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1 /* |
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2 |
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3 Copyright (C) 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, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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20 |
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21 */ |
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22 |
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23 #ifdef HAVE_CONFIG_H |
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24 #include <config.h> |
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25 #endif |
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26 |
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27 #include <string> |
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28 |
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29 #include <iostream.h> |
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30 |
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31 #include "DASRT.h" |
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32 #include "lo-mappers.h" |
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33 |
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34 #include "defun-dld.h" |
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35 #include "error.h" |
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36 #include "gripes.h" |
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37 #include "oct-obj.h" |
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38 #include "ov-fcn.h" |
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39 #include "pager.h" |
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40 #include "parse.h" |
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41 #include "unwind-prot.h" |
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42 #include "utils.h" |
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43 #include "variables.h" |
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44 |
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45 // Global pointers for user defined function required by dassl. |
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46 static octave_function *dasrt_f; |
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47 static octave_function *dasrt_j; |
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48 static octave_function *dasrt_cf; |
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49 |
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50 static DASRT_options dasrt_opts; |
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51 |
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52 // Is this a recursive call? |
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53 static int call_depth = 0; |
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54 |
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55 static ColumnVector |
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56 dasrt_user_f (const ColumnVector& x, const ColumnVector& xprime, |
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57 double t, int& ires) |
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58 { |
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59 ColumnVector retval; |
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60 |
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61 octave_value_list args; |
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62 |
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63 int n = x.length (); |
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64 |
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65 args(2) = t; |
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66 |
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67 if (n > 1) |
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68 { |
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69 args(1) = xprime; |
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70 args(0) = x; |
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71 } |
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72 else if (n == 1) |
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73 { |
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74 args(1) = xprime(0); |
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75 args(0) = x(0); |
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76 } |
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77 else |
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78 { |
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79 args(1) = Matrix (); |
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80 args(0) = Matrix (); |
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81 } |
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82 |
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83 if (dasrt_f) |
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84 { |
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85 octave_value_list tmp = dasrt_f->do_multi_index_op (1, args); |
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86 |
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87 if (error_state) |
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88 { |
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89 gripe_user_supplied_eval ("dasrt"); |
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90 return retval; |
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91 } |
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92 |
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93 if (tmp.length () > 0 && tmp(0).is_defined ()) |
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94 { |
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95 retval = ColumnVector (tmp(0).vector_value ()); |
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96 |
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97 if (error_state || retval.length () == 0) |
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98 gripe_user_supplied_eval ("dasrt"); |
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99 } |
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100 else |
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101 gripe_user_supplied_eval ("dasrt"); |
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102 } |
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103 |
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104 return retval; |
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105 } |
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106 |
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107 static ColumnVector |
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108 dasrt_user_cf (const ColumnVector& x, double t) |
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109 { |
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110 ColumnVector retval; |
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111 |
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112 octave_value_list args; |
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113 |
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114 int n = x.length (); |
