Mercurial > octave
annotate libinterp/corefcn/dassl.cc @ 29958:32c3a5805893
move DEFUN and DEFMETHOD functions inside octave namespace
* mk-opts.pl: Surround emitted function definitions with
OCTAVE_NAMESPACE_BEGIN and OCTAVE_NAMESPACE_END tags.
* mk-builtins.pl: Surround emitted function declarations with
OCTAVE_NAMESPACE_BEGIN and OCTAVE_NAMESPACE_END tags. Emit deprecated
global inline functions.
* __betainc__.cc, __contourc__.cc, __dsearchn__.cc, __eigs__.cc,
__expint__.cc, __ftp__.cc, __gammainc__.cc, __ichol__.cc, __ilu__.cc,
__lin_interpn__.cc, __magick_read__.cc, __pchip_deriv__.cc, __qp__.cc,
amd.cc, balance.cc, besselj.cc, bitfcns.cc, bsxfun.cc, call-stack.cc,
ccolamd.cc, cellfun.cc, chol.cc, colamd.cc, colloc.cc, conv2.cc,
daspk.cc, dasrt.cc, dassl.cc, data.cc, debug.cc, defaults.cc,
defun.cc, det.cc, dirfns.cc, display.cc, dlmread.cc, dmperm.cc,
dot.cc, eig.cc, ellipj.cc, environment.cc, error.cc, event-manager.cc,
fcn-info.cc, fft.cc, fft2.cc, fftn.cc, file-io.cc, filter.cc, find.cc,
gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc,
graphics.cc, gsvd.cc, hash.cc, help.cc, hess.cc, hex2num.cc, input.cc,
interpreter.cc, inv.cc, jsondecode.cc, jsonencode.cc, kron.cc,
load-path.cc, load-save.cc, lookup.cc, ls-oct-text.cc, lsode.cc,
lu.cc, mappers.cc, matrix_type.cc, max.cc, mgorth.cc, nproc.cc,
oct-hist.cc, ordqz.cc, ordschur.cc, pager.cc, pinv.cc, pr-flt-fmt.cc,
pr-output.cc, psi.cc, qr.cc, quad.cc, quadcc.cc, qz.cc, rand.cc,
rcond.cc, regexp.cc, schur.cc, settings.cc, sighandlers.cc, sparse.cc,
spparms.cc, sqrtm.cc, stream-euler.cc, strfind.cc, strfns.cc,
sub2ind.cc, svd.cc, sylvester.cc, symbfact.cc, symrcm.cc, symtab.cc,
syscalls.cc, sysdep.cc, time.cc, toplev.cc, tril.cc, tsearch.cc,
typecast.cc, urlwrite.cc, utils.cc, variables.cc, __delaunayn__.cc,
__fltk_uigetfile__.cc, __glpk__.cc, __init_gnuplot__.cc, __ode15__.cc,
__voronoi__.cc, audiodevinfo.cc, audioread.cc, convhulln.cc, fftw.cc,
gzip.cc, ov-base.cc, ov-bool-mat.cc, ov-cell.cc, ov-class.cc,
ov-classdef.cc, ov-fcn-handle.cc, ov-java.cc, ov-null-mat.cc,
ov-oncleanup.cc, ov-struct.cc, ov-typeinfo.cc, ov-usr-fcn.cc, ov.cc,
octave.cc, lex.ll, oct-parse.yy, profiler.cc, pt-eval.cc: Surround
DEFUN and DEFMETHOD function defnitions with OCTAVE_NAMESPACE_BEGIN
and OCTAVE_NAMESPACE_END tags.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Fri, 13 Aug 2021 21:53:51 -0400 |
parents | 7854d5752dd2 |
children | 7d6709900da7 |
rev | line source |
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1 //////////////////////////////////////////////////////////////////////// |
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2 // |
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3 // Copyright (C) 1996-2021 The Octave Project Developers |
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4 // |
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5 // See the file COPYRIGHT.md in the top-level directory of this |
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6 // distribution or <https://octave.org/copyright/>. |
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7 // |
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8 // This file is part of Octave. |
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9 // |
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10 // Octave is free software: you can redistribute it and/or modify it |
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11 // under the terms of the GNU General Public License as published by |
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12 // the Free Software Foundation, either version 3 of the License, or |
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13 // (at your option) any later version. |
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14 // |
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15 // Octave is distributed in the hope that it will be useful, but |
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16 // WITHOUT ANY WARRANTY; without even the implied warranty of |
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17 // MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the |
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18 // GNU General Public License for more details. |
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19 // |
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20 // You should have received a copy of the GNU General Public License |
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21 // along with Octave; see the file COPYING. If not, see |
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22 // <https://www.gnu.org/licenses/>. |
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23 // |
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24 //////////////////////////////////////////////////////////////////////// |
2928 | 25 |
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26 #if defined (HAVE_CONFIG_H) |
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27 # include "config.h" |
2928 | 28 #endif |
29 | |
30 #include <string> | |
31 | |
32 #include "DASSL.h" | |
33 | |
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34 #include "defun.h" |
2928 | 35 #include "error.h" |
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36 #include "errwarn.h" |
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37 #include "interpreter-private.h" |
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38 #include "ovl.h" |
2968 | 39 #include "ov-fcn.h" |
5729 | 40 #include "ov-cell.h" |
2928 | 41 #include "pager.h" |
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42 #include "parse.h" |
3243 | 43 #include "unwind-prot.h" |
2928 | 44 #include "utils.h" |
45 #include "variables.h" | |
46 | |
3998 | 47 #include "DASSL-opts.cc" |
48 | |
2928 | 49 // Global pointer for user defined function required by dassl. |
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50 static octave_value dassl_fcn; |
2928 | 51 |
3991 | 52 // Global pointer for optional user defined jacobian function. |
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53 static octave_value dassl_jac; |
3991 | 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 |
3849 | 63 dassl_user_function (const ColumnVector& x, const ColumnVector& xdot, |
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64 double t, octave_idx_type& ires) |
2928 | 65 { |
66 ColumnVector retval; | |
67 | |
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68 assert (x.numel () == xdot.numel ()); |
2928 | 69 |
70 octave_value_list args; | |
4628 | 71 |
2928 | 72 args(2) = t; |
4628 | 73 args(1) = xdot; |
74 args(0) = x; | |
2928 | 75 |
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76 if (dassl_fcn.is_defined ()) |
2928 | 77 { |
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78 octave_value_list tmp; |
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79 |
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80 try |
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81 { |
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82 tmp = octave::feval (dassl_fcn, args, 1); |
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83 } |
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84 catch (octave::execution_exception& ee) |
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85 { |
