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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 <iostream> |
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29 #include <string> |
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30 |
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31 #include "DASRT.h" |
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32 #include "lo-mappers.h" |
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33 |
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34 #include "defun-dld.h" |
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35 #include "error.h" |
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36 #include "gripes.h" |
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37 #include "oct-obj.h" |
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38 #include "ov-fcn.h" |
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39 #include "ov-cell.h" |
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40 #include "pager.h" |
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41 #include "parse.h" |
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42 #include "unwind-prot.h" |
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43 #include "utils.h" |
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44 #include "variables.h" |
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45 |
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46 #include "DASRT-opts.cc" |
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47 |
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48 // Global pointers for user defined function required by dasrt. |
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49 static octave_function *dasrt_f; |
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50 static octave_function *dasrt_j; |
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51 static octave_function *dasrt_cf; |
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52 |
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53 // Have we warned about imaginary values returned from user function? |
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54 static bool warned_fcn_imaginary = false; |
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55 static bool warned_jac_imaginary = false; |
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56 static bool warned_cf_imaginary = false; |
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57 |
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58 // Is this a recursive call? |
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59 static int call_depth = 0; |
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60 |
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61 static ColumnVector |
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62 dasrt_user_f (const ColumnVector& x, const ColumnVector& xdot, |
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63 double t, octave_idx_type&) |
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64 { |
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65 ColumnVector retval; |
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66 |
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67 assert (x.capacity () == xdot.capacity ()); |
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68 |
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69 octave_value_list args; |
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70 |
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71 args(2) = t; |
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72 args(1) = xdot; |
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73 args(0) = x; |
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74 |
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75 if (dasrt_f) |
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76 { |
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77 octave_value_list tmp = dasrt_f->do_multi_index_op (1, args); |
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78 |
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79 if (error_state) |
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80 { |
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81 gripe_user_supplied_eval ("dasrt"); |
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82 return retval; |
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83 } |
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84 |
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85 if (tmp.length () > 0 && tmp(0).is_defined ()) |
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86 { |
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87 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
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88 { |
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89 warning ("dasrt: ignoring imaginary part returned from user-supplied function"); |
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90 warned_fcn_imaginary = true; |
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91 } |
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92 |
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93 retval = ColumnVector (tmp(0).vector_value ()); |
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94 |
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95 if (error_state || retval.length () == 0) |
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96 gripe_user_supplied_eval ("dasrt"); |
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97 } |
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98 else |
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99 gripe_user_supplied_eval ("dasrt"); |
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100 } |
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101 |
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102 return retval; |
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103 } |
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104 |
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105 static ColumnVector |
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106 dasrt_user_cf (const ColumnVector& x, double t) |
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107 { |
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108 ColumnVector retval; |
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109 |
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110 octave_value_list args; |
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111 |
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112 args(1) = t; |
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113 args(0) = x; |
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114 |
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115 if (dasrt_cf) |
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116 { |
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117 octave_value_list tmp = dasrt_cf->do_multi_index_op (1, args); |
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118 |
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119 if (error_state) |
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120 { |
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121 gripe_user_supplied_eval ("dasrt"); |
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122 return retval; |
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123 } |
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124 |
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125 if (tmp.length () > 0 && tmp(0).is_defined ()) |
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126 { |
