diff-grok 1.0.8

package/src/solver-tools/callbacks/callback-base.js

@@ -0,0 +1,10 @@
+// Solver's callback base
+/** Solver callback */
+export class Callback {
+    constructor() { }
+    ;
+    onIterationStart() { }
+    onComputationsCompleted() { }
+}
+;
+//# sourceMappingURL=callback-base.js.map

package/src/solver-tools/callbacks/callback-base.js.map

@@ -0,0 +1 @@
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package/src/solver-tools/callbacks/callback-base.ts

@@ -0,0 +1,8 @@
+// Solver's callback base
+
+/** Solver callback */
+export class Callback {
+  constructor() {};
+  public onIterationStart(): void {}
+  public onComputationsCompleted(): void {}
+};

package/src/solver-tools/callbacks/callback-tools.js

@@ -0,0 +1,14 @@
+// Manager of callbacks
+import { TimeCheckerCallback } from './time-checker-callback';
+import { IterCheckerCallback } from './iter-checker-callback';
+/** Get callback corresponding to the options */
+export function getCallback(options) {
+    if (options === undefined)
+        return undefined;
+    if (options.maxIterations !== undefined)
+        return new IterCheckerCallback(options.maxIterations);
+    if (options.maxTimeMs !== undefined)
+        return new TimeCheckerCallback(options.maxTimeMs);
+    return undefined;
+}
+//# sourceMappingURL=callback-tools.js.map

package/src/solver-tools/callbacks/callback-tools.js.map

@@ -0,0 +1 @@
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package/src/solver-tools/callbacks/callback-tools.ts

@@ -0,0 +1,20 @@
+// Manager of callbacks
+
+import {SolverOptions} from '../solver-defs';
+import {Callback} from './callback-base';
+import {TimeCheckerCallback} from './time-checker-callback';
+import {IterCheckerCallback} from './iter-checker-callback';
+
+/** Get callback corresponding to the options */
+export function getCallback(options?: Partial<SolverOptions>): Callback | undefined {
+  if (options === undefined)
+    return undefined;
+
+  if (options.maxIterations !== undefined)
+    return new IterCheckerCallback(options.maxIterations);
+
+  if (options.maxTimeMs !== undefined)
+    return new TimeCheckerCallback(options.maxTimeMs);
+
+  return undefined;
+}

package/src/solver-tools/callbacks/iter-checker-callback.js

@@ -0,0 +1,16 @@
+import { Callback } from './callback-base';
+import { CallbackAction } from '../solver-defs';
+/** This callback terminates computations if the maximum iterations is exceeded */
+export class IterCheckerCallback extends Callback {
+    constructor(maxIter) {
+        super();
+        this.maxIter = maxIter;
+        this.currentIter = 0;
+    }
+    onIterationStart() {
+        ++this.currentIter;
+        if (this.currentIter > this.maxIter)
+            throw new CallbackAction(`Max iterations count exceeded (${this.maxIter})`);
+    }
+}
+//# sourceMappingURL=iter-checker-callback.js.map

package/src/solver-tools/callbacks/iter-checker-callback.js.map

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package/src/solver-tools/callbacks/iter-checker-callback.ts

@@ -0,0 +1,21 @@
+import {Callback} from './callback-base';
+import {CallbackAction} from '../solver-defs';
+
+/** This callback terminates computations if the maximum iterations is exceeded */
+export class IterCheckerCallback extends Callback {
+  private maxIter: number;
+  private currentIter: number;
+
+  constructor(maxIter: number) {
+    super();
+    this.maxIter = maxIter;
+    this.currentIter = 0;
+  }
+
+  public onIterationStart(): void {
+    ++this.currentIter;
+
+    if (this.currentIter > this.maxIter)
+      throw new CallbackAction(`Max iterations count exceeded (${this.maxIter})`);
+  }
+}

package/src/solver-tools/callbacks/time-checker-callback.js

@@ -0,0 +1,17 @@
+import { Callback } from './callback-base';
+import { CallbackAction } from '../solver-defs';
+/** This callback terminates computations if the maximum calculation time is exceeded */
+export class TimeCheckerCallback extends Callback {
+    constructor(maxTime) {
+        super();
+        this.maxTime = 0;
+        this.startingTime = 0;
+        this.maxTime = maxTime;
+        this.startingTime = performance.now();
+    }
+    onIterationStart() {
+        if (performance.now() - this.startingTime > this.maxTime)
+            throw new CallbackAction(`Max time exceeded (${this.maxTime} ms)`);
+    }
+}
+//# sourceMappingURL=time-checker-callback.js.map

package/src/solver-tools/callbacks/time-checker-callback.js.map

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package/src/solver-tools/callbacks/time-checker-callback.ts

