls subroutine lsoda once for c each point at which answers are desired. this should also provide c for possible use of logical unit 6 for output of error messages c by lsoda. on the first call to lsoda, supply arguments as follows.. c f = name of subroutine for right-hand side vector f. c this name must be declared external in calling program. c neq = number of first order ode-s. c y = array of initial values, of length neq. c t = the initial value of the independent variable. c tout = first point where output is desired (.ne. t). c itol = 1 or 2 according as atol (below) is a scalar or array. c rtol = relative tolerance parameter (scalar). c atol = absolute tolerance parameter (scalar or array). c the estimated local error in y(i) will be controlled so as c to be less than c ewt(i) = rtol*abs(y(i)) + atol if itol = 1, or c ewt(i) = rtol*abs(y(i)) + atol(i) if itol = 2. c thus the local error test passes if, in each component, c either the absolute error is less than atol (or atol(i)), c or the relative error is less than rtol. c use rtol = 0.0 for pure absolute error control, and c use atol = 0.0 (or atol(i) = 0.0) for pure relative error c control. caution.. actual (global) errors may exceed these c local tolerances, so choose them conservatively. c itask = 1 for normal computation of output values of y at t = tout. c istate = integer flag (input and output). set istate = 1. c iopt = 0 to indicate no optional inputs used. c rwork = real work array of length at least.. c 22 + neq * max(16, neq + 9). c see also paragraph e below. c lrw = declared length of rwork (in user-s dimension). c iwork = integer work array of length at least 20 + neq. c liw = declared length of iwork (in user-s dimension). c jac = name of subroutine for jacobian matrix. c use a dummy name. see also paragraph e below. c jt = jacobian type indicator. set jt = 2. c see also paragraph e below. c note that the main program must declare arrays y, rwork, iwork, c and possibly atol. c c c. the output from the first call (or any call) is.. c y = array of computed values of y(t) vector. c t = corresponding value of independent variable (normally tout). c istate = 2 if lsoda was successful, negative otherwise. c -1 means excess work done on this call (perhaps wrong jt). c -2 means excess accuracy requested (tolerances too small). c -3 means illegal input detected (see printed message). c -4 means repeated error test failures (check all inputs). c -5 means repeated convergence failures (perhaps bad jacobian c supplied or wrong choice of jt or tolerances). c -6 means error weight became zero during problem. (solution c component i vanished, and atol or atol(i) = 0.) c -7 means work space insufficient to finish (see messages). c c d. to continue the integration after a successful return, simply c reset tout and call lsoda again. no other parameters need be reset. c c e. note.. if and when lsoda regards the problem as stiff, and c switches methods accordingly, it must make use of the neq by neq c jacobian matrix, j = df/dy. for the sake of simplicity, the c inputs to lsoda recommended in paragraph b above cause lsoda to c treat j as a full matrix, and to approximate it internally by c difference quotients. alternatively, j can be treated as a band c matrix (with great potential reduction in the size of the rwork c array). also, in either the full or banded case, the user can supply c j in closed form, with a routine whose name is passed as the jac c argument. these alternatives are described in the paragraphs on c rwork, jac, and jt in the full description of the call sequence below. c c----------------------------------------------------------------------- c example problem. c c the following is a simple example problem, with the coding c needed for its solution by lsoda. the problem is from chemical c kinetics, and consists of the following three rate equations.. c dy1/dt = -.04*y1 + 1.e4*y2*y3 c dy2/dt = .04*y1 - 1.e4*y2*y3 - 3.e7*y2**2 c dy3/dt = 3.e7*y2**2 c on the interval from t = 0.0 to t = 4.e10, with initial conditions c y1 = 1.0, y2 = y3 = 0. the problem is stiff. c c the following coding solves this problem with lsoda, c printing results at t = .4, 4., ..., 4.e10. it uses c itol = 2 and atol much smaller for y2 than y1 or y3 because c y2 has much smaller values. c at the end of the run, statistical quantities of interest are c printed (see optional outputs in the full description below). c c external fex c double precision atol, rtol, rwork, t, tout, y c dimension y(3), atol(3), rwork(70), iwork(23) c neq = 3 c y(1) = 1.0d0 c y(2) = 0.0d0 c y(3) = 0.0d0 c t = 0.0d0 c tout = 0.4d0 c itol = 2 c rtol = 1.0d-4 c atol(1) = 1.0d-6 c atol(2) = 1.0d-10 c atol(3) = 1.0d-6 c itask = 1 c istate = 1 c iopt = 0 c lrw = 70 c liw = 23 c jt = 2 c do 40 iout = 1,12 c call lsoda(fex,neq,y,t,tout,itol,rtol,atol,itask,istate, c 1 iopt,rwork,lrw,iwork,liw,jdum,jt) c write(6,20)t,y(1),y(2),y(3) c 20 format(7h at t =,e12.4,6h y =,3e14.6) c if (istate .lt. 0) go to 80 c 40 tout = tout*10.0d0 c write(6,60)iwork(11),iwork(12),iwork(13),iwork(19),rwork(15) c 60 format(/12h no. steps =,i4,11h no. f-s =,i4,11h no. j-s =,i4/ c 1 19h method last used =,i2,25h last switch was at t =,e12.4) c stop c 80 write(6,90)istate c 90 format(///22h error halt.. istate =,i3) c stop c end c c subroutine fex (neq, t, y, ydot) c double precision t, y, ydot c dimension y(3), ydot(3) c ydot(1) = -.04d0*y(1) + 1.0d4*y(2)*y(3) c ydot(3) = 3.0d7*y(2)*y(2) c ydot(2) = -ydot(1) - ydot(3) c return c end c c the output of this program (on a cdc-7600 in single precision) c is as follows.. c c at t = 4.0000e-01 y = 9.851712e-01 3.386380e-05 1.479493e-02 c at t = 4.0000e+00 y = 9.055333e-01 2.240655e-05 9.444430e-02 c at t = 4.0000e+01 y = 7.158403e-01 9.186334e-06 2.841505e-01 c at t = 4.0000e+02 y = 4.505250e-01 3.222964e-06 5.494717e-01 c at t = 4.0000e+03 y = 1.831975e-01 8.941774e-07 8.168016e-01 c at t = 4.0000e+04 y = 3.898730e-02 1.621940e-07 9.610125e-01 c at t = 4.0000e+05 y = 4.936363e-03 1.984221e-08 9.950636e-01 c at t = 4.0000e+06 y = 5.161831e-04 2.065786e-09 9.994838e-01 c at t = 4.0000e+07 y = 5.179817e-05 2.072032e-10 9.999482e-01 c at t = 4.0000e+08 y = 5.283401e-06 2.113371e-11 9.999947e-01 c at t = 4.0000e+09 y = 4.659031e-07 1.863613e-12 9.999995e-01 c at t = 4.0000e+10 y = 1.404280e-08 5.617126e-14 1.000000e+00 c c no. steps = 361 no. f-s = 693 no. j-s = 64 c method last used = 2 last switch was at t = 6.0092e-03 c----------------------------------------------------------------------- c full description of user interface to lsoda. c c the user interface to lsoda consists of the following parts. c c i. the call sequence to subroutine lsoda, which is a driver c routine for the solver. this includes descriptions of both c the call sequence arguments and of user-supplied routines. c following these descriptions is a description of c optional inputs available through the call sequence, and then c a description of optional outputs (in the work arrays). c c ii. descriptions of other routines in the lsoda package that may be c (optionally) called by the user. these provide the ability to c alter error message handling, save and restore the internal c common, and obtain specified derivatives of the solution y(t). c c iii. descriptions of common blocks to be declared in overlay c or similar environments, or to be saved when doing an interrupt c of the problem and continued solution later. c c iv. description of a subroutine in the lsoda package, c which the user may replace with his own version, if desired. c this relates to the measurement of errors. c c----------------------------------------------------------------------- c part i. call sequence. c c the call sequence parameters used for input only are c f, neq, tout, itol, rtol, atol, itask, iopt, lrw, liw, jac, jt, c and those used for both input and output are c y, t, istate. c the work arrays rwork and iwork are also used for conditional and c optional inputs and optional outputs. (the term output here refers c to the return from subroutine lsoda to the user-s calling program.) c c the legality of input parameters will be thoroughly checked on the c initial call for the problem, but not checked thereafter unless a c change in input parameters is flagged by istate = 3 on input. c c the descriptions of the call arguments are as follows. c c f = the name of the user-supplied subroutine defining the c ode system. the system must be put in the first-order c form dy/dt = f(t,y), where f is a vector-valued function c of the scalar t and the vector y. subroutine f is to c compute the function f. it is to have the form c subroutine f (neq, t, y, ydot) c dimension y(1), ydot(1) c where neq, t, and y are input, and the array ydot = f(t,y) c is output. y and ydot are arrays of length neq. c (in the dimension statement above, 1 is a dummy c dimension.. it can be replaced by any value.) c subroutine f should not alter y(1),...,y(neq). c f must be declared external in the calling program. c c subroutine f may access user-defined quantities in c neq(2),... and/or in y(neq(1)+1),... if neq is an array c (dimensioned in f) and/or y has length exceeding neq(1). c see the descriptions of neq and y below. c c if quantities computed in the f routine are needed c externally to lsoda, an extra call to f should be made c for this purpose, for consistent and accurate results. c if only the derivative dy/dt is needed, use intdy instead. c c neq = the size of the ode system (number of first order c ordinary differential equations). used only for input. c neq may be decreased, but not increased, during the problem. c if neq is decreased (with istate = 3 on input), the c remaining components of y should be left undisturbed, if c these are to be accessed in f and/or jac. c c normally, neq is a scalar, and it is generally referred to c as a scalar in this user interface description. however, c neq may be an array, with neq(1) set to the system size. c (the lsoda package accesses only neq(1).) in either case, c this parameter is passed as the neq argument in all calls c to f and jac. hence, if it is an array, locations c neq(2),... may be used to store other integer data and pass c it to f and/or jac. subroutines f and/or jac must include c neq in a dimension statement in that case. c c y = a real array for the vector of dependent variables, of c length neq or more. used for both input and output on the c first call (istate = 1), and only for output on other calls. c on the first call, y must contain the vector of initial c values. on output, y contains the computed solution vector, c evaluated at t. if desired, the y array may be used c for other purposes between calls to the solver. c c this array is passed as the y argument in all calls to c f and jac. hence its length may exceed neq, and locations c y(neq+1),... may be used to store other real data and c pass it to f and/or jac. (the lsoda package accesses only c y(1),...,y(neq).) c c t = the independent variable. on input, t is used only on the c first call, as the initial point of the integration. c on output, after each call, t is the value at which a c computed solution y is evaluated (usually the same as tout). c on an error return, t is the farthest point reached. c c tout = the next value of t at which a computed solution is desired. c used only for input. c c when starting the problem (istate = 1), tout may be equal c to t for one call, then should .ne. t for the next call. c for the initial t, an input value of tout .ne. t is used c in order to determine the direction of the integration c (i.e. the algebraic sign of the step sizes) and the rough c scale of the problem. integration in either direction c (forward or backward in t) is permitted. c c if itask = 2 or 5 (one-step modes), tout is ignored after c the first call (i.e. the first call with tout .ne. t). c otherwise, tout is required on every call. c c if itask = 1, 3, or 4, the values of tout need not be c monotone, but a value of tout which backs up is limited c to the current internal t interval, whose endpoints are c tcur - hu and tcur (see optional outputs, below, for c tcur and hu). c c itol = an indicator for the type of error control. see c description below under atol. used only for input. c c rtol = a relative error tolerance parameter, either a scalar or c an array of length neq. see description below under atol. c input only. c c atol = an absolute error tolerance parameter, either a scalar or c an array of length neq. input only. c c the input parameters itol, rtol, and atol determine c the error control performed by the solver. the solver will c control the vector e = (e(i)) of estimated local errors c in y, according to an inequality of the form c max-norm of ( e(i)/ewt(i) ) .le. 1, c where ewt = (ewt(i)) is a vector of positive error weights. c the values of rtol and atol should all be non-negative. c the following table gives the types (scalar/array) of c rtol and atol, and the corresponding form of ewt(i). c c itol rtol atol ewt(i) c 1 scalar scalar rtol*abs(y(i)) + atol c 2 scalar array rtol*abs(y(i)) + atol(i) c 3 array scalar rtol(i)*abs(y(i)) + atol c 4 array array rtol(i)*abs(y(i)) + atol(i) c c when either of these parameters is a scalar, it need not c be dimensioned in the user-s calling program. c c if none of the above choices (with itol, rtol, and atol c fixed throughout the problem) is suitable, more general c error controls can be obtained by substituting a c user-supplied routine for the setting of ewt. c see part iv below. c c if global errors are to be estimated by making a repeated c run on the same problem with smaller tolerances, then all c components of rtol and atol (i.e. of ewt) should be scaled c down uniformly. c c itask = an index specifying the task to be performed. c input only. itask has the following values and meanings. c 1 means normal computation of output values of y(t) at c t = tout (by overshooting and interpolating). c 2 means take one step only and return. c 3 means stop at the first internal mesh