Mercurial > octave
annotate libinterp/corefcn/dassl.cc @ 33625:d213a148b3f1 default tip @
ensure exp. terminal widget has focus at startup
* main-window.cc (main_window): call focus_command_window only if
event loop is idle by using a single shot timer
* main-window.h: make focus_command_window a public slot
author | Torsten Lilge <ttl-octave@mailbox.org> |
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date | Sun, 26 May 2024 02:29:44 +0200 |
parents | a258493e726a |
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rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 1996-2024 The Octave Project Developers |
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4 // |
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5 // See the file COPYRIGHT.md in the top-level directory of this |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
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26 #if defined (HAVE_CONFIG_H) |
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27 # include "config.h" |
2928 | 28 #endif |
29 | |
30 #include <string> | |
31 | |
32 #include "DASSL.h" | |
33 | |
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34 #include "defun.h" |
2928 | 35 #include "error.h" |
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36 #include "errwarn.h" |
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37 #include "interpreter-private.h" |
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38 #include "interpreter.h" |
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39 #include "ovl.h" |
2968 | 40 #include "ov-fcn.h" |
5729 | 41 #include "ov-cell.h" |
2928 | 42 #include "pager.h" |
3243 | 43 #include "unwind-prot.h" |
2928 | 44 #include "utils.h" |
45 #include "variables.h" | |
46 | |
3998 | 47 #include "DASSL-opts.cc" |
48 | |
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49 OCTAVE_BEGIN_NAMESPACE(octave) |
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50 |
2928 | 51 // Global pointer for user defined function required by dassl. |
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52 static octave_value dassl_fcn; |
2928 | 53 |
3991 | 54 // Global pointer for optional user defined jacobian function. |
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55 static octave_value dassl_jac; |
3991 | 56 |
4140 | 57 // Have we warned about imaginary values returned from user function? |
58 static bool warned_fcn_imaginary = false; | |
59 static bool warned_jac_imaginary = false; | |
60 | |
3243 | 61 // Is this a recursive call? |
62 static int call_depth = 0; | |
63 | |
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64 static ColumnVector |
3849 | 65 dassl_user_function (const ColumnVector& x, const ColumnVector& xdot, |
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66 double t, octave_idx_type& ires) |
2928 | 67 { |
68 ColumnVector retval; | |
69 | |
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70 panic_unless (x.numel () == xdot.numel ()); |
2928 | 71 |
72 octave_value_list args; | |
4628 | 73 |
2928 | 74 args(2) = t; |
4628 | 75 args(1) = xdot; |
76 args(0) = x; | |
2928 | 77 |
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78 if (dassl_fcn.is_defined ()) |
2928 | 79 { |
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80 octave_value_list tmp; |
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81 |
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82 try |
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83 { |
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84 interpreter& interp = __get_interpreter__ (); |
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85 |
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86 tmp = interp.feval (dassl_fcn, args, 1); |
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87 } |
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88 catch (execution_exception& ee) |
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89 { |
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90 err_user_supplied_eval (ee, "dassl"); |
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91 } |
2928 | 92 |
3849 | 93 int tlen = tmp.length (); |
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94 if (tlen == 0 || ! tmp(0).is_defined ()) |
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95 err_user_supplied_eval ("dassl"); |
4140 | 96 |
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97 if (! warned_fcn_imaginary && tmp(0).iscomplex ()) |
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98 { |
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99 warning ("dassl: ignoring imaginary part returned from user-supplied function"); |
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100 warned_fcn_imaginary = true; |
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101 } |
3849 | 102 |
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103 retval = tmp(0).vector_value (); |
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104 |
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105 if (tlen > 1) |
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106 ires = tmp(1).int_value (); |
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107 |
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108 if (retval.isempty ()) |
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109 err_user_supplied_eval ("dassl"); |
2928 | 110 } |
111 | |
112 return retval; | |
113 } | |
114 | |
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115 static Matrix |
3991 | 116 dassl_user_jacobian (const ColumnVector& x, const ColumnVector& xdot, |
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117 double t, double cj) |
3991 | 118 { |
119 Matrix retval; | |
120 | |
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121 panic_unless (x.numel () == xdot.numel ()); |
3991 | 122 |
123 octave_value_list args; | |
124 | |
125 args(3) = cj; | |
126 args(2) = t; | |
4628 | 127 args(1) = xdot; |
128 args(0) = x; | |
3991 | 129 |
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130 if (dassl_jac.is_defined ()) |
3991 | 131 { |
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132 octave_value_list tmp; |
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133 |
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134 try |
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135 { |
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136 interpreter& interp = __get_interpreter__ (); |
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137 |
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138 tmp = interp.feval (dassl_jac, args, 1); |
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139 } |
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140 catch (execution_exception& ee) |
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141 { |
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142 err_user_supplied_eval (ee, "dassl"); |
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143 } |
3991 | 144 |
145 int tlen = tmp.length (); | |
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146 if (tlen == 0 || ! tmp(0).is_defined ()) |
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147 err_user_supplied_eval ("dassl"); |
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148 |
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149 if (! warned_jac_imaginary && tmp(0).iscomplex ()) |
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150 { |
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151 warning ("dassl: ignoring imaginary part returned from user-supplied jacobian function"); |
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152 warned_jac_imaginary = true; |
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153 } |
4140 | 154 |
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155 retval = tmp(0).matrix_value (); |
3991 | 156 |
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157 if (retval.isempty ()) |
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158 err_user_supplied_eval ("dassl"); |
3991 | 159 } |
160 | |
161 return retval; | |
162 } | |
163 | |
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164 DEFMETHOD (dassl, interp, args, nargout, |
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165 doc: /* -*- texinfo -*- |
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166 @deftypefn {} {[@var{x}, @var{xdot}, @var{istate}, @var{msg}] =} dassl (@var{fcn}, @var{x_0}, @var{xdot_0}, @var{t}, @var{t_crit}) |
