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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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20 02110-1301, USA. |
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21 |
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22 */ |
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23 |
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24 #ifdef HAVE_CONFIG_H |
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25 #include <config.h> |
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26 #endif |
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27 |
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28 #include <string> |
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29 |
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30 #include <iomanip> |
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31 #include <iostream> |
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32 |
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33 #include "DASSL.h" |
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34 |
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35 #include "defun-dld.h" |
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36 #include "error.h" |
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37 #include "gripes.h" |
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38 #include "oct-obj.h" |
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39 #include "ov-fcn.h" |
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40 #include "pager.h" |
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41 #include "unwind-prot.h" |
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42 #include "utils.h" |
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43 #include "variables.h" |
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44 |
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45 #include "DASSL-opts.cc" |
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46 |
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47 // Global pointer for user defined function required by dassl. |
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48 static octave_function *dassl_fcn; |
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49 |
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50 // Global pointer for optional user defined jacobian function. |
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51 static octave_function *dassl_jac; |
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52 |
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53 // Have we warned about imaginary values returned from user function? |
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54 static bool warned_fcn_imaginary = false; |
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55 static bool warned_jac_imaginary = false; |
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56 |
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57 // Is this a recursive call? |
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58 static int call_depth = 0; |
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59 |
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60 ColumnVector |
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61 dassl_user_function (const ColumnVector& x, const ColumnVector& xdot, |
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62 double t, octave_idx_type& ires) |
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63 { |
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64 ColumnVector retval; |
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65 |
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66 assert (x.capacity () == xdot.capacity ()); |
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67 |
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68 octave_value_list args; |
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69 |
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70 args(2) = t; |
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71 args(1) = xdot; |
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72 args(0) = x; |
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73 |
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74 if (dassl_fcn) |
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75 { |
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76 octave_value_list tmp = dassl_fcn->do_multi_index_op (1, args); |
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77 |
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78 if (error_state) |
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79 { |
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80 gripe_user_supplied_eval ("dassl"); |
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81 return retval; |
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82 } |
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83 |
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84 int tlen = tmp.length (); |
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85 if (tlen > 0 && tmp(0).is_defined ()) |
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86 { |
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87 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
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88 { |
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89 warning ("dassl: ignoring imaginary part returned from user-supplied function"); |
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90 warned_fcn_imaginary = true; |
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91 } |
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92 |
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93 retval = ColumnVector (tmp(0).vector_value ()); |
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94 |
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95 if (tlen > 1) |
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96 ires = tmp(1).int_value (); |
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97 |
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98 if (error_state || retval.length () == 0) |
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99 gripe_user_supplied_eval ("dassl"); |
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100 } |
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101 else |
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102 gripe_user_supplied_eval ("dassl"); |
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103 } |
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104 |
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105 return retval; |
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106 } |
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107 |
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108 Matrix |
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109 dassl_user_jacobian (const ColumnVector& x, const ColumnVector& xdot, |
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110 double t, double cj) |
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111 { |
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112 Matrix retval; |
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113 |
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114 assert (x.capacity () == xdot.capacity ()); |
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115 |
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116 octave_value_list args; |
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117 |
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118 args(3) = cj; |
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119 args(2) = t; |
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120 args(1) = xdot; |
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121 args(0) = x; |
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122 |
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123 if (dassl_jac) |
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124 { |
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125 octave_value_list tmp = dassl_jac->do_multi_index_op (1, args); |
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126 |
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127 if (error_state) |
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128 { |
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129 gripe_user_supplied_eval ("dassl"); |
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130 return retval; |
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131 } |
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132 |
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133 int tlen = tmp.length (); |
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134 if (tlen > 0 && tmp(0).is_defined ()) |
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135 { |
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136 if (! warned_jac_imaginary && tmp(0).is_complex_type ()) |
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137 { |
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138 warning ("dassl: ignoring imaginary part returned from user-supplied jacobian function"); |
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139 warned_jac_imaginary = true; |
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140 } |
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141 |
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142 retval = tmp(0).matrix_value (); |
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143 |
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144 if (error_state || retval.length () == 0) |
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145 gripe_user_supplied_eval ("dassl"); |
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146 } |
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147 else |
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148 gripe_user_supplied_eval ("dassl"); |
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149 } |
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150 |
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151 return retval; |
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152 } |
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153 |
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154 #define DASSL_ABORT() \ |
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155 do \ |
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156 { \ |
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157 unwind_protect::run_frame ("Fdassl"); \ |
