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1 /* |
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2 |
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3 Copyright (C) 1996, 1997, 2002 John W. Eaton |
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4 |
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5 This file is part of Octave. |
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6 |
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7 Octave is free software; you can redistribute it and/or modify it |
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8 under the terms of the GNU General Public License as published by the |
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9 Free Software Foundation; either version 2, or (at your option) any |
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10 later version. |
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11 |
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12 Octave is distributed in the hope that it will be useful, but WITHOUT |
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13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or |
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14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License |
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15 for more details. |
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16 |
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17 You should have received a copy of the GNU General Public License |
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18 along with Octave; see the file COPYING. If not, write to the Free |
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19 Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA |
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20 02110-1301, USA. |
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21 |
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22 */ |
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23 |
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24 #ifdef HAVE_CONFIG_H |
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25 #include <config.h> |
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26 #endif |
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27 |
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28 #include <string> |
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29 |
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30 #include <iomanip> |
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31 #include <iostream> |
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32 |
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33 #include "DASPK.h" |
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34 |
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35 #include "defun-dld.h" |
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36 #include "error.h" |
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37 #include "gripes.h" |
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38 #include "oct-obj.h" |
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39 #include "ov-fcn.h" |
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40 #include "ov-cell.h" |
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41 #include "pager.h" |
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42 #include "unwind-prot.h" |
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43 #include "utils.h" |
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44 #include "variables.h" |
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45 |
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46 #include "DASPK-opts.cc" |
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47 |
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48 // Global pointer for user defined function required by daspk. |
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49 static octave_function *daspk_fcn; |
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50 |
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51 // Global pointer for optional user defined jacobian function. |
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52 static octave_function *daspk_jac; |
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53 |
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54 // Have we warned about imaginary values returned from user function? |
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55 static bool warned_fcn_imaginary = false; |
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56 static bool warned_jac_imaginary = false; |
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57 |
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58 // Is this a recursive call? |
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59 static int call_depth = 0; |
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60 |
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61 ColumnVector |
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62 daspk_user_function (const ColumnVector& x, const ColumnVector& xdot, |
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63 double t, octave_idx_type& ires) |
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64 { |
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65 ColumnVector retval; |
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66 |
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67 assert (x.capacity () == xdot.capacity ()); |
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68 |
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69 octave_value_list args; |
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70 |
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71 args(2) = t; |
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72 args(1) = xdot; |
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73 args(0) = x; |
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74 |
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75 if (daspk_fcn) |
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76 { |
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77 octave_value_list tmp = daspk_fcn->do_multi_index_op (1, args); |
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78 |
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79 if (error_state) |
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80 { |
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81 gripe_user_supplied_eval ("daspk"); |
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82 return retval; |
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83 } |
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84 |
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85 int tlen = tmp.length (); |
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86 if (tlen > 0 && tmp(0).is_defined ()) |
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87 { |
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88 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
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89 { |
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90 warning ("daspk: ignoring imaginary part returned from user-supplied function"); |
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91 warned_fcn_imaginary = true; |
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92 } |
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93 |
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94 retval = ColumnVector (tmp(0).vector_value ()); |
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95 |
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96 if (tlen > 1) |
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97 ires = tmp(1).int_value (); |
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98 |
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99 if (error_state || retval.length () == 0) |
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100 gripe_user_supplied_eval ("daspk"); |
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101 } |
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102 else |
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103 gripe_user_supplied_eval ("daspk"); |
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104 } |
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105 |
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106 return retval; |
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107 } |
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108 |
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109 Matrix |
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110 daspk_user_jacobian (const ColumnVector& x, const ColumnVector& xdot, |
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111 double t, double cj) |
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112 { |
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113 Matrix retval; |
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114 |
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115 assert (x.capacity () == xdot.capacity ()); |
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116 |
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117 octave_value_list args; |
