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1 /* |
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2 |
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3 Copyright (C) 2002 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, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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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 <iostream> |
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28 #include <string> |
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29 |
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30 #include "DASRT.h" |
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31 #include "lo-mappers.h" |
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32 |
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33 #include "defun-dld.h" |
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34 #include "error.h" |
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35 #include "gripes.h" |
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36 #include "oct-obj.h" |
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37 #include "ov-fcn.h" |
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38 #include "pager.h" |
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39 #include "parse.h" |
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40 #include "unwind-prot.h" |
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41 #include "utils.h" |
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42 #include "variables.h" |
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43 |
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44 #include "DASRT-opts.cc" |
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45 |
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46 // Global pointers for user defined function required by dasrt. |
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47 static octave_function *dasrt_f; |
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48 static octave_function *dasrt_j; |
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49 static octave_function *dasrt_cf; |
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50 |
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51 // Have we warned about imaginary values returned from user function? |
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52 static bool warned_fcn_imaginary = false; |
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53 static bool warned_jac_imaginary = false; |
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54 static bool warned_cf_imaginary = false; |
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55 |
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56 // Is this a recursive call? |
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57 static int call_depth = 0; |
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58 |
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59 static ColumnVector |
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60 dasrt_user_f (const ColumnVector& x, const ColumnVector& xdot, |
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61 double t, int&) |
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62 { |
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63 ColumnVector retval; |
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64 |
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65 assert (x.capacity () == xdot.capacity ()); |
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66 |
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67 octave_value_list args; |
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68 |
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69 args(2) = t; |
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70 args(1) = xdot; |
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71 args(0) = x; |
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72 |
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73 if (dasrt_f) |
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74 { |
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75 octave_value_list tmp = dasrt_f->do_multi_index_op (1, args); |
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76 |
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77 if (error_state) |
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78 { |
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79 gripe_user_supplied_eval ("dasrt"); |
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80 return retval; |
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81 } |
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82 |
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83 if (tmp.length () > 0 && tmp(0).is_defined ()) |
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84 { |
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85 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
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86 { |
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87 warning ("dasrt: ignoring imaginary part returned from user-supplied function"); |
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88 warned_fcn_imaginary = true; |
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89 } |
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90 |
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91 retval = ColumnVector (tmp(0).vector_value ()); |
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92 |
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93 if (error_state || retval.length () == 0) |
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94 gripe_user_supplied_eval ("dasrt"); |
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95 } |
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96 else |
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97 gripe_user_supplied_eval ("dasrt"); |
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98 } |
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99 |
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100 return retval; |
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101 } |
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102 |
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103 static ColumnVector |
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104 dasrt_user_cf (const ColumnVector& x, double t) |
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105 { |
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106 ColumnVector retval; |
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107 |
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108 octave_value_list args; |
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109 |
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110 args(1) = t; |
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111 args(0) = x; |
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112 |
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113 if (dasrt_cf) |
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114 { |
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115 octave_value_list tmp = dasrt_cf->do_multi_index_op (1, args); |
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116 |
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117 if (error_state) |
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118 { |
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119 gripe_user_supplied_eval ("dasrt"); |