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167 Solve a set of differential-algebraic equations. |
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168 |
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169 @code{dassl} solves the set of equations |
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170 @tex |
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171 $$ 0 = f (x, \dot{x}, t) $$ |
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172 with |
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173 $$ x(t_0) = x_0, \dot{x}(t_0) = \dot{x}_0 $$ |
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174 @end tex |
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175 @ifnottex |
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176 |
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177 @example |
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178 0 = f (x, xdot, t) |
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179 @end example |
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180 |
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181 @noindent |
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182 with |
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183 |
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184 @example |
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185 x(t_0) = x_0, xdot(t_0) = xdot_0 |
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186 @end example |
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187 |
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188 @end ifnottex |
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189 The solution is returned in the matrices @var{x} and @var{xdot}, |
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190 with each row in the result matrices corresponding to one of the |
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191 elements in the vector @var{t}. The first element of @var{t} |
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192 should be @math{t_0} and correspond to the initial state of the |
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193 system @var{x_0} and its derivative @var{xdot_0}, so that the first |
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194 row of the output @var{x} is @var{x_0} and the first row |
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195 of the output @var{xdot} is @var{xdot_0}. |
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196 |
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197 The first argument, @var{fcn}, is a string, inline, or function handle |
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198 that names the function @math{f} to call to compute the vector of |
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199 residuals for the set of equations. It must have the form |
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200 |
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201 @example |
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202 @var{res} = f (@var{x}, @var{xdot}, @var{t}) |
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203 @end example |
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204 |
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205 @noindent |
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206 in which @var{x}, @var{xdot}, and @var{res} are vectors, and @var{t} is a |
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207 scalar. |
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208 |
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209 If @var{fcn} is a two-element string array or a two-element cell array |
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210 of strings, inline functions, or function handles, the first element names |
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211 the function @math{f} described above, and the second element names a |
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212 function to compute the modified Jacobian |
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213 |
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214 @tex |
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215 $$ |
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216 J = {\partial f \over \partial x} |
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217 + c {\partial f \over \partial \dot{x}} |
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218 $$ |
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219 @end tex |
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220 @ifnottex |
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221 |
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222 @example |
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223 @group |
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224 df df |
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225 jac = -- + c ------ |
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226 dx d xdot |
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227 @end group |
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228 @end example |
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229 |
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230 @end ifnottex |
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231 |
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232 The modified Jacobian function must have the form |
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233 |
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234 @example |
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235 @group |
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236 |
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237 @var{jac} = j (@var{x}, @var{xdot}, @var{t}, @var{c}) |
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238 |
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239 @end group |
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240 @end example |
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241 |
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242 The second and third arguments to @code{dassl} specify the initial |
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243 condition of the states and their derivatives, and the fourth argument |
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244 specifies a vector of output times at which the solution is desired, |
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245 including the time corresponding to the initial condition. |
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246 |
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247 The set of initial states and derivatives are not strictly required to |
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248 be consistent. In practice, however, @sc{dassl} is not very good at |
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249 determining a consistent set for you, so it is best if you ensure that |
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250 the initial values result in the function evaluating to zero. |
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251 |
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252 The fifth argument is optional, and may be used to specify a set of |
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253 times that the DAE solver should not integrate past. It is useful for |
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254 avoiding difficulties with singularities and points where there is a |
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255 discontinuity in the derivative. |
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256 |
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257 After a successful computation, the value of @var{istate} will be |
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258 greater than zero (consistent with the Fortran version of @sc{dassl}). |
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259 |
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260 If the computation is not successful, the value of @var{istate} will be |
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261 less than zero and @var{msg} will contain additional information. |