point at or c beyond t = tout and return. c 4 means normal computation of output values of y(t) at c t = tout but without overshooting t = tcrit. c tcrit must be input as rwork(1). tcrit may be equal to c or beyond tout, but not behind it in the direction of c integration. this option is useful if the problem c has a singularity at or beyond t = tcrit. c 5 means take one step, without passing tcrit, and return. c tcrit must be input as rwork(1). c c note.. if itask = 4 or 5 and the solver reaches tcrit c (within roundoff), it will return t = tcrit (exactly) to c indicate this (unless itask = 4 and tout comes before tcrit, c in which case answers at t = tout are returned first). c c istate = an index used for input and output to specify the c the state of the calculation. c c on input, the values of istate are as follows. c 1 means this is the first call for the problem c (initializations will be done). see note below. c 2 means this is not the first call, and the calculation c is to continue normally, with no change in any input c parameters except possibly tout and itask. c (if itol, rtol, and/or atol are changed between calls c with istate = 2, the new values will be used but not c tested for legality.) c 3 means this is not the first call, and the c calculation is to continue normally, but with c a change in input parameters other than c tout and itask. changes are allowed in c neq, itol, rtol, atol, iopt, lrw, liw, jt, ml, mu, c and any optional inputs except h0, mxordn, and mxords. c (see iwork description for ml and mu.) c note.. a preliminary call with tout = t is not counted c as a first call here, as no initialization or checking of c input is done. (such a call is sometimes useful for the c purpose of outputting the initial conditions.) c thus the first call for which tout .ne. t requires c istate = 1 on input. c c on output, istate has the following values and meanings. c 1 means nothing was done, as tout was equal to t with c istate = 1 on input. (however, an internal counter was c set to detect and prevent repeated calls of this type.) c 2 means the integration was performed successfully. c -1 means an excessive amount of work (more than mxstep c steps) was done on this call, before completing the c requested task, but the integration was otherwise c successful as far as t. (mxstep is an optional input c and is normally 500.) to continue, the user may c simply reset istate to a value .gt. 1 and call again c (the excess work step counter will be reset to 0). c in addition, the user may increase mxstep to avoid c this error return (see below on optional inputs). c -2 means too much accuracy was requested for the precision c of the machine being used. this was detected before c completing the requested task, but the integration c was successful as far as t. to continue, the tolerance c parameters must be reset, and istate must be set c to 3. the optional output tolsf may be used for this c purpose. (note.. if this condition is detected before c taking any steps, then an illegal input return c (istate = -3) occurs instead.) c -3 means illegal input was detected, before taking any c integration steps. see written message for details. c note.. if the solver detects an infinite loop of calls c to the solver with illegal input, it will cause c the run to stop. c -4 means there were repeated error test failures on c one attempted step, before completing the requested c task, but the integration was successful as far as t. c the problem may have a singularity, or the input c may be inappropriate. c -5 means there were repeated convergence test failures on c one attempted step, before completing the requested c task, but the integration was successful as far as t. c this may be caused by an inaccurate jacobian matrix, c if one is being used. c -6 means ewt(i) became zero for some i during the c integration. pure relative error control (atol(i)=0.0) c was requested on a variable which has now vanished. c the integration was successful as far as t. c -7 means the length of rwork and/or iwork was too small to c proceed, but the integration was successful as far as t. c this happens when lsoda chooses to switch methods c but lrw and/or liw is too small for the new method. c c note.. since the normal output value of istate is 2, c it does not need to be reset for normal continuation. c also, since a negative input value of istate will be c regarded as illegal, a negative output value requires the c user to change it, and possibly other inputs, before c calling the solver again. c c iopt = an integer flag to specify whether or not any optional c inputs are being used on this call. input only. c the optional inputs are listed separately below. c iopt = 0 means no optional inputs are being used. c default values will be used in all cases. c iopt = 1 means one or more optional inputs are being used. c c rwork = a real array (double precision) for work space, and (in the c first 20 words) for conditional and optional inputs and c optional outputs. c as lsoda switches automatically between stiff and nonstiff c methods, the required length of rwork can change during the c problem. thus the rwork array passed to lsoda can either c have a static (fixed) length large enough for both methods, c or have a dynamic (changing) length altered by the calling c program in response to output from lsoda. c c --- fixed length case --- c if the rwork length is to be fixed, it should be at least c max (lrn, lrs), c where lrn and lrs are the rwork lengths required when the c current method is nonstiff or stiff, respectively. c c the separate rwork length requirements lrn and lrs are c as follows.. c if neq is constant and the maximum method orders have c their default values, then c lrn = 20 + 16*neq, c lrs = 22 + 9*neq + neq**2 if jt = 1 or 2, c lrs = 22 + 10*neq + (2*ml+mu)*neq if jt = 4 or 5. c under any other conditions, lrn and lrs are given by.. c lrn = 20 + nyh*(mxordn+1) + 3*neq, c lrs = 20 + nyh*(mxords+1) + 3*neq + lmat, c where c nyh = the initial value of neq, c mxordn = 12, unless a smaller value is given as an c optional input, c mxords = 5, unless a smaller value is given as an c optional input, c lmat = length of matrix work space.. c lmat = neq**2 + 2 if jt = 1 or 2, c lmat = (2*ml + mu + 1)*neq + 2 if jt = 4 or 5. c c --- dynamic length case --- c if the length of rwork is to be dynamic, then it should c be at least lrn or lrs, as defined above, depending on the c current method. initially, it must be at least lrn (since c lsoda starts with the nonstiff method). on any return c from lsoda, the optional output mcur indicates the current c method. if mcur differs from the value it had on the c previous return, or if there has only been one call to c lsoda and mcur is now 2, then lsoda has switched c methods during the last call, and the length of rwork c should be reset (to lrn if mcur = 1, or to lrs if c mcur = 2). (an increase in the rwork length is required c if lsoda returned istate = -7, but not otherwise.) c after resetting the length, call lsoda with istate = 3 c to signal that change. c c lrw = the length of the array rwork, as declared by the user. c (this will be checked by the solver.) c c iwork = an integer array for work space. c as lsoda switches automatically between stiff and nonstiff c methods, the required length of iwork can change during c problem, between c lis = 20 + neq and lin = 20, c respectively. thus the iwork array passed to lsoda can c either have a fixed length of at least 20 + neq, or have a c dynamic length of at least lin or lis, depending on the c current method. the comments on dynamic length under c rwork above apply here. initially, this length need c only be at least lin = 20. c c the first few words of iwork are used for conditional and c optional inputs and optional outputs. c c the following 2 words in iwork are conditional inputs.. c iwork(1) = ml these are the lower and upper c iwork(2) = mu half-bandwidths, respectively, of the c banded jacobian, excluding the main diagonal. c the band is defined by the matrix locations c (i,j) with i-ml .le. j .le. i+mu. ml and mu c must satisfy 0 .le. ml,mu .le. neq-1. c these are required if jt is 4 or 5, and c ignored otherwise. ml and mu may in fact be c the band parameters for a matrix to which c df/dy is only approximately equal. c c liw = the length of the array iwork, as declared by the user. c (this will be checked by the solver.) c c note.. the base addresses of the work arrays must not be c altered between calls to lsoda for the same problem. c the contents of the work arrays must not be altered c between calls, except possibly for the conditional and c optional inputs, and except for the last 3*neq words of rwork. c the latter space is used for internal scratch space, and so is c available for use by the user outside lsoda between calls, if c desired (but not for use by f or jac). c c jac = the name of the user-supplied routine to compute the c jacobian matrix, df/dy, if jt = 1 or 4. the jac routine c is optional, but if the problem is expected to be stiff much c of the time, you are encouraged to supply jac, for the sake c of efficiency. (alternatively, set jt = 2 or 5 to have c lsoda compute df/dy internally by difference quotients.) c if and when lsoda uses df/dy, if treats this neq by neq c matrix either as full (jt = 1 or 2), or as banded (jt = c 4 or 5) with half-bandwidths ml and mu (discussed under c iwork above). in either case, if jt = 1 or 4, the jac c routine must compute df/dy as a function of the scalar t c and the vector y. it is to have the form c subroutine jac (neq, t, y, ml, mu, pd, nrowpd) c dimension y(1), pd(nrowpd,1) c where neq, t, y, ml, mu, and nrowpd are input and the array c pd is to be loaded with partial derivatives (elements of c the jacobian matrix) on output. pd must be given a first c dimension of nrowpd. t and y have the same meaning as in c subroutine f. (in the dimension statement above, 1 is a c dummy dimension.. it can be replaced by any value.) c in the full matrix case (jt = 1), ml and mu are c ignored, and the jacobian is to be loaded into pd in c columnwise manner, with df(i)/dy(j) loaded into pd(i,j). c in the band matrix case (jt = 4), the elements c within the band are to be loaded into pd in columnwise c manner, with diagonal lines of df/dy loaded into the rows c of pd. thus df(i)/dy(j) is to be loaded into pd(i-j+mu+1,j). c ml and mu are the half-bandwidth parameters (see iwork). c the locations in pd in the two triangular areas which c correspond to nonexistent matrix elements can be ignored c or loaded arbitrarily, as they are overwritten by lsoda. c jac need not provide df/dy exactly. a crude c approximation (possibly with a smaller bandwidth) will do. c in either case, pd is preset to zero by the solver, c so that only the nonzero elements need be loaded by jac. c each call to jac is preceded by a call to f with the same c arguments neq, t, and y. thus to gain some efficiency, c intermediate quantities shared by both calculations may be c saved in a user common block by f and not recomputed by jac, c if desired. also, jac may alter the y array, if desired. c jac must be declared external in the calling program. c subroutine jac may access user-defined quantities in c neq(2),... and/or in y(neq(1)+1),... if neq is an array c (dimensioned in jac) and/or y has length exceeding neq(1). c see the descriptions of neq and y above. c c jt = jacobian type indicator. used only for input. c jt specifies how the jacobian matrix df/dy will be c treated, if and when lsoda requires this matrix. c jt has the following values and meanings.. c 1 means a user-supplied full (neq by neq) jacobian. c 2 means an internally generated (difference quotient) full c jacobian (using neq extra calls to f per df/dy value). c 4 means a user-supplied banded jacobian. c 5 means an internally generated banded jacobian (using c ml+mu+1 extra calls to f per df/dy evaluation). c if jt = 1 or 4, the user must supply a subroutine jac c (the name is arbitrary) as described above under jac. c if jt = 2 or 5, a dummy argument can be used. c----------------------------------------------------------------------- c optional inputs. c c the following is a list of the optional inputs provided for in the c call sequence. (see also part ii.) for each such input variable, c this table lists its name as used in this documentation, its c location in the call sequence, its meaning, and the default value. c the use of any of these inputs requires iopt = 1, and in that c case all of these inputs are examined. a value of zero for any c of these optional inputs will cause the default value to be used. c thus to use a subset of the optional inputs, simply preload c locations 5 to 10 in rwork and iwork to 0.0 and 0 respectively, and c then set those of interest to nonzero values. c c name location meaning and default value c c h0 rwork(5) the step size to be attempted on the first step. c the default value is determined by the solver. c c hmax rwork(6) the maximum absolute step size allowed. c the default value is infinite. c c hmin rwork(7) the minimum absolute step size allowed. c the default value is 0. (this lower bound is not c enforced on the final step before reaching tcrit c when itask = 4 or 5.) c c ixpr iwork(5) flag to generate extra printing at method switches. c ixpr = 0 means no extra printing (the default). c ixpr = 1 means print data on each switch. c t, h, and nst will be printed on the same logical c unit as used for error messages. c c mxstep iwork(6) maximum number of (internally defined) steps c allowed during one call to the solver. c the default value is 500. c c mxhnil iwork(7) maximum number of messages printed (per problem) c warning that t + h = t on a step (h = step size). c this must be positive to result in a non-default c value. the default value is 10. c c mxordn iwork(8) the maximum order to be allowed for the nonstiff c (adams) method. the default value is 12. c if mxordn exceeds the default value, it will c be reduced