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86 err_user_supplied_eval (ee, "dassl"); |
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87 } |
2928 | 88 |
3849 | 89 int tlen = tmp.length (); |
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90 if (tlen == 0 || ! tmp(0).is_defined ()) |
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91 err_user_supplied_eval ("dassl"); |
4140 | 92 |
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93 if (! warned_fcn_imaginary && tmp(0).iscomplex ()) |
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94 { |
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95 warning ("dassl: ignoring imaginary part returned from user-supplied function"); |
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96 warned_fcn_imaginary = true; |
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97 } |
3849 | 98 |
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99 retval = tmp(0).vector_value (); |
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100 |
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101 if (tlen > 1) |
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102 ires = tmp(1).int_value (); |
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103 |
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104 if (retval.isempty ()) |
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105 err_user_supplied_eval ("dassl"); |
2928 | 106 } |
107 | |
108 return retval; | |
109 } | |
110 | |
3991 | 111 Matrix |
112 dassl_user_jacobian (const ColumnVector& x, const ColumnVector& xdot, | |
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113 double t, double cj) |
3991 | 114 { |
115 Matrix retval; | |
116 | |
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117 assert (x.numel () == xdot.numel ()); |
3991 | 118 |
119 octave_value_list args; | |
120 | |
121 args(3) = cj; | |
122 args(2) = t; | |
4628 | 123 args(1) = xdot; |
124 args(0) = x; | |
3991 | 125 |
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126 if (dassl_jac.is_defined ()) |
3991 | 127 { |
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128 octave_value_list tmp; |
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129 |
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130 try |
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131 { |
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132 tmp = octave::feval (dassl_jac, args, 1); |
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133 } |
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134 catch (octave::execution_exception& ee) |
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135 { |
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136 err_user_supplied_eval (ee, "dassl"); |
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137 } |
3991 | 138 |
139 int tlen = tmp.length (); | |
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140 if (tlen == 0 || ! tmp(0).is_defined ()) |
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141 err_user_supplied_eval ("dassl"); |
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142 |
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143 if (! warned_jac_imaginary && tmp(0).iscomplex ()) |
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144 { |
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145 warning ("dassl: ignoring imaginary part returned from user-supplied jacobian function"); |
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146 warned_jac_imaginary = true; |
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147 } |
4140 | 148 |
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149 retval = tmp(0).matrix_value (); |
3991 | 150 |
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151 if (retval.isempty ()) |
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152 err_user_supplied_eval ("dassl"); |
3991 | 153 } |
154 | |
155 return retval; | |
156 } | |
157 | |
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158 OCTAVE_NAMESPACE_BEGIN |
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159 |
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160 DEFMETHOD (dassl, interp, args, nargout, |
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161 doc: /* -*- texinfo -*- |
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162 @deftypefn {} {[@var{x}, @var{xdot}, @var{istate}, @var{msg}] =} dassl (@var{fcn}, @var{x_0}, @var{xdot_0}, @var{t}, @var{t_crit}) |
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163 Solve a set of differential-algebraic equations. |
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164 |
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165 @code{dassl} solves the set of equations |
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166 @tex |
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167 $$ 0 = f (x, \dot{x}, t) $$ |
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168 with |
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169 $$ x(t_0) = x_0, \dot{x}(t_0) = \dot{x}_0 $$ |
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170 @end tex |
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171 @ifnottex |
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172 |
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173 @example |
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174 0 = f (x, xdot, t) |
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175 @end example |
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176 |
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177 @noindent |
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178 with |
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179 |
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180 @example |
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181 x(t_0) = x_0, xdot(t_0) = xdot_0 |
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182 @end example |
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183 |
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184 @end ifnottex |
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185 The solution is returned in the matrices @var{x} and @var{xdot}, |
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186 with each row in the result matrices corresponding to one of the |
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187 elements in the vector @var{t}. The first element of @var{t} |
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188 should be @math{t_0} and correspond to the initial state of the |
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189 system @var{x_0} and its derivative @var{xdot_0}, so that the first |
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190 row of the output @var{x} is @var{x_0} and the first row |
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191 of the output @var{xdot} is @var{xdot_0}. |
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192 |
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193 The first argument, @var{fcn}, is a string, inline, or function handle |
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194 that names the function @math{f} to call to compute the vector of |
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195 residuals for the set of equations. It must have the form |
