Mercurial > octave
annotate libinterp/corefcn/dasrt.cc @ 23219:3ac9f9ecfae5 stable
maint: Update copyright dates.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 22 Feb 2017 12:39:29 -0500 |
parents | e9a0469dedd9 |
children | 092078913d54 affd98ae79ef |
rev | line source |
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3990 | 1 /* |
2 | |
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3 Copyright (C) 2002-2017 John W. Eaton |
3990 | 4 |
5 This file is part of Octave. | |
6 | |
7 Octave is free software; you can redistribute it and/or modify it | |
8 under the terms of the GNU General Public License as published by the | |
7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
10 option) any later version. | |
3990 | 11 |
12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
15 for more details. | |
16 | |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
19 <http://www.gnu.org/licenses/>. | |
3990 | 20 |
21 */ | |
22 | |
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23 #if defined (HAVE_CONFIG_H) |
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24 # include "config.h" |
3990 | 25 #endif |
26 | |
4052 | 27 #include <iostream> |
3990 | 28 #include <string> |
29 | |
30 #include "DASRT.h" | |
31 #include "lo-mappers.h" | |
32 | |
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33 #include "defun.h" |
3990 | 34 #include "error.h" |
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35 #include "errwarn.h" |
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36 #include "ovl.h" |
3990 | 37 #include "ov-fcn.h" |
5729 | 38 #include "ov-cell.h" |
3990 | 39 #include "pager.h" |
40 #include "parse.h" | |
41 #include "unwind-prot.h" | |
42 #include "utils.h" | |
43 #include "variables.h" | |
44 | |
3998 | 45 #include "DASRT-opts.cc" |
46 | |
4115 | 47 // Global pointers for user defined function required by dasrt. |
3990 | 48 static octave_function *dasrt_f; |
49 static octave_function *dasrt_j; | |
50 static octave_function *dasrt_cf; | |
51 | |
4140 | 52 // Have we warned about imaginary values returned from user function? |
53 static bool warned_fcn_imaginary = false; | |
54 static bool warned_jac_imaginary = false; | |
55 static bool warned_cf_imaginary = false; | |
56 | |
3990 | 57 // Is this a recursive call? |
58 static int call_depth = 0; | |
59 | |
60 static ColumnVector | |
4628 | 61 dasrt_user_f (const ColumnVector& x, const ColumnVector& xdot, |
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62 double t, octave_idx_type&) |
3990 | 63 { |
64 ColumnVector retval; | |
65 | |
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66 assert (x.numel () == xdot.numel ()); |
3990 | 67 |
4628 | 68 octave_value_list args; |
3990 | 69 |
3993 | 70 args(2) = t; |
4628 | 71 args(1) = xdot; |
72 args(0) = x; | |
3990 | 73 |
74 if (dasrt_f) | |
75 { | |
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76 octave_value_list tmp; |
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77 |
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78 try |
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79 { |
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80 tmp = dasrt_f->do_multi_index_op (1, args); |
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81 } |
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82 catch (octave::execution_exception& e) |
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83 { |
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84 err_user_supplied_eval (e, "dasrt"); |
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85 } |
3990 | 86 |
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87 if (tmp.empty () || ! tmp(0).is_defined ()) |
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88 err_user_supplied_eval ("dasrt"); |
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89 |
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90 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
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91 { |
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92 warning ("dasrt: ignoring imaginary part returned from user-supplied function"); |
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93 warned_fcn_imaginary = true; |
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94 } |
4140 | 95 |
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96 retval = tmp(0).vector_value (); |
3990 | 97 |
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98 if (retval.is_empty ()) |
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99 err_user_supplied_eval ("dasrt"); |
3990 | 100 } |
101 | |
102 return retval; | |
103 } | |
104 | |
105 static ColumnVector | |
106 dasrt_user_cf (const ColumnVector& x, double t) | |
107 { | |
108 ColumnVector retval; | |
109 | |
110 octave_value_list args; | |
111 | |
112 args(1) = t; | |
4628 | 113 args(0) = x; |
3990 | 114 |
115 if (dasrt_cf) | |
116 { | |
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117 octave_value_list tmp; |
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118 |
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119 try |
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120 { |
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121 tmp = dasrt_cf->do_multi_index_op (1, args); |
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122 } |
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123 catch (octave::execution_exception& e) |
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124 { |
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125 err_user_supplied_eval (e, "dasrt"); |
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126 } |
3990 | 127 |
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128 if (tmp.empty () || ! tmp(0).is_defined ()) |
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129 err_user_supplied_eval ("dasrt"); |
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130 |
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131 if (! warned_cf_imaginary && tmp(0).is_complex_type ()) |
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132 { |
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133 warning ("dasrt: ignoring imaginary part returned from user-supplied constraint function"); |
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134 warned_cf_imaginary = true; |
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135 } |
4140 | 136 |
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137 retval = tmp(0).vector_value (); |
3990 | 138 |
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139 if (retval.is_empty ()) |
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140 err_user_supplied_eval ("dasrt"); |
3990 | 141 } |
142 | |
143 return retval; | |
144 } | |
145 | |
146 static Matrix | |
3993 | 147 dasrt_user_j (const ColumnVector& x, const ColumnVector& xdot, |
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148 double t, double cj) |
