annotate scripts/ode/ode23.m @ 22625:081a201b77c7 stable

Clean up ode options implementation to follow Octave coding standards. * known_option_names.m: Delete file * scripts/ode/module.mk: Remove known_option_names from build system. * ode23.m, ode45.m: Fix typo in docstring. Correct indentation. Remove trailing whitespace. * AbsRel_Norm.m: Use default for input argument to simplify function. Remove input validation for private, internal function. * odedefaults.m: Add docstring. Use persistent variables for performance. * odemergeopts.m: Fix indentation. * starting_stepsize.m: Show input func as '@func' in docstring.
author Carlo de Falco <carlo.defalco@polimi.it>
date Sat, 15 Oct 2016 10:30:48 +0200
parents 177e0c71bcc0
children 869c02fde46c
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
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1 ## Copyright (C) 2016, Carlo de Falco
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2 ## Copyright (C) 2016, Francesco Faccio <francesco.faccio@mail.polimi.it>
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3 ## Copyright (C) 2014-2016 Jacopo Corno <jacopo.corno@gmail.com>
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4 ## Copyright (C) 2013-2016 Roberto Porcu' <roberto.porcu@polimi.it>
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5 ## Copyright (C) 2006-2016 Thomas Treichl <treichl@users.sourceforge.net>
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6 ##
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7 ## This file is part of Octave.
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8 ##
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9 ## Octave is free software; you can redistribute it and/or modify it
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10 ## under the terms of the GNU General Public License as published by
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11 ## the Free Software Foundation; either version 3 of the License, or (at
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12 ## your option) any later version.
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13 ##
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14 ## Octave is distributed in the hope that it will be useful, but
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15 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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16 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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17 ## General Public License for more details.
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18 ##
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19 ## You should have received a copy of the GNU General Public License
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20 ## along with Octave; see the file COPYING. If not, see
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21 ## <http://www.gnu.org/licenses/>.
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22
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23 ## -*- texinfo -*-
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24 ## @deftypefn {} {[@var{t}, @var{y}] =} ode23 (@var{fun}, @var{trange}, @var{init})
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25 ## @deftypefnx {} {[@var{t}, @var{y}] =} ode23 (@var{fun}, @var{trange}, @var{init}, @var{ode_opt})
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26 ## @deftypefnx {} {[@var{t}, @var{y}, @var{te}, @var{ye}, @var{ie}] =} ode23 (@dots{})
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27 ## @deftypefnx {} {@var{solution} =} ode23 (@dots{})
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28 ##
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29 ## Solve a set of non-stiff Ordinary Differential Equations (non-stiff ODEs)
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30 ## with the well known explicit @nospell{Bogacki-Shampine} method of order 3.
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31 ## For the definition of this method see
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32 ## @url{http://en.wikipedia.org/wiki/List_of_Runge%E2%80%93Kutta_methods}.
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33 ##
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34 ## @var{fun} is a function handle, inline function, or string containing the
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35 ## name of the function that defines the ODE: @code{y' = f(t,y)}. The function
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36 ## must accept two inputs where the first is time @var{t} and the second is a
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37 ## column vector of unknowns @var{y}.
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38 ##
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39 ## @var{trange} specifies the time interval over which the ODE will be
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40 ## evaluated. Typically, it is a two-element vector specifying the initial and
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41 ## final times (@code{[tinit, tfinal]}). If there are more than two elements
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42 ## then the solution will also be evaluated at these intermediate time
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43 ## instances.
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44 ##
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45 ## By default, @code{ode23} uses an adaptive timestep with the
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46 ## @code{integrate_adaptive} algorithm. The tolerance for the timestep
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47 ## computation may be changed by using the options @qcode{"RelTol"}
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48 ## and @qcode{"AbsTol"}.
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49 ##
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50 ## @var{init} contains the initial value for the unknowns. If it is a row
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51 ## vector then the solution @var{y} will be a matrix in which each column is
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52 ## the solution for the corresponding initial value in @var{init}.
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53 ##
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54 ## The optional fourth argument @var{ode_opt} specifies non-default options to
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55 ## the ODE solver. It is a structure generated by @code{odeset}.
