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annotate libinterp/corefcn/daspk.cc @ 19840:c5270263d466 gui-release
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| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Fri, 30 Jan 2015 17:41:50 -0500 |
| parents | 175b392e91fe |
| children | 4197fc428c7d |
| rev | line source |
|---|---|
| 3912 | 1 /* |
| 2 | |
|
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3 Copyright (C) 1996-2013 John W. Eaton |
| 3912 | 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. | |
| 3912 | 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/>. | |
| 3912 | 20 |
| 21 */ | |
| 22 | |
| 23 #ifdef HAVE_CONFIG_H | |
| 24 #include <config.h> | |
| 25 #endif | |
| 26 | |
| 27 #include <string> | |
| 28 | |
| 29 #include <iomanip> | |
| 30 #include <iostream> | |
| 31 | |
| 32 #include "DASPK.h" | |
| 33 | |
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34 #include "defun.h" |
| 3912 | 35 #include "error.h" |
| 36 #include "gripes.h" | |
| 37 #include "oct-obj.h" | |
| 38 #include "ov-fcn.h" | |
| 5729 | 39 #include "ov-cell.h" |
| 3912 | 40 #include "pager.h" |
| 41 #include "unwind-prot.h" | |
| 42 #include "utils.h" | |
| 43 #include "variables.h" | |
| 44 | |
| 3998 | 45 #include "DASPK-opts.cc" |
| 46 | |
| 3912 | 47 // Global pointer for user defined function required by daspk. |
| 48 static octave_function *daspk_fcn; | |
| 49 | |
| 4140 | 50 // Global pointer for optional user defined jacobian function. |
| 51 static octave_function *daspk_jac; | |
| 52 | |
| 53 // Have we warned about imaginary values returned from user function? | |
| 54 static bool warned_fcn_imaginary = false; | |
| 55 static bool warned_jac_imaginary = false; | |
| 56 | |
| 3912 | 57 // Is this a recursive call? |
| 58 static int call_depth = 0; | |
| 59 | |
| 60 ColumnVector | |
| 61 daspk_user_function (const ColumnVector& x, const ColumnVector& xdot, | |
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62 double t, octave_idx_type& ires) |
| 3912 | 63 { |
| 64 ColumnVector retval; | |
| 65 | |
| 4628 | 66 assert (x.capacity () == xdot.capacity ()); |
| 3912 | 67 |
| 68 octave_value_list args; | |
| 4628 | 69 |
| 3912 | 70 args(2) = t; |
| 4628 | 71 args(1) = xdot; |
| 72 args(0) = x; | |
| 3912 | 73 |
| 74 if (daspk_fcn) | |
| 75 { | |
| 76 octave_value_list tmp = daspk_fcn->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 ("daspk"); |
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81 return retval; |
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82 } |
| 3912 | 83 |
| 84 int tlen = tmp.length (); | |
| 85 if (tlen > 0 && tmp(0).is_defined ()) | |
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86 { |
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87 if (! warned_fcn_imaginary && tmp(0).is_complex_type ()) |
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88 { |
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89 warning ("daspk: ignoring imaginary part returned from user-supplied function"); |
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90 warned_fcn_imaginary = true; |
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91 } |
| 4140 | 92 |
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93 retval = ColumnVector (tmp(0).vector_value ()); |
| 3912 | 94 |
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95 if (tlen > 1) |
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96 ires = tmp(1).int_value (); |
| 3912 | 97 |
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98 if (error_state || retval.length () == 0) |
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99 gripe_user_supplied_eval ("daspk"); |
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100 } |
| 3912 | 101 else |
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102 gripe_user_supplied_eval ("daspk"); |
| 3912 | 103 } |
| 104 | |
| 105 return retval; | |
| 106 } | |
| 107 | |
| 4140 | 108 Matrix |
| 109 daspk_user_jacobian (const ColumnVector& x, const ColumnVector& xdot, | |
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110 double t, double cj) |
| 4140 | 111 { |
| 112 Matrix retval; | |
| 113 | |
| 4628 | 114 assert (x.capacity () == xdot.capacity ()); |
| 4140 | 115 |
| 116 octave_value_list args; | |
| 117 | |
| 118 args(3) = cj; | |
| 119 args(2) = t; | |
| 4628 | 120 args(1) = xdot; |
| 121 args(0) = x; | |
| 4140 | 122 |
| 123 if (daspk_jac) | |
| 124 { | |
| 125 octave_value_list tmp = daspk_jac->do_multi_index_op (1, args); | |
| 126 | |
| 127 if (error_state) | |
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128 { |
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129 gripe_user_supplied_eval ("daspk"); |
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130 return retval; |
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131 } |
| 4140 | 132 |
| 133 int tlen = tmp.length (); | |
