diff-grok 1.0.10 → 1.1.0

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

@@ -0,0 +1,259 @@
+import { CCMAX, MSBP } from './common';
+import { vmnorm } from './blas';
+import { cfode } from './cfode';
+import { scaleh } from './scaleh';
+import { correction } from './correction';
+import { orderswitch } from './orderswitch';
+import { methodswitch } from './methodswitch';
+/**
+ * Perform one step of the integration.
+ *
+ * jstart:  0 = first step, >0 = continue, -1 = new h/meth/miter, -2 = new h only
+ * Returns kflag: 0 = success, -1 = error test failed, -2 = convergence failed.
+ */
+export function stoda(ctx, y, jstart) {
+    const c = ctx.common;
+    const hmin = ctx.opt.hmin;
+    const mxords = ctx.opt.mxords;
+    const mxordn = ctx.opt.mxordn;
+    const neq = ctx.neq;
+    let kflag = 0;
+    const told = c.tn;
+    c.ncf = 0;
+    let delp = 0.;
+    let maxord = mxordn;
+    if (c.meth === 2)
+        maxord = mxords;
+    // Helper: endstoda — finalize step, scale acor
+    function endstoda() {
+        const r = 1. / c.tesco[c.nqu][2];
+        for (let i = 1; i <= neq; i++)
+            c.acor[i] *= r;
+        c.hold = c.h;
+    }
+    // Helper: resetcoeff — reload el from elco for current order
+    function resetcoeff() {
+        const el0 = c.el[1];
+        for (let i = 1; i <= c.nq + 1; i++)
+            c.el[i] = c.elco[c.nq][i];
+        c.rc = c.rc * c.el[1] / el0;
+    }
+    // --- Initialization based on jstart ---
+    if (jstart === 0) {
+        c.nq = 1;
+        c.ialth = 2;
+        c.rmax = 10000.;
+        c.rc = 0.;
+        c.crate = 0.7;
+        c.hold = c.h;
+        c.nslp = 0;
+        c.ipup = c.miter;
+        c.el[1] = 1.0;
+        c.icount = 20;
+        c.irflag = 0;
+        c.pdest = 0.;
+        c.pdlast = 0.;
+        cfode(ctx, 1);
+        resetcoeff();
+    }
+    if (jstart === -1) {
+        c.ipup = c.miter;
+        if (c.ialth === 1)
+            c.ialth = 2;
+        if (c.meth !== c.mused) {
+            cfode(ctx, c.meth);
+            c.ialth = c.nq + 1;
+            resetcoeff();
+        }
+        if (c.h !== c.hold) {
+            const rh = c.h / c.hold;
+            c.h = c.hold;
+            scaleh(ctx, rh);
+        }
+    }
+    if (jstart === -2) {
+        if (c.h !== c.hold) {
+            const rh = c.h / c.hold;
+            c.h = c.hold;
+            scaleh(ctx, rh);
+        }
+    }
+    // --- Main integration loop ---
+    let dsm = 0.0;
+    const cs = { del: 0, delp: delp, m: 0 };
+    const osResult = { rh: 0 };
+    const msResult = { rh: 0 };
+    let rh;
+    outer: while (true) {
+        // Before the corrector starts
+        c.jcur = 0;
+        inner: while (true) {
+            if (Math.abs(c.rc - 1.) > CCMAX)
+                c.ipup = c.miter;
+            if (c.nst >= c.nslp + MSBP)
+                c.ipup = c.miter;
+            c.tn += c.h;
+            // Prediction: multiply yh by Pascal triangle matrix
+            for (let j = c.nq; j >= 1; j--) {
+                for (let i1 = j; i1 <= c.nq; i1++) {
+                    for (let i = 1; i <= neq; i++)
+                        c.yh[i1][i] += c.yh[i1 + 1][i];
+                }
+            }
+            const pnorm = vmnorm(neq, c.yh[1], c.ewt);
+            cs.del = 0;
+            cs.delp = delp;
+            cs.m = 0;
+            const corflag = correction(ctx, y, pnorm, cs, told);
+            delp = cs.delp;
+            if (corflag === 0)
+                break inner;
+            if (corflag === 1) {