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56 ##
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57 ## The function typically returns two outputs. Variable @var{t} is a
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58 ## column vector and contains the times where the solution was found. The
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59 ## output @var{y} is a matrix in which each column refers to a different
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60 ## unknown of the problem and each row corresponds to a time in @var{t}.
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61 ##
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62 ## The output can also be returned as a structure @var{solution} which
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63 ## has field @var{x} containing the time where the solution was evaluated and
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64 ## field @var{y} containing the solution matrix for the times in @var{x}.
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65 ## Use @code{fieldnames (@var{solution})} to see the other fields and
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66 ## additional information returned.
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67 ##
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68 ## If using the @qcode{"Events"} option then three additional outputs may
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69 ## be returned. @var{te} holds the time when an Event function returned a
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70 ## zero. @var{ye} holds the value of the solution at time @var{te}. @var{ie}
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71 ## contains an index indicating which Event function was triggered in the case
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72 ## of multiple Event functions.
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73 ##
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74 ## This function can be called with two output arguments: @var{t} and @var{y}.
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75 ## Variable @var{t} is a column vector and contains the time stamps, instead
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76 ## @var{y} is a matrix in which each column refers to a different unknown of
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77 ## the problem and the rows number is the same of @var{t} rows number so
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78 ## that each row of @var{y} contains the values of all unknowns at the time
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79 ## value contained in the corresponding row in @var{t}.
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80 ##
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81 ## Example: Solve the @nospell{Van der Pol} equation
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82 ##
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83 ## @example
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84 ## @group
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85 ## fvdp = @@(@var{t},@var{y}) [@var{y}(2); (1 - @var{y}(1)^2) * @var{y}(2) - @var{y}(1)];
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86 ## [@var{t},@var{y}] = ode23 (fvdp, [0, 20], [2, 0]);
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87 ## @end group
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88 ## @end example
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89 ## @seealso{odeset, odeget}
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90 ## @end deftypefn
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91
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92 ## ChangeLog:
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93 ## 20010703 the function file "ode23.m" was written by Marc Compere
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94 ## under the GPL for the use with this software. This function has been
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95 ## taken as a base for the following implementation.
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96 ## 20060810, Thomas Treichl
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97 ## This function was adapted to the new syntax that is used by the
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98 ## new OdePkg for Octave and is compatible to Matlab's ode23.
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99
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100 function varargout = ode23 (fun, trange, init, varargin)
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101
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102 if (nargin < 3)
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103 print_usage ();
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104 endif
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105
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parents: 22445
diff changeset
106 order = 3;
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diff changeset
107 solver = "ode23";
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108
20901
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
109 if (nargin >= 4)
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
110 if (! isstruct (varargin{1}))
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
111 ## varargin{1:len} are parameters for fun
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
112 odeopts = odeset ();
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parents: 22445
diff changeset
113 funarguments = varargin;
20901
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
114 elseif (length (varargin) > 1)
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
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115 ## varargin{1} is an ODE options structure opt
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116 odeopts = varargin{1};
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parents: 22445
diff changeset
117 funarguments = {varargin{2:length(varargin)}};
20901
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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118 else # if (isstruct (varargin{1}))
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119 odeopts = varargin{1};
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diff changeset
120 funarguments = {};
20901
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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121 endif
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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122 else # nargin == 3
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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123 odeopts = odeset ();
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124 funarguments = {};
20901
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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125 endif
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126
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127 if (! isnumeric (trange) || ! isvector (trange))
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128 error ("Octave:invalid-input-arg",
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129 "ode23: TRANGE must be a numeric vector");
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130 endif
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131
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132 if (length (trange) < 2)
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133 error ("Octave:invalid-input-arg",
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134 "ode23: TRANGE must contain at least 2 elements");
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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135 elseif (trange(2) == trange(1))
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
136 error ("Octave:invalid-input-arg",
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parents:
diff changeset
137 "ode23: invalid time span, TRANGE(1) == TRANGE(2)");
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
138 else
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parents: 22445
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139 direction = sign (trange(2) - trange(1));
20901
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140 endif
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diff changeset
141 trange = trange(:);
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diff changeset
142
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diff changeset
143 if (! isnumeric (init) || ! isvector (init))
20901
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144 error ("Octave:invalid-input-arg",
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diff changeset
145 "ode23: INIT must be a numeric vector");
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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146 endif
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
147 init = init(:);
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148
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149 if (ischar (fun))
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150 try
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diff changeset
151 fun = str2func (fun);
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152 catch
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diff changeset
153 warning (lasterr);
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154 end_try_catch
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155 endif
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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156 if (! isa (fun, "function_handle"))
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
157 error ("Octave:invalid-input-arg",
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diff changeset
158 "ode23: FUN must be a valid function handle");
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159 endif
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160
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161
20901
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162 ## Start preprocessing, have a look which options are set in odeopts,
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163 ## check if an invalid or unused option is set
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164
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diff changeset
165
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166 persistent defaults = [];
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167 persistent classes = [];
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168 persistent attributes = [];
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169
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diff changeset
170
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diff changeset
171 [defaults, classes, attributes] = odedefaults (numel (init), trange(1),
dba5074bdc79 simplify options management in ode solvers
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diff changeset
172 trange(end));
20901
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
173
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diff changeset
174 defaults = rmfield (defaults, {"Jacobian", "JPattern", "Vectorized", ...
