added odeSolve

1 files changed, 88 insertions, 1 deletions

diff --git a/lib/Numeric/GSL/gsl-aux.c b/lib/Numeric/GSL/gsl-aux.c
index 0c71ca1..0fcde1c 100644
--- a/lib/Numeric/GSL/gsl-aux.c
+++ b/lib/Numeric/GSL/gsl-aux.c
@@ -22,6 +22,7 @@
 #include <gsl/gsl_complex_math.h>
 #include <gsl/gsl_rng.h>
 #include <gsl/gsl_randist.h>
+#include <gsl/gsl_odeiv.h>
 #include <string.h>
 #include <stdio.h>
 
@@ -507,7 +508,7 @@ double f_aux_min(const gsl_vector*x, void *pars) {
 
 
 void df_aux_min(const gsl_vector * x, void * pars, gsl_vector * g) {
-    Tfdf * fdf = ((Tfdf*) pars);  
+    Tfdf * fdf = ((Tfdf*) pars);
     double* p = (double*)calloc(x->size,sizeof(double));
     double* q = (double*)calloc(g->size,sizeof(double));
     int k;
@@ -797,3 +798,89 @@ int random_vector(int seed, int code, RVEC(r)) {
     }
 }
 #undef RAN
+
+//////////////////////////////////////////////////////
+//                        ODE
+
+typedef struct {int n; int (*f)(double,int, const double*, int, double *); int (*j)(double,int, const double*, int, int, double*);} Tode;
+
+int odefunc (double t, const double y[], double f[], void *params) { 
+    Tode * P = (Tode*) params;
+    (P->f)(t,P->n,y,P->n,f);
+    return GSL_SUCCESS;
+}
+
+int odejac (double t, const double y[], double *dfdy, double dfdt[], void *params) {
+     Tode * P = ((Tode*) params);
+     (P->j)(t,P->n,y,P->n,P->n,dfdy);
+     int j;
+     for (j=0; j< P->n; j++)
+        dfdt[j] = 0.0;
+     return GSL_SUCCESS;
+}
+
+
+int ode(int method, double h, double eps_abs, double eps_rel,
+        int f(double, int, const double*, int, double*),
+        int jac(double, int, const double*, int, int, double*),
+        KRVEC(xi), KRVEC(ts), RMAT(sol)) {
+
+    const gsl_odeiv_step_type * T;
+
+    switch(method) {
+        case 0 : {T = gsl_odeiv_step_rk2; break; }
+        case 1 : {T = gsl_odeiv_step_rk4; break; }
+        case 2 : {T = gsl_odeiv_step_rkf45; break; }
+        case 3 : {T = gsl_odeiv_step_rkck; break; }
+        case 4 : {T = gsl_odeiv_step_rk8pd; break; }
+        case 5 : {T = gsl_odeiv_step_rk2imp; break; }
+        case 6 : {T = gsl_odeiv_step_rk4imp; break; }
+        case 7 : {T = gsl_odeiv_step_bsimp; break; }
+        case 8 : {T = gsl_odeiv_step_gear1; break; }
+        case 9 : {T = gsl_odeiv_step_gear2; break; }
+        default: ERROR(BAD_CODE);
+    }
+
+
+    gsl_odeiv_step * s = gsl_odeiv_step_alloc (T, xin);
+    gsl_odeiv_control * c = gsl_odeiv_control_y_new (eps_abs, eps_rel);
+    gsl_odeiv_evolve * e = gsl_odeiv_evolve_alloc (xin);
+
+    Tode P;
+    P.f = f;
+    P.j = jac;
+    P.n = xin;
+
+    gsl_odeiv_system sys = {odefunc, odejac, xin, &P};
+
+    double t = tsp[0];
+
+    double* y = (double*)calloc(xin,sizeof(double));
+    int i,j;
+    for(i=0; i< xin; i++) {
+        y[i] = xip[i];
+        solp[i] = xip[i];
+    }
+
+       for (i = 1; i < tsn ; i++)
+         {
+           double ti = tsp[i];
+           while (t < ti)
+             {
+               gsl_odeiv_evolve_apply (e, c, s,
+                                       &sys,
+                                       &t, ti, &h,
+                                       y);
+               // if (h < hmin) h = hmin;
+             }
+           for(j=0; j<xin; j++) {
+               solp[i*xin + j] = y[j];
+           }
+         }
+
+    free(y);
+    gsl_odeiv_evolve_free (e);
+    gsl_odeiv_control_free (c);
+    gsl_odeiv_step_free (s);
+    return 0;
+}