diff-grok 1.1.0 → 1.2.0

package/src/solver-tools/cvode/cvode_class.js

@@ -0,0 +1,158 @@
+/**
+ * TypeScript port of SUNDIALS CVODE v7.5.0 (https://github.com/LLNL/sundials)
+ *
+ * Copyright (c) 2025, Lawrence Livermore National Security, University of
+ *   Maryland Baltimore County, and the SUNDIALS contributors.
+ * Copyright (c) 2013-2025, Lawrence Livermore National Security and
+ *   Southern Methodist University.
+ * Copyright (c) 2002-2013, Lawrence Livermore National Security.
+ * Copyright (c) 2026 Datagrok.
+ *
+ * Licensed under the BSD-3-Clause License. See THIRD_PARTY_LICENSES
+ * for the full license text and provenance chain of the original code.
+ */
+// CVODE TypeScript port - High-level Cvode class API
+// Follows the Lsoda class pattern from src/lsoda.ts
+import { cvodeGetDky, CV_ADAMS, CV_BDF, CV_NORMAL, CV_ONE_STEP, CV_ROOT_RETURN, } from './common';
+import { cvodeCreate, cvodeInit, cvode } from './cvode';
+import { cvodeSetLinearSolver, cvodeSetJacFn } from './cvode_ls';
+import { cvodeRootInit } from './cvode_root';
+import { cvodeGetIntegratorStats, cvodeSStolerances, cvodeSVtolerances, cvodeSetMaxNumSteps, cvodeSetMaxOrd, cvodeSetMaxStep, cvodeSetMinStep, cvodeSetInitStep, cvodeSetStopTime, cvodeSetUserData, } from './cvode_io';
+// ============================================================================
+// Cvode class
+// ============================================================================
+/**
+ * High-level CVODE solver class with a 0-based public interface.
+ *
+ * Usage:
+ *   const solver = new Cvode(f, neq, t0, y0, { lmm: 'bdf', rtol: 1e-6, atol: 1e-9 });
+ *   const result = solver.solve(tout);
+ */
+export class Cvode {
+    constructor(f, neq, t0, y0, options) {
+        var _a, _b;
+        this.neq = neq;
+        this.yout = new Float64Array(neq);
+        const opts = options !== null && options !== void 0 ? options : {};
+        // --- 1. Create CvodeMem ---
+        const lmmValue = (opts.lmm === 'adams') ? CV_ADAMS : CV_BDF;
+        this.mem = cvodeCreate(lmmValue);
+        // --- 2. Wrap user's OdeFunction to CvodeRhsFn (void -> number) ---
+        this.wrappedF = (_t, _y, _ydot, _userData) => {
+            f(_t, _y, _ydot);
+            return 0;
+        };
+        // --- 3. Initialize ---
+        cvodeInit(this.mem, this.wrappedF, t0, y0);
+        // --- 4. Set tolerances ---
+        const rtol = (_a = opts.rtol) !== null && _a !== void 0 ? _a : 1e-4;
+        const atol = (_b = opts.atol) !== null && _b !== void 0 ? _b : 1e-6;
+        if (typeof atol === 'number')
+            cvodeSStolerances(this.mem, rtol, atol);
+        else
+            cvodeSVtolerances(this.mem, rtol, atol);
+        // --- 5. Set up dense linear solver (required for BDF; optional but useful for Adams) ---
+        cvodeSetLinearSolver(this.mem);
+        // --- 6. Set user-supplied Jacobian if provided ---
+        if (opts.jacFn) {
+            const userJac = opts.jacFn;
+            const wrappedJacFn = (t, y, fy, J, userData) => {
+                userJac(t, y, fy, J);
+                return 0;
+            };
+            cvodeSetJacFn(this.mem, wrappedJacFn);
+        }
+        // --- 7. Apply optional settings ---
+        if (opts.maxSteps !== undefined)
+            cvodeSetMaxNumSteps(this.mem, opts.maxSteps);
+        if (opts.maxOrder !== undefined)
+            cvodeSetMaxOrd(this.mem, opts.maxOrder);
+        if (opts.maxStep !== undefined)
+            cvodeSetMaxStep(this.mem, opts.maxStep);
+        if (opts.minStep !== undefined)
+            cvodeSetMinStep(this.mem, opts.minStep);
+        if (opts.initStep !== undefined)
+            cvodeSetInitStep(this.mem, opts.initStep);
+        if (opts.stopTime !== undefined)
+            cvodeSetStopTime(this.mem, opts.stopTime);
+        if (opts.userData !== undefined)
+            cvodeSetUserData(this.mem, opts.userData);
+        // --- 8. Set up rootfinding if requested ---
+        if (opts.rootFn && opts.nRootFns && opts.nRootFns > 0) {
+            const userRoot = opts.rootFn;
+            const wrappedRootFn = (t, y, gout, _userData) => {
+                userRoot(t, y, gout);
+                return 0;
+            };
+            cvodeRootInit(this.mem, opts.nRootFns, wrappedRootFn);
+        }
+    }
+    // ==========================================================================
+    // Public methods
+    // ==========================================================================
+    /**
+     * Integrate from the current time to tout using CV_NORMAL mode
+     * (integrator advances to tout and interpolates).