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118 |
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119 args(3) = cj; |
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120 args(2) = t; |
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121 args(1) = xdot; |
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122 args(0) = x; |
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123 |
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124 if (daspk_jac) |
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125 { |
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126 octave_value_list tmp = daspk_jac->do_multi_index_op (1, args); |
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127 |
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128 if (error_state) |
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129 { |
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130 gripe_user_supplied_eval ("daspk"); |
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131 return retval; |
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132 } |
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133 |
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134 int tlen = tmp.length (); |
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135 if (tlen > 0 && tmp(0).is_defined ()) |
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136 { |
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137 if (! warned_jac_imaginary && tmp(0).is_complex_type ()) |
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138 { |
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139 warning ("daspk: ignoring imaginary part returned from user-supplied jacobian function"); |
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140 warned_jac_imaginary = true; |
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141 } |
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142 |
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143 retval = tmp(0).matrix_value (); |
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144 |
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145 if (error_state || retval.length () == 0) |
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146 gripe_user_supplied_eval ("daspk"); |
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147 } |
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148 else |
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149 gripe_user_supplied_eval ("daspk"); |
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150 } |
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151 |
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152 return retval; |
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153 } |
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154 |
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155 #define DASPK_ABORT() \ |
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156 do \ |
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157 { \ |
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158 unwind_protect::run_frame ("Fdaspk"); \ |
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159 return retval; \ |
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160 } \ |
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161 while (0) |
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162 |
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163 #define DASPK_ABORT1(msg) \ |
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164 do \ |
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165 { \ |
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166 ::error ("daspk: " msg); \ |
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167 DASPK_ABORT (); \ |
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168 } \ |
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169 while (0) |
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170 |
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171 #define DASPK_ABORT2(fmt, arg) \ |
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172 do \ |
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173 { \ |
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174 ::error ("daspk: " fmt, arg); \ |
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175 DASPK_ABORT (); \ |
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176 } \ |
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177 while (0) |
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178 |
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179 DEFUN_DLD (daspk, args, nargout, |
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180 "-*- texinfo -*-\n\ |
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181 @deftypefn {Loadable Function} {[@var{x}, @var{xdot}, @var{istate}, @var{msg}] =} daspk (@var{fcn}, @var{x_0}, @var{xdot_0}, @var{t}, @var{t_crit})\n\ |
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182 Solve the set of differential-algebraic equations\n\ |
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183 @tex\n\ |
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184 $$ 0 = f (x, \\dot{x}, t) $$\n\ |
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185 with\n\ |
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186 $$ x(t_0) = x_0, \\dot{x}(t_0) = \\dot{x}_0 $$\n\ |
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187 @end tex\n\ |
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188 @ifinfo\n\ |
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189 \n\ |
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190 @example\n\ |
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191 0 = f (x, xdot, t)\n\ |
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192 @end example\n\ |
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193 \n\ |
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194 with\n\ |
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195 \n\ |
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196 @example\n\ |
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197 x(t_0) = x_0, xdot(t_0) = xdot_0\n\ |
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198 @end example\n\ |
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199 \n\ |
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200 @end ifinfo\n\ |
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201 The solution is returned in the matrices @var{x} and @var{xdot},\n\ |
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202 with each row in the result matrices corresponding to one of the\n\ |
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203 elements in the vector @var{t}. The first element of @var{t}\n\ |
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204 should be @math{t_0} and correspond to the initial state of the\n\ |
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205 system @var{x_0} and its derivative @var{xdot_0}, so that the first\n\ |
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206 row of the output @var{x} is @var{x_0} and the first row\n\ |
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207 of the output @var{xdot} is @var{xdot_0}.\n\ |
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208 \n\ |
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209 The first argument, @var{fcn}, is a string or a two element cell array\n\ |
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210 of strings, inline or function handle, that names the function, to call\n\ |
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211 to compute the vector of residuals for the set of equations. It must\n\ |
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212 have the form\n\ |
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213 \n\ |
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214 @example\n\ |
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215 @var{res} = f (@var{x}, @var{xdot}, @var{t})\n\ |
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216 @end example\n\ |
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217 \n\ |
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218 @noindent\n\ |
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219 in which @var{x}, @var{xdot}, and @var{res} are vectors, and @var{t} is a\n\ |
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220 scalar.\n\ |
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221 \n\ |
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222 If @var{fcn} is a two-element string array, the first element names\n\ |
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223 the function @math{f} described above, and the second element names\n\ |
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224 a function to compute the modified Jacobian\n\ |
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225 @tex\n\ |
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226 $$\n\ |
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227 J = {\\partial f \\over \\partial x}\n\ |
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228 + c {\\partial f \\over \\partial \\dot{x}}\n\ |
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229 $$\n\ |
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230 @end tex\n\ |