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262 |
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263 You can use the function @code{dassl_options} to set optional |
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264 parameters for @code{dassl}. |
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265 @seealso{daspk, dasrt, lsode} |
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266 @end deftypefn */) |
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268 int nargin = args.length (); |
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269 |
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270 if (nargin < 4 || nargin > 5) |
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271 print_usage (); |
2928 | 272 |
4140 | 273 warned_fcn_imaginary = false; |
274 warned_jac_imaginary = false; | |
275 | |
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276 octave_value_list retval (4); |
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277 |
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278 unwind_protect_var<int> restore_var (call_depth); |
3243 | 279 call_depth++; |
2928 | 280 |
3243 | 281 if (call_depth > 1) |
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282 error ("dassl: invalid recursive call"); |
2928 | 283 |
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284 std::string fcn_name, fname, jac_name, jname; |
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285 |
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286 dassl_fcn = octave_value (); |
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287 dassl_jac = octave_value (); |
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288 |
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289 octave_value f_arg = args(0); |
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290 |
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291 std::list<std::string> fcn_param_names ({"x", "xdot", "t"}); |
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292 std::list<std::string> jac_param_names ({"x", "xdot", "t", "cj"}); |
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293 |
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294 if (f_arg.iscell ()) |
2928 | 295 { |
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296 Cell c = f_arg.cell_value (); |
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297 if (c.numel () == 1) |
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298 f_arg = c(0); |
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299 else if (c.numel () == 2) |
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300 { |
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301 dassl_fcn = get_function_handle (interp, c(0), fcn_param_names); |
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303 if (dassl_fcn.is_defined ()) |
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304 { |
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305 dassl_jac = get_function_handle (interp, c(1), jac_param_names); |
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306 |
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307 if (dassl_jac.is_undefined ()) |
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308 dassl_fcn = octave_value (); |
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309 } |
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310 } |
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311 else |
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312 error ("dassl: incorrect number of elements in cell array"); |
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313 } |
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314 |
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315 if (dassl_fcn.is_undefined () && ! f_arg.iscell ()) |
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316 { |
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317 if (f_arg.is_function_handle () || f_arg.is_inline_function ()) |
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318 dassl_fcn = f_arg; |
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319 else |
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320 { |
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321 switch (f_arg.rows ()) |
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322 { |
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323 case 1: |
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324 dassl_fcn = get_function_handle (interp, f_arg, fcn_param_names); |
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325 break; |
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326 |
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327 case 2: |
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328 { |
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329 string_vector tmp = f_arg.string_vector_value (); |
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331 dassl_fcn = get_function_handle (interp, tmp(0), |
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332 fcn_param_names); |
3991 | 333 |
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334 if (dassl_fcn.is_defined ()) |
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335 { |
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336 dassl_jac = get_function_handle (interp, tmp(1), |
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337 jac_param_names); |
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339 if (dassl_jac.is_undefined ()) |
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340 dassl_fcn = octave_value (); |
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341 } |
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342 } |
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343 break; |
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344 |
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345 default: |
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346 error ("dassl: first arg should be a string or 2-element string array"); |
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347 } |
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348 } |
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349 } |
3243 | 350 |
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351 if (dassl_fcn.is_undefined ()) |
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352 error ("dassl: FCN argument is not a valid function name or handle"); |
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354 ColumnVector state = args(1).xvector_value ("dassl: initial state X_0 must be a vector"); |
2928 | 355 |
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356 ColumnVector deriv = args(2).xvector_value ("dassl: initial derivatives XDOT_0 must be a vector"); |
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357 |
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358 ColumnVector out_times = args(3).xvector_value ("dassl: output time variable T must be a vector"); |
2928 | 359 |
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360 ColumnVector crit_times; |
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361 int crit_times_set = 0; |
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362 if (nargin > 4) |
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363 { |
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364 crit_times = args(4).xvector_value ("dassl: list of critical times T_CRIT must be a vector"); |
2928 | 365 |
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366 crit_times_set = 1; |
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367 } |
3991 | 368 |
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369 if (state.numel () != deriv.numel ()) |
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370 error ("dassl: X and XDOT_0 must have the same size"); |
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372 double tzero = out_times (0); |
2928 | 373 |
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374 DAEFunc fcn (dassl_user_function); |
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375 if (dassl_jac.is_defined ()) |
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376 fcn.set_jacobian_function (dassl_user_jacobian); |
3243 | 377 |
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378 DASSL dae (state, deriv, tzero, fcn); |