to the default value. c mxordn is held constant during the problem. c c mxords iwork(9) the maximum order to be allowed for the stiff c (bdf) method. the default value is 5. c if mxords exceeds the default value, it will c be reduced to the default value. c mxords is held constant during the problem. c----------------------------------------------------------------------- c optional outputs. c c as optional additional output from lsoda, the variables listed c below are quantities related to the performance of lsoda c which are available to the user. these are communicated by way of c the work arrays, but also have internal mnemonic names as shown. c except where stated otherwise, all of these outputs are defined c on any successful return from lsoda, and on any return with c istate = -1, -2, -4, -5, or -6. on an illegal input return c (istate = -3), they will be unchanged from their existing values c (if any), except possibly for tolsf, lenrw, and leniw. c on any error return, outputs relevant to the error will be defined, c as noted below. c c name location meaning c c hu rwork(11) the step size in t last used (successfully). c c hcur rwork(12) the step size to be attempted on the next step. c c tcur rwork(13) the current value of the independent variable c which the solver has actually reached, i.e. the c current internal mesh point in t. on output, tcur c will always be at least as far as the argument c t, but may be farther (if interpolation was done). c c tolsf rwork(14) a tolerance scale factor, greater than 1.0, c computed when a request for too much accuracy was c detected (istate = -3 if detected at the start of c the problem, istate = -2 otherwise). if itol is c left unaltered but rtol and atol are uniformly c scaled up by a factor of tolsf for the next call, c then the solver is deemed likely to succeed. c (the user may also ignore tolsf and alter the c tolerance parameters in any other way appropriate.) c c tsw rwork(15) the value of t at the time of the last method c switch, if any. c c nst iwork(11) the number of steps taken for the problem so far. c c nfe iwork(12) the number of f evaluations for the problem so far. c c nje iwork(13) the number of jacobian evaluations (and of matrix c lu decompositions) for the problem so far. c c nqu iwork(14) the method order last used (successfully). c c nqcur iwork(15) the order to be attempted on the next step. c c imxer iwork(16) the index of the component of largest magnitude in c the weighted local error vector ( e(i)/ewt(i) ), c on an error return with istate = -4 or -5. c c lenrw iwork(17) the length of rwork actually required, assuming c that the length of rwork is to be fixed for the c rest of the problem, and that switching may occur. c this is defined on normal returns and on an illegal c input return for insufficient storage. c c leniw iwork(18) the length of iwork actually required, assuming c that the length of iwork is to be fixed for the c rest of the problem, and that switching may occur. c this is defined on normal returns and on an illegal c input return for insufficient storage. c c mused iwork(19) the method indicator for the last successful step.. c 1 means adams (nonstiff), 2 means bdf (stiff). c c mcur iwork(20) the current method indicator.. c 1 means adams (nonstiff), 2 means bdf (stiff). c this is the method to be attempted c on the next step. thus it differs from mused c only if a method switch has just been made. c c the following two arrays are segments of the rwork array which c may also be of interest to the user as optional outputs. c for each array, the table below gives its internal name, c its base address in rwork, and its description. c c name base address description c c yh 21 the nordsieck history array, of size nyh by c (nqcur + 1), where nyh is the initial value c of neq. for j = 0,1,...,nqcur, column j+1 c of yh contains hcur**j/factorial(j) times c the j-th derivative of the interpolating c polynomial currently representing the solution, c evaluated at t = tcur. c c acor lacor array of size neq used for the accumulated c (from common corrections on each step, scaled on output c as noted) to represent the estimated local error in y c on the last step. this is the vector e in c the description of the error control. it is c defined only on a successful return from lsoda. c the base address lacor is obtained by c including in the user-s program the c following 3 lines.. c double precision rls c common /ls0001/ rls(218), ils(39) c lacor = ils(5) c c----------------------------------------------------------------------- c part ii. other routines callable. c c the following are optional calls which the user may make to c gain additional capabilities in conjunction with lsoda. c (the routines xsetun and xsetf are designed to conform to the c slatec error handling package.) c c form of call function c call xsetun(lun) set the logical unit number, lun, for c output of messages from lsoda, if c the default is not desired. c the default value of lun is 6. c c call xsetf(mflag) set a flag to control the printing of c messages by lsoda. c mflag = 0 means do not print. (danger.. c this risks losing valuable information.) c mflag = 1 means print (the default). c c either of the above calls may be made at c any time and will take effect immediately. c c call srcma(rsav,isav,job) saves and restores the contents of c the internal common blocks used by c lsoda (see part iii below). c rsav must be a real array of length 240 c or more, and isav must be an integer c array of length 50 or more. c job=1 means save common into rsav/isav. c job=2 means restore common from rsav/isav. c srcma is useful if one is c interrupting a run and restarting c later, or alternating between two or c more problems solved with lsoda. c c call intdy(,,,,,) provide derivatives of y, of various c (see below) orders, at a specified point t, if c desired. it may be called only after c a successful return from lsoda. c c the detailed instructions for using intdy are as follows. c the form of the call is.. c c call intdy (t, k, rwork(21), nyh, dky, iflag) c c the input parameters are.. c c t = value of independent variable where answers are desired c (normally the same as the t last returned by lsoda). c for valid results, t must lie between tcur - hu and tcur. c (see optional outputs for tcur and hu.) c k = integer order of the derivative desired. k must satisfy c 0 .le. k .le. nqcur, where nqcur is the current order c (see optional outputs). the capability corresponding c to k = 0, i.e. computing y(t), is already provided c by lsoda directly. since nqcur .ge. 1, the first c derivative dy/dt is always available with intdy. c rwork(21) = the base address of the history array yh. c nyh = column length of yh, equal to the initial value of neq. c c the output parameters are.. c c dky = a real array of length neq containing the computed value c of the k-th derivative of y(t). c iflag = integer flag, returned as 0 if k and t were legal, c -1 if k was illegal, and -2 if t was illegal. c on an error return, a message is also written. c----------------------------------------------------------------------- c part iii. common blocks. c c if lsoda is to be used in an overlay situation, the user c must declare, in the primary overlay, the variables in.. c (1) the call sequence to lsoda, c (2) the three internal common blocks c /ls0001/ of length 257 (218 double precision words c followed by 39 integer words), c /lsa001/ of length 31 (22 double precision words c followed by 9 integer words), c /eh0001/ of length 2 (integer words). c c if lsoda is used on a system in which the contents of internal c common blocks are not preserved between calls, the user should c declare the above common blocks in his main program to insure c that their contents are preserved. c c if the solution of a given problem by lsoda is to be interrupted c and then later continued, such as when restarting an interrupted run c or alternating between two or more problems, the user should save, c following the return from the last lsoda call prior to the c interruption, the contents of the call sequence variables and the c internal common blocks, and later restore these values before the c next lsoda call for that problem. to save and restore the common c blocks, use subroutine srcma (see part ii above). c c----------------------------------------------------------------------- c part iv. optionally replaceable solver routines. c c below is a description of a routine in the lsoda package which c relates to the measurement of errors, and can be c replaced by a user-supplied version, if desired. however, since such c a replacement may have a major impact on performance, it should be c done only when absolutely necessary, and only with great caution. c (note.. the means by which the package version of a routine is c superseded by the user-s version may be system-dependent.) c c (a) ewset. c the following subroutine is called just before each internal c integration step, and sets the array of error weights, ewt, as c described under itol/rtol/atol above.. c subroutine ewset (neq, itol, rtol, atol, ycur, ewt) c where neq, itol, rtol, and atol are as in the lsoda call sequence, c ycur contains the current dependent variable vector, and c ewt is the array of weights set by ewset. c c if the user supplies this subroutine, it must return in ewt(i) c (i = 1,...,neq) a positive quantity suitable for comparing errors c in y(i) to. the ewt array returned by ewset is passed to the c vmnorm routine, and also used by lsoda in the computation c of the optional output imxer, and the increments for difference c quotient jacobians. c c in the user-supplied version of ewset, it may be desirable to use c the current values of derivatives of y. derivatives up to order nq c are available from the history array yh, described above under c optional outputs. in ewset, yh is identical to the ycur array, c extended to nq + 1 columns with a column length of nyh and scale c factors of h**j/factorial(j). on the first call for the problem, c given by nst = 0, nq is 1 and h is temporarily set to 1.0. c the quantities nq, nyh, h, and nst can be obtained by including c in ewset the statements.. c double precision h, rls c common /ls0001/ rls(218),ils(39) c nq = ils(35) c nyh = ils(14) c nst = ils(36) c h = rls(212) c thus, for example, the current value of dy/dt can be obtained as c ycur(nyh+i)/h (i=1,...,neq) (and the division by h is c unnecessary when nst = 0). c----------------------------------------------------------------------- c----------------------------------------------------------------------- c other routines in the lsoda package. c c in addition to subroutine lsoda, the lsoda package includes the c following subroutines and function routines.. c intdy computes an interpolated value of the y vector at t = tout. c stoda is the core integrator, which does one step of the c integration and the associated error control. c cfode sets all method coefficients and test constants. c prja computes and preprocesses the jacobian matrix j = df/dy c and the newton iteration matrix p = i - h*l0*j. c solsy manages solution of linear system in chord iteration. c ewset sets the error weight vector ewt before each step. c vmnorm computes the weighted max-norm of a vector. c fnorm computes the norm of a full matrix consistent with the c weighted max-norm on vectors. c bnorm computes the norm of a band matrix consistent with the c weighted max-norm on vectors. c srcma is a user-callable routine to save and restore c the contents of the internal common blocks. c dgefa and dgesl are routines from linpack for solving full c systems of linear algebraic equations. c dgbfa and dgbsl are routines from linpack for solving banded c linear systems. c daxpy, dscal, idamax, and ddot are basic linear algebra modules c (blas) used by the above linpack routines. c d1mach computes the unit roundoff in a machine-independent manner. c xerrwv, xsetun, and xsetf handle the printing of all error c messages and warnings. xerrwv is machine-dependent. c note.. vmnorm, fnorm, bnorm, idamax, ddot, and d1mach are function c routines. all the others are subroutines. c c the intrinsic and external routines used by lsoda are.. c dabs, dmax1, dmin1, dfloat, max0, min0, mod, dsign, dsqrt, and write. c c a block data subprogram is also included with the package, c for loading some of the variables in internal common. c c----------------------------------------------------------------------- c the following card is for optimized compilation on lll compilers. clll. optimize c----------------------------------------------------------------------- external prja, solsy integer illin, init, lyh, lewt, lacor, lsavf, lwm, liwm, 1 mxstep, mxhnil, nhnil, ntrep, nslast, nyh, iowns integer icf, ierpj, iersl, jcur, jstart, kflag, l, meth, miter, 1 maxord, maxcor, msbp, mxncf, n, nq, nst, nfe, nje, nqu integer insufr, insufi, ixpr, iowns2, jtyp, mused, mxordn, mxords integer i, i1, i2, iflag, imxer, kgo, lf0, 1 leniw, lenrw, lenwm, ml, mord, mu, mxhnl0, mxstp0 integer len1, len1c, len1n, len1s, len2, leniwc, 1 lenrwc, lenrwn, lenrws double precision rowns, 1 ccmax, el0, h, hmin, hmxi, hu, rc, tn, uround double precision tsw, rowns2, pdnorm double precision atoli, ayi, big, ewti, h0, hmax, hmx, rh, rtoli, 1 tcrit, tdist, tnext, tol, tolsf, tp, size, sum, w0, 2 d1mach, vmnorm dimension mord(2) logical ihit c----------------------------------------------------------------------- c the following two internal common blocks contain c (a) variables which are local to any subroutine but whose values must c be preserved between calls to the routine (own variables), and c (b) variables which are communicated between subroutines. c the structure of each block is as follows.. all real variables are c listed first, followed by all integers. within each type, the c variables are grouped with those local to subroutine lsoda first, c then those local to subroutine stoda, and finally those used c for communication. the