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175 "MvPattern", "MassSingular", ...
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diff changeset
176 "InitialSlope", "MaxOrder", "BDF"});
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diff changeset
177 classes = rmfield (classes, {"Jacobian", "JPattern", "Vectorized", ...
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diff changeset
178 "MvPattern", "MassSingular", ...
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diff changeset
179 "InitialSlope", "MaxOrder", "BDF"});
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diff changeset
180 attributes = rmfield (attributes, {"Jacobian", "JPattern", "Vectorized", ...
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diff changeset
181 "MvPattern", "MassSingular", ...
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diff changeset
182 "InitialSlope", "MaxOrder", "BDF"});
20901
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diff changeset
183
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diff changeset
184 odeopts = odemergeopts (odeopts, defaults, classes, attributes, 'ode23');
20901
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diff changeset
185
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diff changeset
186 odeopts.funarguments = funarguments;
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diff changeset
187 odeopts.direction = direction;
20901
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diff changeset
188
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
189 if (! isempty (odeopts.NonNegative))
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
190 if (isempty (odeopts.Mass))
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
191 odeopts.havenonnegative = true;
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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192 else
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
193 odeopts.havenonnegative = false;
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
194 warning ("Octave:invalid-input-arg",
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
195 ["ode23: option \"NonNegative\" is ignored", ...
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diff changeset
196 " when mass matrix is set\n"]);
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
197 endif
20928
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John W. Eaton <jwe@octave.org>
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diff changeset
198 else
20901
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
199 odeopts.havenonnegative = false;
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
200 endif
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
201
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
202 if (isempty (odeopts.OutputFcn) && nargout == 0)
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
203 odeopts.OutputFcn = @odeplot;
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
204 odeopts.haveoutputfunction = true;
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
205 else
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
206 odeopts.haveoutputfunction = ! isempty (odeopts.OutputFcn);
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
207 endif
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
208
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Carlo de Falco <carlo.defalco@polimi.it>
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diff changeset
209 if (isempty (odeopts.InitialStep))
20908
0fb9de5b7903 remove verbose warnings from ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20902
diff changeset
210 odeopts.InitialStep = odeopts.direction * ...
