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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 lsode_fcn = 0; |
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205 lsode_jac = 0; |
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206 |
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207 octave_value f_arg = args(0); |
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208 |
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209 switch (f_arg.rows ()) |
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210 { |
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211 case 1: |
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212 lsode_fcn = extract_function |
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213 (f_arg, "lsode", "__lsode_fcn__", |
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214 "function xdot = __lsode_fcn__ (x, t) xdot = ", |
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215 "; endfunction"); |
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216 break; |
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217 |
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218 case 2: |
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219 { |
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220 string_vector tmp = f_arg.all_strings (); |
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221 |
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222 if (! error_state) |
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223 { |
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224 lsode_fcn = extract_function |
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225 (tmp(0), "lsode", "__lsode_fcn__", |
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226 "function xdot = __lsode_fcn__ (x, t) xdot = ", |
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227 "; endfunction"); |
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228 |
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229 if (lsode_fcn) |
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230 { |
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231 lsode_jac = extract_function |
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232 (tmp(1), "lsode", "__lsode_jac__", |
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233 "function jac = __lsode_jac__ (x, t) jac = ", |
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234 "; endfunction"); |
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235 |
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236 if (! lsode_jac) |
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237 lsode_fcn = 0; |
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238 } |
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239 } |
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240 } |
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241 break; |
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242 |
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243 default: |
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244 LSODE_ABORT1 |
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245 ("first arg should be a string or 2-element string array"); |
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246 } |
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247 |
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248 if (error_state || ! lsode_fcn) |
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249 LSODE_ABORT (); |
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250 |
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251 ColumnVector state (args(1).vector_value ()); |
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252 |
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253 if (error_state) |
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254 LSODE_ABORT1 ("expecting state vector as second argument"); |
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255 |
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256 ColumnVector out_times (args(2).vector_value ()); |
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257 |
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258 if (error_state) |
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259 LSODE_ABORT1 ("expecting output time vector as third argument"); |
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260 |
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261 ColumnVector crit_times; |
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262 |
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263 int crit_times_set = 0; |
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264 if (nargin > 3) |
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265 { |
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266 crit_times = ColumnVector (args(3).vector_value ()); |
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267 |
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268 if (error_state) |
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269 LSODE_ABORT1 ("expecting critical time vector as fourth argument"); |
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270 |
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271 crit_times_set = 1; |
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272 } |
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273 |
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274 double tzero = out_times (0); |
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275 |
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276 ODEFunc func (lsode_user_function); |
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277 if (lsode_jac) |
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278 func.set_jacobian_function (lsode_user_jacobian); |
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279 |
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280 LSODE ode (state, tzero, func); |
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281 |
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282 ode.copy (lsode_opts); |
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283 |
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284 Matrix output; |
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285 if (crit_times_set) |
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286 output = ode.integrate (out_times, crit_times); |
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287 else |
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288 output = ode.integrate (out_times); |