| 134 if (tlen > 0 && tmp(0).is_defined ()) | |
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135 { |
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136 if (! warned_jac_imaginary && tmp(0).is_complex_type ()) |
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137 { |
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138 warning ("daspk: ignoring imaginary part returned from user-supplied jacobian function"); |
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139 warned_jac_imaginary = true; |
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140 } |
| 4140 | 141 |
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142 retval = tmp(0).matrix_value (); |
| 4140 | 143 |
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144 if (error_state || retval.length () == 0) |
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145 gripe_user_supplied_eval ("daspk"); |
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146 } |
| 4140 | 147 else |
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148 gripe_user_supplied_eval ("daspk"); |
| 4140 | 149 } |
| 150 | |
| 151 return retval; | |
| 152 } | |
| 153 | |
| 3912 | 154 #define DASPK_ABORT() \ |
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155 return retval |
| 3912 | 156 |
| 157 #define DASPK_ABORT1(msg) \ | |
| 158 do \ | |
| 159 { \ | |
| 160 ::error ("daspk: " msg); \ | |
| 161 DASPK_ABORT (); \ | |
| 162 } \ | |
| 163 while (0) | |
| 164 | |
| 165 #define DASPK_ABORT2(fmt, arg) \ | |
| 166 do \ | |
| 167 { \ | |
| 168 ::error ("daspk: " fmt, arg); \ | |
| 169 DASPK_ABORT (); \ | |
| 170 } \ | |
| 171 while (0) | |
| 172 | |
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173 DEFUN (daspk, args, nargout, |
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174 "-*- texinfo -*-\n\ |
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175 @deftypefn {Built-in Function} {[@var{x}, @var{xdot}, @var{istate}, @var{msg}] =} daspk (@var{fcn}, @var{x_0}, @var{xdot_0}, @var{t}, @var{t_crit})\n\ |
| 4115 | 176 Solve the set of differential-algebraic equations\n\ |
| 177 @tex\n\ | |
| 4852 | 178 $$ 0 = f (x, \\dot{x}, t) $$\n\ |
| 4115 | 179 with\n\ |
| 180 $$ x(t_0) = x_0, \\dot{x}(t_0) = \\dot{x}_0 $$\n\ | |
| 181 @end tex\n\ | |
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182 @ifnottex\n\ |
| 4115 | 183 \n\ |
| 184 @example\n\ | |
| 4698 | 185 0 = f (x, xdot, t)\n\ |
| 4115 | 186 @end example\n\ |
| 187 \n\ | |
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188 @noindent\n\ |
| 4115 | 189 with\n\ |
| 190 \n\ | |
| 191 @example\n\ | |
| 192 x(t_0) = x_0, xdot(t_0) = xdot_0\n\ | |
| 193 @end example\n\ | |
| 194 \n\ | |
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195 @end ifnottex\n\ |
| 4115 | 196 The solution is returned in the matrices @var{x} and @var{xdot},\n\ |
| 197 with each row in the result matrices corresponding to one of the\n\ | |
| 3912 | 198 elements in the vector @var{t}. The first element of @var{t}\n\ |
| 4115 | 199 should be @math{t_0} and correspond to the initial state of the\n\ |
| 200 system @var{x_0} and its derivative @var{xdot_0}, so that the first\n\ | |
| 201 row of the output @var{x} is @var{x_0} and the first row\n\ | |
| 202 of the output @var{xdot} is @var{xdot_0}.\n\ | |
| 3912 | 203 \n\ |
| 8787 | 204 The first argument, @var{fcn}, is a string, inline, or function handle\n\ |
| 205 that names the function @math{f} to call to compute the vector of\n\ | |
| 206 residuals for the set of equations. It must have the form\n\ | |
| 3912 | 207 \n\ |
| 208 @example\n\ | |
| 209 @var{res} = f (@var{x}, @var{xdot}, @var{t})\n\ | |
| 210 @end example\n\ | |
| 211 \n\ | |
| 212 @noindent\n\ | |
| 4115 | 213 in which @var{x}, @var{xdot}, and @var{res} are vectors, and @var{t} is a\n\ |
| 3912 | 214 scalar.\n\ |
| 215 \n\ | |
| 8787 | 216 If @var{fcn} is a two-element string array or a two-element cell array\n\ |
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217 of strings, inline functions, or function handles, the first element names\n\ |
| 8787 | 218 the function @math{f} described above, and the second element names a\n\ |
| 219 function to compute the modified Jacobian\n\ | |
| 4115 | 220 @tex\n\ |
| 221 $$\n\ | |
| 222 J = {\\partial f \\over \\partial x}\n\ | |
| 223 + c {\\partial f \\over \\partial \\dot{x}}\n\ | |
| 224 $$\n\ | |
| 225 @end tex\n\ | |
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226 @ifnottex\n\ |
| 4144 | 227 \n\ |
| 228 @example\n\ | |
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229 @group\n\ |
| 4115 | 230 df df\n\ |
| 231 jac = -- + c ------\n\ | |
| 232 dx d xdot\n\ | |
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233 @end group\n\ |
| 4115 | 234 @end example\n\ |
| 10840 | 235 \n\ |
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236 @end ifnottex\n\ |
| 4115 | 237 \n\ |