0fb9de5b7903 remove verbose warnings from ode solvers
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parents: 20902
diff changeset
211 starting_stepsize (order, fun, trange(1),
0fb9de5b7903 remove verbose warnings from ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20902
diff changeset
212 init, odeopts.AbsTol,
0fb9de5b7903 remove verbose warnings from ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20902
diff changeset
213 odeopts.RelTol,
22593
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Carlo de Falco <carlo.defalco@polimi.it>
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diff changeset
214 strcmp (odeopts.NormControl,
22625
081a201b77c7 Clean up ode options implementation to follow Octave coding standards.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 22605
diff changeset
215 "on"), odeopts.funarguments);
20901
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
216 endif
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217
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diff changeset
218
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
219 if (! isempty (odeopts.Mass) && isnumeric (odeopts.Mass))
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
Stefan Miereis <stefan.miereis@gmx.de>
parents:
diff changeset
220 havemasshandle = false;
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
Stefan Miereis <stefan.miereis@gmx.de>
parents:
diff changeset
221 mass = odeopts.Mass; # constant mass
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
222 elseif (isa (odeopts.Mass, "function_handle"))
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
223 havemasshandle = true; # mass defined by a function handle
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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parents:
diff changeset
224 else # no mass matrix - creating a diag-matrix of ones for mass
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225 havemasshandle = false; # mass = diag (ones (length (init), 1), 0);
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226 endif
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227
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diff changeset
228
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229 ## Starting the initialization of the core solver ode23
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parents: 20908
diff changeset
230
20901
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231 if (havemasshandle) # Handle only the dynamic mass matrix,
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parents: 22445
diff changeset
232 if (! strcmp (odeopts.MStateDependence, "none")) # constant mass matrices have already
20901
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233 mass = @(t,x) odeopts.Mass (t, x, odeopts.funarguments{:});
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234 fun = @(t,x) mass (t, x, odeopts.funarguments{:}) ...
22625
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235 \ fun (t, x, odeopts.funarguments{:});
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236 else # if ((! strcmp (odeopts.MStateDependence, "none")) == false)
20901
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237 mass = @(t) odeopts.Mass (t, odeopts.funarguments{:});
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238 fun = @(t,x) mass (t, odeopts.funarguments{:}) ...
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239 \ fun (t, x, odeopts.funarguments{:});
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240 endif
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241 endif
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242
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parents: 22605
diff changeset
243
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diff changeset
244 solution = integrate_adaptive (@runge_kutta_23, ...
dba5074bdc79 simplify options management in ode solvers
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diff changeset
245 order, fun, trange, init, odeopts);
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parents: 22605
diff changeset
246
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247
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248 ## Postprocessing, do whatever when terminating integration algorithm
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249 if (odeopts.haveoutputfunction) # Cleanup plotter
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250 feval (odeopts.OutputFcn, solution.t(end), ...
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251 solution.x(end,:)', "done", odeopts.funarguments{:});
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252 endif
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253 if (! isempty (odeopts.Events)) # Cleanup event function handling
20901
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254 ode_event_handler (odeopts.Events, solution.t(end), ...
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diff changeset
255 solution.x(end,:)', "done", odeopts.funarguments{:});
20901
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256 endif
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257
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258 ## Print additional information if option Stats is set
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259 if (strcmp (odeopts.Stats, "on"))
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0f3e875d9078 Fix statistics on solution solving for ode45, ode23 (bug #48243).
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parents: 21751
diff changeset
260 nsteps = solution.cntloop; # cntloop from 2..end
0f3e875d9078 Fix statistics on solution solving for ode45, ode23 (bug #48243).
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parents: 21751
diff changeset
261 nfailed = solution.cntcycles - nsteps; # cntcycl from 1..end
0f3e875d9078 Fix statistics on solution solving for ode45, ode23 (bug #48243).
