Mercurial > octave
annotate libinterp/corefcn/daspk.cc @ 22323:bac0d6f07a3e
maint: Update copyright notices for 2016.
author | John W. Eaton <jwe@octave.org> |
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date | Wed, 17 Aug 2016 01:05:19 -0400 |
parents | 112b20240c87 |
children | d0562b3159c7 |
rev | line source |
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3912 | 1 /* |
2 | |
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3 Copyright (C) 1996-2016 John W. Eaton |
3912 | 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. | |
3912 | 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/>. | |
3912 | 20 |
21 */ | |
22 | |
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23 #if defined (HAVE_CONFIG_H) |
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24 # include "config.h" |
3912 | 25 #endif |
26 | |
27 #include <string> | |
28 | |
29 #include <iomanip> | |
30 #include <iostream> | |
31 | |
32 #include "DASPK.h" | |
33 | |
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34 #include "defun.h" |
3912 | 35 #include "error.h" |
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36 #include "errwarn.h" |
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37 #include "ovl.h" |
3912 | 38 #include "ov-fcn.h" |
5729 | 39 #include "ov-cell.h" |
3912 | 40 #include "pager.h" |
41 #include "unwind-prot.h" | |
42 #include "utils.h" | |
43 #include "variables.h" | |
44 | |
3998 | 45 #include "DASPK-opts.cc" |
46 | |
3912 | 47 // Global pointer for user defined function required by daspk. |
48 static octave_function *daspk_fcn; | |
49 | |
4140 | 50 // Global pointer for optional user defined jacobian function. |
51 static octave_function *daspk_jac; | |
52 | |
53 // Have we warned about imaginary values returned from user function? | |
54 static bool warned_fcn_imaginary = false; | |
55 static bool warned_jac_imaginary = false; | |
56 | |
3912 | 57 // Is this a recursive call? |
58 static int call_depth = 0; | |
59 | |
60 ColumnVector | |
61 daspk_user_function (const ColumnVector& x, const ColumnVector& xdot, | |
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62 double t, octave_idx_type& ires) |
3912 | 63 { |
64 ColumnVector retval; | |
65 | |
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66 assert (x.numel () == xdot.numel ()); |
3912 | 67 |
68 octave_value_list args; | |
4628 | 69 |
3912 | 70 args(2) = t; |
4628 | 71 args(1) = xdot; |
72 args(0) = x; | |
3912 | 73 |
74 if (daspk_fcn) | |
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 = daspk_fcn->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, "daspk"); |
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85 } |
3912 | 86 |
87 int tlen = tmp.length (); | |
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88 if (tlen == 0 || ! tmp(0).is_defined ()) |
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89 err_user_supplied_eval ("daspk"); |
4140 | 90 |
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91 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
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92 { |
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93 warning ("daspk: ignoring imaginary part returned from user-supplied function"); |
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94 warned_fcn_imaginary = true; |
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95 } |
3912 | 96 |
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97 retval = tmp(0).vector_value (); |
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98 |
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99 if (tlen > 1) |
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100 ires = tmp(1).idx_type_value (); |
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101 |
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102 if (retval.is_empty ()) |
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103 err_user_supplied_eval ("daspk"); |
3912 | 104 } |
105 | |
106 return retval; | |
107 } | |
108 | |
4140 | 109 Matrix |
110 daspk_user_jacobian (const ColumnVector& x, const ColumnVector& xdot, | |
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111 double t, double cj) |
4140 | 112 { |
113 Matrix retval; | |
114 | |
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115 assert (x.numel () == xdot.numel ()); |
4140 | 116 |
117 octave_value_list args; | |
118 | |
119 args(3) = cj; | |
120 args(2) = t; | |
4628 | 121 args(1) = xdot; |
122 args(0) = x; | |
4140 | 123 |
124 if (daspk_jac) | |
125 { | |
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126 octave_value_list tmp; |
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127 |
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128 try |
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129 { |
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130 tmp = daspk_jac->do_multi_index_op (1, args); |
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131 } |
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132 catch (octave_execution_exception& e) |
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133 { |
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134 err_user_supplied_eval (e, "daspk"); |
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135 } |
4140 | 136 |
137 int tlen = tmp.length (); | |
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138 if (tlen == 0 || ! tmp(0).is_defined ()) |
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139 err_user_supplied_eval ("daspk"); |
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140 |
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141 if (! warned_jac_imaginary && tmp(0).is_complex_type ()) |
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142 { |
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143 warning ("daspk: ignoring imaginary part returned from user-supplied jacobian function"); |
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144 warned_jac_imaginary = true; |
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145 } |
4140 | 146 |
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147 retval = tmp(0).matrix_value (); |
4140 | 148 |
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149 if (retval.is_empty ()) |
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150 err_user_supplied_eval ("daspk"); |
4140 | 151 } |
152 | |
153 return retval; | |
154 } | |
155 | |
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156 DEFUN (daspk, args, nargout, |
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157 doc: /* -*- texinfo -*- |
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158 @deftypefn {} {[@var{x}, @var{xdot}, @var{istate}, @var{msg}] =} daspk (@var{fcn}, @var{x_0}, @var{xdot_0}, @var{t}, @var{t_crit}) |
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159 Solve the set of differential-algebraic equations |
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160 @tex |
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161 $$ 0 = f (x, \dot{x}, t) $$ |
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162 with |