+                rh = Math.max(0.25, hmin / Math.abs(c.h));
+                scaleh(ctx, rh);
+                continue inner;
+            }
+            if (corflag === 2) {
+                kflag = -2;
+                c.hold = c.h;
+                jstart = 1;
+                return kflag;
+            }
+        }
+        // Local error test
+        if (cs.m === 0)
+            dsm = cs.del / c.tesco[c.nq][2];
+        if (cs.m > 0)
+            dsm = vmnorm(neq, c.acor, c.ewt) / c.tesco[c.nq][2];
+        if (dsm <= 1.) {
+            // Successful step
+            kflag = 0;
+            c.nst++;
+            c.hu = c.h;
+            c.nqu = c.nq;
+            c.mused = c.meth;
+            for (let j = 1; j <= c.nq + 1; j++) {
+                const r = c.el[j];
+                for (let i = 1; i <= neq; i++)
+                    c.yh[j][i] += r * c.acor[i];
+            }
+            c.icount--;
+            if (c.icount < 0) {
+                msResult.rh = 0;
+                methodswitch(ctx, dsm, vmnorm(neq, c.yh[1], c.ewt), msResult);
+                if (c.meth !== c.mused) {
+                    rh = Math.max(msResult.rh, hmin / Math.abs(c.h));
+                    scaleh(ctx, rh);
+                    c.rmax = 10.;
+                    endstoda();
+                    break outer;
+                }
+            }
+            // No method switch — do step/order selection
+            c.ialth--;
+            if (c.ialth === 0) {
+                let rhup = 0.;
+                if (c.nq + 1 !== maxord + 1) {
+                    for (let i = 1; i <= neq; i++)
+                        c.savf[i] = c.acor[i] - c.yh[maxord + 1][i];
+                    const dup = vmnorm(neq, c.savf, c.ewt) / c.tesco[c.nq][3];
+                    const exup = 1. / (c.nq + 2);
+                    rhup = 1. / (1.4 * Math.pow(dup, exup) + 0.0000014);
+                }
+                osResult.rh = 0;
+                const orderflag = orderswitch(ctx, rhup, dsm, osResult, kflag, maxord);
+                if (orderflag === 0) {
+                    endstoda();
+                    break outer;
+                }
+                if (orderflag === 1) {
+                    rh = Math.max(osResult.rh, hmin / Math.abs(c.h));
+                    scaleh(ctx, rh);
+                    c.rmax = 10.;
+                    endstoda();
+                    break outer;
+                }
+                if (orderflag === 2) {
+                    resetcoeff();
+                    rh = Math.max(osResult.rh, hmin / Math.abs(c.h));
+                    scaleh(ctx, rh);
+                    c.rmax = 10.;
+                    endstoda();
+                    break outer;
+                }
+            }
+            if (c.ialth > 1 || c.nq + 1 === maxord + 1) {
+                endstoda();
+                break outer;
+            }
+            for (let i = 1; i <= neq; i++)
+                c.yh[maxord + 1][i] = c.acor[i];
+            endstoda();
+            break outer;
+        }
+        else {
+            // Error test failed
+            kflag--;
+            c.tn = told;
+            // Retract yh array
+            for (let j = c.nq; j >= 1; j--) {
+                for (let i1 = j; i1 <= c.nq; i1++) {
+                    for (let i = 1; i <= neq; i++)
+                        c.yh[i1][i] -= c.yh[i1 + 1][i];
+                }
+            }
+            c.rmax = 2.;
+            if (Math.abs(c.h) <= hmin * 1.00001) {
+                kflag = -1;
+                c.hold = c.h;
+                jstart = 1;
