view scripts/ode/odeset.m @ 31263:449ed6f427cb

ode45/23/23s: Implement Events, OutputFcn, & Refine options (bug #49408 and #63063) * scripts/ode/ode23.m: Remove disabling of Refine option with struct output. Modify solution struct to output two sets of solution variables: output_t, output_x and ode_t and ode_x, and transpose struct output variables for improved Matlab compatibility. Update BISTs and perform minor code formatting. * scripts/ode/ode23s.m: Make same changes as ode23.m. * scripts/ode/ode45.m: Make same changes as ode23.m. Remove comment indicating that Refine is not implemented. * scripts/ode/private/integrate_adaptive.m: Update internal handling of variables t and x, separating them into ode_t & ode_x for internal integration and output_t & output_x for function output or calls to OutputFcn. Replace prior attempt at Refine option with new implementation. Specify time output or Refine != 0 are both interpolated from internal variables (ode_t, ode_x) for output of non-struct variables and/or for use with OutputFcn. Improve event handling when multiple Events (including at least one terminal Event) are detected in a single simulation step so that all Events up to and including the first terminal one are reported, and final data point is set to that of terminal Event. Send multiple data points in a single call to OutputFcn if they are all interpolated from a single integration step. Remove warning for termination when term signal is received from Events or OutputFcn. Return both internal variables (ode_t, ode_x) and interpolated variables (output_t, output_x) to allow calling function to correctly return either struct or separate variables. * scripts/ode/private/ode_event_handler.m: Sort multiple Events in ascending time order when they are encountered in one integration step. Remove any events after the time of a terminal Event. * scripts/ode/odeset.m: Update docstring to remove indication that Refine is not implemented * scripts/ode/odeplot.m: Update docstring to indicate that input t can be a scalar or vector. Add file test. * etc/NEWS.8.md: Add descriptions of changes under General improvements and Matlab compatibility.
author Ken Marek <marek_ka@mercer.edu>
date Wed, 05 Oct 2022 16:53:01 -0400
parents e1788b1a315f
children 597f3ee61a48
line wrap: on
line source

