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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, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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20 02110-1301, USA. |
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21 |
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22 */ |
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23 |
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24 #ifdef HAVE_CONFIG_H |
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25 #include <config.h> |
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26 #endif |
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27 |
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28 #include <string> |
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29 |
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30 #include <iomanip> |
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31 #include <iostream> |
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32 |
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33 #include "ODESSA.h" |
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34 #include "lo-mappers.h" |
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35 |
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36 #include "defun-dld.h" |
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37 #include "error.h" |
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38 #include "gripes.h" |
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39 #include "oct-obj.h" |
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40 #include "ov-fcn.h" |
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41 #include "pager.h" |
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42 #include "pr-output.h" |
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43 #include "unwind-prot.h" |
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44 #include "utils.h" |
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45 #include "variables.h" |
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46 #include "parse.h" |
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47 |
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48 #include "ODESSA-opts.cc" |
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49 |
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50 // Global pointer for user defined function required by odessa. |
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51 static octave_function *odessa_f; |
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52 static octave_function *odessa_j; |
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53 static octave_function *odessa_b; |
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54 |
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55 // Have we warned about imaginary values returned from user function? |
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56 static bool warned_fcn_imaginary = false; |
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57 static bool warned_jac_imaginary = false; |
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58 static bool warned_b_imaginary = false; |
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59 |
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60 // Is this a recursive call? |
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61 static int call_depth = 0; |
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62 |
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63 static ColumnVector |
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64 odessa_user_f (const ColumnVector& x, double t, const ColumnVector& theta) |
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65 { |
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66 ColumnVector retval; |
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67 |
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68 octave_value_list args; |
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69 |
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70 int n = x.length (); |
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71 int npar = theta.length (); |
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72 |
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73 if (npar > 1) |
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74 args(2) = theta; |
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75 else if (npar == 1) |
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76 args(2) = theta(0); |
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77 else |
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78 args(2) = Matrix (); |
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79 |
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80 args(1) = t; |
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81 |
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82 if (n > 1) |
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83 args(0) = x; |
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84 else if (n == 1) |
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85 args(0) = x(0); |
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86 else |
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87 args(0) = Matrix (); |
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88 |
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89 if (odessa_f) |
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90 { |
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91 octave_value_list tmp = odessa_f->do_multi_index_op (1, args); |
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92 |
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93 if (error_state) |
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94 { |
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95 gripe_user_supplied_eval ("odessa"); |
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96 return retval; |
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97 } |
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98 |
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99 if (tmp.length () > 0 && tmp(0).is_defined ()) |
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100 { |
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101 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
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102 { |
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103 warning ("odessa: ignoring imaginary part returned from user-supplied function"); |
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104 warned_fcn_imaginary = true; |
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105 } |
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106 |
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107 retval = ColumnVector (tmp(0).vector_value ()); |
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108 |
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109 if (error_state || retval.length () == 0) |
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110 gripe_user_supplied_eval ("odessa"); |
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111 } |
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112 else |
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113 gripe_user_supplied_eval ("odessa"); |
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114 } |
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115 |
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116 return retval; |
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117 } |
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118 |
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119 static Matrix |
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120 odessa_user_j (const ColumnVector& x, double t, const ColumnVector& theta) |
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121 { |
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122 Matrix retval; |
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123 |