+     *
+     * @param tout - target output time
+     * @returns CvodeSolveResult with { t, y, flag, rootsFound? }
+     */
+    solve(tout) {
+        const { flag, t } = cvode(this.mem, tout, this.yout, CV_NORMAL);
+        return this._buildResult(t, flag);
+    }
+    /**
+     * Take a single internal step using CV_ONE_STEP mode.
+     * The solver advances by one internal step of whatever size it chooses.
+     *
+     * @returns CvodeSolveResult with { t, y, flag, rootsFound? }
+     */
+    step() {
+        const { flag, t } = cvode(this.mem, 1e30, this.yout, CV_ONE_STEP);
+        return this._buildResult(t, flag);
+    }
+    /**
+     * Dense output: compute the k-th derivative of the interpolating polynomial
+     * at time t using the current Nordsieck history array.
+     *
+     * @param t - interpolation time (must be within the last step interval)
+     * @param k - derivative order (0 = solution, 1 = first derivative, ...)
+     * @returns copy of the interpolated vector (length neq)
+     */
+    getDky(t, k) {
+        const dky = new Float64Array(this.neq);
+        const flag = cvodeGetDky(this.mem, t, k, dky);
+        if (flag !== 0)
+            throw new Error(`[Cvode] getDky failed: t=${t} out of range or k=${k} invalid`);
+        return dky;
+    }
+    /**
+     * Return current integrator statistics.
+     */
+    getStats() {
+        return cvodeGetIntegratorStats(this.mem);
+    }
+    /**
+     * Re-initialize the solver for a new initial-value problem with the same
+     * ODE function and options. Resets internal state and counters.
+     *
+     * @param t0 - new initial time
+     * @param y0 - new initial conditions (length neq)
+     */
+    reInit(t0, y0) {
+        cvodeInit(this.mem, this.wrappedF, t0, y0);
+    }
+    // ==========================================================================
+    // Private helpers
+    // ==========================================================================
+    _buildResult(t, flag) {
+        const y = new Float64Array(this.yout); // copy
+        const result = { t, y, flag };
+        if (flag === CV_ROOT_RETURN) {
+            // Return a copy of the root direction info array
+            result.rootsFound = new Int32Array(this.mem.cv_iroots);
+        }
+        return result;
+    }
+}
+//# sourceMappingURL=cvode_class.js.map

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package/src/solver-tools/cvode/cvode_class.ts

@@ -0,0 +1,271 @@
+/**
+ * TypeScript port of SUNDIALS CVODE v7.5.0 (https://github.com/LLNL/sundials)
+ *
+ * Copyright (c) 2025, Lawrence Livermore National Security, University of
+ *   Maryland Baltimore County, and the SUNDIALS contributors.
+ * Copyright (c) 2013-2025, Lawrence Livermore National Security and
+ *   Southern Methodist University.
+ * Copyright (c) 2002-2013, Lawrence Livermore National Security.
+ * Copyright (c) 2026 Datagrok.
+ *
+ * Licensed under the BSD-3-Clause License. See THIRD_PARTY_LICENSES
+ * for the full license text and provenance chain of the original code.