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289 |
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290 if (! error_state) |
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291 { |
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292 retval(2) = ode.error_message (); |
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293 retval(1) = static_cast<double> (ode.integration_state ()); |
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294 |
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295 if (ode.integration_ok ()) |
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296 retval(0) = output; |
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297 else |
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298 { |
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299 retval(0) = Matrix (); |
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300 |
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301 if (nargout < 2) |
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302 { |
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303 std::string msg = ode.error_message (); |
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304 error ("lsode: %s", msg.c_str ()); |
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305 } |
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306 } |
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307 } |
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308 } |
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309 else |
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310 print_usage ("lsode"); |
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311 |
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312 unwind_protect::run_frame ("Flsode"); |
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313 |
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314 return retval; |
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315 } |
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316 |
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317 typedef void (LSODE_options::*da_set_opt_mf) (const Array<double>&); |
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318 typedef void (LSODE_options::*d_set_opt_mf) (double); |
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319 typedef void (LSODE_options::*i_set_opt_mf) (int); |
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320 typedef void (LSODE_options::*s_set_opt_mf) (const std::string&); |
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321 |
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322 typedef Array<double> (LSODE_options::*da_get_opt_mf) (void) const; |
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323 typedef double (LSODE_options::*d_get_opt_mf) (void) const; |
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324 typedef int (LSODE_options::*i_get_opt_mf) (void) const; |
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325 typedef std::string (LSODE_options::*s_get_opt_mf) (void) const; |
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326 |
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327 #define MAX_TOKENS 3 |
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328 |
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329 struct LSODE_OPTIONS |
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330 { |
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331 const char *keyword; |
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332 const char *kw_tok[MAX_TOKENS + 1]; |
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333 int min_len[MAX_TOKENS + 1]; |
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334 int min_toks_to_match; |
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335 da_set_opt_mf da_set_fcn; |
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336 d_set_opt_mf d_set_fcn; |
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337 i_set_opt_mf i_set_fcn; |
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338 s_set_opt_mf s_set_fcn; |
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339 da_get_opt_mf da_get_fcn; |
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340 d_get_opt_mf d_get_fcn; |
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341 i_get_opt_mf i_get_fcn; |
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342 s_get_opt_mf s_get_fcn; |
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343 }; |
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344 |
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345 static LSODE_OPTIONS lsode_option_table [] = |
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346 { |
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347 { "absolute tolerance", |
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348 { "absolute", "tolerance", 0, 0, }, |
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349 { 1, 0, 0, 0, }, 1, |
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350 &LSODE_options::set_absolute_tolerance, 0, 0, 0, |
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351 &LSODE_options::absolute_tolerance, 0, 0, 0, }, |
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352 |
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353 { "initial step size", |
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354 { "initial", "step", "size", 0, }, |
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355 { 3, 0, 0, 0, }, 1, |
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356 0, &LSODE_options::set_initial_step_size, 0, 0, |
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357 0, &LSODE_options::initial_step_size, 0, 0, }, |
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358 |
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359 { "integration method", |
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360 { "integration", "method", 0, 0, }, |
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361 { 3, 0, 0, 0, }, 1, |
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362 0, 0, 0, &LSODE_options::set_integration_method, |
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363 0, 0, 0, &LSODE_options::integration_method, }, |
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364 |
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365 { "maximum step size", |
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366 { "maximum", "step", "size", 0, }, |
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367 { 2, 0, 0, 0, }, 1, |