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163 $$ x(t_0) = x_0, \dot{x}(t_0) = \dot{x}_0 $$ |
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164 @end tex |
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165 @ifnottex |
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166 |
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167 @example |
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168 0 = f (x, xdot, t) |
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169 @end example |
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170 |
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171 @noindent |
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172 with |
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173 |
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174 @example |
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175 x(t_0) = x_0, xdot(t_0) = xdot_0 |
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176 @end example |
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177 |
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178 @end ifnottex |
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179 The solution is returned in the matrices @var{x} and @var{xdot}, |
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180 with each row in the result matrices corresponding to one of the |
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181 elements in the vector @var{t}. The first element of @var{t} |
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182 should be @math{t_0} and correspond to the initial state of the |
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183 system @var{x_0} and its derivative @var{xdot_0}, so that the first |
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184 row of the output @var{x} is @var{x_0} and the first row |
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185 of the output @var{xdot} is @var{xdot_0}. |
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186 |
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187 The first argument, @var{fcn}, is a string, inline, or function handle |
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188 that names the function @math{f} to call to compute the vector of |
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189 residuals for the set of equations. It must have the form |
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190 |
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191 @example |
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192 @var{res} = f (@var{x}, @var{xdot}, @var{t}) |
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193 @end example |
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194 |
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195 @noindent |
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196 in which @var{x}, @var{xdot}, and @var{res} are vectors, and @var{t} is a |
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197 scalar. |
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198 |
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199 If @var{fcn} is a two-element string array or a two-element cell array |
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200 of strings, inline functions, or function handles, the first element names |
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201 the function @math{f} described above, and the second element names a |
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202 function to compute the modified Jacobian |
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203 @tex |
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204 $$ |
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205 J = {\partial f \over \partial x} |
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206 + c {\partial f \over \partial \dot{x}} |
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207 $$ |
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208 @end tex |
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209 @ifnottex |
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210 |
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211 @example |
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212 @group |
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213 df df |
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214 jac = -- + c ------ |
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215 dx d xdot |
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216 @end group |
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217 @end example |
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218 |
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219 @end ifnottex |
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220 |
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221 The modified Jacobian function must have the form |
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222 |
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223 @example |
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224 @group |
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225 |
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226 @var{jac} = j (@var{x}, @var{xdot}, @var{t}, @var{c}) |
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227 |
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228 @end group |
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229 @end example |
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230 |
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231 The second and third arguments to @code{daspk} specify the initial |
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232 condition of the states and their derivatives, and the fourth argument |
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233 specifies a vector of output times at which the solution is desired, |
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234 including the time corresponding to the initial condition. |
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235 |
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236 The set of initial states and derivatives are not strictly required to |
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237 be consistent. If they are not consistent, you must use the |
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238 @code{daspk_options} function to provide additional information so |
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239 that @code{daspk} can compute a consistent starting point. |
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240 |
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241 The fifth argument is optional, and may be used to specify a set of |
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242 times that the DAE solver should not integrate past. It is useful for |
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243 avoiding difficulties with singularities and points where there is a |