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124 if (odessa_j) |
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125 { |
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126 octave_value_list args; |
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127 |
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128 int n = x.length (); |
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129 int npar = theta.length (); |
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130 |
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131 if (npar > 1) |
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132 args(2) = theta; |
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133 else if (npar == 1) |
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134 args(2) = theta(0); |
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135 else |
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136 args(2) = Matrix (); |
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137 |
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138 args(1) = t; |
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139 |
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140 if (n > 1) |
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141 args(0) = x; |
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142 else if (n == 1) |
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143 args(0) = x(0); |
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144 else |
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145 args(0) = Matrix (); |
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146 |
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147 octave_value_list tmp = odessa_j->do_multi_index_op (1, args); |
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148 |
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149 if (error_state) |
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150 { |
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151 gripe_user_supplied_eval ("odessa"); |
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152 return retval; |
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153 } |
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154 |
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155 if (tmp.length () > 0 && tmp(0).is_defined ()) |
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156 { |
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157 if (! warned_jac_imaginary && tmp(0).is_complex_type ()) |
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158 { |
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159 warning ("odessa: ignoring imaginary part returned from user-supplied jacobian function"); |
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160 warned_jac_imaginary = true; |
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161 } |
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162 |
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163 retval = tmp(0).matrix_value (); |
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164 |
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165 if (error_state || retval.length () == 0) |
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166 gripe_user_supplied_eval ("odessa"); |
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167 } |
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168 else |
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169 gripe_user_supplied_eval ("odessa"); |
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170 } |
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171 |
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172 return retval; |
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173 } |
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174 |
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175 static ColumnVector |
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176 odessa_user_b (const ColumnVector& x, double t, |
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177 const ColumnVector& theta, int column) |
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178 { |
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179 ColumnVector retval; |
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180 |
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181 if (odessa_b) |
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182 { |
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183 octave_value_list args; |
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184 |
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185 int n = x.length (); |
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186 int npar = theta.length (); |
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187 |
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188 args(3) = static_cast<double> (column); |
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189 |
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190 if (npar > 1) |
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191 args(2) = theta; |
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192 else if (npar == 1) |
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193 args(2) = theta(0); |
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194 else |
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195 args(2) = Matrix (); |
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196 |
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197 args(1) = t; |
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198 |
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199 if (n > 1) |
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200 args(0) = x; |
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201 else if (n == 1) |
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202 args(0) = x(0); |
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203 else |
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204 args(0) = Matrix (); |
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205 |
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206 octave_value_list tmp = odessa_b->do_multi_index_op (1, args); |
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207 |
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208 if (error_state) |
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209 { |
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210 gripe_user_supplied_eval ("odessa"); |
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211 return retval; |
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212 } |
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213 |
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214 if (tmp.length () > 0 && tmp(0).is_defined ()) |
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215 { |
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216 if (! warned_b_imaginary && tmp(0).is_complex_type ()) |
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217 { |
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218 warning ("odessa: ignoring imaginary part returned from user-supplied inhomogeneity function"); |
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219 warned_b_imaginary = true; |
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220 } |
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221 |
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222 retval = ColumnVector (tmp(0).vector_value ()); |
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223 |
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224 if (error_state || retval.length () == 0) |
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225 gripe_user_supplied_eval ("odessa"); |
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226 } |
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227 else |
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228 gripe_user_supplied_eval ("odessa"); |
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229 } |
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230 |
