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maint: Continued clean-up of functions in ode/private dir. * AbsRel_Norm.m: Use retval as return variable. Use sumsq() rather than explicit squaring of vector and sum(). Combine multiple lines where possible. * integrate_adaptive.m: Rewrite docstring. Only call starting_stepsize() if InitialStep option is empty. * integrate_const.m: Rewrite docstring. Remove useless commented out code. Combine multiple lines where possible. * integrate_n_steps.m: Rewrite docstring. Remove useless commented out code. Combine multiple lines where possible. * kahan.m: Remove excessive 4-space indentation, use 2-space indentation. * ode_rk_interpolate.m: Use parentheses around condition for switch stmt. Combine multiple lines where possible. * ode_struct_value_check.m: Remove comma from Copyright statement that Octave doesn't use. * odepkg_event_handle.m: Remove comma from Copyright statement that Octave doesn't use. * odepkg_structure_check.m: Remove comma from Copyright statement that Octave doesn't use. * runge_kutta_45_dorpri.m: Remove comma from Copyright statement that Octave doesn't use. Improve docstring. Match variable names in documentation to those in code. * starting_stepsize.m: Rewrite docstring. Use spaces between function name and opening parenthesis.
author Rik <rik@octave.org>
date Wed, 14 Oct 2015 10:35:53 -0700
parents a260a6acb70f
children 80e630b37ba1
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
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1 ## Copyright (C) 2015 Carlo de Falco
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2 ## Copyright (C) 2013 Roberto Porcu' <roberto.porcu@polimi.it>
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {@var{solution} =} integrate_adaptive (@var{@@stepper}, @var{order}, @var{@@func}, @var{tspan}, @var{x0}, @var{options})
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22 ##
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23 ## This function file can be called by an ODE solver function in order to
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24 ## integrate the set of ODEs on the interval @var{[t0, t1]} with an
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25 ## adaptive timestep.
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26 ##
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27 ## The function returns a structure @var{solution} with two fieldss: @var{t}
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28 ## and @var{y}. @var{t} is a column vector and contains the time stamps.
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29 ## @var{y} is a matrix in which each column refers to a different unknown
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30 ## of the problem and the row number is the same as the @var{t} row number.
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31 ## Thus, each row of the matrix @var{y} contains the values of all unknowns at
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32 ## the time value contained in the corresponding row in @var{t}.
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33 ##
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34 ## The first input argument must be a function handle or inline function
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35 ## representing the stepper, i.e., the function responsible for step-by-step
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36 ## integration. This function discriminates one method from the others.
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37 ##
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38 ## The second input argument is the order of the stepper. It is needed
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39 ## to compute the adaptive timesteps.
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40 ##
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41 ## The third input argument is a function handle or inline function that
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42 ## defines the ODE:
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43 ##
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44 ## @ifhtml
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45 ## @example
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46 ## @math{y' = f(t,y)}
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47 ## @end example
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48 ## @end ifhtml
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49 ## @ifnothtml
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50 ## @math{y' = f(t,y)}.
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51 ## @end ifnothtml
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52 ##
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53 ## The fourth input argument is the time vector which defines the integration
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54 ## interval, i.e, @var{[tspan(1), tspan(end)]} and all intermediate elements
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55 ## are taken as times at which the solution is required.
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56 ##
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57 ## The fifth argument represents the initial conditions for the ODEs and the
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58 ## last input argument contains some options that may be needed for the stepper.
