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annotate scripts/ode/private/integrate_adaptive.m @ 20654:b65888ec820e draft default tip gccjit

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dmalcom gcc jit import
author Stefan Mahr <dac922@gmx.de>
date Fri, 27 Feb 2015 16:59:36 +0100
parents a260a6acb70f
children
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
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1 ## Copyright (C) 2015, Carlo de Falco
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2 ## Copyright (C) 2013, Roberto Porcu' <roberto.porcu@polimi.it>
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {[@var{t}, @var{y}] =} integrate_adaptive (@var{@@stepper}, @var{order}, @var{@@fun}, @var{tspan}, @var{x0}, @var{options})
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22 ##
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23 ## This function file can be called by an ODE solver function in order to
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24 ## integrate the set of ODEs on the interval @var{[t0,t1]} with an
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25 ## adaptive timestep.
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26 ##
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27 ## This function must be called with two output arguments: @var{t} and @var{y}.
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28 ## Variable @var{t} is a column vector and contains the time stamps, instead
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29 ## @var{y} is a matrix in which each column refers to a different unknown
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30 ## of the problem and the rows number is the same of @var{t} rows number so
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31 ## that each row of @var{y} contains the values of all unknowns at the time
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32 ## value contained in the corresponding row in @var{t}.
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33 ##
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34 ## The first input argument must be a function_handle or an inline function
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35 ## representing the stepper, that is the function responsible for step-by-step
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36 ## integration. This function discriminates one method from the others.
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37 ##
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38 ## The second input argument is the order of the stepper. It is needed
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39 ## to compute the adaptive timesteps.
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40 ##
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41 ## The third input argument is a function_handle or an inline function that
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42 ## defines the set of ODE:
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43 ## @ifhtml
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44 ## @example
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45 ## @math{y' = f(t,y)}
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46 ## @end example
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47 ## @end ifhtml
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48 ## @ifnothtml
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49 ## @math{y' = f(t,y)}.
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50 ## @end ifnothtml
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51 ##
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52 ## The fourth input argument is the time vector which defines integration
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53 ## interval, that is @var{[tspan(1),tspan(end)]} and all the intermediate
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54 ## elements are taken as times at which the solution is required.
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55 ##
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56 ## The fifth argument represents the initial conditions for the ODEs and the
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57 ## last input argument contains some options that may be needed for the stepper.
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58 ##
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59 ## @end deftypefn
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60 ##
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61 ## @seealso{integrate_const, integrate_n_steps}
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62
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63 function solution = integrate_adaptive (stepper, order, func, tspan, x0, options)
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64
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65 fixed_times = numel (tspan) > 2;
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66
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67 t_new = t_old = t = tspan(1);
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68 x_new = x_old = x = x0(:);
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69
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70 ## get first initial timestep
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71 dt = starting_stepsize (order, func, t, x, options.AbsTol,
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72 options.RelTol, options.vnormcontrol);
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73 dt = odeget (options, "InitialStep", dt, "fast_not_empty");
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74
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75 dir = odeget (options, "vdirection", [], "fast");
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76 dt = dir * min (abs (dt), options.MaxStep);
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77
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78 options.comp = 0.0;
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79
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80 ## Factor multiplying the stepsize guess
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81 facmin = 0.8;
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82 facmax = 1.5;
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83 fac = 0.38^(1/(order+1)); # formula taken from Hairer
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84
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85 ## Initialize the OutputFcn
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86 if (options.vhaveoutputfunction)
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87 if (options.vhaveoutputselection)
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88 solution.vretout = x(options.OutputSel,end);
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89 else
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90 solution.vretout = x;
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91 endif
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92 feval (options.OutputFcn, tspan, solution.vretout,
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93 "init", options.vfunarguments{:});
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94 endif
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95
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96 ## Initialize the EventFcn
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97 if (options.vhaveeventfunction)
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98 odepkg_event_handle (options.Events, tspan(end), x,
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99 "init", options.vfunarguments{:});
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100 endif
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101
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102 if (options.vhavenonnegative)
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103 nn = options.NonNegative;
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104 endif
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105
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106 solution.vcntloop = 2;
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107 solution.vcntcycles = 1;
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108 solution.vcntsave = 2;
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109 solution.vunhandledtermination = true;
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110 ireject = 0;
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111
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112 k_vals = [];
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113 iout = istep = 1;
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114 while (dir * t_old < dir * tspan(end))
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115
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diff changeset
116 ## Compute integration step from t_old to t_new = t_old + dt
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
117 [t_new, options.comp] = kahan (t_old, options.comp, dt);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
118 [t_new, x_new, x_est, new_k_vals] = ...
