diff-grok 1.0.10 → 1.1.0

package/src/solver-tools/lsoda/methodswitch.js

@@ -0,0 +1,97 @@
+import { ETA, RATIO, sm1, cm1, cm2 } from './common';
+import { vmnorm } from './blas';
+/**
+ * Consider switching between Adams (meth=1) and BDF (meth=2).
+ * Modifies ctx.common.meth, miter, nq, icount, pdlast on switch.
+ */
+export function methodswitch(ctx, dsm, pnorm, out) {
+    const c = ctx.common;
+    const neq = ctx.neq;
+    const mxordn = ctx.opt.mxordn;
+    const mxords = ctx.opt.mxords;
+    if (c.meth === 1) {
+        // Currently Adams, consider switching to BDF
+        if (c.nq > 5)
+            return;
+        let rh2;
+        let nqm2;
+        if (dsm <= (100. * pnorm * ETA) || c.pdest === 0.) {
+            if (c.irflag === 0)
+                return;
+            rh2 = 2.;
+            nqm2 = Math.min(c.nq, mxords);
+        }
+        else {
+            const exsm = 1. / (c.nq + 1);
+            let rh1 = 1. / (1.2 * Math.pow(dsm, exsm) + 0.0000012);
+            let rh1it = 2. * rh1;
+            const pdh = c.pdlast * Math.abs(c.h);
+            if ((pdh * rh1) > 0.00001)
+                rh1it = sm1[c.nq] / pdh;
+            rh1 = Math.min(rh1, rh1it);
+            if (c.nq > mxords) {
+                nqm2 = mxords;
+                const lm2 = mxords + 1;
+                const exm2 = 1. / lm2;
+                const lm2p1 = lm2 + 1;
+                const dm2 = vmnorm(neq, c.yh[lm2p1], c.ewt) / cm2[mxords];
+                rh2 = 1. / (1.2 * Math.pow(dm2, exm2) + 0.0000012);
+            }
+            else {
+                const dm2 = dsm * (cm1[c.nq] / cm2[c.nq]);
+                rh2 = 1. / (1.2 * Math.pow(dm2, exsm) + 0.0000012);
+                nqm2 = c.nq;
+            }
+            if (rh2 < RATIO * rh1)
+                return;
+        }
+        // Switch to BDF
+        out.rh = rh2;
+        c.icount = 20;
+        c.meth = 2;
+        c.miter = 2;
+        c.pdlast = 0.;
+        c.nq = nqm2;
+        return;
+    }
+    // Currently BDF (meth=2), consider switching to Adams
+    const exsm = 1. / (c.nq + 1);
+    let nqm1;
+    let exm1;
+    let rh1;
+    let dm1;
+    if (mxordn < c.nq) {
+        nqm1 = mxordn;
+        const lm1 = mxordn + 1;
+        exm1 = 1. / lm1;
+        const lm1p1 = lm1 + 1;
+        dm1 = vmnorm(neq, c.yh[lm1p1], c.ewt) / cm1[mxordn];
+        rh1 = 1. / (1.2 * Math.pow(dm1, exm1) + 0.0000012);
+    }
+    else {
+        dm1 = dsm * (cm2[c.nq] / cm1[c.nq]);
+        rh1 = 1. / (1.2 * Math.pow(dm1, exsm) + 0.0000012);
+        nqm1 = c.nq;
+        exm1 = exsm;
+    }
+    let rh1it = 2. * rh1;
+    const pdh = c.pdnorm * Math.abs(c.h);
+    if ((pdh * rh1) > 0.00001)
+        rh1it = sm1[nqm1] / pdh;
+    rh1 = Math.min(rh1, rh1it);
+    const rh2 = 1. / (1.2 * Math.pow(dsm, exsm) + 0.0000012);
+    if ((rh1 * RATIO) < (5. * rh2))
+        return;
+    const alpha = Math.max(0.001, rh1);
+    dm1 *= Math.pow(alpha, exm1);
+    if (dm1 <= 1000. * ETA * pnorm)
+        return;
+    // Switch to Adams
+    out.rh = rh1;
+    c.icount = 20;
+    c.meth = 1;
+    c.miter = 0;
+    c.pdlast = 0.;
+    c.nq = nqm1;
+}
+//# sourceMappingURL=methodswitch.js.map

package/src/solver-tools/lsoda/methodswitch.js.map

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package/src/solver-tools/lsoda/methodswitch.ts