@@ -0,0 +1,19 @@
+import {Callback} from './callback-base';
+import {CallbackAction} from '../solver-defs';
+
+/** This callback terminates computations if the maximum calculation time is exceeded */
+export class TimeCheckerCallback extends Callback {
+  private maxTime = 0;
+  private startingTime = 0;
+
+  constructor(maxTime: number) {
+    super();
+    this.maxTime = maxTime;
+    this.startingTime = performance.now();
+  }
+
+  public onIterationStart(): void {
+    if (performance.now() - this.startingTime > this.maxTime)
+      throw new CallbackAction(`Max time exceeded (${this.maxTime} ms)`);
+  }
+}

package/src/solver-tools/index.js

@@ -0,0 +1,6 @@
+export { mrt } from './mrt-method';
+export { ros3prw } from './ros3prw-method';
+export { ros34prw } from './ros34prw-method';
+export { CallbackAction, DEFAULT_OPTIONS } from './solver-defs';
+export { getCallback } from './callbacks/callback-tools';
+//# sourceMappingURL=index.js.map

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

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package/src/solver-tools/index.ts

@@ -0,0 +1,6 @@
+export {ODEs, Func} from './solver-defs';
+export {mrt} from './mrt-method';
+export {ros3prw} from './ros3prw-method';
+export {ros34prw} from './ros34prw-method';
+export {CallbackAction, DEFAULT_OPTIONS, SolverOptions, SolverMethod} from './solver-defs';
+export {getCallback} from './callbacks/callback-tools';

package/src/solver-tools/lin-alg-tools.js

@@ -0,0 +1,56 @@
+// LU-decomposition tools
+/** Compute LU-decomposition of matrix */
+export function luDecomp(A, L, U, n) {
+    L.fill(0);
+    U.fill(0);
+    for (let i = 0; i < n; ++i)
+        L[i * n + i] = 1;
+    let sumU = 0;
+    let sumL = 0;
+    let k = 0;
+    let j = 0;
+    let p = 0;
+    let i = 0;
+    for (k = 0; k < n; ++k) {
+        for (j = k; j < n; ++j) {
+            sumU = 0;
+            for (p = 0; p < k; ++p)
+                sumU += L[k * n + p] * U[p * n + j];
+            U[k * n + j] = A[k * n + j] - sumU;
+        }
+        for (i = k + 1; i < n; ++i) {
+            sumL = 0;
+            for (p = 0; p < k; ++p)
+                sumL += L[i * n + p] * U[p * n + k];
+            L[i * n + k] = (A[i * n + k] - sumL) / U[k * n + k];
+        }
+    }
+} // luDecomp
+/** Solve the system Ax = b using pre-computed LU-decomposition */
+export function luSolve(L, U, b, y, x, n) {
+    let sumLy = 0;
+    for (let i = 0; i < n; ++i) {
+        sumLy = 0;
+        for (let j = 0; j < i; ++j)
+            sumLy += L[i * n + j] * y[j];
+        y[i] = (b[i] - sumLy) / L[i * n + i];
+    }
+    let sumUx = 0;
+    for (let i = n - 1; i > -1; --i) {
+        sumUx = 0;
+        for (let j = i + 1; j < n; ++j)
+            sumUx += U[i * n + j] * x[j];
+        x[i] = (y[i] - sumUx) / U[i * n + i];
+    }
+} // luSolve
+/** Solve Ax = b for 1D & 2D cases */
+export function solve1d2d(A, b, x) {
+    if (x.length === 1) {
+        x[0] = b[0] / A[0];
+        return;
+    }
+    const delta = A[0] * A[3] - A[1] * A[2];
+    x[0] = (b[0] * A[3] - b[1] * A[1]) / delta;
+    x[1] = (A[0] * b[1] - A[2] * b[0]) / delta;
+}
+//# sourceMappingURL=lin-alg-tools.js.map

package/src/solver-tools/lin-alg-tools.js.map

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package/src/solver-tools/lin-alg-tools.ts

