diff src/corefcn/dasrt.cc @ 15039:e753177cde93

maint: Move non-dynamically linked functions from DLD-FUNCTIONS/ to corefcn/ directory * __contourc__.cc, __dispatch__.cc, __lin_interpn__.cc, __pchip_deriv__.cc, __qp__.cc, balance.cc, besselj.cc, betainc.cc, bsxfun.cc, cellfun.cc, colloc.cc, conv2.cc, daspk.cc, dasrt.cc, dassl.cc, det.cc, dlmread.cc, dot.cc, eig.cc, fft.cc, fft2.cc, fftn.cc, filter.cc, find.cc, gammainc.cc, gcd.cc, getgrent.cc, getpwent.cc, getrusage.cc, givens.cc, hess.cc, hex2num.cc, inv.cc, kron.cc, lookup.cc, lsode.cc, lu.cc, luinc.cc, matrix_type.cc, max.cc, md5sum.cc, mgorth.cc, nproc.cc, pinv.cc, quad.cc, quadcc.cc, qz.cc, rand.cc, rcond.cc, regexp.cc, schur.cc, spparms.cc, sqrtm.cc, str2double.cc, strfind.cc, sub2ind.cc, svd.cc, syl.cc, time.cc, tril.cc, typecast.cc: Move functions from DLD-FUNCTIONS/ to corefcn/ directory. Include "defun.h", not "defun-dld.h". Change docstring to refer to these as "Built-in Functions". * build-aux/mk-opts.pl: Generate options code with '#include "defun.h"'. Change option docstrings to refer to these as "Built-in Functions". * corefcn/module.mk: List of functions to build in corefcn/ dir. * DLD-FUNCTIONS/config-module.awk: Update to new build system. * DLD-FUNCTIONS/module-files: Remove functions which are now in corefcn/ directory. * src/Makefile.am: Update to build "convenience library" in corefcn/. Octave program now links against all other libraries + corefcn libary. * src/find-defun-files.sh: Strip $srcdir from filename. * src/link-deps.mk: Add REGEX and FFTW link dependencies for liboctinterp. * type.m, which.m: Change failing tests to use 'amd', still a dynamic function, rather than 'dot', which isn't.
author Rik <rik@octave.org>
date Fri, 27 Jul 2012 15:35:00 -0700
parents src/DLD-FUNCTIONS/dasrt.cc@5ae9f0f77635
children
line wrap: on
line diff
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/src/corefcn/dasrt.cc	Fri Jul 27 15:35:00 2012 -0700
@@ -0,0 +1,590 @@
+/*
+
+Copyright (C) 2002-2012 John W. Eaton
+
+This file is part of Octave.
+
+Octave is free software; you can redistribute it and/or modify it
+under the terms of the GNU General Public License as published by the
+Free Software Foundation; either version 3 of the License, or (at your
+option) any later version.
+
+Octave is distributed in the hope that it will be useful, but WITHOUT
+ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
+for more details.
+
+You should have received a copy of the GNU General Public License
+along with Octave; see the file COPYING.  If not, see
+<http://www.gnu.org/licenses/>.
+
+*/
+
+#ifdef HAVE_CONFIG_H
+#include <config.h>
+#endif
+
+#include <iostream>
+#include <string>
+
+#include "DASRT.h"
+#include "lo-mappers.h"
+
+#include "defun.h"
+#include "error.h"
+#include "gripes.h"
+#include "oct-obj.h"
+#include "ov-fcn.h"
+#include "ov-cell.h"
+#include "pager.h"
+#include "parse.h"
+#include "unwind-prot.h"
+#include "utils.h"
+#include "variables.h"
+
+#include "DASRT-opts.cc"
+
+// Global pointers for user defined function required by dasrt.
+static octave_function *dasrt_f;
+static octave_function *dasrt_j;
+static octave_function *dasrt_cf;
+
+// Have we warned about imaginary values returned from user function?
+static bool warned_fcn_imaginary = false;
+static bool warned_jac_imaginary = false;
+static bool warned_cf_imaginary = false;
+
+// Is this a recursive call?