+                break outer;
+            }
+            if (kflag > -3) {
+                osResult.rh = 0;
+                const orderflag = orderswitch(ctx, 0., dsm, osResult, kflag, maxord);
+                if (orderflag === 1 || orderflag === 0) {
+                    if (orderflag === 0)
+                        osResult.rh = Math.min(osResult.rh, 0.2);
+                    osResult.rh = Math.max(osResult.rh, hmin / Math.abs(c.h));
+                    scaleh(ctx, osResult.rh);
+                }
+                if (orderflag === 2) {
+                    resetcoeff();
+                    osResult.rh = Math.max(osResult.rh, hmin / Math.abs(c.h));
+                    scaleh(ctx, osResult.rh);
+                }
+                continue outer;
+            }
+            else {
+                // 3 or more failures
+                if (kflag === -10) {
+                    kflag = -1;
+                    c.hold = c.h;
+                    jstart = 1;
+                    break outer;
+                }
+                else {
+                    rh = 0.1;
+                    rh = Math.max(hmin / Math.abs(c.h), rh);
+                    c.h *= rh;
+                    for (let i = 1; i <= neq; i++)
+                        y[i] = c.yh[1][i];
+                    ctx.func(c.tn, y.subarray(1), c.savf.subarray(1), ctx.data);
+                    c.nfe++;
+                    for (let i = 1; i <= neq; i++)
+                        c.yh[2][i] = c.h * c.savf[i];
+                    c.ipup = c.miter;
+                    c.ialth = 5;
+                    if (c.nq === 1)
+                        continue outer;
+                    c.nq = 1;
+                    resetcoeff();
+                    continue outer;
+                }
+            }
+        }
+    }
+    return kflag;
+}
+//# sourceMappingURL=stoda.js.map

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

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

@@ -0,0 +1,286 @@
+import {LsodaContext, CCMAX, MSBP} from './common';
+import {vmnorm} from './blas';
+import {cfode} from './cfode';
+import {scaleh} from './scaleh';
+import {correction, CorrectionState} from './correction';
+import {orderswitch, OrderSwitchResult} from './orderswitch';
+import {methodswitch, MethodSwitchResult} from './methodswitch';
+
+/**
+ * Perform one step of the integration.
+ *
+ * jstart:  0 = first step, >0 = continue, -1 = new h/meth/miter, -2 = new h only
+ * Returns kflag: 0 = success, -1 = error test failed, -2 = convergence failed.
+ */
+export function stoda(ctx: LsodaContext, y: Float64Array, jstart: number): number {
+  const c = ctx.common!;
+  const hmin = ctx.opt!.hmin;
+  const mxords = ctx.opt!.mxords;
+  const mxordn = ctx.opt!.mxordn;
+  const neq = ctx.neq;
+
+  let kflag = 0;
+  const told = c.tn;
+  c.ncf = 0;
+  let delp = 0.;
+
+  let maxord = mxordn;
+  if (c.meth === 2) maxord = mxords;
+
+  // Helper: endstoda — finalize step, scale acor
+  function endstoda(): void {
+    const r = 1. / c.tesco[c.nqu][2];
+    for (let i = 1; i <= neq; i++)
+      c.acor[i] *= r;
+    c.hold = c.h;
+  }
+
+  // Helper: resetcoeff — reload el from elco for current order
+  function resetcoeff(): void {
+    const el0 = c.el[1];
+    for (let i = 1; i <= c.nq + 1; i++)
+      c.el[i] = c.elco[c.nq][i];
+    c.rc = c.rc * c.el[1] / el0;
+  }
+
+  // --- Initialization based on jstart ---
+
+  if (jstart === 0) {
+    c.nq = 1;
+    c.ialth = 2;
+    c.rmax = 10000.;
+    c.rc = 0.;
+    c.crate = 0.7;
+    c.hold = c.h;
+    c.nslp = 0;
