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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 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 <string> |
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28 |
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29 #include <iomanip> |
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30 #include <iostream> |
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31 |
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32 #include "DASSL.h" |
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33 |
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34 #include "defun-dld.h" |
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35 #include "error.h" |
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36 #include "gripes.h" |
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37 #include "oct-obj.h" |
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38 #include "ov-fcn.h" |
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39 #include "pager.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 // Global pointer for user defined function required by dassl. |
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45 static octave_function *dassl_fcn; |
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46 |
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47 // Global pointer for optional user defined jacobian function. |
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48 static octave_function *dassl_jac; |
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49 |
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50 static DASSL_options dassl_opts; |
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51 |
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52 // Is this a recursive call? |
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53 static int call_depth = 0; |
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54 |
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55 ColumnVector |
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56 dassl_user_function (const ColumnVector& x, const ColumnVector& xdot, |
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57 double t, int& ires) |
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58 { |
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59 ColumnVector retval; |
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60 |
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61 int nstates = x.capacity (); |
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62 |
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63 assert (nstates == xdot.capacity ()); |
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64 |
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65 octave_value_list args; |
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66 args(2) = t; |
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67 |
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68 if (nstates > 1) |
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69 { |
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70 Matrix m1 (nstates, 1); |
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71 Matrix m2 (nstates, 1); |
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72 for (int i = 0; i < nstates; i++) |
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73 { |
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74 m1 (i, 0) = x (i); |
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75 m2 (i, 0) = xdot (i); |
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76 } |
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77 octave_value state (m1); |
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78 octave_value deriv (m2); |
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79 args(1) = deriv; |
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80 args(0) = state; |
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81 } |
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82 else |
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83 { |
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84 double d1 = x (0); |
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85 double d2 = xdot (0); |
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86 octave_value state (d1); |
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87 octave_value deriv (d2); |
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88 args(1) = deriv; |
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89 args(0) = state; |
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90 } |
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91 |
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92 if (dassl_fcn) |
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93 { |
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94 octave_value_list tmp = dassl_fcn->do_multi_index_op (1, args); |
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95 |
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96 if (error_state) |
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97 { |
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98 gripe_user_supplied_eval ("dassl"); |
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99 return retval; |
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100 } |
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101 |
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102 int tlen = tmp.length (); |
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103 if (tlen > 0 && tmp(0).is_defined ()) |
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104 { |
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105 retval = ColumnVector (tmp(0).vector_value ()); |
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106 |
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107 if (tlen > 1) |
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108 ires = tmp(1).int_value (); |
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109 |
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110 if (error_state || retval.length () == 0) |
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111 gripe_user_supplied_eval ("dassl"); |
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112 } |
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113 else |
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114 gripe_user_supplied_eval ("dassl"); |
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115 } |
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116 |
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117 return retval; |
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118 } |
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119 |
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120 Matrix |
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121 dassl_user_jacobian (const ColumnVector& x, const ColumnVector& xdot, |
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122 double t, double cj) |
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123 { |
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124 Matrix retval; |
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125 |
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126 int nstates = x.capacity (); |
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127 |
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128 assert (nstates == xdot.capacity ()); |
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129 |
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130 octave_value_list args; |
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131 |
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132 args(3) = cj; |
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133 args(2) = t; |
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134 |
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135 if (nstates > 1) |
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136 { |
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137 Matrix m1 (nstates, 1); |
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138 Matrix m2 (nstates, 1); |
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139 for (int i = 0; i < nstates; i++) |
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140 { |
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141 m1 (i, 0) = x (i); |
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142 m2 (i, 0) = xdot (i); |
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143 } |
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144 octave_value state (m1); |
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145 octave_value deriv (m2); |
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146 args(1) = deriv; |
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147 args(0) = state; |
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148 } |
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149 else |
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150 { |
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151 double d1 = x (0); |
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152 double d2 = xdot (0); |
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153 octave_value state (d1); |
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154 octave_value deriv (d2); |
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155 args(1) = deriv; |
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156 args(0) = state; |
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157 } |
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158 |
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159 if (dassl_jac) |
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160 { |
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161 octave_value_list tmp = dassl_jac->do_multi_index_op (1, args); |