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115 |
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116 if (n > 1) |
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117 args(0) = x; |
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118 else if (n == 1) |
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119 args(0) = x(0); |
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120 else |
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121 args(0) = Matrix (); |
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122 |
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123 args(1) = t; |
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124 |
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125 if (dasrt_cf) |
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126 { |
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127 octave_value_list tmp = dasrt_cf->do_multi_index_op (1, args); |
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128 |
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129 if (error_state) |
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130 { |
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131 gripe_user_supplied_eval ("dasrt"); |
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132 return retval; |
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133 } |
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134 |
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135 if (tmp.length () > 0 && tmp(0).is_defined ()) |
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136 { |
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137 retval = ColumnVector (tmp(0).vector_value ()); |
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138 |
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139 if (error_state || retval.length () == 0) |
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140 gripe_user_supplied_eval ("dasrt"); |
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141 } |
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142 else |
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143 gripe_user_supplied_eval ("dasrt"); |
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144 } |
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145 |
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146 return retval; |
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147 } |
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148 |
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149 static Matrix |
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150 dasrt_user_j (const ColumnVector& x, const ColumnVector& xdot, |
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151 double t, double cj) |
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152 { |
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153 Matrix retval; |
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154 |
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155 int nstates = x.capacity (); |
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156 |
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157 assert (nstates == xdot.capacity ()); |
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158 |
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159 octave_value_list args; |
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160 |
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161 args(3) = cj; |
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162 args(2) = t; |
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163 |
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164 if (nstates > 1) |
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165 { |
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166 Matrix m1 (nstates, 1); |
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167 Matrix m2 (nstates, 1); |
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168 for (int i = 0; i < nstates; i++) |
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169 { |
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170 m1 (i, 0) = x (i); |
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171 m2 (i, 0) = xdot (i); |
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172 } |
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173 octave_value state (m1); |
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174 octave_value deriv (m2); |
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175 args(1) = deriv; |
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176 args(0) = state; |
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177 } |
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178 else |
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179 { |
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180 double d1 = x (0); |
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181 double d2 = xdot (0); |
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182 octave_value state (d1); |
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183 octave_value deriv (d2); |
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184 args(1) = deriv; |
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185 args(0) = state; |
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186 } |
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187 |
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188 if (dasrt_j) |
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189 { |
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190 octave_value_list tmp = dasrt_j->do_multi_index_op (1, args); |
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191 |
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192 if (error_state) |
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193 { |
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194 gripe_user_supplied_eval ("dasrt"); |
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195 return retval; |
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196 } |
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197 |
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198 int tlen = tmp.length (); |
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199 if (tlen > 0 && tmp(0).is_defined ()) |
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200 { |
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201 retval = tmp(0).matrix_value (); |
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202 |
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203 if (error_state || retval.length () == 0) |
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204 gripe_user_supplied_eval ("dasrt"); |
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205 } |
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206 else |
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207 gripe_user_supplied_eval ("dasrt"); |
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208 } |
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209 |
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210 return retval; |
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211 } |
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212 |