@@ -0,0 +1,107 @@
+import {LsodaContext, ETA, RATIO, sm1, cm1, cm2} from './common';
+import {vmnorm} from './blas';
+
+/** Mutable rh output */
+export interface MethodSwitchResult {
+  rh: number;
+}
+
+/**
+ * Consider switching between Adams (meth=1) and BDF (meth=2).
+ * Modifies ctx.common.meth, miter, nq, icount, pdlast on switch.
+ */
+export function methodswitch(
+  ctx: LsodaContext, dsm: number, pnorm: number, out: MethodSwitchResult,
+): void {
+  const c = ctx.common!;
+  const neq = ctx.neq;
+  const mxordn = ctx.opt!.mxordn;
+  const mxords = ctx.opt!.mxords;
+
+  if (c.meth === 1) {
+    // Currently Adams, consider switching to BDF
+    if (c.nq > 5) return;
+
+    let rh2: number;
+    let nqm2: number;
+
+    if (dsm <= (100. * pnorm * ETA) || c.pdest === 0.) {
+      if (c.irflag === 0) return;
+      rh2 = 2.;
+      nqm2 = Math.min(c.nq, mxords);
+    } else {
+      const exsm = 1. / (c.nq + 1);
+      let rh1 = 1. / (1.2 * Math.pow(dsm, exsm) + 0.0000012);
+      let rh1it = 2. * rh1;
+      const pdh = c.pdlast * Math.abs(c.h);
+      if ((pdh * rh1) > 0.00001)
+        rh1it = sm1[c.nq] / pdh;
+      rh1 = Math.min(rh1, rh1it);
+
+      if (c.nq > mxords) {
+        nqm2 = mxords;
+        const lm2 = mxords + 1;
+        const exm2 = 1. / lm2;
+        const lm2p1 = lm2 + 1;
+        const dm2 = vmnorm(neq, c.yh[lm2p1], c.ewt) / cm2[mxords];
+        rh2 = 1. / (1.2 * Math.pow(dm2, exm2) + 0.0000012);
+      } else {
+        const dm2 = dsm * (cm1[c.nq] / cm2[c.nq]);
+        rh2 = 1. / (1.2 * Math.pow(dm2, exsm) + 0.0000012);
+        nqm2 = c.nq;
+      }
+      if (rh2 < RATIO * rh1) return;
+    }
+
+    // Switch to BDF
+    out.rh = rh2;
+    c.icount = 20;
+    c.meth = 2;
+    c.miter = 2;
+    c.pdlast = 0.;
+    c.nq = nqm2;
+    return;
+  }
+
+  // Currently BDF (meth=2), consider switching to Adams
+  const exsm = 1. / (c.nq + 1);
+  let nqm1: number;
+  let exm1: number;
+  let rh1: number;
+  let dm1: number;
+
+  if (mxordn < c.nq) {
+    nqm1 = mxordn;
+    const lm1 = mxordn + 1;
+    exm1 = 1. / lm1;
+    const lm1p1 = lm1 + 1;
+    dm1 = vmnorm(neq, c.yh[lm1p1], c.ewt) / cm1[mxordn];
+    rh1 = 1. / (1.2 * Math.pow(dm1, exm1) + 0.0000012);
+  } else {
+    dm1 = dsm * (cm2[c.nq] / cm1[c.nq]);
+    rh1 = 1. / (1.2 * Math.pow(dm1, exsm) + 0.0000012);
+    nqm1 = c.nq;
+    exm1 = exsm;
+  }
+
+  let rh1it = 2. * rh1;
+  const pdh = c.pdnorm * Math.abs(c.h);
+  if ((pdh * rh1) > 0.00001)
+    rh1it = sm1[nqm1] / pdh;
+  rh1 = Math.min(rh1, rh1it);
+
+  const rh2 = 1. / (1.2 * Math.pow(dsm, exsm) + 0.0000012);
+  if ((rh1 * RATIO) < (5. * rh2)) return;
+
+  const alpha = Math.max(0.001, rh1);
+  dm1 *= Math.pow(alpha, exm1);
+  if (dm1 <= 1000. * ETA * pnorm) return;
+
+  // Switch to Adams
+  out.rh = rh1;
+  c.icount = 20;
+  c.meth = 1;
+  c.miter = 0;
+  c.pdlast = 0.;
+  c.nq = nqm1;
+}

