Mercurial > octave
annotate libinterp/corefcn/lsode.cc @ 20909:03e4ddd49396
omit unnecessary nargout checks
* paramdemo.cc, __ichol__.cc, __ilu__.cc, balance.cc, dassl.cc,
eig.cc, ellipj.cc, filter.cc, givens.cc, hess.cc, lsode.cc, lu.cc,
mgorth.cc, nproc.cc, pr-output.cc, quad.cc, quadcc.cc, sylvester.cc,
urlwrite.cc, variables.cc, ccolamd.cc, colamd.cc, qr.cc: Don't call
print_usage based on value of nargout. If nargout doesn't alter
function behavior and returning extra values is inexpensive, simply
return them instead of checking nargout.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 16 Dec 2015 11:41:11 -0500 |
parents | 8da80da1ac37 |
children | 48b2ad5ee801 |
rev | line source |
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2928 | 1 /* |
2 | |
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3 Copyright (C) 1996-2015 John W. Eaton |
2928 | 4 |
5 This file is part of Octave. | |
6 | |
7 Octave is free software; you can redistribute it and/or modify it | |
8 under the terms of the GNU General Public License as published by the | |
7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
10 option) any later version. | |
2928 | 11 |
12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
15 for more details. | |
16 | |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
19 <http://www.gnu.org/licenses/>. | |
2928 | 20 |
21 */ | |
22 | |
23 #ifdef HAVE_CONFIG_H | |
24 #include <config.h> | |
25 #endif | |
26 | |
27 #include <string> | |
28 | |
3567 | 29 #include <iomanip> |
3523 | 30 #include <iostream> |
2928 | 31 |
32 #include "LSODE.h" | |
33 #include "lo-mappers.h" | |
34 | |
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35 #include "defun.h" |
2928 | 36 #include "error.h" |
37 #include "gripes.h" | |
38 #include "oct-obj.h" | |
2968 | 39 #include "ov-fcn.h" |
5729 | 40 #include "ov-cell.h" |
2928 | 41 #include "pager.h" |
3952 | 42 #include "pr-output.h" |
3243 | 43 #include "unwind-prot.h" |
2928 | 44 #include "utils.h" |
45 #include "variables.h" | |
46 | |
3998 | 47 #include "LSODE-opts.cc" |
48 | |
2928 | 49 // Global pointer for user defined function required by lsode. |
2968 | 50 static octave_function *lsode_fcn; |
2928 | 51 |
52 // Global pointer for optional user defined jacobian function used by lsode. | |
2968 | 53 static octave_function *lsode_jac; |
2928 | 54 |
4140 | 55 // Have we warned about imaginary values returned from user function? |
56 static bool warned_fcn_imaginary = false; | |
57 static bool warned_jac_imaginary = false; | |
58 | |
3243 | 59 // Is this a recursive call? |
60 static int call_depth = 0; | |
61 | |
2928 | 62 ColumnVector |
63 lsode_user_function (const ColumnVector& x, double t) | |
64 { | |
65 ColumnVector retval; | |
66 | |
67 octave_value_list args; | |
68 args(1) = t; | |
4628 | 69 args(0) = x; |
2928 | 70 |
71 if (lsode_fcn) | |
72 { | |
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73 octave_value_list tmp; |
2928 | 74 |
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75 try |
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76 { |
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77 tmp = lsode_fcn->do_multi_index_op (1, args); |
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78 } |
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79 catch (octave_execution_exception& e) |
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80 { |
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81 gripe_user_supplied_eval (e, "lsode"); |
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82 } |
2928 | 83 |
84 if (tmp.length () > 0 && tmp(0).is_defined ()) | |
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85 { |
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86 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
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87 { |
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88 warning ("lsode: ignoring imaginary part returned from user-supplied function"); |
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89 warned_fcn_imaginary = true; |
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90 } |
4140 | 91 |
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92 retval = tmp(0).xvector_value ("lsode: expecting user supplied function to return numeric vector"); |
2928 | 93 |
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94 if (retval.numel () == 0) |
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95 gripe_user_supplied_eval ("lsode"); |
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96 } |
2928 | 97 else |
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98 gripe_user_supplied_eval ("lsode"); |
2928 | 99 } |
100 | |
101 return retval; | |
102 } | |
103 | |
104 Matrix | |
105 lsode_user_jacobian (const ColumnVector& x, double t) | |
106 { | |
107 Matrix retval; | |
108 | |
109 octave_value_list args; | |
110 args(1) = t; | |
4628 | 111 args(0) = x; |
2928 | 112 |
113 if (lsode_jac) | |
114 { | |
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115 octave_value_list tmp; |
2928 | 116 |
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117 try |
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118 { |
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119 tmp = lsode_jac->do_multi_index_op (1, args); |
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120 } |
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121 catch (octave_execution_exception& e) |
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122 { |
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123 gripe_user_supplied_eval (e, "lsode"); |
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124 } |
2928 | 125 |
126 if (tmp.length () > 0 && tmp(0).is_defined ()) | |
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127 { |
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128 if (! warned_jac_imaginary && tmp(0).is_complex_type ()) |
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129 { |
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130 warning ("lsode: ignoring imaginary part returned from user-supplied jacobian function"); |