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244 discontinuity in the derivative. |
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245 |
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246 After a successful computation, the value of @var{istate} will be |
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247 greater than zero (consistent with the Fortran version of @sc{daspk}). |
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248 |
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249 If the computation is not successful, the value of @var{istate} will be |
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250 less than zero and @var{msg} will contain additional information. |
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251 |
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252 You can use the function @code{daspk_options} to set optional |
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253 parameters for @code{daspk}. |
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254 @seealso{dassl} |
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255 @end deftypefn */) |
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257 int nargin = args.length (); |
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258 |
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259 if (nargin < 4 || nargin > 5) |
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260 print_usage (); |
3912 | 261 |
4140 | 262 warned_fcn_imaginary = false; |
263 warned_jac_imaginary = false; | |
264 | |
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265 octave_value_list retval (4); |
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266 |
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267 octave::unwind_protect frame; |
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269 frame.protect_var (call_depth); |
3912 | 270 call_depth++; |
271 | |
272 if (call_depth > 1) | |
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273 error ("daspk: invalid recursive call"); |
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275 std::string fcn_name, fname, jac_name, jname; |
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276 daspk_fcn = 0; |
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277 daspk_jac = 0; |
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278 |
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279 octave_value f_arg = args(0); |
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280 |
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281 if (f_arg.is_cell ()) |
3912 | 282 { |
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283 Cell c = f_arg.cell_value (); |
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284 if (c.numel () == 1) |
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285 f_arg = c(0); |
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286 else if (c.numel () == 2) |
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287 { |
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288 if (c(0).is_function_handle () || c(0).is_inline_function ()) |
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289 daspk_fcn = c(0).function_value (); |
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290 else |
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291 { |
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292 fcn_name = unique_symbol_name ("__daspk_fcn__"); |
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293 fname = "function y = "; |
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294 fname.append (fcn_name); |
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295 fname.append (" (x, xdot, t) y = "); |
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296 daspk_fcn = extract_function |
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297 (c(0), "daspk", fcn_name, fname, "; endfunction"); |
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298 } |
4140 | 299 |
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300 if (daspk_fcn) |
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301 { |
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302 if (c(1).is_function_handle () || c(1).is_inline_function ()) |
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303 daspk_jac = c(1).function_value (); |
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304 else |
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305 { |
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306 jac_name = unique_symbol_name ("__daspk_jac__"); |
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307 jname = "function jac = "; |
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308 jname.append (jac_name); |
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309 jname.append (" (x, xdot, t, cj) jac = "); |
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310 daspk_jac = extract_function (c(1), "daspk", jac_name, |
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311 jname, "; endfunction"); |
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312 |
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313 if (! daspk_jac) |
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314 { |
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315 if (fcn_name.length ()) |
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316 clear_function (fcn_name); |
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317 daspk_fcn = 0; |
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318 } |
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319 } |
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320 } |
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321 } |
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322 else |
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323 error ("daspk: incorrect number of elements in cell array"); |
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324 } |
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325 |
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326 if (! daspk_fcn && ! f_arg.is_cell ()) |
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327 { |
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328 if (f_arg.is_function_handle () || f_arg.is_inline_function ()) |
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329 daspk_fcn = f_arg.function_value (); |
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330 else |
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331 { |
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332 switch (f_arg.rows ()) |
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333 { |
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334 case 1: |
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335 do |
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336 { |
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337 fcn_name = unique_symbol_name ("__daspk_fcn__"); |
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338 fname = "function y = "; |