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parents: 21751
diff changeset
262 nfevals = 3 * solution.cntcycles + 1; # number of ode evaluations
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diff changeset
263 ndecomps = 0; # number of LU decompositions
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
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diff changeset
264 npds = 0; # number of partial derivatives
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
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diff changeset
265 nlinsols = 0; # no. of solutions of linear systems
20901
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diff changeset
266 ## Print cost statistics if no output argument is given
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diff changeset
267 if (nargout == 0)
21634
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parents: 21633
diff changeset
268 printf ("Number of successful steps: %d\n", nsteps);
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parents: 21633
diff changeset
269 printf ("Number of failed attempts: %d\n", nfailed);
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parents: 21633
diff changeset
270 printf ("Number of function calls: %d\n", nfevals);
20901
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271 endif
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272 endif
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273
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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274 if (nargout == 2)
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275 varargout{1} = solution.t; # Time stamps are first output argument
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276 varargout{2} = solution.x; # Results are second output argument
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277 elseif (nargout == 1)
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278 varargout{1}.x = solution.t; # Time stamps are saved in field x
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279 varargout{1}.y = solution.x; # Results are saved in field y
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280 varargout{1}.solver = solver; # Solver name is saved in field solver
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281 if (! isempty (odeopts.Events))
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282 varargout{1}.ie = solution.event{2}; # Index info which event occurred
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283 varargout{1}.xe = solution.event{3}; # Time info when an event occurred
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284 varargout{1}.ye = solution.event{4}; # Results when an event occurred
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diff changeset
285 endif
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diff changeset
286 if (strcmp (odeopts.Stats, "on"))
20901
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diff changeset
287 varargout{1}.stats = struct ();
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
288 varargout{1}.stats.nsteps = nsteps;
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
289 varargout{1}.stats.nfailed = nfailed;
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
290 varargout{1}.stats.nfevals = nfevals;
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
291 varargout{1}.stats.npds = npds;
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
292 varargout{1}.stats.ndecomps = ndecomps;
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diff changeset
293 varargout{1}.stats.nlinsols = nlinsols;
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diff changeset
294 endif
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
295 elseif (nargout == 5)
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diff changeset
296 varargout = cell (1,5);
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
297 varargout{1} = solution.t;
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
298 varargout{2} = solution.x;
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diff changeset
299 if (! isempty (odeopts.Events))
20901
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300 varargout{3} = solution.event{3}; # Time info when an event occurred
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diff changeset
301 varargout{4} = solution.event{4}; # Results when an event occurred
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diff changeset
302 varargout{5} = solution.event{2}; # Index info which event occurred
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diff changeset
303 endif
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
304 endif
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
305
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
306 endfunction
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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307
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
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diff changeset
308
21599
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diff changeset
309 %!demo
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310 %!
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diff changeset
311 %! ## Demonstrate convergence order for ode23
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312 %! tol = 1e-5 ./ 10.^[0:8];
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diff changeset
313 %! for i = 1 : numel (tol)
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diff changeset
314 %! opt = odeset ("RelTol", tol(i), "AbsTol", realmin);
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diff changeset
315 %! [t, y] = ode23 (@(t, y) -y, [0, 1], 1, opt);
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diff changeset
316 %! h(i) = 1 / (numel (t) - 1);
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diff changeset
317 %! err(i) = norm (y .* exp (t) - 1, Inf);
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318 %! endfor
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diff changeset
319 %!
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320 %! ## Estimate order numerically
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diff changeset
321 %! p = diff (log (err)) ./ diff (log (h))
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diff changeset
322 %!
f29d68e24c5a ode23.m, ode45.m: More reformatting of demos to Octave coding standards.
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diff changeset
323 %! ## Estimate order visually
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diff changeset
324 %! loglog (h, tol, "-ob",
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diff changeset
325 %! h, err, "-b",
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diff changeset
326 %! h, (h/h(end)) .^ 2 .* tol(end), "k--",
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diff changeset
327 %! h, (h/h(end)) .^ 3 .* tol(end), "k-");
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diff changeset
328 %! axis tight
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diff changeset
329 %! xlabel ("h");
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330 %! ylabel ("err(h)");
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diff changeset
331 %! title ("Convergence plot for ode23");
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332 %! legend ("imposed tolerance", "ode23 (relative) error",
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diff changeset
333 %! "order 2", "order 3", "location", "northwest");
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diff changeset
334
20901
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335 ## We are using the "Van der Pol" implementation for all tests that are done
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336 ## for this function.