3990 | 149 { |
150 Matrix retval; | |
151 | |
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152 assert (x.numel () == xdot.numel ()); |
3990 | 153 |
3993 | 154 octave_value_list args; |
155 | |
156 args(3) = cj; | |
157 args(2) = t; | |
4628 | 158 args(1) = xdot; |
159 args(0) = x; | |
3990 | 160 |
3993 | 161 if (dasrt_j) |
162 { | |
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163 octave_value_list tmp; |
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164 |
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165 try |
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166 { |
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167 tmp = dasrt_j->do_multi_index_op (1, args); |
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168 } |
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169 catch (octave::execution_exception& e) |
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170 { |
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171 err_user_supplied_eval (e, "dasrt"); |
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172 } |
3990 | 173 |
3993 | 174 int tlen = tmp.length (); |
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175 if (tlen == 0 || ! tmp(0).is_defined ()) |
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176 err_user_supplied_eval ("dasrt"); |
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177 |
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178 if (! warned_jac_imaginary && tmp(0).is_complex_type ()) |
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179 { |
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180 warning ("dasrt: ignoring imaginary part returned from user-supplied jacobian function"); |
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181 warned_jac_imaginary = true; |
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182 } |
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184 retval = tmp(0).matrix_value (); |
3990 | 185 |
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186 if (retval.is_empty ()) |
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187 err_user_supplied_eval ("dasrt"); |
3990 | 188 } |
189 | |
190 return retval; | |
191 } | |
192 | |
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193 DEFUN (dasrt, args, nargout, |
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194 doc: /* -*- texinfo -*- |
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195 @deftypefn {} {[@var{x}, @var{xdot}, @var{t_out}, @var{istat}, @var{msg}] =} dasrt (@var{fcn}, [], @var{x_0}, @var{xdot_0}, @var{t}) |
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196 @deftypefnx {} {@dots{} =} dasrt (@var{fcn}, @var{g}, @var{x_0}, @var{xdot_0}, @var{t}) |
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197 @deftypefnx {} {@dots{} =} dasrt (@var{fcn}, [], @var{x_0}, @var{xdot_0}, @var{t}, @var{t_crit}) |
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198 @deftypefnx {} {@dots{} =} dasrt (@var{fcn}, @var{g}, @var{x_0}, @var{xdot_0}, @var{t}, @var{t_crit}) |
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199 Solve the set of differential-algebraic equations |
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200 @tex |
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201 $$ 0 = f (x, \dot{x}, t) $$ |
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202 with |
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203 $$ x(t_0) = x_0, \dot{x}(t_0) = \dot{x}_0 $$ |
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204 @end tex |
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205 @ifnottex |
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206 |
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207 @example |
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208 0 = f (x, xdot, t) |
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209 @end example |
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210 |
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211 @noindent |
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212 with |
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213 |
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214 @example |
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215 x(t_0) = x_0, xdot(t_0) = xdot_0 |
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216 @end example |
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217 |
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218 @end ifnottex |
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219 with functional stopping criteria (root solving). |
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220 |
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221 The solution is returned in the matrices @var{x} and @var{xdot}, |
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222 with each row in the result matrices corresponding to one of the |
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223 elements in the vector @var{t_out}. The first element of @var{t} |
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224 should be @math{t_0} and correspond to the initial state of the |
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225 system @var{x_0} and its derivative @var{xdot_0}, so that the first |
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226 row of the output @var{x} is @var{x_0} and the first row |
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227 of the output @var{xdot} is @var{xdot_0}. |
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228 |
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229 The vector @var{t} provides an upper limit on the length of the |
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230 integration. If the stopping condition is met, the vector |
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231 @var{t_out} will be shorter than @var{t}, and the final element of |
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232 @var{t_out} will be the point at which the stopping condition was met, |
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233 and may not correspond to any element of the vector @var{t}. |
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234 |
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235 The first argument, @var{fcn}, is a string, inline, or function handle |
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236 that names the function @math{f} to call to compute the vector of |
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237 residuals for the set of equations. It must have the form |
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238 |
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239 @example |
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240 @var{res} = f (@var{x}, @var{xdot}, @var{t}) |
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241 @end example |
