OpenLibm/slatec/dlsod.f
Viral B. Shah c977aa998f Add Makefile.extras to build libopenlibm-extras.
Replace amos with slatec
2012-12-31 16:37:05 -05:00

473 lines
17 KiB
Fortran

*DECK DLSOD
SUBROUTINE DLSOD (DF, NEQ, T, Y, TOUT, RTOL, ATOL, IDID, YPOUT,
+ YH, YH1, EWT, SAVF, ACOR, WM, IWM, DJAC, INTOUT, TSTOP, TOLFAC,
+ DELSGN, RPAR, IPAR)
C***BEGIN PROLOGUE DLSOD
C***SUBSIDIARY
C***PURPOSE Subsidiary to DDEBDF
C***LIBRARY SLATEC
C***TYPE DOUBLE PRECISION (LSOD-S, DLSOD-D)
C***AUTHOR (UNKNOWN)
C***DESCRIPTION
C
C DDEBDF merely allocates storage for DLSOD to relieve the user of
C the inconvenience of a long call list. Consequently DLSOD is used
C as described in the comments for DDEBDF .
C
C***SEE ALSO DDEBDF
C***ROUTINES CALLED D1MACH, DHSTRT, DINTYD, DSTOD, DVNRMS, XERMSG
C***COMMON BLOCKS DDEBD1
C***REVISION HISTORY (YYMMDD)
C 820301 DATE WRITTEN
C 890531 Changed all specific intrinsics to generic. (WRB)
C 890831 Modified array declarations. (WRB)
C 891214 Prologue converted to Version 4.0 format. (BAB)
C 900328 Added TYPE section. (WRB)
C 900510 Convert XERRWV calls to XERMSG calls. (RWC)
C***END PROLOGUE DLSOD
C
INTEGER IBAND, IBEGIN, IDID, IER, IINTEG, IJAC, INIT, INTFLG,
1 IOWNS, IPAR, IQUIT, ITOL, ITSTOP, IWM, JSTART, K, KFLAG,
2 KSTEPS, L, LACOR, LDUM, LEWT, LSAVF, LTOL, LWM, LYH, MAXNUM,
3 MAXORD, METH, MITER, N, NATOLP, NEQ, NFE, NJE, NQ, NQU,
4 NRTOLP, NST
DOUBLE PRECISION ABSDEL, ACOR, ATOL, BIG, D1MACH, DEL,
1 DELSGN, DT, DVNRMS, EL0, EWT,
2 H, HA, HMIN, HMXI, HU, ROWNS, RPAR, RTOL, SAVF, T, TOL,
3 TOLD, TOLFAC, TOUT, TSTOP, U, WM, X, Y, YH, YH1, YPOUT
LOGICAL INTOUT
CHARACTER*8 XERN1
CHARACTER*16 XERN3, XERN4
C
DIMENSION Y(*),YPOUT(*),YH(NEQ,6),YH1(*),EWT(*),SAVF(*),
1 ACOR(*),WM(*),IWM(*),RTOL(*),ATOL(*),RPAR(*),IPAR(*)
C
C
COMMON /DDEBD1/ TOLD,ROWNS(210),EL0,H,HMIN,HMXI,HU,X,U,IQUIT,INIT,
1 LYH,LEWT,LACOR,LSAVF,LWM,KSTEPS,IBEGIN,ITOL,
2 IINTEG,ITSTOP,IJAC,IBAND,IOWNS(6),IER,JSTART,
3 KFLAG,LDUM,METH,MITER,MAXORD,N,NQ,NST,NFE,NJE,NQU
C
EXTERNAL DF, DJAC
C
C ..................................................................
C
C THE EXPENSE OF SOLVING THE PROBLEM IS MONITORED BY COUNTING THE
C NUMBER OF STEPS ATTEMPTED. WHEN THIS EXCEEDS MAXNUM, THE
C COUNTER IS RESET TO ZERO AND THE USER IS INFORMED ABOUT POSSIBLE
C EXCESSIVE WORK.
SAVE MAXNUM
C
DATA MAXNUM /500/
C
C ..................................................................