| 238 The modified Jacobian function must have the form\n\ | |
| 239 \n\ | |
| 240 @example\n\ | |
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241 @group\n\ |
| 4115 | 242 \n\ |
| 243 @var{jac} = j (@var{x}, @var{xdot}, @var{t}, @var{c})\n\ | |
| 244 \n\ | |
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245 @end group\n\ |
| 4115 | 246 @end example\n\ |
| 247 \n\ | |
| 3912 | 248 The second and third arguments to @code{daspk} specify the initial\n\ |
| 249 condition of the states and their derivatives, and the fourth argument\n\ | |
| 4115 | 250 specifies a vector of output times at which the solution is desired,\n\ |
| 3912 | 251 including the time corresponding to the initial condition.\n\ |
| 252 \n\ | |
| 253 The set of initial states and derivatives are not strictly required to\n\ | |
| 4115 | 254 be consistent. If they are not consistent, you must use the\n\ |
| 255 @code{daspk_options} function to provide additional information so\n\ | |
| 256 that @code{daspk} can compute a consistent starting point.\n\ | |
| 3912 | 257 \n\ |
| 258 The fifth argument is optional, and may be used to specify a set of\n\ | |
| 259 times that the DAE solver should not integrate past. It is useful for\n\ | |
| 260 avoiding difficulties with singularities and points where there is a\n\ | |
| 261 discontinuity in the derivative.\n\ | |
| 3964 | 262 \n\ |
| 4115 | 263 After a successful computation, the value of @var{istate} will be\n\ |
| 10840 | 264 greater than zero (consistent with the Fortran version of @sc{daspk}).\n\ |
| 4115 | 265 \n\ |
| 266 If the computation is not successful, the value of @var{istate} will be\n\ | |
| 267 less than zero and @var{msg} will contain additional information.\n\ | |
| 268 \n\ | |
| 3964 | 269 You can use the function @code{daspk_options} to set optional\n\ |
| 270 parameters for @code{daspk}.\n\ | |
| 5642 | 271 @seealso{dassl}\n\ |
| 272 @end deftypefn") | |
| 3912 | 273 { |
| 274 octave_value_list retval; | |
| 275 | |
| 4140 | 276 warned_fcn_imaginary = false; |
| 277 warned_jac_imaginary = false; | |
| 278 | |
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279 unwind_protect frame; |
| 3912 | 280 |
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281 frame.protect_var (call_depth); |
| 3912 | 282 call_depth++; |
| 283 | |
| 284 if (call_depth > 1) | |
| 285 DASPK_ABORT1 ("invalid recursive call"); | |
| 286 | |
| 287 int nargin = args.length (); | |
| 288 | |
| 289 if (nargin > 3 && nargin < 6) | |
| 290 { | |
| 5729 | 291 std::string fcn_name, fname, jac_name, jname; |
| 4140 | 292 daspk_fcn = 0; |
| 293 daspk_jac = 0; | |
| 294 | |
| 295 octave_value f_arg = args(0); | |
| 296 | |
| 5729 | 297 if (f_arg.is_cell ()) |
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298 { |
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299 Cell c = f_arg.cell_value (); |
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300 if (c.length () == 1) |
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301 f_arg = c(0); |
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302 else if (c.length () == 2) |
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303 { |
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304 if (c(0).is_function_handle () || c(0).is_inline_function ()) |
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305 daspk_fcn = c(0).function_value (); |
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306 else |
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307 { |
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308 fcn_name = unique_symbol_name ("__daspk_fcn__"); |
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309 fname = "function y = "; |
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310 fname.append (fcn_name); |
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311 fname.append (" (x, xdot, t) y = "); |
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312 daspk_fcn = extract_function |
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313 (c(0), "daspk", fcn_name, fname, "; endfunction"); |
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314 } |
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315 |
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316 if (daspk_fcn) |
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317 { |
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318 if (c(1).is_function_handle () || c(1).is_inline_function ()) |
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319 daspk_jac = c(1).function_value (); |
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320 else |
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321 { |
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322 jac_name = unique_symbol_name ("__daspk_jac__"); |
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323 jname = "function jac = "; |
