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annotate src/DLD-FUNCTIONS/daspk.cc @ 10846:a4f482e66b65
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date | Sun, 01 Aug 2010 20:22:17 -0700 |
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3912 | 1 /* |
2 | |
8920 | 3 Copyright (C) 1996, 1997, 2002, 2003, 2004, 2005, 2006, 2007, 2009 |
7017 | 4 John W. Eaton |
3912 | 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. | |
3912 | 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/>. | |
3912 | 21 |
22 */ | |
23 | |
24 #ifdef HAVE_CONFIG_H | |
25 #include <config.h> | |
26 #endif | |
27 | |
28 #include <string> | |
29 | |
30 #include <iomanip> | |
31 #include <iostream> | |
32 | |
33 #include "DASPK.h" | |
34 | |
35 #include "defun-dld.h" | |
36 #include "error.h" | |
37 #include "gripes.h" | |
38 #include "oct-obj.h" | |
39 #include "ov-fcn.h" | |
5729 | 40 #include "ov-cell.h" |
3912 | 41 #include "pager.h" |
42 #include "unwind-prot.h" | |
43 #include "utils.h" | |
44 #include "variables.h" | |
45 | |
3998 | 46 #include "DASPK-opts.cc" |
47 | |
3912 | 48 // Global pointer for user defined function required by daspk. |
49 static octave_function *daspk_fcn; | |
50 | |
4140 | 51 // Global pointer for optional user defined jacobian function. |
52 static octave_function *daspk_jac; | |
53 | |
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 | |
3912 | 58 // Is this a recursive call? |
59 static int call_depth = 0; | |
60 | |
61 ColumnVector | |
62 daspk_user_function (const ColumnVector& x, const ColumnVector& xdot, | |
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63 double t, octave_idx_type& ires) |
3912 | 64 { |
65 ColumnVector retval; | |
66 | |
4628 | 67 assert (x.capacity () == xdot.capacity ()); |
3912 | 68 |
69 octave_value_list args; | |
4628 | 70 |
3912 | 71 args(2) = t; |
4628 | 72 args(1) = xdot; |
73 args(0) = x; | |
3912 | 74 |
75 if (daspk_fcn) | |
76 { | |
77 octave_value_list tmp = daspk_fcn->do_multi_index_op (1, args); | |
78 | |
79 if (error_state) | |
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80 { |
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81 gripe_user_supplied_eval ("daspk"); |
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82 return retval; |
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83 } |
3912 | 84 |
85 int tlen = tmp.length (); | |
86 if (tlen > 0 && tmp(0).is_defined ()) | |
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87 { |
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88 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
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89 { |
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90 warning ("daspk: ignoring imaginary part returned from user-supplied function"); |
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91 warned_fcn_imaginary = true; |
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92 } |
4140 | 93 |
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94 retval = ColumnVector (tmp(0).vector_value ()); |
3912 | 95 |
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96 if (tlen > 1) |
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97 ires = tmp(1).int_value (); |
3912 | 98 |
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99 if (error_state || retval.length () == 0) |
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100 gripe_user_supplied_eval ("daspk"); |
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101 } |
3912 | 102 else |
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103 gripe_user_supplied_eval ("daspk"); |
3912 | 104 } |
105 | |
106 return retval; | |
107 } | |
108 | |
4140 | 109 Matrix |
110 daspk_user_jacobian (const ColumnVector& x, const ColumnVector& xdot, | |
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111 double t, double cj) |
4140 | 112 { |
113 Matrix retval; | |
114 | |
4628 | 115 assert (x.capacity () == xdot.capacity ()); |
4140 | 116 |
117 octave_value_list args; | |
118 | |
119 args(3) = cj; | |
120 args(2) = t; | |
4628 | 121 args(1) = xdot; |
122 args(0) = x; | |
4140 | 123 |
124 if (daspk_jac) | |
125 { | |
126 octave_value_list tmp = daspk_jac->do_multi_index_op (1, args); | |
127 | |
128 if (error_state) | |
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129 { |
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130 gripe_user_supplied_eval ("daspk"); |
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131 return retval; |
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132 } |
4140 | 133 |
134 int tlen = tmp.length (); | |
135 if (tlen > 0 && tmp(0).is_defined ()) | |
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136 { |
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137 if (! warned_jac_imaginary && tmp(0).is_complex_type ()) |
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138 { |
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139 warning ("daspk: ignoring imaginary part returned from user-supplied jacobian function"); |
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140 warned_jac_imaginary = true; |
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141 } |
4140 | 142 |
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143 retval = tmp(0).matrix_value (); |
4140 | 144 |
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145 if (error_state || retval.length () == 0) |
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146 gripe_user_supplied_eval ("daspk"); |
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147 } |
4140 | 148 else |
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149 gripe_user_supplied_eval ("daspk"); |
4140 | 150 } |
151 | |
152 return retval; | |
153 } | |
154 | |
3912 | 155 #define DASPK_ABORT() \ |
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156 return retval |
3912 | 157 |
