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1 /* |
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2 |
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3 Copyright (C) 1996, 1997 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 <iomanip> |
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30 #include <iostream> |
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31 |
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32 #include "LSODE.h" |
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33 #include "lo-mappers.h" |
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34 |
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35 #include "defun-dld.h" |
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36 #include "error.h" |
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37 #include "gripes.h" |
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38 #include "oct-obj.h" |
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39 #include "ov-fcn.h" |
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40 #include "pager.h" |
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41 #include "pr-output.h" |
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42 #include "unwind-prot.h" |
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43 #include "utils.h" |
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44 #include "variables.h" |
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45 |
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46 // Global pointer for user defined function required by lsode. |
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47 static octave_function *lsode_fcn; |
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48 |
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49 // Global pointer for optional user defined jacobian function used by lsode. |
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50 static octave_function *lsode_jac; |
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51 |
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52 static LSODE_options lsode_opts; |
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53 |
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54 // Is this a recursive call? |
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55 static int call_depth = 0; |
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56 |
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57 ColumnVector |
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58 lsode_user_function (const ColumnVector& x, double t) |
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59 { |
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60 ColumnVector retval; |
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61 |
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62 int nstates = x.capacity (); |
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63 |
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64 octave_value_list args; |
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65 args(1) = t; |
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66 |
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67 Matrix m (nstates, 1); |
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68 for (int i = 0; i < nstates; i++) |
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69 m (i, 0) = x (i); |
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70 octave_value state (m); |
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71 args(0) = state; |
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72 |
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73 if (lsode_fcn) |
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74 { |
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75 octave_value_list tmp = lsode_fcn->do_multi_index_op (1, args); |
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76 |
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77 if (error_state) |
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78 { |
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79 gripe_user_supplied_eval ("lsode"); |
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80 return retval; |
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81 } |
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82 |
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83 if (tmp.length () > 0 && tmp(0).is_defined ()) |
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84 { |
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85 retval = ColumnVector (tmp(0).vector_value ()); |
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86 |
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87 if (error_state || retval.length () == 0) |
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88 gripe_user_supplied_eval ("lsode"); |
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89 } |
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90 else |
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91 gripe_user_supplied_eval ("lsode"); |
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92 } |
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93 |
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94 return retval; |
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95 } |
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96 |
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97 Matrix |
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98 lsode_user_jacobian (const ColumnVector& x, double t) |
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99 { |
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100 Matrix retval; |
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101 |
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102 int nstates = x.capacity (); |
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103 |
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104 octave_value_list args; |
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105 args(1) = t; |
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106 |
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107 Matrix m (nstates, 1); |
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108 for (int i = 0; i < nstates; i++) |
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109 m (i, 0) = x (i); |
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110 octave_value state (m); |
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111 args(0) = state; |
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112 |
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113 if (lsode_jac) |
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114 { |
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115 octave_value_list tmp = lsode_jac->do_multi_index_op (1, args); |
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116 |