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213 #define DASRT_ABORT \ |
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214 do \ |
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215 { \ |
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216 unwind_protect::run_frame ("Fdasrt"); \ |
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217 return retval; \ |
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218 } \ |
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219 while (0) |
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220 |
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221 #define DASRT_ABORT1(msg) \ |
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222 do \ |
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223 { \ |
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224 ::error ("dasrt: " ## msg); \ |
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225 DASRT_ABORT; \ |
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226 } \ |
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227 while (0) |
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228 |
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229 #define DASRT_ABORT2(fmt, arg) \ |
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230 do \ |
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231 { \ |
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232 ::error ("dasrt: " ## fmt, arg); \ |
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233 DASRT_ABORT; \ |
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234 } \ |
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235 while (0) |
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236 |
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237 DEFUN_DLD (dasrt, args, , |
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238 "-*- texinfo -*-\n\ |
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239 @deftypefn {Loadable Function} {[@var{x}, @var{xdot}, @var{t}] =} dasrt (@var{fj} [, @var{g}], @var{x_0}, @var{xdot_0}, @var{t_out} [, @var{t_crit}])\n\ |
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240 Solve a system of differential/algebraic equations with functional\n\ |
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241 stopping criteria.\n\ |
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242 \n\ |
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243 The function to be integrated must be of the form:\n\ |
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244 @example\n\ |
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245 @var{res} = f (@var{x}, @var{xdot}, @var{t}) = 0\n\ |
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246 @end example\n\ |
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247 \n\ |
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248 The stopping condition must be of the form:\n\ |
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249 \n\ |
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250 @example\n\ |
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251 @var{res} = g (@var{x}, @var{t}) = 0\n\ |
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252 @end example\n\ |
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253 \n\ |
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254 The Jacobian (if included) must be of the form:\n\ |
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255 \n\ |
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256 @example\n\ |
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257 @var{jac} = j (@var{x}, @var{xdot}, @var{t}, @var{cj})\n\ |
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258 = df/dx + cj*df/dxdot\n\ |
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259 @end example\n\ |
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260 \n\ |
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261 @noindent\n\ |
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262 The following inputs are entered:\n\ |
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263 \n\ |
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264 @table @var\n\ |
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265 @item fj\n\ |
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266 The string vector containing either @var{f} or both @var{f} and @var{j}.\n\ |
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267 \n\ |
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268 @item f\n\ |
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269 The function to be integrated.\n\ |
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270 \n\ |
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271 @item g\n\ |
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272 The function with the stopping conditions.\n\ |
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273 \n\ |
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274 @item j\n\ |
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275 The optional Jacobian function. If not included, it will be approximated\n\ |
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276 by finite differences.\n\ |
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277 \n\ |
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278 @item x_0\n\ |
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279 The initial state.\n\ |
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280 \n\ |
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281 @item xdot_0\n\ |
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282 The time derivative of the initial state.\n\ |
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283 \n\ |
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284 @item t_out\n\ |
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285 The times at which the solution should be returned. This vector should\n\ |
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286 include the initial time a the first value.\n\ |
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287 \n\ |
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288 @item t_crit\n\ |
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289 The times at which the function is non-smooth or poorly behaved.\n\ |
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290 \n\ |
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291 @end table\n\ |
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292 \n\ |
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293 @noindent\n\ |
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294 The following outputs are returned:\n\ |
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295 \n\ |
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296 @table @var\n\ |
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297 @item x\n\ |
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298 The states at each time in @var{t}.\n\ |
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299 \n\ |
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300 @item xdot\n\ |
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301 The time derivative of the states at each time in @var{t}.\n\ |