+ */
+
+// CVODE TypeScript port - High-level Cvode class API
+// Follows the Lsoda class pattern from src/lsoda.ts
+
+import {
+  CvodeMem,
+  CvodeRhsFn,
+  CvodeJacFn,
+  CvodeRootFn,
+  cvodeGetDky,
+  CV_ADAMS, CV_BDF,
+  CV_NORMAL, CV_ONE_STEP,
+  CV_ROOT_RETURN,
+} from './common';
+
+import {cvodeCreate, cvodeInit, cvode} from './cvode';
+import {cvodeSetLinearSolver, cvodeSetJacFn} from './cvode_ls';
+import {cvodeRootInit} from './cvode_root';
+import {
+  CvodeStats,
+  cvodeGetIntegratorStats,
+  cvodeSStolerances,
+  cvodeSVtolerances,
+  cvodeSetMaxNumSteps,
+  cvodeSetMaxOrd,
+  cvodeSetMaxStep,
+  cvodeSetMinStep,
+  cvodeSetInitStep,
+  cvodeSetStopTime,
+  cvodeSetUserData,
+} from './cvode_io';
+
+// ============================================================================
+// Public types
+// ============================================================================
+
+/**
+ * User ODE function: y' = f(t, y).
+ * Arrays are 0-based. Return value is void; wrapping to int is done internally.
+ */
+export type OdeFunction = (t: number, y: Float64Array, ydot: Float64Array) => void;
+
+/**
+ * Options for the Cvode solver.
+ */
+export interface CvodeOptions {
+  /** Linear multistep method: 'adams' (non-stiff) or 'bdf' (stiff). Default: 'bdf'. */
+  lmm?: 'adams' | 'bdf';
+  /** Relative tolerance. Default: 1e-4. */
+  rtol?: number;
+  /** Absolute tolerance: scalar or per-component array. Default: 1e-6. */
+  atol?: number | Float64Array;
+  /** Maximum number of internal steps per cvode() call. */
+  maxSteps?: number;
+  /** Maximum method order. */
+  maxOrder?: number;
+  /** Maximum step size (0 = no limit). */
+  maxStep?: number;
+  /** Minimum step size. */
+  minStep?: number;
+  /** Initial step size (0 = auto-select). */
+  initStep?: number;
+  /** Stop time: integration will not proceed past this value. */
+  stopTime?: number;
+  /** Root function: g(t, y, gout). */
+  rootFn?: (t: number, y: Float64Array, gout: Float64Array) => void;
+  /** Number of root functions (required when rootFn is provided). */
+  nRootFns?: number;
+  /** User-supplied Jacobian function: J = df/dy. */
+  jacFn?: (t: number, y: Float64Array, fy: Float64Array, J: Float64Array[]) => void;
+  /** Arbitrary user data (passed as context, not forwarded to callbacks). */
+  userData?: any;
+}
+
+/**
+ * Result returned by solve() and step().
+ */
+export interface CvodeSolveResult {
+  /** Time reached by the solver. */
+  t: number;
+  /** Solution vector at time t (0-based, copy). */
+  y: Float64Array;
+  /** Solver flag (CV_SUCCESS=0, CV_ROOT_RETURN=2, CV_TSTOP_RETURN=1, negative=error). */
+  flag: number;
+  /** Root indices found when flag === CV_ROOT_RETURN. */
+  rootsFound?: Int32Array;
+}
+
+// ============================================================================
+// Cvode class
+// ============================================================================
+
+/**
+ * High-level CVODE solver class with a 0-based public interface.