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337 ## For further tests we also define a reference solution (computed at high
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338 ## accuracy)
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339 %!function ydot = fpol (t, y) # The Van der Pol
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340 %! ydot = [y(2); (1 - y(1)^2) * y(2) - y(1)];
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341 %!endfunction
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342 %!function ref = fref () # The computed reference sol
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343 %! ref = [0.32331666704577, -1.83297456798624];
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344 %!endfunction
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345 %!function jac = fjac (t, y, varargin) # its Jacobian
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346 %! jac = [0, 1; -1 - 2 * y(1) * y(2), 1 - y(1)^2];
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347 %!endfunction
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348 %!function jac = fjcc (t, y, varargin) # sparse type
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349 %! jac = sparse ([0, 1; -1 - 2 * y(1) * y(2), 1 - y(1)^2]);
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350 %!endfunction
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351 %!function [val, trm, dir] = feve (t, y, varargin)
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352 %! val = fpol (t, y, varargin); # We use the derivatives
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353 %! trm = zeros (2,1); # that's why component 2
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354 %! dir = ones (2,1); # seems to not be exact
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355 %!endfunction
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356 %!function [val, trm, dir] = fevn (t, y, varargin)
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357 %! val = fpol (t, y, varargin); # We use the derivatives
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358 %! trm = ones (2,1); # that's why component 2
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359 %! dir = ones (2,1); # seems to not be exact
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360 %!endfunction
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361 %!function mas = fmas (t, y, varargin)
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362 %! mas = [1, 0; 0, 1]; # Dummy mass matrix for tests
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363 %!endfunction
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364 %!function mas = fmsa (t, y, varargin)
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365 %! mas = sparse ([1, 0; 0, 1]); # A sparse dummy matrix
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366 %!endfunction
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367 %!function out = fout (t, y, flag, varargin)
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368 %! if (regexp (char (flag), "init") == 1)
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369 %! if (any (size (t) != [2, 1])) error ("\"fout\" step \"init\""); endif
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370 %! elseif (isempty (flag))
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371 %! if (any (size (t) != [1, 1])) error ("\"fout\" step \"calc\""); endif
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372 %! out = false;
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373 %! elseif (regexp (char (flag), "done") == 1)
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374 %! if (any (size (t) != [1, 1])) error ("\"fout\" step \"done\""); endif
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375 %! else
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376 %! error ("\"fout\" invalid flag");
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377 %! endif
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378 %!endfunction
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379 %!
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380 %!test # two output arguments
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381 %! [t, y] = ode23 (@fpol, [0 2], [2 0]);
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382 %! assert ([t(end), y(end,:)], [2, fref], 1e-3);
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383 %!test # anonymous function instead of real function
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384 %! fvdb = @(t,y) [y(2); (1 - y(1)^2) * y(2) - y(1)];
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385 %! [t, y] = ode23 (fvdb, [0 2], [2 0]);
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386 %! assert ([t(end), y(end,:)], [2, fref], 1e-3);
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387 %!test # extra input arguments passed through
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388 %! [t, y] = ode23 (@fpol, [0 2], [2 0], 12, 13, "KL");
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389 %! assert ([t(end), y(end,:)], [2, fref], 1e-3);
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390 %!test # empty OdePkg structure *but* extra input arguments
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391 %! opt = odeset;
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392 %! [t, y] = ode23 (@fpol, [0 2], [2 0], opt, 12, 13, "KL");
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393 %! assert ([t(end), y(end,:)], [2, fref], 1e-2);
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394 %!test # Solve another anonymous function below zero
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395 %! ref = [0, 14.77810590694212];
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396 %! [t, y] = ode23 (@(t,y) y, [-2 0], 2);
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397 %! assert ([t(end), y(end,:)], ref, 1e-2);
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398 %!test # InitialStep option
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399 %! opt = odeset ("InitialStep", 1e-8);
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400 %! [t, y] = ode23 (@fpol, [0 0.2], [2 0], opt);
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401 %! assert ([t(2)-t(1)], [1e-8], 1e-9);
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402 %!test # MaxStep option
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403 %! opt = odeset ("MaxStep", 1e-3);
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404 %! sol = ode23 (@fpol, [0 0.2], [2 0], opt);
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405 %! assert ([sol.x(5)-sol.x(4)], [1e-3], 1e-4);
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406 %!test # Solve in backward direction starting at t=0