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231 return retval; |
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232 } |
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233 |
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234 static octave_value |
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235 make_list (const Array<Matrix>& m_array) |
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236 { |
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237 octave_value_list retval; |
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238 |
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239 int len = m_array.length (); |
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240 |
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241 retval.resize (len); |
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242 |
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243 for (int i = 0; i < len; i++) |
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244 retval(i) = m_array(i); |
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245 |
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246 return octave_value (retval); |
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247 } |
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248 |
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249 #define ODESSA_ABORT() \ |
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250 do \ |
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251 { \ |
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252 unwind_protect::run_frame ("Fodessa"); \ |
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253 return retval; \ |
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254 } \ |
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255 while (0) |
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256 |
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257 #define ODESSA_ABORT1(msg) \ |
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258 do \ |
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259 { \ |
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260 ::error ("odessa: " msg); \ |
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261 ODESSA_ABORT (); \ |
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262 } \ |
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263 while (0) |
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264 |
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265 #define ODESSA_ABORT2(fmt, arg) \ |
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266 do \ |
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267 { \ |
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268 ::error ("odessa: " fmt, arg); \ |
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269 ODESSA_ABORT (); \ |
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270 } \ |
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271 while (0) |
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272 |
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273 DEFUN_DLD (odessa, args, nargout, |
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274 "-*- texinfo -*-\n\ |
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275 @deftypefn {Loadable Function} {[@var{x}, @var{sx}, @var{istate}, @var{msg}]} odessa (@var{fcn}, @var{x_0}, @var{p}, @var{sx_0}, @var{t}, @var{t_crit})\n\ |
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276 Solve the set of differential equations\n\ |
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277 @tex\n\ |
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278 $$ {dx \\over dt} = f (x, t; p) $$\n\ |
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279 with\n\ |
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280 $$ x(t_0) = x_0 $$\n\ |
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281 @end tex\n\ |
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282 @ifinfo\n\ |
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283 \n\ |
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284 @example\n\ |
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285 dx\n\ |
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286 -- = f(x, t; p)\n\ |
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287 dt\n\ |
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288 @end example\n\ |
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289 \n\ |
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290 with\n\ |
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291 \n\ |
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292 @example\n\ |
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293 x(t_0) = x_0\n\ |
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294 @end example\n\ |
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295 \n\ |
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296 @end ifinfo\n\ |
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297 and simultaneously compute the first-order sensitivity coefficients\n\ |
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298 given by\n\ |
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299 \n\ |
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300 @example\n\ |
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301 s'(t) = j(t)*s(t) + df/dp\n\ |
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302 @end example\n\ |
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303 \n\ |
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304 in which\n\ |
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305 \n\ |
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306 @example\n\ |
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307 s(t) = dx(t)/dp (sensitivity functions)\n\ |
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308 s'(t) = d(dx(t)/dp)/dt\n\ |
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309 j(t) = df(x,t;p)/dx(t) (Jacobian matrix)\n\ |
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310 df/dp = df(x,t;p)/dp (inhomogeneity matrix)\n\ |
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311 @end example\n\ |
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312 \n\ |
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313 The solution is returned in the matrix @var{x}, with each row\n\ |
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314 corresponding to an element of the vector @var{t}. The first element\n\ |
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315 of @var{t} should be @math{t_0} and should correspond to the initial\n\ |
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316 state of the system @var{x_0}, so that the first row of the output\n\ |
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317 is @var{x_0}.\n\ |
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318 \n\ |
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319 The sensitivities are returned in a list of matrices, @var{sx},\n\ |
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320 with each element of the list corresponding to an element of the\n\ |
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321 vector @var{t}.\n\ |
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322 \n\ |
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323 The first argument, @var{fcn}, is a string that names the function to\n\ |
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324 call to compute the vector of right hand sides for the set of equations.\n\ |
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325 The function must have the form\n\ |
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326 \n\ |
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327 @example\n\ |
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328 @var{xdot} = f (@var{x}, @var{t}, @var{p})\n\ |
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329 @end example\n\ |
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330 \n\ |
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331 @noindent\n\ |