@@ -0,0 +1,75 @@
+// LU-decomposition tools
+
+/** Compute LU-decomposition of matrix */
+export function luDecomp(A: Float64Array, L: Float64Array, U: Float64Array, n: number) {
+  L.fill(0);
+  U.fill(0);
+
+  for (let i = 0; i < n; ++i)
+    L[i * n + i] = 1;
+
+  let sumU = 0;
+  let sumL = 0;
+  let k = 0;
+  let j = 0;
+  let p = 0;
+  let i =0;
+
+  for (k = 0; k < n; ++k) {
+    for (j = k; j < n; ++j) {
+      sumU = 0;
+
+      for (p = 0; p < k; ++p)
+        sumU += L[k * n + p] * U[p * n + j];
+
+      U[k * n + j] = A[k * n +j] - sumU;
+    }
+
+    for (i = k + 1; i < n; ++i) {
+      sumL = 0;
+
+      for (p = 0; p < k; ++p)
+        sumL += L[i * n + p] * U[p * n + k];
+
+      L[i * n + k] = (A[i * n + k] - sumL) / U[k * n + k];
+    }
+  }
+} // luDecomp
+
+/** Solve the system Ax = b using pre-computed LU-decomposition */
+export function luSolve(L: Float64Array, U: Float64Array, b: Float64Array, y: Float64Array,
+  x: Float64Array, n: number) {
+  let sumLy = 0;
+
+  for (let i = 0; i < n; ++i) {
+    sumLy = 0;
+
+    for (let j = 0; j < i; ++j)
+      sumLy += L[i * n + j] * y[j];
+
+    y[i] = (b[i] - sumLy) / L[i * n + i];
+  }
+
+  let sumUx = 0;
+
+  for (let i = n - 1; i > -1; --i) {
+    sumUx = 0;
+
+    for (let j = i + 1; j < n; ++j)
+      sumUx += U[i * n + j] * x[j];
+
+    x[i] = (y[i] - sumUx) / U[i * n + i];
+  }
+} // luSolve
+
+/** Solve Ax = b for 1D & 2D cases */
+export function solve1d2d(A: Float64Array, b: Float64Array, x: Float64Array) {
+  if (x.length === 1) {
+    x[0] = b[0] / A[0];
+    return;
+  }
+
+  const delta = A[0] * A[3] - A[1] * A[2];
+  x[0] = (b[0] * A[3] - b[1] * A[1]) / delta;
+  x[1] = (A[0] * b[1] - A[2] * b[0]) / delta;
+}

