diff-grok 1.2.0 → 1.3.0

package/dist/src/solver-tools/cvode/index.d.ts

@@ -0,0 +1,24 @@
+/**
+ * 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.
+ */
+export { Cvode } from './cvode_class';
+export type { OdeFunction, CvodeOptions, CvodeSolveResult } from './cvode_class';
+export { cvodeCreate, cvodeInit, cvode } from './cvode';
+export { cvodeGetDky } from './common';
+export { cvodeSetLinearSolver, cvodeSetJacFn } from './cvode_ls';
+export { cvodeRootInit } from './cvode_root';
+export type { CvodeStats } from './cvode_io';
+export { cvodeSStolerances, cvodeSVtolerances, cvodeSetMaxNumSteps, cvodeSetMaxOrd, cvodeSetMaxStep, cvodeSetMinStep, cvodeSetInitStep, cvodeSetStopTime, cvodeSetUserData, cvodeSetStabLimDet, cvodeGetNumSteps, cvodeGetNumRhsEvals, cvodeGetNumLinSolvSetups, cvodeGetNumErrTestFails, cvodeGetNumNonlinSolvIters, cvodeGetNumNonlinSolvConvFails, cvodeGetNumJacEvals, cvodeGetNumGEvals, cvodeGetLastOrder, cvodeGetLastStep, cvodeGetCurrentTime, cvodeGetIntegratorStats, } from './cvode_io';
+export type { CvodeRhsFn, CvodeJacFn, CvodeRootFn } from './common';
+export { CvodeMem, CvLsMem } from './common';
+export { CV_ADAMS, CV_BDF, CV_NORMAL, CV_ONE_STEP, CV_SUCCESS, CV_TSTOP_RETURN, CV_ROOT_RETURN, CV_TOO_MUCH_WORK, CV_TOO_MUCH_ACC, CV_ERR_FAILURE, CV_CONV_FAILURE, CV_RHSFUNC_FAIL, } from './common';

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

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package/dist/src/solver-tools/cvode-method.d.ts

@@ -0,0 +1,47 @@
+import { ODEs } from './solver-defs';
+import { Callback } from './callbacks/callback-base';
+/** Solve initial value problem using the CVODE BDF 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 CVODE 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, cvode } 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 CVODE method
+ *   const solution = cvode(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 declare function cvode(odes: ODEs, callback?: Callback): Float64Array[];

package/dist/src/solver-tools/cvode-method.js.map

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package/dist/src/solver-tools/index.d.ts

@@ -0,0 +1,16 @@
+export { ODEs, Func } from './solver-defs';
+export { mrt } from './mrt-method';
+export { ros3prw } from './ros3prw-method';
+export { ros34prw } from './ros34prw-method';
+export { rk4 } from './rk4-method';
+export { ab5 } from './ab5-method';
+export { ab4 } from './ab4-method';
+export { rkdp } from './rkdp-method';
+export { rk3 } from './rk3-method';
+export { lsoda } from './lsoda-method';
+export { cvode } from './cvode-method';
+export { CallbackAction, DEFAULT_OPTIONS, SolverOptions, SolverMethod } from './solver-defs';
+export { getCallback } from './callbacks/callback-tools';
+export { Callback } from './callbacks/callback-base';
+export { IterCheckerCallback } from './callbacks/iter-checker-callback';
+export { TimeCheckerCallback } from './callbacks/time-checker-callback';

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

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

@@ -0,0 +1,6 @@
+/** Compute LU-decomposition of matrix */
+export declare function luDecomp(A: Float64Array, L: Float64Array, U: Float64Array, n: number): void;
+/** Solve the system Ax = b using pre-computed LU-decomposition */
+export declare function luSolve(L: Float64Array, U: Float64Array, b: Float64Array, y: Float64Array, x: Float64Array, n: number): void;
+/** Solve Ax = b for 1D & 2D cases */
+export declare function solve1d2d(A: Float64Array, b: Float64Array, x: Float64Array): void;

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

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package/dist/src/solver-tools/lsoda/blas.d.ts

