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annotate src/DLD-FUNCTIONS/dassl.cc @ 9064:7c02ec148a3c
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author | Rik <rdrider0-list@yahoo.com> |
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date | Sat, 28 Mar 2009 13:57:22 -0700 |
parents | eb63fbe60fab |
children | 8970b4b10e9f |
rev | line source |
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2928 | 1 /* |
2 | |
7017 | 3 Copyright (C) 1996, 1997, 1998, 1999, 2000, 2001, 2002, 2003, 2004, |
8920 | 4 2005, 2006, 2007, 2008, 2009 John W. Eaton |
2928 | 5 |
6 This file is part of Octave. | |
7 | |
8 Octave is free software; you can redistribute it and/or modify it | |
9 under the terms of the GNU General Public License as published by the | |
7016 | 10 Free Software Foundation; either version 3 of the License, or (at your |
11 option) any later version. | |
2928 | 12 |
13 Octave is distributed in the hope that it will be useful, but WITHOUT | |
14 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
15 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
16 for more details. | |
17 | |
18 You should have received a copy of the GNU General Public License | |
7016 | 19 along with Octave; see the file COPYING. If not, see |
20 <http://www.gnu.org/licenses/>. | |
2928 | 21 |
22 */ | |
23 | |
24 #ifdef HAVE_CONFIG_H | |
25 #include <config.h> | |
26 #endif | |
27 | |
28 #include <string> | |
29 | |
3567 | 30 #include <iomanip> |
3523 | 31 #include <iostream> |
2928 | 32 |
33 #include "DASSL.h" | |
34 | |
35 #include "defun-dld.h" | |
36 #include "error.h" | |
37 #include "gripes.h" | |
38 #include "oct-obj.h" | |
2968 | 39 #include "ov-fcn.h" |
5729 | 40 #include "ov-cell.h" |
2928 | 41 #include "pager.h" |
3243 | 42 #include "unwind-prot.h" |
2928 | 43 #include "utils.h" |
44 #include "variables.h" | |
45 | |
3998 | 46 #include "DASSL-opts.cc" |
47 | |
2928 | 48 // Global pointer for user defined function required by dassl. |
2968 | 49 static octave_function *dassl_fcn; |
2928 | 50 |
3991 | 51 // Global pointer for optional user defined jacobian function. |
52 static octave_function *dassl_jac; | |
53 | |
4140 | 54 // Have we warned about imaginary values returned from user function? |
55 static bool warned_fcn_imaginary = false; | |
56 static bool warned_jac_imaginary = false; | |
57 | |
3243 | 58 // Is this a recursive call? |
59 static int call_depth = 0; | |
60 | |
2928 | 61 ColumnVector |
3849 | 62 dassl_user_function (const ColumnVector& x, const ColumnVector& xdot, |
5275 | 63 double t, octave_idx_type& ires) |
2928 | 64 { |
65 ColumnVector retval; | |
66 | |
4628 | 67 assert (x.capacity () == xdot.capacity ()); |
2928 | 68 |
69 octave_value_list args; | |
4628 | 70 |
2928 | 71 args(2) = t; |
4628 | 72 args(1) = xdot; |
73 args(0) = x; | |
2928 | 74 |
75 if (dassl_fcn) | |
76 { | |
3544 | 77 octave_value_list tmp = dassl_fcn->do_multi_index_op (1, args); |
2928 | 78 |
79 if (error_state) | |
80 { | |
81 gripe_user_supplied_eval ("dassl"); | |
82 return retval; | |
83 } | |
84 | |
3849 | 85 int tlen = tmp.length (); |
86 if (tlen > 0 && tmp(0).is_defined ()) | |
2928 | 87 { |
4140 | 88 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
89 { | |
90 warning ("dassl: ignoring imaginary part returned from user-supplied function"); | |
91 warned_fcn_imaginary = true; | |
92 } | |
93 | |
3419 | 94 retval = ColumnVector (tmp(0).vector_value ()); |
2928 | 95 |
3849 | 96 if (tlen > 1) |
97 ires = tmp(1).int_value (); | |
98 | |
2928 | 99 if (error_state || retval.length () == 0) |
100 gripe_user_supplied_eval ("dassl"); | |
101 } | |
102 else | |
103 gripe_user_supplied_eval ("dassl"); | |
104 } | |
105 | |
106 return retval; | |
107 } | |
108 | |
3991 | 109 Matrix |