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162 |
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163 if (error_state) |
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164 { |
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165 gripe_user_supplied_eval ("dassl"); |
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166 return retval; |
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167 } |
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168 |
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169 int tlen = tmp.length (); |
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170 if (tlen > 0 && tmp(0).is_defined ()) |
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171 { |
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172 retval = tmp(0).matrix_value (); |
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173 |
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174 if (error_state || retval.length () == 0) |
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175 gripe_user_supplied_eval ("dassl"); |
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176 } |
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177 else |
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178 gripe_user_supplied_eval ("dassl"); |
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179 } |
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180 |
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181 return retval; |
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182 } |
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183 |
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184 #define DASSL_ABORT() \ |
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185 do \ |
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186 { \ |
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187 unwind_protect::run_frame ("Fdassl"); \ |
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188 return retval; \ |
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189 } \ |
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190 while (0) |
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191 |
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192 #define DASSL_ABORT1(msg) \ |
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193 do \ |
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194 { \ |
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195 ::error ("dassl: " msg); \ |
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196 DASSL_ABORT (); \ |
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197 } \ |
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198 while (0) |
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199 |
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200 #define DASSL_ABORT2(fmt, arg) \ |
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201 do \ |
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202 { \ |
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203 ::error ("dassl: " fmt, arg); \ |
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204 DASSL_ABORT (); \ |
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205 } \ |
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206 while (0) |
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207 |
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208 DEFUN_DLD (dassl, args, nargout, |
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209 "-*- texinfo -*-\n\ |
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210 @deftypefn {Loadable Function} {[@var{x}, @var{xdot}] =} dassl (@var{fcn}, @var{x0}, @var{xdot0}, @var{t}, @var{t_crit})\n\ |
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211 Return a matrix of states and their first derivatives with respect to\n\ |
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212 @var{t}. Each row in the result matrices correspond to one of the\n\ |
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213 elements in the vector @var{t}. The first element of @var{t}\n\ |
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214 corresponds to the initial state @var{x0} and derivative @var{xdot0}, so\n\ |
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215 that the first row of the output @var{x} is @var{x0} and the first row\n\ |
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216 of the output @var{xdot} is @var{xdot0}.\n\ |
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217 \n\ |
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218 The first argument, @var{fcn}, is a string that names the function to\n\ |
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219 call to compute the vector of residuals for the set of equations.\n\ |
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220 It must have the form\n\ |
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221 \n\ |
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222 @example\n\ |
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223 @var{res} = f (@var{x}, @var{xdot}, @var{t})\n\ |
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224 @end example\n\ |
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225 \n\ |
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226 @noindent\n\ |
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227 where @var{x}, @var{xdot}, and @var{res} are vectors, and @var{t} is a\n\ |
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228 scalar.\n\ |
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229 \n\ |
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230 The second and third arguments to @code{dassl} specify the initial\n\ |
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231 condition of the states and their derivatives, and the fourth argument\n\ |
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232 specifies a vector of output times at which the solution is desired, \n\ |
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233 including the time corresponding to the initial condition.\n\ |
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234 \n\ |
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235 The set of initial states and derivatives are not strictly required to\n\ |
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236 be consistent. In practice, however, @sc{Dassl} is not very good at\n\ |
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237 determining a consistent set for you, so it is best if you ensure that\n\ |
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238 the initial values result in the function evaluating to zero.\n\ |
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239 \n\ |
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240 The fifth argument is optional, and may be used to specify a set of\n\ |
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241 times that the DAE solver should not integrate past. It is useful for\n\ |
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242 avoiding difficulties with singularities and points where there is a\n\ |
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243 discontinuity in the derivative.\n\ |
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244 \n\ |
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245 You can use the function @code{dassl_options} to set optional\n\ |
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246 parameters for @code{dassl}.\n\ |
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247 @end deftypefn") |
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248 { |
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249 octave_value_list retval; |
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250 |
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251 unwind_protect::begin_frame ("Fdassl"); |
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252 |
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253 unwind_protect_int (call_depth); |
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254 call_depth++; |
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255 |
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256 if (call_depth > 1) |
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257 DASSL_ABORT1 ("invalid recursive call"); |
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258 |
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259 int nargin = args.length (); |
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260 |
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261 if (nargin > 3 && nargin < 6 && nargout < 5) |
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262 { |
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263 dassl_fcn = 0; |
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264 dassl_jac = 0; |
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265 |
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266 octave_value f_arg = args(0); |
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267 |
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268 switch (f_arg.rows ()) |
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269 { |
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270 case 1: |
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271 dassl_fcn = extract_function |
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272 (f_arg, "dassl", "__dassl_fcn__", |
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273 "function res = __dassl_fcn__ (x, xdot, t) res = ", |
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274 "; endfunction"); |
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275 break; |
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276 |
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277 case 2: |
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278 { |
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279 string_vector tmp = f_arg.all_strings (); |