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332 in which @var{xdot} and @var{x} are vectors and @var{t} is a scalar.\n\ |
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333 \n\ |
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334 The variable @var{p} is a vector of parameters.\n\ |
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335 \n\ |
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336 The @var{fcn} argument may also be an array of strings\n\ |
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337 \n\ |
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338 @example\n\ |
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339 [\"f\"; \"j\"; \"b\"]\n\ |
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340 @end example\n\ |
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341 \n\ |
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342 in which the first element names the function @math{f} described\n\ |
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343 above, the second element names a function to compute the Jacobian\n\ |
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344 of @math{f}, and the third element names a function to compute the\n\ |
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345 inhomogeneity matrix.\n\ |
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346 \n\ |
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347 The Jacobian function must have the form\n\ |
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348 \n\ |
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349 @example\n\ |
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350 @var{jac} = j (@var{x}, @var{t}, @var{p})\n\ |
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351 @end example\n\ |
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352 \n\ |
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353 in which @var{x}, @var{t}, and @var{p} have the same meanings as\n\ |
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354 above for the function @var{f}, and @var{jac} is the matrix of\n\ |
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355 partial derivatives\n\ |
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356 @tex\n\ |
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357 $$ J = {\\partial f_i \\over \\partial x_j} $$\n\ |
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358 @end tex\n\ |
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359 @ifinfo\n\ |
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360 \n\ |
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361 @example\n\ |
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362 df_i\n\ |
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363 jac = ----\n\ |
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364 dx_j\n\ |
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365 @end example\n\ |
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366 \n\ |
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367 @end ifinfo\n\ |
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368 \n\ |
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369 The function @var{b} must have the form\n\ |
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370 \n\ |
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371 @example\n\ |
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372 @var{dfdp} = b (@var{x}, @var{t}, @var{p}, @var{c})\n\ |
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373 @end example\n\ |
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374 \n\ |
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375 in which @var{x}, @var{t}, and @var{p} have the same meanings as\n\ |
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376 above for the function @var{f}, @var{c} indicates which partial\n\ |
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377 derivatives to return in @var{dfdp}. For example, if @var{c} is 2,\n\ |
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378 you should return the vector\n\ |
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379 \n\ |
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380 @example\n\ |
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381 df_i\n\ |
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382 dfdp = ----, i = 1:length(x)\n\ |
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383 dp_2\n\ |
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384 @end example\n\ |
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385 \n\ |
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386 The second argument, @var{x_0}, specifies the intial state of the system.\n\ |
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387 \n\ |
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388 The third argument, @var{p}, specifies the set of parameters.\n\ |
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389 \n\ |
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390 The fourth argument, @var{sx_0} specifies the initial values of the\n\ |
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391 sensitivities.\n\ |
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392 \n\ |
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393 The sixth argument is optional, and may be used to specify a set of\n\ |
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394 times that the ODE solver should not integrate past. It is useful for\n\ |
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395 avoiding difficulties with singularities and points where there is a\n\ |
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396 discontinuity in the derivative.\n\ |
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397 \n\ |
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398 After a successful computation, the value of @var{istate} will be 2\n\ |
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399 (consistent with the Fortran version of @sc{Odessa}).\n\ |
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400 \n\ |
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401 If the computation is not successful, @var{istate} will be something\n\ |
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402 other than 2 and @var{msg} will contain additional information.\n\ |
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403 \n\ |
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404 You can use the function @code{odessa_options} to set optional\n\ |
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405 parameters for @code{odessa}.\n\ |
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406 @end deftypefn\n\ |
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407 @seealso{daspk, dassl, dasrt, lsode}") |
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408 { |
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409 octave_value_list retval; |
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410 |
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411 warned_fcn_imaginary = false; |
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412 warned_jac_imaginary = false; |
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413 warned_b_imaginary = false; |
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414 |
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415 unwind_protect::begin_frame ("Fodessa"); |
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416 |
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417 unwind_protect_int (call_depth); |
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418 call_depth++; |
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419 |
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420 if (call_depth > 1) |
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421 ODESSA_ABORT1 ("invalid recursive call"); |
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422 |
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423 int nargin = args.length (); |
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424 |