110 dassl_user_jacobian (const ColumnVector& x, const ColumnVector& xdot, | |
111 double t, double cj) | |
112 { | |
113 Matrix retval; | |
114 | |
4628 | 115 assert (x.capacity () == xdot.capacity ()); |
3991 | 116 |
117 octave_value_list args; | |
118 | |
119 args(3) = cj; | |
120 args(2) = t; | |
4628 | 121 args(1) = xdot; |
122 args(0) = x; | |
3991 | 123 |
124 if (dassl_jac) | |
125 { | |
126 octave_value_list tmp = dassl_jac->do_multi_index_op (1, args); | |
127 | |
128 if (error_state) | |
129 { | |
130 gripe_user_supplied_eval ("dassl"); | |
131 return retval; | |
132 } | |
133 | |
134 int tlen = tmp.length (); | |
135 if (tlen > 0 && tmp(0).is_defined ()) | |
136 { | |
4140 | 137 if (! warned_jac_imaginary && tmp(0).is_complex_type ()) |
138 { | |
139 warning ("dassl: ignoring imaginary part returned from user-supplied jacobian function"); | |
140 warned_jac_imaginary = true; | |
141 } | |
142 | |
3991 | 143 retval = tmp(0).matrix_value (); |
144 | |
145 if (error_state || retval.length () == 0) | |
146 gripe_user_supplied_eval ("dassl"); | |
147 } | |
148 else | |
149 gripe_user_supplied_eval ("dassl"); | |
150 } | |
151 | |
152 return retval; | |
153 } | |
154 | |
3323 | 155 #define DASSL_ABORT() \ |
156 do \ | |
157 { \ | |
158 unwind_protect::run_frame ("Fdassl"); \ | |
159 return retval; \ | |
160 } \ | |
161 while (0) | |
162 | |
163 #define DASSL_ABORT1(msg) \ | |
164 do \ | |
165 { \ | |
3747 | 166 ::error ("dassl: " msg); \ |
3323 | 167 DASSL_ABORT (); \ |
168 } \ | |
169 while (0) | |
170 | |
171 #define DASSL_ABORT2(fmt, arg) \ | |
172 do \ | |
173 { \ | |
3747 | 174 ::error ("dassl: " fmt, arg); \ |
3323 | 175 DASSL_ABORT (); \ |
176 } \ | |
177 while (0) | |
178 | |
3991 | 179 DEFUN_DLD (dassl, args, nargout, |
3373 | 180 "-*- texinfo -*-\n\ |
4115 | 181 @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\ |
182 Solve the set of differential-algebraic equations\n\ | |
4912 | 183 @iftex\n\ |
4115 | 184 @tex\n\ |
4852 | 185 $$ 0 = f (x, \\dot{x}, t) $$\n\ |
4115 | 186 with\n\ |
187 $$ x(t_0) = x_0, \\dot{x}(t_0) = \\dot{x}_0 $$\n\ | |
188 @end tex\n\ | |
4912 | 189 @end iftex\n\ |
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190 @ifnottex\n\ |
4115 | 191 \n\ |
192 @example\n\ | |
4698 | 193 0 = f (x, xdot, t)\n\ |
4115 | 194 @end example\n\ |
195 \n\ | |
4912 | 196 @noindent\n\ |
4115 | 197 with\n\ |
198 \n\ | |
199 @example\n\ | |
200 x(t_0) = x_0, xdot(t_0) = xdot_0\n\ | |
201 @end example\n\ | |
202 \n\ | |
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203 @end ifnottex\n\ |
4115 | 204 The solution is returned in the matrices @var{x} and @var{xdot},\n\ |
205 with each row in the result matrices corresponding to one of the\n\ | |
3373 | 206 elements in the vector @var{t}. The first element of @var{t}\n\ |
4115 | 207 should be @math{t_0} and correspond to the initial state of the\n\ |
208 system @var{x_0} and its derivative @var{xdot_0}, so that the first\n\ | |
209 row of the output @var{x} is @var{x_0} and the first row\n\ | |
210 of the output @var{xdot} is @var{xdot_0}.\n\ | |
3373 | 211 \n\ |
8787 | 212 The first argument, @var{fcn}, is a string, inline, or function handle\n\ |
213 that names the function @math{f} to call to compute the vector of\n\ | |
214 residuals for the set of equations. It must have the form\n\ | |
3373 | 215 \n\ |
216 @example\n\ | |
217 @var{res} = f (@var{x}, @var{xdot}, @var{t})\n\ | |
218 @end example\n\ | |
2928 | 219 \n\ |
3373 | 220 @noindent\n\ |
4115 | 221 in which @var{x}, @var{xdot}, and @var{res} are vectors, and @var{t} is a\n\ |
3373 | 222 scalar.\n\ |
223 \n\ | |
8787 | 224 If @var{fcn} is a two-element string array or a two-element cell array\n\ |
225 of strings, inlines, or function handles, the first element names\n\ | |