C
C***FIRST EXECUTABLE STATEMENT DLSOD
IF (IBEGIN .EQ. 0) THEN
C
C ON THE FIRST CALL , PERFORM INITIALIZATION --
C DEFINE THE MACHINE UNIT ROUNDOFF QUANTITY U BY CALLING THE
C FUNCTION ROUTINE D1MACH. THE USER MUST MAKE SURE THAT THE
C VALUES SET IN D1MACH ARE RELEVANT TO THE COMPUTER BEING USED.
C
U = D1MACH(4)
C -- SET ASSOCIATED MACHINE DEPENDENT PARAMETER
WM(1) = SQRT(U)
C -- SET TERMINATION FLAG
IQUIT = 0
C -- SET INITIALIZATION INDICATOR
INIT = 0
C -- SET COUNTER FOR ATTEMPTED STEPS
KSTEPS = 0
C -- SET INDICATOR FOR INTERMEDIATE-OUTPUT
INTOUT = .FALSE.
C -- SET START INDICATOR FOR DSTOD CODE
JSTART = 0
C -- SET BDF METHOD INDICATOR
METH = 2
C -- SET MAXIMUM ORDER FOR BDF METHOD
MAXORD = 5
C -- SET ITERATION MATRIX INDICATOR
C
IF (IJAC .EQ. 0 .AND. IBAND .EQ. 0) MITER = 2
IF (IJAC .EQ. 1 .AND. IBAND .EQ. 0) MITER = 1
IF (IJAC .EQ. 0 .AND. IBAND .EQ. 1) MITER = 5
IF (IJAC .EQ. 1 .AND. IBAND .EQ. 1) MITER = 4
C
C -- SET OTHER NECESSARY ITEMS IN COMMON BLOCK
N = NEQ
NST = 0
NJE = 0
HMXI = 0.0D0
NQ = 1
H = 1.0D0
C -- RESET IBEGIN FOR SUBSEQUENT CALLS
IBEGIN = 1
ENDIF
C
C ..................................................................
C
C CHECK VALIDITY OF INPUT PARAMETERS ON EACH ENTRY
C
IF (NEQ .LT. 1) THEN
WRITE (XERN1, '(I8)') NEQ
CALL XERMSG ('SLATEC', 'DLSOD',
* 'IN DDEBDF, THE NUMBER OF EQUATIONS MUST BE A ' //
* 'POSITIVE INTEGER.$$YOU HAVE CALLED THE CODE WITH NEQ = ' //
* XERN1, 6, 1)
IDID=-33
ENDIF
C
NRTOLP = 0
NATOLP = 0
DO 60 K = 1, NEQ
IF (NRTOLP .LE. 0) THEN
IF (RTOL(K) .LT. 0.) THEN
WRITE (XERN1, '(I8)') K
WRITE (XERN3, '(1PE15.6)') RTOL(K)
CALL XERMSG ('SLATEC', 'DLSOD',
* 'IN DDEBDF, THE RELATIVE ERROR TOLERANCES MUST ' //
* 'BE NON-NEGATIVE.$$YOU HAVE CALLED THE CODE WITH ' //
* 'RTOL(' // XERN1 // ') = ' // XERN3 // '$$IN THE ' //
* 'CASE OF VECTOR ERROR TOLERANCES, NO FURTHER ' //
* 'CHECKING OF RTOL COMPONENTS IS DONE.', 7, 1)
IDID = -33
IF (NATOLP .GT. 0) GO TO 70
NRTOLP = 1
ELSEIF (NATOLP .GT. 0) THEN
GO TO 50
ENDIF
ENDIF
C
IF (ATOL(K) .LT. 0.) THEN
WRITE (XERN1, '(I8)') K
WRITE (XERN3, '(1PE15.6)') ATOL(K)
CALL XERMSG ('SLATEC', 'DLSOD',
* 'IN DDEBDF, THE ABSOLUTE ERROR ' //
* 'TOLERANCES MUST BE NON-NEGATIVE.$$YOU HAVE CALLED ' //
* 'THE CODE WITH ATOL(' // XERN1 // ') = ' // XERN3 //
* '$$IN THE CASE OF VECTOR ERROR TOLERANCES, NO FURTHER '
* // 'CHECKING OF ATOL COMPONENTS IS DONE.', 8, 1)
IDID=-33
IF (NRTOLP .GT. 0) GO TO 70
NATOLP=1
ENDIF
50 IF (ITOL .EQ. 0) GO TO 70
60 CONTINUE
C
70 IF (ITSTOP .EQ. 1) THEN
IF (SIGN(1.0D0,TOUT-T) .NE. SIGN(1.0D0,TSTOP-T) .OR.