+ *
+ * Usage:
+ *   const solver = new Cvode(f, neq, t0, y0, { lmm: 'bdf', rtol: 1e-6, atol: 1e-9 });
+ *   const result = solver.solve(tout);
+ */
+export class Cvode {
+  private mem: CvodeMem;
+  private neq: number;
+  /** Output vector reused across calls (0-based, neq elements). */
+  private yout: Float64Array;
+  /** Wrapped RHS stored to allow re-initialization. */
+  private wrappedF: CvodeRhsFn;
+
+  constructor(
+    f: OdeFunction,
+    neq: number,
+    t0: number,
+    y0: Float64Array,
+    options?: CvodeOptions,
+  ) {
+    this.neq = neq;
+    this.yout = new Float64Array(neq);
+
+    const opts = options ?? {};
+
+    // --- 1. Create CvodeMem ---
+    const lmmValue = (opts.lmm === 'adams') ? CV_ADAMS : CV_BDF;
+    this.mem = cvodeCreate(lmmValue);
+
+    // --- 2. Wrap user's OdeFunction to CvodeRhsFn (void -> number) ---
+    this.wrappedF = (_t: number, _y: Float64Array, _ydot: Float64Array, _userData: any): number => {
+      f(_t, _y, _ydot);
+      return 0;
+    };
+
+    // --- 3. Initialize ---
+    cvodeInit(this.mem, this.wrappedF, t0, y0);
+
+    // --- 4. Set tolerances ---
+    const rtol = opts.rtol ?? 1e-4;
+    const atol = opts.atol ?? 1e-6;
+
+    if (typeof atol === 'number')
+      cvodeSStolerances(this.mem, rtol, atol);
+    else
+      cvodeSVtolerances(this.mem, rtol, atol);
+
+
+    // --- 5. Set up dense linear solver (required for BDF; optional but useful for Adams) ---
+    cvodeSetLinearSolver(this.mem);
+
+    // --- 6. Set user-supplied Jacobian if provided ---
+    if (opts.jacFn) {
+      const userJac = opts.jacFn;
+      const wrappedJacFn: CvodeJacFn = (
+        t: number, y: Float64Array, fy: Float64Array,
+        J: Float64Array[], userData: any,
+      ): number => {
+        userJac(t, y, fy, J);
+        return 0;
+      };
+      cvodeSetJacFn(this.mem, wrappedJacFn);
+    }
+
+    // --- 7. Apply optional settings ---
+    if (opts.maxSteps !== undefined) cvodeSetMaxNumSteps(this.mem, opts.maxSteps);
+    if (opts.maxOrder !== undefined) cvodeSetMaxOrd(this.mem, opts.maxOrder);
+    if (opts.maxStep !== undefined) cvodeSetMaxStep(this.mem, opts.maxStep);
+    if (opts.minStep !== undefined) cvodeSetMinStep(this.mem, opts.minStep);
+    if (opts.initStep !== undefined) cvodeSetInitStep(this.mem, opts.initStep);
+    if (opts.stopTime !== undefined) cvodeSetStopTime(this.mem, opts.stopTime);
+    if (opts.userData !== undefined) cvodeSetUserData(this.mem, opts.userData);
+
+    // --- 8. Set up rootfinding if requested ---
+    if (opts.rootFn && opts.nRootFns && opts.nRootFns > 0) {
+      const userRoot = opts.rootFn;
+      const wrappedRootFn: CvodeRootFn = (
+        t: number, y: Float64Array, gout: Float64Array, _userData: any,
+      ): number => {
+        userRoot(t, y, gout);
+        return 0;
+      };
+      cvodeRootInit(this.mem, opts.nRootFns, wrappedRootFn);
+    }
+  }
+
+  // ==========================================================================
+  // Public methods
+  // ==========================================================================
+
+  /**
+   * Integrate from the current time to tout using CV_NORMAL mode
+   * (integrator advances to tout and interpolates).
+   *
+   * @param tout - target output time
+   * @returns CvodeSolveResult with { t, y, flag, rootsFound? }
+   */
+  solve(tout: number): CvodeSolveResult {
+    const {flag, t} = cvode(this.mem, tout, this.yout, CV_NORMAL);
+    return this._buildResult(t, flag);
+  }
+
+  /**
+   * Take a single internal step using CV_ONE_STEP mode.
+   * The solver advances by one internal step of whatever size it chooses.
+   *
+   * @returns CvodeSolveResult with { t, y, flag, rootsFound? }
+   */
+  step(): CvodeSolveResult {
+    const {flag, t} = cvode(this.mem, 1e30, this.yout, CV_ONE_STEP);
+    return this._buildResult(t, flag);
+  }
+
+  /**
+   * Dense output: compute the k-th derivative of the interpolating polynomial
+   * at time t using the current Nordsieck history array.
