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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 3 of the License, or (at your |
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10 option) any 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, see |
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19 <http://www.gnu.org/licenses/>. |
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20 |
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21 */ |
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22 |
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23 #ifdef HAVE_CONFIG_H |
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24 #include <config.h> |
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25 #endif |
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26 |
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27 #include <string> |
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28 |
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29 #include <iomanip> |
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30 #include <iostream> |
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31 |
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32 #include "DASSL.h" |
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33 |
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34 #include "defun-dld.h" |
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35 #include "error.h" |
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36 #include "gripes.h" |
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37 #include "oct-obj.h" |
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38 #include "ov-fcn.h" |
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39 #include "ov-cell.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 or a two element cell array\n\ |
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212 of strings, inline or function handle, that names the function, to call\n\ |
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213 to compute the vector of residuals for the set of equations. It must\n\ |
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214 have the form\n\ |
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215 \n\ |
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216 @example\n\ |
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217 @var{res} = f (@var{x}, @var{xdot}, @var{t})\n\ |
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218 @end example\n\ |
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219 \n\ |
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220 @noindent\n\ |
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221 in which @var{x}, @var{xdot}, and @var{res} are vectors, and @var{t} is a\n\ |
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222 scalar.\n\ |
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223 \n\ |
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224 If @var{fcn} is a two-element string array, the first element names\n\ |
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225 the function @math{f} described above, and the second element names\n\ |
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226 a function to compute the modified Jacobian\n\ |
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227 \n\ |
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228 @iftex\n\ |
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229 @tex\n\ |
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230 $$\n\ |
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231 J = {\\partial f \\over \\partial x}\n\ |
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232 + c {\\partial f \\over \\partial \\dot{x}}\n\ |
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233 $$\n\ |
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234 @end tex\n\ |
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235 @end iftex\n\ |
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236 @ifinfo\n\ |
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237 @example\n\ |
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238 df df\n\ |
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239 jac = -- + c ------\n\ |
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240 dx d xdot\n\ |
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241 @end example\n\ |
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242 @end ifinfo\n\ |
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243 \n\ |
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244 The modified Jacobian function must have the form\n\ |
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245 \n\ |
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246 @example\n\ |
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247 \n\ |
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248 @var{jac} = j (@var{x}, @var{xdot}, @var{t}, @var{c})\n\ |
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249 \n\ |
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250 @end example\n\ |
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251 \n\ |
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252 The second and third arguments to @code{dassl} specify the initial\n\ |
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253 condition of the states and their derivatives, and the fourth argument\n\ |
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254 specifies a vector of output times at which the solution is desired,\n\ |
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255 including the time corresponding to the initial condition.\n\ |
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256 \n\ |
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257 The set of initial states and derivatives are not strictly required to\n\ |
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258 be consistent. In practice, however, @sc{Dassl} is not very good at\n\ |
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259 determining a consistent set for you, so it is best if you ensure that\n\ |
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260 the initial values result in the function evaluating to zero.\n\ |
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261 \n\ |
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262 The fifth argument is optional, and may be used to specify a set of\n\ |
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263 times that the DAE solver should not integrate past. It is useful for\n\ |
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264 avoiding difficulties with singularities and points where there is a\n\ |
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265 discontinuity in the derivative.\n\ |
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266 \n\ |
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267 After a successful computation, the value of @var{istate} will be\n\ |
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268 greater than zero (consistent with the Fortran version of @sc{Dassl}).\n\ |
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269 \n\ |