1 ABS(TOUT-T) .GT. ABS(TSTOP-T)) THEN
WRITE (XERN3, '(1PE15.6)') TOUT
WRITE (XERN4, '(1PE15.6)') TSTOP
CALL XERMSG ('SLATEC', 'DLSOD',
* 'IN DDEBDF, YOU HAVE CALLED THE ' //
* 'CODE WITH TOUT = ' // XERN3 // '$$BUT YOU HAVE ' //
* 'ALSO TOLD THE CODE NOT TO INTEGRATE PAST THE POINT ' //
* 'TSTOP = ' // XERN4 // ' BY SETTING INFO(4) = 1.$$' //
* 'THESE INSTRUCTIONS CONFLICT.', 14, 1)
IDID=-33
ENDIF
ENDIF
C
C CHECK SOME CONTINUATION POSSIBILITIES
C
IF (INIT .NE. 0) THEN
IF (T .EQ. TOUT) THEN
WRITE (XERN3, '(1PE15.6)') T
CALL XERMSG ('SLATEC', 'DLSOD',
* 'IN DDEBDF, YOU HAVE CALLED THE CODE WITH T = TOUT = ' //
* XERN3 // '$$THIS IS NOT ALLOWED ON CONTINUATION CALLS.',
* 9, 1)
IDID=-33
ENDIF
C
IF (T .NE. TOLD) THEN
WRITE (XERN3, '(1PE15.6)') TOLD
WRITE (XERN4, '(1PE15.6)') T
CALL XERMSG ('SLATEC', 'DLSOD',
* 'IN DDEBDF, YOU HAVE CHANGED THE VALUE OF T FROM ' //
* XERN3 // ' TO ' // XERN4 //
* ' THIS IS NOT ALLOWED ON CONTINUATION CALLS.', 10, 1)
IDID=-33
ENDIF
C
IF (INIT .NE. 1) THEN
IF (DELSGN*(TOUT-T) .LT. 0.0D0) THEN
WRITE (XERN3, '(1PE15.6)') TOUT
CALL XERMSG ('SLATEC', 'DLSOD',
* 'IN DDEBDF, BY CALLING THE CODE WITH TOUT = ' //
* XERN3 // ' YOU ARE ATTEMPTING TO CHANGE THE ' //
* 'DIRECTION OF INTEGRATION.$$THIS IS NOT ALLOWED ' //
* 'WITHOUT RESTARTING.', 11, 1)
IDID=-33
ENDIF
ENDIF
ENDIF
C
IF (IDID .EQ. (-33)) THEN
IF (IQUIT .NE. (-33)) THEN
C INVALID INPUT DETECTED
IQUIT=-33
IBEGIN=-1
ELSE
CALL XERMSG ('SLATEC', 'DLSOD',
* 'IN DDEBDF, INVALID INPUT WAS DETECTED ON ' //
* 'SUCCESSIVE ENTRIES. IT IS IMPOSSIBLE TO PROCEED ' //
* 'BECAUSE YOU HAVE NOT CORRECTED THE PROBLEM, ' //
* 'SO EXECUTION IS BEING TERMINATED.', 12, 2)
ENDIF
RETURN
ENDIF
C
C ...............................................................