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158 return retval; \ |
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159 } \ |
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160 while (0) |
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161 |
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162 #define DASSL_ABORT1(msg) \ |
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163 do \ |
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164 { \ |
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165 ::error ("dassl: " msg); \ |
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166 DASSL_ABORT (); \ |
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167 } \ |
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168 while (0) |
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169 |
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170 #define DASSL_ABORT2(fmt, arg) \ |
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171 do \ |
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172 { \ |
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173 ::error ("dassl: " fmt, arg); \ |
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174 DASSL_ABORT (); \ |
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175 } \ |
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176 while (0) |
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177 |
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178 DEFUN_DLD (dassl, args, nargout, |
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179 "-*- texinfo -*-\n\ |
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180 @deftypefn {Loadable Function} {[@var{x}, @var{xdot}, @var{istate}, @var{msg}] =} dassl (@var{fcn}, @var{x_0}, @var{xdot_0}, @var{t}, @var{t_crit})\n\ |
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181 Solve the set of differential-algebraic equations\n\ |
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182 @iftex\n\ |
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183 @tex\n\ |
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184 $$ 0 = f (x, \\dot{x}, t) $$\n\ |
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185 with\n\ |
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186 $$ x(t_0) = x_0, \\dot{x}(t_0) = \\dot{x}_0 $$\n\ |
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187 @end tex\n\ |
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188 @end iftex\n\ |
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189 @ifinfo\n\ |
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190 \n\ |
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191 @example\n\ |
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192 0 = f (x, xdot, t)\n\ |
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193 @end example\n\ |
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194 \n\ |
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195 @noindent\n\ |
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196 with\n\ |
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197 \n\ |
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198 @example\n\ |
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199 x(t_0) = x_0, xdot(t_0) = xdot_0\n\ |
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200 @end example\n\ |
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201 \n\ |
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202 @end ifinfo\n\ |
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203 The solution is returned in the matrices @var{x} and @var{xdot},\n\ |
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204 with each row in the result matrices corresponding to one of the\n\ |
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205 elements in the vector @var{t}. The first element of @var{t}\n\ |
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206 should be @math{t_0} and correspond to the initial state of the\n\ |
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207 system @var{x_0} and its derivative @var{xdot_0}, so that the first\n\ |
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208 row of the output @var{x} is @var{x_0} and the first row\n\ |
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209 of the output @var{xdot} is @var{xdot_0}.\n\ |
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210 \n\ |
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211 The first argument, @var{fcn}, is a string that names the function to\n\ |
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212 call to compute the vector of residuals for the set of equations.\n\ |
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213 It must have the form\n\ |
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214 \n\ |
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215 @example\n\ |
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216 @var{res} = f (@var{x}, @var{xdot}, @var{t})\n\ |
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217 @end example\n\ |
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218 \n\ |
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219 @noindent\n\ |
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220 in which @var{x}, @var{xdot}, and @var{res} are vectors, and @var{t} is a\n\ |
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221 scalar.\n\ |
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222 \n\ |
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223 If @var{fcn} is a two-element string array, the first element names\n\ |
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224 the function @math{f} described above, and the second element names\n\ |
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225 a function to compute the modified Jacobian\n\ |
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226 \n\ |
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227 @iftex\n\ |
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228 @tex\n\ |
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229 $$\n\ |
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230 J = {\\partial f \\over \\partial x}\n\ |
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231 + c {\\partial f \\over \\partial \\dot{x}}\n\ |
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232 $$\n\ |
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233 @end tex\n\ |
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234 @end iftex\n\ |
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235 @ifinfo\n\ |
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236 @example\n\ |
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237 df df\n\ |
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238 jac = -- + c ------\n\ |
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239 dx d xdot\n\ |
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240 @end example\n\ |
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241 @end ifinfo\n\ |
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242 \n\ |
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243 The modified Jacobian function must have the form\n\ |
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244 \n\ |
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245 @example\n\ |
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246 \n\ |
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247 @var{jac} = j (@var{x}, @var{xdot}, @var{t}, @var{c})\n\ |
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248 \n\ |
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249 @end example\n\ |
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250 \n\ |
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251 The second and third arguments to @code{dassl} specify the initial\n\ |
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252 condition of the states and their derivatives, and the fourth argument\n\ |
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253 specifies a vector of output times at which the solution is desired,\n\ |
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254 including the time corresponding to the initial condition.\n\ |
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255 \n\ |
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256 The set of initial states and derivatives are not strictly required to\n\ |
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257 be consistent. In practice, however, @sc{Dassl} is not very good at\n\ |
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258 determining a consistent set for you, so it is best if you ensure that\n\ |
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259 the initial values result in the function evaluating to zero.\n\ |
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260 \n\ |
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261 The fifth argument is optional, and may be used to specify a set of\n\ |
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262 times that the DAE solver should not integrate past. It is useful for\n\ |
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263 avoiding difficulties with singularities and points where there is a\n\ |
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264 discontinuity in the derivative.\n\ |
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265 \n\ |
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266 After a successful computation, the value of @var{istate} will be\n\ |
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267 greater than zero (consistent with the Fortran version of @sc{Dassl}).\n\ |
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268 \n\ |
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269 If the computation is not successful, the value of @var{istate} will be\n\ |
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270 less than zero and @var{msg} will contain additional information.\n\ |
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271 \n\ |
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272 You can use the function @code{dassl_options} to set optional\n\ |
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273 parameters for @code{dassl}.\n\ |
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274 @end deftypefn\n\ |
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275 @seealso{daspk, dasrt, lsode, odessa}") |
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276 { |
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277 octave_value_list retval; |
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278 |
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279 warned_fcn_imaginary = false; |