@@ -0,0 +1,59 @@
+/**
+ * TypeScript port of liblsoda (https://github.com/sdwfrost/liblsoda)
+ * Original LSODA algorithm by Linda Petzold & Alan Hindmarsh (1983)
+ *
+ * Copyright (c) 2011 Yu Feng, McWilliam Cosmology Center, Carnegie Mellon University
+ * Copyright (c) 2016 Simon Frost
+ * Copyright (c) 2026 Datagrok
+ *
+ * Licensed under the MIT License. See THIRD_PARTY_LICENSES for the full
+ * license text and provenance chain of the original code.
+ */
+/**
+ * Compute dy = da * dx + dy
+ * Arrays are 1-indexed with stride incx/incy.
+ */
+export declare function daxpy(n: number, da: number, dx: Float64Array, incx: number, dy: Float64Array, incy: number): void;
+/**
+ * Compute dot product dx . dy
+ * Arrays are 1-indexed with stride incx/incy.
+ */
+export declare function ddot(n: number, dx: Float64Array, incx: number, dy: Float64Array, incy: number): number;
+/**
+ * Scale vector: dx = da * dx
+ * Array is 1-indexed with stride incx.
+ */
+export declare function dscal(n: number, da: number, dx: Float64Array, incx: number): void;
+/**
+ * Find index of element with maximum absolute value.
+ * Array is 1-indexed. Returns 1-based index (0 if n <= 0).
+ */
+export declare function idamax(n: number, dx: Float64Array, incx: number): number;
+/**
+ * LU factorization by Gaussian elimination with partial pivoting.
+ * a: 2D matrix (a[i][j], 1-indexed rows and columns)
+ * n: matrix dimension
+ * ipvt: pivot indices output (1-indexed)
+ * Returns info: 0 = normal, k = U[k][k] == 0 (singular).
+ */
+export declare function dgefa(a: Float64Array[], n: number, ipvt: Int32Array): number;
+/**
+ * Solve linear system using LU factors from dgefa.
+ * a: LU factored matrix (1-indexed)
+ * n: dimension
+ * ipvt: pivot indices (1-indexed)
+ * b: right-hand side on input, solution on output (1-indexed)
+ * job: 0 = solve A*x=b, nonzero = solve A^T*x=b
+ */
+export declare function dgesl(a: Float64Array[], n: number, ipvt: Int32Array, b: Float64Array, job: number): void;
+/**
+ * Weighted max-norm: max(i=1..n) |v[i]| * w[i]
+ * Arrays are 1-indexed.
+ */
+export declare function vmnorm(n: number, v: Float64Array, w: Float64Array): number;
+/**
+ * Weighted matrix norm consistent with vmnorm.
+ * fnorm = max(i=1..n) ( w[i] * sum(j=1..n) |a[i][j]| / w[j] )
+ * a is 2D (1-indexed), w is 1-indexed.
+ */
+export declare function fnorm(n: number, a: Float64Array[], w: Float64Array): number;

package/dist/src/solver-tools/lsoda/blas.js.map

@@ -0,0 +1 @@
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package/{src/solver-tools/lsoda/index.ts → dist/src/solver-tools/lsoda/cfode.d.ts}

@@ -9,9 +9,10 @@
  * Licensed under the MIT License. See THIRD_PARTY_LICENSES for the full
  * license text and provenance chain of the original code.
  */
-
-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';
+import { LsodaContext } from './common';
+/**
+ * Set coefficients for the current method.
+ * Computes elco and tesco arrays for all orders.
+ * meth=1: Adams (orders 1-12), meth=2: BDF (orders 1-5).
+ */
+export declare function cfode(ctx: LsodaContext, meth: number): void;

package/dist/src/solver-tools/lsoda/cfode.js.map

@@ -0,0 +1 @@
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package/dist/src/solver-tools/lsoda/common.d.ts