package/src/solver-tools/lsoda/orderswitch.js

@@ -0,0 +1,86 @@
+import { sm1 } from './common';
+import { vmnorm } from './blas';
+/**
+ * Decide whether to change the order and/or step size.
+ * Returns orderflag: 0 = no change, 1 = change h only, 2 = change both h and nq.
+ */
+export function orderswitch(ctx, rhup, dsm, out, kflag, maxord) {
+    const c = ctx.common;
+    const neq = ctx.neq;
+    const exsm = 1. / (c.nq + 1);
+    let rhsm = 1. / (1.2 * Math.pow(dsm, exsm) + 0.0000012);
+    let rhdn = 0.;
+    if (c.nq !== 1) {
+        const ddn = vmnorm(neq, c.yh[c.nq + 1], c.ewt) / c.tesco[c.nq][1];
+        const exdn = 1. / c.nq;
+        rhdn = 1. / (1.3 * Math.pow(ddn, exdn) + 0.0000013);
+    }
+    // If meth = 1, limit rh according to stability region
+    if (c.meth === 1) {
+        const pdh = Math.max(Math.abs(c.h) * c.pdlast, 0.000001);
+        if (c.nq + 1 < maxord + 1)
+            rhup = Math.min(rhup, sm1[c.nq + 1] / pdh);
+        rhsm = Math.min(rhsm, sm1[c.nq] / pdh);
+        if (c.nq > 1)
+            rhdn = Math.min(rhdn, sm1[c.nq - 1] / pdh);
+        c.pdest = 0.;
+    }
+    let newq;
+    if (rhsm >= rhup) {
+        if (rhsm >= rhdn) {
+            newq = c.nq;
+            out.rh = rhsm;
+        }
+        else {
+            newq = c.nq - 1;
+            out.rh = rhdn;
+            if (kflag < 0 && out.rh > 1.)
+                out.rh = 1.;
+        }
+    }
+    else {
+        if (rhup <= rhdn) {
+            newq = c.nq - 1;
+            out.rh = rhdn;
+            if (kflag < 0 && out.rh > 1.)
+                out.rh = 1.;
+        }
+        else {
+            out.rh = rhup;
+            if (out.rh >= 1.1) {
+                const r = c.el[c.nq + 1] / (c.nq + 1);
+                c.nq = c.nq + 1;
+                for (let i = 1; i <= neq; i++)
+                    c.yh[c.nq + 1][i] = c.acor[i] * r;
+                return 2;
+            }
+            else {
+                c.ialth = 3;
+                return 0;
+            }
+        }
+    }
+    // If meth = 1 and h is restricted by stability, bypass 10% test
+    if (c.meth === 1) {
+        const pdh = Math.max(Math.abs(c.h) * c.pdlast, 0.000001);
+        if (out.rh * pdh * 1.00001 < sm1[newq]) {
+            if (kflag === 0 && out.rh < 1.1) {
+                c.ialth = 3;
+                return 0;
+            }
+        }
+    }
+    else {
+        if (kflag === 0 && out.rh < 1.1) {
+            c.ialth = 3;
+            return 0;
+        }
+    }
+    if (kflag <= -2)
+        out.rh = Math.min(out.rh, 0.2);
+    if (newq === c.nq)
+        return 1;
+    c.nq = newq;
+    return 2;
+}
+//# sourceMappingURL=orderswitch.js.map

package/src/solver-tools/lsoda/orderswitch.js.map

@@ -0,0 +1 @@
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package/src/solver-tools/lsoda/orderswitch.ts