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117 if (error_state) |
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118 { |
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119 gripe_user_supplied_eval ("lsode"); |
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120 return retval; |
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121 } |
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122 |
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123 if (tmp.length () > 0 && tmp(0).is_defined ()) |
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124 { |
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125 retval = tmp(0).matrix_value (); |
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126 |
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127 if (error_state || retval.length () == 0) |
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128 gripe_user_supplied_eval ("lsode"); |
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129 } |
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130 else |
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131 gripe_user_supplied_eval ("lsode"); |
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132 } |
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133 |
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134 return retval; |
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135 } |
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136 |
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137 #define LSODE_ABORT() \ |
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138 do \ |
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139 { \ |
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140 unwind_protect::run_frame ("Flsode"); \ |
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141 return retval; \ |
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142 } \ |
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143 while (0) |
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144 |
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145 #define LSODE_ABORT1(msg) \ |
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146 do \ |
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147 { \ |
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148 ::error ("lsode: " msg); \ |
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149 LSODE_ABORT (); \ |
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150 } \ |
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151 while (0) |
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152 |
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153 #define LSODE_ABORT2(fmt, arg) \ |
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154 do \ |
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155 { \ |
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156 ::error ("lsode: " fmt, arg); \ |
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157 LSODE_ABORT (); \ |
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158 } \ |
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159 while (0) |
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160 |
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161 DEFUN_DLD (lsode, args, nargout, |
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162 "-*- texinfo -*-\n\ |
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163 @deftypefn {Loadable Function} {[@var{x}, @var{istate}, @var{msg}]} lsode (@var{fcn}, @var{x0}, @var{t}, @var{t_crit})\n\ |
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164 Return a matrix of @var{x} as a function of @var{t}, given the initial\n\ |
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165 state of the system @var{x0}. Each row in the result matrix corresponds\n\ |
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166 to one of the elements in the vector @var{t}. The first element of\n\ |
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167 @var{t} corresponds to the initial state @var{x0}, so that the first row\n\ |
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168 of the output is @var{x0}.\n\ |
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169 \n\ |
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170 The first argument, @var{fcn}, is a string that names the function to\n\ |
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171 call to compute the vector of right hand sides for the set of equations.\n\ |
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172 It must have the form\n\ |
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173 \n\ |
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174 @example\n\ |
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175 @var{xdot} = f (@var{x}, @var{t})\n\ |
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176 @end example\n\ |
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177 \n\ |
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178 @noindent\n\ |
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179 where @var{xdot} and @var{x} are vectors and @var{t} is a scalar.\n\ |
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180 \n\ |
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181 The fourth argument is optional, and may be used to specify a set of\n\ |
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182 times that the ODE solver should not integrate past. It is useful for\n\ |
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183 avoiding difficulties with singularities and points where there is a\n\ |
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184 discontinuity in the derivative.\n\ |
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185 \n\ |
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186 You can use the function @code{lsode_options} to set optional\n\ |
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187 parameters for @code{lsode}.\n\ |
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188 @end deftypefn") |
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189 { |
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190 octave_value_list retval; |
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191 |
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192 unwind_protect::begin_frame ("Flsode"); |
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193 |
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194 unwind_protect_int (call_depth); |
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195 call_depth++; |
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196 |
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197 if (call_depth > 1) |
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198 LSODE_ABORT1 ("invalid recursive call"); |
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199 |