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407 %! ref = [-1.205364552835178, 0.951542399860817];
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408 %! sol = ode23 (@fpol, [0 -2], [2 0]);
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409 %! assert ([sol.x(end), sol.y(end,:)], [-2, ref], 5e-3);
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410 %!test # Solve in backward direction starting at t=2
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411 %! ref = [-1.205364552835178, 0.951542399860817];
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412 %! sol = ode23 (@fpol, [2 0 -2], fref);
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413 %! assert ([sol.x(end), sol.y(end,:)], [-2, ref], 2e-2);
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414 %!test # Solve another anonymous function in backward direction
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415 %! ref = [-1, 0.367879437558975];
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416 %! sol = ode23 (@(t,y) y, [0 -1], 1);
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417 %! assert ([sol.x(end), sol.y(end,:)], ref, 1e-2);
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418 %!test # Solve another anonymous function below zero
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419 %! ref = [0, 14.77810590694212];
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420 %! sol = ode23 (@(t,y) y, [-2 0], 2);
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421 %! assert ([sol.x(end), sol.y(end,:)], ref, 1e-2);
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422 %!test # Solve in backward direction starting at t=0 with MaxStep option
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423 %! ref = [-1.205364552835178, 0.951542399860817];
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424 %! opt = odeset ("MaxStep", 1e-3);
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425 %! sol = ode23 (@fpol, [0 -2], [2 0], opt);
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426 %! assert ([abs(sol.x(8)-sol.x(7))], [1e-3], 1e-3);
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427 %! assert ([sol.x(end), sol.y(end,:)], [-2, ref], 1e-3);
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428 %!test # AbsTol option
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429 %! opt = odeset ("AbsTol", 1e-5);
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430 %! sol = ode23 (@fpol, [0 2], [2 0], opt);
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431 %! assert ([sol.x(end), sol.y(end,:)], [2, fref], 1e-3);
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432 %!test # AbsTol and RelTol option
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433 %! opt = odeset ("AbsTol", 1e-8, "RelTol", 1e-8);
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434 %! sol = ode23 (@fpol, [0 2], [2 0], opt);
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435 %! assert ([sol.x(end), sol.y(end,:)], [2, fref], 1e-3);
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436 %!test # RelTol and NormControl option -- higher accuracy
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437 %! opt = odeset ("RelTol", 1e-8, "NormControl", "on");
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438 %! sol = ode23 (@fpol, [0 2], [2 0], opt);
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439 %! assert ([sol.x(end), sol.y(end,:)], [2, fref], 1e-4);
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440 %!test # Keeps initial values while integrating
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441 %! opt = odeset ("NonNegative", 2);
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442 %! sol = ode23 (@fpol, [0 2], [2 0], opt);
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443 %! assert ([sol.x(end), sol.y(end,:)], [2, 2, 0], 1e-1);
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444 %!test # Details of OutputSel and Refine can't be tested
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445 %! opt = odeset ("OutputFcn", @fout, "OutputSel", 1, "Refine", 5);
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446 %! sol = ode23 (@fpol, [0 2], [2 0], opt);
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447 %!test # Stats must add further elements in sol
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parents: 21319
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448 %! opt = odeset ("Stats", "on");
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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449 %! sol = ode23 (@fpol, [0 2], [2 0], opt);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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450 %! assert (isfield (sol, "stats"));
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
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451 %! assert (isfield (sol.stats, "nsteps"));
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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452 %!test # Events option add further elements in sol
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Rik <rik@octave.org>
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453 %! opt = odeset ("Events", @feve);
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Rik <rik@octave.org>
parents: 21319
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454 %! sol = ode23 (@fpol, [0 10], [2 0], opt);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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455 %! assert (isfield (sol, "ie"));
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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456 %! assert (sol.ie(1), 2);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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457 %! assert (isfield (sol, "xe"));
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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458 %! assert (isfield (sol, "ye"));
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
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459 %!test # Events option, now stop integration
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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460 %! warning ("off", "integrate_adaptive:unexpected_termination", "local");
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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461 %! opt = odeset ("Events", @fevn, "NormControl", "on");
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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462 %! sol = ode23 (@fpol, [0 10], [2 0], opt);
21580
ecce63c99c3f maint: Add semicolons to terminate code in %! blocks.
Rik <rik@octave.org>
parents: 21546
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463 %! assert ([sol.ie, sol.xe, sol.ye],
ecce63c99c3f maint: Add semicolons to terminate code in %! blocks.
