--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/ode/private/ode_rk_interpolate.m	Tue Oct 06 19:28:59 2015 +0200
@@ -0,0 +1,106 @@
+## Copyright (C) 2015 Carlo de Falco
+## Copyright (C) 2015 Jacopo Corno <jacopo.corno@gmail.com>
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 3 of the License, or (at
+## your option) any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, see
+## <http://www.gnu.org/licenses/>.
+
+function u_interp = ode_rk_interpolate (order, z, u, t, k_vals, dt, args)
+
+  switch order
+
+    #{
+    case 1
+      u_interp = linear_interpolation (z, u, t);
+    case 2
+      if (! isempty (k_vals))
+        der = k_vals(:,1);
+      else
+        der = feval (func, z(1) , u(:,1), args);
+      endif
+      u_interp = quadratic_interpolation (z, u, der, t);
+    case 3
+      u_interp = ...
+      hermite_cubic_interpolation (z, u, k_vals, t);
+    case 4
+      ## if ode45 is used without local extrapolation this function
+      ## doesn't require a new function evaluation.
+      u_interp = dorpri_interpolation ([z(i-1) z(i)],
+                                       [u(:,i-1) u(:,i)],
+                                       k_vals, tspan(counter));
+
+    #}
+         
+    case 5
+      ## ode45 with Dormand-Prince scheme:     
+      u_interp = ...
+      hermite_quartic_interpolation (z, u, k_vals, t);
+
+      ## it is also possible to do a new function evaluation and use
+      ## the quintic hermite interpolator
+      ## f_half = feval (func, t+1/2*dt, u_half,
+      ##                 options.vfunarguments{:});
+      ## u_interp =
+      ##   hermite_quintic_interpolation ([z(i-1) z(i)],
+      ##                                  [u(:,i-1) u_half u(:,i)],
+      ##                                  [k_vals(:,1) f_half ...
+      ##                                   k_vals(:,end)],
+      ##                                  tspan(counter));
+    otherwise
+      warning ("High order interpolation not yet implemented: ",
+               "using cubic interpolation instead");
+      der(:,1) = feval (func, z(1) , u(:,1), args);
+      der(:,2) = feval (func, z(2) , u(:,2), args);
+      u_interp = hermite_cubic_interpolation (z, u, der, t);
+  endswitch
+
+endfunction
+
+
+
+## The function below can be used in an ODE solver to
+## interpolate the solution at the time t_out using 4th order
+## hermite interpolation.
+function x_out = hermite_quartic_interpolation (t, x, der, t_out)
+
+  persistent coefs_u_half = ...
+  [(6025192743/30085553152), 0, (51252292925/65400821598), ...
+   (-2691868925/45128329728), (187940372067/1594534317056), ...
+   (-1776094331/19743644256), (11237099/235043384)].';
+
+  ## 4th order approximation of y in t+dt/2 as proposed by
+  ## Shampine in Lawrence, Shampine, "Some Practical
+  ## Runge-Kutta Formulas", 1986.
+  dt = t(2) - t(1);
+  u_half = x(:,1) + (1/2) * dt * (der(:,1:7) * coefs_u_half);
+  
+  ## Rescale time on [0,1]
+  s = (t_out - t) / dt;
+
+  ## Hermite basis functions
+  ## H0 = 1   - 11*s.^2 + 18*s.^3 -  8*s.^4;
+  ## H1 =   s -  4*s.^2 +  5*s.^3 -  2*s.^4;
+  ## H2 =       16*s.^2 - 32*s.^3 + 16*s.^4;
+  ## H3 =     -  5*s.^2 + 14*s.^3 -  8*s.^4;
+  ## H4 =          s.^2 -  3*s.^3 +  2*s.^4;
+
+  x_out = zeros (rows (x), length (t_out));
+  x_out = (1   - 11*s.^2 + 18*s.^3 -  8*s.^4)   .* x(:,1) + ...
+          (  s -  4*s.^2 +  5*s.^3 -  2*s.^4)   .* (dt * der(:,1)) + ...
+          (      16*s.^2 - 32*s.^3 + 16*s.^4)   .* u_half + ...
+          (    -  5*s.^2 + 14*s.^3 -  8*s.^4)   .* x(:,2) + ...
+          (         s.^2 -  3*s.^3 +  2*s.^4)   .* (dt * der(:,end));
+
+endfunction