+    c.ipup = c.miter;
+    c.el[1] = 1.0;
+    c.icount = 20;
+    c.irflag = 0;
+    c.pdest = 0.;
+    c.pdlast = 0.;
+    cfode(ctx, 1);
+    resetcoeff();
+  }
+
+  if (jstart === -1) {
+    c.ipup = c.miter;
+    if (c.ialth === 1) c.ialth = 2;
+    if (c.meth !== c.mused) {
+      cfode(ctx, c.meth);
+      c.ialth = c.nq + 1;
+      resetcoeff();
+    }
+    if (c.h !== c.hold) {
+      const rh = c.h / c.hold;
+      c.h = c.hold;
+      scaleh(ctx, rh);
+    }
+  }
+
+  if (jstart === -2) {
+    if (c.h !== c.hold) {
+      const rh = c.h / c.hold;
+      c.h = c.hold;
+      scaleh(ctx, rh);
+    }
+  }
+
+  // --- Main integration loop ---
+
+  let dsm = 0.0;
+  const cs: CorrectionState = {del: 0, delp: delp, m: 0};
+  const osResult: OrderSwitchResult = {rh: 0};
+  const msResult: MethodSwitchResult = {rh: 0};
+  let rh: number;
+
+  outer:
+  while (true) {
+    // Before the corrector starts
+    c.jcur = 0;
+
+    inner:
+    while (true) {
+      if (Math.abs(c.rc - 1.) > CCMAX)
+        c.ipup = c.miter;
+      if (c.nst >= c.nslp + MSBP)
+        c.ipup = c.miter;
+
+      c.tn += c.h;
+
+      // Prediction: multiply yh by Pascal triangle matrix
+      for (let j = c.nq; j >= 1; j--) {
+        for (let i1 = j; i1 <= c.nq; i1++) {
+          for (let i = 1; i <= neq; i++)
+            c.yh[i1][i] += c.yh[i1 + 1][i];
+        }
+      }
+
+      const pnorm = vmnorm(neq, c.yh[1], c.ewt);
+
+      cs.del = 0;
+      cs.delp = delp;
+      cs.m = 0;
+      const corflag = correction(ctx, y, pnorm, cs, told);
+      delp = cs.delp;
+
+      if (corflag === 0) break inner;
+
+      if (corflag === 1) {
+        rh = Math.max(0.25, hmin / Math.abs(c.h));
+        scaleh(ctx, rh);
+        continue inner;
+      }
+
+      if (corflag === 2) {
+        kflag = -2;
+        c.hold = c.h;
+        jstart = 1;
+        return kflag;
+      }
+    }
+
+    // Local error test
+    if (cs.m === 0)
+      dsm = cs.del / c.tesco[c.nq][2];
+    if (cs.m > 0)
+      dsm = vmnorm(neq, c.acor, c.ewt) / c.tesco[c.nq][2];
+
+    if (dsm <= 1.) {
+      // Successful step
+      kflag = 0;
+      c.nst++;
+      c.hu = c.h;
+      c.nqu = c.nq;
+      c.mused = c.meth;
+
+      for (let j = 1; j <= c.nq + 1; j++) {
+        const r = c.el[j];
+        for (let i = 1; i <= neq; i++)
+          c.yh[j][i] += r * c.acor[i];
+      }
+
+      c.icount--;
+      if (c.icount < 0) {
+        msResult.rh = 0;
+        methodswitch(ctx, dsm, vmnorm(neq, c.yh[1], c.ewt), msResult);
+        if (c.meth !== c.mused) {
+          rh = Math.max(msResult.rh, hmin / Math.abs(c.h));
+          scaleh(ctx, rh);
+          c.rmax = 10.;
+          endstoda();
+          break outer;
+        }
+      }
+
+      // No method switch — do step/order selection
+      c.ialth--;
+      if (c.ialth === 0) {
+        let rhup = 0.;
+        if (c.nq + 1 !== maxord + 1) {
+          for (let i = 1; i <= neq; i++)
+            c.savf[i] = c.acor[i] - c.yh[maxord + 1][i];
+          const dup = vmnorm(neq, c.savf, c.ewt) / c.tesco[c.nq][3];
+          const exup = 1. / (c.nq + 2);
+          rhup = 1. / (1.4 * Math.pow(dup, exup) + 0.0000014);
+        }
+
+        osResult.rh = 0;
+        const orderflag = orderswitch(ctx, rhup, dsm, osResult, kflag, maxord);
+
+        if (orderflag === 0) {
+          endstoda();
+          break outer;
+        }
+        if (orderflag === 1) {
+          rh = Math.max(osResult.rh, hmin / Math.abs(c.h));
+          scaleh(ctx, rh);
+          c.rmax = 10.;
+          endstoda();