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200 int nargin = args.length (); |
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201 |
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202 if (nargin > 2 && nargin < 5 && nargout < 4) |
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203 { |
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204 octave_value f_arg = args(0); |
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205 |
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206 switch (f_arg.rows ()) |
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207 { |
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208 case 1: |
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209 lsode_fcn = extract_function |
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210 (args(0), "lsode", "__lsode_fcn__", |
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211 "function xdot = __lsode_fcn__ (x, t) xdot = ", |
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212 "; endfunction"); |
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213 break; |
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214 |
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215 case 2: |
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216 { |
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217 string_vector tmp = args(0).all_strings (); |
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218 |
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219 if (! error_state) |
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220 { |
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221 lsode_fcn = extract_function |
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222 (tmp(0), "lsode", "__lsode_fcn__", |
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223 "function xdot = __lsode_fcn__ (x, t) xdot = ", |
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224 "; endfunction"); |
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225 |
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226 if (lsode_fcn) |
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227 { |
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228 lsode_jac = extract_function |
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229 (tmp(1), "lsode", "__lsode_jac__", |
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230 "function jac = __lsode_jac__ (x, t) jac = ", |
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231 "; endfunction"); |
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232 |
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233 if (! lsode_jac) |
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234 lsode_fcn = 0; |
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235 } |
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236 } |
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237 } |
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238 break; |
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239 |
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240 default: |
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241 LSODE_ABORT1 |
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242 ("first arg should be a string or 2-element string array"); |
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243 } |
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244 |
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245 if (error_state || ! lsode_fcn) |
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246 LSODE_ABORT (); |
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247 |
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248 ColumnVector state (args(1).vector_value ()); |
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249 |
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250 if (error_state) |
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251 LSODE_ABORT1 ("expecting state vector as second argument"); |
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252 |
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253 ColumnVector out_times (args(2).vector_value ()); |
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254 |
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255 if (error_state) |
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256 LSODE_ABORT1 ("expecting output time vector as third argument"); |
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257 |
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258 ColumnVector crit_times; |
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259 |
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260 int crit_times_set = 0; |
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261 if (nargin > 3) |
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262 { |
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263 crit_times = ColumnVector (args(3).vector_value ()); |
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264 |
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265 if (error_state) |
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266 LSODE_ABORT1 ("expecting critical time vector as fourth argument"); |
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267 |
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268 crit_times_set = 1; |
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269 } |
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270 |
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271 double tzero = out_times (0); |
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272 |
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273 ODEFunc func (lsode_user_function); |
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274 if (lsode_jac) |
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275 func.set_jacobian_function (lsode_user_jacobian); |
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276 |
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277 LSODE ode (state, tzero, func); |
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278 |
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279 ode.copy (lsode_opts); |
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280 |
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281 Matrix output; |
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282 if (crit_times_set) |
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283 output = ode.integrate (out_times, crit_times); |
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284 else |
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285 output = ode.integrate (out_times); |
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286 |
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287 if (! error_state) |
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288 { |