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131 warned_jac_imaginary = true; |
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132 } |
4140 | 133 |
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134 retval = tmp(0).xmatrix_value ("lsode: expecting user supplied jacobian function to return numeric array"); |
2928 | 135 |
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136 if (retval.numel () == 0) |
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137 gripe_user_supplied_eval ("lsode"); |
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138 } |
2928 | 139 else |
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140 gripe_user_supplied_eval ("lsode"); |
2928 | 141 } |
142 | |
143 return retval; | |
144 } | |
145 | |
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146 DEFUN (lsode, args, nargout, |
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147 "-*- texinfo -*-\n\ |
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148 @deftypefn {} {[@var{x}, @var{istate}, @var{msg}] =} lsode (@var{fcn}, @var{x_0}, @var{t})\n\ |
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149 @deftypefnx {} {[@var{x}, @var{istate}, @var{msg}] =} lsode (@var{fcn}, @var{x_0}, @var{t}, @var{t_crit})\n\ |
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150 Ordinary Differential Equation (ODE) solver.\n\ |
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151 \n\ |
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152 The set of differential equations to solve is\n\ |
4115 | 153 @tex\n\ |
154 $$ {dx \\over dt} = f (x, t) $$\n\ | |
155 with\n\ | |
156 $$ x(t_0) = x_0 $$\n\ | |
157 @end tex\n\ | |
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158 @ifnottex\n\ |
4115 | 159 \n\ |
160 @example\n\ | |
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161 @group\n\ |
4115 | 162 dx\n\ |
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163 -- = f (x, t)\n\ |
4117 | 164 dt\n\ |
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165 @end group\n\ |
4115 | 166 @end example\n\ |
167 \n\ | |
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168 @noindent\n\ |
4115 | 169 with\n\ |
170 \n\ | |
171 @example\n\ | |
172 x(t_0) = x_0\n\ | |
173 @end example\n\ | |
174 \n\ | |
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175 @end ifnottex\n\ |
4115 | 176 The solution is returned in the matrix @var{x}, with each row\n\ |
177 corresponding to an element of the vector @var{t}. The first element\n\ | |
178 of @var{t} should be @math{t_0} and should correspond to the initial\n\ | |
179 state of the system @var{x_0}, so that the first row of the output\n\ | |
180 is @var{x_0}.\n\ | |
3373 | 181 \n\ |
8787 | 182 The first argument, @var{fcn}, is a string, inline, or function handle\n\ |
183 that names the function @math{f} to call to compute the vector of right\n\ | |
184 hand sides for the set of equations. The function must have the form\n\ | |
2928 | 185 \n\ |
3373 | 186 @example\n\ |
187 @var{xdot} = f (@var{x}, @var{t})\n\ | |
188 @end example\n\ | |
2928 | 189 \n\ |
3373 | 190 @noindent\n\ |
4115 | 191 in which @var{xdot} and @var{x} are vectors and @var{t} is a scalar.\n\ |
192 \n\ | |
8787 | 193 If @var{fcn} is a two-element string array or a two-element cell array\n\ |
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194 of strings, inline functions, or function handles, the first element names\n\ |
8787 | 195 the function @math{f} described above, and the second element names a\n\ |
196 function to compute the Jacobian of @math{f}. The Jacobian function\n\ | |
197 must have the form\n\ | |
4115 | 198 \n\ |
199 @example\n\ | |
200 @var{jac} = j (@var{x}, @var{t})\n\ | |
201 @end example\n\ | |
202 \n\ | |
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203 @noindent\n\ |
4115 | 204 in which @var{jac} is the matrix of partial derivatives\n\ |
205 @tex\n\ | |
206 $$ J = {\\partial f_i \\over \\partial x_j} = \\left[\\matrix{\n\ | |
207 {\\partial f_1 \\over \\partial x_1}\n\ | |
208 & {\\partial f_1 \\over \\partial x_2}\n\ | |
209 & \\cdots\n\ | |
210 & {\\partial f_1 \\over \\partial x_N} \\cr\n\ | |
211 {\\partial f_2 \\over \\partial x_1}\n\ | |
212 & {\\partial f_2 \\over \\partial x_2}\n\ | |
213 & \\cdots\n\ | |
214 & {\\partial f_2 \\over \\partial x_N} \\cr\n\ | |
215 \\vdots & \\vdots & \\ddots & \\vdots \\cr\n\ | |
216 {\\partial f_3 \\over \\partial x_1}\n\ | |
217 & {\\partial f_3 \\over \\partial x_2}\n\ | |
218 & \\cdots\n\ | |
219 & {\\partial f_3 \\over \\partial x_N} \\cr}\\right]$$\n\ | |
220 @end tex\n\ | |
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221 @ifnottex\n\ |
4115 | 222 \n\ |
223 @example\n\ | |
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224 @group\n\ |
4115 | 225 | df_1 df_1 df_1 |\n\ |
226 | ---- ---- ... ---- |\n\ | |
227 | dx_1 dx_2 dx_N |\n\ | |
228 | |\n\ | |
229 | df_2 df_2 df_2 |\n\ | |
230 | ---- ---- ... ---- |\n\ | |
231 df_i | dx_1 dx_2 dx_N |\n\ | |
232 jac = ---- = | |\n\ | |
233 dx_j | . . . . |\n\ | |
234 | . . . . |\n\ | |
235 | . . . . |\n\ | |
236 | |\n\ | |
237 | df_N df_N df_N |\n\ | |
238 | ---- ---- ... ---- |\n\ | |
239 | dx_1 dx_2 dx_N |\n\ | |
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240 @end group\n\ |
4115 | 241 @end example\n\ |
242 \n\ | |
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243 @end ifnottex\n\ |
4115 | 244 \n\ |
7001 | 245 The second and third arguments specify the initial state of the system,\n\ |
4115 | 246 @math{x_0}, and the initial value of the independent variable @math{t_0}.\n\ |
2928 | 247 \n\ |
3373 | 248 The fourth argument is optional, and may be used to specify a set of\n\ |
249 times that the ODE solver should not integrate past. It is useful for\n\ | |
250 avoiding difficulties with singularities and points where there is a\n\ | |
251 discontinuity in the derivative.\n\ | |
3964 | 252 \n\ |
4115 | 253 After a successful computation, the value of @var{istate} will be 2\n\ |
10840 | 254 (consistent with the Fortran version of @sc{lsode}).\n\ |