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302 \n\ |
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303 @item t\n\ |
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304 All the times in the requested output time vector up to the stopping\n\ |
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305 criteria. The time at which the stopping criteria is achieved is returned\n\ |
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306 as the last time in the vector.\n\ |
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307 @end table\n\ |
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308 \n\ |
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309 You can use the function @code{dasrt_options} to set optional\n\ |
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310 parameters for @code{dasrt}.\n\ |
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311 @end deftypefn") |
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312 { |
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313 octave_value_list retval; |
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314 |
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315 unwind_protect::begin_frame ("Fdasrt"); |
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316 |
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317 unwind_protect_int (call_depth); |
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318 call_depth++; |
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319 |
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320 if (call_depth > 1) |
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321 DASRT_ABORT1 ("invalid recursive call"); |
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322 |
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323 int argp = 0; |
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324 |
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325 int nargin = args.length (); |
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326 |
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327 if (nargin < 4 || nargin > 6) |
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328 { |
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329 print_usage ("dasrt"); |
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330 unwind_protect::run_frame ("Fdasrt"); |
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331 return retval; |
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332 } |
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333 |
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334 dasrt_f = 0; |
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335 dasrt_j = 0; |
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336 dasrt_cf = 0; |
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337 |
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338 // Check all the arguments. Are they the right animals? |
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339 |
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340 // Here's where I take care of f and j in one shot: |
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341 |
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342 octave_value f_arg = args(0); |
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343 |
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344 switch (f_arg.rows ()) |
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345 { |
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346 case 1: |
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347 dasrt_f = extract_function |
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348 (args(0), "dasrt", "__dasrt_fcn__", |
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349 "function res = __dasrt_fcn__ (x, xdot, t) res = ", |
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350 "; endfunction"); |
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351 break; |
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352 |
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353 case 2: |
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354 { |
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355 string_vector tmp = args(0).all_strings (); |
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356 |
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357 if (! error_state) |
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358 { |
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359 dasrt_f = extract_function |
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360 (tmp(0), "dasrt", "__dasrt_fcn__", |
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361 "function res = __dasrt_fcn__ (x, xdot, t) res = ", |
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362 "; endfunction"); |
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363 |
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364 if (dasrt_f) |
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365 { |
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366 dasrt_j = extract_function |
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367 (tmp(1), "dasrt", "__dasrt_jac__", |
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368 "function jac = __dasrt_jac__ (x, xdot, t, cj) jac = ", |
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369 "; endfunction"); |
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370 |
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371 if (! dasrt_j) |
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372 dasrt_f = 0; |
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373 } |
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374 } |
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375 } |
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376 break; |
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377 |
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378 default: |
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379 DASRT_ABORT1 |
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380 ("first arg should be a string or 2-element string array"); |
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381 } |
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382 |
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383 if (error_state || (! dasrt_f)) |
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384 DASRT_ABORT; |
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385 |
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386 DAERTFunc func (dasrt_user_f); |
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387 |
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388 argp++; |
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389 |
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390 if (args(1).is_string ()) |
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391 { |
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392 dasrt_cf = is_valid_function (args(1), "dasrt", true); |
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393 |
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394 if (! dasrt_cf) |
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395 DASRT_ABORT1 ("expecting function name as argument 2"); |