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

@@ -0,0 +1,210 @@
+/* The modified Rosenbrock triple method (MTR).
+
+   References:
+   [1] https://doi.org/10.1137/S1064827594276424
+   [2] https://doi.org/10.1016/S0898-1221(00)00175-9
+*/
+import { max, abs, SAFETY, PSHRNK, PSGROW, REDUCE_COEF, GROW_COEF, ERR_CONTR, TINY, EPS, tDerivative, jacobian, ERROR_MSG } from './solver-defs';
+import { luDecomp, luSolve, solve1d2d } from './lin-alg-tools';
+// Quantities used in Rosenbrock method (see [1], [2] for more details)
+const D = 1.0 - Math.sqrt(2.0) / 2.0;
+const E32 = 6.0 + Math.sqrt(2.0);
+/** Solve initial value problem the modified Rosenbrock triple (MRT) method [1, 2]
+ * @param odes initial value problem for ordinary differential equations
+ * @param callback computations control callback
+ * @returns solution of the problem
+*/
+export function mrt(odes, callback) {
+    /** right-hand side of the IVP solved */
+    const f = odes.func;
+    // operating variables
+    const t0 = odes.arg.start;
+    const t1 = odes.arg.finish;
+    let h = odes.arg.step;
+    const hDataframe = h;
+    const tolerance = odes.tolerance;
+    /** number of solution dataframe rows */
+    const rowCount = Math.trunc((t1 - t0) / h) + 1;
+    /** dimension of the problem */
+    const dim = odes.initial.length;
+    const dimSquared = dim * dim;
+    /** independent variable values */
+    const tArr = new Float64Array(rowCount);
+    /** arrays of solution values */
+    const yArrs = Array(dim);
+    for (let i = 0; i < dim; ++i)
+        yArrs[i] = new Float64Array(rowCount);
+    // method routine
+    let timeDataframe = t0 + hDataframe;
+    let t = t0;
+    let tPrev = t0;
+    let hNext = 0.0;
+    let flag = true;
+    let index = 1;
+    let errmax = 0;
+    let hTemp = 0;
+    let tNew = 0;
+    // 0 BUFFERS & TEMP STRUCTURES
+    /** identity matrix */
+    const I = new Float64Array(dim * dim);
+    // compute identity matrix
+    for (let i = 0; i < dim; ++i) {
+        for (let j = 0; j < dim; ++j)
+            I[j + i * dim] = (i === j) ? 1 : 0;
+    }
+    const y = new Float64Array(odes.initial);
+    const yPrev = new Float64Array(odes.initial);
+    const dydt = new Float64Array(dim);
+    const yScale = new Float64Array(dim);
+    const yTemp = new Float64Array(dim);
+    const yErr = new Float64Array(dim);
+    const W = new Float64Array(dimSquared);
+    const f0 = new Float64Array(dim);
+    const k1 = new Float64Array(dim);
+    const f1 = new Float64Array(dim);
+    const k2 = new Float64Array(dim);
+    const f2 = new Float64Array(dim);
+    const k3 = new Float64Array(dim);
+    const yDer = new Float64Array(dim);
+    const hdT = new Float64Array(dim);
+    const f0Buf = new Float64Array(dim);
+    const f1Buf = new Float64Array(dim);
+    let hd = 0;
+    let hDivNum = 0;
+    const L = new Float64Array(dimSquared);
+    const U = new Float64Array(dimSquared);
+    const luBuf = new Float64Array(dim);
+    const toUseLU = dim > 2;
+    // 1. SOLUTION AT THE POINT t0
+    tArr[0] = t0;
+    for (let i = 0; i < dim; ++i)
+        yArrs[i][0] = y[i];
+    // 2. COMPUTE NUMERICAL SOLUTION FOR THE POINTS FROM THE INTERVAL (t0, t1)
+    while (flag) {
+        // compute derivative
+        f(t, y, dydt);
+        // check whether to go on computations
+        if (callback)
+            callback.onIterationStart();
+        // compute scale vector
+        for (let i = 0; i < dim; ++i)
+            yScale[i] = abs(y[i]) + h * abs(dydt[i]) + TINY;
+        // check end point
+        if (t + h > t1) {
+            h = t1 - t;
+            flag = false;
+        }
+        // call of adaptive step modified Rosenbrok triple method
+        // computation of solution (y), time (t) and next step (hNext)
+        while (true) {
+            // one stage of the modified Rosenbrok triple approach
+            // hdT = h * d * T(t, y, EPS);
+            tDerivative(t, y, f, EPS, f0Buf, f1Buf, hdT);
+            hd = h * D;
+            for (let i = 0; i < dim; ++i)
+                hdT[i] *= hd;
+            // The main computations
+            // f0 = f(t, y);