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59 ##
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60 ## @end deftypefn
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61 ##
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62 ## @seealso{integrate_const, integrate_n_steps}
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63
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64 function solution = integrate_adaptive (stepper, order, func, tspan, x0,
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65 options)
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66
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67 fixed_times = numel (tspan) > 2;
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68
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69 t_new = t_old = t = tspan(1);
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70 x_new = x_old = x = x0(:);
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71
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72 ## Get first initial timestep
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73 dt = odeget (options, "InitialStep", [], "fast");
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74 if (isempty (dt))
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75 dt = starting_stepsize (order, func, t, x, options.AbsTol, options.RelTol,
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76 options.vnormcontrol);
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77 endif
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78
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79 dir = odeget (options, "vdirection", [], "fast");
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80 dt = dir * min (abs (dt), options.MaxStep);
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81
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82 options.comp = 0.0;
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83
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84 ## Factor multiplying the stepsize guess
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85 facmin = 0.8;
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86 facmax = 1.5;
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87 fac = 0.38^(1/(order+1)); # formula taken from Hairer
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88
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89 ## Initialize the OutputFcn
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90 if (options.vhaveoutputfunction)
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91 if (options.vhaveoutputselection)
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92 solution.vretout = x(options.OutputSel,end);
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93 else
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94 solution.vretout = x;
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95 endif
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96 feval (options.OutputFcn, tspan, solution.vretout,
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97 "init", options.vfunarguments{:});
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98 endif
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99
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100 ## Initialize the EventFcn
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101 if (options.vhaveeventfunction)
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102 odepkg_event_handle (options.Events, tspan(end), x,
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103 "init", options.vfunarguments{:});
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104 endif
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105
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106 if (options.vhavenonnegative)
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107 nn = options.NonNegative;
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108 endif
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109
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110 solution.vcntloop = 2;
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111 solution.vcntcycles = 1;
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112 solution.vcntsave = 2;
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113 solution.vunhandledtermination = true;
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114 ireject = 0;
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fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
115
20602
756b052037fb avoid stepping beyond end of thspan in ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20601
diff changeset
116 k_vals = [];
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
117 iout = istep = 1;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
118 while (dir * t_old < dir * tspan(end))
20533
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
119
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
120 ## Compute integration step from t_old to t_new = t_old + dt
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
121 [t_new, options.comp] = kahan (t_old, options.comp, dt);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
122 [t_new, x_new, x_est, new_k_vals] = ...
20621
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
123 stepper (func, t_old, x_old, dt, options, k_vals, t_new);
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
124
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
125 solution.vcntcycles++;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
126
20533
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
127 if (options.vhavenonnegative)
20604
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
128 x_new(nn, end) = abs (x_new(nn, end));
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
129 x_est(nn, end) = abs (x_est(nn, end));
20533
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
130 endif
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
131
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
132 err = AbsRel_Norm (x_new, x_old, options.AbsTol, options.RelTol,
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
133 options.vnormcontrol, x_est);
20602
756b052037fb avoid stepping beyond end of thspan in ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20601
diff changeset
134
20621
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
135 ## Accept solution only if err <= 1.0
20533
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
136 if (err <= 1)
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
137
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
138 solution.vcntloop++;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
139 ireject = 0;
20602
756b052037fb avoid stepping beyond end of thspan in ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20601
diff changeset
140
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
141 ## if output time steps are fixed
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
142 if (fixed_times)
20543
3339c9bdfe6a Activate FSAL property in dorpri timestepper
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20536
diff changeset
143
20604
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
144 t_caught = find ((dir * tspan(iout:end) > dir * t_old)
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
145 & (dir * tspan(iout:end) <= dir * t_new));
20601
43822bda4f65 fix indexing bug introduced with a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20600
diff changeset
146 t_caught = t_caught + iout - 1;
20602
756b052037fb avoid stepping beyond end of thspan in ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20601
diff changeset
147
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
148 if (! isempty (t_caught))
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
149 t(t_caught) = tspan(t_caught);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
150 iout = max (t_caught);
20601
43822bda4f65 fix indexing bug introduced with a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20600
diff changeset
151 x(:, t_caught) = ...
20621
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
152 ode_rk_interpolate (order, [t_old t_new], [x_old x_new],
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
153 tspan(t_caught), new_k_vals, dt,
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
154 options.vfunarguments{:});
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
155
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
156 istep++;
20533
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
157
20621
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
158 ## Call Events function only if a valid result has been found.
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
159 ## Stop integration if veventbreak is true.
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
160 if (options.vhaveeventfunction)
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
161 break_loop = false;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
162 for idenseout = 1:numel (t_caught)
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
163 id = t_caught(idenseout);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
164 td = t(id);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
165 solution.vevent = ...
20621
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
166 odepkg_event_handle (options.Events, t(id), x(:, id), [],
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
167 options.vfunarguments{:});
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
168 if (! isempty (solution.vevent{1}) && solution.vevent{1} == 1)
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
169 t(id) = solution.vevent{3}(end);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
170 t = t(1:id);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
171 x(:, id) = solution.vevent{4}(end, :).';
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
172 x = x(:,1:id);
20602
756b052037fb avoid stepping beyond end of thspan in ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20601
diff changeset
173 solution.vunhandledtermination = false;
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
174 break_loop = true;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
175 break;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
176 endif
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
177 endfor
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
178 if (break_loop)
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
179 break;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
180 endif
20533
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
181 endif
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
182
20621
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
183 ## Call OutputFcn only if a valid result has been found.