+          break outer;
+        }
+        if (orderflag === 2) {
+          resetcoeff();
+          rh = Math.max(osResult.rh, hmin / Math.abs(c.h));
+          scaleh(ctx, rh);
+          c.rmax = 10.;
+          endstoda();
+          break outer;
+        }
+      }
+
+      if (c.ialth > 1 || c.nq + 1 === maxord + 1) {
+        endstoda();
+        break outer;
+      }
+
+      for (let i = 1; i <= neq; i++)
+        c.yh[maxord + 1][i] = c.acor[i];
+      endstoda();
+      break outer;
+    } else {
+      // Error test failed
+      kflag--;
+      c.tn = told;
+
+      // Retract yh array
+      for (let j = c.nq; j >= 1; j--) {
+        for (let i1 = j; i1 <= c.nq; i1++) {
+          for (let i = 1; i <= neq; i++)
+            c.yh[i1][i] -= c.yh[i1 + 1][i];
+        }
+      }
+
+      c.rmax = 2.;
+      if (Math.abs(c.h) <= hmin * 1.00001) {
+        kflag = -1;
+        c.hold = c.h;
+        jstart = 1;
+        break outer;
+      }
+
+      if (kflag > -3) {
+        osResult.rh = 0;
+        const orderflag = orderswitch(ctx, 0., dsm, osResult, kflag, maxord);
+        if (orderflag === 1 || orderflag === 0) {
+          if (orderflag === 0)
+            osResult.rh = Math.min(osResult.rh, 0.2);
+          osResult.rh = Math.max(osResult.rh, hmin / Math.abs(c.h));
+          scaleh(ctx, osResult.rh);
+        }
+        if (orderflag === 2) {
+          resetcoeff();
+          osResult.rh = Math.max(osResult.rh, hmin / Math.abs(c.h));
+          scaleh(ctx, osResult.rh);
+        }
+        continue outer;
+      } else {
+        // 3 or more failures
+        if (kflag === -10) {
+          kflag = -1;
+          c.hold = c.h;
+          jstart = 1;
+          break outer;
+        } else {
+          rh = 0.1;
+          rh = Math.max(hmin / Math.abs(c.h), rh);
+          c.h *= rh;
+          for (let i = 1; i <= neq; i++)
+            y[i] = c.yh[1][i];
+          ctx.func(c.tn, y.subarray(1), c.savf.subarray(1), ctx.data);
+          c.nfe++;
+          for (let i = 1; i <= neq; i++)
+            c.yh[2][i] = c.h * c.savf[i];
+          c.ipup = c.miter;
+          c.ialth = 5;
+          if (c.nq === 1) continue outer;
+          c.nq = 1;
+          resetcoeff();
+          continue outer;
+        }
+      }
+    }
+  }
+
+  return kflag;
+}

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

@@ -0,0 +1,120 @@
+/* LSODA library wrapper method.
+
+   Wraps the variable-order Nordsieck-based LSODA solver into the standard SolverMethod interface.
+   Automatically switches between Adams (non-stiff) and BDF (stiff) methods.
+
+   References:
+   [1] Hindmarsh, A.C. "ODEPACK, A Systematized Collection of ODE Solvers."
+   [2] Petzold, L.R. "Automatic Selection of Methods for Solving Stiff and Nonstiff
+       Systems of Ordinary Differential Equations."
+*/
+import { ERROR_MSG } from './solver-defs';
+import { Lsoda } from './lsoda';
+/** Wraps an ODEs func into the OdeFunction signature compatible with Lsoda (returns 0). */
+function wrapFunc(f) {
+    return (t, y, ydot) => {
+        f(t, y, ydot);
+        return 0;
+    };
+}
+/** Solve initial value problem using the LSODA library method
+ * @param odes initial value problem for ordinary differential equations
+ * @param callback computations control callback
+ * @returns solution of the problem
+ * @example
+ * // Example. Solve the following initial value problem using the LSODA method:
+ * //   dx/dt = x + y - t
+ * //   dy/dt = x * y + t
+ * //   x(0) = 1
+ * //   y(0) = -1
+ * // on [0, 2] with the step 0.01.