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242 |
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243 @noindent |
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244 in which @var{x}, @var{xdot}, and @var{res} are vectors, and @var{t} is a |
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245 scalar. |
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246 |
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247 If @var{fcn} is a two-element string array or a two-element cell array |
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248 of strings, inline functions, or function handles, the first element names |
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249 the function @math{f} described above, and the second element names a |
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250 function to compute the modified Jacobian |
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251 |
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252 @tex |
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253 $$ |
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254 J = {\partial f \over \partial x} |
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255 + c {\partial f \over \partial \dot{x}} |
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256 $$ |
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257 @end tex |
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258 @ifnottex |
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259 |
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260 @example |
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261 @group |
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262 df df |
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263 jac = -- + c ------ |
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264 dx d xdot |
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265 @end group |
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266 @end example |
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267 |
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268 @end ifnottex |
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269 |
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270 The modified Jacobian function must have the form |
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271 |
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272 @example |
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273 @group |
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274 |
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275 @var{jac} = j (@var{x}, @var{xdot}, @var{t}, @var{c}) |
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276 |
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277 @end group |
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278 @end example |
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279 |
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280 The optional second argument names a function that defines the |
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281 constraint functions whose roots are desired during the integration. |
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282 This function must have the form |
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283 |
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284 @example |
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285 @var{g_out} = g (@var{x}, @var{t}) |
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286 @end example |
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287 |
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288 @noindent |
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289 and return a vector of the constraint function values. |
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290 If the value of any of the constraint functions changes sign, @sc{dasrt} |
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291 will attempt to stop the integration at the point of the sign change. |
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292 |
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293 If the name of the constraint function is omitted, @code{dasrt} solves |
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294 the same problem as @code{daspk} or @code{dassl}. |
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295 |
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296 Note that because of numerical errors in the constraint functions |
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297 due to round-off and integration error, @sc{dasrt} may return false |
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298 roots, or return the same root at two or more nearly equal values of |
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299 @var{T}. If such false roots are suspected, the user should consider |
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300 smaller error tolerances or higher precision in the evaluation of the |
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301 constraint functions. |
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302 |
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303 If a root of some constraint function defines the end of the problem, |
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304 the input to @sc{dasrt} should nevertheless allow integration to a |
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305 point slightly past that root, so that @sc{dasrt} can locate the root |
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306 by interpolation. |
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307 |
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308 The third and fourth arguments to @code{dasrt} specify the initial |
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309 condition of the states and their derivatives, and the fourth argument |
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310 specifies a vector of output times at which the solution is desired, |
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311 including the time corresponding to the initial condition. |
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312 |
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313 The set of initial states and derivatives are not strictly required to |
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314 be consistent. In practice, however, @sc{dassl} is not very good at |
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315 determining a consistent set for you, so it is best if you ensure that |
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316 the initial values result in the function evaluating to zero. |
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317 |
