diff-grok 1.0.10 → 1.1.0

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

@@ -0,0 +1,30 @@
+import {LsodaContext, MXNCF} from './common';
+
+/**
+ * Handle corrector convergence failure.
+ * Retracts yh array and increments ncf.
+ * Returns 2 if unrecoverable, 1 if step can be retried.
+ */
+export function corfailure(ctx: LsodaContext, told: number): number {
+  const c = ctx.common!;
+  const neq = ctx.neq;
+  const hmin = ctx.opt!.hmin;
+
+  c.ncf++;
+  c.rmax = 2.;
+  c.tn = told;
+
+  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];
+    }
+  }
+
+  if (Math.abs(c.h) <= hmin * 1.00001 || c.ncf === MXNCF)
+    return 2;
+
+
+  c.ipup = c.miter;
+  return 1;
+}

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

@@ -0,0 +1,101 @@
+import { ETA, MAXCOR } from './common';
+import { vmnorm } from './blas';
+import { prja } from './prja';
+import { solsy } from './solsy';
+import { corfailure } from './corfailure';
+/**
+ * Corrector iteration.
+ * Returns corflag: 0 = converged, 1 = reduce step & redo prediction, 2 = failure.
+ */
+export function correction(ctx, y, pnorm, cs, told) {
+    const c = ctx.common;
+    const neq = ctx.neq;
+    cs.m = 0;
+    let rate = 0.;
+    cs.del = 0.;
+    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++;
+    while (true) {
+        if (cs.m === 0) {
+            if (c.ipup > 0) {
+                const ierpj = prja(ctx, y);
+                c.jcur = 1;
+                c.ipup = 0;
+                c.rc = 1.;
+                c.nslp = c.nst;
+                c.crate = 0.7;
+                if (!ierpj)
+                    return corfailure(ctx, told);
+            }
+            for (let i = 1; i <= neq; i++)
+                c.acor[i] = 0.;
+        }
+        if (c.miter === 0) {
+            // Functional iteration
+            for (let i = 1; i <= neq; i++) {
+                c.savf[i] = c.h * c.savf[i] - c.yh[2][i];
+                y[i] = c.savf[i] - c.acor[i];
+            }
+            cs.del = vmnorm(neq, y, c.ewt);
+            for (let i = 1; i <= neq; i++) {
+                y[i] = c.yh[1][i] + c.el[1] * c.savf[i];
+                c.acor[i] = c.savf[i];
+            }
+        }
+        else {
+            // Chord method
+            for (let i = 1; i <= neq; i++)
+                y[i] = c.h * c.savf[i] - (c.yh[2][i] + c.acor[i]);
+            solsy(ctx, y);
+            cs.del = vmnorm(neq, y, c.ewt);
+            for (let i = 1; i <= neq; i++) {
+                c.acor[i] += y[i];
+                y[i] = c.yh[1][i] + c.el[1] * c.acor[i];
+            }
+        }
+        // Test for convergence
+        if (cs.del <= 100. * pnorm * ETA)
+            break;
+        if (cs.m !== 0 || c.meth !== 1) {
+            if (cs.m !== 0) {
+                let rm = 1024.0;
+                if (cs.del <= 1024. * cs.delp)
+                    rm = cs.del / cs.delp;
+                rate = Math.max(rate, rm);
+                c.crate = Math.max(0.2 * c.crate, rm);
+            }
+            const conit = 0.5 / (c.nq + 2);
+            const dcon = cs.del * Math.min(1., 1.5 * c.crate) / (c.tesco[c.nq][2] * conit);
+            if (dcon <= 1.) {
+                c.pdest = Math.max(c.pdest, rate / Math.abs(c.h * c.el[1]));
+                if (c.pdest !== 0.)
+                    c.pdlast = c.pdest;
+                break;
+            }
+        }
+        // Corrector iteration failed to converge
+        cs.m++;
+        if (cs.m === MAXCOR || (cs.m >= 2 && cs.del > 2. * cs.delp)) {
+            if (c.miter === 0 || c.jcur === 1)
+                return corfailure(ctx, told);
+            c.ipup = c.miter;
+            // Restart corrector if Jacobian is recomputed
+            cs.m = 0;
+            rate = 0.;
+            cs.del = 0.;
+            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++;
+        }
+        else {
+            cs.delp = cs.del;
+            ctx.func(c.tn, y.subarray(1), c.savf.subarray(1), ctx.data);
+            c.nfe++;
+        }
+    }
+    return 0;
+}
+//# sourceMappingURL=correction.js.map