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324 jname.append (jac_name); |
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325 jname.append (" (x, xdot, t, cj) jac = "); |
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326 daspk_jac = extract_function (c(1), "daspk", jac_name, |
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327 jname, "; endfunction"); |
| 4140 | 328 |
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329 if (!daspk_jac) |
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330 { |
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331 if (fcn_name.length ()) |
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332 clear_function (fcn_name); |
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333 daspk_fcn = 0; |
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334 } |
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335 } |
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336 } |
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337 } |
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338 else |
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339 DASPK_ABORT1 ("incorrect number of elements in cell array"); |
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340 } |
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342 if (!daspk_fcn && ! f_arg.is_cell ()) |
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343 { |
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344 if (f_arg.is_function_handle () || f_arg.is_inline_function ()) |
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345 daspk_fcn = f_arg.function_value (); |
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346 else |
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347 { |
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348 switch (f_arg.rows ()) |
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349 { |
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350 case 1: |
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351 do |
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352 { |
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353 fcn_name = unique_symbol_name ("__daspk_fcn__"); |
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354 fname = "function y = "; |
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355 fname.append (fcn_name); |
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356 fname.append (" (x, xdot, t) y = "); |
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357 daspk_fcn = extract_function (f_arg, "daspk", fcn_name, |
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358 fname, "; endfunction"); |
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359 } |
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360 while (0); |
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361 break; |
| 4140 | 362 |
|
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363 case 2: |
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364 { |
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365 string_vector tmp = f_arg.all_strings (); |
| 5729 | 366 |
|
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367 if (! error_state) |
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368 { |
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369 fcn_name = unique_symbol_name ("__daspk_fcn__"); |
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370 fname = "function y = "; |
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371 fname.append (fcn_name); |
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372 fname.append (" (x, xdot, t) y = "); |
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373 daspk_fcn = extract_function (tmp(0), "daspk", fcn_name, |
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374 fname, "; endfunction"); |
| 4140 | 375 |
|
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376 if (daspk_fcn) |
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377 { |
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378 jac_name = unique_symbol_name ("__daspk_jac__"); |
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379 jname = "function jac = "; |
|
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380 jname.append (jac_name); |
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381 jname.append (" (x, xdot, t, cj) jac = "); |
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382 daspk_jac = extract_function (tmp(1), "daspk", |
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383 jac_name, jname, |
|
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384 "; endfunction"); |
| 5729 | 385 |
|
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386 if (!daspk_jac) |
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387 { |
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388 if (fcn_name.length ()) |