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196 |
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197 @example |
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198 @var{res} = f (@var{x}, @var{xdot}, @var{t}) |
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199 @end example |
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200 |
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201 @noindent |
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202 in which @var{x}, @var{xdot}, and @var{res} are vectors, and @var{t} is a |
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203 scalar. |
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204 |
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205 If @var{fcn} is a two-element string array or a two-element cell array |
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206 of strings, inline functions, or function handles, the first element names |
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207 the function @math{f} described above, and the second element names a |
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208 function to compute the modified Jacobian |
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209 |
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210 @tex |
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211 $$ |
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212 J = {\partial f \over \partial x} |
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213 + c {\partial f \over \partial \dot{x}} |
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214 $$ |
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215 @end tex |
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216 @ifnottex |
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217 |
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218 @example |
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219 @group |
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220 df df |
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221 jac = -- + c ------ |
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222 dx d xdot |
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223 @end group |
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224 @end example |
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225 |
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226 @end ifnottex |
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227 |
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228 The modified Jacobian function must have the form |
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229 |
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230 @example |
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231 @group |
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232 |
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233 @var{jac} = j (@var{x}, @var{xdot}, @var{t}, @var{c}) |
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234 |
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235 @end group |
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236 @end example |
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237 |
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238 The second and third arguments to @code{dassl} specify the initial |
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239 condition of the states and their derivatives, and the fourth argument |
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240 specifies a vector of output times at which the solution is desired, |
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241 including the time corresponding to the initial condition. |
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242 |
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243 The set of initial states and derivatives are not strictly required to |
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244 be consistent. In practice, however, @sc{dassl} is not very good at |
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245 determining a consistent set for you, so it is best if you ensure that |
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246 the initial values result in the function evaluating to zero. |
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247 |
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248 The fifth argument is optional, and may be used to specify a set of |
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249 times that the DAE solver should not integrate past. It is useful for |
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250 avoiding difficulties with singularities and points where there is a |
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251 discontinuity in the derivative. |
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252 |
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253 After a successful computation, the value of @var{istate} will be |
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254 greater than zero (consistent with the Fortran version of @sc{dassl}). |
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255 |
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256 If the computation is not successful, the value of @var{istate} will be |
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257 less than zero and @var{msg} will contain additional information. |
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258 |
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259 You can use the function @code{dassl_options} to set optional |
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260 parameters for @code{dassl}. |
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261 @seealso{daspk, dasrt, lsode} |
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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 < 4 || nargin > 5) |
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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 octave_value_list retval (4); |
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273 |
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274 octave::unwind_protect_var<int> restore_var (call_depth); |
3243 | 275 call_depth++; |
2928 | 276 |
3243 | 277 if (call_depth > 1) |
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278 error ("dassl: invalid recursive call"); |
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280 std::string fcn_name, fname, jac_name, jname; |
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281 |
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282 dassl_fcn = octave_value (); |
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283 dassl_jac = octave_value (); |
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284 |
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285 octave_value f_arg = args(0); |
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286 |
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287 std::list<std::string> fcn_param_names ({"x", "xdot", "t"}); |
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288 std::list<std::string> jac_param_names ({"x", "xdot", "t", "cj"}); |
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289 |
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290 if (f_arg.iscell ()) |