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289 retval(2) = ode.error_message (); |
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290 retval(1) = static_cast<double> (ode.integration_state ()); |
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291 |
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292 if (ode.integration_ok ()) |
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293 retval(0) = output; |
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294 else |
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295 { |
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296 retval(0) = Matrix (); |
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297 |
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298 if (nargout < 2) |
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299 { |
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300 std::string msg = ode.error_message (); |
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301 error ("lsode: %s", msg.c_str ()); |
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302 } |
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303 } |
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304 } |
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305 } |
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306 else |
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307 print_usage ("lsode"); |
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308 |
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309 unwind_protect::run_frame ("Flsode"); |
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310 |
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311 return retval; |
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312 } |
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313 |
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314 typedef void (LSODE_options::*da_set_opt_mf) (const Array<double>&); |
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315 typedef void (LSODE_options::*d_set_opt_mf) (double); |
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316 typedef void (LSODE_options::*i_set_opt_mf) (int); |
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317 typedef void (LSODE_options::*s_set_opt_mf) (const std::string&); |
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318 |
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319 typedef Array<double> (LSODE_options::*da_get_opt_mf) (void) const; |
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320 typedef double (LSODE_options::*d_get_opt_mf) (void) const; |
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321 typedef int (LSODE_options::*i_get_opt_mf) (void) const; |
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322 typedef std::string (LSODE_options::*s_get_opt_mf) (void) const; |
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323 |
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324 #define MAX_TOKENS 3 |
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325 |
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326 struct LSODE_OPTIONS |
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327 { |
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328 const char *keyword; |
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329 const char *kw_tok[MAX_TOKENS + 1]; |
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330 int min_len[MAX_TOKENS + 1]; |
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331 int min_toks_to_match; |
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332 da_set_opt_mf da_set_fcn; |
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333 d_set_opt_mf d_set_fcn; |
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334 i_set_opt_mf i_set_fcn; |
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335 s_set_opt_mf s_set_fcn; |
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336 da_get_opt_mf da_get_fcn; |
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337 d_get_opt_mf d_get_fcn; |
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338 i_get_opt_mf i_get_fcn; |
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339 s_get_opt_mf s_get_fcn; |
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340 }; |
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341 |
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342 static LSODE_OPTIONS lsode_option_table [] = |
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343 { |
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344 { "absolute tolerance", |
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345 { "absolute", "tolerance", 0, 0, }, |
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346 { 1, 0, 0, 0, }, 1, |
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347 &LSODE_options::set_absolute_tolerance, 0, 0, 0, |
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348 &LSODE_options::absolute_tolerance, 0, 0, 0, }, |
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349 |
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350 { "initial step size", |
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351 { "initial", "step", "size", 0, }, |
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352 { 3, 0, 0, 0, }, 1, |
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353 0, &LSODE_options::set_initial_step_size, 0, 0, |
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354 0, &LSODE_options::initial_step_size, 0, 0, }, |
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355 |
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356 { "integration method", |
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357 { "integration", "method", 0, 0, }, |
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358 { 3, 0, 0, 0, }, 1, |
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359 0, 0, 0, &LSODE_options::set_integration_method, |
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360 0, 0, 0, &LSODE_options::integration_method, }, |
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361 |
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362 { "maximum step size", |
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363 { "maximum", "step", "size", 0, }, |
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364 { 2, 0, 0, 0, }, 1, |
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365 0, &LSODE_options::set_maximum_step_size, 0, 0, |
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366 0, &LSODE_options::maximum_step_size, 0, 0, }, |
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367 |
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368 { "minimum step size", |
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369 { "minimum", "step", "size", 0, }, |
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370 { 2, 0, 0, 0, }, 1, |
