/usr/include/gsl/gsl_odeiv2.h is in libgsl0-dev 1.16+dfsg-2.
This file is owned by root:root, with mode 0o644.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 | /* ode-initval/odeiv2.h
*
* Copyright (C) 1996, 1997, 1998, 1999, 2000 Gerard Jungman
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 3 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
/* Author: G. Jungman */
/* Modified by Tuomo Keskitalo */
#ifndef __GSL_ODEIV2_H__
#define __GSL_ODEIV2_H__
#include <stdio.h>
#include <stdlib.h>
#include <gsl/gsl_types.h>
#undef __BEGIN_DECLS
#undef __END_DECLS
#ifdef __cplusplus
# define __BEGIN_DECLS extern "C" {
# define __END_DECLS }
#else
# define __BEGIN_DECLS /* empty */
# define __END_DECLS /* empty */
#endif
__BEGIN_DECLS
/* Description of a system of ODEs.
*
* y' = f(t,y) = dydt(t, y)
*
* The system is specified by giving the right-hand-side
* of the equation and possibly a jacobian function.
*
* Some methods require the jacobian function, which calculates
* the matrix dfdy and the vector dfdt. The matrix dfdy conforms
* to the GSL standard, being a continuous range of floating point
* values, in row-order.
*
* As with GSL function objects, user-supplied parameter
* data is also present.
*/
typedef struct
{
int (*function) (double t, const double y[], double dydt[], void *params);
int (*jacobian) (double t, const double y[], double *dfdy, double dfdt[],
void *params);
size_t dimension;
void *params;
}
gsl_odeiv2_system;
/* Function evaluation macros */
#define GSL_ODEIV_FN_EVAL(S,t,y,f) (*((S)->function))(t,y,f,(S)->params)
#define GSL_ODEIV_JA_EVAL(S,t,y,dfdy,dfdt) (*((S)->jacobian))(t,y,dfdy,dfdt,(S)->params)
/* Type definitions */
typedef struct gsl_odeiv2_step_struct gsl_odeiv2_step;
typedef struct gsl_odeiv2_control_struct gsl_odeiv2_control;
typedef struct gsl_odeiv2_evolve_struct gsl_odeiv2_evolve;
typedef struct gsl_odeiv2_driver_struct gsl_odeiv2_driver;
/* Stepper object
*
* Opaque object for stepping an ODE system from t to t+h.
* In general the object has some state which facilitates
* iterating the stepping operation.
*/
typedef struct
{
const char *name;
int can_use_dydt_in;
int gives_exact_dydt_out;
void *(*alloc) (size_t dim);
int (*apply) (void *state, size_t dim, double t, double h, double y[],
double yerr[], const double dydt_in[], double dydt_out[],
const gsl_odeiv2_system * dydt);
int (*set_driver) (void *state, const gsl_odeiv2_driver * d);
int (*reset) (void *state, size_t dim);
unsigned int (*order) (void *state);
void (*free) (void *state);
}
gsl_odeiv2_step_type;
struct gsl_odeiv2_step_struct
{
const gsl_odeiv2_step_type *type;
size_t dimension;
void *state;
};
/* Available stepper types */
GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_rk2;
GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_rk4;
GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_rkf45;
GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_rkck;
GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_rk8pd;
GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_rk2imp;
GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_rk4imp;
GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_bsimp;
GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_rk1imp;
GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_msadams;
GSL_VAR const gsl_odeiv2_step_type *gsl_odeiv2_step_msbdf;
/* Stepper object methods */
gsl_odeiv2_step *gsl_odeiv2_step_alloc (const gsl_odeiv2_step_type * T,
size_t dim);
int gsl_odeiv2_step_reset (gsl_odeiv2_step * s);
void gsl_odeiv2_step_free (gsl_odeiv2_step * s);
const char *gsl_odeiv2_step_name (const gsl_odeiv2_step * s);
unsigned int gsl_odeiv2_step_order (const gsl_odeiv2_step * s);
int gsl_odeiv2_step_apply (gsl_odeiv2_step * s, double t, double h,
double y[], double yerr[], const double dydt_in[],
double dydt_out[], const gsl_odeiv2_system * dydt);
int gsl_odeiv2_step_set_driver (gsl_odeiv2_step * s,
const gsl_odeiv2_driver * d);
/* Step size control object. */
typedef struct
{
const char *name;
void *(*alloc) (void);
int (*init) (void *state, double eps_abs, double eps_rel, double a_y,
double a_dydt);
int (*hadjust) (void *state, size_t dim, unsigned int ord, const double y[],
const double yerr[], const double yp[], double *h);
int (*errlevel) (void *state, const double y, const double dydt,
const double h, const size_t ind, double *errlev);
int (*set_driver) (void *state, const gsl_odeiv2_driver * d);
void (*free) (void *state);
}
gsl_odeiv2_control_type;
struct gsl_odeiv2_control_struct
{
const gsl_odeiv2_control_type *type;
void *state;
};
/* Possible return values for an hadjust() evolution method */
#define GSL_ODEIV_HADJ_INC 1 /* step was increased */
#define GSL_ODEIV_HADJ_NIL 0 /* step unchanged */
#define GSL_ODEIV_HADJ_DEC (-1) /* step decreased */
/* General step size control methods.
*
* The hadjust() method controls the adjustment of
* step size given the result of a step and the error.
* Valid hadjust() methods must return one of the codes below.
* errlevel function calculates the desired error level D0.
*
* The general data can be used by specializations
* to store state and control their heuristics.
*/
gsl_odeiv2_control *gsl_odeiv2_control_alloc (const gsl_odeiv2_control_type *
T);
int gsl_odeiv2_control_init (gsl_odeiv2_control * c, double eps_abs,
double eps_rel, double a_y, double a_dydt);
void gsl_odeiv2_control_free (gsl_odeiv2_control * c);
int gsl_odeiv2_control_hadjust (gsl_odeiv2_control * c, gsl_odeiv2_step * s,
const double y[], const double yerr[],
const double dydt[], double *h);
const char *gsl_odeiv2_control_name (const gsl_odeiv2_control * c);
int gsl_odeiv2_control_errlevel (gsl_odeiv2_control * c, const double y,
const double dydt, const double h,
const size_t ind, double *errlev);
int gsl_odeiv2_control_set_driver (gsl_odeiv2_control * c,
const gsl_odeiv2_driver * d);
/* Available control object constructors.
*
* The standard control object is a four parameter heuristic
* defined as follows:
* D0 = eps_abs + eps_rel * (a_y |y| + a_dydt h |y'|)
* D1 = |yerr|
* q = consistency order of method (q=4 for 4(5) embedded RK)
* S = safety factor (0.9 say)
*
* / (D0/D1)^(1/(q+1)) D0 >= D1
* h_NEW = S h_OLD * |
* \ (D0/D1)^(1/q) D0 < D1
*
* This encompasses all the standard error scaling methods.
*
* The y method is the standard method with a_y=1, a_dydt=0.
* The yp method is the standard method with a_y=0, a_dydt=1.
