view scripts/ode/ode23s.m @ 28563:5a07c798eb08

avoid function call input or output argument number mismatch Don't call functions with more inputs or outputs than they are defined to accept. For example, always define graphics callback functions to accept at least two arguments. To avoid creating unused variable names, they may be defined as ignored (~). * importdata.m: Call fileparts with three outputs, not four. * inputParser.m: Define default validation function with ignored input. * odemergeopts.m: Accept additional SOLVER argument. * annotation.m, legend.m, movfun.m, bug-55321.tst: Define callback functions with two inputs. * annotation.m (addbasemenu): Also accept varargin. * graphics.cc: Fix tests. * pkg/private/install.m: Don't pass extra global_install argument to getarchdir. * sparse/private/__alltohandles__.m: Define function handles with two inputs where needed.
author John W. Eaton <jwe@octave.org>
date Sat, 11 Jul 2020 10:15:57 -0400
parents cf7edf5577c3
children 0fcbb0faf7de
line wrap: on
line source

########################################################################
##
## Copyright (C) 2006-2020 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.
##
## 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
## <https://www.gnu.org/licenses/>.
##
########################################################################

## -*- texinfo -*-
## @deftypefn  {} {[@var{t}, @var{y}] =} ode23s (@var{fun}, @var{trange}, @var{init})
## @deftypefnx {} {[@var{t}, @var{y}] =} ode23s (@var{fun}, @var{trange}, @var{init}, @var{ode_opt})
## @deftypefnx {} {[@var{t}, @var{y}] =} ode23s (@dots{}, @var{par1}, @var{par2}, @dots{})
## @deftypefnx {} {[@var{t}, @var{y}, @var{te}, @var{ye}, @var{ie}] =} ode23s (@dots{})
## @deftypefnx {} {@var{solution} =} ode23s (@dots{})
##
## Solve a set of stiff Ordinary Differential Equations (stiff ODEs) with a
## Rosenbrock method of order (2,3).
##
## @var{fun} is a function handle, inline function, or string containing the
## name of the function that defines the ODE: @code{M y' = f(t,y)}.  The
## function must accept two inputs where the first is time @var{t} and the
## second is a column vector of unknowns @var{y}. @var{M} is a constant mass
## matrix, non-singular and possibly sparse. Set the field @var{Mass} in
## @var{odeopts} using @var{odeset} to specify a mass matrix.
##
## @var{trange} specifies the time interval over which the ODE will be
## evaluated.  Typically, it is a two-element vector specifying the initial
## and final times (@code{[tinit, tfinal]}).  If there are more than two
## elements then the solution will also be evaluated at these intermediate
## time instances using an interpolation procedure of the same order as the
## one of the solver.
##
## By default, @code{ode23s} uses an adaptive timestep with the
## @code{integrate_adaptive} algorithm.  The tolerance for the timestep
## computation may be changed by using the options @qcode{"RelTol"} and
## @qcode{"AbsTol"}.
##
## @var{init} contains the initial value for the unknowns.  If it is a row
## vector then the solution @var{y} will be a matrix in which each column is
## the solution for the corresponding initial value in @var{init}.
##
## The optional fourth argument @var{ode_opt} specifies non-default options to
## the ODE solver.  It is a structure generated by @code{odeset}.
## @code{ode23s} will ignore the following options: "BDF", "InitialSlope",
## "MassSingular", "MStateDependence", "MvPattern", "MaxOrder", "NonNegative".
##
## The function typically returns two outputs.  Variable @var{t} is a
## column vector and contains the times where the solution was found.  The
## output @var{y} is a matrix in which each column refers to a different
## unknown of the problem and each row corresponds to a time in @var{t}.  If
## @var{trange} specifies intermediate time steps, only those will be returned.
##
## The output can also be returned as a structure @var{solution} which has a
## field @var{x} containing a row vector of times where the solution was
## evaluated and a field @var{y} containing the solution matrix such that each
## column corresponds to a time in @var{x}.  Use
## @w{@code{fieldnames (@var{solution})}} to see the other fields and
## additional information returned.
##
## If using the @qcode{"Events"} option then three additional outputs may be
## returned.  @var{te} holds the time when an Event function returned a zero.
## @var{ye} holds the value of the solution at time @var{te}.  @var{ie}
## contains an index indicating which Event function was triggered in the case
## of multiple Event functions.
##
## Example: Solve the stiff @nospell{Van der Pol} equation
##
## @example
## @group
## f = @@(@var{t},@var{y}) [@var{y}(2); 1000*(1 - @var{y}(1)^2) * @var{y}(2) - @var{y}(1)];
## opt = odeset ('Mass', [1 0; 0 1], 'MaxStep', 1e-1);
## [vt, vy] = ode23s (f, [0 2000], [2 0], opt);
## @end group
## @end example
## @seealso{odeset, daspk, dassl}
## @end deftypefn