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

@@ -0,0 +1,119 @@
+import {LsodaContext, ETA, MAXCOR} from './common';
+import {vmnorm} from './blas';
+import {prja} from './prja';
+import {solsy} from './solsy';
+import {corfailure} from './corfailure';
+
+/** Mutable state passed between correction and stoda */
+export interface CorrectionState {
+  del: number;
+  delp: number;
+  m: number;
+}
+
+/**
+ * Corrector iteration.
+ * Returns corflag: 0 = converged, 1 = reduce step & redo prediction, 2 = failure.
+ */
+export function correction(
+  ctx: LsodaContext, y: Float64Array, pnorm: number,
+  cs: CorrectionState, told: number,
+): number {
+  const c = ctx.common!;
+  const neq = ctx.neq;
+
+  cs.m = 0;
+  let rate = 0.;
+  cs.del = 0.;
+
+  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++;
+
+  while (true) {
+    if (cs.m === 0) {
+      if (c.ipup > 0) {
+        const ierpj = prja(ctx, y);
+        c.jcur = 1;
+        c.ipup = 0;
+        c.rc = 1.;
+        c.nslp = c.nst;
+        c.crate = 0.7;
+        if (!ierpj)
+          return corfailure(ctx, told);
+      }
+      for (let i = 1; i <= neq; i++)
+        c.acor[i] = 0.;
+    }
+
+    if (c.miter === 0) {
+      // Functional iteration
+      for (let i = 1; i <= neq; i++) {
+        c.savf[i] = c.h * c.savf[i] - c.yh[2][i];
+        y[i] = c.savf[i] - c.acor[i];
+      }
+      cs.del = vmnorm(neq, y, c.ewt);
+      for (let i = 1; i <= neq; i++) {
+        y[i] = c.yh[1][i] + c.el[1] * c.savf[i];
+        c.acor[i] = c.savf[i];
+      }
+    } else {
+      // Chord method
+      for (let i = 1; i <= neq; i++)
+        y[i] = c.h * c.savf[i] - (c.yh[2][i] + c.acor[i]);
+      solsy(ctx, y);
+      cs.del = vmnorm(neq, y, c.ewt);
+      for (let i = 1; i <= neq; i++) {
+        c.acor[i] += y[i];
+        y[i] = c.yh[1][i] + c.el[1] * c.acor[i];
+      }
+    }
+
+    // Test for convergence
+    if (cs.del <= 100. * pnorm * ETA)
+      break;
+
+    if (cs.m !== 0 || c.meth !== 1) {
+      if (cs.m !== 0) {
+        let rm = 1024.0;
+        if (cs.del <= 1024. * cs.delp)
+          rm = cs.del / cs.delp;
+        rate = Math.max(rate, rm);
+        c.crate = Math.max(0.2 * c.crate, rm);
+      }
+      const conit = 0.5 / (c.nq + 2);
+      const dcon = cs.del * Math.min(1., 1.5 * c.crate) / (c.tesco[c.nq][2] * conit);
+      if (dcon <= 1.) {
+        c.pdest = Math.max(c.pdest, rate / Math.abs(c.h * c.el[1]));
+        if (c.pdest !== 0.)
+          c.pdlast = c.pdest;
+        break;
+      }
+    }
+
+    // Corrector iteration failed to converge
+    cs.m++;
+    if (cs.m === MAXCOR || (cs.m >= 2 && cs.del > 2. * cs.delp)) {
+      if (c.miter === 0 || c.jcur === 1)
+        return corfailure(ctx, told);
+
+      c.ipup = c.miter;
+      // Restart corrector if Jacobian is recomputed
+      cs.m = 0;
+      rate = 0.;
+      cs.del = 0.;
+      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++;
+    } else {
+      cs.delp = cs.del;
+      ctx.func(c.tn, y.subarray(1), c.savf.subarray(1), ctx.data);
+      c.nfe++;
+    }
+  }
+
+  return 0;
+}