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231 @ifinfo\n\ |
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232 \n\ |
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233 @example\n\ |
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234 df df\n\ |
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235 jac = -- + c ------\n\ |
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236 dx d xdot\n\ |
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237 @end example\n\ |
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238 @end ifinfo\n\ |
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239 \n\ |
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240 The modified Jacobian function must have the form\n\ |
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241 \n\ |
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242 @example\n\ |
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243 \n\ |
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244 @var{jac} = j (@var{x}, @var{xdot}, @var{t}, @var{c})\n\ |
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245 \n\ |
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246 @end example\n\ |
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247 \n\ |
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248 The second and third arguments to @code{daspk} specify the initial\n\ |
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249 condition of the states and their derivatives, and the fourth argument\n\ |
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250 specifies a vector of output times at which the solution is desired,\n\ |
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251 including the time corresponding to the initial condition.\n\ |
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252 \n\ |
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253 The set of initial states and derivatives are not strictly required to\n\ |
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254 be consistent. If they are not consistent, you must use the\n\ |
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255 @code{daspk_options} function to provide additional information so\n\ |
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256 that @code{daspk} can compute a consistent starting point.\n\ |
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257 \n\ |
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258 The fifth argument is optional, and may be used to specify a set of\n\ |
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259 times that the DAE solver should not integrate past. It is useful for\n\ |
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260 avoiding difficulties with singularities and points where there is a\n\ |
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261 discontinuity in the derivative.\n\ |
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262 \n\ |
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263 After a successful computation, the value of @var{istate} will be\n\ |
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264 greater than zero (consistent with the Fortran version of @sc{Daspk}).\n\ |
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265 \n\ |
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266 If the computation is not successful, the value of @var{istate} will be\n\ |
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267 less than zero and @var{msg} will contain additional information.\n\ |
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268 \n\ |
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269 You can use the function @code{daspk_options} to set optional\n\ |
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270 parameters for @code{daspk}.\n\ |
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271 @seealso{dassl}\n\ |
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272 @end deftypefn") |
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273 { |
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274 octave_value_list retval; |
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275 |
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276 warned_fcn_imaginary = false; |
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277 warned_jac_imaginary = false; |
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278 |
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279 unwind_protect::begin_frame ("Fdaspk"); |
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280 |
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281 unwind_protect_int (call_depth); |
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282 call_depth++; |
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283 |
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284 if (call_depth > 1) |
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285 DASPK_ABORT1 ("invalid recursive call"); |
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286 |
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287 int nargin = args.length (); |
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288 |
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289 if (nargin > 3 && nargin < 6) |
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290 { |
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291 std::string fcn_name, fname, jac_name, jname; |
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292 daspk_fcn = 0; |
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293 daspk_jac = 0; |
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294 |
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295 octave_value f_arg = args(0); |
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296 |
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297 if (f_arg.is_cell ()) |
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298 { |
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299 Cell c = f_arg.cell_value (); |
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300 if (c.length() == 1) |
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301 f_arg = c(0); |
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302 else if (c.length() == 2) |
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303 { |
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304 if (c(0).is_function_handle () || c(0).is_inline_function ()) |
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305 daspk_fcn = c(0).function_value (); |
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306 else |
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307 { |
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308 fcn_name = unique_symbol_name ("__daspk_fcn__"); |
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309 fname = "function y = "; |
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310 fname.append (fcn_name); |
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311 fname.append (" (x, xdot, t) y = "); |
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312 daspk_fcn = extract_function |
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313 (c(0), "daspk", fcn_name, fname, "; endfunction"); |
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314 } |
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315 |
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316 if (daspk_fcn) |
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317 { |
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318 if (c(1).is_function_handle () || c(1).is_inline_function ()) |
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319 daspk_jac = c(1).function_value (); |
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320 else |
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321 { |
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322 jac_name = unique_symbol_name ("__daspk_jac__"); |
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323 jname = "function jac = "; |
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324 jname.append(jac_name); |
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325 jname.append (" (x, xdot, t, cj) jac = "); |
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326 daspk_jac = extract_function |
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327 (c(1), "daspk", jac_name, jname, "; endfunction"); |
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328 |
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329 if (!daspk_jac) |
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330 { |
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331 if (fcn_name.length()) |
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332 clear_function (fcn_name); |
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333 daspk_fcn = 0; |
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334 } |
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335 } |
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336 } |
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337 } |
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338 else |
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339 DASPK_ABORT1 ("incorrect number of elements in cell array"); |