226 the function @math{f} described above, and the second element names a\n\ | |
227 function to compute the modified Jacobian\n\ | |
4115 | 228 \n\ |
4912 | 229 @iftex\n\ |
4115 | 230 @tex\n\ |
231 $$\n\ | |
232 J = {\\partial f \\over \\partial x}\n\ | |
233 + c {\\partial f \\over \\partial \\dot{x}}\n\ | |
234 $$\n\ | |
235 @end tex\n\ | |
4912 | 236 @end iftex\n\ |
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237 @ifnottex\n\ |
4888 | 238 @example\n\ |
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239 @group\n\ |
4115 | 240 df df\n\ |
241 jac = -- + c ------\n\ | |
242 dx d xdot\n\ | |
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243 @end group\n\ |
4115 | 244 @end example\n\ |
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245 @end ifnottex\n\ |
4115 | 246 \n\ |
247 The modified Jacobian function must have the form\n\ | |
248 \n\ | |
249 @example\n\ | |
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250 @group\n\ |
4115 | 251 \n\ |
252 @var{jac} = j (@var{x}, @var{xdot}, @var{t}, @var{c})\n\ | |
253 \n\ | |
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254 @end group\n\ |
4115 | 255 @end example\n\ |
256 \n\ | |
3373 | 257 The second and third arguments to @code{dassl} specify the initial\n\ |
258 condition of the states and their derivatives, and the fourth argument\n\ | |
4115 | 259 specifies a vector of output times at which the solution is desired,\n\ |
3373 | 260 including the time corresponding to the initial condition.\n\ |
2928 | 261 \n\ |
3373 | 262 The set of initial states and derivatives are not strictly required to\n\ |
263 be consistent. In practice, however, @sc{Dassl} is not very good at\n\ | |
264 determining a consistent set for you, so it is best if you ensure that\n\ | |
265 the initial values result in the function evaluating to zero.\n\ | |
2928 | 266 \n\ |
3373 | 267 The fifth argument is optional, and may be used to specify a set of\n\ |
268 times that the DAE solver should not integrate past. It is useful for\n\ | |
269 avoiding difficulties with singularities and points where there is a\n\ | |
270 discontinuity in the derivative.\n\ | |
3964 | 271 \n\ |
4115 | 272 After a successful computation, the value of @var{istate} will be\n\ |
273 greater than zero (consistent with the Fortran version of @sc{Dassl}).\n\ | |
274 \n\ | |
275 If the computation is not successful, the value of @var{istate} will be\n\ | |
276 less than zero and @var{msg} will contain additional information.\n\ | |
277 \n\ | |
3964 | 278 You can use the function @code{dassl_options} to set optional\n\ |
279 parameters for @code{dassl}.\n\ | |
5694 | 280 @seealso{daspk, dasrt, lsode}\n\ |
5642 | 281 @end deftypefn") |
2928 | 282 { |
283 octave_value_list retval; | |
284 | |
4140 | 285 warned_fcn_imaginary = false; |
286 warned_jac_imaginary = false; | |
287 | |
3243 | 288 unwind_protect::begin_frame ("Fdassl"); |
2928 | 289 |
3243 | 290 unwind_protect_int (call_depth); |
291 call_depth++; | |
2928 | 292 |
3243 | 293 if (call_depth > 1) |
3323 | 294 DASSL_ABORT1 ("invalid recursive call"); |
2928 | 295 |
3243 | 296 int nargin = args.length (); |
297 | |
3991 | 298 if (nargin > 3 && nargin < 6 && nargout < 5) |
2928 | 299 { |
5729 | 300 std::string fcn_name, fname, jac_name, jname; |
3991 | 301 dassl_fcn = 0; |
302 dassl_jac = 0; | |
303 | |
304 octave_value f_arg = args(0); | |
305 | |
5729 | 306 if (f_arg.is_cell ()) |
307 { | |
308 Cell c = f_arg.cell_value (); | |
309 if (c.length() == 1) | |
310 f_arg = c(0); | |
311 else if (c.length() == 2) | |
312 { | |
313 if (c(0).is_function_handle () || c(0).is_inline_function ()) | |
314 dassl_fcn = c(0).function_value (); | |
315 else | |
316 { | |
317 fcn_name = unique_symbol_name ("__dassl_fcn__"); | |
318 fname = "function y = "; | |
319 fname.append (fcn_name); | |