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371 0, &LSODE_options::set_minimum_step_size, 0, 0, |
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372 0, &LSODE_options::minimum_step_size, 0, 0, }, |
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373 |
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374 { "relative tolerance", |
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375 { "relative", "tolerance", 0, 0, }, |
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376 { 1, 0, 0, 0, }, 1, |
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377 0, &LSODE_options::set_relative_tolerance, 0, 0, |
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378 0, &LSODE_options::relative_tolerance, 0, 0, }, |
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379 |
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380 { "step limit", |
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381 { "step", "limit", 0, 0, }, |
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382 { 1, 0, 0, 0, }, 1, |
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383 0, 0, &LSODE_options::set_step_limit, 0, |
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384 0, 0, &LSODE_options::step_limit, 0, }, |
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385 |
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386 { 0, |
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387 { 0, 0, 0, 0, }, |
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388 { 0, 0, 0, 0, }, 0, |
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389 0, 0, 0, 0, |
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390 0, 0, 0, 0, }, |
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391 }; |
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392 |
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393 static void |
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394 print_lsode_option_list (std::ostream& os) |
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395 { |
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396 print_usage ("lsode_options", 1); |
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397 |
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398 os << "\n" |
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399 << "Options for lsode include:\n\n" |
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400 << " keyword value\n" |
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401 << " ------- -----\n\n"; |
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402 |
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403 LSODE_OPTIONS *list = lsode_option_table; |
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404 |
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405 const char *keyword; |
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406 while ((keyword = list->keyword) != 0) |
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407 { |
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408 os << " " |
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409 << std::setiosflags (std::ios::left) << std::setw (40) |
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410 << keyword |
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411 << std::resetiosflags (std::ios::left) |
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412 << " "; |
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413 |
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414 if (list->da_get_fcn) |
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415 { |
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416 Array<double> val = (lsode_opts.*list->da_get_fcn) (); |
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417 if (val.length () == 1) |
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418 { |
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419 if (val(0) < 0.0) |
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420 os << "computed automatically"; |
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421 else |
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422 os << val(0); |
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423 } |
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424 else |
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425 { |
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426 os << "\n\n"; |
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427 // XXX FIXME XXX |
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428 Matrix tmp = Matrix (ColumnVector (val)); |
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429 octave_print_internal (os, tmp, false, 2); |
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430 os << "\n"; |
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431 } |
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432 } |
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433 else if (list->d_get_fcn) |
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434 { |
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435 double val = (lsode_opts.*list->d_get_fcn) (); |
|
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436 if (val < 0.0) |
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437 os << "computed automatically"; |
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438 else |
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439 os << val; |
|
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440 } |
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3955
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441 else if (list->i_get_fcn) |
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2928
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442 { |
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443 int val = (lsode_opts.*list->i_get_fcn) (); |
|
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444 if (val < 0) |
|
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445 os << "infinite"; |
|
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446 else |
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447 os << val; |
|
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448 } |
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3955
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449 else if (list->s_get_fcn) |
|
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450 { |
|
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451 os << (lsode_opts.*list->s_get_fcn) (); |
|
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452 } |
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453 else |
|
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454 panic_impossible (); |
|
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455 |
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2928
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456 os << "\n"; |