+static int call_depth = 0;
+
+static ColumnVector
+dasrt_user_f (const ColumnVector& x, const ColumnVector& xdot,
+              double t, octave_idx_type&)
+{
+  ColumnVector retval;
+
+  assert (x.capacity () == xdot.capacity ());
+
+  octave_value_list args;
+
+  args(2) = t;
+  args(1) = xdot;
+  args(0) = x;
+
+  if (dasrt_f)
+    {
+      octave_value_list tmp = dasrt_f->do_multi_index_op (1, args);
+
+      if (error_state)
+        {
+          gripe_user_supplied_eval ("dasrt");
+          return retval;
+        }
+
+      if (tmp.length () > 0 && tmp(0).is_defined ())
+        {
+          if (! warned_fcn_imaginary && tmp(0).is_complex_type ())
+            {
+              warning ("dasrt: ignoring imaginary part returned from user-supplied function");
+              warned_fcn_imaginary = true;
+            }
+
+          retval = ColumnVector (tmp(0).vector_value ());
+
+          if (error_state || retval.length () == 0)
+            gripe_user_supplied_eval ("dasrt");
+        }
+      else
+        gripe_user_supplied_eval ("dasrt");
+    }
+
+  return retval;
+}
+
+static ColumnVector
+dasrt_user_cf (const ColumnVector& x, double t)
+{
+  ColumnVector retval;
+
+  octave_value_list args;
+
+  args(1) = t;
+  args(0) = x;
+
+  if (dasrt_cf)
+    {
+      octave_value_list tmp = dasrt_cf->do_multi_index_op (1, args);
+
+      if (error_state)
+        {
+          gripe_user_supplied_eval ("dasrt");
+          return retval;
+        }
+
+      if (tmp.length () > 0 && tmp(0).is_defined ())
+        {
+          if (! warned_cf_imaginary && tmp(0).is_complex_type ())
+            {
+              warning ("dasrt: ignoring imaginary part returned from user-supplied constraint function");
+              warned_cf_imaginary = true;
+            }
+
+          retval = ColumnVector (tmp(0).vector_value ());
+
+          if (error_state || retval.length () == 0)
+            gripe_user_supplied_eval ("dasrt");
+        }
+      else
+        gripe_user_supplied_eval ("dasrt");
+    }
+
+  return retval;
+}
+
+static Matrix
+dasrt_user_j (const ColumnVector& x, const ColumnVector& xdot,
+              double t, double cj)
+{
+  Matrix retval;
+
+  assert (x.capacity () == xdot.capacity ());
+
+  octave_value_list args;
+
+  args(3) = cj;
+  args(2) = t;
+  args(1) = xdot;
+  args(0) = x;
+
+  if (dasrt_j)
+    {
+      octave_value_list tmp = dasrt_j->do_multi_index_op (1, args);
+
+      if (error_state)
+        {
+          gripe_user_supplied_eval ("dasrt");
+          return retval;
+        }
+
+      int tlen = tmp.length ();
+      if (tlen > 0 && tmp(0).is_defined ())
+        {
+          if (! warned_jac_imaginary && tmp(0).is_complex_type ())
+            {
+              warning ("dasrt: ignoring imaginary part returned from user-supplied jacobian function");
+              warned_jac_imaginary = true;
+            }
+
+          retval = tmp(0).matrix_value ();
+
+          if (error_state || retval.length () == 0)
+            gripe_user_supplied_eval ("dasrt");
+        }
+      else
+        gripe_user_supplied_eval ("dasrt");
+    }
+
+  return retval;
+}
+
+#define DASRT_ABORT \
+  return retval
+
+#define DASRT_ABORT1(msg) \
+  do \
+    { \
+      ::error ("dasrt: " msg); \
+      DASRT_ABORT; \
+    } \
+  while (0)
+
+#define DASRT_ABORT2(fmt, arg) \
+  do \
+    { \
+      ::error ("dasrt: " fmt, arg); \
+      DASRT_ABORT; \
+    } \
+  while (0)
+
+DEFUN (dasrt, args, nargout,
+  "-*- texinfo -*-\n\
+@deftypefn  {Built-in Function} {[@var{x}, @var{xdot}, @var{t_out}, @var{istat}, @var{msg}] =} dasrt (@var{fcn}, [], @var{x_0}, @var{xdot_0}, @var{t})\n\
+@deftypefnx {Built-in Function} {@dots{} =} dasrt (@var{fcn}, @var{g}, @var{x_0}, @var{xdot_0}, @var{t})\n\
+@deftypefnx {Built-in Function} {@dots{} =} dasrt (@var{fcn}, [], @var{x_0}, @var{xdot_0}, @var{t}, @var{t_crit})\n\