C
C RTOL = ATOL = 0. IS ALLOWED AS VALID INPUT AND INTERPRETED
C AS ASKING FOR THE MOST ACCURATE SOLUTION POSSIBLE. IN THIS
C CASE, THE RELATIVE ERROR TOLERANCE RTOL IS RESET TO THE
C SMALLEST VALUE 100*U WHICH IS LIKELY TO BE REASONABLE FOR
C THIS METHOD AND MACHINE
C
DO 180 K = 1, NEQ
IF (RTOL(K) + ATOL(K) .GT. 0.0D0) GO TO 170
RTOL(K) = 100.0D0*U
IDID = -2
170 CONTINUE
C ...EXIT
IF (ITOL .EQ. 0) GO TO 190
180 CONTINUE
190 CONTINUE
C
IF (IDID .NE. (-2)) GO TO 200
C RTOL=ATOL=0 ON INPUT, SO RTOL IS CHANGED TO A
C SMALL POSITIVE VALUE
IBEGIN = -1
GO TO 460
200 CONTINUE
C BEGIN BLOCK PERMITTING ...EXITS TO 450
C BEGIN BLOCK PERMITTING ...EXITS TO 430
C BEGIN BLOCK PERMITTING ...EXITS TO 260
C BEGIN BLOCK PERMITTING ...EXITS TO 230
C
C BRANCH ON STATUS OF INITIALIZATION INDICATOR
C INIT=0 MEANS INITIAL DERIVATIVES AND
C NOMINAL STEP SIZE
C AND DIRECTION NOT YET SET
C INIT=1 MEANS NOMINAL STEP SIZE AND
C DIRECTION NOT YET SET INIT=2 MEANS NO
C FURTHER INITIALIZATION REQUIRED
C
IF (INIT .EQ. 0) GO TO 210
C ......EXIT
IF (INIT .EQ. 1) GO TO 230
C .........EXIT
GO TO 260
210 CONTINUE
C
C ................................................
C
C MORE INITIALIZATION --
C -- EVALUATE INITIAL
C DERIVATIVES
C
INIT = 1
CALL DF(T,Y,YH(1,2),RPAR,IPAR)
NFE = 1
C ...EXIT
IF (T .NE. TOUT) GO TO 230
IDID = 2
DO 220 L = 1, NEQ
YPOUT(L) = YH(L,2)
220 CONTINUE
TOLD = T
C ............EXIT
GO TO 450
230 CONTINUE
C
C -- COMPUTE INITIAL STEP SIZE
C -- SAVE SIGN OF INTEGRATION DIRECTION
C -- SET INDEPENDENT AND DEPENDENT VARIABLES
C X AND YH(*) FOR DSTOD
C
LTOL = 1
DO 240 L = 1, NEQ
IF (ITOL .EQ. 1) LTOL = L
TOL = RTOL(LTOL)*ABS(Y(L)) + ATOL(LTOL)
IF (TOL .EQ. 0.0D0) GO TO 390
EWT(L) = TOL
240 CONTINUE
C
BIG = SQRT(D1MACH(2))
CALL DHSTRT(DF,NEQ,T,TOUT,Y,YH(1,2),EWT,1,U,BIG,
1 YH(1,3),YH(1,4),YH(1,5),YH(1,6),RPAR,
2 IPAR,H)
C
DELSGN = SIGN(1.0D0,TOUT-T)
X = T
DO 250 L = 1, NEQ
YH(L,1) = Y(L)
YH(L,2) = H*YH(L,2)
250 CONTINUE
INIT = 2
260 CONTINUE
C
C ......................................................
C
C ON EACH CALL SET INFORMATION WHICH DETERMINES THE
C ALLOWED INTERVAL OF INTEGRATION BEFORE RETURNING
C WITH AN ANSWER AT TOUT
C
DEL = TOUT - T
ABSDEL = ABS(DEL)
C
C ......................................................
C
C IF ALREADY PAST OUTPUT POINT, INTERPOLATE AND
C RETURN
C
270 CONTINUE
C BEGIN BLOCK PERMITTING ...EXITS TO 400
C BEGIN BLOCK PERMITTING ...EXITS TO 380
IF (ABS(X-T) .LT. ABSDEL) GO TO 290
CALL DINTYD(TOUT,0,YH,NEQ,Y,INTFLG)
CALL DINTYD(TOUT,1,YH,NEQ,YPOUT,INTFLG)
IDID = 3
IF (X .NE. TOUT) GO TO 280
IDID = 2
INTOUT = .FALSE.