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120 return retval; |
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121 } |
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122 |
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123 if (tmp.length () > 0 && tmp(0).is_defined ()) |
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124 { |
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125 if (! warned_cf_imaginary && tmp(0).is_complex_type ()) |
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126 { |
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127 warning ("dasrt: ignoring imaginary part returned from user-supplied constraint function"); |
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128 warned_cf_imaginary = true; |
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129 } |
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130 |
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131 retval = ColumnVector (tmp(0).vector_value ()); |
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132 |
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133 if (error_state || retval.length () == 0) |
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134 gripe_user_supplied_eval ("dasrt"); |
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135 } |
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136 else |
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137 gripe_user_supplied_eval ("dasrt"); |
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138 } |
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139 |
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140 return retval; |
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141 } |
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142 |
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143 static Matrix |
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144 dasrt_user_j (const ColumnVector& x, const ColumnVector& xdot, |
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145 double t, double cj) |
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146 { |
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147 Matrix retval; |
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148 |
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149 assert (x.capacity () == xdot.capacity ()); |
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150 |
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151 octave_value_list args; |
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152 |
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153 args(3) = cj; |
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154 args(2) = t; |
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155 args(1) = xdot; |
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156 args(0) = x; |
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157 |
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158 if (dasrt_j) |
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159 { |
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160 octave_value_list tmp = dasrt_j->do_multi_index_op (1, args); |
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161 |
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162 if (error_state) |
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163 { |
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164 gripe_user_supplied_eval ("dasrt"); |
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165 return retval; |
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166 } |
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167 |
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168 int tlen = tmp.length (); |
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169 if (tlen > 0 && tmp(0).is_defined ()) |
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170 { |
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171 if (! warned_jac_imaginary && tmp(0).is_complex_type ()) |
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172 { |
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173 warning ("dasrt: ignoring imaginary part returned from user-supplied jacobian function"); |
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174 warned_jac_imaginary = true; |
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175 } |
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176 |
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177 retval = tmp(0).matrix_value (); |
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178 |
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179 if (error_state || retval.length () == 0) |
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180 gripe_user_supplied_eval ("dasrt"); |
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181 } |
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182 else |
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183 gripe_user_supplied_eval ("dasrt"); |
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184 } |
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185 |
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186 return retval; |
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187 } |
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188 |
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189 #define DASRT_ABORT \ |
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190 do \ |
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191 { \ |
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192 unwind_protect::run_frame ("Fdasrt"); \ |
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193 return retval; \ |
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194 } \ |
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195 while (0) |
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196 |
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197 #define DASRT_ABORT1(msg) \ |
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198 do \ |
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199 { \ |
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200 ::error ("dasrt: " msg); \ |
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201 DASRT_ABORT; \ |
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202 } \ |
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203 while (0) |
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204 |
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205 #define DASRT_ABORT2(fmt, arg) \ |
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206 do \ |
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207 { \ |
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208 ::error ("dasrt: " fmt, arg); \ |
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209 DASRT_ABORT; \ |
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210 } \ |
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211 while (0) |
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212 |
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213 DEFUN_DLD (dasrt, args, nargout, |
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214 "-*- texinfo -*-\n\ |
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215 @deftypefn {Loadable Function} {[@var{x}, @var{xdot}, @var{t_out}, @var{istat}, @var{msg}] =} dasrt (@var{fcn} [, @var{g}], @var{x_0}, @var{xdot_0}, @var{t} [, @var{t_crit}])\n\ |
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216 Solve the set of differential-algebraic equations\n\ |
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217 @tex\n\ |
