Mercurial > octave-nkf
diff scripts/ode/private/integrate_const.m @ 20568:fcb792acab9b
Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
* libinterp/corefcn/levenshtein.cc: move function from odepkg into core
* libinterp/corefcn/module.mk: include levenshtein.cc
* scripts/ode: move ode45, odeset, odeget, and all dependencies
from odepkg into core
* scripts/module.mk: include them
* doc/interpreter/diffeq.txi: add documentation for ode45,
odeset, odeget
* NEWS: announce functions included with this changeset
* scripts/help/__unimplemented__.m: removed new functions
author | jcorno <jacopo.corno@gmail.com> |
---|---|
date | Thu, 24 Sep 2015 12:58:46 +0200 |
parents | |
children | 6256f6e366ac |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/scripts/ode/private/integrate_const.m Thu Sep 24 12:58:46 2015 +0200 @@ -0,0 +1,289 @@ +## Copyright (C) 2013, Roberto Porcu' <roberto.porcu@polimi.it> +## OdePkg - A package for solving ordinary differential equations and more +## +## This program 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 2 of the License, or +## (at your option) any later version. +## +## This program 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 this program; If not, see <http://www.gnu.org/licenses/>. + + +## -*- texinfo -*- +## @deftypefn {Command} {[@var{t}, @var{y}] =} integrate_const (@var{@@stepper}, +## @var{@@fun}, @var{tspan}, @var{x0}, @var{dt}, @var{options}) +## +## This function file can be called by an ODE solver function in order to +## integrate the set of ODEs on the interval @var{[t0,t1]} with a +## constant timestep @var{dt}. +## +## This function must be called with two output arguments: @var{t} and @var{y}. +## Variable @var{t} is a column vector and contains the time stamps, +## instead @var{y} is a matrix in which each column refers to a different +## unknown of the problem and the rows number is the same of @var{t} rows +## number so that each row of @var{y} contains the values of all unknowns at +## the time value contained in the corresponding row in @var{t}. +## +## The first input argument must be a function_handle or an inline function +## representing the stepper, that is the function responsible for step-by-step +## integration. This function discriminates one method from the others. +## +## The second input argument is the order of the stepper. It is needed to +## compute the adaptive timesteps. +## +## The third input argument is a function_handle or an inline function +## that defines the set of ODE: +## +## @ifhtml +## @example +## @math{y' = f(t,y)} +## @end example +## @end ifhtml +## @ifnothtml +## @math{y' = f(t,y)}. +## @end ifnothtml +## +## The third input argument is the time vector which defines integration +## interval, that is @var{[tspan(1),tspan(end)]} and all the intermediate +## elements are taken as times at which the solution is required. +## +## The fourth argument contains the initial conditions for the ODEs. +## +## The fifth input argument represents the fixed timestep and the last input +## argument contains some options that may be needed for the stepper. +## @end deftypefn +## +## @seealso{integrate_adaptive, integrate_n_steps} + +function solution = integrate_const (stepper, func, tspan, x0, dt, options) + + solution = struct; + + ## first values for time and solution + t = tspan(1); + x = x0(:); + + vdirection = odeget (options, "vdirection", [], "fast"); + if (sign (dt) != vdirection) + error ("OdePkg:InvalidArgument", + "option ''InitialStep'' has a wrong sign"); + endif + + ## setting parameters + k = length (tspan); + counter = 2; + comp = 0.0; + tk = tspan(1); + options.comp = comp; + + ## Initialize the OutputFcn + if (options.vhaveoutputfunction) + if (options.vhaveoutputselection) + solution.vretout = x(options.OutputSel,end); + else + solution.vretout = x; + endif + feval (options.OutputFcn, tspan, solution.vretout, "init", + options.vfunarguments{:}); + endif + + ## Initialize the EventFcn + if (options.vhaveeventfunction) + odepkg_event_handle (options.Events, t(end), x, "init", + options.vfunarguments{:}); + endif + + solution.vcntloop = 2; + solution.vcntcycles = 1; + #vu = vinit; + #vk = vu.' * zeros(1,6); + vcntiter = 0; + solution.vunhandledtermination = true; + solution.vcntsave = 2; + + z = t; + u = x; + k_vals = feval (func, t , x, options.vfunarguments{:}); + + while (counter <= k) + ## computing the integration step from t to t+dt + [s, y, ~, k_vals] = stepper (func, z(end), u(:,end), dt, options, k_vals); + + [tk, comp] = kahan (tk,comp, dt); + options.comp = comp; + s(end) = tk; + + if (options.vhavenonnegative) + x(options.NonNegative,end) = abs (x(options.NonNegative,end)); + y(options.NonNegative,end) = abs (y(options.NonNegative,end)); + y_est(options.NonNegative,end) = abs (y_est(options.NonNegative,end)); + endif + + if (options.vhaveoutputfunction && options.vhaverefine) + vSaveVUForRefine = u(:,end); + endif + + ## values on this interval for time and solution + z = [t(end);s]; + u = [x(:,end),y]; + + ## if next tspan value is caught, update counter + if ((z(end) == tspan(counter)) + || (abs (z(end) - tspan(counter)) / + (max(abs (z(end)), abs(tspan(counter)))) < 8*eps) ) + counter++; + + ## if there is an element in time vector at which the solution is required + ## the program must compute this solution before going on with next steps + elseif (vdirection * z(end) > vdirection * tspan(counter) ) + ## initializing counter for the following cycle + i = 2; + while (i <= length (z)) + + ## if next tspan value is caught, update counter + if ((counter <= k) + && (((z(i) == tspan(counter)) + || (abs (z(i) - tspan(counter)) / + (max(abs (z(i)), abs (tspan(counter)))) < 8*eps))) ) + counter++; + endif + ## else, loop until there are requested values inside this subinterval + while ((counter <= k) + && vdirection * z(i) > vdirection * tspan(counter) ) + ## add the interpolated value of the solution + u = [u(:,1:i-1),u(:,i-1) + (tspan(counter)-z(i-1))/(z(i)-z(i-1))* ... + (u(:,i)-u(:,i-1)),u(:,i:end)]; + ## add the time requested + z = [z(1:i-1);tspan(counter);z(i:end)]; + + ## update counters + counter++; + i++; + endwhile + + ## if new time requested is not out of this interval + if ((counter <= k) + && vdirection * z(end) > vdirection * tspan(counter)) + ## update the counter + i++; + else + ## else, stop the cycle and go on with the next iteration + i = length (z)+1; + endif + + endwhile + endif + + if (mod (solution.vcntloop-1, options.OutputSave) == 0) + x = [x,u(:,2:end)]; + t = [t;z(2:end)]; + solution.vcntsave = solution.vcntsave + 1; + endif + solution.vcntloop = solution.vcntloop + 1; + vcntiter = 0; + + ## Call plot only if a valid result has been found, therefore this + ## code fragment has moved here. Stop integration if plot function + ## returns false + if (options.vhaveoutputfunction) + for vcnt = 0:options.Refine # Approximation between told and t + if (options.vhaverefine) # Do interpolation + vapproxtime = (vcnt + 1) / (options.Refine + 2); + vapproxvals = (1 - vapproxtime) * vSaveVUForRefine ... + + (vapproxtime) * y(:,end); + vapproxtime = s(end) + vapproxtime*dt; + else + vapproxvals = x(:,end); + vapproxtime = t(end); + endif + if (options.vhaveoutputselection) + vapproxvals = vapproxvals(options.OutputSel); + endif + vpltret = feval (options.OutputFcn, vapproxtime, vapproxvals, [], + options.vfunarguments{:}); + if (vpltret) # Leave refinement loop + break + endif + endfor + if (vpltret) # Leave main loop + solution.vunhandledtermination = false; + break + endif + endif + + ## Call event only if a valid result has been found, therefore this + ## code fragment has moved here. Stop integration if veventbreak is true + if (options.vhaveeventfunction) + solution.vevent = odepkg_event_handle (options.Events, t(end), x(:,end), + [], options.vfunarguments{:}); + if (! isempty (solution.vevent{1}) + && solution.vevent{1} == 1) + t(solution.vcntloop-1,:) = solution.vevent{3}(end,:); + x(:,solution.vcntloop-1) = solution.vevent{4}(end,:)'; + solution.vunhandledtermination = false; + break + endif + endif + + ## Update counters that count the number of iteration cycles + solution.vcntcycles = solution.vcntcycles + 1; # Needed for cost statistics + vcntiter = vcntiter + 1; # Needed to find iteration problems + + ## Stop solving because the last 1000 steps no successful valid + ## value has been found + if (vcntiter >= 5000) + error (["Solving has not been successful. The iterative", + " integration loop exited at time t = %f before endpoint at", + " tend = %f was reached. This happened because the iterative", + " integration loop does not find a valid solution at this time", + " stamp. Try to reduce the value of ''InitialStep'' and/or", + " ''MaxStep'' with the command ''odeset''.\n"], + s(end), tspan(end)); + endif + + ## if this is the last iteration, save the length of last interval + if (counter > k) + j = length (z); + endif + endwhile + + ## Check if integration of the ode has been successful + if (vdirection * z(end) < vdirection * tspan(end)) + if (solution.vunhandledtermination == true) + error ("OdePkg:InvalidArgument", + ["Solving has not been successful. The iterative integration loop", + " exited at time t = %f before endpoint at tend = %f was", + " reached. This may happen if the stepsize grows smaller than", + " defined in vminstepsize. Try to reduce the value of", + " ''InitialStep'' and/or ''MaxStep'' with the command", + " ''odeset''.\n"], z(end), tspan(end)); + else + warning ("OdePkg:InvalidArgument", + ["Solver has been stopped by a call of ''break'' in the main", + " iteration loop at time t = %f before endpoint at tend = %f", + " was reached. This may happen because the @odeplot function", + " returned ''true'' or the @event function returned", + " ''true''.\n"], + z(end), tspan(end)); + endif + endif + + ## compute how many values are out of time inerval + d = vdirection * t((end-(j-1)):end) > vdirection * tspan(end) * ones (j, 1); + f = sum (d); + + ## remove not-requested values of time and solution + solution.t = t(1:end-f); + solution.x = x(:,1:end-f)'; + +endfunction + +## Local Variables: *** +## mode: octave *** +## End: ***