block ls0001 is declared in subroutines c lsoda, intdy, stoda, prja, and solsy. the block lsa001 is declared c in subroutines lsoda, stoda, and prja. groups of variables are c replaced by dummy arrays in the common declarations in routines c where those variables are not used. c----------------------------------------------------------------------- common /ls0001/ rowns(209), 1 ccmax, el0, h, hmin, hmxi, hu, rc, tn, uround, 2 illin, init, lyh, lewt, lacor, lsavf, lwm, liwm, 3 mxstep, mxhnil, nhnil, ntrep, nslast, nyh, iowns(6), 4 icf, ierpj, iersl, jcur, jstart, kflag, l, meth, miter, 5 maxord, maxcor, msbp, mxncf, n, nq, nst, nfe, nje, nqu common /lsa001/ tsw, rowns2(20), pdnorm, 1 insufr, insufi, ixpr, iowns2(2), jtyp, mused, mxordn, mxords c data mord(1),mord(2)/12,5/, mxstp0/500/, mxhnl0/10/ c----------------------------------------------------------------------- c block a. c this code block is executed on every call. c it tests istate and itask for legality and branches appropriately. c if istate .gt. 1 but the flag init shows that initialization has c not yet been done, an error return occurs. c if istate = 1 and tout = t, jump to block g and return immediately. c----------------------------------------------------------------------- if (istate .lt. 1 .or. istate .gt. 3) go to 601 if (itask .lt. 1 .or. itask .gt. 5) go to 602 if (istate .eq. 1) go to 10 if (init .eq. 0) go to 603 if (istate .eq. 2) go to 200 go to 20 10 init = 0 if (tout .eq. t) go to 430 20 ntrep = 0 c----------------------------------------------------------------------- c block b. c the next code block is executed for the initial call (istate = 1), c or for a continuation call with parameter changes (istate = 3). c it contains checking of all inputs and various initializations. c c first check legality of the non-optional inputs neq, itol, iopt, c jt, ml, and mu. c----------------------------------------------------------------------- if (neq(1) .le. 0) go to 604 if (istate .eq. 1) go to 25 if (neq(1) .gt. n) go to 605 25 n = neq(1) if (itol .lt. 1 .or. itol .gt. 4) go to 606 if (iopt .lt. 0 .or. iopt .gt. 1) go to 607 if (jt .eq. 3 .or. jt .lt. 1 .or. jt .gt. 5) go to 608 jtyp = jt if (jt .le. 2) go to 30 ml = iwork(1) mu = iwork(2) if (ml .lt. 0 .or. ml .ge. n) go to 609 if (mu .lt. 0 .or. mu .ge. n) go to 610 30 continue c next process and check the optional inputs. -------------------------- if (iopt .eq. 1) go to 40 ixpr = 0 mxstep = mxstp0 mxhnil = mxhnl0 hmxi = 0.0d0 hmin = 0.0d0 if (istate .ne. 1) go to 60 h0 = 0.0d0 mxordn = mord(1) mxords = mord(2) go to 60 40 ixpr = iwork(5) if (ixpr .lt. 0 .or. ixpr .gt. 1) go to 611 mxstep = iwork(6) if (mxstep .lt. 0) go to 612 if (mxstep .eq. 0) mxstep = mxstp0 mxhnil = iwork(7) if (mxhnil .lt. 0) go to 613 if (mxhnil .eq. 0) mxhnil = mxhnl0 if (istate .ne. 1) go to 50 h0 = rwork(5) mxordn = iwork(8) if (mxordn .lt. 0) go to 628 if (mxordn .eq. 0) mxordn = 100 mxordn = min0(mxordn,mord(1)) mxords = iwork(9) if (mxords .lt. 0) go to 629 if (mxords .eq. 0) mxords = 100 mxords = min0(mxords,mord(2)) if ((tout - t)*h0 .lt. 0.0d0) go to 614 50 hmax = rwork(6) if (hmax .lt. 0.0d0) go to 615 hmxi = 0.0d0 if (hmax .gt. 0.0d0) hmxi = 1.0d0/hmax hmin = rwork(7) if (hmin .lt. 0.0d0) go to 616 c----------------------------------------------------------------------- c set work array pointers and check lengths lrw and liw. c if istate = 1, meth is initialized to 1 here to facilitate the c checking of work space lengths. c pointers to segments of rwork and iwork are named by prefixing l to c the name of the segment. e.g., the segment yh starts at rwork(lyh). c segments of rwork (in order) are denoted yh, wm, ewt, savf, acor. c if the lengths provided are insufficient for the current method, c an error return occurs. this is treated as illegal input on the c first call, but as a problem interruption with istate = -7 on a c continuation call. if the lengths are sufficient for the current c method but not for both methods, a warning message is sent. c----------------------------------------------------------------------- 60 if (istate .eq. 1) meth = 1 if (istate .eq. 1) nyh = n lyh = 21 len1n = 20 + (mxordn + 1)*nyh len1s = 20 + (mxords + 1)*nyh lwm = len1s + 1 if (jt .le. 2) lenwm = n*n + 2 if (jt .ge. 4) lenwm = (2*ml + mu + 1)*n + 2 len1s = len1s + lenwm len1c = len1n if (meth .eq. 2) len1c = len1s len1 = max0(len1n,len1s) len2 = 3*n lenrw = len1 + len2 lenrwn = len1n + len2 lenrws = len1s + len2 lenrwc = len1c + len2 iwork(17) = lenrw liwm = 1 leniw = 20 + n leniwc = 20 if (meth .eq. 2) leniwc = leniw iwork(18) = leniw if (istate .eq. 1 .and. lrw .lt. lenrwc) go to 617 if (istate .eq. 1 .and. liw .lt. leniwc) go to 618 if (istate .eq. 3 .and. lrw .lt. lenrwc) go to 550 if (istate .eq. 3 .and. liw .lt. leniwc) go to 555 lewt = len1 + 1 insufr = 0 if (lrw .ge. lenrw) go to 65 insufr = 2 lewt = len1c + 1 call xerrwv( 1 60hlsoda-- warning.. rwork length is sufficient for now, but , 1 60, 103, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) call xerrwv( 1 60h may not be later. integration will proceed anyway. , 1 60, 103, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) call xerrwv( 1 50h length needed is lenrw = i1, while lrw = i2., 1 50, 103, 0, 2, lenrw, lrw, 0, 0.0d0, 0.0d0) 65 lsavf = lewt + n lacor = lsavf + n insufi = 0 if (liw .ge. leniw) go to 70 insufi = 2 call xerrwv( 1 60hlsoda-- warning.. iwork length is sufficient for now, but , 1 60, 104, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) call xerrwv( 1 60h may not be later. integration will proceed anyway. , 1 60, 104, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) call xerrwv( 1 50h length needed is leniw = i1, while liw = i2., 1 50, 104, 0, 2, leniw, liw, 0, 0.0d0, 0.0d0) 70 continue c check rtol and atol for legality. ------------------------------------ rtoli = rtol(1) atoli = atol(1) do 75 i = 1,n if (itol .ge. 3) rtoli = rtol(i) if (itol .eq. 2 .or. itol .eq. 4) atoli = atol(i) if (rtoli .lt. 0.0d0) go to 619 if (atoli .lt. 0.0d0) go to 620 75 continue if (istate .eq. 1) go to 100 c if istate = 3, set flag to signal parameter changes to stoda. -------- jstart = -1 if (n .eq. nyh) go to 200 c neq was reduced. zero part of yh to avoid undefined references. ----- i1 = lyh + l*nyh i2 = lyh + (maxord + 1)*nyh - 1 if (i1 .gt. i2) go to 200 do 95 i = i1,i2 95 rwork(i) = 0.0d0 go to 200 c----------------------------------------------------------------------- c block c. c the next block is for the initial call only (istate = 1). c it contains all remaining initializations, the initial call to f, c and the calculation of the initial step size. c the error weights in ewt are inverted after being loaded. c----------------------------------------------------------------------- 100 uround = d1mach(4) tn = t tsw = t maxord = mxordn if (itask .ne. 4 .and. itask .ne. 5) go to 110 tcrit = rwork(1) if ((tcrit - tout)*(tout - t) .lt. 0.0d0) go to 625 if (h0 .ne. 0.0d0 .and. (t + h0 - tcrit)*h0 .gt. 0.0d0) 1 h0 = tcrit - t 110 jstart = 0 nhnil = 0 nst = 0 nje = 0 nslast = 0 hu = 0.0d0 nqu = 0 mused = 0 miter = 0 ccmax = 0.3d0 maxcor = 3 msbp = 20 mxncf = 10 c initial call to f. (lf0 points to yh(*,2).) ------------------------- lf0 = lyh + nyh call f (neq, t, y, rwork(lf0)) nfe = 1 c load the initial value vector in yh. --------------------------------- do 115 i = 1,n 115 rwork(i+lyh-1) = y(i) c load and invert the ewt array. (h is temporarily set to 1.0.) ------- nq = 1 h = 1.0d0 call ewset (n, itol, rtol, atol, rwork(lyh), rwork(lewt)) do 120 i = 1,n if (rwork(i+lewt-1) .le. 0.0d0) go to 621 120 rwork(i+lewt-1) = 1.0d0/rwork(i+lewt-1) c----------------------------------------------------------------------- c the coding below computes the step size, h0, to be attempted on the c first step, unless the user has supplied a value for this. c first check that tout - t differs significantly from zero. c a scalar tolerance quantity tol is computed, as max(rtol(i)) c if this is positive, or max(atol(i)/abs(y(i))) otherwise, adjusted c so as to be between 100*uround and 1.0e-3. c then the computed value h0 is given by.. c c h0**(-2) = 1./(tol * w0**2) + tol * (norm(f))**2 c c where w0 = max ( abs(t), abs(tout) ), c f = the initial value of the vector f(t,y), and c norm() = the weighted vector norm used throughout, given by c the vmnorm function routine, and weighted by the c tolerances initially loaded into the ewt array. c the sign of h0 is inferred from the initial values of tout and t. c abs(h0) is made .le. abs(tout-t) in any case. c----------------------------------------------------------------------- if (h0 .ne. 0.0d0) go to 180 tdist = dabs(tout - t) w0 = dmax1(dabs(t),dabs(tout)) if (tdist .lt. 2.0d0*uround*w0) go to 622 tol = rtol(1) if (itol .le. 2) go to 140 do 130 i = 1,n 130 tol = dmax1(tol,rtol(i)) 140 if (tol .gt. 0.0d0) go to 160 atoli = atol(1) do 150 i = 1,n if (itol .eq. 2 .or. itol .eq. 4) atoli = atol(i) ayi = dabs(y(i)) if (ayi .ne. 0.0d0) tol = dmax1(tol,atoli/ayi) 150 continue 160 tol = dmax1(tol,100.0d0*uround) tol = dmin1(tol,0.001d0) sum = vmnorm (n, rwork(lf0), rwork(lewt)) sum = 1.0d0/(tol*w0*w0) + tol*sum**2 h0 = 1.0d0/dsqrt(sum) h0 = dmin1(h0,tdist) h0 = dsign(h0,tout-t) c adjust h0 if necessary to meet hmax bound. --------------------------- 180 rh = dabs(h0)*hmxi if (rh .gt. 1.0d0) h0 = h0/rh c load h with h0 and scale yh(*,2) by h0. ------------------------------ h = h0 do 190 i = 1,n 190 rwork(i+lf0-1) = h0*rwork(i+lf0-1) go to 270 c----------------------------------------------------------------------- c block d. c the next code block is for continuation calls only (istate = 2 or 3) c and is to check stop conditions before taking a step. c----------------------------------------------------------------------- 200 nslast = nst go to (210, 250, 220, 230, 240), itask 210 if ((tn - tout)*h .lt. 0.0d0) go to 250 call intdy (tout, 0, rwork(lyh), nyh, y, iflag) if (iflag .ne. 0) go to 627 t = tout go to 420 220 tp = tn - hu*(1.0d0 + 100.0d0*uround) if ((tp - tout)*h .gt. 0.0d0) go to 623 if ((tn - tout)*h .lt. 0.0d0) go to 250 t = tn go to 400 230 tcrit = rwork(1) if ((tn - tcrit)*h .gt. 0.0d0) go to 624 if ((tcrit - tout)*h .lt. 0.0d0) go to 625 if ((tn - tout)*h .lt. 0.0d0) go to 245 call intdy (tout, 0, rwork(lyh), nyh, y, iflag) if (iflag .ne. 0) go to 627 t = tout go to 420 240 tcrit = rwork(1) if ((tn - tcrit)*h .gt. 0.0d0) go to 624 245 hmx = dabs(tn) + dabs(h) ihit = dabs(tn - tcrit) .le. 100.0d0*uround*hmx if (ihit) t = tcrit if (ihit) go to 400 tnext = tn + h*(1.0d0 + 4.0d0*uround) if ((tnext - tcrit)*h .le. 0.0d0) go to 250 h = (tcrit - tn)*(1.0d0 - 4.0d0*uround) if (istate .eq. 2 .and. jstart .ge. 0) jstart = -2 c----------------------------------------------------------------------- c block e. c the next block is normally executed for all calls and contains c the call to the one-step core integrator stoda. c c this is a looping point for the integration steps. c c first check for too many steps being taken, update ewt (if not at c start of problem), check for too much accuracy being requested, and c check for h below the roundoff level in t. c----------------------------------------------------------------------- 250 continue if (meth .eq. mused) go to 255 if (insufr .eq. 1) go to 550 if (insufi .eq. 1) go to 555 255 if ((nst-nslast) .ge. mxstep) go to 500 call ewset (n, itol, rtol, atol, rwork(lyh), rwork(lewt)) do 260 i = 1,n if (rwork(i+lewt-1) .le. 0.0d0) go to 510 260 rwork(i+lewt-1) = 1.0d0/rwork(i+lewt-1) 270 tolsf = uround*vmnorm (n, rwork(lyh), rwork(lewt)) if (tolsf .le. 0.01d0) go to 280 tolsf = tolsf*200.0d0 if (nst .eq. 0) go to 626 go to 520 280 if ((tn + h) .ne. tn) go to 290 nhnil = nhnil + 1 if (nhnil .gt. mxhnil) go to 290 call xerrwv(50hlsoda-- warning..internal t (=r1) and h (=r2) are, 1 50, 101, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) call xerrwv( 1 60h such that in the machine, t + h = t on the next step , 1 60, 101, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) call xerrwv(50h (h = step size). solver will continue anyway, 1 50, 101, 0, 0, 0, 0, 2, tn, h) if (nhnil .lt. mxhnil) go to 290 call xerrwv(50hlsoda-- above warning has been issued i1 times. , 1 50, 102, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) call xerrwv(50h it will not be issued again for this problem, 1 50, 102, 0, 1, mxhnil, 0, 0, 0.0d0, 0.0d0) 290 continue c----------------------------------------------------------------------- c call stoda(neq,y,yh,nyh,yh,ewt,savf,acor,wm,iwm,f,jac,prja,solsy) c----------------------------------------------------------------------- call stoda (neq, y, rwork(lyh), nyh, rwork(lyh), rwork(lewt), 1 rwork(lsavf), rwork(lacor), rwork(lwm), iwork(liwm), 2 f, jac, prja, solsy) kgo = 1 - kflag go to (300, 530, 540), kgo c----------------------------------------------------------------------- c block f. c the following block handles the case of a successful return from the c core integrator (kflag = 0). c if a method switch was just made, record tsw, reset maxord, c set jstart to -1 to signal stoda to complete the switch, c and do extra printing of data if ixpr = 1. c then, in any case, check for stop conditions. c----------------------------------------------------------------------- 300 init = 1 if (meth .eq. mused) go to 310 tsw = tn maxord = mxordn if (meth .eq. 2) maxord = mxords if (meth .eq. 2) rwork(lwm) = dsqrt(uround) insufr = min0(insufr,1) insufi = min0(insufi,1) jstart = -1 if (ixpr .eq. 0) go to 310 if (meth .eq. 2) call xerrwv( 1 60hlsoda-- a switch to the bdf (stiff) method has occurred , 1 60, 105, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) if (meth .eq. 1) call xerrwv( 1 60hlsoda-- a switch to the adams (nonstiff) method has occurred, 1 60, 106, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) call xerrwv( 1 60h at t = r1, tentative step size h = r2, step nst = i1 , 1 60, 107, 0, 1, nst, 0, 2, tn, h) 310 go to (320, 400, 330, 340, 350), itask c itask = 1. if tout has been reached, interpolate. ------------------- 320 if ((tn - tout)*h .lt. 0.0d0) go to 250 call intdy (tout, 0, rwork(lyh), nyh, y, iflag) t = tout go to 420 c itask = 3. jump to exit if tout was reached. ------------------------ 330 if ((tn - tout)*h .ge. 0.0d0) go to 400 go to 250 c itask = 4. see if tout or tcrit was reached. adjust h if necessary. 