function varargout = ode23s (fun, trange, init, varargin)

  if (nargin < 3)
    print_usage ();
  endif

  solver = "ode23s";
  order = 2;

  if (nargin >= 4)
    if (! isstruct (varargin{1}))
      ## varargin{1:len} are parameters for fun
      odeopts = odeset ();
      funarguments = varargin;
    elseif (numel (varargin) > 1)
      ## varargin{1} is an ODE options structure opt
      odeopts = varargin{1};
      funarguments = {varargin{2:numel (varargin)}};
    else
      ## varargin{1} is an ODE options structure opt
      odeopts = varargin{1};
      funarguments = {};
    endif
  else  # nargin == 3
    odeopts = odeset ();
    funarguments = {};
  endif

  if (! isnumeric (trange) || ! isvector (trange))
    error ("Octave:invalid-input-arg",
           "ode23s: TRANGE must be a numeric vector");
  endif

  if (numel (trange) < 2)
    error ("Octave:invalid-input-arg",
           "ode23s: TRANGE must contain at least 2 elements");
  elseif (trange(2) == trange(1))
    error ("Octave:invalid-input-arg",
           "ode23s: invalid time span, TRANGE(1) == TRANGE(2)");
  else
    direction = sign (trange(2) - trange(1));
  endif
  trange = trange(:);

  if (! isnumeric (init) || ! isvector (init))
    error ("Octave:invalid-input-arg",
           "ode23s: INIT must be a numeric vector");
  endif
  init = init(:);

  if (ischar (fun))
    if (! exist (fun))
      error ("Octave:invalid-input-arg",
             ['ode23s: function "' fun '" not found']);
    endif
    fun = str2func (fun);
  endif
  if (! is_function_handle (fun))
    error ("Octave:invalid-input-arg",
           "ode23s: FUN must be a valid function handle");
  endif

  ## Start preprocessing, have a look which options are set in odeopts,
  ## check if an invalid or unused option is set.
  [defaults, classes, attributes] = odedefaults (numel (init),
                                                 trange(1), trange(end));

  persistent ode23s_ignore_options = ...
    {"BDF", "InitialSlope", "MassSingular", "MStateDependence", ...
     "MvPattern", "MaxOrder", "NonNegative"};

  defaults   = rmfield (defaults, ode23s_ignore_options);
  classes    = rmfield (classes, ode23s_ignore_options);
  attributes = rmfield (attributes, ode23s_ignore_options);

  odeopts = odemergeopts ("ode23s", odeopts, defaults, classes, attributes);

  odeopts.funarguments = funarguments;
  odeopts.direction    = direction;
  ## ode23s ignores "NonNegative" option, but integrate_adaptive needs it...
  odeopts.havenonnegative = false;

  if (isempty (odeopts.OutputFcn) && nargout == 0)
    odeopts.OutputFcn = @odeplot;
    odeopts.haveoutputfunction = true;
  else
    odeopts.haveoutputfunction = ! isempty (odeopts.OutputFcn);
  endif

  if (isempty (odeopts.InitialStep))
    odeopts.InitialStep = odeopts.direction * ...
                          starting_stepsize (order, fun, trange(1), init,
                                             odeopts.AbsTol, odeopts.RelTol,
                                             strcmpi (odeopts.NormControl,
                                                      "on"),
                                             odeopts.funarguments);
  endif

