annotate liboctave/numeric/LSODE-opts.in @ 31249:de6fc38c78c6

Make Jacobian types offered by dlsode.f accessible by lsode (bug #31626). * liboctave/numeric/LSODE-opts.in: Add options "jacobian type", "lower jacobian subdiagonals", and "upper jacobian subdiagonals". * liboctave/numeric/LSODE.cc (file scope, lsode_j, LSODE::do_integrate (double)): Handle new configurable Jacobian types. * build-aux/mk-opts.pl: Don't implicitly convert to integer in condition.
author Olaf Till <olaf.till@uni-jena.de>
date Fri, 12 Nov 2010 08:53:05 +0100
parents 796f54d4ddbf
children a40c0b7aa376
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1 ########################################################################
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2 ##
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3 ## Copyright (C) 2002-2022 The Octave Project Developers
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4 ##
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5 ## See the file COPYRIGHT.md in the top-level directory of this
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6 ## distribution or <https://octave.org/copyright/>.
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7 ##
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8 ## This file is part of Octave.
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9 ##
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10 ## Octave is free software: you can redistribute it and/or modify it
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11 ## under the terms of the GNU General Public License as published by
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12 ## the Free Software Foundation, either version 3 of the License, or
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13 ## (at your option) any later version.
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14 ##
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15 ## Octave is distributed in the hope that it will be useful, but
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16 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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18 ## GNU General Public License for more details.
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19 ##
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20 ## You should have received a copy of the GNU General Public License
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21 ## along with Octave; see the file COPYING. If not, see
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22 ## <https://www.gnu.org/licenses/>.
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23 ##
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24 ########################################################################
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26 CLASS = "LSODE"
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28 INCLUDE = "ODE.h"
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30 OPTION
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31 NAME = "absolute tolerance"
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32 DOC_ITEM
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33 Absolute tolerance. May be either vector or scalar. If a vector, it
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34 must match the dimension of the state vector.
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37 TYPE = "Array<double>"
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38 SET_ARG_TYPE = "const $TYPE&"
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39 INIT_BODY
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40 $OPTVAR.resize (dim_vector (1, 1));
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41 $OPTVAR(0) = ::sqrt (std::numeric_limits<double>::epsilon ());
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43 SET_CODE
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44 void set_$OPT (double val)
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45 {
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46 $OPTVAR.resize (dim_vector (1, 1));
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47 $OPTVAR(0) = (val > 0.0) ? val : ::sqrt (std::numeric_limits<double>::epsilon ());
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48 m_reset = true;
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49 }
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51 void set_$OPT (const $TYPE& val)
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52 { $OPTVAR = val; m_reset = true; }
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54 END_OPTION
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55
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56 OPTION
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57 NAME = "relative tolerance"
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58 DOC_ITEM
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59 Relative tolerance parameter. Unlike the absolute tolerance, this
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60 parameter may only be a scalar.
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61
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62 The local error test applied at each integration step is
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63
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64 @example
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65 @group
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66 abs (local error in x(i)) <= ...
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67 rtol * abs (y(i)) + atol(i)
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68 @end group
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69 @end example
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71 END_DOC_ITEM
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72 TYPE = "double"
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73 INIT_VALUE = "::sqrt (std::numeric_limits<double>::epsilon ())"
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74 SET_EXPR = "(val > 0.0) ? val : ::sqrt (std::numeric_limits<double>::epsilon ())"
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75 END_OPTION
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76
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77 OPTION
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78 NAME = "integration method"
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79 DOC_ITEM
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80 A string specifying the method of integration to use to solve the ODE
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81 system. Valid values are
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82
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83 @table @asis
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84 @item @qcode{"adams"}
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85 @itemx @qcode{"non-stiff"}
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86 No Jacobian used (even if it is available).
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87
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88 @item @qcode{"bdf"}
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89 @itemx @qcode{"stiff"}
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90 Use stiff backward differentiation formula (BDF) method. If a
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91 function to compute the Jacobian is not supplied, @code{lsode} will
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92 compute a finite difference approximation of the Jacobian matrix.
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93 @end table
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97 SET_ARG_TYPE = "const $TYPE&"
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98 INIT_VALUE = ""stiff""
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99 SET_BODY
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100 if (val == "stiff" || val == "bdf")
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101 $OPTVAR = "stiff";
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102 else if (val == "non-stiff" || val == "adams")
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103 $OPTVAR = "non-stiff";
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104 else
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105 (*current_liboctave_error_handler)
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106 ("lsode_options: method must be \"stiff\", \"bdf\", \"non-stiff\", or \"adams\"");
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108 END_OPTION
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109
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110 OPTION
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111 NAME = "initial step size"
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112 DOC_ITEM
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113 The step size to be attempted on the first step (default is determined
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114 automatically).
