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////////////////////////////////////////////////////////////////////////
//
// Copyright (C) 1996-2021 The Octave Project Developers
//
// See the file COPYRIGHT.md in the top-level directory of this
// distribution or <https://octave.org/copyright/>.
//
// This file is part of Octave.
//
// Octave 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.
//
// Octave 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 Octave; see the file COPYING. If not, see
// <https://www.gnu.org/licenses/>.
//
////////////////////////////////////////////////////////////////////////
#if defined (HAVE_CONFIG_H)
# include "config.h"
#endif
#include <list>
#include <string>
#include "LSODE.h"
#include "lo-mappers.h"
#include "defun.h"
#include "error.h"
#include "errwarn.h"
#include "interpreter-private.h"
#include "ovl.h"
#include "ov-fcn.h"
#include "ov-cell.h"
#include "pager.h"
#include "parse.h"
#include "pr-output.h"
#include "unwind-prot.h"
#include "utils.h"
#include "variables.h"
#include "LSODE-opts.cc"
// Global pointer for user defined function required by lsode.
static octave_value lsode_fcn;
// Global pointer for optional user defined jacobian function used by lsode.
static octave_value lsode_jac;
// Have we warned about imaginary values returned from user function?
static bool warned_fcn_imaginary = false;
static bool warned_jac_imaginary = false;
// Is this a recursive call?
static int call_depth = 0;
ColumnVector
lsode_user_function (const ColumnVector& x, double t)
{
ColumnVector retval;
octave_value_list args;
args(1) = t;
args(0) = x;
if (lsode_fcn.is_defined ())
{
octave_value_list tmp;
try
{
tmp = octave::feval (lsode_fcn, args, 1);
}
catch (octave::execution_exception& e)
{
err_user_supplied_eval (e, "lsode");
}
if (tmp.empty () || ! tmp(0).is_defined ())
err_user_supplied_eval ("lsode");
if (! warned_fcn_imaginary && tmp(0).iscomplex ())
{
warning ("lsode: ignoring imaginary part returned from user-supplied function");
warned_fcn_imaginary = true;
}
retval = tmp(0).xvector_value ("lsode: expecting user supplied function to return numeric vector");
if (retval.isempty ())
err_user_supplied_eval ("lsode");
}
return retval;
}
Matrix
lsode_user_jacobian (const ColumnVector& x, double t)
{
Matrix retval;
octave_value_list args;
args(1) = t;
args(0) = x;
if (lsode_jac.is_defined ())
{
octave_value_list tmp;
try
{
tmp = octave::feval (lsode_jac, args, 1);
}
catch (octave::execution_exception& e)
{
err_user_supplied_eval (e, "lsode");
}
if (tmp.empty () || ! tmp(0).is_defined ())
err_user_supplied_eval ("lsode");
if (! warned_jac_imaginary && tmp(0).iscomplex ())
{
warning ("lsode: ignoring imaginary part returned from user-supplied jacobian function");
warned_jac_imaginary = true;
}
retval = tmp(0).xmatrix_value ("lsode: expecting user supplied jacobian function to return numeric array");
if (retval.isempty ())
err_user_supplied_eval ("lsode");
}
return retval;
}
DEFMETHOD (lsode, interp, args, nargout,
doc: /* -*- texinfo -*-
@deftypefn {} {[@var{x}, @var{istate}, @var{msg}] =} lsode (@var{fcn}, @var{x_0}, @var{t})
@deftypefnx {} {[@var{x}, @var{istate}, @var{msg}] =} lsode (@var{fcn}, @var{x_0}, @var{t}, @var{t_crit})
Ordinary Differential Equation (ODE) solver.
The set of differential equations to solve is
@tex
$$ {dx \over dt} = f (x, t) $$
with
$$ x(t_0) = x_0 $$
@end tex
@ifnottex
@example
@group
dx
-- = f (x, t)
dt
@end group
@end example
@noindent
with
@example
x(t_0) = x_0
@end example
@end ifnottex
The solution is returned in the matrix @var{x}, with each row
corresponding to an element of the vector @var{t}. The first element
of @var{t} should be @math{t_0} and should correspond to the initial
state of the system @var{x_0}, so that the first row of the output
is @var{x_0}.