  if (! isempty (odeopts.Mass) && isnumeric (odeopts.Mass))
    havemasshandle = false;
    mass = odeopts.Mass;     # constant mass
  elseif (isa (odeopts.Mass, "function_handle"))
    havemasshandle = true;   # mass defined by a function handle
    odeopts.Mass = feval (odeopts.Mass, trange(1), init,
                          odeopts.funarguments{:});
  else  # no mass matrix - create a diag-matrix of ones for mass
    havemasshandle = false;
    odeopts.Mass = diag (ones (length (init), 1), 0);
  endif

  ## Starting the initialization of the core solver ode23s

  if (nargout == 1)
    ## Single output requires auto-selected intermediate times,
    ## which is obtained by NOT specifying specific solution times.
    trange = [trange(1); trange(end)];
    odeopts.Refine = [];  # disable Refine when single output requested
  elseif (numel (trange) > 2)
    odeopts.Refine = [];  # disable Refine when specific times requested
  endif

  solution = integrate_adaptive (@runge_kutta_23s, ...
                                 order, fun, trange, init, odeopts);

  ## Postprocessing, do whatever when terminating integration algorithm
  if (odeopts.haveoutputfunction)  # Cleanup plotter
    feval (odeopts.OutputFcn, [], [], "done", odeopts.funarguments{:});
  endif
  if (! isempty (odeopts.Events))   # Cleanup event function handling
    ode_event_handler (odeopts.Events, solution.t(end), ...
                       solution.x(end,:).', "done", odeopts.funarguments{:});
  endif

  ## Print additional information if option Stats is set
  if (strcmpi (odeopts.Stats, "on"))
    nsteps    = solution.cntloop;             # cntloop from 2..end
    nfailed   = solution.cntcycles - nsteps;  # cntcycl from 1..end
    nfevals   = 5 * solution.cntcycles;       # number of ode evaluations
    ndecomps  = nsteps;  # number of LU decompositions
    npds      = 0;  # number of partial derivatives
    nlinsols  = 3 * nsteps;  # no. of solutions of linear systems

    printf ("Number of successful steps: %d\n", nsteps);
    printf ("Number of failed attempts:  %d\n", nfailed);
    printf ("Number of function calls:   %d\n", nfevals);
  endif

  if (nargout == 2)
    varargout{1} = solution.t;      # Time stamps are first output argument
    varargout{2} = solution.x;      # Results are second output argument
  elseif (nargout == 1)
    varargout{1}.x = solution.t.';  # Time stamps saved in field x (row vector)
    varargout{1}.y = solution.x.';  # Results are saved in field y (row vector)
    varargout{1}.solver = solver;   # Solver name is saved in field solver
    if (! isempty (odeopts.Events))
      varargout{1}.xe = solution.event{3};  # Time info when an event occurred
      varargout{1}.ye = solution.event{4};  # Results when an event occurred
      varargout{1}.ie = solution.event{2};  # Index info which event occurred
    endif
    if (strcmpi (odeopts.Stats, "on"))
      varargout{1}.stats = struct ();
      varargout{1}.stats.nsteps   = nsteps;
      varargout{1}.stats.nfailed  = nfailed;
      varargout{1}.stats.nfevals  = nfevals;
      varargout{1}.stats.npds     = npds;
      varargout{1}.stats.ndecomps = ndecomps;
      varargout{1}.stats.nlinsols = nlinsols;
    endif
  elseif (nargout == 5)
    varargout = cell (1,5);
    varargout{1} = solution.t;
    varargout{2} = solution.x;
    if (! isempty (odeopts.Events))
      varargout{3} = solution.event{3};  # Time info when an event occurred
      varargout{4} = solution.event{4};  # Results when an event occurred
      varargout{5} = solution.event{2};  # Index info which event occurred
    endif
  endif

endfunction


%!demo
%! ## Demo function: stiff Van Der Pol equation
%! fun = @(t,y) [y(2); 10*(1-y(1)^2)*y(2)-y(1)];
%! ## Calling ode23s method
%! tic ()
%! [vt, vy] = ode23s (fun, [0 20], [2 0]);
%! toc ()
%! ## Plotting the result
%! plot(vt,vy(:,1),'-o');