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368 0, &LSODE_options::set_maximum_step_size, 0, 0, |
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369 0, &LSODE_options::maximum_step_size, 0, 0, }, |
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370 |
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371 { "minimum step size", |
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372 { "minimum", "step", "size", 0, }, |
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373 { 2, 0, 0, 0, }, 1, |
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374 0, &LSODE_options::set_minimum_step_size, 0, 0, |
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375 0, &LSODE_options::minimum_step_size, 0, 0, }, |
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376 |
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377 { "relative tolerance", |
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378 { "relative", "tolerance", 0, 0, }, |
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379 { 1, 0, 0, 0, }, 1, |
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380 0, &LSODE_options::set_relative_tolerance, 0, 0, |
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381 0, &LSODE_options::relative_tolerance, 0, 0, }, |
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382 |
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383 { "step limit", |
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384 { "step", "limit", 0, 0, }, |
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385 { 1, 0, 0, 0, }, 1, |
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386 0, 0, &LSODE_options::set_step_limit, 0, |
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387 0, 0, &LSODE_options::step_limit, 0, }, |
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388 |
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389 { 0, |
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390 { 0, 0, 0, 0, }, |
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391 { 0, 0, 0, 0, }, 0, |
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392 0, 0, 0, 0, |
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393 0, 0, 0, 0, }, |
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394 }; |
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395 |
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396 static void |
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397 print_lsode_option_list (std::ostream& os) |
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398 { |
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399 print_usage ("lsode_options", 1); |
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400 |
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401 os << "\n" |
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402 << "Options for lsode include:\n\n" |
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403 << " keyword value\n" |
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404 << " ------- -----\n\n"; |
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405 |
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406 LSODE_OPTIONS *list = lsode_option_table; |
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407 |
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408 const char *keyword; |
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409 while ((keyword = list->keyword) != 0) |
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410 { |
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411 os << " " |
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412 << std::setiosflags (std::ios::left) << std::setw (40) |
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413 << keyword |
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414 << std::resetiosflags (std::ios::left) |
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415 << " "; |
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416 |
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417 if (list->da_get_fcn) |
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418 { |
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419 Array<double> val = (lsode_opts.*list->da_get_fcn) (); |
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420 if (val.length () == 1) |
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421 { |
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422 if (val(0) < 0.0) |
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423 os << "computed automatically"; |
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424 else |
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425 os << val(0); |
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426 } |
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427 else |
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428 { |
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429 os << "\n\n"; |
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430 // XXX FIXME XXX |
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431 Matrix tmp = Matrix (ColumnVector (val)); |
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432 octave_print_internal (os, tmp, false, 2); |
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433 os << "\n"; |
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434 } |
|
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435 } |
|
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436 else if (list->d_get_fcn) |
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2928
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437 { |
|
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438 double val = (lsode_opts.*list->d_get_fcn) (); |
|
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439 if (val < 0.0) |
|
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440 os << "computed automatically"; |
|
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441 else |
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442 os << val; |
|
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443 } |
|
3955
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444 else if (list->i_get_fcn) |
|
2928
|
445 { |
|
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446 int val = (lsode_opts.*list->i_get_fcn) (); |
|
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447 if (val < 0) |
|
|
448 os << "infinite"; |
|
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449 else |
|
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450 os << val; |
|
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451 } |