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396 |
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397 argp++; |
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398 |
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399 func.set_constraint_function (dasrt_user_cf); |
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400 } |
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401 |
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402 ColumnVector state (args(argp++).vector_value ()); |
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403 |
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404 if (error_state) |
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405 DASRT_ABORT2 ("expecting state vector as argument %d", argp); |
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406 |
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407 ColumnVector stateprime (args(argp++).vector_value ()); |
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408 |
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409 if (error_state) |
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410 DASRT_ABORT2 |
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411 ("expecting time derivative of state vector as argument %d", argp); |
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412 |
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413 ColumnVector old_out_times (args(argp++).vector_value ()); |
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414 |
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415 if (error_state) |
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416 DASRT_ABORT2 |
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417 ("expecting output time vector as %s argument %d", argp); |
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418 |
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419 double tzero = old_out_times (0); |
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420 |
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421 int ol = old_out_times.length (); |
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422 |
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423 ColumnVector out_times (ol-1, 0.0); |
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424 |
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425 for (int i = 1; i < ol; i++) |
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426 out_times(i-1) = old_out_times(i); |
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427 |
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428 ColumnVector crit_times; |
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429 |
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430 bool crit_times_set = false; |
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431 |
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432 if (argp < nargin) |
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433 { |
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434 crit_times = ColumnVector (args(argp++).vector_value ()); |
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435 |
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436 if (error_state) |
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437 DASRT_ABORT2 |
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438 ("expecting critical time vector as argument %d", argp); |
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439 |
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440 crit_times_set = true; |
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441 } |
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442 |
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443 if (dasrt_j) |
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444 func.set_jacobian_function (dasrt_user_j); |
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445 |
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446 DASRT_result output; |
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447 |
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448 DASRT dae = DASRT (state, stateprime, tzero, func); |
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449 |
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450 dae.copy (dasrt_opts); |
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451 |
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452 if (error_state) |
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453 DASRT_ABORT1 ("something is wrong"); |
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454 |
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455 if (crit_times_set) |
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456 output = dae.integrate (out_times, crit_times); |
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457 else |
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458 output = dae.integrate (out_times); |
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459 |
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460 if (! error_state) |
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461 { |
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462 ColumnVector old_output_times = output.times (); |
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463 |
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464 Matrix old_output_deriv = output.deriv (); |
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465 Matrix old_output_state = output.state (); |
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466 |
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467 int lstuff = old_output_times.length (); |
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468 int lstate = state.length (); |
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469 |
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470 ColumnVector output_times (lstuff+1, 0.0); |
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471 |
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472 Matrix output_deriv (lstuff+1, lstate, 0.0); |
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473 Matrix output_state (lstuff+1, lstate, 0.0); |
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474 |
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475 output_times(0) = tzero; |
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476 |
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477 for (int i = 0; i < lstate; i++) |
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478 { |
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479 output_deriv(0,i) = stateprime(i); |
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480 output_state(0,i) = state(i); |
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481 } |
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482 |
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483 for (int i = 0; i < lstuff; i++) |
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484 { |
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3992
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485 output_times(i+1) = old_output_times(i); |
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3990
|
486 |
|
3992
|
487 for (int j = 0; j < lstate; j++) |