158 #define DASPK_ABORT1(msg) \ | |
159 do \ | |
160 { \ | |
161 ::error ("daspk: " msg); \ | |
162 DASPK_ABORT (); \ | |
163 } \ | |
164 while (0) | |
165 | |
166 #define DASPK_ABORT2(fmt, arg) \ | |
167 do \ | |
168 { \ | |
169 ::error ("daspk: " fmt, arg); \ | |
170 DASPK_ABORT (); \ | |
171 } \ | |
172 while (0) | |
173 | |
3997 | 174 DEFUN_DLD (daspk, args, nargout, |
3912 | 175 "-*- texinfo -*-\n\ |
4115 | 176 @deftypefn {Loadable Function} {[@var{x}, @var{xdot}, @var{istate}, @var{msg}] =} daspk (@var{fcn}, @var{x_0}, @var{xdot_0}, @var{t}, @var{t_crit})\n\ |
177 Solve the set of differential-algebraic equations\n\ | |
178 @tex\n\ | |
4852 | 179 $$ 0 = f (x, \\dot{x}, t) $$\n\ |
4115 | 180 with\n\ |
181 $$ x(t_0) = x_0, \\dot{x}(t_0) = \\dot{x}_0 $$\n\ | |
182 @end tex\n\ | |
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183 @ifnottex\n\ |
4115 | 184 \n\ |
185 @example\n\ | |
4698 | 186 0 = f (x, xdot, t)\n\ |
4115 | 187 @end example\n\ |
188 \n\ | |
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189 @noindent\n\ |
4115 | 190 with\n\ |
191 \n\ | |
192 @example\n\ | |
193 x(t_0) = x_0, xdot(t_0) = xdot_0\n\ | |
194 @end example\n\ | |
195 \n\ | |
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196 @end ifnottex\n\ |
4115 | 197 The solution is returned in the matrices @var{x} and @var{xdot},\n\ |
198 with each row in the result matrices corresponding to one of the\n\ | |
3912 | 199 elements in the vector @var{t}. The first element of @var{t}\n\ |
4115 | 200 should be @math{t_0} and correspond to the initial state of the\n\ |
201 system @var{x_0} and its derivative @var{xdot_0}, so that the first\n\ | |
202 row of the output @var{x} is @var{x_0} and the first row\n\ | |
203 of the output @var{xdot} is @var{xdot_0}.\n\ | |
3912 | 204 \n\ |
8787 | 205 The first argument, @var{fcn}, is a string, inline, or function handle\n\ |
206 that names the function @math{f} to call to compute the vector of\n\ | |
207 residuals for the set of equations. It must have the form\n\ | |
3912 | 208 \n\ |
209 @example\n\ | |
210 @var{res} = f (@var{x}, @var{xdot}, @var{t})\n\ | |
211 @end example\n\ | |
212 \n\ | |
213 @noindent\n\ | |
4115 | 214 in which @var{x}, @var{xdot}, and @var{res} are vectors, and @var{t} is a\n\ |
3912 | 215 scalar.\n\ |
216 \n\ | |
8787 | 217 If @var{fcn} is a two-element string array or a two-element cell array\n\ |
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218 of strings, inline functions, or function handles, the first element names\n\ |
8787 | 219 the function @math{f} described above, and the second element names a\n\ |
220 function to compute the modified Jacobian\n\ | |
4115 | 221 @tex\n\ |
222 $$\n\ | |
223 J = {\\partial f \\over \\partial x}\n\ | |
224 + c {\\partial f \\over \\partial \\dot{x}}\n\ | |
225 $$\n\ | |
226 @end tex\n\ | |
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227 @ifnottex\n\ |
4144 | 228 \n\ |
229 @example\n\ | |
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230 @group\n\ |
4115 | 231 df df\n\ |
232 jac = -- + c ------\n\ | |
233 dx d xdot\n\ | |
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234 @end group\n\ |
4115 | 235 @end example\n\ |
10840 | 236 \n\ |
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237 @end ifnottex\n\ |
4115 | 238 \n\ |
239 The modified Jacobian function must have the form\n\ | |
240 \n\ | |
241 @example\n\ | |
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242 @group\n\ |
4115 | 243 \n\ |
244 @var{jac} = j (@var{x}, @var{xdot}, @var{t}, @var{c})\n\ | |
245 \n\ | |
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246 @end group\n\ |
4115 | 247 @end example\n\ |
248 \n\ | |
3912 | 249 The second and third arguments to @code{daspk} specify the initial\n\ |
250 condition of the states and their derivatives, and the fourth argument\n\ | |
4115 | 251 specifies a vector of output times at which the solution is desired,\n\ |
3912 | 252 including the time corresponding to the initial condition.\n\ |
253 \n\ | |
254 The set of initial states and derivatives are not strictly required to\n\ | |
4115 | 255 be consistent. If they are not consistent, you must use the\n\ |
256 @code{daspk_options} function to provide additional information so\n\ | |
257 that @code{daspk} can compute a consistent starting point.\n\ | |
3912 | 258 \n\ |
259 The fifth argument is optional, and may be used to specify a set of\n\ | |
260 times that the DAE solver should not integrate past. It is useful for\n\ | |
261 avoiding difficulties with singularities and points where there is a\n\ | |
262 discontinuity in the derivative.\n\ | |
3964 | 263 \n\ |
4115 | 264 After a successful computation, the value of @var{istate} will be\n\ |
10840 | 265 greater than zero (consistent with the Fortran version of @sc{daspk}).\n\ |
4115 | 266 \n\ |
267 If the computation is not successful, the value of @var{istate} will be\n\ | |
268 less than zero and @var{msg} will contain additional information.\n\ | |
269 \n\ | |
3964 | 270 You can use the function @code{daspk_options} to set optional\n\ |
271 parameters for @code{daspk}.\n\ | |
5642 | 272 @seealso{dassl}\n\ |
273 @end deftypefn") | |
3912 | 274 { |
275 octave_value_list retval; | |
276 | |
4140 | 277 warned_fcn_imaginary = false; |
278 warned_jac_imaginary = false; | |
279 | |
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280 unwind_protect frame; |
3912 | 281 |
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282 frame.protect_var (call_depth); |
3912 | 283 call_depth++; |
284 | |
285 if (call_depth > 1) | |
286 DASPK_ABORT1 ("invalid recursive call"); | |
287 | |
288 int nargin = args.length (); | |
289 | |
290 if (nargin > 3 && nargin < 6) | |
291 { | |
5729 | 292 std::string fcn_name, fname, jac_name, jname; |
4140 | 293 daspk_fcn = 0; |
294 daspk_jac = 0; | |
295 | |
296 octave_value f_arg = args(0); | |