320 fname.append (" (x, xdot, t) y = "); | |
321 dassl_fcn = extract_function | |
322 (c(0), "dassl", fcn_name, fname, "; endfunction"); | |
323 } | |
324 | |
325 if (dassl_fcn) | |
326 { | |
327 if (c(1).is_function_handle () || c(1).is_inline_function ()) | |
328 dassl_jac = c(1).function_value (); | |
329 else | |
330 { | |
331 jac_name = unique_symbol_name ("__dassl_jac__"); | |
332 jname = "function jac = "; | |
333 jname.append(jac_name); | |
334 jname.append (" (x, xdot, t, cj) jac = "); | |
335 dassl_jac = extract_function | |
336 (c(1), "dassl", jac_name, jname, "; endfunction"); | |
3991 | 337 |
5729 | 338 if (!dassl_jac) |
339 { | |
340 if (fcn_name.length()) | |
341 clear_function (fcn_name); | |
342 dassl_fcn = 0; | |
343 } | |
344 } | |
345 } | |
346 } | |
347 else | |
348 DASSL_ABORT1 ("incorrect number of elements in cell array"); | |
349 } | |
3243 | 350 |
5729 | 351 if (!dassl_fcn && ! f_arg.is_cell()) |
352 { | |
353 if (f_arg.is_function_handle () || f_arg.is_inline_function ()) | |
354 dassl_fcn = f_arg.function_value (); | |
355 else | |
356 { | |
357 switch (f_arg.rows ()) | |
358 { | |
359 case 1: | |
360 do | |
361 { | |
362 fcn_name = unique_symbol_name ("__dassl_fcn__"); | |
363 fname = "function y = "; | |
364 fname.append (fcn_name); | |
365 fname.append (" (x, xdot, t) y = "); | |
366 dassl_fcn = extract_function | |
367 (f_arg, "dassl", fcn_name, fname, "; endfunction"); | |
368 } | |
369 while (0); | |
370 break; | |
3991 | 371 |
5729 | 372 case 2: |
3991 | 373 { |
5729 | 374 string_vector tmp = f_arg.all_strings (); |
375 | |
376 if (! error_state) | |
377 { | |
378 fcn_name = unique_symbol_name ("__dassl_fcn__"); | |
379 fname = "function y = "; | |
380 fname.append (fcn_name); | |
381 fname.append (" (x, xdot, t) y = "); | |
382 dassl_fcn = extract_function | |
383 (tmp(0), "dassl", fcn_name, fname, "; endfunction"); | |
3991 | 384 |
5729 | 385 if (dassl_fcn) |
386 { | |
387 jac_name = unique_symbol_name ("__dassl_jac__"); | |
388 jname = "function jac = "; | |
389 jname.append(jac_name); | |
390 jname.append (" (x, xdot, t, cj) jac = "); | |
391 dassl_jac = extract_function | |
392 (tmp(1), "dassl", jac_name, jname, | |
393 "; endfunction"); | |
394 | |
395 if (!dassl_jac) | |
396 { | |
397 if (fcn_name.length()) | |
398 clear_function (fcn_name); | |
399 dassl_fcn = 0; | |
400 } | |
401 } | |
402 } | |
3991 | 403 } |
5729 | 404 } |
405 } | |
3991 | 406 } |
407 | |
408 if (error_state || ! dassl_fcn) | |
3323 | 409 DASSL_ABORT (); |
3243 | 410 |
3419 | 411 ColumnVector state = ColumnVector (args(1).vector_value ()); |
2928 | 412 |
413 if (error_state) | |
3323 | 414 DASSL_ABORT1 ("expecting state vector as second argument"); |
3243 | 415 |
3419 | 416 ColumnVector deriv (args(2).vector_value ()); |
3243 | 417 |
418 if (error_state) | |
3323 | 419 DASSL_ABORT1 ("expecting derivative vector as third argument"); |
3243 | 420 |
3419 | 421 ColumnVector out_times (args(3).vector_value ()); |
3243 | 422 |
423 if (error_state) | |
3323 | 424 DASSL_ABORT1 ("expecting output time vector as fourth argument"); |
2928 | 425 |
3243 | 426 ColumnVector crit_times; |
427 int crit_times_set = 0; | |
428 if (nargin > 4) | |
429 { | |
3419 | 430 crit_times = ColumnVector (args(4).vector_value ()); |
2928 | 431 |
3243 | 432 if (error_state) |
3323 | 433 DASSL_ABORT1 ("expecting critical time vector as fifth argument"); |
2928 | 434 |
3243 | 435 crit_times_set = 1; |
436 } | |
2928 | 437 |
3243 | 438 if (state.capacity () != deriv.capacity ()) |
3323 | 439 DASSL_ABORT1 ("x and xdot must have the same size"); |
3243 | 440 |
441 double tzero = out_times (0); | |
2928 | 442 |
3243 | 443 DAEFunc func (dassl_user_function); |
3991 | 444 if (dassl_jac) |
445 func.set_jacobian_function (dassl_user_jacobian); | |