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457 list++; |
|
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458 } |
|
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459 |
|
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460 os << "\n"; |
|
|
461 } |
|
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462 |
|
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463 static void |
|
3523
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464 set_lsode_option (const std::string& keyword, double val) |
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2928
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465 { |
|
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466 LSODE_OPTIONS *list = lsode_option_table; |
|
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467 |
|
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468 while (list->keyword != 0) |
|
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469 { |
|
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470 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
|
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471 list->min_toks_to_match, MAX_TOKENS)) |
|
|
472 { |
|
3957
|
473 if (list->da_set_fcn) |
|
|
474 { |
|
|
475 Array<double> tmp (1, val); |
|
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476 (lsode_opts.*list->da_set_fcn) (tmp); |
|
|
477 } |
|
|
478 else if (list->d_set_fcn) |
|
|
479 { |
|
|
480 (lsode_opts.*list->d_set_fcn) (val); |
|
|
481 } |
|
2928
|
482 else |
|
|
483 { |
|
|
484 if (xisnan (val)) |
|
|
485 { |
|
|
486 error ("lsode_options: %s: expecting integer, found NaN", |
|
|
487 keyword.c_str ()); |
|
|
488 } |
|
|
489 else |
|
|
490 (lsode_opts.*list->i_set_fcn) (NINT (val)); |
|
|
491 } |
|
|
492 return; |
|
|
493 } |
|
|
494 list++; |
|
|
495 } |
|
|
496 |
|
|
497 warning ("lsode_options: no match for `%s'", keyword.c_str ()); |
|
|
498 } |
|
|
499 |
|
3952
|
500 static void |
|
|
501 set_lsode_option (const std::string& keyword, const Array<double>& val) |
|
|
502 { |
|
|
503 LSODE_OPTIONS *list = lsode_option_table; |
|
|
504 |
|
|
505 while (list->keyword != 0) |
|
|
506 { |
|
|
507 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
|
|
508 list->min_toks_to_match, MAX_TOKENS)) |
|
|
509 { |
|
|
510 if (list->da_set_fcn) |
|
|
511 (lsode_opts.*list->da_set_fcn) (val); |
|
|
512 else |
|
|
513 error ("lsode_options: no function to handle vector option"); |
|
|
514 |
|
|
515 return; |
|
|
516 } |
|
|
517 list++; |
|
|
518 } |
|
|
519 |
|
|
520 warning ("lsode_options: no match for `%s'", keyword.c_str ()); |
|
|
521 } |
|
|
522 |
|
3955
|
523 static void |
|
|
524 set_lsode_option (const std::string& keyword, const std::string& val) |
|
|
525 { |
|
|
526 LSODE_OPTIONS *list = lsode_option_table; |
|
|
527 |
|
|
528 while (list->keyword != 0) |
|
|
529 { |
|
|
530 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
|
|
531 list->min_toks_to_match, MAX_TOKENS)) |
|
|
532 { |
|
|
533 if (list->s_set_fcn) |
|
|
534 (lsode_opts.*list->s_set_fcn) (val); |
|
|
535 else |
|
|
536 error ("lsode_options: no function to handle string option"); |
|
|
537 |
|
|
538 return; |
|
|
539 } |
|
|
540 list++; |
|
|
541 } |
|
|
542 |
|
|
543 warning ("lsode_options: no match for `%s'", keyword.c_str ()); |
|
|
544 } |
|
|
545 |
|
2928
|
546 static octave_value_list |
|
3523
|
547 show_lsode_option (const std::string& keyword) |
|
2928
|
548 { |
|
|
549 octave_value retval; |
|
|
550 |
|
|
551 LSODE_OPTIONS *list = lsode_option_table; |
|
|
552 |
|
|
553 while (list->keyword != 0) |
|
|
554 { |
|
|
555 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
|
|
556 list->min_toks_to_match, MAX_TOKENS)) |
|
|
557 { |
|
3952
|
558 if (list->da_get_fcn) |
|
|
559 { |
|
|
560 Array<double> val = (lsode_opts.*list->da_get_fcn) (); |
|
|
561 if (val.length () == 1) |
|
|
562 { |
|
|
563 if (val(0) < 0.0) |
|
|
564 retval = "computed automatically"; |
|
|
565 else |
|
|
566 retval = val(0); |
|
|
567 } |
|
|
568 else |
|
|
569 retval = ColumnVector (val); |
|
|
570 } |
|
|
571 else if (list->d_get_fcn) |
|
2928
|
572 { |
|
|
573 double val = (lsode_opts.*list->d_get_fcn) (); |
|
|
574 if (val < 0.0) |
|
|
575 retval = "computed automatically"; |
|
|
576 else |
|
|
577 retval = val; |
|
|
578 } |
|
3955
|
579 else if (list->i_get_fcn) |
|
2928
|
580 { |
|
|
581 int val = (lsode_opts.*list->i_get_fcn) (); |
|
|
582 if (val < 0) |
|
|
583 retval = "infinite"; |
|
|
584 else |
|
|
585 retval = static_cast<double> (val); |
|
|
586 } |
|
3955
|
587 else if (list->s_get_fcn) |
|
|
588 { |
|
|
589 retval = (lsode_opts.*list->s_get_fcn) (); |
|
|
590 } |
|
|
591 else |
|
|
592 panic_impossible (); |
|
2928
|
593 |
|
|
594 return retval; |
|
|
595 } |
|
|
596 list++; |
|
|
597 } |
|
|
598 |
|
|
599 warning ("lsode_options: no match for `%s'", keyword.c_str ()); |
|
|
600 |
|
|
601 return retval; |
|
|
602 } |
|
|
603 |
|
|
604 DEFUN_DLD (lsode_options, args, , |
|
3373
|
605 "-*- texinfo -*-\n\ |
|
|
606 @deftypefn {Loadable Function} {} lsode_options (@var{opt}, @var{val})\n\ |
|
|
607 When called with two arguments, this function allows you set options\n\ |
|
|
608 parameters for the function @code{lsode}. Given one argument,\n\ |
|
|
609 @code{lsode_options} returns the value of the corresponding option. If\n\ |
|
|
610 no arguments are supplied, the names of all the available options and\n\ |
|
|
611 their current values are displayed.\n\ |
|
|
612 @end deftypefn") |
|
2928
|
613 { |
|
|
614 octave_value_list retval; |
|
|
615 |
|
|
616 int nargin = args.length (); |
|
|
617 |
|
|
618 if (nargin == 0) |
|
|
619 { |
|
|
620 print_lsode_option_list (octave_stdout); |
|
|
621 } |
|
|
622 else if (nargin == 1 || nargin == 2) |
|
|
623 { |
|
3523
|
624 std::string keyword = args(0).string_value (); |
|
2928
|
625 |
|
|
626 if (! error_state) |
|
|
627 { |
|
|
628 if (nargin == 1) |
|
3952
|
629 retval = show_lsode_option (keyword); |
|
2928
|
630 else |
|
|
631 { |
|
3955
|
632 if (args(1).is_string ()) |
|
|
633 { |
|
|
634 std::string val = args(1).string_value (); |
|
|
635 |
|
|
636 if (! error_state) |
|
|
637 set_lsode_option (keyword, val); |
|
|
638 } |
|
|
639 else if (args(1).is_scalar_type ()) |
|
3952
|
640 { |
|
|
641 double val = args(1).double_value (); |
|
2928
|
642 |
|
3952
|
643 if (! error_state) |
|
|
644 set_lsode_option (keyword, val); |
|
|
645 } |
|
|
646 else |
|
2928
|
647 { |
|
3952
|
648 Array<double> val = args(1).vector_value (); |
|
|
649 |
|
|
650 if (! error_state) |
|
|
651 set_lsode_option (keyword, val); |
|
2928
|
652 } |
|
|
653 } |
|
|
654 } |
|
|
655 } |
|
3952
|
656 else |
|
|
657 print_usage ("lsode_options"); |
|
2928
|
658 |
|
|
659 return retval; |
|
|
660 } |
|
|
661 |
|
|
662 /* |
|
|
663 ;;; Local Variables: *** |
|
|
664 ;;; mode: C++ *** |
|
|
665 ;;; End: *** |
|
|
666 */ |