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

@@ -0,0 +1,110 @@
+/**
+ * Dense output interpolator. Given a sequence of Nordsieck snapshots
+ * captured during integration, evaluates the solution at arbitrary points
+ * via Taylor/Horner interpolation.
+ */
+export class DenseOutput {
+    constructor(snapshots, neq) {
+        if (snapshots.length === 0)
+            throw new Error('[DenseOutput] no snapshots collected');
+        this.snaps = snapshots;
+        this.neq = neq;
+    }
+    /** Leftmost reachable time. */
+    get tMin() {
+        const s = this.snaps[0];
+        return s.tn - s.hu;
+    }
+    /** Rightmost reachable time. */
+    get tMax() {
+        return this.snaps[this.snaps.length - 1].tn;
+    }
+    /**
+     * Evaluate the solution at a single time point.
+     * Uses Horner's method on the Nordsieck array of the enclosing step.
+     */
+    evaluateAt(t) {
+        const snap = this.findSnap(t);
+        return this.horner(snap, t, new Float64Array(this.neq));
+    }
+    /**
+     * Evaluate the solution at each point in a sorted ascending array.
+     * Uses a linear scan over snapshots for efficiency.
+     */
+    solveAtTimes(tArray) {
+        if (tArray.length === 0)
+            return [];
+        const snaps = this.snaps;
+        // Validate range
+        const tFirst = tArray[0];
+        const tLast = tArray[tArray.length - 1];
+        if (tFirst < this.tMin - 1e-14 * Math.abs(this.tMin))
+            throw new Error(`[DenseOutput] t=${tFirst} is before tMin=${this.tMin}`);
+        if (tLast > this.tMax + 1e-14 * Math.abs(this.tMax))
+            throw new Error(`[DenseOutput] t=${tLast} is after tMax=${this.tMax}`);
+        const dky = new Float64Array(this.neq);
+        const result = [];
+        for (let i = 0; i < this.neq; ++i)
+            result.push(new Float64Array(tArray.length));
+        let si = 0; // snapshot pointer
+        for (let qi = 0; qi < tArray.length; qi++) {
+            const t = tArray[qi];
+            // Advance snapshot pointer until we find an interval containing t
+            while (si < snaps.length - 1 && t > snaps[si].tn + 1e-14 * Math.abs(snaps[si].tn))
+                si++;
+            this.horner(snaps[si], t, dky);
+            for (let i = 0; i < this.neq; ++i)
+                result[i][qi] = dky[i];
+        }
+        return result;
+    }
+    /**
+     * Evaluate the solution on a uniform grid from tStart to tEnd with given step.
+     */
+    solveOnGrid(tStart, tEnd, step) {
+        if (step <= 0)
+            throw new Error('[DenseOutput] step must be positive');
+        const n = Math.floor((tEnd - tStart) / step) + 1;
+        const tArr = new Float64Array(n);
+        for (let i = 0; i < n - 1; i++)
+            tArr[i] = tStart + i * step;
+        tArr[n - 1] = tEnd;
+        const t = tArr;
+        const y = this.solveAtTimes(t);
+        return { t, y };
+    }
+    /** Find the snapshot whose interval contains t via binary search. */
+    findSnap(t) {
+        const snaps = this.snaps;
+        // Quick boundary checks
+        if (t <= snaps[0].tn)
+            return snaps[0];
+        if (t >= snaps[snaps.length - 1].tn)
+            return snaps[snaps.length - 1];
+        // Binary search: find first snap with tn >= t
+        let lo = 0;
+        let hi = snaps.length - 1;
+        while (lo < hi) {
+            const mid = (lo + hi) >>> 1;
+            if (snaps[mid].tn < t)
+                lo = mid + 1;
+            else
+                hi = mid;
+        }
+        return snaps[lo];
+    }
+    /** Horner evaluation of the Nordsieck polynomial at time t. */
+    horner(snap, t, dky) {
+        const { nq, h, yh } = snap;
+        const neq = this.neq;
+        const s = (t - snap.tn) / h;
+        for (let i = 0; i < neq; i++) {
+            let val = yh[nq][i];
+            for (let j = nq - 1; j >= 0; j--)
+                val = yh[j][i] + s * val;
+            dky[i] = val;
+        }
+        return dky;
+    }
+}
+//# sourceMappingURL=dense.js.map

