diff-grok 1.0.9 → 1.1.0

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

@@ -0,0 +1,94 @@
+// Constants from common.h
+export const ETA = 2.2204460492503131e-16;
+export const SQRTETA = 1.4901161193847656e-08;
+export const CCMAX = 0.3;
+export const MAXCOR = 3;
+export const MSBP = 20;
+export const MXNCF = 10;
+export const RATIO = 5.0;
+// Stability region limits for Adams method (from common.c)
+export const sm1 = [
+    0., 0.5, 0.575, 0.55, 0.45, 0.35, 0.25, 0.2, 0.15, 0.1, 0.075, 0.05, 0.025,
+];
+// Method switch coefficients (from methodswitch.c)
+// cm1 and cm2 are calculated from tesco/elco 1 and 2 formula in cfode.c
+export const cm1 = [
+    0, 2.0, 5.999999999999998, 4.0,
+    1.5780346820809881, 0.44444444444444464, 0.09712509625876042, 0.017636684303350972,
+    0.002666977809498494, 0.00033760591160674403, 0.000035714285714285924, 3.1001984126984256e-06,
+    2.1543369643350994e-07,
+];
+export const cm2 = [
+    0, 2.0, 1.5, 0.6666666666666667,
+    0.20833333333333348, 0.04999999999999998, 0.09712509625876042, 0.017636684303350972,
+    0.002666977809498494, 0.00033760591160674403, 0.000035714285714285924, 3.1001984126984256e-06,
+    2.1543369643350994e-07,
+];
+// Internal solver state (mirrors lsoda_common_t)
+export class LsodaCommon {
+    constructor() {
+        // Solution history (2D: yh[j][i], 1-indexed)
+        this.yh = [];
+        // Working matrix for Jacobian/LU (2D: wm[i][j], 1-indexed)
+        this.wm = [];
+        // Error weights (1-indexed)
+        this.ewt = new Float64Array(0);
+        // Saved function values (1-indexed)
+        this.savf = new Float64Array(0);
+        // Accumulated corrections (1-indexed)
+        this.acor = new Float64Array(0);
+        // Pivot indices for LU (1-indexed)
+        this.ipvt = new Int32Array(0);
+        // Step size
+        this.h = 0;
+        this.hu = 0;
+        this.rc = 0;
+        this.tn = 0;
+        this.tsw = 0;
+        this.pdnorm = 0;
+        // Convergence
+        this.crate = 0;
+        this.el = new Float64Array(14);
+        this.hold = 0;
+        this.rmax = 0;
+        this.pdest = 0;
+        this.pdlast = 0;
+        // Method coefficients (2D arrays, 1-indexed)
+        this.elco = [];
+        this.tesco = [];
+        // Counters and flags
+        this.ialth = 0;
+        this.ipup = 0;
+        this.nslp = 0;
+        this.icount = 0;
+        this.irflag = 0;
+        this.imxer = 0;
+        this.illin = 0;
+        this.nhnil = 0;
+        this.nslast = 0;
+        this.jcur = 0;
+        this.meth = 0;
+        this.mused = 0;
+        this.nq = 0;
+        this.nst = 0;
+        this.ncf = 0;
+        this.nfe = 0;
+        this.nje = 0;
+        this.nqu = 0;
+        this.miter = 0;
+    }
+}
+// Solver context
+export class LsodaContext {
+    constructor(func, neq, data) {
+        this.error = null;
+        this.common = null;
+        this.opt = null;
+        this.snapshots = null;
+        this.func = func;
+        this.neq = neq;
+        this.data = data !== null && data !== void 0 ? data : null;
+        this.state = 1;
+    }
+}
+//# sourceMappingURL=common.js.map