446 | |
3243 | 447 DASSL dae (state, deriv, tzero, func); |
3991 | 448 |
4122 | 449 dae.set_options (dassl_opts); |
2928 | 450 |
3243 | 451 Matrix output; |
452 Matrix deriv_output; | |
453 | |
454 if (crit_times_set) | |
455 output = dae.integrate (out_times, deriv_output, crit_times); | |
456 else | |
457 output = dae.integrate (out_times, deriv_output); | |
2928 | 458 |
5729 | 459 if (fcn_name.length()) |
460 clear_function (fcn_name); | |
461 if (jac_name.length()) | |
462 clear_function (jac_name); | |
463 | |
3243 | 464 if (! error_state) |
465 { | |
3997 | 466 std::string msg = dae.error_message (); |
467 | |
468 retval(3) = msg; | |
469 retval(2) = static_cast<double> (dae.integration_state ()); | |
470 | |
471 if (dae.integration_ok ()) | |
472 { | |
473 retval(1) = deriv_output; | |
474 retval(0) = output; | |
475 } | |
476 else | |
477 { | |
478 retval(1) = Matrix (); | |
479 retval(0) = Matrix (); | |
480 | |
481 if (nargout < 3) | |
482 error ("dassl: %s", msg.c_str ()); | |
483 } | |
3243 | 484 } |
2928 | 485 } |
3243 | 486 else |
5823 | 487 print_usage (); |
3243 | 488 |
489 unwind_protect::run_frame ("Fdassl"); | |
2928 | 490 |
491 return retval; | |
492 } | |
493 | |
494 /* | |
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495 |
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496 %% dassl-1.m |
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497 %% |
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498 %% Test dassl() function |
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499 %% |
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500 %% Author: David Billinghurst (David.Billinghurst@riotinto.com.au) |
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501 %% Comalco Research and Technology |
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502 %% 20 May 1998 |
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503 %% |
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504 %% Problem |
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505 %% |
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506 %% y1' = -y2, y1(0) = 1 |
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507 %% y2' = y1, y2(0) = 0 |
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508 %% |
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509 %% Solution |
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510 %% |
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511 %% y1(t) = cos(t) |
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512 %% y2(t) = sin(t) |
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513 %!function res = f (x, xdot, t) |
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514 %! res = [xdot(1)+x(2); xdot(2)-x(1)]; |
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515 %!test |
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516 %! |
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517 %! x0 = [1; 0]; |
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518 %! xdot0 = [0; 1]; |
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519 %! t = (0:1:10)'; |
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520 %! |
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521 %! tol = 100 * dassl_options ("relative tolerance"); |
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522 %! |
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523 %! |
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524 %! [x, xdot] = dassl ("f", x0, xdot0, t); |
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525 %! |
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526 %! y = [cos(t), sin(t)]; |
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527 %! |
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528 %! assert(all (all (abs (x - y) < tol))); |