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127 if (! warned_cf_imaginary && tmp(0).is_complex_type ()) |
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128 { |
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129 warning ("dasrt: ignoring imaginary part returned from user-supplied constraint function"); |
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130 warned_cf_imaginary = true; |
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131 } |
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132 |
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133 retval = ColumnVector (tmp(0).vector_value ()); |
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134 |
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135 if (error_state || retval.length () == 0) |
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136 gripe_user_supplied_eval ("dasrt"); |
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137 } |
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138 else |
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139 gripe_user_supplied_eval ("dasrt"); |
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140 } |
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141 |
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142 return retval; |
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143 } |
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144 |
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145 static Matrix |
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146 dasrt_user_j (const ColumnVector& x, const ColumnVector& xdot, |
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147 double t, double cj) |
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148 { |
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149 Matrix retval; |
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150 |
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151 assert (x.capacity () == xdot.capacity ()); |
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152 |
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153 octave_value_list args; |
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154 |
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155 args(3) = cj; |
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156 args(2) = t; |
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157 args(1) = xdot; |
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158 args(0) = x; |
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159 |
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160 if (dasrt_j) |
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161 { |
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162 octave_value_list tmp = dasrt_j->do_multi_index_op (1, args); |
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163 |
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164 if (error_state) |
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165 { |
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166 gripe_user_supplied_eval ("dasrt"); |
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167 return retval; |
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168 } |
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169 |
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170 int tlen = tmp.length (); |
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171 if (tlen > 0 && tmp(0).is_defined ()) |
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172 { |
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173 if (! warned_jac_imaginary && tmp(0).is_complex_type ()) |
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174 { |
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175 warning ("dasrt: ignoring imaginary part returned from user-supplied jacobian function"); |
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176 warned_jac_imaginary = true; |
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177 } |
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178 |
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179 retval = tmp(0).matrix_value (); |
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180 |
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181 if (error_state || retval.length () == 0) |
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182 gripe_user_supplied_eval ("dasrt"); |
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183 } |
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184 else |
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185 gripe_user_supplied_eval ("dasrt"); |
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186 } |
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187 |
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188 return retval; |
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189 } |
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190 |
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191 #define DASRT_ABORT \ |
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192 do \ |
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193 { \ |
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194 unwind_protect::run_frame ("Fdasrt"); \ |
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195 return retval; \ |
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196 } \ |
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197 while (0) |
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198 |
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199 #define DASRT_ABORT1(msg) \ |
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200 do \ |
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201 { \ |
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202 ::error ("dasrt: " msg); \ |
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203 DASRT_ABORT; \ |
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204 } \ |
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205 while (0) |
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206 |
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207 #define DASRT_ABORT2(fmt, arg) \ |
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208 do \ |
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209 { \ |
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210 ::error ("dasrt: " fmt, arg); \ |
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211 DASRT_ABORT; \ |
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212 } \ |
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213 while (0) |
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214 |
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215 DEFUN_DLD (dasrt, args, nargout, |
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216 "-*- texinfo -*-\n\ |
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217 @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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218 Solve the set of differential-algebraic equations\n\ |
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219 @tex\n\ |
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220 $$ 0 = f (x, \\dot{x}, t) $$\n\ |
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221 with\n\ |
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222 $$ x(t_0) = x_0, \\dot{x}(t_0) = \\dot{x}_0 $$\n\ |
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223 @end tex\n\ |
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224 @ifinfo\n\ |
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225 \n\ |
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226 @example\n\ |