4115 | 255 \n\ |
256 If the computation is not successful, @var{istate} will be something\n\ | |
257 other than 2 and @var{msg} will contain additional information.\n\ | |
258 \n\ | |
3964 | 259 You can use the function @code{lsode_options} to set optional\n\ |
260 parameters for @code{lsode}.\n\ | |
5694 | 261 @seealso{daspk, dassl, dasrt}\n\ |
5646 | 262 @end deftypefn") |
2928 | 263 { |
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264 int nargin = args.length (); |
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265 |
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266 if (nargin < 3 || nargin > 4) |
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267 print_usage (); |
2928 | 268 |
4140 | 269 warned_fcn_imaginary = false; |
270 warned_jac_imaginary = false; | |
271 | |
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272 unwind_protect frame; |
2928 | 273 |
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274 frame.protect_var (call_depth); |
3243 | 275 call_depth++; |
276 | |
277 if (call_depth > 1) | |
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278 error ("lsode: invalid recursive call"); |
2928 | 279 |
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280 std::string fcn_name, fname, jac_name, jname; |
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281 lsode_fcn = 0; |
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282 lsode_jac = 0; |
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283 |
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284 octave_value f_arg = args(0); |
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285 |
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286 if (f_arg.is_cell ()) |
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288 Cell c = f_arg.cell_value (); |
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289 if (c.numel () == 1) |
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290 f_arg = c(0); |
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291 else if (c.numel () == 2) |
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292 { |
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293 if (c(0).is_function_handle () || c(0).is_inline_function ()) |
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294 lsode_fcn = c(0).function_value (); |
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295 else |
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296 { |
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297 fcn_name = unique_symbol_name ("__lsode_fcn__"); |
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298 fname = "function y = "; |
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299 fname.append (fcn_name); |
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300 fname.append (" (x, t) y = "); |
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301 lsode_fcn = extract_function (c(0), "lsode", fcn_name, fname, |
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302 "; endfunction"); |
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303 } |
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305 if (lsode_fcn) |
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306 { |
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307 if (c(1).is_function_handle () || c(1).is_inline_function ()) |
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308 lsode_jac = c(1).function_value (); |
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309 else |
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310 { |
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311 jac_name = unique_symbol_name ("__lsode_jac__"); |
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312 jname = "function jac = "; |
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313 jname.append (jac_name); |
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314 jname.append (" (x, t) jac = "); |
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315 lsode_jac = extract_function (c(1), "lsode", jac_name, |
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316 jname, "; endfunction"); |
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317 |
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318 if (!lsode_jac) |
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319 { |
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320 if (fcn_name.length ()) |
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321 clear_function (fcn_name); |
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322 lsode_fcn = 0; |
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323 } |
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324 } |
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325 } |
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326 } |
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327 else |
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328 error ("lsode: incorrect number of elements in cell array"); |
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329 } |
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330 |
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331 if (!lsode_fcn && ! f_arg.is_cell ()) |
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332 { |
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333 if (f_arg.is_function_handle () || f_arg.is_inline_function ()) |
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334 lsode_fcn = f_arg.function_value (); |
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335 else |
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336 { |
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337 switch (f_arg.rows ()) |
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338 { |
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339 case 1: |
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340 do |
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341 { |
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342 fcn_name = unique_symbol_name ("__lsode_fcn__"); |