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529 |
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530 %% dassl-2.m |
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531 %% |
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532 %% Test dassl() function |
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533 %% |
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534 %% Author: David Billinghurst (David.Billinghurst@riotinto.com.au) |
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535 %% Comalco Research and Technology |
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536 %% 20 May 1998 |
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537 %% |
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538 %% Based on SLATEC quick check for DASSL by Linda Petzold |
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539 %% |
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540 %% Problem |
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541 %% |
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542 %% x1' + 10*x1 = 0, x1(0) = 1 |
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543 %% x1 + x2 = 1, x2(0) = 0 |
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544 %% |
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545 %% |
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546 %% Solution |
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547 %% |
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548 %% x1(t) = exp(-10*t) |
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549 %% x2(t) = 1 - x(1) |
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550 %!function res = f (x, xdot, t) |
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551 %! res = [xdot(1)+10*x(1); x(1)+x(2)-1]; |
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552 %!test |
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553 %! |
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554 %! x0 = [1; 0]; |
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555 %! xdot0 = [-10; 10]; |
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556 %! t = (0:0.2:1)'; |
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557 %! |
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558 %! tol = 500 * dassl_options ("relative tolerance"); |
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559 %! |
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560 %! |
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561 %! [x, xdot] = dassl ("f", x0, xdot0, t); |
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562 %! |
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563 %! y = [exp(-10*t), 1-exp(-10*t)]; |
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564 %! |
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565 %! assert(all (all (abs (x - y) < tol))); |
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566 |
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567 %!test |
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568 %! dassl_options ("absolute tolerance", eps); |
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569 %! assert(dassl_options ("absolute tolerance") == eps); |
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570 |
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571 %!error <Invalid call to dassl_options.*> dassl_options ("foo", 1, 2); |
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572 |
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573 */ |
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574 |
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575 /* |
2928 | 576 ;;; Local Variables: *** |
577 ;;; mode: C++ *** | |
578 ;;; End: *** | |
579 */ |