The first argument, @var{fcn}, is a string, inline, or function handle
that names the function @math{f} to call to compute the vector of right
hand sides for the set of equations. The function must have the form
@example
@var{xdot} = f (@var{x}, @var{t})
@end example
@noindent
in which @var{xdot} and @var{x} are vectors and @var{t} is a scalar.
If @var{fcn} is a two-element string array or a two-element cell array
of strings, inline functions, or function handles, the first element names
the function @math{f} described above, and the second element names a
function to compute the Jacobian of @math{f}. The Jacobian function
must have the form
@example
@var{jac} = j (@var{x}, @var{t})
@end example
@noindent
in which @var{jac} is the matrix of partial derivatives
@tex
$$ J = {\partial f_i \over \partial x_j} = \left[\matrix{
{\partial f_1 \over \partial x_1}
& {\partial f_1 \over \partial x_2}
& \cdots
& {\partial f_1 \over \partial x_N} \cr
{\partial f_2 \over \partial x_1}
& {\partial f_2 \over \partial x_2}
& \cdots
& {\partial f_2 \over \partial x_N} \cr
\vdots & \vdots & \ddots & \vdots \cr
{\partial f_3 \over \partial x_1}
& {\partial f_3 \over \partial x_2}
& \cdots
& {\partial f_3 \over \partial x_N} \cr}\right]$$
@end tex
@ifnottex
@example
@group
| df_1 df_1 df_1 |
| ---- ---- ... ---- |
| dx_1 dx_2 dx_N |
| |
| df_2 df_2 df_2 |
| ---- ---- ... ---- |
df_i | dx_1 dx_2 dx_N |
jac = ---- = | |
dx_j | . . . . |
| . . . . |
| . . . . |
| |
| df_N df_N df_N |
| ---- ---- ... ---- |
| dx_1 dx_2 dx_N |
@end group
@end example
@end ifnottex
The second argument specifies the initial state of the system @math{x_0}. The
third argument is a vector, @var{t}, specifying the time values for which a
solution is sought.
The fourth argument is optional, and may be used to specify a set of
times that the ODE solver should not integrate past. It is useful for
avoiding difficulties with singularities and points where there is a
discontinuity in the derivative.
After a successful computation, the value of @var{istate} will be 2
(consistent with the Fortran version of @sc{lsode}).
If the computation is not successful, @var{istate} will be something
other than 2 and @var{msg} will contain additional information.
You can use the function @code{lsode_options} to set optional
parameters for @code{lsode}.
@seealso{daspk, dassl, dasrt}
@end deftypefn */)
{
int nargin = args.length ();
if (nargin < 3 || nargin > 4)
print_usage ();
warned_fcn_imaginary = false;
warned_jac_imaginary = false;
octave::unwind_protect frame;
frame.protect_var (call_depth);
call_depth++;
if (call_depth > 1)
error ("lsode: invalid recursive call");
octave::symbol_table& symtab = interp.get_symbol_table ();
std::string fcn_name, fname, jac_name, jname;
lsode_fcn = octave_value ();
lsode_jac = octave_value ();
octave_value f_arg = args(0);
std::list<std::string> parameter_names ({"x", "t"});
if (f_arg.iscell ())
{
Cell c = f_arg.cell_value ();
if (c.numel () == 1)
f_arg = c(0);
else if (c.numel () == 2)
{
lsode_fcn = octave::get_function_handle (interp, c(0),
parameter_names);
if (lsode_fcn.is_defined ())
{
lsode_jac = octave::get_function_handle (interp, c(1),
parameter_names);
if (lsode_jac.is_undefined ())