+   *
+   * @param t - interpolation time (must be within the last step interval)
+   * @param k - derivative order (0 = solution, 1 = first derivative, ...)
+   * @returns copy of the interpolated vector (length neq)
+   */
+  getDky(t: number, k: number): Float64Array {
+    const dky = new Float64Array(this.neq);
+    const flag = cvodeGetDky(this.mem, t, k, dky);
+    if (flag !== 0)
+      throw new Error(`[Cvode] getDky failed: t=${t} out of range or k=${k} invalid`);
+
+    return dky;
+  }
+
+  /**
+   * Return current integrator statistics.
+   */
+  getStats(): CvodeStats {
+    return cvodeGetIntegratorStats(this.mem);
+  }
+
+  /**
+   * Re-initialize the solver for a new initial-value problem with the same
+   * ODE function and options. Resets internal state and counters.
+   *
+   * @param t0 - new initial time
+   * @param y0 - new initial conditions (length neq)
+   */
+  reInit(t0: number, y0: Float64Array): void {
+    cvodeInit(this.mem, this.wrappedF, t0, y0);
+  }
+
+  // ==========================================================================
+  // Private helpers
+  // ==========================================================================
+
+  private _buildResult(t: number, flag: number): CvodeSolveResult {
+    const y = new Float64Array(this.yout); // copy
+    const result: CvodeSolveResult = {t, y, flag};
+
+    if (flag === CV_ROOT_RETURN) {
+      // Return a copy of the root direction info array
+      result.rootsFound = new Int32Array(this.mem.cv_iroots);
+    }
+
+    return result;
+  }
+}

package/src/solver-tools/cvode/cvode_hin.js

@@ -0,0 +1,119 @@
+/**
+ * TypeScript port of SUNDIALS CVODE v7.5.0 (https://github.com/LLNL/sundials)
+ *
+ * Copyright (c) 2025, Lawrence Livermore National Security, University of
+ *   Maryland Baltimore County, and the SUNDIALS contributors.
+ * Copyright (c) 2013-2025, Lawrence Livermore National Security and
+ *   Southern Methodist University.
+ * Copyright (c) 2002-2013, Lawrence Livermore National Security.
+ * Copyright (c) 2026 Datagrok.
+ *
+ * Licensed under the BSD-3-Clause License. See THIRD_PARTY_LICENSES
+ * for the full license text and provenance chain of the original code.
+ */
+// CVODE TypeScript port - Initial step size estimation
+// Ported from SUNDIALS CVODE cvode.c (cvHin, cvUpperBoundH0, cvYddNorm)
+import { wrmsNorm, vLinearSum, vScale, CV_SUCCESS, CV_RHSFUNC_FAIL, RHSFUNC_RECVR, CV_TOO_CLOSE, HLB_FACTOR, HUB_FACTOR, H_BIAS, MAX_ITERS } from './common';
+/**
+ * cvHin - Compute initial step size h0.