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270 If the computation is not successful, the value of @var{istate} will be\n\ |
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271 less than zero and @var{msg} will contain additional information.\n\ |
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272 \n\ |
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273 You can use the function @code{dassl_options} to set optional\n\ |
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274 parameters for @code{dassl}.\n\ |
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275 @seealso{daspk, dasrt, lsode}\n\ |
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276 @end deftypefn") |
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277 { |
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278 octave_value_list retval; |
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279 |
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280 warned_fcn_imaginary = false; |
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281 warned_jac_imaginary = false; |
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282 |
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283 unwind_protect::begin_frame ("Fdassl"); |
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284 |
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285 unwind_protect_int (call_depth); |
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286 call_depth++; |
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287 |
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288 if (call_depth > 1) |
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289 DASSL_ABORT1 ("invalid recursive call"); |
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290 |
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291 int nargin = args.length (); |
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292 |
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293 if (nargin > 3 && nargin < 6 && nargout < 5) |
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294 { |
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295 std::string fcn_name, fname, jac_name, jname; |
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296 dassl_fcn = 0; |
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297 dassl_jac = 0; |
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298 |
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299 octave_value f_arg = args(0); |
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300 |
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301 if (f_arg.is_cell ()) |
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302 { |
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303 Cell c = f_arg.cell_value (); |
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304 if (c.length() == 1) |
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305 f_arg = c(0); |
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306 else if (c.length() == 2) |
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307 { |
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308 if (c(0).is_function_handle () || c(0).is_inline_function ()) |
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309 dassl_fcn = c(0).function_value (); |
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310 else |
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311 { |
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312 fcn_name = unique_symbol_name ("__dassl_fcn__"); |
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313 fname = "function y = "; |
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314 fname.append (fcn_name); |
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315 fname.append (" (x, xdot, t) y = "); |
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316 dassl_fcn = extract_function |
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317 (c(0), "dassl", fcn_name, fname, "; endfunction"); |
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318 } |
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319 |
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320 if (dassl_fcn) |
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321 { |
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322 if (c(1).is_function_handle () || c(1).is_inline_function ()) |
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323 dassl_jac = c(1).function_value (); |
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324 else |
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325 { |
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326 jac_name = unique_symbol_name ("__dassl_jac__"); |
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327 jname = "function jac = "; |
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328 jname.append(jac_name); |
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329 jname.append (" (x, xdot, t, cj) jac = "); |
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330 dassl_jac = extract_function |
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331 (c(1), "dassl", jac_name, jname, "; endfunction"); |
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332 |
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333 if (!dassl_jac) |
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334 { |
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335 if (fcn_name.length()) |
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336 clear_function (fcn_name); |
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337 dassl_fcn = 0; |
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338 } |
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339 } |
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340 } |
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341 } |
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342 else |
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343 DASSL_ABORT1 ("incorrect number of elements in cell array"); |
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344 } |
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345 |
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346 if (!dassl_fcn && ! f_arg.is_cell()) |
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347 { |
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348 if (f_arg.is_function_handle () || f_arg.is_inline_function ()) |
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349 dassl_fcn = f_arg.function_value (); |
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350 else |
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351 { |
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352 switch (f_arg.rows ()) |
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353 { |
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354 case 1: |
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355 do |
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356 { |
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357 fcn_name = unique_symbol_name ("__dassl_fcn__"); |
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358 fname = "function y = "; |
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359 fname.append (fcn_name); |
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360 fname.append (" (x, xdot, t) y = "); |