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318 The sixth argument is optional, and may be used to specify a set of |
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319 times that the DAE solver should not integrate past. It is useful for |
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320 avoiding difficulties with singularities and points where there is a |
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321 discontinuity in the derivative. |
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322 |
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323 After a successful computation, the value of @var{istate} will be |
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324 greater than zero (consistent with the Fortran version of @sc{dassl}). |
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325 |
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326 If the computation is not successful, the value of @var{istate} will be |
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327 less than zero and @var{msg} will contain additional information. |
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328 |
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329 You can use the function @code{dasrt_options} to set optional |
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330 parameters for @code{dasrt}. |
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331 @seealso{dasrt_options, daspk, dasrt, lsode} |
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332 @end deftypefn */) |
3990 | 333 { |
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334 int nargin = args.length (); |
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335 |
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336 if (nargin < 4 || nargin > 6) |
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337 print_usage (); |
3990 | 338 |
4140 | 339 warned_fcn_imaginary = false; |
340 warned_jac_imaginary = false; | |
341 warned_cf_imaginary = false; | |
342 | |
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343 octave_value_list retval (5); |
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344 |
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345 octave::unwind_protect frame; |
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347 frame.protect_var (call_depth); |
3990 | 348 call_depth++; |
349 | |
350 if (call_depth > 1) | |
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351 error ("dasrt: invalid recursive call"); |
3990 | 352 |
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353 int argp = 0; |
5729 | 354 std::string fcn_name, fname, jac_name, jname; |
3990 | 355 dasrt_f = 0; |
356 dasrt_j = 0; | |
357 dasrt_cf = 0; | |
358 | |
359 // Check all the arguments. Are they the right animals? | |
360 | |
361 // Here's where I take care of f and j in one shot: | |
362 | |
363 octave_value f_arg = args(0); | |
364 | |
5729 | 365 if (f_arg.is_cell ()) |
3990 | 366 { |
5729 | 367 Cell c = f_arg.cell_value (); |
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368 if (c.numel () == 1) |
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369 f_arg = c(0); |
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370 else if (c.numel () == 2) |
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371 { |
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372 if (c(0).is_function_handle () || c(0).is_inline_function ()) |
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373 dasrt_f = c(0).function_value (); |
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374 else |
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375 { |
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376 fcn_name = unique_symbol_name ("__dasrt_fcn__"); |
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377 fname = "function y = "; |
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378 fname.append (fcn_name); |
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379 fname.append (" (x, xdot, t) y = "); |
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380 dasrt_f = extract_function (c(0), "dasrt", fcn_name, fname, |
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381 "; endfunction"); |
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382 } |
5729 | 383 |
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384 if (dasrt_f) |
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385 { |
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386 if (c(1).is_function_handle () || c(1).is_inline_function ()) |
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387 dasrt_j = c(1).function_value (); |
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388 else |
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389 { |
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390 jac_name = unique_symbol_name ("__dasrt_jac__"); |
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391 jname = "function jac = "; |
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392 jname.append (jac_name); |
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393 jname.append (" (x, xdot, t, cj) jac = "); |
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394 dasrt_j = extract_function (c(1), "dasrt", jac_name, jname, |
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395 "; endfunction"); |
5729 | 396 |
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397 if (! dasrt_j) |
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398 { |
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399 if (fcn_name.length ()) |
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400 clear_function (fcn_name); |
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401 dasrt_f = 0; |
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402 } |
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403 } |
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404 } |
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405 } |
5729 | 406 else |
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407 error ("dasrt: incorrect number of elements in cell array"); |
5729 | 408 } |
409 | |
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410 if (! dasrt_f && ! f_arg.is_cell ()) |
5729 | 411 { |
412 if (f_arg.is_function_handle () || f_arg.is_inline_function ()) | |
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413 dasrt_f = f_arg.function_value (); |
5729 | 414 else |
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415 { |
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416 switch (f_arg.rows ()) |
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417 { |
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418 case 1: |
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419 fcn_name = unique_symbol_name ("__dasrt_fcn__"); |
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420 fname = "function y = "; |
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421 fname.append (fcn_name); |