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

@@ -0,0 +1,135 @@
+// Constants from common.h
+export const ETA = 2.2204460492503131e-16;
+export const SQRTETA = 1.4901161193847656e-08;
+export const CCMAX = 0.3;
+export const MAXCOR = 3;
+export const MSBP = 20;
+export const MXNCF = 10;
+export const RATIO = 5.0;
+
+// Stability region limits for Adams method (from common.c)
+export const sm1: number[] = [
+  0., 0.5, 0.575, 0.55, 0.45, 0.35, 0.25, 0.2, 0.15, 0.1, 0.075, 0.05, 0.025,
+];
+
+// Method switch coefficients (from methodswitch.c)
+// cm1 and cm2 are calculated from tesco/elco 1 and 2 formula in cfode.c
+export const cm1: number[] = [
+  0, 2.0, 5.999999999999998, 4.0,
+  1.5780346820809881, 0.44444444444444464, 0.09712509625876042, 0.017636684303350972,
+  0.002666977809498494, 0.00033760591160674403, 0.000035714285714285924, 3.1001984126984256e-06,
+  2.1543369643350994e-07,
+];
+
+export const cm2: number[] = [
+  0, 2.0, 1.5, 0.6666666666666667,
+  0.20833333333333348, 0.04999999999999998, 0.09712509625876042, 0.017636684303350972,
+  0.002666977809498494, 0.00033760591160674403, 0.000035714285714285924, 3.1001984126984256e-06,
+  2.1543369643350994e-07,
+];
+
+// User-provided ODE function type
+// t: current time, y: state vector (0-based), ydot: output derivatives (0-based), data: user data
+export type LsodaFunc = (t: number, y: Float64Array, ydot: Float64Array, data: any) => number;
+
+// Solver options
+export interface LsodaOpt {
+  ixpr: number; // print flag
+  mxstep: number; // max internal steps per call
+  mxhnil: number; // max step size warnings
+  mxordn: number; // max Adams order (1-12)
+  mxords: number; // max BDF order (1-5)
+  tcrit: number; // critical time for itask 4,5
+  h0: number; // initial step size (0 = auto)
+  hmax: number; // max absolute step size
+  hmin: number; // min absolute step size
+  hmxi: number; // 1/hmax (computed)
+  itask: number; // integration task (1-5)
+  rtol: Float64Array; // relative tolerance (1-indexed)
+  atol: Float64Array; // absolute tolerance (1-indexed)
+}
+
+// Internal solver state (mirrors lsoda_common_t)
+export class LsodaCommon {
+  // Solution history (2D: yh[j][i], 1-indexed)
+  yh: Float64Array[] = [];
+  // Working matrix for Jacobian/LU (2D: wm[i][j], 1-indexed)
+  wm: Float64Array[] = [];
+  // Error weights (1-indexed)
+  ewt: Float64Array = new Float64Array(0);
+  // Saved function values (1-indexed)
+  savf: Float64Array = new Float64Array(0);
+  // Accumulated corrections (1-indexed)
+  acor: Float64Array = new Float64Array(0);
+  // Pivot indices for LU (1-indexed)
+  ipvt: Int32Array = new Int32Array(0);
+
+  // Step size
+  h: number = 0;
+  hu: number = 0;
+  rc: number = 0;
+  tn: number = 0;
+  tsw: number = 0;
+  pdnorm: number = 0;
+
+  // Convergence
+  crate: number = 0;
+  el: Float64Array = new Float64Array(14);
+  hold: number = 0;
+  rmax: number = 0;
+  pdest: number = 0;
+  pdlast: number = 0;
+
+  // Method coefficients (2D arrays, 1-indexed)
+  elco: Float64Array[] = [];
+  tesco: Float64Array[] = [];
+
+  // Counters and flags
+  ialth: number = 0;
+  ipup: number = 0;
+  nslp: number = 0;
+  icount: number = 0;
+  irflag: number = 0;
+  imxer: number = 0;
+  illin: number = 0;
+  nhnil: number = 0;
+  nslast: number = 0;
+  jcur: number = 0;
+  meth: number = 0;
+  mused: number = 0;
+  nq: number = 0;
+  nst: number = 0;
+  ncf: number = 0;
+  nfe: number = 0;
+  nje: number = 0;
+  nqu: number = 0;
+  miter: number = 0;
+}
+
+// Snapshot of the Nordsieck array at a successful step (0-based arrays)
+export interface NordsieckSnapshot {
+  tn: number; // right edge of the step
+  h: number; // step size used
+  hu: number; // last successful step size (for range check)
+  nq: number; // method order
+  yh: Float64Array[]; // yh[0..nq], each of length neq (0-based copies)
+}
+
+// Solver context
+export class LsodaContext {
+  func: LsodaFunc;
+  data: any;
+  neq: number;
+  state: number;
+  error: string | null = null;
+  common: LsodaCommon | null = null;
+  opt: LsodaOpt | null = null;
+  snapshots: NordsieckSnapshot[] | null = null;
+
+  constructor(func: LsodaFunc, neq: number, data?: any) {
+    this.func = func;
+    this.neq = neq;
+    this.data = data ?? null;
+    this.state = 1;
+  }
+}

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

@@ -0,0 +1,25 @@
+import { 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, told) {
+    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;
+}
+//# sourceMappingURL=corfailure.js.map

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

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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

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

@@ -0,0 +1 @@
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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

@@ -0,0 +1 @@
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