340 if ((tn - tout)*h .lt. 0.0d0) go to 345 call intdy (tout, 0, rwork(lyh), nyh, y, iflag) t = tout go to 420 345 hmx = dabs(tn) + dabs(h) ihit = dabs(tn - tcrit) .le. 100.0d0*uround*hmx if (ihit) go to 400 tnext = tn + h*(1.0d0 + 4.0d0*uround) if ((tnext - tcrit)*h .le. 0.0d0) go to 250 h = (tcrit - tn)*(1.0d0 - 4.0d0*uround) if (jstart .ge. 0) jstart = -2 go to 250 c itask = 5. see if tcrit was reached and jump to exit. --------------- 350 hmx = dabs(tn) + dabs(h) ihit = dabs(tn - tcrit) .le. 100.0d0*uround*hmx c----------------------------------------------------------------------- c block g. c the following block handles all successful returns from lsoda. c if itask .ne. 1, y is loaded from yh and t is set accordingly. c istate is set to 2, the illegal input counter is zeroed, and the c optional outputs are loaded into the work arrays before returning. c if istate = 1 and tout = t, there is a return with no action taken, c except that if this has happened repeatedly, the run is terminated. c----------------------------------------------------------------------- 400 do 410 i = 1,n 410 y(i) = rwork(i+lyh-1) t = tn if (itask .ne. 4 .and. itask .ne. 5) go to 420 if (ihit) t = tcrit 420 istate = 2 illin = 0 rwork(11) = hu rwork(12) = h rwork(13) = tn rwork(15) = tsw iwork(11) = nst iwork(12) = nfe iwork(13) = nje iwork(14) = nqu iwork(15) = nq iwork(19) = mused iwork(20) = meth return c 430 ntrep = ntrep + 1 if (ntrep .lt. 5) return call xerrwv( 1 60hlsoda-- repeated calls with istate = 1 and tout = t (=r1) , 1 60, 301, 0, 0, 0, 0, 1, t, 0.0d0) go to 800 c----------------------------------------------------------------------- c block h. c the following block handles all unsuccessful returns other than c those for illegal input. first the error message routine is called. c if there was an error test or convergence test failure, imxer is set. c then y is loaded from yh, t is set to tn, and the illegal input c counter illin is set to 0. the optional outputs are loaded into c the work arrays before returning. c----------------------------------------------------------------------- c the maximum number of steps was taken before reaching tout. ---------- 500 call xerrwv(50hlsoda-- at current t (=r1), mxstep (=i1) steps , 1 50, 201, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) call xerrwv(50h taken on this call before reaching tout , 1 50, 201, 0, 1, mxstep, 0, 1, tn, 0.0d0) istate = -1 go to 580 c ewt(i) .le. 0.0 for some i (not at start of problem). ---------------- 510 ewti = rwork(lewt+i-1) call xerrwv(50hlsoda-- at t (=r1), ewt(i1) has become r2 .le. 0., 1 50, 202, 0, 1, i, 0, 2, tn, ewti) istate = -6 go to 580 c too much accuracy requested for machine precision. ------------------- 520 call xerrwv(50hlsoda-- at t (=r1), too much accuracy requested , 1 50, 203, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) call xerrwv(50h for precision of machine.. see tolsf (=r2) , 1 50, 203, 0, 0, 0, 0, 2, tn, tolsf) rwork(14) = tolsf istate = -2 go to 580 c kflag = -1. error test failed repeatedly or with abs(h) = hmin. ----- 530 call xerrwv(50hlsoda-- at t(=r1) and step size h(=r2), the error, 1 50, 204, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) call xerrwv(50h test failed repeatedly or with abs(h) = hmin, 1 50, 204, 0, 0, 0, 0, 2, tn, h) istate = -4 go to 560 c kflag = -2. convergence failed repeatedly or with abs(h) = hmin. ---- 540 call xerrwv(50hlsoda-- at t (=r1) and step size h (=r2), the , 1 50, 205, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) call xerrwv(50h corrector convergence failed repeatedly , 1 50, 205, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) call xerrwv(30h or with abs(h) = hmin , 1 30, 205, 0, 0, 0, 0, 2, tn, h) istate = -5 go to 560 c rwork length too small to proceed. ----------------------------------- 550 call xerrwv(50hlsoda-- at current t(=r1), rwork length too small, 1 50, 206, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) call xerrwv( 1 60h to proceed. the integration was otherwise successful., 1 60, 206, 0, 0, 0, 0, 1, tn, 0.0d0) istate = -7 go to 580 c iwork length too small to proceed. ----------------------------------- 555 call xerrwv(50hlsoda-- at current t(=r1), iwork length too small, 1 50, 207, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) call xerrwv( 1 60h to proceed. the integration was otherwise successful., 1 60, 207, 0, 0, 0, 0, 1, tn, 0.0d0) istate = -7 go to 580 c compute imxer if relevant. ------------------------------------------- 560 big = 0.0d0 imxer = 1 do 570 i = 1,n size = dabs(rwork(i+lacor-1)*rwork(i+lewt-1)) if (big .ge. size) go to 570 big = size imxer = i 570 continue iwork(16) = imxer c set y vector, t, illin, and optional outputs. ------------------------ 580 do 590 i = 1,n 590 y(i) = rwork(i+lyh-1) t = tn illin = 0 rwork(11) = hu rwork(12) = h rwork(13) = tn rwork(15) = tsw iwork(11) = nst iwork(12) = nfe iwork(13) = nje iwork(14) = nqu iwork(15) = nq iwork(19) = mused iwork(20) = meth return c----------------------------------------------------------------------- c block i. c the following block handles all error returns due to illegal input c (istate = -3), as detected before calling the core integrator. c first the error message routine is called. then if there have been c 5 consecutive such returns just before this call to the solver, c the run is halted. c----------------------------------------------------------------------- 601 call xerrwv(30hlsoda-- istate (=i1) illegal , 1 30, 1, 0, 1, istate, 0, 0, 0.0d0, 0.0d0) go to 700 602 call xerrwv(30hlsoda-- itask (=i1) illegal , 1 30, 2, 0, 1, itask, 0, 0, 0.0d0, 0.0d0) go to 700 603 call xerrwv(50hlsoda-- istate .gt. 1 but lsoda not initialized , 1 50, 3, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) go to 700 604 call xerrwv(30hlsoda-- neq (=i1) .lt. 1 , 1 30, 4, 0, 1, neq(1), 0, 0, 0.0d0, 0.0d0) go to 700 605 call xerrwv(50hlsoda-- istate = 3 and neq increased (i1 to i2) , 1 50, 5, 0, 2, n, neq(1), 0, 0.0d0, 0.0d0) go to 700 606 call xerrwv(30hlsoda-- itol (=i1) illegal , 1 30, 6, 0, 1, itol, 0, 0, 0.0d0, 0.0d0) go to 700 607 call xerrwv(30hlsoda-- iopt (=i1) illegal , 1 30, 7, 0, 1, iopt, 0, 0, 0.0d0, 0.0d0) go to 700 608 call xerrwv(30hlsoda-- jt (=i1) illegal , 1 30, 8, 0, 1, jt, 0, 0, 0.0d0, 0.0d0) go to 700 609 call xerrwv(50hlsoda-- ml (=i1) illegal.. .lt.0 or .ge.neq (=i2), 1 50, 9, 0, 2, ml, neq(1), 0, 0.0d0, 0.0d0) go to 700 610 call xerrwv(50hlsoda-- mu (=i1) illegal.. .lt.0 or .ge.neq (=i2), 1 50, 10, 0, 2, mu, neq(1), 0, 0.0d0, 0.0d0) go to 700 611 call xerrwv(30hlsoda-- ixpr (=i1) illegal , 1 30, 11, 0, 1, ixpr, 0, 0, 0.0d0, 0.0d0) go to 700 612 call xerrwv(30hlsoda-- mxstep (=i1) .lt. 0 , 1 30, 12, 0, 1, mxstep, 0, 0, 0.0d0, 0.0d0) go to 700 613 call xerrwv(30hlsoda-- mxhnil (=i1) .lt. 0 , 1 30, 13, 0, 1, mxhnil, 0, 0, 0.0d0, 0.0d0) go to 700 614 call xerrwv(40hlsoda-- tout (=r1) behind t (=r2) , 1 40, 14, 0, 0, 0, 0, 2, tout, t) call xerrwv(50h integration direction is given by h0 (=r1) , 1 50, 14, 0, 0, 0, 0, 1, h0, 0.0d0) go to 700 615 call xerrwv(30hlsoda-- hmax (=r1) .lt. 0.0 , 1 30, 15, 0, 0, 0, 0, 1, hmax, 0.0d0) go to 700 616 call xerrwv(30hlsoda-- hmin (=r1) .lt. 0.0 , 1 30, 16, 0, 0, 0, 0, 1, hmin, 0.0d0) go to 700 617 call xerrwv( 1 60hlsoda-- rwork length needed, lenrw (=i1), exceeds lrw (=i2), 1 60, 17, 0, 2, lenrw, lrw, 0, 0.0d0, 0.0d0) go to 700 618 call xerrwv( 1 60hlsoda-- iwork length needed, leniw (=i1), exceeds liw (=i2), 1 60, 18, 0, 2, leniw, liw, 0, 0.0d0, 0.0d0) go to 700 619 call xerrwv(40hlsoda-- rtol(i1) is r1 .lt. 0.0 , 1 40, 19, 0, 1, i, 0, 1, rtoli, 0.0d0) go to 700 620 call xerrwv(40hlsoda-- atol(i1) is r1 .lt. 0.0 , 1 40, 20, 0, 1, i, 0, 1, atoli, 0.0d0) go to 700 621 ewti = rwork(lewt+i-1) call xerrwv(40hlsoda-- ewt(i1) is r1 .le. 0.0 , 1 40, 21, 0, 1, i, 0, 1, ewti, 0.0d0) go to 700 622 call xerrwv( 1 60hlsoda-- tout (=r1) too close to t(=r2) to start integration, 1 60, 22, 0, 0, 0, 0, 2, tout, t) go to 700 623 call xerrwv( 1 60hlsoda-- itask = i1 and tout (=r1) behind tcur - hu (= r2) , 1 60, 23, 0, 1, itask, 0, 2, tout, tp) go to 700 624 call xerrwv( 1 60hlsoda-- itask = 4 or 5 and tcrit (=r1) behind tcur (=r2) , 1 60, 24, 0, 0, 0, 0, 2, tcrit, tn) go to 700 625 call xerrwv( 1 60hlsoda-- itask = 4 or 5 and tcrit (=r1) behind tout (=r2) , 1 60, 25, 0, 0, 0, 0, 2, tcrit, tout) go to 700 626 call xerrwv(50hlsoda-- at start of problem, too much accuracy , 1 50, 26, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) call xerrwv( 1 60h requested for precision of machine.. see tolsf (=r1) , 1 60, 26, 0, 0, 0, 0, 1, tolsf, 0.0d0) rwork(14) = tolsf go to 700 627 call xerrwv(50hlsoda-- trouble from intdy. itask = i1, tout = r1, 1 50, 27, 0, 1, itask, 0, 1, tout, 0.0d0) go to 700 628 call xerrwv(30hlsoda-- mxordn (=i1) .lt. 0 , 1 30, 28, 0, 1, mxordn, 0, 0, 0.0d0, 0.0d0) go to 700 629 call xerrwv(30hlsoda-- mxords (=i1) .lt. 0 , 1 30, 29, 0, 1, mxords, 0, 0, 0.0d0, 0.0d0) c 700 if (illin .eq. 5) go to 710 illin = illin + 1 istate = -3 return 710 call xerrwv(50hlsoda-- repeated occurrences of illegal input , 1 50, 302, 0, 0, 0, 0, 0, 0.0d0, 0.0d0) c 800 call xerrwv(50hlsoda-- run aborted.. apparent infinite loop , 1 50, 303, 2, 0, 0, 0, 0, 0.0d0, 0.0d0) return c----------------------- end of subroutine lsoda ----------------------- end double precision function bnorm (n, a, nra, ml, mu, w) clll. optimize c----------------------------------------------------------------------- c this function computes the norm of a banded n by n matrix, c stored in the array a, that is consistent with the weighted max-norm c on vectors, with weights stored in the array w. c ml and mu are the lower and upper half-bandwidths of the matrix. c nra is the first dimension of the a array, nra .ge. ml+mu+1. c in terms of the matrix elements a(i,j), the norm is given by.. c bnorm = max(i=1,...,n) ( w(i) * sum(j=1,...,n) abs(a(i,j))/w(j) ) c----------------------------------------------------------------------- integer n, nra, ml, mu integer i, i1, jlo, jhi, j double precision a, w double precision an, sum dimension a(nra,n), w(n) an = 0.0d0 do 20 i = 1,n sum = 0.0d0 i1 = i + mu + 1 jlo = max0(i-ml,1) jhi = min0(i+mu,n) do 10 j = jlo,jhi 10 sum = sum + dabs(a(i1-j,j))/w(j) an = dmax1(an,sum*w(i)) 20 continue bnorm = an return c----------------------- end of function bnorm ------------------------- end subroutine cfode (meth, elco, tesco) clll. optimize integer meth integer i, ib, nq, nqm1, nqp1 double precision elco, tesco double precision agamq, fnq, fnqm1, pc, pint, ragq, 1 rqfac, rq1fac, tsign, xpin dimension elco(13,12), tesco(3,12) c----------------------------------------------------------------------- c cfode is called by the integrator routine to set coefficients c needed there. the coefficients for the current method, as c given by the value of meth, are set for all orders and saved. c the maximum order assumed here is 12 if meth = 1 and 5 if meth = 2. c (a smaller value of the maximum order is also allowed.) c cfode is called once at the beginning of the problem, c and is not called again unless and until meth is changed. c c the elco array contains the basic method coefficients. c the coefficients el(i), 1 .le. i .le. nq+1, for the method of c order nq are stored in elco(i,nq). they are given by a genetrating c polynomial, i.e., c l(x) = el(1) + el(2)*x + ... + el(nq+1)*x**nq. c for the implicit adams methods, l(x) is given by c dl/dx = (x+1)*(x+2)*...*(x+nq-1)/factorial(nq-1), l(-1) = 0. c for the bdf methods, l(x) is given by c l(x) = (x+1)*(x+2)* ... *(x+nq)/k, c where k = factorial(nq)*(1 + 1/2 + ... + 1/nq). c c the tesco array contains test constants used for the c local error test and the selection of step size and/or order. c at order nq, tesco(k,nq) is used for the selection of step c size at order nq - 1 if k = 1, at order nq if k = 2, and at order c nq + 1 if k = 3. c----------------------------------------------------------------------- dimension pc(12) c go to (100, 200), meth c 100 elco(1,1) = 1.0d0 elco(2,1) = 1.0d0 tesco(1,1) = 0.0d0 tesco(2,1) = 2.0d0 tesco(1,2) = 1.0d0 tesco(3,12) = 0.0d0 pc(1) = 1.0d0 rqfac = 1.0d0 do 140 nq = 2,12 c----------------------------------------------------------------------- c the pc array will contain the coefficients of the polynomial c p(x) = (x+1)*(x+2)*...*(x+nq-1). c initially, p(x) = 1. c----------------------------------------------------------------------- rq1fac = rqfac rqfac = rqfac/dfloat(nq) nqm1 = nq - 1 fnqm1 = dfloat(nqm1) nqp1 = nq + 1 c form coefficients of p(x)*(x+nq-1). ---------------------------------- pc(nq) = 0.0d0 do 110 ib = 1,nqm1 i = nqp1 - ib 110 pc(i) = pc(i-1) + fnqm1*pc(i) pc(1) = fnqm1*pc(1) c compute integral, -1 to 0, of p(x) and x*p(x). ----------------------- pint = pc(1) xpin = pc(1)/2.0d0 tsign = 1.0d0 do 120 i = 2,nq tsign = -tsign pint = pint + tsign*pc(i)/dfloat(i) 120 xpin = xpin + tsign*pc(i)/dfloat(i+1) c store coefficients in elco and tesco. -------------------------------- elco(1,nq) = pint*rq1fac elco(2,nq) = 1.0d0 do 130 i = 2,nq 130 elco(i+1,nq) = rq1fac*pc(i)/dfloat(i) agamq = rqfac*xpin ragq = 1.0d0/agamq tesco(2,nq) = ragq if (nq .lt. 12) tesco(1,nqp1) = ragq*rqfac/dfloat(nqp1) tesco(3,nqm1) = ragq 140 continue return c 200 pc(1) = 1.0d0 rq1fac = 1.0d0 do 230 nq = 1,5 c----------------------------------------------------------------------- c the pc array will contain the coefficients of the polynomial c p(x) = (x+1)*(x+2)*...