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389 clear_function (fcn_name); |
|
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390 daspk_fcn = 0; |
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391 } |
|
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392 } |
|
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393 } |
|
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394 } |
|
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395 } |
|
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396 } |
|
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397 } |
| 4140 | 398 |
| 399 if (error_state || ! daspk_fcn) | |
|
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400 DASPK_ABORT (); |
| 3912 | 401 |
| 402 ColumnVector state = ColumnVector (args(1).vector_value ()); | |
| 403 | |
| 404 if (error_state) | |
|
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405 DASPK_ABORT1 ("expecting state vector as second argument"); |
| 3912 | 406 |
| 407 ColumnVector deriv (args(2).vector_value ()); | |
| 408 | |
| 409 if (error_state) | |
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410 DASPK_ABORT1 ("expecting derivative vector as third argument"); |
| 3912 | 411 |
| 412 ColumnVector out_times (args(3).vector_value ()); | |
| 413 | |
| 414 if (error_state) | |
|
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415 DASPK_ABORT1 ("expecting output time vector as fourth argument"); |
| 3912 | 416 |
| 417 ColumnVector crit_times; | |
| 418 int crit_times_set = 0; | |
| 419 if (nargin > 4) | |
|
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420 { |
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421 crit_times = ColumnVector (args(4).vector_value ()); |
| 3912 | 422 |
|
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423 if (error_state) |
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424 DASPK_ABORT1 ("expecting critical time vector as fifth argument"); |
| 3912 | 425 |
|
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426 crit_times_set = 1; |
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427 } |
| 3912 | 428 |
| 429 if (state.capacity () != deriv.capacity ()) | |
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430 DASPK_ABORT1 ("x and xdot must have the same size"); |
| 3912 | 431 |
| 432 double tzero = out_times (0); | |
| 433 | |
| 434 DAEFunc func (daspk_user_function); | |
| 4140 | 435 if (daspk_jac) |
|
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436 func.set_jacobian_function (daspk_user_jacobian); |
| 4140 | 437 |
| 3912 | 438 DASPK dae (state, deriv, tzero, func); |
| 4122 | 439 dae.set_options (daspk_opts); |
| 3912 | 440 |
| 441 Matrix output; | |
| 442 Matrix deriv_output; | |
| 443 | |
| 444 if (crit_times_set) | |
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445 output = dae.integrate (out_times, deriv_output, crit_times); |
| 3912 | 446 else |
|
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447 output = dae.integrate (out_times, deriv_output); |
| 3912 | 448 |
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449 if (fcn_name.length ()) |
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450 clear_function (fcn_name); |
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451 if (jac_name.length ()) |
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452 clear_function (jac_name); |
| 5729 | 453 |
| 3912 | 454 if (! error_state) |
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455 { |
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456 std::string msg = dae.error_message (); |
| 3997 | 457 |
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458 retval(3) = msg; |
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459 retval(2) = static_cast<double> (dae.integration_state ()); |
| 3912 | 460 |
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461 if (dae.integration_ok ()) |
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462 { |
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463 retval(1) = deriv_output; |
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464 retval(0) = output; |
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465 } |
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466 else |
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467 { |
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468 retval(1) = Matrix (); |
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469 retval(0) = Matrix (); |
| 3997 | 470 |
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471 if (nargout < 3) |
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472 error ("daspk: %s", msg.c_str ()); |
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473 } |
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474 } |
| 3912 | 475 } |
| 476 else | |
| 5823 | 477 print_usage (); |
| 3912 | 478 |
| 479 return retval; | |
| 480 } |