@@ -0,0 +1,95 @@
+import {LsodaContext, sm1} from './common';
+import {vmnorm} from './blas';
+
+/** Mutable rh output */
+export interface OrderSwitchResult {
+  rh: number;
+}
+
+/**
+ * Decide whether to change the order and/or step size.
+ * Returns orderflag: 0 = no change, 1 = change h only, 2 = change both h and nq.
+ */
+export function orderswitch(
+  ctx: LsodaContext, rhup: number, dsm: number,
+  out: OrderSwitchResult, kflag: number, maxord: number,
+): number {
+  const c = ctx.common!;
+  const neq = ctx.neq;
+
+  const exsm = 1. / (c.nq + 1);
+  let rhsm = 1. / (1.2 * Math.pow(dsm, exsm) + 0.0000012);
+
+  let rhdn = 0.;
+  if (c.nq !== 1) {
+    const ddn = vmnorm(neq, c.yh[c.nq + 1], c.ewt) / c.tesco[c.nq][1];
+    const exdn = 1. / c.nq;
+    rhdn = 1. / (1.3 * Math.pow(ddn, exdn) + 0.0000013);
+  }
+
+  // If meth = 1, limit rh according to stability region
+  if (c.meth === 1) {
+    const pdh = Math.max(Math.abs(c.h) * c.pdlast, 0.000001);
+    if (c.nq + 1 < maxord + 1)
+      rhup = Math.min(rhup, sm1[c.nq + 1] / pdh);
+    rhsm = Math.min(rhsm, sm1[c.nq] / pdh);
+    if (c.nq > 1)
+      rhdn = Math.min(rhdn, sm1[c.nq - 1] / pdh);
+    c.pdest = 0.;
+  }
+
+  let newq: number;
+  if (rhsm >= rhup) {
+    if (rhsm >= rhdn) {
+      newq = c.nq;
+      out.rh = rhsm;
+    } else {
+      newq = c.nq - 1;
+      out.rh = rhdn;
+      if (kflag < 0 && out.rh > 1.) out.rh = 1.;
+    }
+  } else {
+    if (rhup <= rhdn) {
+      newq = c.nq - 1;
+      out.rh = rhdn;
+      if (kflag < 0 && out.rh > 1.) out.rh = 1.;
+    } else {
+      out.rh = rhup;
+      if (out.rh >= 1.1) {
+        const r = c.el[c.nq + 1] / (c.nq + 1);
+        c.nq = c.nq + 1;
+        for (let i = 1; i <= neq; i++)
+          c.yh[c.nq + 1][i] = c.acor[i] * r;
+        return 2;
+      } else {
+        c.ialth = 3;
+        return 0;
+      }
+    }
+  }
+
+  // If meth = 1 and h is restricted by stability, bypass 10% test
+  if (c.meth === 1) {
+    const pdh = Math.max(Math.abs(c.h) * c.pdlast, 0.000001);
+    if (out.rh * pdh * 1.00001 < sm1[newq]) {
+      if (kflag === 0 && out.rh < 1.1) {
+        c.ialth = 3;
+        return 0;
+      }
+    }
+  } else {
+    if (kflag === 0 && out.rh < 1.1) {
+      c.ialth = 3;
+      return 0;
+    }
+  }
+
+  if (kflag <= -2)
+    out.rh = Math.min(out.rh, 0.2);
+
+  if (newq === c.nq)
+    return 1;
+
+  c.nq = newq;
+  return 2;
+}