Rik <rik@octave.org>
parents: 21546
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464 %! [2.0, 2.496110, -0.830550, -2.677589], .5e-1);
21443
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Rik <rik@octave.org>
parents: 21319
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465 %!test # Events option, five output arguments
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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466 %! warning ("off", "integrate_adaptive:unexpected_termination", "local");
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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467 %! opt = odeset ("Events", @fevn, "NormControl", "on");
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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468 %! [t, y, vxe, ye, vie] = ode23 (@fpol, [0 10], [2 0], opt);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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469 %! assert ([vie, vxe, ye], [2.0, 2.496110, -0.830550, -2.677589], 1e-1);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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470 %!test # Mass option as function
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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471 %! opt = odeset ("Mass", @fmas);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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472 %! sol = ode23 (@fpol, [0 2], [2 0], opt);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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473 %! assert ([sol.x(end), sol.y(end,:)], [2, fref], 1e-3);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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474 %!test # Mass option as matrix
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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475 %! opt = odeset ("Mass", eye (2,2));
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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476 %! sol = ode23 (@fpol, [0 2], [2 0], opt);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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477 %! assert ([sol.x(end), sol.y(end,:)], [2, fref], 1e-3);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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478 %!test # Mass option as sparse matrix
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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479 %! opt = odeset ("Mass", sparse (eye (2,2)));
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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480 %! sol = ode23 (@fpol, [0 2], [2 0], opt);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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481 %! assert ([sol.x(end), sol.y(end,:)], [2, fref], 1e-3);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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482 %!test # Mass option as function and sparse matrix
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Rik <rik@octave.org>
parents: 21319
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483 %! opt = odeset ("Mass", @fmsa);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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484 %! sol = ode23 (@fpol, [0 2], [2 0], opt);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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485 %! assert ([sol.x(end), sol.y(end,:)], [2, fref], 1e-3);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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486 %!test # Mass option as function and MStateDependence
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Rik <rik@octave.org>
parents: 21319
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487 %! opt = odeset ("Mass", @fmas, "MStateDependence", "strong");
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
diff changeset
488 %! sol = ode23 (@fpol, [0 2], [2 0], opt);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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489 %! assert ([sol.x(end), sol.y(end,:)], [2, fref], 1e-3);
20901
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
Stefan Miereis <stefan.miereis@gmx.de>
parents:
diff changeset
490 %!
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
Stefan Miereis <stefan.miereis@gmx.de>
parents:
diff changeset
491 %! ## test for MvPattern option is missing
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
Stefan Miereis <stefan.miereis@gmx.de>
parents:
diff changeset
492 %! ## test for InitialSlope option is missing
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
Stefan Miereis <stefan.miereis@gmx.de>
parents:
diff changeset
493 %! ## test for MaxOrder option is missing
afe9c529760d 2015 Code Sprint: move ode23 and runge_kutta_23 from odepkg to core
Stefan Miereis <stefan.miereis@gmx.de>
parents:
diff changeset
494
21443
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Rik <rik@octave.org>
parents: 21319
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495 ## Test input validation
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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496 %!error ode23 ()
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Rik <rik@octave.org>
parents: 21319
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497 %!error ode23 (1)
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Rik <rik@octave.org>
parents: 21319
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498 %!error ode23 (1,2)
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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499 %!error <TRANGE must be a numeric>
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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500 %! ode23 (@fpol, {[0 25]}, [3 15 1]);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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501 %!error <TRANGE must be a .* vector>
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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502 %! ode23 (@fpol, [0 25; 25 0], [3 15 1]);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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503 %!error <TRANGE must contain at least 2 elements>
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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504 %! ode23 (@fpol, [1], [3 15 1]);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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505 %!error <invalid time span>
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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506 %! ode23 (@fpol, [1 1], [3 15 1]);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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507 %!error <INIT must be a numeric>
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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508 %! ode23 (@fpol, [0 25], {[3 15 1]});
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
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509 %!error <INIT must be a .* vector>
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
diff changeset
510 %! ode23 (@fpol, [0 25], [3 15 1; 3 15 1]);
acd6e203031d Alter BIST tests stop emitting warnings during runtests invocation.
Rik <rik@octave.org>
parents: 21319
diff changeset
511 %!error <FUN must be a valid function handle>
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Rik <rik@octave.org>
parents: 21319
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512 %! ode23 (1, [0 25], [3 15 1]);
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Rik <rik@octave.org>
parents: 21319
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513