+ *
+ * The algorithm:
+ * 1. Compute a bound hub on |h| from ydot and tdist
+ * 2. Set hlb = HLB_FACTOR * tround  (lower bound)
+ * 3. Iterate to estimate ||y''|| and compute h candidates
+ * 4. h0 = H_BIAS * geometric mean of hlb and hub candidates
+ */
+export function cvHin(mem, tout) {
+    const N = mem.cv_N;
+    const sign = (tout - mem.cv_tn >= 0.0) ? 1.0 : -1.0;
+    const tdist = Math.abs(tout - mem.cv_tn);
+    const tround = Math.max(Math.abs(mem.cv_tn), Math.abs(tout)) * 2.2204460492503131e-16;
+    if (tdist < 2.0 * tround)
+        return CV_TOO_CLOSE;
+    // Set lower and upper bounds on h0, initial guess
+    const hlb = HLB_FACTOR * tround;
+    const hub = cvUpperBoundH0(mem, tdist);
+    // Initial guess - geometric mean
+    let hg = Math.sqrt(hlb * hub);
+    if (hub < 100.0 * hlb)
+        hg = 0.5 * hub;
+    // Iterate to estimate ydd norm
+    let hnew = hg;
+    let retval;
+    for (let count = 0; count < MAX_ITERS; count++) {
+        hg = hnew;
+        // Compute y''norm via finite difference
+        const result = cvYddNorm(mem, hg * sign);
+        retval = result.retval;
+        if (retval !== CV_SUCCESS)
+            return retval;
+        const yddnrm = result.yddnrm;
+        // If yddnrm is zero, use current hg
+        if (yddnrm * hub * hub > 2.0)
+            hnew = Math.sqrt(2.0 / yddnrm);
+        else
+            hnew = Math.sqrt(hg * hub);
+        // Refine: make hnew be a geometric mean biased toward smaller
+        hnew = H_BIAS * hnew + (1.0 - H_BIAS) * hg;
+        // Check convergence
+        if (hnew / hg > 2.0 || hnew / hg < 0.5)
+            continue;
+        // If converged, break
+        break;
+    }
+    // Bound hnew
+    hnew = Math.min(hnew, hub);
+    hnew = Math.max(hnew, hlb);
+    // Apply bounds on step size
+    if (mem.cv_hmax_inv > 0.0)
+        hnew = Math.min(hnew, 1.0 / mem.cv_hmax_inv);
+    if (mem.cv_hmin > 0.0)
+        hnew = Math.max(hnew, mem.cv_hmin);
+    // Bound by tdist
+    hnew = Math.min(hnew, tdist);
+    mem.cv_h = sign * hnew;
+    mem.cv_next_h = mem.cv_h;
+    mem.cv_hscale = mem.cv_h;
+    // Scale zn[1] = h * y'(t0)
+    vScale(mem.cv_h, mem.cv_zn[1], mem.cv_zn[1], N);
+    return CV_SUCCESS;
+}
+/**
+ * cvUpperBoundH0 - Compute upper bound on initial step size
+ * Based on ||y'|| weighted norm
+ */
+function cvUpperBoundH0(mem, tdist) {
+    const N = mem.cv_N;
+    // Get WRMS norm of y' (zn[1] = f(t0, y0) before scaling)
+    const hub_inv = wrmsNorm(N, mem.cv_zn[1], mem.cv_ewt);
+    // Bound based on tdist
+    let hub = HUB_FACTOR * tdist;
+    // Use smaller of two bounds
+    if (hub * hub_inv > 1.0)
+        hub = 1.0 / hub_inv;
+    return hub;
+}
+/**
+ * cvYddNorm - Estimate ||y''|| via finite difference
+ * y(t0 + hg) ~ y0 + hg*y'0
+ * y'(t0 + hg) = f(t0 + hg, y(t0 + hg))
+ * y'' ~ (y'(t0+hg) - y'(t0)) / hg
+ */
+function cvYddNorm(mem, hg) {
+    const N = mem.cv_N;
+    // y = zn[0] + hg * zn[1] (zn[1] still holds unscaled f at this point)
+    vLinearSum(hg, mem.cv_zn[1], 1.0, mem.cv_zn[0], mem.cv_y, N);
+    // Evaluate f(t0 + hg, y)
+    const retval = mem.cv_f(mem.cv_tn + hg, mem.cv_y, mem.cv_tempv, mem.cv_user_data);
+    mem.cv_nfe++;
+    if (retval < 0)
+        return { retval: CV_RHSFUNC_FAIL, yddnrm: 0 };
+    if (retval > 0)
+        return { retval: RHSFUNC_RECVR, yddnrm: 0 };
+    // tempv = (f(t0+hg, y) - zn[1]) / hg  (estimate of y'')
+    const hg_inv = 1.0 / hg;
+    vLinearSum(hg_inv, mem.cv_tempv, -hg_inv, mem.cv_zn[1], mem.cv_tempv, N);
+    const yddnrm = wrmsNorm(N, mem.cv_tempv, mem.cv_ewt);
+    return { retval: CV_SUCCESS, yddnrm };
+}
+//# sourceMappingURL=cvode_hin.js.map

package/src/solver-tools/cvode/cvode_hin.js.map

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