Mercurial > hg > octave-nkf
annotate libinterp/corefcn/dasrt.cc @ 20830:b65888ec820e draft default tip gccjit
dmalcom gcc jit import
author | Stefan Mahr <dac922@gmx.de> |
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date | Fri, 27 Feb 2015 16:59:36 +0100 |
parents | b10432a40432 |
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rev | line source |
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3990 | 1 /* |
2 | |
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3 Copyright (C) 2002-2015 John W. Eaton |
3990 | 4 |
5 This file is part of Octave. | |
6 | |
7 Octave is free software; you can redistribute it and/or modify it | |
8 under the terms of the GNU General Public License as published by the | |
7016 | 9 Free Software Foundation; either version 3 of the License, or (at your |
10 option) any later version. | |
3990 | 11 |
12 Octave is distributed in the hope that it will be useful, but WITHOUT | |
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or | |
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License | |
15 for more details. | |
16 | |
17 You should have received a copy of the GNU General Public License | |
7016 | 18 along with Octave; see the file COPYING. If not, see |
19 <http://www.gnu.org/licenses/>. | |
3990 | 20 |
21 */ | |
22 | |
23 #ifdef HAVE_CONFIG_H | |
24 #include <config.h> | |
25 #endif | |
26 | |
4052 | 27 #include <iostream> |
3990 | 28 #include <string> |
29 | |
30 #include "DASRT.h" | |
31 #include "lo-mappers.h" | |
32 | |
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33 #include "defun.h" |
3990 | 34 #include "error.h" |
35 #include "gripes.h" | |
36 #include "oct-obj.h" | |
37 #include "ov-fcn.h" | |
5729 | 38 #include "ov-cell.h" |
3990 | 39 #include "pager.h" |
40 #include "parse.h" | |
41 #include "unwind-prot.h" | |
42 #include "utils.h" | |
43 #include "variables.h" | |
44 | |
3998 | 45 #include "DASRT-opts.cc" |
46 | |
4115 | 47 // Global pointers for user defined function required by dasrt. |
3990 | 48 static octave_function *dasrt_f; |
49 static octave_function *dasrt_j; | |
50 static octave_function *dasrt_cf; | |
51 | |
4140 | 52 // Have we warned about imaginary values returned from user function? |
53 static bool warned_fcn_imaginary = false; | |
54 static bool warned_jac_imaginary = false; | |
55 static bool warned_cf_imaginary = false; | |
56 | |
3990 | 57 // Is this a recursive call? |
58 static int call_depth = 0; | |
59 | |
60 static ColumnVector | |
4628 | 61 dasrt_user_f (const ColumnVector& x, const ColumnVector& xdot, |
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62 double t, octave_idx_type&) |
3990 | 63 { |
64 ColumnVector retval; | |
65 | |
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66 assert (x.numel () == xdot.numel ()); |
3990 | 67 |
4628 | 68 octave_value_list args; |
3990 | 69 |
3993 | 70 args(2) = t; |
4628 | 71 args(1) = xdot; |
72 args(0) = x; | |
3990 | 73 |
74 if (dasrt_f) | |
75 { | |
76 octave_value_list tmp = dasrt_f->do_multi_index_op (1, args); | |
77 | |
78 if (error_state) | |
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79 { |
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80 gripe_user_supplied_eval ("dasrt"); |
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81 return retval; |
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82 } |
3990 | 83 |
84 if (tmp.length () > 0 && tmp(0).is_defined ()) | |
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85 { |
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86 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
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87 { |
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88 warning ("dasrt: ignoring imaginary part returned from user-supplied function"); |
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89 warned_fcn_imaginary = true; |
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90 } |
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92 retval = ColumnVector (tmp(0).vector_value ()); |
3990 | 93 |
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94 if (error_state || retval.numel () == 0) |
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95 gripe_user_supplied_eval ("dasrt"); |
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96 } |
3990 | 97 else |
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98 gripe_user_supplied_eval ("dasrt"); |
3990 | 99 } |
100 | |
101 return retval; | |
102 } | |
103 | |
104 static ColumnVector | |
105 dasrt_user_cf (const ColumnVector& x, double t) | |
106 { | |
107 ColumnVector retval; | |
108 | |
109 octave_value_list args; | |
110 | |
111 args(1) = t; | |
4628 | 112 args(0) = x; |
3990 | 113 |
114 if (dasrt_cf) | |
115 { | |
116 octave_value_list tmp = dasrt_cf->do_multi_index_op (1, args); | |
117 | |
118 if (error_state) | |
