rosenbrock.c File Reference

This file implements the functions of the Rosenbrock integration method in C. Specific functions implementation of the algorithm. More...

#include <math.h>
#include "nrfct.h"
#include "integrator.h"
#include "mbs_message.h"
#include "mbs_rosenbrock.h"
#include "mbs_errors_names.h"
#include "mbs_dirdyn_struct.h"

Macros
#define	ROSENBROCK_USEFUL
#define	Shampine_Parameters
#define	SAFETY   0.9
#define	GROW   1.5
#define	PGROW   -0.25
#define	SHRNK   0.5
#define	PSHRNK   (-1.0/3.0)
#define	ERRCON   0.1296
#define	GAM   0.5
#define	A21   2.0
#define	A31   1.92
#define	A32   0.24
#define	C21   -8.0
#define	C31   14.88
#define	C32   2.4
#define	C41   (-0.896)
#define	C42   (-0.432)
#define	C43   (-0.4)
#define	B1   (19.0/9.0)
#define	B2   0.5
#define	B3   (25.0/108.0)
#define	B4   (125.0/108.0)
#define	E1   (17.0/54.0)
#define	E2   (7.0/36.0)
#define	E3   0.0
#define	E4   (125.0/108.0)
#define	C1X   0.5
#define	C2X   (-1.5)
#define	C3X   2.42
#define	C4X   0.116
#define	A2X   1.0
#define	A3X   0.6

Functions
int	rosenbrock (int n, int(*derivs)(double, double[], double[], MbsData *, MbsDirdyn *), double *x, double y[], double eps, double hmax, double htry, long nmax, double dydx[], double yscal[], double *hnext, MbsData *s, MbsDirdyn *dd, double *hdid)
	Fourth-order Rosenbrock step for integrating stiff problems, with monitoring of local truncation error to adjust stepsize. More...

Variables
static double	dmaxarg1
static double	dmaxarg2
static double	dminarg1
static double	dminarg2

Detailed Description

This file implements the functions of the Rosenbrock integration method in C. Specific functions implementation of the algorithm.

Creation date: December 2017

Author

Olivier Lantsoght

Modification date: April 2018 \modified by Sebastien Timmermans

@source H. H. Rosenbrock, "Some general implicit processes for the numerical solution of differential equations", The Computer Journal (1963) 5(4): 329-330 Shampine, L.F. 1982, ACM Transactions on Mathematical Software, vol. 8, pp. 93–113

(c) Universite catholique de Louvain

Macro Definition Documentation

A21

#define A21   2.0

A2X

#define A2X   1.0

A31

#define A31   1.92

A32

#define A32   0.24

A3X

#define A3X   0.6

B1

#define B1   (19.0/9.0)

B2

#define B2   0.5

B3

#define B3   (25.0/108.0)

B4

#define B4   (125.0/108.0)

C1X

#define C1X   0.5

C21

#define C21   -8.0

C2X

#define C2X   (-1.5)

C31

#define C31   14.88

C32

#define C32   2.4

C3X

#define C3X   2.42

C41

#define C41   (-0.896)

C42

#define C42   (-0.432)

C43

#define C43   (-0.4)

C4X

#define C4X   0.116

E1

#define E1   (17.0/54.0)

E2

#define E2   (7.0/36.0)

E3

#define E3   0.0

E4

#define E4   (125.0/108.0)

ERRCON

#define ERRCON   0.1296

GAM

#define GAM   0.5

GROW

#define GROW   1.5

PGROW

#define PGROW   -0.25

PSHRNK

#define PSHRNK   (-1.0/3.0)

ROSENBROCK_USEFUL

#define ROSENBROCK_USEFUL

SAFETY

#define SAFETY   0.9

Shampine_Parameters

#define Shampine_Parameters

SHRNK

#define SHRNK   0.5

Function Documentation

rosenbrock()

int rosenbrock	(	int	n,
		int(*)(double, double[], double[], MbsData *, MbsDirdyn *)	derivs,
		double *	x,
		double	y[],
		double	eps,
		double	hmax,
		double	htry,
		long	nmax,
		double	dydx[],
		double	yscal[],
		double *	hnext,
		MbsData *	s,
		MbsDirdyn *	dd,
		double *	hdid
	)

Fourth-order Rosenbrock step for integrating stiff problems, with monitoring of local truncation error to adjust stepsize.

Input are the dependent variable vector y[1..n] and its derivative dydx[1..n] at the starting value of the independent variable x. WARNING: this feature has not been heavily tested !

@source: H. H. Rosenbrock, "Some general implicit processes for the numerical solution of differential equations", The Computer Journal (1963) 5(4): 329-330 Shampine, L.F. 1982, ACM Transactions on Mathematical Software, vol. 8, pp. 93–113

Parameters

n	Dimension of y
derivs	The function computing f'
x	Value of x
y	Initial y values, index starting at 0
eps	The required accuracy
hmax	The maximum stepsize allowed
htry	The stepsize to be attempted
nmax	The maximal number of allowed steps to reach tolerances
dydx	Initial y derivative values, index starting at 0
yscal	The vector [0..n-1] against which the error is scaled, index starting at 0
hnext	The estimated next stepsize
s	The MbsData structure of the model on which dirdyn analysis is computed.
dd	The MbsDirdyn structure related to the integration.
hdid	The stepsize that was actually accomplished

Returns

error_code Return a negative number if something went wrong, 0 otherwise

calls an external function

Variable Documentation

dmaxarg1

double dmaxarg1

static

dmaxarg2

double dmaxarg2

static

dminarg1

double dminarg1

static

dminarg2

double dminarg2

static