%!demo
%! ## Demo function: stiff Van Der Pol equation
%! fun = @(t,y) [y(2); 10*(1-y(1)^2)*y(2)-y(1)];
%! ## Calling ode23s method
%! odeopts = odeset ("Jacobian", @(t,y) [0 1; -20*y(1)*y(2)-1, 10*(1-y(1)^2)],
%!                   "InitialStep", 1e-3)
%! tic ()
%! [vt, vy] = ode23s (fun, [0 20], [2 0], odeopts);
%! toc ()
%! ## Plotting the result
%! plot(vt,vy(:,1),'-o');

%!demo
%! ## Demo function: stiff Van Der Pol equation
%! fun = @(t,y) [y(2); 100*(1-y(1)^2)*y(2)-y(1)];
%! ## Calling ode23s method
%! odeopts = odeset ("InitialStep", 1e-4);
%! tic ()
%! [vt, vy] = ode23s (fun, [0 200], [2 0]);
%! toc ()
%! ## Plotting the result
%! plot(vt,vy(:,1),'-o');

%!demo
%! ## Demo function: stiff Van Der Pol equation
%! fun = @(t,y) [y(2); 100*(1-y(1)^2)*y(2)-y(1)];
%! ## Calling ode23s method
%! odeopts = odeset ("Jacobian", @(t,y) [0 1; -200*y(1)*y(2)-1, 100*(1-y(1)^2)],
%!                   "InitialStep", 1e-4);
%! tic ()
%! [vt, vy] = ode23s (fun, [0 200], [2 0], odeopts);
%! toc ()
%! ## Plotting the result
%! plot(vt,vy(:,1),'-o');

%!demo
%! ## Demonstrate convergence order for ode23s
%! tol = 1e-5 ./ 10.^[0:5];
%! for i = 1 : numel (tol)
%!   opt = odeset ("RelTol", tol(i), "AbsTol", realmin);
%!   [t, y] = ode23s (@(t, y) -y, [0, 1], 1, opt);
%!   h(i) = 1 / (numel (t) - 1);
%!   err(i) = norm (y .* exp (t) - 1, Inf);
%! endfor
%!
%! ## Estimate order visually
%! loglog (h, tol, "-ob",
%!         h, err, "-b",
%!         h, (h/h(end)) .^ 2 .* tol(end), "k--",
%!         h, (h/h(end)) .^ 3 .* tol(end), "k-");
%! axis tight
%! xlabel ("h");
%! ylabel ("err(h)");
%! title ("Convergence plot for ode23s");
%! legend ("imposed tolerance", "ode23s (relative) error",
%!         "order 2", "order 3", "location", "northwest");
%!
%! ## Estimate order numerically
%! p = diff (log (err)) ./ diff (log (h))

%!test
%! [vt, vy] = ode23s (@(t,y) t - y + 1, [0 10], [1]);
%! assert ([vt(end), vy(end)], [10, exp(-10) + 10], 1e-3);

%!test
%! opts = odeset ('Mass', 5, 'Jacobian', -5, 'JConstant', 'on');
%! [vt, vy] = ode23s (@(t,y) 5 * (t - y + 1), [0 10], [1], opts);
%! assert ([vt(end), vy(end)], [10, exp(-10) + 10], 1e-3);