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
119 stepper (func, t_old, x_old, dt, options, k_vals, t_new);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
120
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
121 solution.vcntcycles++;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
122
20568
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
123 if (options.vhavenonnegative)
20639
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
124 x_new(nn, end) = abs (x_new(nn, end));
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
125 x_est(nn, end) = abs (x_est(nn, end));
20568
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
126 endif
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
127
20635
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
128 err = AbsRel_Norm (x_new, x_old, options.AbsTol, options.RelTol,
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
129 options.vnormcontrol, x_est);
20637
756b052037fb avoid stepping beyond end of thspan in ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20636
diff changeset
130
20635
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
131 ## Accepted solution only if err <= 1.0
20568
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
132 if (err <= 1)
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
133
20635
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
134 solution.vcntloop++;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
135 ireject = 0;
20637
756b052037fb avoid stepping beyond end of thspan in ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20636
diff changeset
136
20635
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
137 ## if output time steps are fixed
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
138 if (fixed_times)
20575
3339c9bdfe6a Activate FSAL property in dorpri timestepper
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20570
diff changeset
139
20639
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
140 t_caught = find ((dir * tspan(iout:end) > dir * t_old)
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
141 & (dir * tspan(iout:end) <= dir * t_new));
20636
43822bda4f65 fix indexing bug introduced with a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20635
diff changeset
142 t_caught = t_caught + iout - 1;
20637
756b052037fb avoid stepping beyond end of thspan in ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20636
diff changeset
143
20635
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
144 if (! isempty (t_caught))
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
145 t(t_caught) = tspan(t_caught);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
146 iout = max (t_caught);
20636
43822bda4f65 fix indexing bug introduced with a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20635
diff changeset
147 x(:, t_caught) = ...
43822bda4f65 fix indexing bug introduced with a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20635
diff changeset
148 ode_rk_interpolate (order, [t_old t_new], [x_old x_new],
43822bda4f65 fix indexing bug introduced with a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20635
diff changeset
149 tspan(t_caught), new_k_vals, dt,
43822bda4f65 fix indexing bug introduced with a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20635
diff changeset
150 options.vfunarguments{:});
20635
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
151
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
152 istep++;
20568
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
153
20635
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
154 if (options.vhaveeventfunction)
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
155 ## Call event on each dense output timestep.
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
156 ## Stop integration if veventbreak is true
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
157 break_loop = false;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
158 for idenseout = 1:numel (t_caught)
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
159 id = t_caught(idenseout);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
160 td = t(id);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
161 solution.vevent = ...
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
162 odepkg_event_handle (options.Events, t(id), x(:, id), [],
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
163 options.vfunarguments{:});
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
164 if (! isempty (solution.vevent{1})
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
165 && solution.vevent{1} == 1)
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
166 t(id) = solution.vevent{3}(end);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
167 t = t(1:id);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
168 x(:, id) = solution.vevent{4}(end, :).';
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
169 x = x(:,1:id);
20637
756b052037fb avoid stepping beyond end of thspan in ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20636
diff changeset
170 solution.vunhandledtermination = false;
20635
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
171 break_loop = true;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
172 break;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
173 endif
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
174 endfor
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
175 if (break_loop)
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
176 break;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
177 endif
20568
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
178 endif
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
179
20635
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
180 ## Call plot. Stop integration if plot function
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
181 ## returns true.
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
182 if (options.vhaveoutputfunction)
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
183 vcnt = options.Refine + 1;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
184 vapproxtime = linspace (t_old, t_new, vcnt);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
185 vapproxvals = interp1 ([t_old, t(t_caught), t_new],
20639
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
186 [x_old, x(:, t_caught), x_new] .',
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
187 vapproxtime, 'linear') .';
20635
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
188 if (options.vhaveoutputselection)
20639
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
189 vapproxvals = vapproxvals(options.OutputSel, :);
20635
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
190 endif
20639
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
191 for ii = 1:numel (vapproxtime)
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
192 vpltret = feval (options.OutputFcn, vapproxtime(ii),
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
193 vapproxvals(:, ii), [],
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
194 options.vfunarguments{:});
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
195 endfor
20635
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
196 if (vpltret) # Leave main loop
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
197 solution.vunhandledtermination = false;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
198 break;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
199 endif
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
200 endif
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
201
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
202 endif
20637
756b052037fb avoid stepping beyond end of thspan in ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20636
diff changeset
203
20635
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
204 else
20568
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
205
20635
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
206 t(++istep) = t_new;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
207 x(:, istep) = x_new;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
208 iout = istep;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
209
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
210 ## Call event handler on new timestep.