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280 |
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281 if (! error_state) |
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282 { |
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283 dassl_fcn = extract_function |
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284 (tmp(0), "dassl", "__dassl_fcn__", |
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285 "function res = __dassl_fcn__ (x, xdot, t) res = ", |
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286 "; endfunction"); |
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287 |
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288 if (dassl_fcn) |
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289 { |
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290 dassl_jac = extract_function |
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291 (tmp(1), "dassl", "__dassl_jac__", |
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292 "function jac = __dassl_jac__ (x, xdot, t, cj) jac = ", |
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293 "; endfunction"); |
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294 |
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295 if (! dassl_jac) |
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296 dassl_fcn = 0; |
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297 } |
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298 } |
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299 } |
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300 } |
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301 |
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302 if (error_state || ! dassl_fcn) |
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303 DASSL_ABORT (); |
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304 |
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305 ColumnVector state = ColumnVector (args(1).vector_value ()); |
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306 |
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307 if (error_state) |
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308 DASSL_ABORT1 ("expecting state vector as second argument"); |
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309 |
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310 ColumnVector deriv (args(2).vector_value ()); |
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311 |
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312 if (error_state) |
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313 DASSL_ABORT1 ("expecting derivative vector as third argument"); |
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314 |
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315 ColumnVector out_times (args(3).vector_value ()); |
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316 |
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317 if (error_state) |
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318 DASSL_ABORT1 ("expecting output time vector as fourth argument"); |
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319 |
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320 ColumnVector crit_times; |
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321 int crit_times_set = 0; |
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322 if (nargin > 4) |
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323 { |
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324 crit_times = ColumnVector (args(4).vector_value ()); |
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325 |
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326 if (error_state) |
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327 DASSL_ABORT1 ("expecting critical time vector as fifth argument"); |
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328 |
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329 crit_times_set = 1; |
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330 } |
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331 |
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332 if (state.capacity () != deriv.capacity ()) |
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333 DASSL_ABORT1 ("x and xdot must have the same size"); |
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334 |
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335 double tzero = out_times (0); |
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336 |
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337 DAEFunc func (dassl_user_function); |
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338 if (dassl_jac) |
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339 func.set_jacobian_function (dassl_user_jacobian); |
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340 |
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341 DASSL dae (state, deriv, tzero, func); |
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342 |
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343 dae.copy (dassl_opts); |
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344 |
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345 Matrix output; |
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346 Matrix deriv_output; |
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347 |
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348 if (crit_times_set) |
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349 output = dae.integrate (out_times, deriv_output, crit_times); |
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350 else |
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351 output = dae.integrate (out_times, deriv_output); |
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352 |
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353 if (! error_state) |
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354 { |
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355 std::string msg = dae.error_message (); |
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356 |
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357 retval(3) = msg; |
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358 retval(2) = static_cast<double> (dae.integration_state ()); |
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359 |
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360 if (dae.integration_ok ()) |
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361 { |
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362 retval(1) = deriv_output; |
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363 retval(0) = output; |
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364 } |
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365 else |
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366 { |
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367 retval(1) = Matrix (); |
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368 retval(0) = Matrix (); |
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369 |
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370 if (nargout < 3) |
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371 error ("dassl: %s", msg.c_str ()); |
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372 } |
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373 } |
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374 } |
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375 else |
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376 print_usage ("dassl"); |
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377 |
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378 unwind_protect::run_frame ("Fdassl"); |
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379 |
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380 return retval; |
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381 } |
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382 |
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383 typedef void (DASSL_options::*d_set_opt_mf) (double); |
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384 typedef double (DASSL_options::*d_get_opt_mf) (void); |
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385 |
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386 #define MAX_TOKENS 3 |
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387 |
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388 struct DASSL_OPTIONS |
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389 { |
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390 const char *keyword; |
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391 const char *kw_tok[MAX_TOKENS + 1]; |
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392 int min_len[MAX_TOKENS + 1]; |
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393 int min_toks_to_match; |
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394 d_set_opt_mf d_set_fcn; |
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395 d_get_opt_mf d_get_fcn; |
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396 }; |
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397 |
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398 static DASSL_OPTIONS dassl_option_table [] = |
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399 { |
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400 { "absolute tolerance", |
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401 { "absolute", "tolerance", 0, 0, }, |
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402 { 1, 0, 0, 0, }, 1, |
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403 &DASSL_options::set_absolute_tolerance, |
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404 &DASSL_options::absolute_tolerance, }, |
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405 |
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406 { "initial step size", |
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407 { "initial", "step", "size", 0, }, |