297 | |
5729 | 298 if (f_arg.is_cell ()) |
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299 { |
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300 Cell c = f_arg.cell_value (); |
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301 if (c.length() == 1) |
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302 f_arg = c(0); |
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303 else if (c.length() == 2) |
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304 { |
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305 if (c(0).is_function_handle () || c(0).is_inline_function ()) |
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306 daspk_fcn = c(0).function_value (); |
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307 else |
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308 { |
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309 fcn_name = unique_symbol_name ("__daspk_fcn__"); |
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310 fname = "function y = "; |
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311 fname.append (fcn_name); |
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312 fname.append (" (x, xdot, t) y = "); |
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313 daspk_fcn = extract_function |
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314 (c(0), "daspk", fcn_name, fname, "; endfunction"); |
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315 } |
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316 |
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317 if (daspk_fcn) |
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318 { |
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319 if (c(1).is_function_handle () || c(1).is_inline_function ()) |
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320 daspk_jac = c(1).function_value (); |
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321 else |
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322 { |
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323 jac_name = unique_symbol_name ("__daspk_jac__"); |
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324 jname = "function jac = "; |
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325 jname.append(jac_name); |
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326 jname.append (" (x, xdot, t, cj) jac = "); |
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327 daspk_jac = extract_function |
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328 (c(1), "daspk", jac_name, jname, "; endfunction"); |
4140 | 329 |
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330 if (!daspk_jac) |
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331 { |
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332 if (fcn_name.length()) |
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333 clear_function (fcn_name); |
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334 daspk_fcn = 0; |
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335 } |
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336 } |
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337 } |
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338 } |
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339 else |
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340 DASPK_ABORT1 ("incorrect number of elements in cell array"); |
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341 } |
3912 | 342 |
5729 | 343 if (!daspk_fcn && ! f_arg.is_cell()) |
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344 { |
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345 if (f_arg.is_function_handle () || f_arg.is_inline_function ()) |
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346 daspk_fcn = f_arg.function_value (); |
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347 else |
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348 { |
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349 switch (f_arg.rows ()) |
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350 { |
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351 case 1: |
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352 do |
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353 { |
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354 fcn_name = unique_symbol_name ("__daspk_fcn__"); |
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355 fname = "function y = "; |
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356 fname.append (fcn_name); |
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357 fname.append (" (x, xdot, t) y = "); |
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358 daspk_fcn = extract_function |
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359 (f_arg, "daspk", fcn_name, fname, "; endfunction"); |
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360 } |
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361 while (0); |
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362 break; |
4140 | 363 |
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364 case 2: |
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365 { |
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366 string_vector tmp = f_arg.all_strings (); |
5729 | 367 |
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368 if (! error_state) |
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369 { |
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370 fcn_name = unique_symbol_name ("__daspk_fcn__"); |
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371 fname = "function y = "; |
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372 fname.append (fcn_name); |
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373 fname.append (" (x, xdot, t) y = "); |