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

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

@@ -0,0 +1,129 @@
+import {NordsieckSnapshot} from './common';
+
+/**
+ * Dense output interpolator. Given a sequence of Nordsieck snapshots
+ * captured during integration, evaluates the solution at arbitrary points
+ * via Taylor/Horner interpolation.
+ */
+export class DenseOutput {
+  private snaps: NordsieckSnapshot[];
+  private neq: number;
+
+  constructor(snapshots: NordsieckSnapshot[], neq: number) {
+    if (snapshots.length === 0)
+      throw new Error('[DenseOutput] no snapshots collected');
+    this.snaps = snapshots;
+    this.neq = neq;
+  }
+
+  /** Leftmost reachable time. */
+  get tMin(): number {
+    const s = this.snaps[0];
+    return s.tn - s.hu;
+  }
+
+  /** Rightmost reachable time. */
+  get tMax(): number {
+    return this.snaps[this.snaps.length - 1].tn;
+  }
+
+  /**
+   * Evaluate the solution at a single time point.
+   * Uses Horner's method on the Nordsieck array of the enclosing step.
+   */
+  evaluateAt(t: number): Float64Array {
+    const snap = this.findSnap(t);
+    return this.horner(snap, t, new Float64Array(this.neq));
+  }
+
+  /**
+   * Evaluate the solution at each point in a sorted ascending array.
+   * Uses a linear scan over snapshots for efficiency.
+   */
+  solveAtTimes(tArray: Float64Array): Float64Array[] {
+    if (tArray.length === 0) return [];
+    const snaps = this.snaps;
+
+    // Validate range
+    const tFirst = tArray[0];
+    const tLast = tArray[tArray.length - 1];
+    if (tFirst < this.tMin - 1e-14 * Math.abs(this.tMin))
+      throw new Error(`[DenseOutput] t=${tFirst} is before tMin=${this.tMin}`);
+    if (tLast > this.tMax + 1e-14 * Math.abs(this.tMax))
+      throw new Error(`[DenseOutput] t=${tLast} is after tMax=${this.tMax}`);
+
+    const dky = new Float64Array(this.neq);
+    const result: Float64Array[] = [];
+
+    for (let i = 0; i < this.neq; ++i)
+      result.push(new Float64Array(tArray.length));
+
+    let si = 0; // snapshot pointer
+
+    for (let qi = 0; qi < tArray.length; qi++) {
+      const t = tArray[qi];
+      // Advance snapshot pointer until we find an interval containing t
+      while (si < snaps.length - 1 && t > snaps[si].tn + 1e-14 * Math.abs(snaps[si].tn))
+        si++;
+
+      this.horner(snaps[si], t, dky);
+
+      for (let i = 0; i < this.neq; ++i)
+        result[i][qi] = dky[i];
+    }
+    return result;
+  }
+
+  /**
+   * Evaluate the solution on a uniform grid from tStart to tEnd with given step.
+   */
+  solveOnGrid(tStart: number, tEnd: number, step: number): { t: Float64Array, y: Float64Array[] } {
+    if (step <= 0)
+      throw new Error('[DenseOutput] step must be positive');
+
+    const n = Math.floor((tEnd - tStart) / step) + 1;
+    const tArr = new Float64Array(n);
+    for (let i = 0; i < n - 1; i++)
+      tArr[i] = tStart + i * step;
+    tArr[n - 1] = tEnd;
+
+    const t = tArr;
+    const y = this.solveAtTimes(t);
+    return {t, y};
+  }
+
+  /** Find the snapshot whose interval contains t via binary search. */
+  private findSnap(t: number): NordsieckSnapshot {
+    const snaps = this.snaps;
+
+    // Quick boundary checks
+    if (t <= snaps[0].tn) return snaps[0];
+    if (t >= snaps[snaps.length - 1].tn) return snaps[snaps.length - 1];
+
+    // Binary search: find first snap with tn >= t
+    let lo = 0; let hi = snaps.length - 1;
+    while (lo < hi) {
+      const mid = (lo + hi) >>> 1;
+      if (snaps[mid].tn < t)
+        lo = mid + 1;
+      else
+        hi = mid;
+    }
+    return snaps[lo];
+  }
+
+  /** Horner evaluation of the Nordsieck polynomial at time t. */
+  private horner(snap: NordsieckSnapshot, t: number, dky: Float64Array): Float64Array {
+    const {nq, h, yh} = snap;
+    const neq = this.neq;
+    const s = (t - snap.tn) / h;
+
+    for (let i = 0; i < neq; i++) {
+      let val = yh[nq][i];
+      for (let j = nq - 1; j >= 0; j--)
+        val = yh[j][i] + s * val;
+      dky[i] = val;
+    }
+    return dky;
+  }
+}