280 CONTINUE
T = TOUT
TOLD = T
C ..................EXIT
GO TO 450
290 CONTINUE
C
C IF CANNOT GO PAST TSTOP AND SUFFICIENTLY
C CLOSE, EXTRAPOLATE AND RETURN
C
IF (ITSTOP .NE. 1) GO TO 310
IF (ABS(TSTOP-X) .GE. 100.0D0*U*ABS(X))
1 GO TO 310
DT = TOUT - X
DO 300 L = 1, NEQ
Y(L) = YH(L,1) + (DT/H)*YH(L,2)
300 CONTINUE
CALL DF(TOUT,Y,YPOUT,RPAR,IPAR)
NFE = NFE + 1
IDID = 3
T = TOUT
TOLD = T
C ..................EXIT
GO TO 450
310 CONTINUE
C
IF (IINTEG .EQ. 0 .OR. .NOT.INTOUT) GO TO 320
C
C INTERMEDIATE-OUTPUT MODE
C
IDID = 1
GO TO 370
320 CONTINUE
C
C .............................................
C
C MONITOR NUMBER OF STEPS ATTEMPTED
C
IF (KSTEPS .LE. MAXNUM) GO TO 330
C
C A SIGNIFICANT AMOUNT OF WORK HAS BEEN
C EXPENDED
IDID = -1
KSTEPS = 0
IBEGIN = -1
GO TO 370
330 CONTINUE
C
C ..........................................
C
C LIMIT STEP SIZE AND SET WEIGHT VECTOR
C
HMIN = 100.0D0*U*ABS(X)
HA = MAX(ABS(H),HMIN)
IF (ITSTOP .EQ. 1)
1 HA = MIN(HA,ABS(TSTOP-X))
H = SIGN(HA,H)
LTOL = 1
DO 340 L = 1, NEQ
IF (ITOL .EQ. 1) LTOL = L
EWT(L) = RTOL(LTOL)*ABS(YH(L,1))
1 + ATOL(LTOL)
C .........EXIT
IF (EWT(L) .LE. 0.0D0) GO TO 380
340 CONTINUE
TOLFAC = U*DVNRMS(NEQ,YH,EWT)
C .........EXIT
IF (TOLFAC .LE. 1.0D0) GO TO 400
C
C TOLERANCES TOO SMALL
IDID = -2
TOLFAC = 2.0D0*TOLFAC
RTOL(1) = TOLFAC*RTOL(1)
ATOL(1) = TOLFAC*ATOL(1)
IF (ITOL .EQ. 0) GO TO 360
DO 350 L = 2, NEQ
RTOL(L) = TOLFAC*RTOL(L)
ATOL(L) = TOLFAC*ATOL(L)
350 CONTINUE
360 CONTINUE
IBEGIN = -1
370 CONTINUE
C ............EXIT
GO TO 430
380 CONTINUE
C
C RELATIVE ERROR CRITERION INAPPROPRIATE
390 CONTINUE
IDID = -3
IBEGIN = -1
C .........EXIT
GO TO 430
400 CONTINUE
C
C ...................................................
C
C TAKE A STEP
C
CALL DSTOD(NEQ,Y,YH,NEQ,YH1,EWT,SAVF,ACOR,WM,IWM,
1 DF,DJAC,RPAR,IPAR)
C
JSTART = -2
INTOUT = .TRUE.
IF (KFLAG .EQ. 0) GO TO 270
C
C ......................................................
C
IF (KFLAG .EQ. -1) GO TO 410
C
C REPEATED CORRECTOR CONVERGENCE FAILURES
IDID = -6
IBEGIN = -1
GO TO 420
410 CONTINUE
C
C REPEATED ERROR TEST FAILURES
IDID = -7
IBEGIN = -1
420 CONTINUE
430 CONTINUE
C
C .........................................................
C
C STORE VALUES BEFORE RETURNING TO
C DDEBDF
DO 440 L = 1, NEQ
Y(L) = YH(L,1)
YPOUT(L) = YH(L,2)/H
440 CONTINUE
T = X
TOLD = T
INTOUT = .FALSE.
450 CONTINUE
460 CONTINUE
RETURN
END