+@deftypefnx {Built-in Function} {@dots{} =} dasrt (@var{fcn}, @var{g}, @var{x_0}, @var{xdot_0}, @var{t}, @var{t_crit})\n\
+Solve the set of differential-algebraic equations\n\
+@tex\n\
+$$ 0 = f (x, \\dot{x}, t) $$\n\
+with\n\
+$$ x(t_0) = x_0, \\dot{x}(t_0) = \\dot{x}_0 $$\n\
+@end tex\n\
+@ifnottex\n\
+\n\
+@example\n\
+0 = f (x, xdot, t)\n\
+@end example\n\
+\n\
+@noindent\n\
+with\n\
+\n\
+@example\n\
+x(t_0) = x_0, xdot(t_0) = xdot_0\n\
+@end example\n\
+\n\
+@end ifnottex\n\
+with functional stopping criteria (root solving).\n\
+\n\
+The solution is returned in the matrices @var{x} and @var{xdot},\n\
+with each row in the result matrices corresponding to one of the\n\
+elements in the vector @var{t_out}.  The first element of @var{t}\n\
+should be @math{t_0} and correspond to the initial state of the\n\
+system @var{x_0} and its derivative @var{xdot_0}, so that the first\n\
+row of the output @var{x} is @var{x_0} and the first row\n\
+of the output @var{xdot} is @var{xdot_0}.\n\
+\n\
+The vector @var{t} provides an upper limit on the length of the\n\
+integration.  If the stopping condition is met, the vector\n\
+@var{t_out} will be shorter than @var{t}, and the final element of\n\
+@var{t_out} will be the point at which the stopping condition was met,\n\
+and may not correspond to any element of the vector @var{t}.\n\
+\n\
+The first argument, @var{fcn}, is a string, inline, or function handle\n\
+that names the function @math{f} to call to compute the vector of\n\
+residuals for the set of equations.  It must have the form\n\
+\n\
+@example\n\
+@var{res} = f (@var{x}, @var{xdot}, @var{t})\n\
+@end example\n\
+\n\
+@noindent\n\
+in which @var{x}, @var{xdot}, and @var{res} are vectors, and @var{t} is a\n\
+scalar.\n\
+\n\
+If @var{fcn} is a two-element string array or a two-element cell array\n\
+of strings, inline functions, or function handles, the first element names\n\
+the function @math{f} described above, and the second element names a\n\
+function to compute the modified Jacobian\n\
+\n\
+@tex\n\
+$$\n\
+J = {\\partial f \\over \\partial x}\n\
+  + c {\\partial f \\over \\partial \\dot{x}}\n\
+$$\n\
+@end tex\n\
+@ifnottex\n\
+\n\
+@example\n\
+@group\n\
+      df       df\n\
+jac = -- + c ------\n\
+      dx     d xdot\n\
+@end group\n\
+@end example\n\
+\n\
+@end ifnottex\n\
+\n\
+The modified Jacobian function must have the form\n\
+\n\
+@example\n\
+@group\n\
+\n\
+@var{jac} = j (@var{x}, @var{xdot}, @var{t}, @var{c})\n\
+\n\
+@end group\n\
+@end example\n\
+\n\
+The optional second argument names a function that defines the\n\
+constraint functions whose roots are desired during the integration.\n\
+This function must have the form\n\
+\n\
+@example\n\
+@var{g_out} = g (@var{x}, @var{t})\n\
+@end example\n\
+\n\
+@noindent\n\
+and return a vector of the constraint function values.\n\
+If the value of any of the constraint functions changes sign, @sc{dasrt}\n\
+will attempt to stop the integration at the point of the sign change.\n\
+\n\
+If the name of the constraint function is omitted, @code{dasrt} solves\n\
+the same problem as @code{daspk} or @code{dassl}.\n\
+\n\
+Note that because of numerical errors in the constraint functions\n\
+due to round-off and integration error, @sc{dasrt} may return false\n\
+roots, or return the same root at two or more nearly equal values of\n\
+@var{T}.  If such false roots are suspected, the user should consider\n\
+smaller error tolerances or higher precision in the evaluation of the\n\
+constraint functions.\n\
+\n\
+If a root of some constraint function defines the end of the problem,\n\
+the input to @sc{dasrt} should nevertheless allow integration to a\n\
+point slightly past that root, so that @sc{dasrt} can locate the root\n\
+by interpolation.\n\
+\n\
+The third and fourth arguments to @code{dasrt} specify the initial\n\
+condition of the states and their derivatives, and the fourth argument\n\