lsode_fcn = octave_value ();
}
}
else
error ("lsode: incorrect number of elements in cell array");
}
if (lsode_fcn.is_undefined () && ! f_arg.iscell ())
{
if (f_arg.is_function_handle () || f_arg.is_inline_function ())
lsode_fcn = f_arg;
else
{
switch (f_arg.rows ())
{
case 1:
lsode_fcn = octave::get_function_handle (interp, f_arg,
parameter_names);
break;
case 2:
{
string_vector tmp = f_arg.string_vector_value ();
lsode_fcn = octave::get_function_handle (interp, tmp(0),
parameter_names);
if (lsode_fcn.is_defined ())
{
lsode_jac = octave::get_function_handle (interp, tmp(1),
parameter_names);
if (lsode_jac.is_undefined ())
lsode_fcn = octave_value ();
}
}
break;
default:
error ("lsode: first arg should be a string or 2-element string array");
}
}
}
if (lsode_fcn.is_undefined ())
error ("lsode: FCN argument is not a valid function name or handle");
ColumnVector state = args(1).xvector_value ("lsode: initial state X_0 must be a vector");
ColumnVector out_times = args(2).xvector_value ("lsode: output time variable T must be a vector");
ColumnVector crit_times;
int crit_times_set = 0;
if (nargin > 3)
{
crit_times = args(3).xvector_value ("lsode: list of critical times T_CRIT must be a vector");
crit_times_set = 1;
}
double tzero = out_times (0);
ODEFunc func (lsode_user_function);
if (lsode_jac.is_defined ())
func.set_jacobian_function (lsode_user_jacobian);
LSODE ode (state, tzero, func);
ode.set_options (lsode_opts);
Matrix output;
if (crit_times_set)
output = ode.integrate (out_times, crit_times);
else
output = ode.integrate (out_times);
if (fcn_name.length ())
symtab.clear_function (fcn_name);
if (jac_name.length ())
symtab.clear_function (jac_name);
std::string msg = ode.error_message ();
octave_value_list retval (3);
if (ode.integration_ok ())
retval(0) = output;
else if (nargout < 2)
error ("lsode: %s", msg.c_str ());
else
retval(0) = Matrix ();
retval(1) = static_cast<double> (ode.integration_state ());
retval(2) = msg;
return retval;
}
/*
## dassl-1.m
##
## Test lsode() function
##
## Author: David Billinghurst (David.Billinghurst@riotinto.com.au)
## Comalco Research and Technology
## 20 May 1998
##
## Problem
##
## y1' = -y2, y1(0) = 1
## y2' = y1, y2(0) = 0
##
## Solution
##
## y1(t) = cos(t)
## y2(t) = sin(t)
##
%!function xdot = __f (x, t)
%! xdot = [-x(2); x(1)];
%!endfunction
%!test
%!
%! x0 = [1; 0];
%! xdot0 = [0; 1];
%! t = (0:1:10)';
%!
%! tol = 500 * lsode_options ("relative tolerance");
%!
%! x = lsode ("__f", x0, t);
%!
%! y = [cos(t), sin(t)];
%!
%! assert (x, y, tol);
%!function xdotdot = __f (x, t)
%! xdotdot = [x(2); -x(1)];
%!endfunction
%!test
%!
%! x0 = [1; 0];
%! t = [0; 2*pi];
%! tol = 100 * dassl_options ("relative tolerance");
%!
%! x = lsode ("__f", x0, t);
%!
%! y = [1, 0; 1, 0];
%!
%! assert (x, y, tol);
%!function xdot = __f (x, t)
%! xdot = x;
%!endfunction
%!test
%!
%! x0 = 1;
%! t = [0; 1];
%! tol = 100 * dassl_options ("relative tolerance");
%!
%! x = lsode ("__f", x0, t);
%!
%! y = [1; e];
%!
%! assert (x, y, tol);
%!test
%! lsode_options ("absolute tolerance", eps);
%! assert (lsode_options ("absolute tolerance") == eps);
%!error lsode_options ("foo", 1, 2)
*/
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