|
3990
|
488 { |
|
3992
|
489 output_deriv(i+1,j) = old_output_deriv(i,j); |
|
|
490 output_state(i+1,j) = old_output_state(i,j); |
|
3990
|
491 } |
|
|
492 } |
|
|
493 |
|
|
494 retval(2) = output_times; |
|
|
495 retval(1) = output_deriv; |
|
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496 retval(0) = output_state; |
|
|
497 } |
|
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498 else |
|
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499 { |
|
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500 DASRT_ABORT1("something wicked has occurred!"); |
|
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501 // print_usage ("dasrt"); |
|
|
502 } |
|
|
503 |
|
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504 unwind_protect::run_frame ("Fdasrt"); |
|
|
505 |
|
|
506 return retval; |
|
|
507 } |
|
|
508 |
|
|
509 typedef void (DASRT_options::*d_set_opt_mf) (double); |
|
|
510 typedef void (DASRT_options::*i_set_opt_mf) (int); |
|
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511 typedef double (DASRT_options::*d_get_opt_mf) (void); |
|
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512 typedef int (DASRT_options::*i_get_opt_mf) (void); |
|
|
513 |
|
|
514 #define MAX_TOKENS 3 |
|
|
515 |
|
|
516 struct DASRT_OPTIONS |
|
|
517 { |
|
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518 const char *keyword; |
|
|
519 const char *kw_tok[MAX_TOKENS + 1]; |
|
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520 int min_len[MAX_TOKENS + 1]; |
|
|
521 int min_toks_to_match; |
|
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522 d_set_opt_mf d_set_fcn; |
|
|
523 i_set_opt_mf i_set_fcn; |
|
|
524 d_get_opt_mf d_get_fcn; |
|
|
525 i_get_opt_mf i_get_fcn; |
|
|
526 }; |
|
|
527 |
|
|
528 static DASRT_OPTIONS dasrt_option_table [] = |
|
|
529 { |
|
|
530 { "absolute tolerance", |
|
|
531 { "absolute", "tolerance", 0, 0, }, |
|
|
532 { 1, 0, 0, 0, }, 1, |
|
|
533 &DASRT_options::set_absolute_tolerance, 0, |
|
|
534 &DASRT_options::absolute_tolerance, 0, }, |
|
|
535 |
|
|
536 { "initial step size", |
|
|
537 { "initial", "step", "size", 0, }, |
|
|
538 { 1, 0, 0, 0, }, 1, |
|
|
539 &DASRT_options::set_initial_step_size, 0, |
|
|
540 &DASRT_options::initial_step_size, 0, }, |
|
|
541 |
|
|
542 { "maximum step size", |
|
|
543 { "maximum", "step", "size", 0, }, |
|
|
544 { 2, 0, 0, 0, }, 1, |
|
|
545 &DASRT_options::set_maximum_step_size, 0, |
|
|
546 &DASRT_options::maximum_step_size, 0, }, |
|
|
547 |
|
|
548 { "minimum step size", |
|
|
549 { "minimum", "step", "size", 0, }, |
|
|
550 { 2, 0, 0, 0, }, 1, |
|
|
551 &DASRT_options::set_minimum_step_size, 0, |
|
|
552 &DASRT_options::minimum_step_size, 0, }, |
|
|
553 |
|
|
554 { "relative tolerance", |
|
|
555 { "relative", "tolerance", 0, 0, }, |
|
|
556 { 1, 0, 0, 0, }, 1, |
|
|
557 &DASRT_options::set_relative_tolerance, 0, |
|
|
558 &DASRT_options::relative_tolerance, 0, }, |
|
|
559 |
|
|
560 { "step limit", |
|
|
561 { "step", "limit", 0, 0, }, |
|
|
562 { 1, 0, 0, 0, }, 1, |
|
|
563 0, &DASRT_options::set_step_limit, |
|
|
564 0, &DASRT_options::step_limit, }, |
|
|
565 |
|
|
566 { 0, |
|
|
567 { 0, 0, 0, 0, }, |
|
|
568 { 0, 0, 0, 0, }, 0, |
|
|
569 0, 0, 0, 0, }, |
|
|
570 }; |
|
|
571 |
|
|
572 static void |
|
|
573 print_dasrt_option_list (ostream& os) |
|
|
574 { |
|
|
575 print_usage ("dasrt_options", 1); |
|
|
576 |
|
|
577 os << "\n" |
|
|
578 << "Options for dasrt include:\n\n" |
|
|
579 << " keyword value\n" |
|
|
580 << " ------- -----\n\n"; |
|
|
581 |
|
|
582 DASRT_OPTIONS *list = dasrt_option_table; |
|
|
583 |
|
|
584 const char *keyword; |
|
|
585 while ((keyword = list->keyword) != 0) |
|
|
586 { |
|
|
587 os.form (" %-40s ", keyword); |
|
|
588 |
|
|
589 if (list->d_get_fcn) |
|
|
590 { |
|
|
591 double val = (dasrt_opts.*list->d_get_fcn) (); |
|
|
592 if (val < 0.0) |
|
|
593 os << "computed automatically"; |
|
|
594 else |
|
|
595 os << val; |
|
|
596 } |
|
|
597 else |
|
|
598 { |
|
|
599 int val = (dasrt_opts.*list->i_get_fcn) (); |
|
|
600 if (val < 0) |
|
|
601 os << "computed automatically"; |
|
|
602 else |
|
|
603 os << val; |
|
|
604 } |
|
|
605 os << "\n"; |
|
|
606 list++; |
|
|
607 } |
|
|
608 |
|
|
609 os << "\n"; |
|
|
610 } |
|
|
611 |
|
|
612 static void |
|
|
613 set_dasrt_option (const string& keyword, double val) |
|
|
614 { |
|
|
615 DASRT_OPTIONS *list = dasrt_option_table; |
|
|
616 |
|
|
617 while (list->keyword != 0) |
|
|
618 { |
|
|
619 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
|
|
620 list->min_toks_to_match, MAX_TOKENS)) |
|
|
621 { |
|
|
622 if (list->d_set_fcn) |
|
|
623 (dasrt_opts.*list->d_set_fcn) (val); |
|
|
624 else |
|
|
625 { |
|
|
626 if (xisnan (val)) |
|
|
627 { |
|
|
628 error ("dasrt_options: %s: expecting integer, found NaN", |
|
|
629 keyword.c_str ()); |
|
|
630 } |
|
|
631 else |
|
|
632 (dasrt_opts.*list->i_set_fcn) (NINT (val)); |
|
|
633 } |
|
|
634 return; |
|
|
635 } |
|
|
636 list++; |
|
|
637 } |
|
|
638 |
|
|
639 warning ("dasrt_options: no match for `%s'", keyword.c_str ()); |
|
|
640 } |
|
|
641 |
|
|
642 static octave_value_list |
|
|
643 show_dasrt_option (const string& keyword) |
|
|
644 { |
|
|
645 octave_value retval; |
|
|
646 |
|
|
647 DASRT_OPTIONS *list = dasrt_option_table; |
|
|
648 |
|
|
649 while (list->keyword != 0) |
|
|
650 { |
|
|
651 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
|
|
652 list->min_toks_to_match, MAX_TOKENS)) |
|
|
653 { |
|
|
654 if (list->d_get_fcn) |
|
|
655 { |
|
|
656 double val = (dasrt_opts.*list->d_get_fcn) (); |
|
|
657 if (val < 0.0) |
|
|
658 retval = "computed automatically"; |
|
|
659 else |
|
|
660 retval = val; |
|
|
661 } |
|
|
662 else |
|
|
663 { |
|
|
664 int val = (dasrt_opts.*list->i_get_fcn) (); |
|
|
665 if (val < 0) |
|
|
666 retval = "computed automatically"; |
|
|
667 else |
|
|
668 retval = static_cast<double> (val); |
|
|
669 } |
|
|
670 |
|
|
671 return retval; |
|
|
672 } |
|
|
673 list++; |
|
|
674 } |
|
|
675 |
|
|
676 warning ("dasrt_options: no match for `%s'", keyword.c_str ()); |
|
|
677 |
|
|
678 return retval; |
|
|
679 } |
|
|
680 |
|
|
681 DEFUN_DLD (dasrt_options, args, , |
|
|
682 "dasrt_options (KEYWORD, VALUE)\n\ |
|
|
683 \n\ |
|
|
684 Set or show options for dasrt. Keywords may be abbreviated\n\ |
|
|
685 to the shortest match.") |
|
|
686 { |
|
|
687 octave_value_list retval; |
|
|
688 |
|
|
689 int nargin = args.length (); |
|
|
690 |
|
|
691 if (nargin == 0) |
|
|
692 { |
|
|
693 print_dasrt_option_list (octave_stdout); |
|
|
694 return retval; |
|
|
695 } |
|
|
696 else if (nargin == 1 || nargin == 2) |
|
|
697 { |
|
|
698 string keyword = args(0).string_value (); |
|
|
699 |
|
|
700 if (! error_state) |
|
|
701 { |
|
|
702 if (nargin == 1) |
|
|
703 return show_dasrt_option (keyword); |
|
|
704 else |
|
|
705 { |
|
|
706 double val = args(1).double_value (); |
|
|
707 |
|
|
708 if (! error_state) |
|
|
709 { |
|
|
710 set_dasrt_option (keyword, val); |
|
|
711 return retval; |
|
|
712 } |
|
|
713 } |
|
|
714 } |
|
|
715 } |
|
|
716 |
|
|
717 print_usage ("dasrt_options"); |
|
|
718 |
|
|
719 return retval; |
|
|
720 } |
|
|
721 |
|
|
722 /* |
|
|
723 ;;; Local Variables: *** |
|
|
724 ;;; mode: C++ *** |
|
|
725 ;;; End: *** |
|
|
726 */ |