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218 $$ 0 = f (\\dot{x}, x, t) $$\n\ |
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219 with\n\ |
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220 $$ x(t_0) = x_0, \\dot{x}(t_0) = \\dot{x}_0 $$\n\ |
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221 @end tex\n\ |
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222 @ifinfo\n\ |
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223 \n\ |
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224 @example\n\ |
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225 0 = f (xdot, x, t)\n\ |
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226 @end example\n\ |
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227 \n\ |
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228 with\n\ |
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229 \n\ |
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230 @example\n\ |
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231 x(t_0) = x_0, xdot(t_0) = xdot_0\n\ |
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232 @end example\n\ |
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233 \n\ |
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234 @end ifinfo\n\ |
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235 with functional stopping criteria (root solving).\n\ |
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236 \n\ |
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237 The solution is returned in the matrices @var{x} and @var{xdot},\n\ |
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238 with each row in the result matrices corresponding to one of the\n\ |
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239 elements in the vector @var{t_out}. The first element of @var{t}\n\ |
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240 should be @math{t_0} and correspond to the initial state of the\n\ |
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241 system @var{x_0} and its derivative @var{xdot_0}, so that the first\n\ |
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242 row of the output @var{x} is @var{x_0} and the first row\n\ |
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243 of the output @var{xdot} is @var{xdot_0}.\n\ |
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244 \n\ |
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245 The vector @var{t} provides an upper limit on the length of the\n\ |
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246 integration. If the stopping condition is met, the vector\n\ |
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247 @var{t_out} will be shorter than @var{t}, and the final element of\n\ |
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248 @var{t_out} will be the point at which the stopping condition was met,\n\ |
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249 and may not correspond to any element of the vector @var{t}.\n\ |
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250 \n\ |
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251 The first argument, @var{fcn}, is a string that names the function to\n\ |
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252 call to compute the vector of residuals for the set of equations.\n\ |
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253 It must have the form\n\ |
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254 \n\ |
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255 @example\n\ |
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256 @var{res} = f (@var{x}, @var{xdot}, @var{t})\n\ |
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257 @end example\n\ |
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258 \n\ |
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259 @noindent\n\ |
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260 in which @var{x}, @var{xdot}, and @var{res} are vectors, and @var{t} is a\n\ |
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261 scalar.\n\ |
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262 \n\ |
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263 If @var{fcn} is a two-element string array, the first element names\n\ |
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264 the function @math{f} described above, and the second element names\n\ |
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265 a function to compute the modified Jacobian\n\ |
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266 \n\ |
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267 @tex\n\ |
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268 $$\n\ |
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269 J = {\\partial f \\over \\partial x}\n\ |
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270 + c {\\partial f \\over \\partial \\dot{x}}\n\ |
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271 $$\n\ |
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272 @end tex\n\ |
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273 @ifinfo\n\ |
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274 \n\ |
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275 @example\n\ |
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276 df df\n\ |
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277 jac = -- + c ------\n\ |
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278 dx d xdot\n\ |
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279 @end example\n\ |
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280 \n\ |
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281 @end ifinfo\n\ |
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282 \n\ |
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283 The modified Jacobian function must have the form\n\ |
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284 \n\ |
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285 @example\n\ |
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286 \n\ |
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287 @var{jac} = j (@var{x}, @var{xdot}, @var{t}, @var{c})\n\ |
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288 \n\ |
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289 @end example\n\ |
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290 \n\ |
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291 The optional second argument names a function that defines the\n\ |
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292 constraint functions whose roots are desired during the integration.\n\ |
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293 This function must have the form\n\ |
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294 \n\ |
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295 @example\n\ |
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296 @var{g_out} = g (@var{x}, @var{t})\n\ |
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297 @end example\n\ |
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298 \n\ |
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299 and return a vector of the constraint function values.\n\ |
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300 If the value of any of the constraint functions changes sign, @sc{Dasrt}\n\ |
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301 will attempt to stop the integration at the point of the sign change.\n\ |
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302 \n\ |