+specifies a vector of output times at which the solution is desired,\n\
+including the time corresponding to the initial condition.\n\
+\n\
+The set of initial states and derivatives are not strictly required to\n\
+be consistent.  In practice, however, @sc{dassl} is not very good at\n\
+determining a consistent set for you, so it is best if you ensure that\n\
+the initial values result in the function evaluating to zero.\n\
+\n\
+The sixth argument is optional, and may be used to specify a set of\n\
+times that the DAE solver should not integrate past.  It is useful for\n\
+avoiding difficulties with singularities and points where there is a\n\
+discontinuity in the derivative.\n\
+\n\
+After a successful computation, the value of @var{istate} will be\n\
+greater than zero (consistent with the Fortran version of @sc{dassl}).\n\
+\n\
+If the computation is not successful, the value of @var{istate} will be\n\
+less than zero and @var{msg} will contain additional information.\n\
+\n\
+You can use the function @code{dasrt_options} to set optional\n\
+parameters for @code{dasrt}.\n\
+@seealso{dasrt_options, daspk, dasrt, lsode}\n\
+@end deftypefn")
+{
+  octave_value_list retval;
+
+  warned_fcn_imaginary = false;
+  warned_jac_imaginary = false;
+  warned_cf_imaginary = false;
+
+  unwind_protect frame;
+
+  frame.protect_var (call_depth);
+  call_depth++;
+
+  if (call_depth > 1)
+    DASRT_ABORT1 ("invalid recursive call");
+
+  int argp = 0;
+
+  int nargin = args.length ();
+
+  if (nargin < 4 || nargin > 6)
+    {
+      print_usage ();
+      return retval;
+    }
+
+  std::string fcn_name, fname, jac_name, jname;
+  dasrt_f = 0;
+  dasrt_j = 0;
+  dasrt_cf = 0;
+
+  // Check all the arguments.  Are they the right animals?
+
+  // Here's where I take care of f and j in one shot:
+
+  octave_value f_arg = args(0);
+
+  if (f_arg.is_cell ())
+    {
+      Cell c = f_arg.cell_value ();
+      if (c.length () == 1)
+        f_arg = c(0);
+      else if (c.length () == 2)
+        {
+          if (c(0).is_function_handle () || c(0).is_inline_function ())
+            dasrt_f = c(0).function_value ();
+          else
+            {
+              fcn_name = unique_symbol_name ("__dasrt_fcn__");
+              fname = "function y = ";
+              fname.append (fcn_name);
+              fname.append (" (x, xdot, t) y = ");
+              dasrt_f = extract_function
+                (c(0), "dasrt", fcn_name, fname, "; endfunction");
+            }
+
+          if (dasrt_f)
+            {
+              if (c(1).is_function_handle () || c(1).is_inline_function ())
+                dasrt_j = c(1).function_value ();
+              else
+                {
+                  jac_name = unique_symbol_name ("__dasrt_jac__");
+                  jname = "function jac = ";
+                  jname.append (jac_name);
+                  jname.append (" (x, xdot, t, cj) jac = ");
+                  dasrt_j = extract_function
+                    (c(1), "dasrt", jac_name, jname, "; endfunction");
+
+                  if (!dasrt_j)
+                    {
+                      if (fcn_name.length ())
+                        clear_function (fcn_name);
+                      dasrt_f = 0;
+                    }
+                }
+            }
+        }
+      else
+        DASRT_ABORT1 ("incorrect number of elements in cell array");
+    }
+
+  if (!dasrt_f && ! f_arg.is_cell ())
+    {
+      if (f_arg.is_function_handle () || f_arg.is_inline_function ())
+        dasrt_f = f_arg.function_value ();
+      else
+        {
+          switch (f_arg.rows ())
+            {
+            case 1:
+              fcn_name = unique_symbol_name ("__dasrt_fcn__");
+              fname = "function y = ";
+              fname.append (fcn_name);
+              fname.append (" (x, xdot, t) y = ");
+              dasrt_f = extract_function