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339 fname.append (fcn_name); |
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340 fname.append (" (x, xdot, t) y = "); |
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341 daspk_fcn = extract_function (f_arg, "daspk", fcn_name, |
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342 fname, "; endfunction"); |
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343 } |
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344 while (0); |
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345 break; |
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346 |
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347 case 2: |
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348 { |
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349 string_vector tmp = f_arg.string_vector_value (); |
3912 | 350 |
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351 fcn_name = unique_symbol_name ("__daspk_fcn__"); |
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352 fname = "function y = "; |
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353 fname.append (fcn_name); |
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354 fname.append (" (x, xdot, t) y = "); |
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355 daspk_fcn = extract_function (tmp(0), "daspk", fcn_name, |
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356 fname, "; endfunction"); |
4140 | 357 |
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358 if (daspk_fcn) |
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359 { |
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360 jac_name = unique_symbol_name ("__daspk_jac__"); |
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361 jname = "function jac = "; |
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362 jname.append (jac_name); |
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363 jname.append (" (x, xdot, t, cj) jac = "); |
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364 daspk_jac = extract_function (tmp(1), "daspk", |
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365 jac_name, jname, |
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366 "; endfunction"); |
5729 | 367 |
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368 if (! daspk_jac) |
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369 { |
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370 if (fcn_name.length ()) |
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371 clear_function (fcn_name); |
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372 daspk_fcn = 0; |
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373 } |
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374 } |
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375 } |
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376 } |
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377 } |
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378 } |
4140 | 379 |
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380 if (! daspk_fcn) |
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381 return retval; |
3912 | 382 |
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383 ColumnVector state = args(1).xvector_value ("daspk: initial state X_0 must be a vector"); |
3912 | 384 |
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385 ColumnVector deriv = args(2).xvector_value ("daspk: initial derivatives XDOT_0 must be a vector"); |
3912 | 386 |
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387 ColumnVector out_times = args(3).xvector_value ("daspk: output time variable T must be a vector"); |
3912 | 388 |
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389 ColumnVector crit_times; |
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390 int crit_times_set = 0; |
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391 if (nargin > 4) |
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392 { |
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393 crit_times = args(4).xvector_value ("daspk: list of critical times T_CRIT must be a vector"); |
3912 | 394 |
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395 crit_times_set = 1; |
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396 } |
3912 | 397 |
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398 if (state.numel () != deriv.numel ()) |
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399 error ("daspk: X_0 and XDOT_0 must have the same size"); |
4140 | 400 |
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401 double tzero = out_times (0); |
3912 | 402 |
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403 DAEFunc func (daspk_user_function); |
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404 if (daspk_jac) |
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405 func.set_jacobian_function (daspk_user_jacobian); |
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406 |
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407 DASPK dae (state, deriv, tzero, func); |
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408 dae.set_options (daspk_opts); |
3912 | 409 |
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410 Matrix output; |
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411 Matrix deriv_output; |
3912 | 412 |
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413 if (crit_times_set) |
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414 output = dae.integrate (out_times, deriv_output, crit_times); |
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415 else |
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416 output = dae.integrate (out_times, deriv_output); |
3997 | 417 |
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418 if (fcn_name.length ()) |
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419 clear_function (fcn_name); |
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420 if (jac_name.length ()) |
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421 clear_function (jac_name); |
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422 |
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423 std::string msg = dae.error_message (); |
3912 | 424 |
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425 if (dae.integration_ok ()) |
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426 { |
20892 | 427 retval(0) = output; |
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428 retval(1) = deriv_output; |
3912 | 429 } |
430 else | |
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431 { |
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432 if (nargout < 3) |
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433 error ("daspk: %s", msg.c_str ()); |
20892 | 434 |
435 retval(0) = Matrix (); | |
436 retval(1) = Matrix (); | |
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437 } |
3912 | 438 |
20892 | 439 retval(2) = static_cast<double> (dae.integration_state ()); |
440 retval(3) = msg; | |
441 | |
3912 | 442 return retval; |
443 } |