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422 fname.append (" (x, xdot, t) y = "); |
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423 dasrt_f = extract_function (f_arg, "dasrt", fcn_name, fname, |
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424 "; endfunction"); |
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425 break; |
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426 |
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427 case 2: |
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428 { |
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429 string_vector tmp = args(0).string_vector_value (); |
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430 |
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431 fcn_name = unique_symbol_name ("__dasrt_fcn__"); |
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432 fname = "function y = "; |
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433 fname.append (fcn_name); |
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434 fname.append (" (x, xdot, t) y = "); |
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435 dasrt_f = extract_function (tmp(0), "dasrt", fcn_name, |
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436 fname, "; endfunction"); |
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437 |
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438 if (dasrt_f) |
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439 { |
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440 jac_name = unique_symbol_name ("__dasrt_jac__"); |
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441 jname = "function jac = "; |
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442 jname.append (jac_name); |
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443 jname.append (" (x, xdot, t, cj) jac = "); |
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444 dasrt_j = extract_function (tmp(1), "dasrt", jac_name, |
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445 jname, "; endfunction"); |
5729 | 446 |
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447 if (! dasrt_j) |
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448 dasrt_f = 0; |
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449 } |
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450 } |
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451 break; |
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452 |
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453 default: |
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454 error ("dasrt: first arg should be a string or 2-element string array"); |
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455 } |
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456 } |
3990 | 457 } |
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458 |
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459 if (! dasrt_f) |
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460 return retval; |
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461 |
3990 | 462 DAERTFunc func (dasrt_user_f); |
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463 |
3990 | 464 argp++; |
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465 |
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466 if (args(1).is_function_handle () || args(1).is_inline_function ()) |
5729 | 467 { |
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468 dasrt_cf = args(1).function_value (); |
5729 | 469 |
470 if (! dasrt_cf) | |
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471 error ("dasrt: invalid constraint function G"); |
5729 | 472 |
473 argp++; | |
474 | |
475 func.set_constraint_function (dasrt_user_cf); | |
476 } | |
477 else if (args(1).is_string ()) | |
3990 | 478 { |
479 dasrt_cf = is_valid_function (args(1), "dasrt", true); | |
480 if (! dasrt_cf) | |
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481 error ("dasrt: invalid constraint function G"); |
3990 | 482 |
483 argp++; | |
484 | |
485 func.set_constraint_function (dasrt_user_cf); | |
486 } | |
487 | |
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488 ColumnVector state = args(argp).xvector_value ("dasrt: initial state X_0 must be a vector"); |
3990 | 489 |
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490 ColumnVector stateprime = args(argp).xvector_value ("dasrt: initial derivatives XDOT_0 must be a vector"); |
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491 argp++; |
3990 | 492 |
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493 ColumnVector out_times = args(argp).xvector_value ("dasrt: output time variable T must be a vector"); |
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494 argp++; |
3990 | 495 |
3994 | 496 double tzero = out_times (0); |
3990 | 497 |
498 ColumnVector crit_times; | |
499 | |
500 bool crit_times_set = false; | |
501 | |
502 if (argp < nargin) | |
503 { | |
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504 crit_times = args(argp).xvector_value ("dasrt: list of critical times T_CRIT must be a vector"); |
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505 argp++; |
3990 | 506 |
507 crit_times_set = true; | |
508 } | |
509 | |
510 if (dasrt_j) | |
511 func.set_jacobian_function (dasrt_user_j); | |
512 | |
513 DASRT_result output; | |
514 | |
3992 | 515 DASRT dae = DASRT (state, stateprime, tzero, func); |
3990 | 516 |
4122 | 517 dae.set_options (dasrt_opts); |
3990 | 518 |
519 if (crit_times_set) | |
520 output = dae.integrate (out_times, crit_times); | |
521 else | |
522 output = dae.integrate (out_times); | |
523 | |
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524 if (fcn_name.length ()) |
5729 | 525 clear_function (fcn_name); |
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526 if (jac_name.length ()) |
5729 | 527 clear_function (jac_name); |
528 | |
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529 std::string msg = dae.error_message (); |
3997 | 530 |
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531 if (dae.integration_ok ()) |
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532 { |
20892 | 533 retval(0) = output.state (); |
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534 retval(1) = output.deriv (); |
20892 | 535 retval(2) = output.times (); |
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536 } |
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537 else |
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538 { |
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539 if (nargout < 4) |
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540 error ("dasrt: %s", msg.c_str ()); |
20892 | 541 |
542 retval(0) = Matrix (); | |
543 retval(1) = Matrix (); | |
544 retval(2) = Matrix (); | |
3990 | 545 } |
546 | |
20892 | 547 retval(3) = static_cast<double> (dae.integration_state ()); |
548 retval(4) = msg; | |
549 | |
3990 | 550 return retval; |
551 } |