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280 warned_jac_imaginary = false; |
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281 |
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282 unwind_protect::begin_frame ("Fdassl"); |
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283 |
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284 unwind_protect_int (call_depth); |
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285 call_depth++; |
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286 |
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287 if (call_depth > 1) |
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288 DASSL_ABORT1 ("invalid recursive call"); |
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289 |
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290 int nargin = args.length (); |
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291 |
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292 if (nargin > 3 && nargin < 6 && nargout < 5) |
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293 { |
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294 dassl_fcn = 0; |
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295 dassl_jac = 0; |
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296 |
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297 octave_value f_arg = args(0); |
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298 |
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299 switch (f_arg.rows ()) |
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300 { |
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301 case 1: |
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302 dassl_fcn = extract_function |
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303 (f_arg, "dassl", "__dassl_fcn__", |
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304 "function res = __dassl_fcn__ (x, xdot, t) res = ", |
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305 "; endfunction"); |
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306 break; |
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307 |
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308 case 2: |
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309 { |
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310 string_vector tmp = f_arg.all_strings (); |
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311 |
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312 if (! error_state) |
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313 { |
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314 dassl_fcn = extract_function |
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315 (tmp(0), "dassl", "__dassl_fcn__", |
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316 "function res = __dassl_fcn__ (x, xdot, t) res = ", |
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317 "; endfunction"); |
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318 |
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319 if (dassl_fcn) |
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320 { |
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321 dassl_jac = extract_function |
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322 (tmp(1), "dassl", "__dassl_jac__", |
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323 "function jac = __dassl_jac__ (x, xdot, t, cj) jac = ", |
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324 "; endfunction"); |
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325 |
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326 if (! dassl_jac) |
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327 dassl_fcn = 0; |
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328 } |
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329 } |
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330 } |
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331 } |
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332 |
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333 if (error_state || ! dassl_fcn) |
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334 DASSL_ABORT (); |
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335 |
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336 ColumnVector state = ColumnVector (args(1).vector_value ()); |
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337 |
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338 if (error_state) |
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339 DASSL_ABORT1 ("expecting state vector as second argument"); |
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340 |
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341 ColumnVector deriv (args(2).vector_value ()); |
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342 |
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343 if (error_state) |
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344 DASSL_ABORT1 ("expecting derivative vector as third argument"); |
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345 |
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346 ColumnVector out_times (args(3).vector_value ()); |
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347 |
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348 if (error_state) |
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349 DASSL_ABORT1 ("expecting output time vector as fourth argument"); |
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350 |
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351 ColumnVector crit_times; |
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352 int crit_times_set = 0; |
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353 if (nargin > 4) |
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354 { |
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355 crit_times = ColumnVector (args(4).vector_value ()); |
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356 |
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357 if (error_state) |
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358 DASSL_ABORT1 ("expecting critical time vector as fifth argument"); |
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359 |
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360 crit_times_set = 1; |
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361 } |
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362 |
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363 if (state.capacity () != deriv.capacity ()) |
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364 DASSL_ABORT1 ("x and xdot must have the same size"); |
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365 |
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366 double tzero = out_times (0); |
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367 |
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368 DAEFunc func (dassl_user_function); |
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369 if (dassl_jac) |
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370 func.set_jacobian_function (dassl_user_jacobian); |
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371 |
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372 DASSL dae (state, deriv, tzero, func); |
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373 |
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374 dae.set_options (dassl_opts); |
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375 |
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376 Matrix output; |
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377 Matrix deriv_output; |
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378 |
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379 if (crit_times_set) |
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380 output = dae.integrate (out_times, deriv_output, crit_times); |
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381 else |
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382 output = dae.integrate (out_times, deriv_output); |
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383 |
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384 if (! error_state) |
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385 { |
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386 std::string msg = dae.error_message (); |
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387 |
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388 retval(3) = msg; |
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389 retval(2) = static_cast<double> (dae.integration_state ()); |
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390 |
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391 if (dae.integration_ok ()) |
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392 { |
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393 retval(1) = deriv_output; |
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394 retval(0) = output; |
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395 } |
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396 else |
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397 { |
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398 retval(1) = Matrix (); |
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399 retval(0) = Matrix (); |
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400 |
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401 if (nargout < 3) |
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402 error ("dassl: %s", msg.c_str ()); |
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403 } |
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404 } |
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405 } |
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406 else |
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407 print_usage ("dassl"); |
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408 |
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409 unwind_protect::run_frame ("Fdassl"); |
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410 |
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411 return retval; |
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412 } |
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413 |
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414 /* |
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415 ;;; Local Variables: *** |
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416 ;;; mode: C++ *** |
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417 ;;; End: *** |
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418 */ |