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227 0 = f (x, xdot, t)\n\ |
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228 @end example\n\ |
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229 \n\ |
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230 with\n\ |
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231 \n\ |
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232 @example\n\ |
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233 x(t_0) = x_0, xdot(t_0) = xdot_0\n\ |
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234 @end example\n\ |
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235 \n\ |
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236 @end ifinfo\n\ |
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237 with functional stopping criteria (root solving).\n\ |
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238 \n\ |
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239 The solution is returned in the matrices @var{x} and @var{xdot},\n\ |
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240 with each row in the result matrices corresponding to one of the\n\ |
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241 elements in the vector @var{t_out}. The first element of @var{t}\n\ |
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242 should be @math{t_0} and correspond to the initial state of the\n\ |
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243 system @var{x_0} and its derivative @var{xdot_0}, so that the first\n\ |
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244 row of the output @var{x} is @var{x_0} and the first row\n\ |
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245 of the output @var{xdot} is @var{xdot_0}.\n\ |
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246 \n\ |
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247 The vector @var{t} provides an upper limit on the length of the\n\ |
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248 integration. If the stopping condition is met, the vector\n\ |
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249 @var{t_out} will be shorter than @var{t}, and the final element of\n\ |
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250 @var{t_out} will be the point at which the stopping condition was met,\n\ |
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251 and may not correspond to any element of the vector @var{t}.\n\ |
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252 \n\ |
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253 The first argument, @var{fcn}, is a string, or cell array of strings or\n\ |
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254 inline or function handles, that names the function to call to compute\n\ |
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255 the vector of residuals for the set of equations. It must have the form\n\ |
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256 \n\ |
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257 @example\n\ |
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258 @var{res} = f (@var{x}, @var{xdot}, @var{t})\n\ |
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259 @end example\n\ |
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260 \n\ |
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261 @noindent\n\ |
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262 in which @var{x}, @var{xdot}, and @var{res} are vectors, and @var{t} is a\n\ |
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263 scalar.\n\ |
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264 \n\ |
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265 If @var{fcn} is a two-element string array, or two element cell array,\n\ |
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266 the first element names the function @math{f} described above, and the\n\ |
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267 second element names a function to compute the modified Jacobian\n\ |
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268 \n\ |
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269 @tex\n\ |
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270 $$\n\ |
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271 J = {\\partial f \\over \\partial x}\n\ |
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272 + c {\\partial f \\over \\partial \\dot{x}}\n\ |
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273 $$\n\ |
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274 @end tex\n\ |
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275 @ifinfo\n\ |
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276 \n\ |
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277 @example\n\ |
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278 df df\n\ |
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279 jac = -- + c ------\n\ |
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280 dx d xdot\n\ |
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281 @end example\n\ |
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282 \n\ |
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283 @end ifinfo\n\ |
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284 \n\ |
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285 The modified Jacobian function must have the form\n\ |
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286 \n\ |
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287 @example\n\ |
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288 \n\ |
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289 @var{jac} = j (@var{x}, @var{xdot}, @var{t}, @var{c})\n\ |
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290 \n\ |
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291 @end example\n\ |
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292 \n\ |
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293 The optional second argument names a function that defines the\n\ |
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294 constraint functions whose roots are desired during the integration.\n\ |
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295 This function must have the form\n\ |
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296 \n\ |
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297 @example\n\ |
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298 @var{g_out} = g (@var{x}, @var{t})\n\ |
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299 @end example\n\ |
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300 \n\ |
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301 and return a vector of the constraint function values.\n\ |
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302 If the value of any of the constraint functions changes sign, @sc{Dasrt}\n\ |
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303 will attempt to stop the integration at the point of the sign change.\n\ |
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304 \n\ |
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305 If the name of the constraint function is omitted, @code{dasrt} solves\n\ |
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306 the same problem as @code{daspk} or @code{dassl}.\n\ |
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307 \n\ |
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308 Note that because of numerical errors in the constraint functions\n\ |
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309 due to roundoff and integration error, @sc{Dasrt} may return false\n\ |