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119 { |
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120 gripe_user_supplied_eval ("dasrt"); |
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121 return retval; |
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122 } |
3990 | 123 |
124 if (tmp.length () > 0 && tmp(0).is_defined ()) | |
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125 { |
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126 if (! warned_cf_imaginary && tmp(0).is_complex_type ()) |
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127 { |
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128 warning ("dasrt: ignoring imaginary part returned from user-supplied constraint function"); |
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129 warned_cf_imaginary = true; |
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130 } |
4140 | 131 |
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132 retval = ColumnVector (tmp(0).vector_value ()); |
3990 | 133 |
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134 if (error_state || retval.numel () == 0) |
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135 gripe_user_supplied_eval ("dasrt"); |
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136 } |
3990 | 137 else |
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138 gripe_user_supplied_eval ("dasrt"); |
3990 | 139 } |
140 | |
141 return retval; | |
142 } | |
143 | |
144 static Matrix | |
3993 | 145 dasrt_user_j (const ColumnVector& x, const ColumnVector& xdot, |
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146 double t, double cj) |
3990 | 147 { |
148 Matrix retval; | |
149 | |
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150 assert (x.numel () == xdot.numel ()); |
3990 | 151 |
3993 | 152 octave_value_list args; |
153 | |
154 args(3) = cj; | |
155 args(2) = t; | |
4628 | 156 args(1) = xdot; |
157 args(0) = x; | |
3990 | 158 |
3993 | 159 if (dasrt_j) |
160 { | |
161 octave_value_list tmp = dasrt_j->do_multi_index_op (1, args); | |
3990 | 162 |
163 if (error_state) | |
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164 { |
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165 gripe_user_supplied_eval ("dasrt"); |
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166 return retval; |
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167 } |
3990 | 168 |
3993 | 169 int tlen = tmp.length (); |
170 if (tlen > 0 && tmp(0).is_defined ()) | |
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171 { |
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172 if (! warned_jac_imaginary && tmp(0).is_complex_type ()) |
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173 { |
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174 warning ("dasrt: ignoring imaginary part returned from user-supplied jacobian function"); |
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175 warned_jac_imaginary = true; |
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176 } |
4140 | 177 |
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178 retval = tmp(0).matrix_value (); |
3990 | 179 |
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180 if (error_state || retval.numel () == 0) |
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181 gripe_user_supplied_eval ("dasrt"); |
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182 } |
3990 | 183 else |
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184 gripe_user_supplied_eval ("dasrt"); |
3990 | 185 } |
186 | |
187 return retval; | |
188 } | |
189 | |
190 #define DASRT_ABORT \ | |
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191 return retval |
3990 | 192 |
193 #define DASRT_ABORT1(msg) \ | |
194 do \ | |
195 { \ | |
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196 error ("dasrt: " msg); \ |
3990 | 197 DASRT_ABORT; \ |
198 } \ | |
199 while (0) | |
200 | |
201 #define DASRT_ABORT2(fmt, arg) \ | |
202 do \ | |
203 { \ | |
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204 error ("dasrt: " fmt, arg); \ |
3990 | 205 DASRT_ABORT; \ |
206 } \ | |
207 while (0) | |
208 | |
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209 DEFUN (dasrt, args, nargout, |
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210 "-*- texinfo -*-\n\ |
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211 @deftypefn {Built-in Function} {[@var{x}, @var{xdot}, @var{t_out}, @var{istat}, @var{msg}] =} dasrt (@var{fcn}, [], @var{x_0}, @var{xdot_0}, @var{t})\n\ |
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212 @deftypefnx {Built-in Function} {@dots{} =} dasrt (@var{fcn}, @var{g}, @var{x_0}, @var{xdot_0}, @var{t})\n\ |
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213 @deftypefnx {Built-in Function} {@dots{} =} dasrt (@var{fcn}, [], @var{x_0}, @var{xdot_0}, @var{t}, @var{t_crit})\n\ |