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
184 ## Stop integration if function returns false.
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
185 if (options.vhaveoutputfunction)
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
186 vcnt = options.Refine + 1;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
187 vapproxtime = linspace (t_old, t_new, vcnt);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
188 vapproxvals = interp1 ([t_old, t(t_caught), t_new],
20604
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
189 [x_old, x(:, t_caught), x_new] .',
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
190 vapproxtime, 'linear') .';
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
191 if (options.vhaveoutputselection)
20604
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
192 vapproxvals = vapproxvals(options.OutputSel, :);
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
193 endif
20604
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
194 for ii = 1:numel (vapproxtime)
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
195 vpltret = feval (options.OutputFcn, vapproxtime(ii),
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
196 vapproxvals(:, ii), [],
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
197 options.vfunarguments{:});
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
198 endfor
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
199 if (vpltret) # Leave main loop
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
200 solution.vunhandledtermination = false;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
201 break;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
202 endif
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
203 endif
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
204
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
205 endif
20602
756b052037fb avoid stepping beyond end of thspan in ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20601
diff changeset
206
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
207 else
20533
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
208
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
209 t(++istep) = t_new;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
210 x(:, istep) = x_new;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
211 iout = istep;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
212
20621
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
213 ## Call Events function only if a valid result has been found.
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
214 ## Stop integration if veventbreak is true.
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
215 if (options.vhaveeventfunction)
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
216 solution.vevent = ...
20621
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
217 odepkg_event_handle (options.Events, t(istep), x(:, istep), [],
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
218 options.vfunarguments{:});
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
219 if (! isempty (solution.vevent{1}) && solution.vevent{1} == 1)
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
220 t(istep) = solution.vevent{3}(end);
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
221 x(:, istep) = solution.vevent{4}(end, :).';
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
222 solution.vunhandledtermination = false;
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
223 break;
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
224 endif
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
225 endif
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
226
20621
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
227 ## Call OutputFcn only if a valid result has been found.
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
228 ## Stop integration if function returns false.
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
229 if (options.vhaveoutputfunction)
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
230 vcnt = options.Refine + 1;
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
231 vapproxtime = linspace (t_old, t_new, vcnt);
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
232 vapproxvals = interp1 ([t_old, t_new],
20604
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
233 [x_old, x_new] .',
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
234 vapproxtime, 'linear') .';
20533
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
235 if (options.vhaveoutputselection)
20604
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
236 vapproxvals = vapproxvals(options.OutputSel, :);
20533
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
237 endif
20604
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Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
238 for ii = 1:numel (vapproxtime)
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
239 vpltret = feval (options.OutputFcn, vapproxtime(ii),
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
240 vapproxvals(:, ii), [], options.vfunarguments{:});
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
241 endfor
20600
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Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
242 if (vpltret) # Leave main loop
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parents: 20565
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243 solution.vunhandledtermination = false;
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244 break;
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jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
245 endif
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jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
246 endif
20600
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247
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jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
248 endif
20600
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Carlo de Falco <carlo.defalco@polimi.it>
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diff changeset
249
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Carlo de Falco <carlo.defalco@polimi.it>
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250 ## move to next time-step
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Carlo de Falco <carlo.defalco@polimi.it>
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251 t_old = t_new;
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Carlo de Falco <carlo.defalco@polimi.it>
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diff changeset
252 x_old = x_new;
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Carlo de Falco <carlo.defalco@polimi.it>
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diff changeset
253 k_vals = new_k_vals;
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Carlo de Falco <carlo.defalco@polimi.it>
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diff changeset
254
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255 solution.vcntloop += 1;
20600
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Carlo de Falco <carlo.defalco@polimi.it>
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diff changeset
256 vcntiter = 0;
20602
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Carlo de Falco <carlo.defalco@polimi.it>
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diff changeset
257
20600
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Carlo de Falco <carlo.defalco@polimi.it>
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258 else
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Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
259
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
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diff changeset
260 ireject++;
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Carlo de Falco <carlo.defalco@polimi.it>
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diff changeset
261
20621
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Rik <rik@octave.org>
parents: 20604
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262 ## Stop solving because, in the last 5,000 steps, no successful valid
20600
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Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
263 ## value has been found
20621
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Rik <rik@octave.org>
parents: 20604
diff changeset
264 if (ireject >= 5_000)
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Rik <rik@octave.org>
parents: 20604
diff changeset
265 error (["integrate_adaptive: Solving was not successful. ", ...