|
3955
|
452 else if (list->s_get_fcn) |
|
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453 { |
|
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454 os << (lsode_opts.*list->s_get_fcn) (); |
|
|
455 } |
|
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456 else |
|
|
457 panic_impossible (); |
|
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458 |
|
2928
|
459 os << "\n"; |
|
|
460 list++; |
|
|
461 } |
|
|
462 |
|
|
463 os << "\n"; |
|
|
464 } |
|
|
465 |
|
|
466 static void |
|
3523
|
467 set_lsode_option (const std::string& keyword, double val) |
|
2928
|
468 { |
|
|
469 LSODE_OPTIONS *list = lsode_option_table; |
|
|
470 |
|
|
471 while (list->keyword != 0) |
|
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472 { |
|
|
473 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
|
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474 list->min_toks_to_match, MAX_TOKENS)) |
|
|
475 { |
|
3957
|
476 if (list->da_set_fcn) |
|
|
477 { |
|
|
478 Array<double> tmp (1, val); |
|
|
479 (lsode_opts.*list->da_set_fcn) (tmp); |
|
|
480 } |
|
|
481 else if (list->d_set_fcn) |
|
|
482 { |
|
|
483 (lsode_opts.*list->d_set_fcn) (val); |
|
|
484 } |
|
2928
|
485 else |
|
|
486 { |
|
|
487 if (xisnan (val)) |
|
|
488 { |
|
|
489 error ("lsode_options: %s: expecting integer, found NaN", |
|
|
490 keyword.c_str ()); |
|
|
491 } |
|
|
492 else |
|
|
493 (lsode_opts.*list->i_set_fcn) (NINT (val)); |
|
|
494 } |
|
|
495 return; |
|
|
496 } |
|
|
497 list++; |
|
|
498 } |
|
|
499 |
|
|
500 warning ("lsode_options: no match for `%s'", keyword.c_str ()); |
|
|
501 } |
|
|
502 |
|
3952
|
503 static void |
|
|
504 set_lsode_option (const std::string& keyword, const Array<double>& val) |
|
|
505 { |
|
|
506 LSODE_OPTIONS *list = lsode_option_table; |
|
|
507 |
|
|
508 while (list->keyword != 0) |
|
|
509 { |
|
|
510 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
|
|
511 list->min_toks_to_match, MAX_TOKENS)) |
|
|
512 { |
|
|
513 if (list->da_set_fcn) |
|
|
514 (lsode_opts.*list->da_set_fcn) (val); |
|
|
515 else |
|
|
516 error ("lsode_options: no function to handle vector option"); |
|
|
517 |
|
|
518 return; |
|
|
519 } |
|
|
520 list++; |
|
|
521 } |
|
|
522 |
|
|
523 warning ("lsode_options: no match for `%s'", keyword.c_str ()); |
|
|
524 } |
|
|
525 |
|
3955
|
526 static void |
|
|
527 set_lsode_option (const std::string& keyword, const std::string& val) |
|
|
528 { |
|
|
529 LSODE_OPTIONS *list = lsode_option_table; |
|
|
530 |
|
|
531 while (list->keyword != 0) |
|
|
532 { |
|
|
533 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
|
|
534 list->min_toks_to_match, MAX_TOKENS)) |
|
|
535 { |
|
|
536 if (list->s_set_fcn) |
|
|
537 (lsode_opts.*list->s_set_fcn) (val); |
|
|
538 else |
|
|
539 error ("lsode_options: no function to handle string option"); |
|
|
540 |
|
|
541 return; |
|
|
542 } |
|
|
543 list++; |
|
|
544 } |
|
|
545 |
|
|
546 warning ("lsode_options: no match for `%s'", keyword.c_str ()); |
|
|
547 } |
|
|
548 |
|
2928
|
549 static octave_value_list |
|
3523
|
550 show_lsode_option (const std::string& keyword) |
|
2928
|
551 { |
|
|
552 octave_value retval; |
|
|
553 |
|
|
554 LSODE_OPTIONS *list = lsode_option_table; |
|
|
555 |
|
|
556 while (list->keyword != 0) |
|
|
557 { |
|
|
558 if (keyword_almost_match (list->kw_tok, list->min_len, keyword, |
|
|
559 list->min_toks_to_match, MAX_TOKENS)) |
|
|
560 { |
|
3952
|
561 if (list->da_get_fcn) |
|
|
562 { |
|
|
563 Array<double> val = (lsode_opts.*list->da_get_fcn) (); |
|
|
564 if (val.length () == 1) |
|
|
565 { |
|
|
566 if (val(0) < 0.0) |
|
|
567 retval = "computed automatically"; |
|
|
568 else |
|
|
569 retval = val(0); |
|
|
570 } |
|
|
571 else |
|
|
572 retval = ColumnVector (val); |
|
|
573 } |
|
|
574 else if (list->d_get_fcn) |
|
2928
|
575 { |
|
|
576 double val = (lsode_opts.*list->d_get_fcn) (); |
|
|
577 if (val < 0.0) |
|
|
578 retval = "computed automatically"; |
|
|
579 else |
|
|
580 retval = val; |
|
|
581 } |
|
3955
|
582 else if (list->i_get_fcn) |
|
2928
|
583 { |
|
|
584 int val = (lsode_opts.*list->i_get_fcn) (); |
|
|
585 if (val < 0) |
|
|
586 retval = "infinite"; |
|
|
587 else |
|
|
588 retval = static_cast<double> (val); |
|
|
589 } |
|
3955
|
590 else if (list->s_get_fcn) |
|
|
591 { |
|
|
592 retval = (lsode_opts.*list->s_get_fcn) (); |
|
|
593 } |
|
|
594 else |
|
|
595 panic_impossible (); |
|
2928
|
596 |
|
|
597 return retval; |
|
|
598 } |
|
|
599 list++; |
|
|
600 } |
|
|
601 |
|
|
602 warning ("lsode_options: no match for `%s'", keyword.c_str ()); |
|
|
603 |
|
|
604 return retval; |
|
|
605 } |
|
|
606 |
|
|
607 DEFUN_DLD (lsode_options, args, , |
|
3373
|
608 "-*- texinfo -*-\n\ |
|
|
609 @deftypefn {Loadable Function} {} lsode_options (@var{opt}, @var{val})\n\ |
|
|
610 When called with two arguments, this function allows you set options\n\ |
|
|
611 parameters for the function @code{lsode}. Given one argument,\n\ |
|
|
612 @code{lsode_options} returns the value of the corresponding option. If\n\ |
|
|
613 no arguments are supplied, the names of all the available options and\n\ |
|
|
614 their current values are displayed.\n\ |
|
|
615 @end deftypefn") |
|
2928
|
616 { |
|
|
617 octave_value_list retval; |
|
|
618 |
|
|
619 int nargin = args.length (); |
|
|
620 |
|
|
621 if (nargin == 0) |
|
|
622 { |
|
|
623 print_lsode_option_list (octave_stdout); |
|
|
624 } |
|
|
625 else if (nargin == 1 || nargin == 2) |
|
|
626 { |
|
3523
|
627 std::string keyword = args(0).string_value (); |
|
2928
|
628 |
|
|
629 if (! error_state) |
|
|
630 { |
|
|
631 if (nargin == 1) |
|
3952
|
632 retval = show_lsode_option (keyword); |
|
2928
|
633 else |
|
|
634 { |
|
3955
|
635 if (args(1).is_string ()) |
|
|
636 { |
|
|
637 std::string val = args(1).string_value (); |
|
|
638 |
|
|
639 if (! error_state) |
|
|
640 set_lsode_option (keyword, val); |
|
|
641 } |
|
|
642 else if (args(1).is_scalar_type ()) |
|
3952
|
643 { |
|
|
644 double val = args(1).double_value (); |
|
2928
|
645 |
|
3952
|
646 if (! error_state) |
|
|
647 set_lsode_option (keyword, val); |
|
|
648 } |
|
|
649 else |
|
2928
|
650 { |
|
3952
|
651 Array<double> val = args(1).vector_value (); |
|
|
652 |
|
|
653 if (! error_state) |
|
|
654 set_lsode_option (keyword, val); |
|
2928
|
655 } |
|
|
656 } |
|
|
657 } |
|
|
658 } |
|
3952
|
659 else |
|
|
660 print_usage ("lsode_options"); |
|
2928
|
661 |
|
|
662 return retval; |
|
|
663 } |
|
|
664 |
|
|
665 /* |
|
|
666 ;;; Local Variables: *** |
|
|
667 ;;; mode: C++ *** |
|
|
668 ;;; End: *** |
|
|
669 */ |