*(x+nq). c initially, p(x) = 1. c----------------------------------------------------------------------- fnq = dfloat(nq) nqp1 = nq + 1 c form coefficients of p(x)*(x+nq). ------------------------------------ pc(nqp1) = 0.0d0 do 210 ib = 1,nq i = nq + 2 - ib 210 pc(i) = pc(i-1) + fnq*pc(i) pc(1) = fnq*pc(1) c store coefficients in elco and tesco. -------------------------------- do 220 i = 1,nqp1 220 elco(i,nq) = pc(i)/pc(2) elco(2,nq) = 1.0d0 tesco(1,nq) = rq1fac tesco(2,nq) = dfloat(nqp1)/elco(1,nq) tesco(3,nq) = dfloat(nq+2)/elco(1,nq) rq1fac = rq1fac/fnq 230 continue return c----------------------- end of subroutine cfode ----------------------- end subroutine ewset (n, itol, rtol, atol, ycur, ewt) clll. optimize c----------------------------------------------------------------------- c this subroutine sets the error weight vector ewt according to c ewt(i) = rtol(i)*abs(ycur(i)) + atol(i), i = 1,...,n, c with the subscript on rtol and/or atol possibly replaced by 1 above, c depending on the value of itol. c----------------------------------------------------------------------- integer n, itol integer i double precision rtol, atol, ycur, ewt dimension rtol(1), atol(1), ycur(n), ewt(n) c go to (10, 20, 30, 40), itol 10 continue do 15 i = 1,n 15 ewt(i) = rtol(1)*dabs(ycur(i)) + atol(1) return 20 continue do 25 i = 1,n 25 ewt(i) = rtol(1)*dabs(ycur(i)) + atol(i) return 30 continue do 35 i = 1,n 35 ewt(i) = rtol(i)*dabs(ycur(i)) + atol(1) return 40 continue do 45 i = 1,n 45 ewt(i) = rtol(i)*dabs(ycur(i)) + atol(i) return c----------------------- end of subroutine ewset ----------------------- end double precision function fnorm (n, a, w) clll. optimize c----------------------------------------------------------------------- c this function computes the norm of a full n by n matrix, c stored in the array a, that is consistent with the weighted max-norm c on vectors, with weights stored in the array w.. c fnorm = max(i=1,...,n) ( w(i) * sum(j=1,...,n) abs(a(i,j))/w(j) ) c----------------------------------------------------------------------- integer n, i, j double precision a, w, an, sum dimension a(n,n), w(n) an = 0.0d0 do 20 i = 1,n sum = 0.0d0 do 10 j = 1,n 10 sum = sum + dabs(a(i,j))/w(j) an = dmax1(an,sum*w(i)) 20 continue fnorm = an return c----------------------- end of function fnorm ------------------------- end subroutine intdy (t, k, yh, nyh, dky, iflag) clll. optimize integer k, nyh, iflag integer iownd, iowns, 1 icf, ierpj, iersl, jcur, jstart, kflag, l, meth, miter, 2 maxord, maxcor, msbp, mxncf, n, nq, nst, nfe, nje, nqu integer i, ic, j, jb, jb2, jj, jj1, jp1 double precision t, yh, dky double precision rowns, 1 ccmax, el0, h, hmin, hmxi, hu, rc, tn, uround double precision c, r, s, tp dimension yh(nyh,1), dky(1) common /ls0001/ rowns(209), 2 ccmax, el0, h, hmin, hmxi, hu, rc, tn, uround, 3 iownd(14), iowns(6), 4 icf, ierpj, iersl, jcur, jstart, kflag, l, meth, miter, 5 maxord, maxcor, msbp, mxncf, n, nq, nst, nfe, nje, nqu c----------------------------------------------------------------------- c intdy computes interpolated values of the k-th derivative of the c dependent variable vector y, and stores it in dky. this routine c is called within the package with k = 0 and t = tout, but may c also be called by the user for any k up to the current order. c (see detailed instructions in the usage documentation.) c----------------------------------------------------------------------- c the computed values in dky are gotten by interpolation using the c nordsieck history array yh. this array corresponds uniquely to a c vector-valued polynomial of degree nqcur or less, and dky is set c to the k-th derivative of this polynomial at t. c the formula for dky is.. c q c dky(i) = sum c(j,k) * (t - tn)**(j-k) * h**(-j) * yh(i,j+1) c j=k c where c(j,k) = j*(j-1)*...*(j-k+1), q = nqcur, tn = tcur, h = hcur. c the quantities nq = nqcur, l = nq+1, n = neq, tn, and h are c communicated by common. the above sum is done in reverse order. c iflag is returned negative if either k or t is out of bounds. c----------------------------------------------------------------------- iflag = 0 if (k .lt. 0 .or. k .gt. nq) go to 80 tp = tn - hu - 100.0d0*uround*(tn + hu) if ((t-tp)*(t-tn) .gt. 0.0d0) go to 90 c s = (t - tn)/h ic = 1 if (k .eq. 0) go to 15 jj1 = l - k do 10 jj = jj1,nq 10 ic = ic*jj 15 c = dfloat(ic) do 20 i = 1,n 20 dky(i) = c*yh(i,l) if (k .eq. nq) go to 55 jb2 = nq - k do 50 jb = 1,jb2 j = nq - jb jp1 = j + 1 ic = 1 if (k .eq. 0) go to 35 jj1 = jp1 - k do 30 jj = jj1,j 30 ic = ic*jj 35 c = dfloat(ic) do 40 i = 1,n 40 dky(i) = c*yh(i,jp1) + s*dky(i) 50 continue if (k .eq. 0) return 55 r = h**(-k) do 60 i = 1,n 60 dky(i) = r*dky(i) return c 80 call xerrwv(30hintdy-- k (=i1) illegal , 1 30, 51, 0, 1, k, 0, 0, 0.0d0, 0.0d0) iflag = -1 return 90 call xerrwv(30hintdy-- t (=r1) illegal , 1 30, 52, 0, 0, 0, 0, 1, t, 0.0d0) call xerrwv( 1 60h t not in interval tcur - hu (= r1) to tcur (=r2) , 1 60, 52, 0, 0, 0, 0, 2, tp, tn) iflag = -2 return c----------------------- end of subroutine intdy ----------------------- end subroutine prja (neq, y, yh, nyh, ewt, ftem, savf, wm, iwm, 1 f, jac) clll. optimize external f, jac integer neq, nyh, iwm integer iownd, iowns, 1 icf, ierpj, iersl, jcur, jstart, kflag, l, meth, miter, 2 maxord, maxcor, msbp, mxncf, n, nq, nst, nfe, nje, nqu integer iownd2, iowns2, jtyp, mused, mxordn, mxords integer i, i1, i2, ier, ii, j, j1, jj, lenp, 1 mba, mband, meb1, meband, ml, ml3, mu, np1 double precision y, yh, ewt, ftem, savf, wm double precision rowns, 1 ccmax, el0, h, hmin, hmxi, hu, rc, tn, uround double precision rownd2, rowns2, pdnorm double precision con, fac, hl0, r, r0, srur, yi, yj, yjj, 1 vmnorm, fnorm, bnorm dimension neq(1), y(1), yh(nyh,1), ewt(1), ftem(1), savf(1), 1 wm(1), iwm(1) common /ls0001/ rowns(209), 2 ccmax, el0, h, hmin, hmxi, hu, rc, tn, uround, 3 iownd(14), iowns(6), 4 icf, ierpj, iersl, jcur, jstart, kflag, l, meth, miter, 5 maxord, maxcor, msbp, mxncf, n, nq, nst, nfe, nje, nqu common /lsa001/ rownd2, rowns2(20), pdnorm, 1 iownd2(3), iowns2(2), jtyp, mused, mxordn, mxords c----------------------------------------------------------------------- c prja is called by stoda to compute and process the matrix c p = i - h*el(1)*j , where j is an approximation to the jacobian. c here j is computed by the user-supplied routine jac if c miter = 1 or 4 or by finite differencing if miter = 2 or 5. c j, scaled by -h*el(1), is stored in wm. then the norm of j (the c matrix norm consistent with the weighted max-norm on vectors given c by vmnorm) is computed, and j is overwritten by p. p is then c subjected to lu decomposition in preparation for later solution c of linear systems with p as coefficient matrix. this is done c by dgefa if miter = 1 or 2, and by dgbfa if miter = 4 or 5. c c in addition to variables described previously, communication c with prja uses the following.. c y = array containing predicted values on entry. c ftem = work array of length n (acor in stoda). c savf = array containing f evaluated at predicted y. c wm = real work space for matrices. on output it contains the c lu decomposition of p. c storage of matrix elements starts at wm(3). c wm also contains the following matrix-related data.. c wm(1) = sqrt(uround), used in numerical jacobian increments. c iwm = integer work space containing pivot information, starting at c iwm(21). iwm also contains the band parameters c ml = iwm(1) and mu = iwm(2) if miter is 4 or 5. c el0 = el(1) (input). c pdnorm= norm of jacobian matrix. (output). c ierpj = output error flag, = 0 if no trouble, .gt. 0 if c p matrix found to be singular. c jcur = output flag = 1 to indicate that the jacobian matrix c (or approximation) is now current. c this routine also uses the common variables el0, h, tn, uround, c miter, n, nfe, and nje. c----------------------------------------------------------------------- nje = nje + 1 ierpj = 0 jcur = 1 hl0 = h*el0 go to (100, 200, 300, 400, 500), miter c if miter = 1, call jac and multiply by scalar. ----------------------- 100 lenp = n*n do 110 i = 1,lenp 110 wm(i+2) = 0.0d0 call jac (neq, tn, y, 0, 0, wm(3), n) con = -hl0 do 120 i = 1,lenp 120 wm(i+2) = wm(i+2)*con go to 240 c if miter = 2, make n calls to f to approximate j. -------------------- 200 fac = vmnorm (n, savf, ewt) r0 = 1000.0d0*dabs(h)*uround*dfloat(n)*fac if (r0 .eq. 0.0d0) r0 = 1.0d0 srur = wm(1) j1 = 2 do 230 j = 1,n yj = y(j) r = dmax1(srur*dabs(yj),r0/ewt(j)) y(j) = y(j) + r fac = -hl0/r call f (neq, tn, y, ftem) do 220 i = 1,n 220 wm(i+j1) = (ftem(i) - savf(i))*fac y(j) = yj j1 = j1 + n 230 continue nfe = nfe + n 240 continue c compute norm of jacobian. -------------------------------------------- pdnorm = fnorm (n, wm(3), ewt)/dabs(hl0) c add identity matrix. ------------------------------------------------- np1 = n + 1 j = 3 do 250 i = 1,n wm(j) = wm(j) + 1.0d0 250 j = j + np1 c do lu decomposition on p. -------------------------------------------- call dgefa (wm(3), n, n, iwm(21), ier) if (ier .ne. 0) ierpj = 1 return c dummy block only, since miter is never 3 in this routine. ------------ 300 return c if miter = 4, call jac and multiply by scalar. ----------------------- 400 ml = iwm(1) mu = iwm(2) ml3 = ml + 3 mband = ml + mu + 1 meband = mband + ml lenp = meband*n do 410 i = 1,lenp 410 wm(i+2) = 0.0d0 call jac (neq, tn, y, ml, mu, wm(ml3), meband) con = -hl0 do 420 i = 1,lenp 420 wm(i+2) = wm(i+2)*con go to 570 c if miter = 5, make mband calls to f to approximate j. ---------------- 500 ml = iwm(1) mu = iwm(2) mband = ml + mu + 1 mba = min0(mband,n) meband = mband + ml meb1 = meband - 1 srur = wm(1) fac = vmnorm (n, savf, ewt) r0 = 1000.0d0*dabs(h)*uround*dfloat(n)*fac if (r0 .eq. 0.0d0) r0 = 1.0d0 do 560 j = 1,mba do 530 i = j,n,mband yi = y(i) r = dmax1(srur*dabs(yi),r0/ewt(i)) 530 y(i) = y(i) + r call f (neq, tn, y, ftem) do 550 jj = j,n,mband y(jj) = yh(jj,1) yjj = y(jj) r = dmax1(srur*dabs(yjj),r0/ewt(jj)) fac = -hl0/r i1 = max0(jj-mu,1) i2 = min0(jj+ml,n) ii = jj*meb1 - ml + 2 do 540 i = i1,i2 540 wm(ii+i) = (ftem(i) - savf(i))*fac 550 continue 560 continue nfe = nfe + mba 570 continue c compute norm of jacobian. -------------------------------------------- pdnorm = bnorm (n, wm(3), meband, ml, mu, ewt)/dabs(hl0) c add identity matrix. ------------------------------------------------- ii = mband + 2 do 580 i = 1,n wm(ii) = wm(ii) + 1.0d0 580 ii = ii + meband c do lu decomposition of p. -------------------------------------------- call dgbfa (wm(3), meband, n, ml, mu, iwm(21), ier) if (ier .ne. 0) ierpj = 1 return c----------------------- end of subroutine prja ------------------------ end subroutine solsy (wm, iwm, x, tem) clll. optimize integer iwm integer iownd, iowns, 1 icf, ierpj, iersl, jcur, jstart, kflag, l, meth, miter, 2 maxord, maxcor, msbp, mxncf, n, nq, nst, nfe, nje, nqu integer i, meband, ml, mu double precision wm, x, tem double precision rowns, 1 ccmax, el0, h, hmin, hmxi, hu, rc, tn, uround double precision di, hl0, phl0, r dimension wm(1), iwm(1), x(1), tem(1) common /ls0001/ rowns(209), 2 ccmax, el0, h, hmin, hmxi, hu, rc, tn, uround, 3 iownd(14), iowns(6), 4 icf, ierpj, iersl, jcur, jstart, kflag, l, meth, miter, 5 maxord, maxcor, msbp, mxncf, n, nq, nst, nfe, nje, nqu c----------------------------------------------------------------------- c this routine manages the solution of the linear system arising from c a chord iteration. it is called if miter .ne. 0. c if miter is 1 or 2, it calls dgesl to accomplish this. c if miter = 3 it updates the coefficient h*el0 in the diagonal c matrix, and then computes the solution. c if miter is 4 or 5, it calls dgbsl. c communication with solsy uses the following variables.. c wm = real work space containing the inverse diagonal matrix if c miter = 3 and the lu decomposition of the matrix otherwise. c storage of matrix elements starts at wm(3). c wm also contains the following matrix-related data.. c wm(1) = sqrt(uround) (not used here), c wm(2) = hl0, the previous value of h*el0, used if miter = 3. c iwm = integer work space containing pivot information, starting at c iwm(21), if miter is 1, 2, 4, or 5. iwm also contains band c parameters ml = iwm(1) and mu = iwm(2) if miter is 4 or 5. c x = the right-hand side vector on input, and the solution vector c on output, of length n. c tem = vector of work space of length n, not used in this version. c iersl = output flag (in common). iersl = 0 if no trouble occurred. c iersl = 1 if a singular matrix arose with miter = 3. c this routine also uses the common variables el0, h, miter, and n. c----------------------------------------------------------------------- iersl = 0 go to (100, 100, 300, 400, 400), miter 100 call dgesl (wm(3), n, n, iwm(21), x, 0) return c 300 phl0 = wm(2) hl0 = h*el0 wm(2) = hl0 if (hl0 .eq. phl0) go to 330 r = hl0/phl0 do 320 i = 1,n di = 1.0d0 - r*(1.0d0 - 1.0d0/wm(i+2)) if (dabs(di) .eq. 0.0d0) go to 390 320 wm(i+2) = 1.0d0/di 330 do 340 i = 1,n 340 x(i) = wm(i+2)*x(i) return 390 iersl = 1 return c 400 ml = iwm(1) mu = iwm(2) meband = 2*ml + mu + 1 call dgbsl (wm(3), meband, n, ml, mu, iwm(21), x, 0) return c----------------------- end of subroutine solsy ----------------------- end subroutine stoda (neq, y, yh, nyh, yh1, ewt, savf, acor, 1 wm, iwm, f, jac, pjac, slvs) clll. optimize external f, jac, pjac, slvs integer neq, nyh, iwm integer iownd, ialth, ipup, lmax, meo, nqnyh, nslp, 1 icf, ierpj, iersl, jcur, jstart, kflag, l, meth, miter, 2 maxord, maxcor, msbp, mxncf, n, nq, nst, nfe, nje, nqu integer iownd2, icount, irflag, jtyp, mused, mxordn, mxords integer i, i1, iredo, iret, j, jb, m, ncf, newq integer lm1, lm1p1, lm2, lm2p1, nqm1, nqm2 double precision y, yh, yh1, ewt, savf, acor, wm double precision conit, crate, el, elco, hold, rmax, tesco, 2 ccmax, el0, h, hmin, hmxi, hu, rc, tn, uround double precision rownd2, pdest, pdlast, ratio, cm1, cm2, 1 pdnorm double precision dcon, ddn, del, delp, dsm, dup, exdn, exsm, exup, 1 r, rh, rhdn, rhsm, rhup, told, vmnorm double precision alpha, dm1, dm2, exm1, exm2, pdh, pnorm, rate, 1 rh1, rh1it, rh2, rm, sm1 dimension neq(1), y(1), yh(nyh,1), yh1(1), ewt(1), savf(1), 1 acor(1), wm(1), iwm(1) dimension sm1(12) common /ls0001/ conit, crate, el(13), elco(13,12), 1 hold, rmax, tesco(3,12), 2 ccmax, el0, h, hmin, hmxi, hu, rc, tn, uround, iownd(14), 3 ialth, ipup, lmax, meo, nqnyh, nslp, 