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214 @deftypefnx {Built-in Function} {@dots{} =} dasrt (@var{fcn}, @var{g}, @var{x_0}, @var{xdot_0}, @var{t}, @var{t_crit})\n\ |
4115 | 215 Solve the set of differential-algebraic equations\n\ |
216 @tex\n\ | |
4852 | 217 $$ 0 = f (x, \\dot{x}, t) $$\n\ |
4115 | 218 with\n\ |
219 $$ x(t_0) = x_0, \\dot{x}(t_0) = \\dot{x}_0 $$\n\ | |
220 @end tex\n\ | |
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221 @ifnottex\n\ |
3990 | 222 \n\ |
223 @example\n\ | |
4852 | 224 0 = f (x, xdot, t)\n\ |
4115 | 225 @end example\n\ |
226 \n\ | |
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227 @noindent\n\ |
4115 | 228 with\n\ |
229 \n\ | |
230 @example\n\ | |
231 x(t_0) = x_0, xdot(t_0) = xdot_0\n\ | |
3990 | 232 @end example\n\ |
233 \n\ | |
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234 @end ifnottex\n\ |
4115 | 235 with functional stopping criteria (root solving).\n\ |
236 \n\ | |
237 The solution is returned in the matrices @var{x} and @var{xdot},\n\ | |
238 with each row in the result matrices corresponding to one of the\n\ | |
239 elements in the vector @var{t_out}. The first element of @var{t}\n\ | |
240 should be @math{t_0} and correspond to the initial state of the\n\ | |
241 system @var{x_0} and its derivative @var{xdot_0}, so that the first\n\ | |
242 row of the output @var{x} is @var{x_0} and the first row\n\ | |
243 of the output @var{xdot} is @var{xdot_0}.\n\ | |
244 \n\ | |
245 The vector @var{t} provides an upper limit on the length of the\n\ | |
246 integration. If the stopping condition is met, the vector\n\ | |
247 @var{t_out} will be shorter than @var{t}, and the final element of\n\ | |
248 @var{t_out} will be the point at which the stopping condition was met,\n\ | |
249 and may not correspond to any element of the vector @var{t}.\n\ | |
250 \n\ | |
8787 | 251 The first argument, @var{fcn}, is a string, inline, or function handle\n\ |
252 that names the function @math{f} to call to compute the vector of\n\ | |
253 residuals for the set of equations. It must have the form\n\ | |
3990 | 254 \n\ |
255 @example\n\ | |
4115 | 256 @var{res} = f (@var{x}, @var{xdot}, @var{t})\n\ |
3990 | 257 @end example\n\ |
258 \n\ | |
259 @noindent\n\ | |
4115 | 260 in which @var{x}, @var{xdot}, and @var{res} are vectors, and @var{t} is a\n\ |
261 scalar.\n\ | |
262 \n\ | |
8787 | 263 If @var{fcn} is a two-element string array or a two-element cell array\n\ |
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264 of strings, inline functions, or function handles, the first element names\n\ |
8787 | 265 the function @math{f} described above, and the second element names a\n\ |
266 function to compute the modified Jacobian\n\ | |
3990 | 267 \n\ |
4115 | 268 @tex\n\ |
269 $$\n\ | |
270 J = {\\partial f \\over \\partial x}\n\ | |
271 + c {\\partial f \\over \\partial \\dot{x}}\n\ | |
272 $$\n\ | |
273 @end tex\n\ | |
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274 @ifnottex\n\ |
3990 | 275 \n\ |
4115 | 276 @example\n\ |
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277 @group\n\ |
4115 | 278 df df\n\ |
279 jac = -- + c ------\n\ | |
280 dx d xdot\n\ | |
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281 @end group\n\ |
4115 | 282 @end example\n\ |
283 \n\ | |
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284 @end ifnottex\n\ |
4115 | 285 \n\ |
286 The modified Jacobian function must have the form\n\ | |
287 \n\ | |
288 @example\n\ | |
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289 @group\n\ |
3990 | 290 \n\ |
4115 | 291 @var{jac} = j (@var{x}, @var{xdot}, @var{t}, @var{c})\n\ |
292 \n\ | |
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293 @end group\n\ |
4115 | 294 @end example\n\ |
3990 | 295 \n\ |
4115 | 296 The optional second argument names a function that defines the\n\ |
297 constraint functions whose roots are desired during the integration.\n\ | |
298 This function must have the form\n\ | |
3990 | 299 \n\ |
4115 | 300 @example\n\ |
301 @var{g_out} = g (@var{x}, @var{t})\n\ | |
302 @end example\n\ | |
3990 | 303 \n\ |
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304 @noindent\n\ |
4115 | 305 and return a vector of the constraint function values.\n\ |
10840 | 306 If the value of any of the constraint functions changes sign, @sc{dasrt}\n\ |
4115 | 307 will attempt to stop the integration at the point of the sign change.\n\ |
308 \n\ | |
309 If the name of the constraint function is omitted, @code{dasrt} solves\n\ | |
4852 | 310 the same problem as @code{daspk} or @code{dassl}.\n\ |
3990 | 311 \n\ |
4115 | 312 Note that because of numerical errors in the constraint functions\n\ |
10840 | 313 due to round-off and integration error, @sc{dasrt} may return false\n\ |
4115 | 314 roots, or return the same root at two or more nearly equal values of\n\ |