package/src/solver-tools/lsoda/prja.js

@@ -0,0 +1,43 @@
+import { ETA, SQRTETA } from './common';
+import { vmnorm, fnorm, dgefa } from './blas';
+/**
+ * Compute and process the matrix P = I - h * el[1] * J,
+ * where J is approximated by finite differences.
+ * Returns 1 on success, 0 on failure (singular matrix).
+ */
+export function prja(ctx, y) {
+    const c = ctx.common;
+    const neq = ctx.neq;
+    c.nje++;
+    const hl0 = c.h * c.el[1];
+    if (c.miter !== 2) {
+        console.error('[prja] miter != 2');
+        return 0;
+    }
+    let fac = vmnorm(neq, c.savf, c.ewt);
+    let r0 = 1000. * Math.abs(c.h) * ETA * neq * fac;
+    if (r0 === 0.)
+        r0 = 1.;
+    for (let j = 1; j <= neq; j++) {
+        const yj = y[j];
+        const r = Math.max(SQRTETA * Math.abs(yj), r0 / c.ewt[j]);
+        y[j] += r;
+        fac = -hl0 / r;
+        ctx.func(c.tn, y.subarray(1), c.acor.subarray(1), ctx.data);
+        for (let i = 1; i <= neq; i++)
+            c.wm[i][j] = (c.acor[i] - c.savf[i]) * fac;
+        y[j] = yj;
+    }
+    c.nfe += neq;
+    // Compute norm of Jacobian
+    c.pdnorm = fnorm(neq, c.wm, c.ewt) / Math.abs(hl0);
+    // Add identity matrix
+    for (let i = 1; i <= neq; i++)
+        c.wm[i][i] += 1.;
+    // LU decomposition on P
+    const ier = dgefa(c.wm, neq, c.ipvt);
+    if (ier !== 0)
+        return 0;
+    return 1;
+}
+//# sourceMappingURL=prja.js.map

package/src/solver-tools/lsoda/prja.js.map

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package/src/solver-tools/lsoda/prja.ts

@@ -0,0 +1,49 @@
+import {LsodaContext, ETA, SQRTETA} from './common';
+import {vmnorm, fnorm, dgefa} from './blas';
+
+/**
+ * Compute and process the matrix P = I - h * el[1] * J,
+ * where J is approximated by finite differences.
+ * Returns 1 on success, 0 on failure (singular matrix).
+ */
+export function prja(ctx: LsodaContext, y: Float64Array): number {
+  const c = ctx.common!;
+  const neq = ctx.neq;
+
+  c.nje++;
+  const hl0 = c.h * c.el[1];
+
+  if (c.miter !== 2) {
+    console.error('[prja] miter != 2');
+    return 0;
+  }
+
+  let fac = vmnorm(neq, c.savf, c.ewt);
+  let r0 = 1000. * Math.abs(c.h) * ETA * neq * fac;
+  if (r0 === 0.) r0 = 1.;
+
+  for (let j = 1; j <= neq; j++) {
+    const yj = y[j];
+    const r = Math.max(SQRTETA * Math.abs(yj), r0 / c.ewt[j]);
+    y[j] += r;
+    fac = -hl0 / r;
+    ctx.func(c.tn, y.subarray(1), c.acor.subarray(1), ctx.data);
+    for (let i = 1; i <= neq; i++)
+      c.wm[i][j] = (c.acor[i] - c.savf[i]) * fac;
+    y[j] = yj;
+  }
+  c.nfe += neq;
+
+  // Compute norm of Jacobian
+  c.pdnorm = fnorm(neq, c.wm, c.ewt) / Math.abs(hl0);
+
+  // Add identity matrix
+  for (let i = 1; i <= neq; i++)
+    c.wm[i][i] += 1.;
+
+  // LU decomposition on P
+  const ier = dgefa(c.wm, neq, c.ipvt);
+  if (ier !== 0) return 0;
+
+  return 1;
+}

package/src/solver-tools/lsoda/scaleh.js

@@ -0,0 +1,30 @@
+import { sm1 } from './common';
+/**
+ * Scale step size. Rescales the yh array when h changes.
+ */
+export function scaleh(ctx, rh) {
+    const c = ctx.common;
+    const neq = ctx.neq;
+    const hmxi = ctx.opt.hmxi;
+    rh = Math.min(rh, c.rmax);
+    rh = rh / Math.max(1., Math.abs(c.h) * hmxi * rh);
+    // If meth = 1, restrict by stability region
+    if (c.meth === 1) {
+        c.irflag = 0;
+        const pdh = Math.max(Math.abs(c.h) * c.pdlast, 0.000001);
+        if ((rh * pdh * 1.00001) >= sm1[c.nq]) {
+            rh = sm1[c.nq] / pdh;
+            c.irflag = 1;
+        }
+    }
+    let r = 1.;
+    for (let j = 2; j <= c.nq + 1; j++) {
+        r *= rh;
+        for (let i = 1; i <= neq; i++)
+            c.yh[j][i] *= r;
+    }
+    c.h *= rh;
+    c.rc *= rh;
+    c.ialth = c.nq + 1;
+}
+//# sourceMappingURL=scaleh.js.map

package/src/solver-tools/lsoda/scaleh.js.map

@@ -0,0 +1 @@
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package/src/solver-tools/lsoda/scaleh.ts