########################################################################
##
## Copyright (C) 2006-2022 The Octave Project Developers
##
## See the file COPYRIGHT.md in the top-level directory of this
## distribution or <https://octave.org/copyright/>.
##
## This file is part of Octave.
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## Octave is free software: you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
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## (at your option) any later version.
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## 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
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn  {} {@var{odestruct} =} odeset ()
## @deftypefnx {} {@var{odestruct} =} odeset (@var{"field1"}, @var{value1}, @var{"field2"}, @var{value2}, @dots{})
## @deftypefnx {} {@var{odestruct} =} odeset (@var{oldstruct}, @var{"field1"}, @var{value1}, @var{"field2"}, @var{value2}, @dots{})
## @deftypefnx {} {@var{odestruct} =} odeset (@var{oldstruct}, @var{newstruct})
## @deftypefnx {} {} odeset ()
##
## Create or modify an ODE options structure.
##
## When called with no input argument and one output argument, return a new ODE
## options structure that contains all possible fields initialized to their
## default values.  If no output argument is requested, display a list of
## the common ODE solver options along with their default value.
##
## If called with name-value input argument pairs @var{"field1"},
## @var{"value1"}, @var{"field2"}, @var{"value2"}, @dots{} return a new
## ODE options structure with all the most common option fields
## initialized, @strong{and} set the values of the fields @var{"field1"},
## @var{"field2"}, @dots{} to the values @var{value1}, @var{value2},
## @dots{}.
##
## If called with an input structure @var{oldstruct} then overwrite the
## values of the options @var{"field1"}, @var{"field2"}, @dots{} with
## new values @var{value1}, @var{value2}, @dots{} and return the
## modified structure.
##
## When called with two input ODE options structures @var{oldstruct} and
## @var{newstruct} overwrite all values from the structure
## @var{oldstruct} with new values from the structure @var{newstruct}.
## Empty values in @var{newstruct} will not overwrite values in
## @var{oldstruct}.
##
## The most commonly used ODE options, which are always assigned a value
## by @code{odeset}, are the following:
##
## @table @asis
## @item @code{AbsTol}: positive scalar | vector, def. @code{1e-6}
## Absolute error tolerance.
##
## @item @code{BDF}: @{@qcode{"off"}@} | @qcode{"on"}
## Use BDF formulas in implicit multistep methods.
## @emph{Note}: This option is not yet implemented.
##
## @item @code{Events}: function_handle
## Event function.  An event function must have the form
## @code{[value, isterminal, direction] = my_events_f (t, y)}
##
## @item @code{InitialSlope}: vector
## Consistent initial slope vector for DAE solvers.
##
## @item @code{InitialStep}: positive scalar
## Initial time step size.
##
## @item @code{Jacobian}: matrix | function_handle
## Jacobian matrix, specified as a constant matrix or a function of
## time and state.
##
## @item @code{JConstant}: @{@qcode{"off"}@} | @qcode{"on"}
## Specify whether the Jacobian is a constant matrix or depends on the
## state.
##
## @item @code{JPattern}: sparse matrix
## If the Jacobian matrix is sparse and non-constant but maintains a
## constant sparsity pattern, specify the sparsity pattern.
##
## @item @code{Mass}: matrix | function_handle
## Mass matrix, specified as a constant matrix or a function of
## time and state.
##
## @item @code{MassSingular}: @{@qcode{"maybe"}@} | @qcode{"yes"} | @qcode{"on"}
## Specify whether the mass matrix is singular.
##
## @item @code{MaxOrder}: @{@qcode{5}@} | @qcode{4} | @qcode{3} | @qcode{2} | @qcode{1}
## Maximum order of formula.
##
## @item @code{MaxStep}: positive scalar
## Maximum time step value.
##
## @item @code{MStateDependence}: @{@qcode{"weak"}@} | @qcode{"none"} | @qcode{"strong"}
## Specify whether the mass matrix depends on the state or only on time.
##
## @item @code{MvPattern}: sparse matrix
## If the mass matrix is sparse and non-constant but maintains a
## constant sparsity pattern, specify the sparsity pattern.
## @emph{Note}: This option is not yet implemented.
##
## @item @code{NonNegative}: scalar | vector
## Specify elements of the state vector that are expected to remain
## non-negative during the simulation.
##
## @item @code{NormControl}: @{@qcode{"off"}@} | @qcode{"on"}
## Control error relative to the 2-norm of the solution, rather than its
## absolute value.
##
## @item @code{OutputFcn}: function_handle
## Function to monitor the state during the simulation.  For the form of
## the function to use @pxref{XREFodeplot,,@code{odeplot}}.
##
## @item @code{OutputSel}: scalar | vector
## Indices of elements of the state vector to be passed to the output
## monitoring function.
##
## @item @code{Refine}: positive scalar
## Specify whether output should be returned only at the end of each
## time step or also at intermediate time instances.  The value should be
## a scalar indicating the number of equally spaced time points to use
## within each timestep at which to return output.
##
## @item @code{RelTol}: positive scalar
## Relative error tolerance.
##
## @item @code{Stats}: @{@qcode{"off"}@} | @qcode{"on"}
## Print solver statistics after simulation.
##
## @item @code{Vectorized}: @{@qcode{"off"}@} | @qcode{"on"}
## Specify whether @code{odefcn} can be passed multiple values of the
## state at once.
##
## @end table
##
## Field names that are not in the above list are also accepted and
## added to the result structure.
##
## @seealso{odeget}
## @end deftypefn

function odestruct = odeset (varargin)

  persistent p;

  if (isempty (p))
    ## FIXME: Add an inexact match option once it is available in inputParser.
    ## See bug #49364.
    p = inputParser ();
    p.addParameter ("AbsTol", []);
    p.addParameter ("BDF", []);
    p.addParameter ("Events", []);
    p.addParameter ("InitialSlope", []);
    p.addParameter ("InitialStep", []);
    p.addParameter ("Jacobian", []);
    p.addParameter ("JConstant", []);
    p.addParameter ("JPattern", []);
    p.addParameter ("Mass", []);
    p.addParameter ("MassSingular", []);
    p.addParameter ("MaxOrder", []);
    p.addParameter ("MaxStep", []);
    p.addParameter ("MStateDependence", []);
    p.addParameter ("MvPattern", []);
    p.addParameter ("NonNegative", []);
    p.addParameter ("NormControl", []);
    p.addParameter ("OutputFcn", []);
    p.addParameter ("OutputSel", []);
    p.addParameter ("Refine", []);
    p.addParameter ("RelTol", []);
    p.addParameter ("Stats", []);
    p.addParameter ("Vectorized", []);
    p.KeepUnmatched = true;
  endif