315 @var{T}. If such false roots are suspected, the user should consider\n\ | |
316 smaller error tolerances or higher precision in the evaluation of the\n\ | |
317 constraint functions.\n\ | |
3990 | 318 \n\ |
4115 | 319 If a root of some constraint function defines the end of the problem,\n\ |
10840 | 320 the input to @sc{dasrt} should nevertheless allow integration to a\n\ |
321 point slightly past that root, so that @sc{dasrt} can locate the root\n\ | |
4115 | 322 by interpolation.\n\ |
3990 | 323 \n\ |
4115 | 324 The third and fourth arguments to @code{dasrt} specify the initial\n\ |
325 condition of the states and their derivatives, and the fourth argument\n\ | |
326 specifies a vector of output times at which the solution is desired,\n\ | |
327 including the time corresponding to the initial condition.\n\ | |
328 \n\ | |
329 The set of initial states and derivatives are not strictly required to\n\ | |
10840 | 330 be consistent. In practice, however, @sc{dassl} is not very good at\n\ |
4115 | 331 determining a consistent set for you, so it is best if you ensure that\n\ |
332 the initial values result in the function evaluating to zero.\n\ | |
3990 | 333 \n\ |
4115 | 334 The sixth argument is optional, and may be used to specify a set of\n\ |
335 times that the DAE solver should not integrate past. It is useful for\n\ | |
336 avoiding difficulties with singularities and points where there is a\n\ | |
337 discontinuity in the derivative.\n\ | |
3990 | 338 \n\ |
4115 | 339 After a successful computation, the value of @var{istate} will be\n\ |
10840 | 340 greater than zero (consistent with the Fortran version of @sc{dassl}).\n\ |
4115 | 341 \n\ |
342 If the computation is not successful, the value of @var{istate} will be\n\ | |
343 less than zero and @var{msg} will contain additional information.\n\ | |
3990 | 344 \n\ |
345 You can use the function @code{dasrt_options} to set optional\n\ | |
346 parameters for @code{dasrt}.\n\ | |
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347 @seealso{dasrt_options, daspk, dasrt, lsode}\n\ |
5642 | 348 @end deftypefn") |
3990 | 349 { |
350 octave_value_list retval; | |
351 | |
4140 | 352 warned_fcn_imaginary = false; |
353 warned_jac_imaginary = false; | |
354 warned_cf_imaginary = false; | |
355 | |
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356 unwind_protect frame; |
3990 | 357 |
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358 frame.protect_var (call_depth); |
3990 | 359 call_depth++; |
360 | |
361 if (call_depth > 1) | |
362 DASRT_ABORT1 ("invalid recursive call"); | |
363 | |
364 int argp = 0; | |
365 | |
366 int nargin = args.length (); | |
367 | |
368 if (nargin < 4 || nargin > 6) | |
369 { | |
5823 | 370 print_usage (); |
3990 | 371 return retval; |
372 } | |
373 | |
5729 | 374 std::string fcn_name, fname, jac_name, jname; |
3990 | 375 dasrt_f = 0; |
376 dasrt_j = 0; | |
377 dasrt_cf = 0; | |
378 | |
379 // Check all the arguments. Are they the right animals? | |
380 | |
381 // Here's where I take care of f and j in one shot: | |
382 | |
383 octave_value f_arg = args(0); | |
384 | |
5729 | 385 if (f_arg.is_cell ()) |
3990 | 386 { |
5729 | 387 Cell c = f_arg.cell_value (); |
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388 if (c.numel () == 1) |
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389 f_arg = c(0); |
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390 else if (c.numel () == 2) |
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391 { |
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392 if (c(0).is_function_handle () || c(0).is_inline_function ()) |
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393 dasrt_f = c(0).function_value (); |
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394 else |
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395 { |
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396 fcn_name = unique_symbol_name ("__dasrt_fcn__"); |
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397 fname = "function y = "; |
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398 fname.append (fcn_name); |
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399 fname.append (" (x, xdot, t) y = "); |
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400 dasrt_f = extract_function (c(0), "dasrt", fcn_name, fname, |
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401 "; endfunction"); |
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402 } |
5729 | 403 |
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404 if (dasrt_f) |
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405 { |
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406 if (c(1).is_function_handle () || c(1).is_inline_function ()) |
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407 dasrt_j = c(1).function_value (); |