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374 daspk_fcn = extract_function |
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375 (tmp(0), "daspk", fcn_name, fname, "; endfunction"); |
4140 | 376 |
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377 if (daspk_fcn) |
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378 { |
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379 jac_name = unique_symbol_name ("__daspk_jac__"); |
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380 jname = "function jac = "; |
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381 jname.append(jac_name); |
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382 jname.append (" (x, xdot, t, cj) jac = "); |
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383 daspk_jac = extract_function |
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384 (tmp(1), "daspk", jac_name, jname, |
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385 "; endfunction"); |
5729 | 386 |
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387 if (!daspk_jac) |
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388 { |
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389 if (fcn_name.length()) |
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390 clear_function (fcn_name); |
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391 daspk_fcn = 0; |
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392 } |
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393 } |
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394 } |
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395 } |
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396 } |
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397 } |
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398 } |
4140 | 399 |
400 if (error_state || ! daspk_fcn) | |
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401 DASPK_ABORT (); |
3912 | 402 |
403 ColumnVector state = ColumnVector (args(1).vector_value ()); | |
404 | |
405 if (error_state) | |
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406 DASPK_ABORT1 ("expecting state vector as second argument"); |
3912 | 407 |
408 ColumnVector deriv (args(2).vector_value ()); | |
409 | |
410 if (error_state) | |
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411 DASPK_ABORT1 ("expecting derivative vector as third argument"); |
3912 | 412 |
413 ColumnVector out_times (args(3).vector_value ()); | |
414 | |
415 if (error_state) | |
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416 DASPK_ABORT1 ("expecting output time vector as fourth argument"); |
3912 | 417 |
418 ColumnVector crit_times; | |
419 int crit_times_set = 0; | |
420 if (nargin > 4) | |
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421 { |
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422 crit_times = ColumnVector (args(4).vector_value ()); |
3912 | 423 |
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424 if (error_state) |
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425 DASPK_ABORT1 ("expecting critical time vector as fifth argument"); |
3912 | 426 |
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427 crit_times_set = 1; |
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428 } |
3912 | 429 |
430 if (state.capacity () != deriv.capacity ()) | |
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431 DASPK_ABORT1 ("x and xdot must have the same size"); |
3912 | 432 |
433 double tzero = out_times (0); | |
434 | |
435 DAEFunc func (daspk_user_function); | |
4140 | 436 if (daspk_jac) |
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437 func.set_jacobian_function (daspk_user_jacobian); |
4140 | 438 |
3912 | 439 DASPK dae (state, deriv, tzero, func); |
4122 | 440 dae.set_options (daspk_opts); |
3912 | 441 |
442 Matrix output; | |
443 Matrix deriv_output; | |
444 | |
445 if (crit_times_set) | |
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446 output = dae.integrate (out_times, deriv_output, crit_times); |
3912 | 447 else |
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448 output = dae.integrate (out_times, deriv_output); |
3912 | 449 |
5729 | 450 if (fcn_name.length()) |
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451 clear_function (fcn_name); |
5729 | 452 if (jac_name.length()) |
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453 clear_function (jac_name); |
5729 | 454 |
3912 | 455 if (! error_state) |
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456 { |
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457 std::string msg = dae.error_message (); |
3997 | 458 |
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459 retval(3) = msg; |
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460 retval(2) = static_cast<double> (dae.integration_state ()); |
3912 | 461 |
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462 if (dae.integration_ok ()) |
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463 { |
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464 retval(1) = deriv_output; |
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465 retval(0) = output; |
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466 } |
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467 else |
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468 { |
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469 retval(1) = Matrix (); |
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470 retval(0) = Matrix (); |
3997 | 471 |
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472 if (nargout < 3) |
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473 error ("daspk: %s", msg.c_str ()); |
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474 } |
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475 } |
3912 | 476 } |
477 else | |
5823 | 478 print_usage (); |
3912 | 479 |
480 return retval; | |
481 } |