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343 fname = "function y = "; |
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344 fname.append (fcn_name); |
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345 fname.append (" (x, t) y = "); |
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346 lsode_fcn = extract_function (f_arg, "lsode", fcn_name, |
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347 fname, "; endfunction"); |
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348 } |
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349 while (0); |
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350 break; |
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351 |
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352 case 2: |
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353 { |
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354 string_vector tmp = f_arg.all_strings (); |
2928 | 355 |
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356 fcn_name = unique_symbol_name ("__lsode_fcn__"); |
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357 fname = "function y = "; |
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358 fname.append (fcn_name); |
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359 fname.append (" (x, t) y = "); |
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360 lsode_fcn = extract_function (tmp(0), "lsode", fcn_name, |
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361 fname, "; endfunction"); |
2928 | 362 |
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363 if (lsode_fcn) |
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364 { |
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365 jac_name = unique_symbol_name ("__lsode_jac__"); |
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366 jname = "function jac = "; |
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367 jname.append (jac_name); |
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368 jname.append (" (x, t) jac = "); |
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369 lsode_jac = extract_function (tmp(1), "lsode", |
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370 jac_name, jname, |
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371 "; endfunction"); |
5729 | 372 |
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373 if (!lsode_jac) |
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374 { |
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375 if (fcn_name.length ()) |
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376 clear_function (fcn_name); |
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377 lsode_fcn = 0; |
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378 } |
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379 } |
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380 } |
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381 break; |
2928 | 382 |
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383 default: |
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384 error ("lsode: first arg should be a string or 2-element string array"); |
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385 } |
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386 } |
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387 } |
2928 | 388 |
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389 if (! lsode_fcn) |
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390 error ("lsode: FCN argument is not a valid function name or handle"); |
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391 |
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392 ColumnVector state = args(1).xvector_value ("lsode: initial state X_0 must be a vector"); |
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393 ColumnVector out_times = args(2).xvector_value ("lsode: output time variable T must be a vector"); |
2928 | 394 |
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395 ColumnVector crit_times; |
2928 | 396 |
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397 int crit_times_set = 0; |
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398 if (nargin > 3) |
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399 { |
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400 crit_times = args(3).xvector_value ("lsode: list of critical times T_CRIT must be a vector"); |
2928 | 401 |
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402 crit_times_set = 1; |
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403 } |
2928 | 404 |
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405 double tzero = out_times (0); |
3243 | 406 |
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407 ODEFunc func (lsode_user_function); |
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408 if (lsode_jac) |
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409 func.set_jacobian_function (lsode_user_jacobian); |
2928 | 410 |
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411 LSODE ode (state, tzero, func); |
3243 | 412 |
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413 ode.set_options (lsode_opts); |
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415 Matrix output; |
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416 if (crit_times_set) |
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417 output = ode.integrate (out_times, crit_times); |
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418 else |
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419 output = ode.integrate (out_times); |
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421 if (fcn_name.length ()) |
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422 clear_function (fcn_name); |
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423 if (jac_name.length ()) |
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424 clear_function (jac_name); |
3997 | 425 |
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426 std::string msg = ode.error_message (); |
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427 |