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408 else |
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409 { |
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410 jac_name = unique_symbol_name ("__dasrt_jac__"); |
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411 jname = "function jac = "; |
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412 jname.append (jac_name); |
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413 jname.append (" (x, xdot, t, cj) jac = "); |
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414 dasrt_j = extract_function (c(1), "dasrt", jac_name, jname, |
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415 "; endfunction"); |
5729 | 416 |
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417 if (!dasrt_j) |
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418 { |
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419 if (fcn_name.length ()) |
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420 clear_function (fcn_name); |
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421 dasrt_f = 0; |
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422 } |
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423 } |
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424 } |
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425 } |
5729 | 426 else |
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427 DASRT_ABORT1 ("incorrect number of elements in cell array"); |
5729 | 428 } |
429 | |
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430 if (!dasrt_f && ! f_arg.is_cell ()) |
5729 | 431 { |
432 if (f_arg.is_function_handle () || f_arg.is_inline_function ()) | |
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433 dasrt_f = f_arg.function_value (); |
5729 | 434 else |
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435 { |
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436 switch (f_arg.rows ()) |
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437 { |
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438 case 1: |
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439 fcn_name = unique_symbol_name ("__dasrt_fcn__"); |
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440 fname = "function y = "; |
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441 fname.append (fcn_name); |
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442 fname.append (" (x, xdot, t) y = "); |
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443 dasrt_f = extract_function (f_arg, "dasrt", fcn_name, fname, |
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444 "; endfunction"); |
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445 break; |
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446 |
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447 case 2: |
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448 { |
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449 string_vector tmp = args(0).all_strings (); |
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450 |
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451 fcn_name = unique_symbol_name ("__dasrt_fcn__"); |
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452 fname = "function y = "; |
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453 fname.append (fcn_name); |
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454 fname.append (" (x, xdot, t) y = "); |
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455 dasrt_f = extract_function (tmp(0), "dasrt", fcn_name, |
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456 fname, "; endfunction"); |
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457 |
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458 if (dasrt_f) |
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459 { |
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460 jac_name = unique_symbol_name ("__dasrt_jac__"); |
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461 jname = "function jac = "; |
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462 jname.append (jac_name); |
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463 jname.append (" (x, xdot, t, cj) jac = "); |
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464 dasrt_j = extract_function (tmp(1), "dasrt", jac_name, |
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465 jname, "; endfunction"); |
5729 | 466 |
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467 if (! dasrt_j) |
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468 dasrt_f = 0; |
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469 } |
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470 } |
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471 break; |
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472 |
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473 default: |