@@ -0,0 +1,33 @@
+import {LsodaContext, sm1} from './common';
+
+/**
+ * Scale step size. Rescales the yh array when h changes.
+ */
+export function scaleh(ctx: LsodaContext, rh: number): void {
+  const c = ctx.common!;
+  const neq = ctx.neq;
+  const hmxi = ctx.opt!.hmxi;
+
+  rh = Math.min(rh, c.rmax);
+  rh = rh / Math.max(1., Math.abs(c.h) * hmxi * rh);
+
+  // If meth = 1, restrict by stability region
+  if (c.meth === 1) {
+    c.irflag = 0;
+    const pdh = Math.max(Math.abs(c.h) * c.pdlast, 0.000001);
+    if ((rh * pdh * 1.00001) >= sm1[c.nq]) {
+      rh = sm1[c.nq] / pdh;
+      c.irflag = 1;
+    }
+  }
+
+  let r = 1.;
+  for (let j = 2; j <= c.nq + 1; j++) {
+    r *= rh;
+    for (let i = 1; i <= neq; i++)
+      c.yh[j][i] *= r;
+  }
+  c.h *= rh;
+  c.rc *= rh;
+  c.ialth = c.nq + 1;
+}

package/src/solver-tools/lsoda/solsy.js

@@ -0,0 +1,14 @@
+import { dgesl } from './blas';
+/**
+ * Solve the linear system arising from a chord iteration.
+ * Only miter=2 (dense) is supported.
+ */
+export function solsy(ctx, y) {
+    const c = ctx.common;
+    const neq = ctx.neq;
+    if (c.miter !== 2)
+        throw new Error('[solsy] miter != 2 not implemented');
+    dgesl(c.wm, neq, c.ipvt, y, 0);
+    return 1;
+}
+//# sourceMappingURL=solsy.js.map

package/src/solver-tools/lsoda/solsy.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"solsy.js","sourceRoot":"","sources":["solsy.ts"],"names":[],"mappings":"AACA,OAAO,EAAC,KAAK,EAAC,MAAM,QAAQ,CAAC;AAE7B;;;GAGG;AACH,MAAM,UAAU,KAAK,CAAC,GAAiB,EAAE,CAAe;IACtD,MAAM,CAAC,GAAG,GAAG,CAAC,MAAO,CAAC;IACtB,MAAM,GAAG,GAAG,GAAG,CAAC,GAAG,CAAC;IAEpB,IAAI,CAAC,CAAC,KAAK,KAAK,CAAC;QACf,MAAM,IAAI,KAAK,CAAC,oCAAoC,CAAC,CAAC;IAGxD,KAAK,CAAC,CAAC,CAAC,EAAE,EAAE,GAAG,EAAE,CAAC,CAAC,IAAI,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC;IAC/B,OAAO,CAAC,CAAC;AACX,CAAC"}

package/src/solver-tools/lsoda/solsy.ts

@@ -0,0 +1,18 @@
+import {LsodaContext} from './common';
+import {dgesl} from './blas';
+
+/**
+ * Solve the linear system arising from a chord iteration.
+ * Only miter=2 (dense) is supported.
+ */
+export function solsy(ctx: LsodaContext, y: Float64Array): number {
+  const c = ctx.common!;
+  const neq = ctx.neq;
+
+  if (c.miter !== 2)
+    throw new Error('[solsy] miter != 2 not implemented');
+
+
+  dgesl(c.wm, neq, c.ipvt, y, 0);
+  return 1;
+}