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310 roots, or return the same root at two or more nearly equal values of\n\ |
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311 @var{T}. If such false roots are suspected, the user should consider\n\ |
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312 smaller error tolerances or higher precision in the evaluation of the\n\ |
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313 constraint functions.\n\ |
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314 \n\ |
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315 If a root of some constraint function defines the end of the problem,\n\ |
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316 the input to @sc{Dasrt} should nevertheless allow integration to a\n\ |
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317 point slightly past that root, so that @sc{Dasrt} can locate the root\n\ |
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318 by interpolation.\n\ |
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319 \n\ |
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320 The third and fourth arguments to @code{dasrt} specify the initial\n\ |
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321 condition of the states and their derivatives, and the fourth argument\n\ |
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322 specifies a vector of output times at which the solution is desired,\n\ |
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323 including the time corresponding to the initial condition.\n\ |
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324 \n\ |
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325 The set of initial states and derivatives are not strictly required to\n\ |
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326 be consistent. In practice, however, @sc{Dassl} is not very good at\n\ |
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327 determining a consistent set for you, so it is best if you ensure that\n\ |
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328 the initial values result in the function evaluating to zero.\n\ |
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329 \n\ |
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330 The sixth argument is optional, and may be used to specify a set of\n\ |
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331 times that the DAE solver should not integrate past. It is useful for\n\ |
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332 avoiding difficulties with singularities and points where there is a\n\ |
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333 discontinuity in the derivative.\n\ |
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334 \n\ |
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335 After a successful computation, the value of @var{istate} will be\n\ |
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336 greater than zero (consistent with the Fortran version of @sc{Dassl}).\n\ |
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337 \n\ |
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338 If the computation is not successful, the value of @var{istate} will be\n\ |
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339 less than zero and @var{msg} will contain additional information.\n\ |
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340 \n\ |
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341 You can use the function @code{dasrt_options} to set optional\n\ |
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342 parameters for @code{dasrt}.\n\ |
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343 @seealso{daspk, dasrt, lsode}\n\ |
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344 @end deftypefn") |
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345 { |
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346 octave_value_list retval; |
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347 |
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348 warned_fcn_imaginary = false; |
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349 warned_jac_imaginary = false; |
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350 warned_cf_imaginary = false; |
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351 |
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352 unwind_protect::begin_frame ("Fdasrt"); |
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353 |
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354 unwind_protect_int (call_depth); |
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355 call_depth++; |
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356 |
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357 if (call_depth > 1) |
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358 DASRT_ABORT1 ("invalid recursive call"); |
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359 |
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360 int argp = 0; |
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361 |
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362 int nargin = args.length (); |
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363 |
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364 if (nargin < 4 || nargin > 6) |
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365 { |
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366 print_usage ("dasrt"); |
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367 unwind_protect::run_frame ("Fdasrt"); |
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368 return retval; |
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369 } |
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370 |
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371 std::string fcn_name, fname, jac_name, jname; |
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372 dasrt_f = 0; |
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373 dasrt_j = 0; |
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374 dasrt_cf = 0; |
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375 |
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376 // Check all the arguments. Are they the right animals? |
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377 |
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378 // Here's where I take care of f and j in one shot: |
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379 |
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380 octave_value f_arg = args(0); |
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381 |
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382 if (f_arg.is_cell ()) |
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383 { |
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384 Cell c = f_arg.cell_value (); |
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385 if (c.length() == 1) |
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386 f_arg = c(0); |
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387 else if (c.length() == 2) |
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388 { |
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389 if (c(0).is_function_handle () || c(0).is_inline_function ()) |
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390 dasrt_f = c(0).function_value (); |
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391 else |
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392 { |
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393 fcn_name = unique_symbol_name ("__dasrt_fcn__"); |
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394 fname = "function y = "; |