+                (f_arg, "dasrt", fcn_name, fname, "; endfunction");
+              break;
+
+            case 2:
+              {
+                string_vector tmp = args(0).all_strings ();
+
+                if (! error_state)
+                  {
+                    fcn_name = unique_symbol_name ("__dasrt_fcn__");
+                    fname = "function y = ";
+                    fname.append (fcn_name);
+                    fname.append (" (x, xdot, t) y = ");
+                    dasrt_f = extract_function
+                      (tmp(0), "dasrt", fcn_name, fname, "; endfunction");
+
+                    if (dasrt_f)
+                      {
+                        jac_name = unique_symbol_name ("__dasrt_jac__");
+                        jname = "function jac = ";
+                        jname.append (jac_name);
+                        jname.append (" (x, xdot, t, cj) jac = ");
+                        dasrt_j = extract_function
+                          (tmp(1), "dasrt", jac_name, jname, "; endfunction");
+
+                        if (! dasrt_j)
+                          dasrt_f = 0;
+                      }
+                  }
+              }
+              break;
+
+            default:
+              DASRT_ABORT1
+                ("first arg should be a string or 2-element string array");
+            }
+        }
+    }
+
+  if (error_state || (! dasrt_f))
+    DASRT_ABORT;
+
+  DAERTFunc func (dasrt_user_f);
+
+  argp++;
+
+  if (args(1).is_function_handle () || args(1).is_inline_function ())
+    {
+      dasrt_cf = args(1).function_value ();
+
+      if (! dasrt_cf)
+        DASRT_ABORT1 ("expecting function name as argument 2");
+
+      argp++;
+
+      func.set_constraint_function (dasrt_user_cf);
+    }
+  else if (args(1).is_string ())
+    {
+      dasrt_cf = is_valid_function (args(1), "dasrt", true);
+      if (! dasrt_cf)
+        DASRT_ABORT1 ("expecting function name as argument 2");
+
+      argp++;
+
+      func.set_constraint_function (dasrt_user_cf);
+    }
+
+  ColumnVector state (args(argp++).vector_value ());
+
+  if (error_state)
+    DASRT_ABORT2 ("expecting state vector as argument %d", argp);
+
+  ColumnVector stateprime (args(argp++).vector_value ());
+
+  if (error_state)
+    DASRT_ABORT2
+       ("expecting time derivative of state vector as argument %d", argp);
+
+  ColumnVector out_times (args(argp++).vector_value ());
+
+  if (error_state)
+    DASRT_ABORT2
+        ("expecting output time vector as %s argument %d", argp);
+
+  double tzero = out_times (0);
+
+  ColumnVector crit_times;
+
+  bool crit_times_set = false;
+
+  if (argp < nargin)
+    {
+      crit_times = ColumnVector (args(argp++).vector_value ());
+
+      if (error_state)
+        DASRT_ABORT2
+          ("expecting critical time vector as argument %d", argp);
+
+      crit_times_set = true;
+    }
+
+  if (dasrt_j)
+    func.set_jacobian_function (dasrt_user_j);
+
+  DASRT_result output;
+
+  DASRT dae = DASRT (state, stateprime, tzero, func);
+
+  dae.set_options (dasrt_opts);
+
+  if (crit_times_set)
+    output = dae.integrate (out_times, crit_times);
+  else
+    output = dae.integrate (out_times);
+
+  if (fcn_name.length ())
+    clear_function (fcn_name);
+  if (jac_name.length ())
+    clear_function (jac_name);
+
+  if (! error_state)
+    {
+      std::string msg = dae.error_message ();
+
+      retval(4) = msg;
+      retval(3) = static_cast<double> (dae.integration_state ());
+
+      if (dae.integration_ok ())
+        {
+          retval(2) = output.times ();
+          retval(1) = output.deriv ();
+          retval(0) = output.state ();
+        }
+      else
+        {
+          retval(2) = Matrix ();
+          retval(1) = Matrix ();
+          retval(0) = Matrix ();
+
+          if (nargout < 4)
+            error ("dasrt: %s", msg.c_str ());
+        }
+    }
+
+  return retval;
+}