  if (nargin == 0 && nargout == 0)
    print_options ();
  else
    p.parse (varargin{:});
    odestruct = p.Results;
    odestruct_extra = p.Unmatched;

    xtra_fields = fieldnames (odestruct_extra);
    if (! isempty (xtra_fields))
      ## Merge extra fields into existing odestruct
      for fldname = sort (xtra_fields.')
        fldname = fldname{1};
        warning ("Octave:invalid-input-arg",
                 "odeset: unknown option \"%s\"\n", fldname);
        odestruct.(fldname) = odestruct_extra.(fldname);
      endfor
    endif

  endif

endfunction

## function to print all possible options
function print_options ()

  disp ("List of the most common ODE solver options.");
  disp ("Default values are in square brackets.");
  disp ("");
  disp ('             AbsTol:  scalar or vector, >0, [1e-6]');
  disp ('                BDF:  binary, {["off"], "on"}');
  disp ('             Events:  function_handle, []');
  disp ('       InitialSlope:  vector, []');
  disp ('        InitialStep:  scalar, >0, []');
  disp ('           Jacobian:  matrix or function_handle, []');
  disp ('          JConstant:  binary, {["off"], "on"}');
  disp ('           JPattern:  sparse matrix, []');
  disp ('               Mass:  matrix or function_handle, []');
  disp ('       MassSingular:  switch, {["maybe"], "no", "yes"}');
  disp ('           MaxOrder:  switch, {[5], 1, 2, 3, 4, }');
  disp ('            MaxStep:  scalar, >0, []');
  disp ('   MStateDependence:  switch, {["weak"], "none", "strong"}');
  disp ('          MvPattern:  sparse matrix, []');
  disp ('        NonNegative:  vector of integers, []');
  disp ('        NormControl:  binary, {["off"], "on"}');
  disp ('          OutputFcn:  function_handle, []');
  disp ('          OutputSel:  scalar or vector, []');
  disp ('             Refine:  scalar, integer, >0, []');
  disp ('             RelTol:  scalar, >0, [1e-3]');
  disp ('              Stats:  binary, {["off"], "on"}');
  disp ('         Vectorized:  binary, {["off"], "on"}');

endfunction


%!demo
%! ## A new ODE options structure with default values is created.
%!
%! odeoptA = odeset ();

%!demo
%! ## A new ODE options structure with manually set options
%! ## for "AbsTol" and "RelTol" is created.
%!
%! odeoptB = odeset ("AbsTol", 1e-2, "RelTol", 1e-1);

%!demo
%! ## A new ODE options structure is created from odeoptB with
%! ## a modified value for option "NormControl".
%!
%! odeoptB = odeset ("AbsTol", 1e-2, "RelTol", 1e-1);
%! odeoptC = odeset (odeoptB, "NormControl", "on");

%!test
%! odeoptA = odeset ();
%! assert (isstruct (odeoptA));
%! assert (numfields (odeoptA), 22);
%! assert (all (structfun ("isempty", odeoptA)));

%!shared odeoptB, odeoptC
%!test
%! odeoptB = odeset ("ABSTOL", 1e-2, "reltol", 1e-1);
%! assert (odeoptB.AbsTol, 1e-2);  # Check canonicalization of name
%! assert (odeoptB.RelTol, 1e-1);

%!test
%! odeoptC = odeset (odeoptB, "NormControl", "on");
%! assert (odeoptC.AbsTol, 1e-2);       # check values from first struct copied
%! assert (odeoptC.NormControl, "on");  # check new values override old ones

%!test
%! odeoptD = odeset (odeoptB, odeoptC);
%! assert (odeoptD, odeoptC);

## Test custom user-defined option
%!test
%! warning ("off", "Octave:invalid-input-arg", "local");
%! odeopt = odeset ("NewtonTol", 3);
%! assert (odeopt.NewtonTol, 3);

## FIXME: Add an inexact match option once it is available in inputParser.
## See bug #49364.
## %!warning <no exact match for 'Rel'.  Assuming 'RelTol'> odeset ("Rel", 1);
## %!error <Possible fields found: InitialSlope, InitialStep> odeset ("Initial", 1)

## Test input validation
%!error <argument 'OPT1' is not a valid parameter> odeset ("opt1")
%!error odeset (1, 1)
%!error <argument 'OPT1' is not a valid parameter> odeset (odeset (), "opt1")
%!error odeset (odeset (), 1, 1)