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340 } |
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341 |
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342 if (!daspk_fcn && ! f_arg.is_cell()) |
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343 { |
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344 if (f_arg.is_function_handle () || f_arg.is_inline_function ()) |
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345 daspk_fcn = f_arg.function_value (); |
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346 else |
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347 { |
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348 switch (f_arg.rows ()) |
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349 { |
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350 case 1: |
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351 do |
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352 { |
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353 fcn_name = unique_symbol_name ("__daspk_fcn__"); |
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354 fname = "function y = "; |
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355 fname.append (fcn_name); |
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356 fname.append (" (x, xdot, t) y = "); |
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357 daspk_fcn = extract_function |
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358 (f_arg, "daspk", fcn_name, fname, "; endfunction"); |
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359 } |
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360 while (0); |
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361 break; |
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362 |
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363 case 2: |
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364 { |
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365 string_vector tmp = f_arg.all_strings (); |
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366 |
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367 if (! error_state) |
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368 { |
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369 fcn_name = unique_symbol_name ("__daspk_fcn__"); |
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370 fname = "function y = "; |
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371 fname.append (fcn_name); |
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372 fname.append (" (x, xdot, t) y = "); |
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373 daspk_fcn = extract_function |
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374 (tmp(0), "daspk", fcn_name, fname, "; endfunction"); |
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375 |
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376 if (daspk_fcn) |
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377 { |
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378 jac_name = unique_symbol_name ("__daspk_jac__"); |
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379 jname = "function jac = "; |
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380 jname.append(jac_name); |
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381 jname.append (" (x, xdot, t, cj) jac = "); |
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382 daspk_jac = extract_function |
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383 (tmp(1), "daspk", jac_name, jname, |
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384 "; endfunction"); |
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385 |
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386 if (!daspk_jac) |
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387 { |
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388 if (fcn_name.length()) |
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389 clear_function (fcn_name); |
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390 daspk_fcn = 0; |
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391 } |
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392 } |
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393 } |
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394 } |
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395 } |
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396 } |
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397 } |
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398 |
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399 if (error_state || ! daspk_fcn) |
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400 DASPK_ABORT (); |
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401 |
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402 ColumnVector state = ColumnVector (args(1).vector_value ()); |
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403 |
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404 if (error_state) |
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405 DASPK_ABORT1 ("expecting state vector as second argument"); |
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406 |
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407 ColumnVector deriv (args(2).vector_value ()); |
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408 |
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409 if (error_state) |
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410 DASPK_ABORT1 ("expecting derivative vector as third argument"); |
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411 |
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412 ColumnVector out_times (args(3).vector_value ()); |
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413 |
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414 if (error_state) |
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415 DASPK_ABORT1 ("expecting output time vector as fourth argument"); |
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416 |
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417 ColumnVector crit_times; |
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418 int crit_times_set = 0; |
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419 if (nargin > 4) |
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420 { |
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421 crit_times = ColumnVector (args(4).vector_value ()); |
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422 |
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423 if (error_state) |
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424 DASPK_ABORT1 ("expecting critical time vector as fifth argument"); |
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425 |
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426 crit_times_set = 1; |
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427 } |
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428 |
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429 if (state.capacity () != deriv.capacity ()) |
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430 DASPK_ABORT1 ("x and xdot must have the same size"); |
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431 |
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432 double tzero = out_times (0); |
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433 |
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434 DAEFunc func (daspk_user_function); |
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435 if (daspk_jac) |
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436 func.set_jacobian_function (daspk_user_jacobian); |
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437 |
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438 DASPK dae (state, deriv, tzero, func); |
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439 dae.set_options (daspk_opts); |
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440 |
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|
441 Matrix output; |
|
|
442 Matrix deriv_output; |
|
|
443 |
|
|
444 if (crit_times_set) |
|
|
445 output = dae.integrate (out_times, deriv_output, crit_times); |
|
|
446 else |
|
|
447 output = dae.integrate (out_times, deriv_output); |
|
|
448 |
|
5729
|
449 if (fcn_name.length()) |
|
|
450 clear_function (fcn_name); |
|
|
451 if (jac_name.length()) |
|
|
452 clear_function (jac_name); |
|
|
453 |
|
3912
|
454 if (! error_state) |
|
|
455 { |
|
3997
|
456 std::string msg = dae.error_message (); |
|
|
457 |
|
|
458 retval(3) = msg; |
|
|
459 retval(2) = static_cast<double> (dae.integration_state ()); |
|
3912
|
460 |
|
3997
|
461 if (dae.integration_ok ()) |
|
|
462 { |
|
|
463 retval(1) = deriv_output; |
|
|
464 retval(0) = output; |
|
|
465 } |
|
|
466 else |
|
|
467 { |
|
|
468 retval(1) = Matrix (); |
|
|
469 retval(0) = Matrix (); |
|
|
470 |
|
|
471 if (nargout < 3) |
|
|
472 error ("daspk: %s", msg.c_str ()); |
|
|
473 } |
|
3912
|
474 } |
|
|
475 } |
|
|
476 else |
|
|
477 print_usage ("daspk"); |
|
|
478 |
|
|
479 unwind_protect::run_frame ("Fdaspk"); |
|
|
480 |
|
|
481 return retval; |
|
|
482 } |
|
|
483 |
|
|
484 /* |
|
|
485 ;;; Local Variables: *** |
|
|
486 ;;; mode: C++ *** |
|
|
487 ;;; End: *** |
|
|
488 */ |