4 icf, ierpj, iersl, jcur, jstart, kflag, l, meth, miter, 5 maxord, maxcor, msbp, mxncf, n, nq, nst, nfe, nje, nqu common /lsa001/ rownd2, pdest, pdlast, ratio, cm1(12), cm2(5), 1 pdnorm, 2 iownd2(3), icount, irflag, jtyp, mused, mxordn, mxords data sm1/0.5d0, 0.575d0, 0.55d0, 0.45d0, 0.35d0, 0.25d0, 1 0.20d0, 0.15d0, 0.10d0, 0.075d0, 0.050d0, 0.025d0/ c----------------------------------------------------------------------- c stoda performs one step of the integration of an initial value c problem for a system of ordinary differential equations. c note.. stoda is independent of the value of the iteration method c indicator miter, when this is .ne. 0, and hence is independent c of the type of chord method used, or the jacobian structure. c communication with stoda is done with the following variables.. c c y = an array of length .ge. n used as the y argument in c all calls to f and jac. c neq = integer array containing problem size in neq(1), and c passed as the neq argument in all calls to f and jac. c yh = an nyh by lmax array containing the dependent variables c and their approximate scaled derivatives, where c lmax = maxord + 1. yh(i,j+1) contains the approximate c j-th derivative of y(i), scaled by h**j/factorial(j) c (j = 0,1,...,nq). on entry for the first step, the first c two columns of yh must be set from the initial values. c nyh = a constant integer .ge. n, the first dimension of yh. c yh1 = a one-dimensional array occupying the same space as yh. c ewt = an array of length n containing multiplicative weights c for local error measurements. local errors in y(i) are c compared to 1.0/ewt(i) in various error tests. c savf = an array of working storage, of length n. c acor = a work array of length n, used for the accumulated c corrections. on a successful return, acor(i) contains c the estimated one-step local error in y(i). c wm,iwm = real and integer work arrays associated with matrix c operations in chord iteration (miter .ne. 0). c pjac = name of routine to evaluate and preprocess jacobian matrix c and p = i - h*el0*jac, if a chord method is being used. c it also returns an estimate of norm(jac) in pdnorm. c slvs = name of routine to solve linear system in chord iteration. c ccmax = maximum relative change in h*el0 before pjac is called. c h = the step size to be attempted on the next step. c h is altered by the error control algorithm during the c problem. h can be either positive or negative, but its c sign must remain constant throughout the problem. c hmin = the minimum absolute value of the step size h to be used. c hmxi = inverse of the maximum absolute value of h to be used. c hmxi = 0.0 is allowed and corresponds to an infinite hmax. c hmin and hmxi may be changed at any time, but will not c take effect until the next change of h is considered. c tn = the independent variable. tn is updated on each step taken. c jstart = an integer used for input only, with the following c values and meanings.. c 0 perform the first step. c .gt.0 take a new step continuing from the last. c -1 take the next step with a new value of h, c n, meth, miter, and/or matrix parameters. c -2 take the next step with a new value of h, c but with other inputs unchanged. c on return, jstart is set to 1 to facilitate continuation. c kflag = a completion code with the following meanings.. c 0 the step was succesful. c -1 the requested error could not be achieved. c -2 corrector convergence could not be achieved. c -3 fatal error in pjac or slvs. c a return with kflag = -1 or -2 means either c abs(h) = hmin or 10 consecutive failures occurred. c on a return with kflag negative, the values of tn and c the yh array are as of the beginning of the last c step, and h is the last step size attempted. c maxord = the maximum order of integration method to be allowed. c maxcor = the maximum number of corrector iterations allowed. c msbp = maximum number of steps between pjac calls (miter .gt. 0). c mxncf = maximum number of convergence failures allowed. c meth = current method. c meth = 1 means adams method (nonstiff) c meth = 2 means bdf method (stiff) c meth may be reset by stoda. c miter = corrector iteration method. c miter = 0 means functional iteration. c miter = jt .gt. 0 means a chord iteration corresponding c to jacobian type jt. (the lsoda argument jt is c communicated here as jtyp, but is not used in stoda c except to load miter following a method switch.) c miter may be reset by stoda. c n = the number of first-order differential equations. c----------------------------------------------------------------------- kflag = 0 told = tn ncf = 0 ierpj = 0 iersl = 0 jcur = 0 icf = 0 delp = 0.0d0 if (jstart .gt. 0) go to 200 if (jstart .eq. -1) go to 100 if (jstart .eq. -2) go to 160 c----------------------------------------------------------------------- c on the first call, the order is set to 1, and other variables are c initialized. rmax is the maximum ratio by which h can be increased c in a single step. it is initially 1.e4 to compensate for the small c initial h, but then is normally equal to 10. if a failure c occurs (in corrector convergence or error test), rmax is set at 2 c for the next increase. c cfode is called to get the needed coefficients for both methods. c----------------------------------------------------------------------- lmax = maxord + 1 nq = 1 l = 2 ialth = 2 rmax = 10000.0d0 rc = 0.0d0 el0 = 1.0d0 crate = 0.7d0 hold = h nslp = 0 ipup = miter iret = 3 c initialize switching parameters. meth = 1 is assumed initially. ----- icount = 20 irflag = 0 pdest = 0.0d0 pdlast = 0.0d0 ratio = 5.0d0 call cfode (2, elco, tesco) do 10 i = 1,5 10 cm2(i) = tesco(2,i)*elco(i+1,i) call cfode (1, elco, tesco) do 20 i = 1,12 20 cm1(i) = tesco(2,i)*elco(i+1,i) go to 150 c----------------------------------------------------------------------- c the following block handles preliminaries needed when jstart = -1. c ipup is set to miter to force a matrix update. c if an order increase is about to be considered (ialth = 1), c ialth is reset to 2 to postpone consideration one more step. c if the caller has changed meth, cfode is called to reset c the coefficients of the method. c if h is to be changed, yh must be rescaled. c if h or meth is being changed, ialth is reset to l = nq + 1 c to prevent further changes in h for that many steps. c----------------------------------------------------------------------- 100 ipup = miter lmax = maxord + 1 if (ialth .eq. 1) ialth = 2 if (meth .eq. mused) go to 160 call cfode (meth, elco, tesco) ialth = l iret = 1 c----------------------------------------------------------------------- c the el vector and related constants are reset c whenever the order nq is changed, or at the start of the problem. c----------------------------------------------------------------------- 150 do 155 i = 1,l 155 el(i) = elco(i,nq) nqnyh = nq*nyh rc = rc*el(1)/el0 el0 = el(1) conit = 0.5d0/dfloat(nq+2) go to (160, 170, 200), iret c----------------------------------------------------------------------- c if h is being changed, the h ratio rh is checked against c rmax, hmin, and hmxi, and the yh array rescaled. ialth is set to c l = nq + 1 to prevent a change of h for that many steps, unless c forced by a convergence or error test failure. c----------------------------------------------------------------------- 160 if (h .eq. hold) go to 200 rh = h/hold h = hold iredo = 3 go to 175 170 rh = dmax1(rh,hmin/dabs(h)) 175 rh = dmin1(rh,rmax) rh = rh/dmax1(1.0d0,dabs(h)*hmxi*rh) c----------------------------------------------------------------------- c if meth = 1, also restrict the new step size by the stability region. c if this reduces h, set irflag to 1 so that if there are roundoff c problems later, we can assume that is the cause of the trouble. c----------------------------------------------------------------------- if (meth .eq. 2) go to 178 irflag = 0 pdh = dmax1(dabs(h)*pdlast,0.000001d0) if (rh*pdh*1.00001d0 .lt. sm1(nq)) go to 178 rh = sm1(nq)/pdh irflag = 1 178 continue r = 1.0d0 do 180 j = 2,l r = r*rh do 180 i = 1,n 180 yh(i,j) = yh(i,j)*r h = h*rh rc = rc*rh ialth = l if (iredo .eq. 0) go to 690 c----------------------------------------------------------------------- c this section computes the predicted values by effectively c multiplying the yh array by the pascal triangle matrix. c rc is the ratio of new to old values of the coefficient h*el(1). c when rc differs from 1 by more than ccmax, ipup is set to miter c to force pjac to be called, if a jacobian is involved. c in any case, pjac is called at least every msbp steps. c----------------------------------------------------------------------- 200 if (dabs(rc-1.0d0) .gt. ccmax) ipup = miter if (nst .ge. nslp+msbp) ipup = miter tn = tn + h i1 = nqnyh + 1 do 215 jb = 1,nq i1 = i1 - nyh cdir$ ivdep do 210 i = i1,nqnyh 210 yh1(i) = yh1(i) + yh1(i+nyh) 215 continue pnorm = vmnorm (n, yh1, ewt) c----------------------------------------------------------------------- c up to maxcor corrector iterations are taken. a convergence test is c made on the r.m.s. norm of each correction, weighted by the error c weight vector ewt. the sum of the corrections is accumulated in the c vector acor(i). the yh array is not altered in the corrector loop. c----------------------------------------------------------------------- 220 m = 0 rate = 0.0d0 del = 0.0d0 do 230 i = 1,n 230 y(i) = yh(i,1) call f (neq, tn, y, savf) nfe = nfe + 1 if (ipup .le. 0) go to 250 c----------------------------------------------------------------------- c if indicated, the matrix p = i - h*el(1)*j is reevaluated and c preprocessed before starting the corrector iteration. ipup is set c to 0 as an indicator that this has been done. c----------------------------------------------------------------------- call pjac (neq, y, yh, nyh, ewt, acor, savf, wm, iwm, f, jac) ipup = 0 rc = 1.0d0 nslp = nst crate = 0.7d0 if (ierpj .ne. 0) go to 430 250 do 260 i = 1,n 260 acor(i) = 0.0d0 270 if (miter .ne. 0) go to 350 c----------------------------------------------------------------------- c in the case of functional iteration, update y directly from c the result of the last function evaluation. c----------------------------------------------------------------------- do 290 i = 1,n savf(i) = h*savf(i) - yh(i,2) 290 y(i) = savf(i) - acor(i) del = vmnorm (n, y, ewt) do 300 i = 1,n y(i) = yh(i,1) + el(1)*savf(i) 300 acor(i) = savf(i) go to 400 c----------------------------------------------------------------------- c in the case of the chord method, compute the corrector error, c and solve the linear system with that as right-hand side and c p as coefficient matrix. c----------------------------------------------------------------------- 350 do 360 i = 1,n 360 y(i) = h*savf(i) - (yh(i,2) + acor(i)) call slvs (wm, iwm, y, savf) if (iersl .lt. 0) go to 430 if (iersl .gt. 0) go to 410 del = vmnorm (n, y, ewt) do 380 i = 1,n acor(i) = acor(i) + y(i) 380 y(i) = yh(i,1) + el(1)*acor(i) c----------------------------------------------------------------------- c test for convergence. if m.gt.0, an estimate of the convergence c rate constant is stored in crate, and this is used in the test. c c we first check for a change of iterates that is the size of c roundoff error. if this occurs, the iteration has converged, and a c new rate estimate is not formed. c in all other cases, force at least two iterations to estimate a c local lipschitz constant estimate for adams methods. c on convergence, form pdest = local maximum lipschitz constant c estimate. pdlast is the most recent nonzero estimate. c----------------------------------------------------------------------- 400 continue if (del .le. 100.0d0*pnorm*uround) go to 450 if (m .eq. 0 .and. meth .eq. 1) go to 405 if (m .eq. 0) go to 402 rm = 1024.0d0 if (del .le. 1024.0d0*delp) rm = del/delp rate = dmax1(rate,rm) crate = dmax1(0.2d0*crate,rm) 402 dcon = del*dmin1(1.0d0,1.5d0*crate)/(tesco(2,nq)*conit) if (dcon .gt. 1.0d0) go to 405 pdest = dmax1(pdest,rate/dabs(h*el(1))) if (pdest .ne. 0.0d0) pdlast = pdest go to 450 405 continue m = m + 1 if (m .eq. maxcor) go to 410 if (m .ge. 2 .and. del .gt. 2.0d0*delp) go to 410 delp = del call f (neq, tn, y, savf) nfe = nfe + 1 go to 270 c----------------------------------------------------------------------- c the corrector iteration failed to converge. c if miter .ne. 0 and the jacobian is out of date, pjac is called for c the next try. otherwise the yh array is retracted to its values c before prediction, and h is reduced, if possible. if h cannot be c reduced or mxncf failures have occurred, exit with kflag = -2. c----------------------------------------------------------------------- 410 if (miter .eq. 0 .or. jcur .eq. 1) go to 430 icf = 1 ipup = miter go to 220 430 icf = 2 ncf = ncf + 1 rmax = 2.0d0 tn = told i1 = nqnyh + 1 do 445 jb = 1,nq i1 = i1 - nyh cdir$ ivdep do 440 i = i1,nqnyh 440 yh1(i) = yh1(i) - yh1(i+nyh) 445 continue if (ierpj .lt. 0 .or. iersl .lt. 0) go to 680 if (dabs(h) .le. hmin*1.00001d0) go to 670 if (ncf .eq. mxncf) go to 670 rh = 0.25d0 ipup = miter iredo = 1 go to 170 c----------------------------------------------------------------------- c the corrector has converged. jcur is set to 0 c to signal that the jacobian involved may need updating later. c the local error test is made and control passes to statement 500 c if it fails. c----------------------------------------------------------------------- 450 jcur = 0 if (m .eq. 0) dsm = del/tesco(2,nq) if (m .gt. 0) dsm = vmnorm (n, acor, ewt)/tesco(2,nq) if (dsm .gt. 1.0d0) go to 500 c----------------------------------------------------------------------- c after a successful step, update the yh array. c decrease icount by 1, and if it is -1, consider switching methods. c if a method switch is made, reset various parameters, c rescale the yh array, and exit. if there is no switch, c consider changing h if ialth = 1. otherwise decrease ialth by 1. c if ialth is then 1 and nq .lt. maxord, then acor is saved for c use in a possible order increase on the next