## We are using the "Van der Pol" implementation for all tests that are done
## for this function.  For further tests we also define a reference solution
## (computed at high accuracy).
%!function ydot = fpol (t, y, varargin)  # The Van der Pol ODE
%!  ydot = [y(2); 10 * (1 - y(1)^2) * y(2) - y(1)];
%!endfunction
%!function ydot = jac (t, y)   # The Van der Pol ODE
%!  ydot = [0 1; -20 * y(1) * y(2) - 1, 10 * (1 - y(1)^2)];
%!endfunction
%!function ref = fref ()       # The computed reference sol
%!  ref = [1.8610687248524305  -0.0753216319179125];
%!endfunction
%!function [val, trm, dir] = feve (t, y, varargin)
%!  val = fpol (t, y, varargin{:});  # We use the derivatives
%!  trm = zeros (2,1);            # that's why component 2
%!  dir = ones (2,1);             # does not seem to be exact
%!endfunction
%!function [val, trm, dir] = fevn (t, y, varargin)
%!  val = fpol (t, y, varargin{:});  # We use the derivatives
%!  trm = ones (2,1);             # that's why component 2
%!  dir = ones (2,1);             # does not seem to be exact
%!endfunction
%!function mas = fmas (t, y, varargin)
%!  mas = [1, 0; 0, 1];           # Dummy mass matrix for tests
%!endfunction
%!function mas = fmsa (t, y, varargin)
%!  mas = sparse ([1, 0; 0, 1]);  # A sparse dummy matrix
%!endfunction
%!function out = fout (t, y, flag, varargin)
%!  out = false;
%!  if (strcmp (flag, "init"))
%!    if (! isequal (size (t), [2, 1]))
%!      error ('fout: step "init"');
%!    endif
%!  elseif (isempty (flag))
%!    if (! isequal (size (t), [1, 1]))
%!      error ('fout: step "calc"');
%!    endif
%!  elseif (strcmp (flag, "done"))
%!    if (! isempty (t))
%!      warning ('fout: step "done"');
%!    endif
%!  else
%!    error ("fout: invalid flag <%s>", flag);
%!  endif
%!endfunction
%!
%!test  # two output arguments
%! [t, y] = ode23s (@fpol, [0 2], [2 0]);
%! assert ([t(end), y(end,:)], [2, fref], 1e-3);
%!test  # anonymous function instead of real function
%! fvdp = @(t,y) [y(2); 10 * (1 - y(1)^2) * y(2) - y(1)];
%! [t, y] = ode23s (fvdp, [0 2], [2 0]);
%! assert ([t(end), y(end,:)], [2, fref], 1e-3);
%!test  # extra input arguments passed through
%! [t, y] = ode23s (@fpol, [0 2], [2 0], 12, 13, "KL");
%! assert ([t(end), y(end,:)], [2, fref], 1e-3);
%!test  # empty OdePkg structure *but* extra input arguments
%! opt = odeset;
%! [t, y] = ode23s (@fpol, [0 2], [2 0], opt, 12, 13, "KL");
%! assert ([t(end), y(end,:)], [2, fref], 1e-2);
%!test  # InitialStep option
%! opt = odeset ("InitialStep", 1e-8);
%! [t, y] = ode23s (@fpol, [0 0.2], [2 0], opt);
%! assert ([t(2)-t(1)], [1e-8], 1e-9);
%!test  # MaxStep option
%! opt = odeset ("MaxStep", 1e-3);
%! sol = ode23s (@fpol, [0 0.2], [2 0], opt);
%! assert ([sol.x(5)-sol.x(4)], [1e-3], 1e-4);
%!test  # AbsTol option
%! opt = odeset ("AbsTol", 1e-5);
%! sol = ode23s (@fpol, [0 2], [2 0], opt);
%! assert ([sol.x(end); sol.y(:,end)], [2; fref'], 1e-3);
%!test  # AbsTol and RelTol option
%! opt = odeset ("AbsTol", 1e-8, "RelTol", 1e-8);
%! sol = ode23s (@fpol, [0 2], [2 0], opt);
%! assert ([sol.x(end); sol.y(:,end)], [2; fref'], 1e-3);
%!test  # RelTol and NormControl option -- higher accuracy
%! opt = odeset ("RelTol", 1e-8, "NormControl", "on");
%! sol = ode23s (@fpol, [0 2], [2 0], opt);
%! assert ([sol.x(end); sol.y(:,end)], [2; fref'], 1e-4);
%!test  # Details of OutputSel and Refine can't be tested
%! opt = odeset ("OutputFcn", @fout, "OutputSel", 1, "Refine", 5);
%! sol = ode23s (@fpol, [0 2], [2 0], opt);
%!test  # Stats must add further elements in sol
%! opt = odeset ("Stats", "on");
%! stat_str = evalc ("sol = ode23s (@fpol, [0 2], [2 0], opt);");
%! assert (strncmp (stat_str, "Number of successful steps:", 27));
%! assert (isfield (sol, "stats"));
%! assert (isfield (sol.stats, "nsteps"));
%!test  # Events option add further elements in sol
%! opt = odeset ("Events", @feve);
%! sol = ode23s (@fpol, [0 10], [2 0], opt);
%! assert (isfield (sol, "ie"));
%! assert (sol.ie(1), 2);
%! assert (isfield (sol, "xe"));
%! assert (isfield (sol, "ye"));
%!test  # Mass option as function
%! opt = odeset ("Mass", @fmas);
%! sol = ode23s (@fpol, [0 2], [2 0], opt);
%! assert ([sol.x(end); sol.y(:,end)], [2; fref'], 1e-3);
%!test  # Mass option as matrix
%! opt = odeset ("Mass", eye (2,2));
%! sol = ode23s (@fpol, [0 2], [2 0], opt);
%! assert ([sol.x(end); sol.y(:,end)], [2; fref'], 1e-3);
%!test  # Mass option as sparse matrix
%! opt = odeset ("Mass", sparse (eye (2,2)));
%! sol = ode23s (@fpol, [0 2], [2 0], opt);
%! assert ([sol.x(end); sol.y(:,end)], [2; fref'], 1e-3);
%!test  # Mass option as function and sparse matrix
%! opt = odeset ("Mass", @fmsa);
%! sol = ode23s (@fpol, [0 2], [2 0], opt);
%! assert ([sol.x(end); sol.y(:,end)], [2; fref'], 1e-3);
%!test  # Jacobian option as function
%! opt = odeset ('Jacobian', @jac);
%! sol = ode23s (@fpol, [0 2], [2 0], opt);
%! assert ([sol.x(end); sol.y(:,end)], [2; fref'], 1e-3);
%!testif HAVE_UMFPACK  # Sparse Jacobian
%! jac = @(t, y) sparse ([0 1; -20*y(1)*y(2)-1, 10*(1-y(1)^2)]);
%! opt = odeset ('Jacobian', jac);
%! sol = ode23s (@fpol, [0 2], [2 0], opt);
%! assert ([sol.x(end); sol.y(:,end)], [2; fref'], 1e-3);
%!testif HAVE_UMFPACK  # Jpattern
%! S = sparse ([0 1; 1 1]);
%! opt = odeset ("Jpattern", S);
%! sol = ode23s (@fpol, [0 2], [2 0], opt);
%! assert ([sol.x(end); sol.y(:,end)], [2; fref'], 1e-3);