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
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266 " The iterative integration loop exited at time", ...
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
267 " t = %f before the endpoint at tend = %f was reached. ", ...
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
268 " This happened because the iterative integration loop", ...
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
269 " did not find a valid solution at this time stamp. ", ...
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
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parents: 20604
diff changeset
270 " Try to reduce the value of 'InitialStep' and/or", ...
20600
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parents: 20565
diff changeset
271 " 'MaxStep' with the command 'odeset'.\n"],
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diff changeset
272 t_old, tspan(end));
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jcorno <jacopo.corno@gmail.com>
parents:
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273 endif
20600
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parents: 20565
diff changeset
274
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jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
275 endif
20602
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Carlo de Falco <carlo.defalco@polimi.it>
parents: 20601
diff changeset
276
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jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
277 ## Compute next timestep, formula taken from Hairer
20621
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
278 err += eps; # avoid divisions by zero
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
279 dt *= min (facmax, max (facmin, fac * (1 / err)^(1 / (order + 1))));
20602
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Carlo de Falco <carlo.defalco@polimi.it>
parents: 20601
diff changeset
280 dt = dir * min (abs (dt), options.MaxStep);
756b052037fb avoid stepping beyond end of thspan in ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20601
diff changeset
281
756b052037fb avoid stepping beyond end of thspan in ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20601
diff changeset
282 ## make sure we don't go past tpan(end)
756b052037fb avoid stepping beyond end of thspan in ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20601
diff changeset
283 dt = dir * min (abs (dt), abs (tspan(end) - t_old));
20533
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
284
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
285 endwhile
20602
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Carlo de Falco <carlo.defalco@polimi.it>
parents: 20601
diff changeset
286
20533
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jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
287 ## Check if integration of the ode has been successful
20600
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Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
288 if (dir * t(end) < dir * tspan(end))
20533
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
289 if (solution.vunhandledtermination == true)
20601
43822bda4f65 fix indexing bug introduced with a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20600
diff changeset
290 error ("integrate_adaptive:unexpected_termination",
20621
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Rik <rik@octave.org>
parents: 20604
diff changeset
291 [" Solving was not successful. ", ...
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
292 " The iterative integration loop exited at time", ...
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
293 " t = %f before the endpoint at tend = %f was reached. ", ...
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
294 " This may happen if the stepsize becomes too small. ", ...
20604
a260a6acb70f fix test failures introduced by a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20602
diff changeset
295 " Try to reduce the value of 'InitialStep'", ...
20552
eb9e2d187ed2 maint: Use Octave coding conventions in scripts/ode/private dir.
Rik <rik@octave.org>
parents: 20548
diff changeset
296 " and/or 'MaxStep' with the command 'odeset'.\n"],
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
297 t(end), tspan(end));
20533
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
298 else
20601
43822bda4f65 fix indexing bug introduced with a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20600
diff changeset
299 warning ("integrate_adaptive:unexpected_termination",
20621
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
300 ["Solver was stopped by a call of 'break'", ...
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
301 " in the main iteration loop at time ", ...
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
302 " t = %f before the endpoint at tend = %f was reached. ", ...
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
303 " This may happen because the @odeplot function ", ...
b92f8e148936 maint: Continued clean-up of functions in ode/private dir.
Rik <rik@octave.org>
parents: 20604
diff changeset
304 " returned 'true' or the @event function returned 'true'.\n"],
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
305 t(end), tspan(end));
20533
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
306 endif
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
307 endif
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
308
20601
43822bda4f65 fix indexing bug introduced with a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20600
diff changeset
309 ## Set up return structure
43822bda4f65 fix indexing bug introduced with a22d8a2eb0e5
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20600
diff changeset
310 solution.t = t(:);
20600
a22d8a2eb0e5 fix adaptive strategy in ode solvers.
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20565
diff changeset
311 solution.x = x.';
20602
756b052037fb avoid stepping beyond end of thspan in ode solvers
Carlo de Falco <carlo.defalco@polimi.it>
parents: 20601
diff changeset
312
20533
fcb792acab9b Moving ode45, odeset, odeget, and levenshtein from odepkg to core.
jcorno <jacopo.corno@gmail.com>
parents:
diff changeset
313 endfunction
20552
eb9e2d187ed2 maint: Use Octave coding conventions in scripts/ode/private dir.
Rik <rik@octave.org>
parents: 20548
diff changeset
314