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425 if (nargin < 5 || nargin > 6) |
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426 { |
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427 print_usage ("odessa"); |
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428 unwind_protect::run_frame ("Fodessa"); |
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429 return retval; |
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430 } |
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431 |
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432 odessa_f = 0; |
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433 odessa_j = 0; |
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434 odessa_b = 0; |
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435 |
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436 octave_value f_arg = args(0); |
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437 |
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438 int nr = f_arg.rows (); |
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439 |
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440 if (nr == 1) |
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441 { |
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442 odessa_f = extract_function |
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443 (f_arg, "odessa", "__odessa_fcn__", |
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444 "function xdot = __odessa_fcn__ (x, t, p) xdot = ", |
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445 "; endfunction"); |
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446 } |
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447 else if (nr == 2 || nr == 3) |
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448 { |
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449 string_vector tmp = f_arg.all_strings (); |
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450 |
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451 if (! error_state) |
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452 { |
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453 odessa_f = extract_function |
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454 (tmp(0), "odessa", "__odessa_fcn__", |
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455 "function xdot = __odessa_fcn__ (x, t, p) xdot = ", |
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456 "; endfunction"); |
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3984
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457 |
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4141
|
458 if (odessa_f) |
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3984
|
459 { |
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4141
|
460 odessa_j = extract_function |
|
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461 (tmp(1), "odessa", "__odessa_jac__", |
|
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462 "function xdot = __odessa_jac__ (x, t, p) jac = ", |
|
|
463 "; endfunction"); |
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464 |
|
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465 if (odessa_j && nr == 3) |
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466 { |
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467 odessa_b = extract_function |
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4152
|
468 (tmp(2), "odessa", "__odessa_b__", |
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4141
|
469 "function dfdp = __odessa_b__ (x, t, p, c) dfdp = ", |
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|
470 "; endfunction"); |
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471 |
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472 if (! odessa_b) |
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473 odessa_j = 0; |
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474 } |
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475 |
|
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476 if (! odessa_j) |
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477 odessa_f = 0; |
|
3984
|
478 } |
|
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479 } |
|
4141
|
480 } |
|
3984
|
481 |
|
4141
|
482 if (error_state || ! odessa_f) |
|
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483 ODESSA_ABORT1 |
|
|
484 ("expecting function name as argument 1"); |
|
3984
|
485 |
|
|
486 ColumnVector state (args(1).vector_value ()); |
|
|
487 |
|
|
488 if (error_state) |
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489 ODESSA_ABORT1 ("expecting state vector as argument 2"); |
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|
490 |
|
|
491 bool have_parameters = false; |
|
|
492 |
|
|
493 ColumnVector theta; |
|
|
494 Matrix sensitivity_guess; |
|
|
495 |
|
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496 if (nargin == 5 || nargin == 6) |
|
|
497 { |
|
|
498 octave_value theta_arg = args(2); |
|
|
499 |
|
|
500 if (! theta_arg.is_empty ()) |
|
|
501 { |
|
|
502 theta = ColumnVector (theta_arg.vector_value ()); |
|
|
503 |
|
|
504 if (error_state) |
|
|
505 ODESSA_ABORT1 |
|
|
506 ("expecting parameter vector as argument 3"); |
|
|
507 } |
|
|
508 |
|
|
509 have_parameters = (theta.length () > 0); |
|
|
510 |
|
|
511 if (have_parameters) |
|
|
512 { |
|
|
513 sensitivity_guess = args(3).matrix_value (); |
|
|
514 |
|
|
515 if (error_state) |
|
|
516 ODESSA_ABORT1 |
|
|
517 ("expecting sensitivity guess as argument 4"); |
|
|
518 |
|
|
519 if (sensitivity_guess.rows () != state.length () |
|
|
520 || sensitivity_guess.columns () != theta.length ()) |
|
|
521 ODESSA_ABORT1 |
|
|
522 ("incorrect dimension for sensitivity guess"); |
|
|
523 } |
|
|
524 } |
|
|
525 |
|
|
526 ColumnVector out_times (args(4).vector_value ()); |
|
|
527 |
|
|
528 if (error_state) |
|
|
529 ODESSA_ABORT1 |
|
|
530 ("expecting output time vector as %s argument 5"); |
|
|
531 |
|
|
532 ColumnVector crit_times; |
|
|
533 |
|
|
534 bool crit_times_set = false; |
|
|
535 |
|
4628
|
536 if (nargin == 6) |
|
3984
|
537 { |
|
|
538 crit_times = ColumnVector (args(5).vector_value ()); |
|
|
539 |
|
|
540 if (error_state) |
|
|
541 ODESSA_ABORT1 |
|
|
542 ("expecting critical time vector as argument 6"); |
|
|
543 |
|
|
544 crit_times_set = true; |
|
|
545 } |
|
|
546 |
|
|
547 ODESFunc func (odessa_user_f); |
|
|
548 |
|
|
549 if (odessa_j) |
|
|
550 func.set_jsub_function (odessa_user_j); |
|
|
551 |
|
|
552 if (odessa_b) |
|
|
553 func.set_bsub_function (odessa_user_b); |
|
|
554 |
|
|
555 double tzero = out_times (0); |
|
|
556 |
|
|
557 ODESSA_result output; |
|
|
558 |
|
3997
|
559 ODESSA ode = have_parameters |
|
|
560 ? ODESSA (state, theta, sensitivity_guess, tzero, func) |
|
|
561 : ODESSA (state, tzero, func); |
|
3984
|
562 |
|
4122
|
563 ode.set_options (odessa_opts); |
|
3984
|
564 |
|
3997
|
565 if (crit_times_set) |
|
|
566 output = ode.integrate (out_times, crit_times); |
|
3984
|
567 else |
|
3997
|
568 output = ode.integrate (out_times); |
|
3984
|
569 |
|
|
570 if (! error_state) |
|
|
571 { |
|
3997
|
572 int k = have_parameters ? 3 : 2; |
|
|
573 |
|
|
574 std::string msg = ode.error_message (); |
|
|
575 |
|
|
576 retval(k--) = msg; |
|
|
577 retval(k--) = static_cast<double> (ode.integration_state ()); |
|
|
578 |
|
|
579 if (ode.integration_ok ()) |
|
3984
|
580 { |
|
3997
|
581 if (have_parameters) |
|
|
582 retval(1) = make_list (output.state_sensitivity ()); |
|
|
583 |
|
|
584 retval(0) = output.state (); |
|
3984
|
585 } |
|
3997
|
586 else |
|
|
587 { |
|
|
588 if (have_parameters) |
|
|
589 retval(1) = Matrix (); |
|
|
590 |
|
|
591 retval(0) = Matrix (); |
|
|
592 |
|
|
593 if ((have_parameters && nargout < 3) || nargout < 2) |
|
|
594 error ("odessa: %s", msg.c_str ()); |
|
|
595 } |
|
3984
|
596 } |
|
|
597 |
|
|
598 unwind_protect::run_frame ("Fodessa"); |
|
|
599 |
|
|
600 return retval; |
|
|
601 } |
|
|
602 |
|
|
603 /* |
|
|
604 ;;; Local Variables: *** |
|
|
605 ;;; mode: C++ *** |
|
|
606 ;;; End: *** |
|
|
607 */ |