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303 If the name of the constraint function is omitted, @code{dasrt} solves\n\ |
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304 the saem problem as @code{daspk} or @code{dassl}.\n\ |
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305 \n\ |
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306 Note that because of numerical errors in the constraint functions\n\ |
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307 due to roundoff and integration error, @sc{Dasrt} may return false\n\ |
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308 roots, or return the same root at two or more nearly equal values of\n\ |
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309 @var{T}. If such false roots are suspected, the user should consider\n\ |
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310 smaller error tolerances or higher precision in the evaluation of the\n\ |
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311 constraint functions.\n\ |
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312 \n\ |
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313 If a root of some constraint function defines the end of the problem,\n\ |
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314 the input to @sc{Dasrt} should nevertheless allow integration to a\n\ |
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315 point slightly past that root, so that @sc{Dasrt} can locate the root\n\ |
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316 by interpolation.\n\ |
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317 \n\ |
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318 The third and fourth arguments to @code{dasrt} specify the initial\n\ |
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319 condition of the states and their derivatives, and the fourth argument\n\ |
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320 specifies a vector of output times at which the solution is desired,\n\ |
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321 including the time corresponding to the initial condition.\n\ |
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322 \n\ |
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323 The set of initial states and derivatives are not strictly required to\n\ |
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324 be consistent. In practice, however, @sc{Dassl} is not very good at\n\ |
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325 determining a consistent set for you, so it is best if you ensure that\n\ |
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326 the initial values result in the function evaluating to zero.\n\ |
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327 \n\ |
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328 The sixth argument is optional, and may be used to specify a set of\n\ |
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329 times that the DAE solver should not integrate past. It is useful for\n\ |
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330 avoiding difficulties with singularities and points where there is a\n\ |
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331 discontinuity in the derivative.\n\ |
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332 \n\ |
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333 After a successful computation, the value of @var{istate} will be\n\ |
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334 greater than zero (consistent with the Fortran version of @sc{Dassl}).\n\ |
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335 \n\ |
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336 If the computation is not successful, the value of @var{istate} will be\n\ |
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337 less than zero and @var{msg} will contain additional information.\n\ |
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338 \n\ |
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339 You can use the function @code{dasrt_options} to set optional\n\ |
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340 parameters for @code{dasrt}.\n\ |
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341 @end deftypefn\n\ |
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342 @seealso{daspk, dasrt, lsode, odessa}") |
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343 { |
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344 octave_value_list retval; |
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345 |
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346 warned_fcn_imaginary = false; |
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347 warned_jac_imaginary = false; |
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348 warned_cf_imaginary = false; |
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349 |
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350 unwind_protect::begin_frame ("Fdasrt"); |
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351 |
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352 unwind_protect_int (call_depth); |
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353 call_depth++; |
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354 |
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355 if (call_depth > 1) |
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356 DASRT_ABORT1 ("invalid recursive call"); |
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357 |
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358 int argp = 0; |
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359 |
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360 int nargin = args.length (); |
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361 |
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362 if (nargin < 4 || nargin > 6) |
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363 { |
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364 print_usage ("dasrt"); |
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365 unwind_protect::run_frame ("Fdasrt"); |
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366 return retval; |
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367 } |
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368 |
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369 dasrt_f = 0; |
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370 dasrt_j = 0; |
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371 dasrt_cf = 0; |
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372 |
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373 // Check all the arguments. Are they the right animals? |
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374 |
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375 // Here's where I take care of f and j in one shot: |
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376 |
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377 octave_value f_arg = args(0); |
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378 |
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379 switch (f_arg.rows ()) |
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380 { |
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381 case 1: |
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382 dasrt_f = extract_function |
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383 (args(0), "dasrt", "__dasrt_fcn__", |
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384 "function res = __dasrt_fcn__ (x, xdot, t) res = ", |