+ * import { ODEs, lsoda } from 'diff-grok';
+ *
+ * const task: ODEs = {
+ *   name: 'Example', // name of your model
+ *   arg: {
+ *       name: 't',  // name of the argument
+ *       start: 0,   // initial value of the argument
+ *       finish: 2,  // final value of the argument
+ *       step: 0.01, // solution grid step
+ *   },
+ *   initial: [1, -1], // initial values
+ *   func: (t: number, y: Float64Array, output: Float64Array) => { // right-hand side of the system
+ *     output[0] = y[0] + y[1] - t; // 1-st equation
+ *     output[1] = y[0] * y[1] + t; // 2-nd equation
+ *   },
+ *   tolerance: 1e-7, // tolerance
+ *   solutionColNames: ['x', 'y'], // names of solution functions
+ * };
+ *
+ * try {
+ *   // Solve the problem using the LSODA method
+ *   const solution = lsoda(task);
+ *
+ *   // Print a table with the results
+ *   console.log(task.arg.name, task.solutionColNames[0], task.solutionColNames[1]);
+ *   const length = solution[0].length;
+ *   for (let i = 0; i < length; ++i)
+ *     console.log(solution[0][i], solution[1][i], solution[2][i]);
+ * } catch (err) {
+ *   console.log('Solver failed: ', err instanceof Error ? err.message : 'Unknown problem!');
+ * }
+*/
+export function lsoda(odes, callback) {
+    // 1. Extract problem parameters
+    const t0 = odes.arg.start;
+    const t1 = odes.arg.finish;
+    const step = odes.arg.step;
+    const tolerance = odes.tolerance;
+    const dim = odes.initial.length;
+    const mxstep = 50000;
+    // 2. Create LSODA solver with dense output enabled
+    const rtol = new Float64Array(dim).fill(tolerance);
+    const atol = new Float64Array(dim).fill(tolerance);
+    const solver = new Lsoda(wrapFunc(odes.func), dim, {
+        rtol, atol, itask: 1, dense: true, mxstep,
+    });
+    // 3. Integrate through checkpoints, collecting Nordsieck snapshots for dense output.
+    //    Checkpoints are spaced coarsely (up to 1000) so the solver handles adaptive
+    //    stepping internally; mxstep per call stays within bounds.
+    if (callback)
+        callback.onIterationStart();
+    let y = [...odes.initial];
+    let t = t0;
+    // Warmup: a tiny initial step bootstraps the BDF method for extremely stiff problems
+    const warmupTout = t0 + Math.min(step, 1.0) * 1e-5;
+    if (warmupTout > t0 && warmupTout < t1) {
+        const wr = solver.solve(y, t, warmupTout);
+        y = wr.y;
+        t = wr.t;
+        if (solver.state <= 0)
+            throw new Error(ERROR_MSG.LSODA_FAILS);
+    }
+    const gridPoints = Math.trunc((t1 - t0) / step) + 1;
+    const numCheckpoints = Math.min(gridPoints, 1000);
+    const cpStep = (t1 - t0) / numCheckpoints;
+    for (let i = 1; i <= numCheckpoints; i++) {
+        const tout = (i < numCheckpoints) ? t0 + i * cpStep : t1;
+        const result = solver.solve(y, t, tout);
+        y = result.y;
+        t = result.t;
+        if (solver.state <= 0)
+            throw new Error(ERROR_MSG.LSODA_FAILS);
+    }
+    // 4. Use dense output to interpolate on the uniform output grid
+    const dense = solver.getDenseOutput();
+    const grid = dense.solveOnGrid(t0, t1, step);
+    if (callback)
+        callback.onComputationsCompleted();
+    // 5. Return solution: [tArr, y0Arr, y1Arr, ...]
+    const rowCount = grid.t.length;
+    const solution = Array(dim + 1);
+    solution[0] = grid.t;
+    for (let i = 0; i < dim; ++i)
+        solution[i + 1] = grid.y[i];
+    // Patch last y values with the exact endpoint from the solver
+    for (let i = 0; i < dim; ++i)
+        solution[i + 1][rowCount - 1] = y[i];
+    return solution;
+} // lsoda
+//# sourceMappingURL=lsoda-method.js.map

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

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