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395 fname.append (fcn_name); |
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396 fname.append (" (x, xdot, t) y = "); |
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397 dasrt_f = extract_function |
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398 (c(0), "dasrt", fcn_name, fname, "; endfunction"); |
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399 } |
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400 |
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401 if (dasrt_f) |
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402 { |
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403 if (c(1).is_function_handle () || c(1).is_inline_function ()) |
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404 dasrt_j = c(1).function_value (); |
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405 else |
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406 { |
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407 jac_name = unique_symbol_name ("__dasrt_jac__"); |
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408 jname = "function jac = "; |
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409 jname.append(jac_name); |
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410 jname.append (" (x, xdot, t, cj) jac = "); |
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411 dasrt_j = extract_function |
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412 (c(1), "dasrt", jac_name, jname, "; endfunction"); |
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413 |
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414 if (!dasrt_j) |
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415 { |
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416 if (fcn_name.length()) |
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417 clear_function (fcn_name); |
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418 dasrt_f = 0; |
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419 } |
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420 } |
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421 } |
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422 } |
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423 else |
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424 DASRT_ABORT1 ("incorrect number of elements in cell array"); |
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425 } |
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426 |
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427 if (!dasrt_f && ! f_arg.is_cell()) |
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428 { |
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429 if (f_arg.is_function_handle () || f_arg.is_inline_function ()) |
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430 dasrt_f = f_arg.function_value (); |
|
|
431 else |
|
|
432 { |
|
|
433 switch (f_arg.rows ()) |
|
|
434 { |
|
|
435 case 1: |
|
|
436 fcn_name = unique_symbol_name ("__dasrt_fcn__"); |
|
|
437 fname = "function y = "; |
|
|
438 fname.append (fcn_name); |
|
|
439 fname.append (" (x, xdot, t) y = "); |
|
|
440 dasrt_f = extract_function |
|
|
441 (f_arg, "dasrt", fcn_name, fname, "; endfunction"); |
|
|
442 break; |
|
3990
|
443 |
|
5729
|
444 case 2: |
|
|
445 { |
|
|
446 string_vector tmp = args(0).all_strings (); |
|
3990
|
447 |
|
5729
|
448 if (! error_state) |
|
|
449 { |
|
|
450 fcn_name = unique_symbol_name ("__dasrt_fcn__"); |
|
|
451 fname = "function y = "; |
|
|
452 fname.append (fcn_name); |
|
|
453 fname.append (" (x, xdot, t) y = "); |
|
|
454 dasrt_f = extract_function |
|
|
455 (tmp(0), "dasrt", fcn_name, fname, "; endfunction"); |
|
3990
|
456 |
|
5729
|
457 if (dasrt_f) |
|
|
458 { |
|
|
459 jac_name = unique_symbol_name ("__dasrt_jac__"); |
|
|
460 jname = "function jac = "; |
|
|
461 jname.append(jac_name); |
|
|
462 jname.append (" (x, xdot, t, cj) jac = "); |
|
|
463 dasrt_j = extract_function |
|
|
464 (tmp(1), "dasrt", jac_name, jname, "; endfunction"); |
|
|
465 |
|
|
466 if (! dasrt_j) |
|
|
467 dasrt_f = 0; |
|
|
468 } |
|
|
469 } |
|
3990
|
470 } |
|
5729
|
471 break; |
|
3990
|
472 |
|
5729
|
473 default: |
|
|
474 DASRT_ABORT1 |
|
|
475 ("first arg should be a string or 2-element string array"); |
|
|
476 } |
|
|
477 } |
|
3990
|
478 } |
|
|
479 |
|
|
480 if (error_state || (! dasrt_f)) |
|
|
481 DASRT_ABORT; |
|
|
482 |
|
|
483 DAERTFunc func (dasrt_user_f); |
|
|
484 |
|
|
485 argp++; |
|
|
486 |
|
5729
|
487 if (args(1).is_function_handle() || args(1).is_inline_function()) |
|
|
488 { |
|
|
489 dasrt_cf = args(1).function_value(); |
|
|
490 |
|
|
491 if (! dasrt_cf) |
|
|
492 DASRT_ABORT1 ("expecting function name as argument 2"); |
|
|
493 |
|
|
494 argp++; |
|
|
495 |
|
|
496 func.set_constraint_function (dasrt_user_cf); |
|
|
497 } |
|
|
498 else if (args(1).is_string ()) |
|
3990
|
499 { |
|
|
500 dasrt_cf = is_valid_function (args(1), "dasrt", true); |
|
|
501 if (! dasrt_cf) |
|
3992
|
502 DASRT_ABORT1 ("expecting function name as argument 2"); |
|
3990
|
503 |
|
|
504 argp++; |
|
|
505 |
|
|
506 func.set_constraint_function (dasrt_user_cf); |
|
|
507 } |
|
|
508 |
|
|
509 ColumnVector state (args(argp++).vector_value ()); |
|
|
510 |
|
|
511 if (error_state) |
|
|
512 DASRT_ABORT2 ("expecting state vector as argument %d", argp); |
|
|
513 |
|
3992
|
514 ColumnVector stateprime (args(argp++).vector_value ()); |
|
3990
|
515 |
|
|
516 if (error_state) |
|
|
517 DASRT_ABORT2 |
|
|
518 ("expecting time derivative of state vector as argument %d", argp); |
|
|
519 |
|
3994
|
520 ColumnVector out_times (args(argp++).vector_value ()); |
|
3990
|
521 |
|
|
522 if (error_state) |
|
|
523 DASRT_ABORT2 |
|
|
524 ("expecting output time vector as %s argument %d", argp); |
|
|
525 |
|
3994
|
526 double tzero = out_times (0); |
|
3990
|
527 |
|
|
528 ColumnVector crit_times; |
|
|
529 |
|
|
530 bool crit_times_set = false; |
|
|
531 |
|
|
532 if (argp < nargin) |
|
|
533 { |
|
|
534 crit_times = ColumnVector (args(argp++).vector_value ()); |
|
|
535 |
|
|
536 if (error_state) |
|
|
537 DASRT_ABORT2 |
|
|
538 ("expecting critical time vector as argument %d", argp); |
|
|
539 |
|
|
540 crit_times_set = true; |
|
|
541 } |
|
|
542 |
|
|
543 if (dasrt_j) |
|
|
544 func.set_jacobian_function (dasrt_user_j); |
|
|
545 |
|
|
546 DASRT_result output; |
|
|
547 |
|
3992
|
548 DASRT dae = DASRT (state, stateprime, tzero, func); |
|
3990
|
549 |
|
4122
|
550 dae.set_options (dasrt_opts); |
|
3990
|
551 |
|
|
552 if (crit_times_set) |
|
|
553 output = dae.integrate (out_times, crit_times); |
|
|
554 else |
|
|
555 output = dae.integrate (out_times); |
|
|
556 |
|
5729
|
557 if (fcn_name.length()) |
|
|
558 clear_function (fcn_name); |
|
|
559 if (jac_name.length()) |
|
|
560 clear_function (jac_name); |
|
|
561 |
|
3990
|
562 if (! error_state) |
|
|
563 { |
|
3997
|
564 std::string msg = dae.error_message (); |
|
|
565 |
|
|
566 retval(4) = msg; |
|
|
567 retval(3) = static_cast<double> (dae.integration_state ()); |
|
|
568 |
|
|
569 if (dae.integration_ok ()) |
|
|
570 { |
|
|
571 retval(2) = output.times (); |
|
|
572 retval(1) = output.deriv (); |
|
|
573 retval(0) = output.state (); |
|
|
574 } |
|
|
575 else |
|
|
576 { |
|
|
577 retval(2) = Matrix (); |
|
|
578 retval(1) = Matrix (); |
|
|
579 retval(0) = Matrix (); |
|
|
580 |
|
|
581 if (nargout < 4) |
|
|
582 error ("dasrt: %s", msg.c_str ()); |
|
|
583 } |
|
3990
|
584 } |
|
|
585 |
|
|
586 unwind_protect::run_frame ("Fdasrt"); |
|
|
587 |
|
|
588 return retval; |
|
|
589 } |
|
|
590 |
|
|
591 /* |
|
|
592 ;;; Local Variables: *** |
|
|
593 ;;; mode: C++ *** |
|
|
594 ;;; End: *** |
|
|
595 */ |