2928 | 291 { |
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292 Cell c = f_arg.cell_value (); |
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293 if (c.numel () == 1) |
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294 f_arg = c(0); |
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295 else if (c.numel () == 2) |
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296 { |
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297 dassl_fcn = octave::get_function_handle (interp, c(0), |
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298 fcn_param_names); |
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300 if (dassl_fcn.is_defined ()) |
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301 { |
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302 dassl_jac = octave::get_function_handle (interp, c(1), |
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303 jac_param_names); |
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304 |
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305 if (dassl_jac.is_undefined ()) |
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306 dassl_fcn = octave_value (); |
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307 } |
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308 } |
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309 else |
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310 error ("dassl: incorrect number of elements in cell array"); |
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311 } |
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312 |
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313 if (dassl_fcn.is_undefined () && ! f_arg.iscell ()) |
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314 { |
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315 if (f_arg.is_function_handle () || f_arg.is_inline_function ()) |
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316 dassl_fcn = f_arg; |
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317 else |
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318 { |
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319 switch (f_arg.rows ()) |
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320 { |
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321 case 1: |
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322 dassl_fcn = octave::get_function_handle (interp, f_arg, |
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323 fcn_param_names); |
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324 break; |
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325 |
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326 case 2: |
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327 { |
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328 string_vector tmp = f_arg.string_vector_value (); |
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330 dassl_fcn = octave::get_function_handle (interp, tmp(0), |
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331 fcn_param_names); |
3991 | 332 |
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333 if (dassl_fcn.is_defined ()) |
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334 { |
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335 dassl_jac = octave::get_function_handle (interp, tmp(1), |
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336 jac_param_names); |
5729 | 337 |
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338 if (dassl_jac.is_undefined ()) |
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339 dassl_fcn = octave_value (); |
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340 } |
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341 } |
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342 break; |
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343 |
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344 default: |
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345 error ("dassl: first arg should be a string or 2-element string array"); |
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346 } |
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347 } |
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348 } |
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350 if (dassl_fcn.is_undefined ()) |
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351 error ("dassl: FCN argument is not a valid function name or handle"); |
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353 ColumnVector state = args(1).xvector_value ("dassl: initial state X_0 must be a vector"); |
2928 | 354 |
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355 ColumnVector deriv = args(2).xvector_value ("dassl: initial derivatives XDOT_0 must be a vector"); |
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356 |
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357 ColumnVector out_times = args(3).xvector_value ("dassl: output time variable T must be a vector"); |
2928 | 358 |
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359 ColumnVector crit_times; |
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360 int crit_times_set = 0; |
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361 if (nargin > 4) |
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362 { |
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363 crit_times = args(4).xvector_value ("dassl: list of critical times T_CRIT must be a vector"); |
2928 | 364 |
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365 crit_times_set = 1; |
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366 } |
3991 | 367 |
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368 if (state.numel () != deriv.numel ()) |
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369 error ("dassl: X and XDOT_0 must have the same size"); |
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371 double tzero = out_times (0); |
2928 | 372 |
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373 DAEFunc func (dassl_user_function); |
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374 if (dassl_jac.is_defined ()) |
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375 func.set_jacobian_function (dassl_user_jacobian); |
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377 DASSL dae (state, deriv, tzero, func); |
2928 | 378 |
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379 dae.set_options (dassl_opts); |
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381 Matrix output; |
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382 Matrix deriv_output; |
3997 | 383 |
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384 if (crit_times_set) |
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385 output = dae.integrate (out_times, deriv_output, crit_times); |
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386 else |
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387 output = dae.integrate (out_times, deriv_output); |
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388 |
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389 std::string msg = dae.error_message (); |
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390 |
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391 if (dae.integration_ok ()) |
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392 { |
