view scripts/ode/odeset.m @ 22640:58c1c6aeb737 stable

odeset: Improve performance by using for loop for merging of unknown options. * odeset.m: Only merge default odestruct with the list of unmatched properties, odestruct_extra, if there are actually properties to be merged. When merging, use a for loop rather to merge each additional property rather than more complicated cellfun, cell array, struct() sequence. Sort unmatched options so they are added in alphabetical order after the list of known options.
author Rik <rik@octave.org>
date Wed, 19 Oct 2016 08:28:13 -0700
parents c44d57c0a925
children c28648e039da
line wrap: on
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## Copyright (C) 2016 Carlo de Falco
## Copyright (C) 2016 Francesco Faccio <francesco.faccio@mail.polimi.it>
## Copyright (C) 2013-2016 Roberto Porcu' <roberto.porcu@polimi.it>
## Copyright (C) 2006-2012 Thomas Treichl <treichl@users.sourceforge.net>
##
## 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/>.

## -*- 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 @qcode{odeset}, are the following:
##
## @table @asis
## @item AbsTol
## Absolute error tolerance.
##
## @item BDF
## Use BDF formulas in implicit multistep methods.
##
## @item Events
## Event function. An event function must have the form
## @code{[value, isterminal, direction] = my_events_f (t, y)}
##
## @item InitialSlope
## Consistent initial slope vector for DAE solvers.
##
## @item InitialStep
## Initial time step size.
##
## @item Jacobian
## Jacobian matrix, specified as a constant matrix or a function of
## time and state.
##
## @item JConstant
## Specify whether the Jacobian is a constant matrix or depends on the
## state.
##
## @item JPattern
## If the Jacobian matrix is sparse and non-constant but maintains a
## constant sparsity pattern, specify the sparsity pattern.
##
## @item Mass
## Mass matrix, specified as a constant matrix or a function of
## time and state.
##
## @item MassConstant
## Specify whether the mass matrix is a constant matrix or depends on
## the state.
##
## @item MassSingular
## Specify whether the mass matrix is singular. Accepted values include
## @qcode{"yes"}, @qcode{"no"}, @qcode{"maybe"}.
##
## @item MaxOrder
## Maximum order of formula.
##
## @item MaxStep
## Maximum time step value.
##
## @item MStateDependence
## Specify whether the mass matrix depends on the state or only on time.
##
## @item MvPattern
## If the mass matrix is sparse and non-constant but maintains a
## constant sparsity pattern, specify the sparsity pattern.
##
## @item NonNegative
## Specify elements of the state vector that are expected to remain
## nonnegative during the simulation.
##
## @item NormControl
## Control error relative to the 2-norm of the solution, rather than its
## absolute value.
##
## @item OutputFcn
## Function to monitor the state during the simulation. For the form of
## the function to use see @qcode{odeplot}.
##
## @item OutputSel
## Indices of elements of the state vector to be passed to the output
## monitoring function.
##
## @item Refine
## 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 RelTol
## Relative error tolerance.
##
## @item Stats
## Print solver statistics after simulation.
##
## @item Vectorized
## Specify whether @qcode{odefun} 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", []);
    ## FIXME: MassConstant does not appear in Matlab documentation for odeset
    p.addParameter ("MassConstant", []);
    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.')
        odestruct.(fldname{1}) = odestruct_extra.(fldname{1});
      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 ('       MassConstant:  binary, {["off"], "on"}');
  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), 23);
%! 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
%! wstate = warning ("off", "Octave:invalid-input-arg");
%! unwind_protect
%!   odeopt = odeset ("NewtonTol", 3);
%!   assert (odeopt.NewtonTol, 3);
%! unwind_protect_cleanup
%!   warning (wstate);
%! end_unwind_protect

## 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)

##FIXME: Add not exact match option
## %!warning <no exact match for 'Rel'.  Assuming 'RelTol'> odeset ("Rel", 1);
## %!error <Possible fields found: InitialSlope, InitialStep> odeset ("Initial", 1)