2928 | 379 |
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380 dae.set_options (dassl_opts); |
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382 Matrix output; |
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383 Matrix deriv_output; |
3997 | 384 |
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385 if (crit_times_set) |
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386 output = dae.integrate (out_times, deriv_output, crit_times); |
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387 else |
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388 output = dae.integrate (out_times, deriv_output); |
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389 |
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390 std::string msg = dae.error_message (); |
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391 |
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392 if (dae.integration_ok ()) |
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393 { |
20892 | 394 retval(0) = output; |
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395 retval(1) = deriv_output; |
2928 | 396 } |
3243 | 397 else |
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398 { |
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399 if (nargout < 3) |
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400 error ("dassl: %s", msg.c_str ()); |
20892 | 401 |
402 retval(0) = Matrix (); | |
403 retval(1) = Matrix (); | |
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404 } |
3243 | 405 |
20892 | 406 retval(2) = static_cast<double> (dae.integration_state ()); |
407 retval(3) = msg; | |
408 | |
2928 | 409 return retval; |
410 } | |
411 | |
412 /* | |
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413 ## dassl-1.m |
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414 ## |
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415 ## Test dassl() function |
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416 ## |
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417 ## Author: David Billinghurst (David.Billinghurst@riotinto.com.au) |
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418 ## Comalco Research and Technology |
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419 ## 20 May 1998 |
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420 ## |
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421 ## Problem |
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422 ## |
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423 ## y1' = -y2, y1(0) = 1 |
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424 ## y2' = y1, y2(0) = 0 |
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425 ## |
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426 ## Solution |
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427 ## |
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428 ## y1(t) = cos(t) |
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429 ## y2(t) = sin(t) |
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430 ## |
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431 %!function res = __f (x, xdot, t) |
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432 %! res = [xdot(1)+x(2); xdot(2)-x(1)]; |
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433 %!endfunction |
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434 |
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435 %!test |
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436 %! |
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437 %! x0 = [1; 0]; |
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438 %! xdot0 = [0; 1]; |
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439 %! t = (0:1:10)'; |
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440 %! |
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441 %! tol = 100 * dassl_options ("relative tolerance"); |
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442 %! |
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443 %! [x, xdot] = dassl ("__f", x0, xdot0, t); |
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444 %! |
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445 %! y = [cos(t), sin(t)]; |
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446 %! |
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447 %! assert (x, y, tol); |
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448 |
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449 ## dassl-2.m |
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450 ## |
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451 ## Test dassl() function |
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452 ## |
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453 ## Author: David Billinghurst (David.Billinghurst@riotinto.com.au) |
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454 ## Comalco Research and Technology |
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455 ## 20 May 1998 |
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456 ## |
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457 ## Based on SLATEC quick check for DASSL by Linda Petzold |
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458 ## |
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459 ## Problem |
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460 ## |
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461 ## x1' + 10*x1 = 0, x1(0) = 1 |
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462 ## x1 + x2 = 1, x2(0) = 0 |
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463 ## |
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464 ## |
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465 ## Solution |
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466 ## |
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467 ## x1(t) = exp(-10*t) |
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468 ## x2(t) = 1 - x(1) |
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469 ## |
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470 %!function res = __f (x, xdot, t) |
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471 %! res = [xdot(1)+10*x(1); x(1)+x(2)-1]; |
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472 %!endfunction |
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473 |
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474 %!test |
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475 %! |
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476 %! x0 = [1; 0]; |
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477 %! xdot0 = [-10; 10]; |
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478 %! t = (0:0.2:1)'; |
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479 %! |
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480 %! tol = 500 * dassl_options ("relative tolerance"); |
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481 %! |
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482 %! [x, xdot] = dassl ("__f", x0, xdot0, t); |
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483 %! |
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484 %! y = [exp(-10*t), 1-exp(-10*t)]; |
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485 %! |
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486 %! assert (x, y, tol); |
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487 |
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488 %!test |
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489 %! old_tol = dassl_options ("absolute tolerance"); |
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490 %! dassl_options ("absolute tolerance", eps); |
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491 %! assert (dassl_options ("absolute tolerance") == eps); |
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492 %! ## Restore old value of tolerance |
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493 %! dassl_options ("absolute tolerance", old_tol); |
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494 |
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495 %!error dassl_options ("foo", 1, 2) |
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496 */ |
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497 |
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498 OCTAVE_END_NAMESPACE(octave) |