*/
gsl_odeiv2_control *gsl_odeiv2_control_standard_new (double eps_abs,
double eps_rel,
double a_y,
double a_dydt);
gsl_odeiv2_control *gsl_odeiv2_control_y_new (double eps_abs, double eps_rel);
gsl_odeiv2_control *gsl_odeiv2_control_yp_new (double eps_abs,
double eps_rel);
/* This controller computes errors using different absolute errors for
* each component
*
* D0 = eps_abs * scale_abs[i] + eps_rel * (a_y |y| + a_dydt h |y'|)
*/
gsl_odeiv2_control *gsl_odeiv2_control_scaled_new (double eps_abs,
double eps_rel, double a_y,
double a_dydt,
const double scale_abs[],
size_t dim);
/* Evolution object */
struct gsl_odeiv2_evolve_struct
{
size_t dimension;
double *y0;
double *yerr;
double *dydt_in;
double *dydt_out;
double last_step;
unsigned long int count;
unsigned long int failed_steps;
const gsl_odeiv2_driver *driver;
};
/* Evolution object methods */
gsl_odeiv2_evolve *gsl_odeiv2_evolve_alloc (size_t dim);
int gsl_odeiv2_evolve_apply (gsl_odeiv2_evolve * e, gsl_odeiv2_control * con,
gsl_odeiv2_step * step,
const gsl_odeiv2_system * dydt, double *t,
double t1, double *h, double y[]);
int gsl_odeiv2_evolve_apply_fixed_step (gsl_odeiv2_evolve * e,
gsl_odeiv2_control * con,
gsl_odeiv2_step * step,
const gsl_odeiv2_system * dydt,
double *t, const double h0,
double y[]);
int gsl_odeiv2_evolve_reset (gsl_odeiv2_evolve * e);
void gsl_odeiv2_evolve_free (gsl_odeiv2_evolve * e);
int gsl_odeiv2_evolve_set_driver (gsl_odeiv2_evolve * e,
const gsl_odeiv2_driver * d);
/* Driver object
*
* This is a high level wrapper for step, control and
* evolve objects.
*/
struct gsl_odeiv2_driver_struct
{
const gsl_odeiv2_system *sys; /* ODE system */
gsl_odeiv2_step *s; /* stepper object */
gsl_odeiv2_control *c; /* control object */
gsl_odeiv2_evolve *e; /* evolve object */
double h; /* step size */
double hmin; /* minimum step size allowed */
double hmax; /* maximum step size allowed */
unsigned long int n; /* number of steps taken */
unsigned long int nmax; /* Maximum number of steps allowed */
};
/* Driver object methods */
gsl_odeiv2_driver *gsl_odeiv2_driver_alloc_y_new (const gsl_odeiv2_system *
sys,
const gsl_odeiv2_step_type *
T, const double hstart,
const double epsabs,
const double epsrel);
gsl_odeiv2_driver *gsl_odeiv2_driver_alloc_yp_new (const gsl_odeiv2_system *
sys,
const gsl_odeiv2_step_type
* T, const double hstart,
const double epsabs,
const double epsrel);
gsl_odeiv2_driver *gsl_odeiv2_driver_alloc_scaled_new (const gsl_odeiv2_system
* sys,
const
gsl_odeiv2_step_type *
T, const double hstart,
const double epsabs,
const double epsrel,
const double a_y,
const double a_dydt,
const double
scale_abs[]);
gsl_odeiv2_driver *gsl_odeiv2_driver_alloc_standard_new (const
gsl_odeiv2_system *
sys,
const
gsl_odeiv2_step_type
* T,
const double hstart,
const double epsabs,
const double epsrel,
const double a_y,
const double a_dydt);
int gsl_odeiv2_driver_set_hmin (gsl_odeiv2_driver * d, const double hmin);
int gsl_odeiv2_driver_set_hmax (gsl_odeiv2_driver * d, const double hmax);
int gsl_odeiv2_driver_set_nmax (gsl_odeiv2_driver * d,
const unsigned long int nmax);
int gsl_odeiv2_driver_apply (gsl_odeiv2_driver * d, double *t,
const double t1, double y[]);
int gsl_odeiv2_driver_apply_fixed_step (gsl_odeiv2_driver * d, double *t,
const double h,
const unsigned long int n,
double y[]);
int gsl_odeiv2_driver_reset (gsl_odeiv2_driver * d);
int gsl_odeiv2_driver_reset_hstart (gsl_odeiv2_driver * d, const double hstart);
void gsl_odeiv2_driver_free (gsl_odeiv2_driver * state);
__END_DECLS
#endif /* __GSL_ODEIV2_H__ */
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