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361 dassl_fcn = extract_function |
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362 (f_arg, "dassl", fcn_name, fname, "; endfunction"); |
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363 } |
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364 while (0); |
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365 break; |
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366 |
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367 case 2: |
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368 { |
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369 string_vector tmp = f_arg.all_strings (); |
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370 |
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371 if (! error_state) |
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372 { |
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373 fcn_name = unique_symbol_name ("__dassl_fcn__"); |
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374 fname = "function y = "; |
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375 fname.append (fcn_name); |
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376 fname.append (" (x, xdot, t) y = "); |
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377 dassl_fcn = extract_function |
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378 (tmp(0), "dassl", fcn_name, fname, "; endfunction"); |
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379 |
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380 if (dassl_fcn) |
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381 { |
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382 jac_name = unique_symbol_name ("__dassl_jac__"); |
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383 jname = "function jac = "; |
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384 jname.append(jac_name); |
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385 jname.append (" (x, xdot, t, cj) jac = "); |
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386 dassl_jac = extract_function |
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387 (tmp(1), "dassl", jac_name, jname, |
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388 "; endfunction"); |
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389 |
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390 if (!dassl_jac) |
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391 { |
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392 if (fcn_name.length()) |
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393 clear_function (fcn_name); |
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394 dassl_fcn = 0; |
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395 } |
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396 } |
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397 } |
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398 } |
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399 } |
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400 } |
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401 } |
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402 |
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403 if (error_state || ! dassl_fcn) |
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404 DASSL_ABORT (); |
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405 |
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406 ColumnVector state = ColumnVector (args(1).vector_value ()); |
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407 |
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408 if (error_state) |
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409 DASSL_ABORT1 ("expecting state vector as second argument"); |
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410 |
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411 ColumnVector deriv (args(2).vector_value ()); |
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412 |
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413 if (error_state) |
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414 DASSL_ABORT1 ("expecting derivative vector as third argument"); |
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415 |
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416 ColumnVector out_times (args(3).vector_value ()); |
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417 |
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418 if (error_state) |
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419 DASSL_ABORT1 ("expecting output time vector as fourth argument"); |
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420 |
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421 ColumnVector crit_times; |
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422 int crit_times_set = 0; |
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423 if (nargin > 4) |
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424 { |
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425 crit_times = ColumnVector (args(4).vector_value ()); |
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426 |
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427 if (error_state) |
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3323
|
428 DASSL_ABORT1 ("expecting critical time vector as fifth argument"); |
|
2928
|
429 |
|
3243
|
430 crit_times_set = 1; |
|
|
431 } |
|
2928
|
432 |
|
3243
|
433 if (state.capacity () != deriv.capacity ()) |
|
3323
|
434 DASSL_ABORT1 ("x and xdot must have the same size"); |
|
3243
|
435 |
|
|
436 double tzero = out_times (0); |
|
2928
|
437 |
|
3243
|
438 DAEFunc func (dassl_user_function); |
|
3991
|
439 if (dassl_jac) |
|
|
440 func.set_jacobian_function (dassl_user_jacobian); |
|
|
441 |
|
3243
|
442 DASSL dae (state, deriv, tzero, func); |
|
3991
|
443 |
|
4122
|
444 dae.set_options (dassl_opts); |
|
2928
|
445 |
|
3243
|
446 Matrix output; |
|
|
447 Matrix deriv_output; |
|
|
448 |
|
|
449 if (crit_times_set) |
|
|
450 output = dae.integrate (out_times, deriv_output, crit_times); |
|
|
451 else |
|
|
452 output = dae.integrate (out_times, deriv_output); |
|
2928
|
453 |
|
5729
|
454 if (fcn_name.length()) |
|
|
455 clear_function (fcn_name); |
|
|
456 if (jac_name.length()) |
|
|
457 clear_function (jac_name); |
|
|
458 |
|
3243
|
459 if (! error_state) |
|
|
460 { |
|
3997
|
461 std::string msg = dae.error_message (); |
|
|
462 |
|
|
463 retval(3) = msg; |
|
|
464 retval(2) = static_cast<double> (dae.integration_state ()); |
|
|
465 |
|
|
466 if (dae.integration_ok ()) |
|
|
467 { |
|
|
468 retval(1) = deriv_output; |
|
|
469 retval(0) = output; |
|
|
470 } |
|
|
471 else |
|
|
472 { |
|
|
473 retval(1) = Matrix (); |
|
|
474 retval(0) = Matrix (); |
|
|
475 |
|
|
476 if (nargout < 3) |
|
|
477 error ("dassl: %s", msg.c_str ()); |
|
|
478 } |
|
3243
|
479 } |
|
2928
|
480 } |
|
3243
|
481 else |
|
5823
|
482 print_usage (); |
|
3243
|
483 |
|
|
484 unwind_protect::run_frame ("Fdassl"); |
|
2928
|
485 |
|
|
486 return retval; |
|
|
487 } |
|
|
488 |
|
|
489 /* |
|
|
490 ;;; Local Variables: *** |
|
|
491 ;;; mode: C++ *** |
|
|
492 ;;; End: *** |
|
|
493 */ |