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474 DASRT_ABORT1 |
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475 ("first arg should be a string or 2-element string array"); |
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476 } |
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477 } |
3990 | 478 } |
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479 |
3990 | 480 if (error_state || (! dasrt_f)) |
481 DASRT_ABORT; | |
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482 |
3990 | 483 DAERTFunc func (dasrt_user_f); |
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484 |
3990 | 485 argp++; |
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486 |
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487 if (args(1).is_function_handle () || args(1).is_inline_function ()) |
5729 | 488 { |
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489 dasrt_cf = args(1).function_value (); |
5729 | 490 |
491 if (! dasrt_cf) | |
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492 DASRT_ABORT1 ("expecting function name as argument 2"); |
5729 | 493 |
494 argp++; | |
495 | |
496 func.set_constraint_function (dasrt_user_cf); | |
497 } | |
498 else if (args(1).is_string ()) | |
3990 | 499 { |
500 dasrt_cf = is_valid_function (args(1), "dasrt", true); | |
501 if (! dasrt_cf) | |
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502 DASRT_ABORT1 ("expecting function name as argument 2"); |
3990 | 503 |
504 argp++; | |
505 | |
506 func.set_constraint_function (dasrt_user_cf); | |
507 } | |
508 | |
509 ColumnVector state (args(argp++).vector_value ()); | |
510 | |
511 if (error_state) | |
512 DASRT_ABORT2 ("expecting state vector as argument %d", argp); | |
513 | |
3992 | 514 ColumnVector stateprime (args(argp++).vector_value ()); |
3990 | 515 |
516 if (error_state) | |
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517 DASRT_ABORT2 ("expecting time derivative of state vector as argument %d", |
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518 argp); |
3990 | 519 |
3994 | 520 ColumnVector out_times (args(argp++).vector_value ()); |
3990 | 521 |
522 if (error_state) | |
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523 DASRT_ABORT2 ("expecting output time vector as %s argument %d", argp); |
3990 | 524 |
3994 | 525 double tzero = out_times (0); |
3990 | 526 |
527 ColumnVector crit_times; | |
528 | |
529 bool crit_times_set = false; | |
530 | |
531 if (argp < nargin) | |
532 { | |
533 crit_times = ColumnVector (args(argp++).vector_value ()); | |
534 | |
535 if (error_state) | |
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536 DASRT_ABORT2 ("expecting critical time vector as argument %d", argp); |
3990 | 537 |
538 crit_times_set = true; | |
539 } | |
540 | |
541 if (dasrt_j) | |
542 func.set_jacobian_function (dasrt_user_j); | |
543 | |
544 DASRT_result output; | |
545 | |
3992 | 546 DASRT dae = DASRT (state, stateprime, tzero, func); |
3990 | 547 |
4122 | 548 dae.set_options (dasrt_opts); |
3990 | 549 |
550 if (crit_times_set) | |
551 output = dae.integrate (out_times, crit_times); | |
552 else | |
553 output = dae.integrate (out_times); | |
554 | |
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555 if (fcn_name.length ()) |
5729 | 556 clear_function (fcn_name); |
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557 if (jac_name.length ()) |
5729 | 558 clear_function (jac_name); |
559 | |
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560 std::string msg = dae.error_message (); |
3997 | 561 |
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562 retval(4) = msg; |
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563 retval(3) = static_cast<double> (dae.integration_state ()); |
3997 | 564 |
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565 if (dae.integration_ok ()) |
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566 { |
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567 retval(2) = output.times (); |
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568 retval(1) = output.deriv (); |
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569 retval(0) = output.state (); |
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570 } |
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571 else |
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572 { |
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573 retval(2) = Matrix (); |
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574 retval(1) = Matrix (); |
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575 retval(0) = Matrix (); |
3997 | 576 |
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577 if (nargout < 4) |
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578 error ("dasrt: %s", msg.c_str ()); |
3990 | 579 } |
580 | |
581 return retval; | |
582 } |