+            f(t, y, f0);
+            // W = I - h * d * J(t, y, EPS);
+            jacobian(t, y, f, EPS, f0Buf, f1Buf, W);
+            for (let i = 0; i < dimSquared; ++i)
+                W[i] = I[i] - hd * W[i];
+            // compute LU-decomposition
+            if (toUseLU)
+                luDecomp(W, L, U, dim);
+            // compute k1: solve the system W * k1 = f0 + hdT
+            for (let i = 0; i < dim; ++i)
+                f0Buf[i] = f0[i] + hdT[i];
+            if (toUseLU)
+                luSolve(L, U, f0Buf, luBuf, k1, dim);
+            else
+                solve1d2d(W, f0Buf, k1);
+            hDivNum = 0.5 * h;
+            // yDer = y + 0.5 * h * k1;
+            for (let i = 0; i < dim; ++i)
+                yDer[i] = y[i] + hDivNum * k1[i];
+            // f1 = f(t + 0.5 * h, yDer);
+            f(t + hDivNum, yDer, f1);
+            // compute k2: solve the system W * (k2 - k1) = f1 - k1
+            for (let i = 0; i < dim; ++i)
+                f1Buf[i] = f1[i] - k1[i];
+            if (toUseLU)
+                luSolve(L, U, f1Buf, luBuf, k2, dim);
+            else
+                solve1d2d(W, f1Buf, k2);
+            for (let i = 0; i < dim; ++i)
+                k2[i] = k2[i] + k1[i];
+            // yOut = y + k2 * h; <--> yTemp
+            for (let i = 0; i < dim; ++i)
+                yTemp[i] = y[i] + h * k2[i];
+            // f2 = f(t + h, yOut);
+            f(t + h, yTemp, f2);
+            // compute k3: solve the system W * k3 = f2 - e32 * (k2 - f1) - 2.0 * (k1 - f0) + hdT
+            for (let i = 0; i < dim; ++i)
+                f1Buf[i] = f2[i] - E32 * (k2[i] - f1[i]) - 2.0 * (k1[i] - f0[i]) + hdT[i];
+            if (toUseLU)
+                luSolve(L, U, f1Buf, luBuf, k3, dim);
+            else
+                solve1d2d(W, f1Buf, k3);
+            // yErr = (k1 - 2.0 * k2 + k3) * h / 6;
+            hDivNum = h / 6;
+            for (let i = 0; i < dim; ++i)
+                yErr[i] = (k1[i] - 2.0 * k2[i] + k3[i]) * hDivNum;
+            // estimating error
+            errmax = 0;
+            for (let i = 0; i < dim; ++i)
+                errmax = max(errmax, abs(yErr[i] / yScale[i]));
+            errmax /= tolerance;
+            // processing the error obtained
+            if (errmax > 1) {
+                hTemp = SAFETY * h * Math.pow(errmax, PSHRNK);
+                h = max(hTemp, REDUCE_COEF * h);
+                tNew = t + h;
+                if (tNew == t)
+                    throw new Error(ERROR_MSG.MRT_FAILS);
+            }
+            else {
+                if (errmax > ERR_CONTR)
+                    hNext = SAFETY * h * Math.pow(errmax, PSGROW);
+                else
+                    hNext = GROW_COEF * h;
+                t = t + h;
+                for (let i = 0; i < dim; ++i)
+                    y[i] = yTemp[i];
+                break;
+            }
+        } // while (true)
+        // compute lineraly interpolated results and store them in dataframe
+        while (timeDataframe < t) {
+            const cLeft = (t - timeDataframe) / (t - tPrev);
+            const cRight = 1.0 - cLeft;
+            tArr[index] = timeDataframe;
+            for (let j = 0; j < dim; ++j)
+                yArrs[j][index] = cRight * y[j] + cLeft * yPrev[j];
+            timeDataframe += hDataframe;
+            ++index;
+        }
+        h = hNext;
+        tPrev = t;
+        for (let i = 0; i < dim; ++i)
+            yPrev[i] = y[i];
+    } // while (flag)
+    // perform final callback actions
+    if (callback)
+        callback.onComputationsCompleted();
+    // 3. solution at the point t1
+    tArr[rowCount - 1] = t1;
+    for (let i = 0; i < dim; ++i)
+        yArrs[i][rowCount - 1] = y[i];
+    // 4. prepare output
+    const solution = Array(dim);
+    // independent variable
+    solution[0] = tArr;
+    // functions
+    for (let i = 0; i < dim; ++i)
+        solution[i + 1] = yArrs[i];
+    return solution;
+    //return [tArr].concat(yArrs);
+} // MTR
+//# sourceMappingURL=mrt-method.js.map

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

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