view scripts/ode/private/integrate_n_steps.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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## 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_n_steps
## (@var{@@stepper}, @var{@@fun}, @var{t0}, @var{x0}, @var{dt}, @var{n},
## @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,t0 + n*dt]} with a
## constant timestep dt and on a fixed number of steps.
##
## 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 starting point for the integration.
##
## The fourth argument contains the initial conditions for the ODEs.
##
## The fifth input argument represents the fixed timestep while the sixth
## contains the number of integration steps.
##
## The last argument is a struct with the options that may be
## needed by the stepper.
## @end deftypefn
##
## @seealso{integrate_adaptive, integrate_const}

function solution = integrate_n_steps (stepper, func, t0, x0, dt, n, options)

  solution = struct;

  ## first values for time and solution
  x = x0(:); 
  t = t0;

  vdirection = odeget (options, "vdirection", [], "fast");
  if (sign (dt) != vdirection)
    error("OdePkg:InvalidArgument",
          "option ''InitialStep'' has a wrong sign");
  endif

  comp = 0.0;
  tk = t0;
  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{:});

  for i = 1:n
    ## Compute 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));
    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 (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
  endfor

  ## 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

  solution.t = t;
  solution.x = x';
  
endfunction

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