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116 END_DOC_ITEM
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117 TYPE = "double"
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118 INIT_VALUE = "-1.0"
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119 SET_EXPR = "(val >= 0.0) ? val : -1.0"
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120 END_OPTION
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121
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122 OPTION
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123 NAME = "maximum order"
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124 DOC_ITEM
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125 Restrict the maximum order of the solution method. If using the Adams
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126 method, this option must be between 1 and 12. Otherwise, it must be
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127 between 1 and 5, inclusive.
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128
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129 END_DOC_ITEM
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130 TYPE = "octave_idx_type"
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131 INIT_VALUE = "-1"
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132 SET_EXPR = "val"
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133 END_OPTION
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134
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135 OPTION
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136 NAME = "maximum step size"
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137 DOC_ITEM
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138 Setting the maximum stepsize will avoid passing over very large
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139 regions (default is not specified).
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140
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141 END_DOC_ITEM
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142 TYPE = "double"
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143 INIT_VALUE = "-1.0"
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144 SET_EXPR = "(val >= 0.0) ? val : -1.0"
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145 END_OPTION
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146
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147 OPTION
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148 NAME = "minimum step size"
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149 DOC_ITEM
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150 The minimum absolute step size allowed (default is 0).
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151
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152 END_DOC_ITEM
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153 TYPE = "double"
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154 INIT_VALUE = "0.0"
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155 SET_EXPR = "(val >= 0.0) ? val : 0.0"
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156 END_OPTION
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157
f6df65db67f9 [project @ 2002-07-24 18:10:39 by jwe]
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158 OPTION
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159 NAME = "step limit"
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160 DOC_ITEM
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161 Maximum number of steps allowed (default is 100000).
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162 END_DOC_ITEM
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163 TYPE = "octave_idx_type"
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164 INIT_VALUE = "100000"
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165 SET_EXPR = "val"
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166 END_OPTION
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167
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168 OPTION
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169 NAME = "jacobian type"
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170 DOC_ITEM
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171 A string specifying the type of Jacobian used with the stiff backward
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172 differentiation formula (BDF) integration method. Valid values are
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173
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174 @table @asis
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175 @item @qcode{"full"}
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176 The default. All partial derivatives are approximated or used from the
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177 user-supplied Jacobian function.
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178
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179 @item @qcode{"banded"}
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180 Only the diagonal and the number of lower and upper subdiagonals specified by
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181 the options @qcode{"lower jacobian subdiagonals"} and @qcode{"upper jacobian
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182 subdiagonals"}, respectively, are approximated or used from the user-supplied
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183 Jacobian function. A user-supplied Jacobian function may set all other
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184 partial derivatives to arbitrary values.
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185
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186 @item @qcode{"diagonal"}
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187 If a Jacobian function is supplied by the user, this setting has no effect.
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188 A Jacobian approximated by @code{lsode} is restricted to the diagonal, where
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189 each partial derivative is computed by applying a finite change to all
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190 elements of the state together; if the real Jacobian is indeed always diagonal,
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191 this has the same effect as applying the finite change only to the respective
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192 element of the state, but is more efficient.
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193 @end table
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194
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195 END_DOC_ITEM
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196 TYPE = "std::string"
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197 SET_ARG_TYPE = "const $TYPE&"
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198 INIT_VALUE = ""full""
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199 SET_BODY
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200 if (val == "full" || val == "banded" || val == "diagonal")
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201 $OPTVAR = val;
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202 else
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203 (*current_liboctave_error_handler)
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204 ("lsode_options: jacobian type must be \"full\", \"banded\", or \"diagonal\"");
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205 END_SET_BODY
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206 END_OPTION
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207
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208 OPTION
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209 NAME = "lower jacobian subdiagonals"
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210 DOC_ITEM
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211 Number of lower subdiagonals used if option @qcode{"jacobian type"} is set to
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212 @qcode{"banded"}. The default is zero.
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213
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214 END_DOC_ITEM
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215 TYPE = "octave_idx_type"
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216 INIT_VALUE = "0"
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217 SET_EXPR = "val"
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218 END_OPTION
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219
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220 OPTION
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221 NAME = "upper jacobian subdiagonals"
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222 DOC_ITEM
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223 Number of upper subdiagonals used if option @qcode{"jacobian type"} is set to
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224 @qcode{"banded"}. The default is zero.
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225
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226 END_DOC_ITEM
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227 TYPE = "octave_idx_type"
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228 INIT_VALUE = "0"
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229 SET_EXPR = "val"
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230 END_OPTION