20892 | 393 retval(0) = output; |
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394 retval(1) = deriv_output; |
2928 | 395 } |
3243 | 396 else |
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397 { |
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398 if (nargout < 3) |
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399 error ("dassl: %s", msg.c_str ()); |
20892 | 400 |
401 retval(0) = Matrix (); | |
402 retval(1) = Matrix (); | |
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403 } |
3243 | 404 |
20892 | 405 retval(2) = static_cast<double> (dae.integration_state ()); |
406 retval(3) = msg; | |
407 | |
2928 | 408 return retval; |
409 } | |
410 | |
411 /* | |
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412 ## dassl-1.m |
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413 ## |
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414 ## Test dassl() function |
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415 ## |
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416 ## Author: David Billinghurst (David.Billinghurst@riotinto.com.au) |
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417 ## Comalco Research and Technology |
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418 ## 20 May 1998 |
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419 ## |
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420 ## Problem |
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421 ## |
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422 ## y1' = -y2, y1(0) = 1 |
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423 ## y2' = y1, y2(0) = 0 |
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424 ## |
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425 ## Solution |
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426 ## |
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427 ## y1(t) = cos(t) |
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428 ## y2(t) = sin(t) |
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429 ## |
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430 %!function res = __f (x, xdot, t) |
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431 %! res = [xdot(1)+x(2); xdot(2)-x(1)]; |
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432 %!endfunction |
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433 |
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434 %!test |
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435 %! |
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436 %! x0 = [1; 0]; |
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437 %! xdot0 = [0; 1]; |
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438 %! t = (0:1:10)'; |
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439 %! |
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440 %! tol = 100 * dassl_options ("relative tolerance"); |
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441 %! |
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442 %! [x, xdot] = dassl ("__f", x0, xdot0, t); |
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443 %! |
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444 %! y = [cos(t), sin(t)]; |
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445 %! |
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446 %! assert (x, y, tol); |
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447 |
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448 ## dassl-2.m |
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449 ## |
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450 ## Test dassl() function |
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451 ## |
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452 ## Author: David Billinghurst (David.Billinghurst@riotinto.com.au) |
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453 ## Comalco Research and Technology |
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454 ## 20 May 1998 |
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455 ## |
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456 ## Based on SLATEC quick check for DASSL by Linda Petzold |
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457 ## |
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458 ## Problem |
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459 ## |
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460 ## x1' + 10*x1 = 0, x1(0) = 1 |
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461 ## x1 + x2 = 1, x2(0) = 0 |
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462 ## |
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463 ## |
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464 ## Solution |
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465 ## |
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466 ## x1(t) = exp(-10*t) |
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467 ## x2(t) = 1 - x(1) |
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468 ## |
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469 %!function res = __f (x, xdot, t) |
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470 %! res = [xdot(1)+10*x(1); x(1)+x(2)-1]; |
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471 %!endfunction |
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472 |
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473 %!test |
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474 %! |
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475 %! x0 = [1; 0]; |
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476 %! xdot0 = [-10; 10]; |
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477 %! t = (0:0.2:1)'; |
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478 %! |
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479 %! tol = 500 * dassl_options ("relative tolerance"); |
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480 %! |
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481 %! [x, xdot] = dassl ("__f", x0, xdot0, t); |
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482 %! |
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483 %! y = [exp(-10*t), 1-exp(-10*t)]; |
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484 %! |
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485 %! assert (x, y, tol); |
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486 |
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487 %!test |
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488 %! old_tol = dassl_options ("absolute tolerance"); |
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489 %! dassl_options ("absolute tolerance", eps); |
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490 %! assert (dassl_options ("absolute tolerance") == eps); |
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491 %! ## Restore old value of tolerance |
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492 %! dassl_options ("absolute tolerance", old_tol); |
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493 |
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494 %!error dassl_options ("foo", 1, 2) |
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495 */ |
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496 |
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497 OCTAVE_NAMESPACE_END |