step. c if a change in h is considered, an increase or decrease in order c by one is considered also. a change in h is made only if it is by a c factor of at least 1.1. if not, ialth is set to 3 to prevent c testing for that many steps. c----------------------------------------------------------------------- kflag = 0 iredo = 0 nst = nst + 1 hu = h nqu = nq mused = meth do 460 j = 1,l do 460 i = 1,n 460 yh(i,j) = yh(i,j) + el(j)*acor(i) icount = icount - 1 if (icount .ge. 0) go to 488 if (meth .eq. 2) go to 480 c----------------------------------------------------------------------- c we are currently using an adams method. consider switching to bdf. c if the current order is greater than 5, assume the problem is c not stiff, and skip this section. c if the lipschitz constant and error estimate are not polluted c by roundoff, go to 470 and perform the usual test. c otherwise, switch to the bdf methods if the last step was c restricted to insure stability (irflag = 1), and stay with adams c method if not. when switching to bdf with polluted error estimates, c in the absence of other information, double the step size. c c when the estimates are ok, we make the usual test by computing c the step size we could have (ideally) used on this step, c with the current (adams) method, and also that for the bdf. c if nq .gt. mxords, we consider changing to order mxords on switching. c compare the two step sizes to decide whether to switch. c the step size advantage must be at least ratio = 5 to switch. c----------------------------------------------------------------------- if (nq .gt. 5) go to 488 if (dsm .gt. 100.0d0*pnorm*uround .and. pdest .ne. 0.0d0) 1 go to 470 if (irflag .eq. 0) go to 488 rh2 = 2.0d0 nqm2 = min0(nq,mxords) go to 478 470 continue exsm = 1.0d0/dfloat(l) rh1 = 1.0d0/(1.2d0*dsm**exsm + 0.0000012d0) rh1it = 2.0d0*rh1 pdh = pdlast*dabs(h) if (pdh*rh1 .gt. 0.00001d0) rh1it = sm1(nq)/pdh rh1 = dmin1(rh1,rh1it) if (nq .le. mxords) go to 474 nqm2 = mxords lm2 = mxords + 1 exm2 = 1.0d0/dfloat(lm2) lm2p1 = lm2 + 1 dm2 = vmnorm (n, yh(1,lm2p1), ewt)/cm2(mxords) rh2 = 1.0d0/(1.2d0*dm2**exm2 + 0.0000012d0) go to 476 474 dm2 = dsm*(cm1(nq)/cm2(nq)) rh2 = 1.0d0/(1.2d0*dm2**exsm + 0.0000012d0) nqm2 = nq 476 continue if (rh2 .lt. ratio*rh1) go to 488 c the switch test passed. reset relevant quantities for bdf. ---------- 478 rh = rh2 icount = 20 meth = 2 miter = jtyp pdlast = 0.0d0 nq = nqm2 l = nq + 1 go to 170 c----------------------------------------------------------------------- c we are currently using a bdf method. consider switching to adams. c compute the step size we could have (ideally) used on this step, c with the current (bdf) method, and also that for the adams. c if nq .gt. mxordn, we consider changing to order mxordn on switching. c compare the two step sizes to decide whether to switch. c the step size advantage must be at least 5/ratio = 1 to switch. c if the step size for adams would be so small as to cause c roundoff pollution, we stay with bdf. c----------------------------------------------------------------------- 480 continue exsm = 1.0d0/dfloat(l) if (mxordn .ge. nq) go to 484 nqm1 = mxordn lm1 = mxordn + 1 exm1 = 1.0d0/dfloat(lm1) lm1p1 = lm1 + 1 dm1 = vmnorm (n, yh(1,lm1p1), ewt)/cm1(mxordn) rh1 = 1.0d0/(1.2d0*dm1**exm1 + 0.0000012d0) go to 486 484 dm1 = dsm*(cm2(nq)/cm1(nq)) rh1 = 1.0d0/(1.2d0*dm1**exsm + 0.0000012d0) nqm1 = nq exm1 = exsm 486 rh1it = 2.0d0*rh1 pdh = pdnorm*dabs(h) if (pdh*rh1 .gt. 0.00001d0) rh1it = sm1(nqm1)/pdh rh1 = dmin1(rh1,rh1it) rh2 = 1.0d0/(1.2d0*dsm**exsm + 0.0000012d0) if (rh1*ratio .lt. 5.0d0*rh2) go to 488 alpha = dmax1(0.001d0,rh1) dm1 = (alpha**exm1)*dm1 if (dm1 .le. 1000.0d0*uround*pnorm) go to 488 c the switch test passed. reset relevant quantities for adams. -------- rh = rh1 icount = 20 meth = 1 miter = 0 pdlast = 0.0d0 nq = nqm1 l = nq + 1 go to 170 c c no method switch is being made. do the usual step/order selection. -- 488 continue ialth = ialth - 1 if (ialth .eq. 0) go to 520 if (ialth .gt. 1) go to 700 if (l .eq. lmax) go to 700 do 490 i = 1,n 490 yh(i,lmax) = acor(i) go to 700 c----------------------------------------------------------------------- c the error test failed. kflag keeps track of multiple failures. c restore tn and the yh array to their previous values, and prepare c to try the step again. compute the optimum step size for this or c one lower order. after 2 or more failures, h is forced to decrease c by a factor of 0.2 or less. c----------------------------------------------------------------------- 500 kflag = kflag - 1 tn = told i1 = nqnyh + 1 do 515 jb = 1,nq i1 = i1 - nyh cdir$ ivdep do 510 i = i1,nqnyh 510 yh1(i) = yh1(i) - yh1(i+nyh) 515 continue rmax = 2.0d0 if (dabs(h) .le. hmin*1.00001d0) go to 660 if (kflag .le. -3) go to 640 iredo = 2 rhup = 0.0d0 go to 540 c----------------------------------------------------------------------- c regardless of the success or failure of the step, factors c rhdn, rhsm, and rhup are computed, by which h could be multiplied c at order nq - 1, order nq, or order nq + 1, respectively. c in the case of failure, rhup = 0.0 to avoid an order increase. c the largest of these is determined and the new order chosen c accordingly. if the order is to be increased, we compute one c additional scaled derivative. c----------------------------------------------------------------------- 520 rhup = 0.0d0 if (l .eq. lmax) go to 540 do 530 i = 1,n 530 savf(i) = acor(i) - yh(i,lmax) dup = vmnorm (n, savf, ewt)/tesco(3,nq) exup = 1.0d0/dfloat(l+1) rhup = 1.0d0/(1.4d0*dup**exup + 0.0000014d0) 540 exsm = 1.0d0/dfloat(l) rhsm = 1.0d0/(1.2d0*dsm**exsm + 0.0000012d0) rhdn = 0.0d0 if (nq .eq. 1) go to 550 ddn = vmnorm (n, yh(1,l), ewt)/tesco(1,nq) exdn = 1.0d0/dfloat(nq) rhdn = 1.0d0/(1.3d0*ddn**exdn + 0.0000013d0) c if meth = 1, limit rh according to the stability region also. -------- 550 if (meth .eq. 2) go to 560 pdh = dmax1(dabs(h)*pdlast,0.000001d0) if (l .lt. lmax) rhup = dmin1(rhup,sm1(l)/pdh) rhsm = dmin1(rhsm,sm1(nq)/pdh) if (nq .gt. 1) rhdn = dmin1(rhdn,sm1(nq-1)/pdh) pdest = 0.0d0 560 if (rhsm .ge. rhup) go to 570 if (rhup .gt. rhdn) go to 590 go to 580 570 if (rhsm .lt. rhdn) go to 580 newq = nq rh = rhsm go to 620 580 newq = nq - 1 rh = rhdn if (kflag .lt. 0 .and. rh .gt. 1.0d0) rh = 1.0d0 go to 620 590 newq = l rh = rhup if (rh .lt. 1.1d0) go to 610 r = el(l)/dfloat(l) do 600 i = 1,n 600 yh(i,newq+1) = acor(i)*r go to 630 610 ialth = 3 go to 700 c if meth = 1 and h is restricted by stability, bypass 10 percent test. 620 if (meth .eq. 2) go to 622 if (rh*pdh*1.00001d0 .ge. sm1(newq)) go to 625 622 if (kflag .eq. 0 .and. rh .lt. 1.1d0) go to 610 625 if (kflag .le. -2) rh = dmin1(rh,0.2d0) c----------------------------------------------------------------------- c if there is a change of order, reset nq, l, and the coefficients. c in any case h is reset according to rh and the yh array is rescaled. c then exit from 690 if the step was ok, or redo the step otherwise. c----------------------------------------------------------------------- if (newq .eq. nq) go to 170 630 nq = newq l = nq + 1 iret = 2 go to 150 c----------------------------------------------------------------------- c control reaches this section if 3 or more failures have occured. c if 10 failures have occurred, exit with kflag = -1. c it is assumed that the derivatives that have accumulated in the c yh array have errors of the wrong order. hence the first c derivative is recomputed, and the order is set to 1. then c h is reduced by a factor of 10, and the step is retried, c until it succeeds or h reaches hmin. c----------------------------------------------------------------------- 640 if (kflag .eq. -10) go to 660 rh = 0.1d0 rh = dmax1(hmin/dabs(h),rh) h = h*rh do 645 i = 1,n 645 y(i) = yh(i,1) call f (neq, tn, y, savf) nfe = nfe + 1 do 650 i = 1,n 650 yh(i,2) = h*savf(i) ipup = miter ialth = 5 if (nq .eq. 1) go to 200 nq = 1 l = 2 iret = 3 go to 150 c----------------------------------------------------------------------- c all returns are made through this section. h is saved in hold c to allow the caller to change h on the next step. c----------------------------------------------------------------------- 660 kflag = -1 go to 720 670 kflag = -2 go to 720 680 kflag = -3 go to 720 690 rmax = 10.0d0 700 r = 1.0d0/tesco(2,nqu) do 710 i = 1,n 710 acor(i) = acor(i)*r 720 hold = h jstart = 1 return c----------------------- end of subroutine stoda ----------------------- end double precision function vmnorm (n, v, w) clll. optimize c----------------------------------------------------------------------- c this function routine computes the weighted max-norm c of the vector of length n contained in the array v, with weights c contained in the array w of length n.. c vmnorm = max(i=1,...,n) abs(v(i))*w(i) c----------------------------------------------------------------------- integer n, i double precision v, w, vm dimension v(n), w(n) vm = 0.0d0 do 10 i = 1,n 10 vm = dmax1(vm,dabs(v(i))*w(i)) vmnorm = vm return c----------------------- end of function vmnorm ------------------------ end subroutine xerrwv (msg, nmes, nerr, level, ni, i1, i2, nr, r1, r2) integer msg, nmes, nerr, level, ni, i1, i2, nr, 1 i, lun, lunit, mesflg, ncpw, nch, nwds double precision r1, r2 dimension msg(nmes) c----------------------------------------------------------------------- c subroutines xerrwv, xsetf, and xsetun, as given here, constitute c a simplified version of the slatec error handling package. c written by a. c. hindmarsh at llnl. version of march 30, 1987. c this version is in double precision. c c all arguments are input arguments. c c msg = the message (hollerith literal or integer array). c nmes = the length of msg (number of characters). c nerr = the error number (not used). c level = the error level.. c 0 or 1 means recoverable (control returns to caller). c 2 means fatal (run is aborted--see note below). c ni = number of integers (0, 1, or 2) to be printed with message. c i1,i2 = integers to be printed, depending on ni. c nr = number of reals (0, 1, or 2) to be printed with message. c r1,r2 = reals to be printed, depending on nr. c c note.. this routine is machine-dependent and specialized for use c in limited context, in the following ways.. c 1. the number of hollerith characters stored per word, denoted c by ncpw below, is a data-loaded constant. c 2. the value of nmes is assumed to be at most 60. c (multi-line messages are generated by repeated calls.) c 3. if level = 2, control passes to the statement stop c to abort the run. this statement may be machine-dependent. c 4. r1 and r2 are assumed to be in double precision and are printed c in d21.13 format. c 5. the common block /eh0001/ below is data-loaded (a machine- c dependent feature) with default values. c this block is needed for proper retention of parameters used by c this routine which the user can reset by calling xsetf or xsetun. c the variables in this block are as follows.. c mesflg = print control flag.. c 1 means print all messages (the default). c 0 means no printing. c lunit = logical unit number for messages. c the default is 6 (machine-dependent). c----------------------------------------------------------------------- c the following are instructions for installing this routine c in different machine environments. c c to change the default output unit, change the data statement c in the block data subprogram below. c c for a different number of characters per word, change the c data statement setting ncpw below, and format 10. alternatives for c various computers are shown in comment cards. c c for a different run-abort command, change the statement following c statement 100 at the end. c----------------------------------------------------------------------- common /eh0001/ mesflg, lunit c----------------------------------------------------------------------- c the following data-loaded value of ncpw is valid for the cdc-6600 c and cdc-7600 computers. c data ncpw/10/ c the following is valid for the cray-1 computer. c data ncpw/8/ c the following is valid for the burroughs 6700 and 7800 computers. c data ncpw/6/ c the following is valid for the pdp-10 computer. c data ncpw/5/ c the following is valid for the vax computer with 4 bytes per integer, c and for the ibm-360, ibm-370, ibm-303x, and ibm-43xx computers. data ncpw/4/ c the following is valid for the pdp-11, or vax with 2-byte integers. c data ncpw/2/ c----------------------------------------------------------------------- if (mesflg .eq. 0) go to 100 c get logical unit number. --------------------------------------------- lun = lunit c get number of words in message. -------------------------------------- nch = min0(nmes,60) nwds = nch/ncpw if (nch .ne. nwds*ncpw) nwds = nwds + 1 c write the message. --------------------------------------------------- write (lun, 10) (msg(i),i=1,nwds) c----------------------------------------------------------------------- c the following format statement is to have the form c 10 format(1x,mmann) c where nn = ncpw and mm is the smallest integer .ge. 60/ncpw. c the following is valid for ncpw = 10. c 10 format(1x,6a10) c the following is valid for ncpw = 8. c 10 format(1x,8a8) c the following is valid for ncpw = 6. c 10 format(1x,10a6) c the following is valid for ncpw = 5. c 10 format(1x,12a5) c the following is valid for ncpw = 4. 10 format(1x,15a4) c the following is valid for ncpw = 2. c 10 format(1x,30a2) c----------------------------------------------------------------------- if (ni .eq. 1) write (lun, 20) i1 20 format(6x,23hin above message, i1 =,i10) if (ni .eq. 2) write (lun, 30) i1,i2 30 format(6x,23hin above message, i1 =,i10,3x,4hi2 =,i10) if (nr .eq. 1) write (lun, 40) r1 40 format(6x,23hin above message, r1 =,d21.13) if (nr .eq. 2) write (lun, 50) r1,r2 50 format(6x,15hin above, r1 =,d21.13,3x,4hr2 =,d21.13) c abort the run if level = 2. ------------------------------------------ 100 if (level .ne. 2) return stop c----------------------- end of subroutine xerrwv ---------------------- end