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
211 ## Stop integration if veventbreak is true
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
212 if (options.vhaveeventfunction)
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
213 solution.vevent = ...
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
214 odepkg_event_handle (options.Events, t(istep), x(:, istep), [],
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
215 options.vfunarguments{:});
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
216 if (! isempty (solution.vevent{1})
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
217 && solution.vevent{1} == 1)
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
218 t(istep) = solution.vevent{3}(end);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
219 x(:, istep) = solution.vevent{4}(end, :).';
20637
756b052037fb avoid stepping beyond end of thspan in ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20636
diff changeset
220 solution.vunhandledtermination = false;
20635
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
221 break;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
222 endif
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
223 endif
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
224
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
225 ## Call plot. Stop integration if plot function
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
226 ## returns true.
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
227 if (options.vhaveoutputfunction)
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
228 vcnt = options.Refine + 1;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
229 vapproxtime = linspace (t_old, t_new, vcnt);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20596
diff changeset
230 vapproxvals = interp1 ([t_old, t_new],
20639
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
231 [x_old, x_new] .',
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
232 vapproxtime, 'linear') .';
20568
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
233 if (options.vhaveoutputselection)
20639
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
234 vapproxvals = vapproxvals(options.OutputSel, :);
20568
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
235 endif
20639
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
236 for ii = 1:numel (vapproxtime)
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
237 vpltret = feval (options.OutputFcn, vapproxtime(ii),
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20637
diff changeset
238 vapproxvals(:, ii), [], options.vfunarguments{:});
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
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239 endfor
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240 if (vpltret) # Leave main loop
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241 solution.vunhandledtermination = false;
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242 break;
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243 endif
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244 endif
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245
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246 endif
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247
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248 ## move to next time-step
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249 t_old = t_new;
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250 x_old = x_new;
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251 k_vals = new_k_vals;
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252
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253 solution.vcntloop = solution.vcntloop + 1;
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254 vcntiter = 0;
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255
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256 else
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257
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258 ireject++;
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259
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260 ## Stop solving because in the last 5000 steps no successful valid
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261 ## value has been found
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262 if (ireject >= 5000)
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263 error (["integrate_adaptive: Solving has not been successful. ",
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264 " The iterative integration loop exited at time",
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265 " t = %f before endpoint at tend = %f was reached. ",
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266 " This happened because the iterative integration loop",
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267 " does not find a valid solution at this time",
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268 " stamp. Try to reduce the value of 'InitialStep' and/or",
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269 " 'MaxStep' with the command 'odeset'.\n"],
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270 t_old, tspan(end));
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271 endif
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272
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273 endif
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274
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275 ## Compute next timestep, formula taken from Hairer
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276 err += eps; # avoid divisions by zero
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277 dt *= min (facmax, max (facmin, fac * (1 / err)^(1 / (order + 1))));
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278 dt = dir * min (abs (dt), options.MaxStep);
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279
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280 ## make sure we don't go past tpan(end)
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281 dt = dir * min (abs (dt), abs (tspan(end) - t_old));
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282
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283 endwhile
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284
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285
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286 ## Check if integration of the ode has been successful
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287 if (dir * t(end) < dir * tspan(end))
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288 if (solution.vunhandledtermination == true)
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289 error ("integrate_adaptive:unexpected_termination",
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290 [" Solving has not been successful. The iterative", ...
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291 " integration loop exited at time t = %f ", ...
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292 " before endpoint at tend = %f was reached. This may", ...
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293 " happen if the stepsize grows too small. ", ...
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294 " Try to reduce the value of 'InitialStep'", ...
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295 " and/or 'MaxStep' with the command 'odeset'.\n"],
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296 t(end), tspan(end));
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297 else
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298 warning ("integrate_adaptive:unexpected_termination",
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299 ["Solver has been stopped by a call of 'break' ", ...
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300 " in the main iteration loop at time t = %f before", ...
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301 " endpoint at tend = %f was reached. This may", ...
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302 " happen because the @odeplot function", ...
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303 " returned 'true' or the @event function returned", ...
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304 " 'true'.\n"],
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305 t(end), tspan(end));
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306 endif
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307 endif
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308
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309 ## Set up return structure
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310 solution.t = t(:);
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311 solution.x = x.';
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312
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313 endfunction
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314