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428 octave_value_list retval (3); |
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429 |
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430 if (ode.integration_ok ()) |
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431 retval(0) = output; |
20892 | 432 else if (nargout < 2) |
433 error ("lsode: %s", msg.c_str ()); | |
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434 else |
20892 | 435 retval(0) = Matrix (); |
3959 | 436 |
20892 | 437 retval(1) = static_cast<double> (ode.integration_state ()); |
438 retval(2) = msg; | |
2928 | 439 |
440 return retval; | |
441 } | |
442 | |
443 /* | |
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444 |
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445 ## dassl-1.m |
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446 ## |
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447 ## Test lsode() function |
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448 ## |
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449 ## Author: David Billinghurst (David.Billinghurst@riotinto.com.au) |
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450 ## Comalco Research and Technology |
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451 ## 20 May 1998 |
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452 ## |
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453 ## Problem |
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454 ## |
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455 ## y1' = -y2, y1(0) = 1 |
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456 ## y2' = y1, y2(0) = 0 |
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457 ## |
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458 ## Solution |
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459 ## |
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460 ## y1(t) = cos(t) |
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461 ## y2(t) = sin(t) |
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462 ## |
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463 %!function xdot = __f (x, t) |
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464 %! xdot = [-x(2); x(1)]; |
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465 %!endfunction |
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466 %!test |
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467 %! |
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468 %! x0 = [1; 0]; |
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469 %! xdot0 = [0; 1]; |
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470 %! t = (0:1:10)'; |
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471 %! |
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472 %! tol = 500 * lsode_options ("relative tolerance"); |
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473 %! |
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474 %! x = lsode ("__f", x0, t); |
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475 %! |
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476 %! y = [cos(t), sin(t)]; |
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477 %! |
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478 %! assert (x, y, tol); |
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479 |
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480 %!function xdotdot = __f (x, t) |
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481 %! xdotdot = [x(2); -x(1)]; |
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482 %!endfunction |
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483 %!test |
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484 %! |
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485 %! x0 = [1; 0]; |
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486 %! t = [0; 2*pi]; |
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487 %! tol = 100 * dassl_options ("relative tolerance"); |
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488 %! |
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489 %! x = lsode ("__f", x0, t); |
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490 %! |
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491 %! y = [1, 0; 1, 0]; |
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492 %! |
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493 %! assert (x, y, tol); |
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494 |
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495 %!function xdot = __f (x, t) |
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496 %! xdot = x; |
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497 %!endfunction |
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498 %!test |
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499 %! |
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500 %! x0 = 1; |
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501 %! t = [0; 1]; |
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502 %! tol = 100 * dassl_options ("relative tolerance"); |
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503 %! |
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504 %! x = lsode ("__f", x0, t); |
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505 %! |
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506 %! y = [1; e]; |
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507 %! |
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508 %! assert (x, y, tol); |
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509 |
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510 %!test |
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511 %! lsode_options ("absolute tolerance", eps); |
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512 %! assert (lsode_options ("absolute tolerance") == eps); |
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513 |
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514 %!error lsode_options ("foo", 1, 2) |
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515 */ |