## Note: The following options have no effect on this solver
##       therefore it makes no sense to test them here:
##
## "BDF"
## "InitialSlope"
## "MassSingular"
## "MStateDependence"
## "MaxOrder"
## "MvPattern"
## "NonNegative"

%!test # Check that imaginary part of solution does not get inverted
%! sol = ode23s (@(x,y) 1, [0 1], 1i);
%! assert (imag (sol.y), ones (size (sol.y)))
%! [x, y] = ode23s (@(x,y) 1, [0 1], 1i);
%! assert (imag (y), ones (size (y)))

## Test input validation
%!error ode23s ()
%!error ode23s (1)
%!error ode23s (1,2)
%!error <TRANGE must be a numeric> ode23s (@fpol, {[0 25]}, [3 15 1])
%!error <TRANGE must be a .* vector> ode23s (@fpol, [0 25; 25 0], [3 15 1])
%!error <TRANGE must contain at least 2 elements> ode23s (@fpol, [1], [3 15 1])
%!error <invalid time span>  ode23s (@fpol, [1 1], [3 15 1])
%!error <INIT must be a numeric> ode23s (@fpol, [0 25], {[3 15 1]})
%!error <INIT must be a .* vector> ode23s (@fpol, [0 25], [3 15 1; 3 15 1])
%!error <FUN must be a valid function handle> ode23s (1, [0 25], [3 15 1])