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

@@ -0,0 +1,4 @@
+export { Lsoda, lsoda, lsodaPrepare, lsodaReset, lsodaFree } from './lsoda';
+export { LsodaContext } from './common';
+export { DenseOutput } from './dense';
+//# sourceMappingURL=index.js.map

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

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

@@ -0,0 +1,5 @@
+export {Lsoda, lsoda, lsodaPrepare, lsodaReset, lsodaFree} from './lsoda';
+export type {OdeFunction, LsodaSolveResult} from './lsoda';
+export type {LsodaOpt, LsodaFunc, NordsieckSnapshot} from './common';
+export {LsodaContext} from './common';
+export {DenseOutput} from './dense';

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

@@ -0,0 +1,43 @@
+import { ETA } from './common';
+/**
+ * Interpolate solution at time t using Nordsieck history array.
+ * k: derivative order (0 for solution)
+ * dky: output array (1-indexed)
+ * Returns 0 on success, negative on error.
+ */
+export function intdy(ctx, t, k, dky) {
+    const c = ctx.common;
+    const neq = ctx.neq;
+    if (k < 0 || k > c.nq) {
+        console.error(`[intdy] k = ${k} illegal`);
+        return -1;
+    }
+    const tp = c.tn - c.hu - 100. * ETA * (c.tn + c.hu);
+    if ((t - tp) * (t - c.tn) > 0.) {
+        console.error(`intdy -- t = ${t} illegal. t not in interval tcur - hu to tcur`);
+        return -2;
+    }
+    const s = (t - c.tn) / c.h;
+    let ic = 1;
+    for (let jj = (c.nq + 1) - k; jj <= c.nq; jj++)
+        ic *= jj;
+    let cc = ic;
+    for (let i = 1; i <= neq; i++)
+        dky[i] = cc * c.yh[c.nq + 1][i];
+    for (let j = c.nq - 1; j >= k; j--) {
+        const jp1 = j + 1;
+        ic = 1;
+        for (let jj = jp1 - k; jj <= j; jj++)
+            ic *= jj;
+        cc = ic;
+        for (let i = 1; i <= neq; i++)
+            dky[i] = cc * c.yh[jp1][i] + s * dky[i];
+    }
+    if (k === 0)
+        return 0;
+    const r = Math.pow(c.h, -k);
+    for (let i = 1; i <= neq; i++)
+        dky[i] *= r;
+    return 0;
+}
+//# sourceMappingURL=intdy.js.map

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

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

@@ -0,0 +1,50 @@
+import {LsodaContext, ETA} from './common';
+
+/**
+ * Interpolate solution at time t using Nordsieck history array.
+ * k: derivative order (0 for solution)
+ * dky: output array (1-indexed)
+ * Returns 0 on success, negative on error.
+ */
+export function intdy(ctx: LsodaContext, t: number, k: number, dky: Float64Array): number {
+  const c = ctx.common!;
+  const neq = ctx.neq;
+
+  if (k < 0 || k > c.nq) {
+    console.error(`[intdy] k = ${k} illegal`);
+    return -1;
+  }
+
+  const tp = c.tn - c.hu - 100. * ETA * (c.tn + c.hu);
+  if ((t - tp) * (t - c.tn) > 0.) {
+    console.error(`intdy -- t = ${t} illegal. t not in interval tcur - hu to tcur`);
+    return -2;
+  }
+
+  const s = (t - c.tn) / c.h;
+  let ic = 1;
+  for (let jj = (c.nq + 1) - k; jj <= c.nq; jj++)
+    ic *= jj;
+  let cc = ic;
+
+  for (let i = 1; i <= neq; i++)
+    dky[i] = cc * c.yh[c.nq + 1][i];
+
+  for (let j = c.nq - 1; j >= k; j--) {
+    const jp1 = j + 1;
+    ic = 1;
+    for (let jj = jp1 - k; jj <= j; jj++)
+      ic *= jj;
+    cc = ic;
+    for (let i = 1; i <= neq; i++)
+      dky[i] = cc * c.yh[jp1][i] + s * dky[i];
+  }
+
+  if (k === 0) return 0;
+
+  const r = Math.pow(c.h, -k);
+  for (let i = 1; i <= neq; i++)
+    dky[i] *= r;
+
+  return 0;
+}