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408 { 1, 0, 0, 0, }, 1, |
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409 &DASSL_options::set_initial_step_size, |
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410 &DASSL_options::initial_step_size, }, |
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411 |
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412 { "maximum step size", |
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413 { "maximum", "step", "size", 0, }, |
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414 { 2, 0, 0, 0, }, 1, |
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415 &DASSL_options::set_maximum_step_size, |
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416 &DASSL_options::maximum_step_size, }, |
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417 |
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418 { "relative tolerance", |
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419 { "relative", "tolerance", 0, 0, }, |
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420 { 1, 0, 0, 0, }, 1, |
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421 &DASSL_options::set_relative_tolerance, |
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422 &DASSL_options::relative_tolerance, }, |
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423 |
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424 { 0, |
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425 { 0, 0, 0, 0, }, |
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426 { 0, 0, 0, 0, }, 0, |
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427 0, 0, }, |
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428 }; |
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429 |
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430 static void |
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431 print_dassl_option_list (std::ostream& os) |
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432 { |
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433 print_usage ("dassl_options", 1); |
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434 |
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435 os << "\n" |
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436 << "Options for dassl include:\n\n" |
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437 << " keyword value\n" |
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438 << " ------- -----\n\n"; |
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439 |
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440 DASSL_OPTIONS *list = dassl_option_table; |
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441 |
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442 const char *keyword; |
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443 while ((keyword = list->keyword) != 0) |
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444 { |
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445 os << " " |
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446 << std::setiosflags (std::ios::left) << std::setw (40) |
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447 << keyword |
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448 << std::resetiosflags (std::ios::left) |
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449 << " "; |
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450 |
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451 double val = (dassl_opts.*list->d_get_fcn) (); |
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452 if (val < 0.0) |
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453 os << "computed automatically"; |
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454 else |
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455 os << val; |
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456 |
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457 os << "\n"; |
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458 list++; |
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459 } |
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460 |
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461 os << "\n"; |
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462 } |
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463 |
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464 static void |
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3523
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465 set_dassl_option (const std::string& keyword, double val) |
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2928
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466 { |
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467 DASSL_OPTIONS *list = dassl_option_table; |
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468 |
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469 while (list->keyword != 0) |
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470 { |
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471 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
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472 list->min_toks_to_match, MAX_TOKENS)) |
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473 { |
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474 (dassl_opts.*list->d_set_fcn) (val); |
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475 |
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476 return; |
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477 } |
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478 list++; |
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479 } |
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480 |
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481 warning ("dassl_options: no match for `%s'", keyword.c_str ()); |
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482 } |
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483 |
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484 static octave_value_list |
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3523
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485 show_dassl_option (const std::string& keyword) |
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2928
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486 { |
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487 octave_value retval; |
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488 |
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489 DASSL_OPTIONS *list = dassl_option_table; |
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490 |
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491 while (list->keyword != 0) |
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492 { |
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493 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
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494 list->min_toks_to_match, MAX_TOKENS)) |
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495 { |
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496 double val = (dassl_opts.*list->d_get_fcn) (); |
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497 if (val < 0.0) |
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498 retval = "computed automatically"; |
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499 else |
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500 retval = val; |
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|
501 |
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502 return retval; |
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503 } |
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504 list++; |
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505 } |
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506 |
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507 warning ("dassl_options: no match for `%s'", keyword.c_str ()); |
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|
508 |
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509 return retval; |
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|
510 } |
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511 |
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512 DEFUN_DLD (dassl_options, args, , |
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3373
|
513 "-*- texinfo -*-\n\ |
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514 @deftypefn {Loadable Function} {} dassl_options (@var{opt}, @var{val})\n\ |
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|
515 When called with two arguments, this function allows you set options\n\ |
|
3991
|
516 parameters for the function @code{dassl}. Given one argument,\n\ |
|
3373
|
517 @code{dassl_options} returns the value of the corresponding option. If\n\ |
|
|
518 no arguments are supplied, the names of all the available options and\n\ |
|
|
519 their current values are displayed.\n\ |
|
|
520 @end deftypefn") |
|
2928
|
521 { |
|
|
522 octave_value_list retval; |
|
|
523 |
|
|
524 int nargin = args.length (); |
|
|
525 |
|
|
526 if (nargin == 0) |
|
|
527 { |
|
|
528 print_dassl_option_list (octave_stdout); |
|
|
529 return retval; |
|
|
530 } |
|
|
531 else if (nargin == 1 || nargin == 2) |
|
|
532 { |
|
3523
|
533 std::string keyword = args(0).string_value (); |
|
2928
|
534 |
|
|
535 if (! error_state) |
|
|
536 { |
|
|
537 if (nargin == 1) |
|
|
538 return show_dassl_option (keyword); |
|
|
539 else |
|
|
540 { |
|
|
541 double val = args(1).double_value (); |
|
|
542 |
|
|
543 if (! error_state) |
|
|
544 { |
|
|
545 set_dassl_option (keyword, val); |
|
|
546 return retval; |
|
|
547 } |
|
|
548 } |
|
|
549 } |
|
|
550 } |
|
|
551 |
|
|
552 print_usage ("dassl_options"); |
|
|
553 |
|
|
554 return retval; |
|
|
555 } |
|
|
556 |
|
|
557 /* |
|
|
558 ;;; Local Variables: *** |
|
|
559 ;;; mode: C++ *** |
|
|
560 ;;; End: *** |
|
|
561 */ |