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385 "; endfunction"); |
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386 break; |
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387 |
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388 case 2: |
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389 { |
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390 string_vector tmp = args(0).all_strings (); |
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391 |
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392 if (! error_state) |
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393 { |
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394 dasrt_f = extract_function |
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395 (tmp(0), "dasrt", "__dasrt_fcn__", |
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396 "function res = __dasrt_fcn__ (x, xdot, t) res = ", |
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397 "; endfunction"); |
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398 |
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399 if (dasrt_f) |
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400 { |
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401 dasrt_j = extract_function |
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402 (tmp(1), "dasrt", "__dasrt_jac__", |
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403 "function jac = __dasrt_jac__ (x, xdot, t, cj) jac = ", |
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404 "; endfunction"); |
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405 |
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406 if (! dasrt_j) |
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407 dasrt_f = 0; |
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408 } |
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409 } |
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410 } |
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411 break; |
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412 |
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413 default: |
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414 DASRT_ABORT1 |
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415 ("first arg should be a string or 2-element string array"); |
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416 } |
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417 |
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418 if (error_state || (! dasrt_f)) |
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419 DASRT_ABORT; |
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420 |
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421 DAERTFunc func (dasrt_user_f); |
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422 |
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423 argp++; |
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424 |
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425 if (args(1).is_string ()) |
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426 { |
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427 dasrt_cf = is_valid_function (args(1), "dasrt", true); |
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428 |
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429 if (! dasrt_cf) |
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430 DASRT_ABORT1 ("expecting function name as argument 2"); |
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431 |
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432 argp++; |
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433 |
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434 func.set_constraint_function (dasrt_user_cf); |
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435 } |
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436 |
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437 ColumnVector state (args(argp++).vector_value ()); |
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438 |
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439 if (error_state) |
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440 DASRT_ABORT2 ("expecting state vector as argument %d", argp); |
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441 |
|
3992
|
442 ColumnVector stateprime (args(argp++).vector_value ()); |
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3990
|
443 |
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444 if (error_state) |
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445 DASRT_ABORT2 |
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446 ("expecting time derivative of state vector as argument %d", argp); |
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447 |
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3994
|
448 ColumnVector out_times (args(argp++).vector_value ()); |
|
3990
|
449 |
|
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450 if (error_state) |
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|
451 DASRT_ABORT2 |
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|
452 ("expecting output time vector as %s argument %d", argp); |
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453 |
|
3994
|
454 double tzero = out_times (0); |
|
3990
|
455 |
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|
456 ColumnVector crit_times; |
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|
457 |
|
|
458 bool crit_times_set = false; |
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459 |
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460 if (argp < nargin) |
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461 { |
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|
462 crit_times = ColumnVector (args(argp++).vector_value ()); |
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463 |
|
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464 if (error_state) |
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465 DASRT_ABORT2 |
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|
466 ("expecting critical time vector as argument %d", argp); |
|
|
467 |
|
|
468 crit_times_set = true; |
|
|
469 } |
|
|
470 |
|
|
471 if (dasrt_j) |
|
|
472 func.set_jacobian_function (dasrt_user_j); |
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|
473 |
|
|
474 DASRT_result output; |
|
|
475 |
|
3992
|
476 DASRT dae = DASRT (state, stateprime, tzero, func); |
|
3990
|
477 |
|
4122
|
478 dae.set_options (dasrt_opts); |
|
3990
|
479 |
|
|
480 if (crit_times_set) |
|
|
481 output = dae.integrate (out_times, crit_times); |
|
|
482 else |
|
|
483 output = dae.integrate (out_times); |
|
|
484 |
|
|
485 if (! error_state) |
|
|
486 { |
|
3997
|
487 std::string msg = dae.error_message (); |
|
|
488 |
|
|
489 retval(4) = msg; |
|
|
490 retval(3) = static_cast<double> (dae.integration_state ()); |
|
|
491 |
|
|
492 if (dae.integration_ok ()) |
|
|
493 { |
|
|
494 retval(2) = output.times (); |
|
|
495 retval(1) = output.deriv (); |
|
|
496 retval(0) = output.state (); |
|
|
497 } |
|
|
498 else |
|
|
499 { |
|
|
500 retval(2) = Matrix (); |
|
|
501 retval(1) = Matrix (); |
|
|
502 retval(0) = Matrix (); |
|
|
503 |
|
|
504 if (nargout < 4) |
|
|
505 error ("dasrt: %s", msg.c_str ()); |
|
|
506 } |
|
3990
|
507 } |
|
|
508 |
|
|
509 unwind_protect::run_frame ("Fdasrt"); |
|
|
510 |
|
|
511 return retval; |
|
|
512 } |
|
|
513 |
|
|
514 /* |
|
|
515 ;;; Local Variables: *** |
|
|
516 ;;; mode: C++ *** |
|
|
517 ;;; End: *** |
|
|
518 */ |