@@ -0,0 +1,85 @@
+export declare const ETA = 2.220446049250313e-16;
+export declare const SQRTETA = 1.4901161193847656e-8;
+export declare const CCMAX = 0.3;
+export declare const MAXCOR = 3;
+export declare const MSBP = 20;
+export declare const MXNCF = 10;
+export declare const RATIO = 5;
+export declare const sm1: number[];
+export declare const cm1: number[];
+export declare const cm2: number[];
+export type LsodaFunc = (t: number, y: Float64Array, ydot: Float64Array, data: any) => number;
+export interface LsodaOpt {
+    ixpr: number;
+    mxstep: number;
+    mxhnil: number;
+    mxordn: number;
+    mxords: number;
+    tcrit: number;
+    h0: number;
+    hmax: number;
+    hmin: number;
+    hmxi: number;
+    itask: number;
+    rtol: Float64Array;
+    atol: Float64Array;
+}
+export declare class LsodaCommon {
+    yh: Float64Array[];
+    wm: Float64Array[];
+    ewt: Float64Array;
+    savf: Float64Array;
+    acor: Float64Array;
+    ipvt: Int32Array;
+    h: number;
+    hu: number;
+    rc: number;
+    tn: number;
+    tsw: number;
+    pdnorm: number;
+    crate: number;
+    el: Float64Array;
+    hold: number;
+    rmax: number;
+    pdest: number;
+    pdlast: number;
+    elco: Float64Array[];
+    tesco: Float64Array[];
+    ialth: number;
+    ipup: number;
+    nslp: number;
+    icount: number;
+    irflag: number;
+    imxer: number;
+    illin: number;
+    nhnil: number;
+    nslast: number;
+    jcur: number;
+    meth: number;
+    mused: number;
+    nq: number;
+    nst: number;
+    ncf: number;
+    nfe: number;
+    nje: number;
+    nqu: number;
+    miter: number;
+}
+export interface NordsieckSnapshot {
+    tn: number;
+    h: number;
+    hu: number;
+    nq: number;
+    yh: Float64Array[];
+}
+export declare class LsodaContext {
+    func: LsodaFunc;
+    data: any;
+    neq: number;
+    state: number;
+    error: string | null;
+    common: LsodaCommon | null;
+    opt: LsodaOpt | null;
+    snapshots: NordsieckSnapshot[] | null;
+    constructor(func: LsodaFunc, neq: number, data?: any);
+}

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

@@ -0,0 +1,96 @@
+// 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 {
+    // Solution history (2D: yh[j][i], 1-indexed)
+    yh = [];
+    // Working matrix for Jacobian/LU (2D: wm[i][j], 1-indexed)
+    wm = [];
+    // Error weights (1-indexed)
+    ewt = new Float64Array(0);
+    // Saved function values (1-indexed)
+    savf = new Float64Array(0);
+    // Accumulated corrections (1-indexed)
+    acor = new Float64Array(0);
+    // Pivot indices for LU (1-indexed)
+    ipvt = new Int32Array(0);
+    // Step size
+    h = 0;
+    hu = 0;
+    rc = 0;
+    tn = 0;
+    tsw = 0;
+    pdnorm = 0;
+    // Convergence
+    crate = 0;
+    el = new Float64Array(14);
+    hold = 0;
+    rmax = 0;
+    pdest = 0;
+    pdlast = 0;
+    // Method coefficients (2D arrays, 1-indexed)
+    elco = [];
+    tesco = [];
+    // Counters and flags
+    ialth = 0;
+    ipup = 0;
+    nslp = 0;
+    icount = 0;
+    irflag = 0;
+    imxer = 0;
+    illin = 0;
+    nhnil = 0;
+    nslast = 0;
+    jcur = 0;
+    meth = 0;
+    mused = 0;
+    nq = 0;
+    nst = 0;
+    ncf = 0;
+    nfe = 0;
+    nje = 0;
+    nqu = 0;
+    miter = 0;
+}
+// Solver context
+export class LsodaContext {
+    func;
+    data;
+    neq;
+    state;
+    error = null;
+    common = null;
+    opt = null;
+    snapshots = null;
+    constructor(func, neq, data) {
+        this.func = func;
+        this.neq = neq;
+        this.data = data ?? null;
+        this.state = 1;
+    }
+}
+//# sourceMappingURL=common.js.map

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

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package/{src/solver-tools/lsoda/corfailure.ts → dist/src/solver-tools/lsoda/corfailure.d.ts}

@@ -9,34 +9,10 @@
  * Licensed under the MIT License. See THIRD_PARTY_LICENSES for the full
  * license text and provenance chain of the original code.
  */
-
-import {LsodaContext, MXNCF} from './common';
-
+import { LsodaContext } 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;
-}
+export declare function corfailure(ctx: LsodaContext, told: number): number;

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

@@ -0,0 +1 @@
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package/dist/src/solver-tools/lsoda/correction.d.ts

@@ -0,0 +1,23 @@
+/**
+ * TypeScript port of liblsoda (https://github.com/sdwfrost/liblsoda)
+ * Original LSODA algorithm by Linda Petzold & Alan Hindmarsh (1983)
+ *
+ * Copyright (c) 2011 Yu Feng, McWilliam Cosmology Center, Carnegie Mellon University
+ * Copyright (c) 2016 Simon Frost
+ * Copyright (c) 2026 Datagrok
+ *
+ * Licensed under the MIT License. See THIRD_PARTY_LICENSES for the full
+ * license text and provenance chain of the original code.
+ */
+import { LsodaContext } from './common';
+/** 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 declare function correction(ctx: LsodaContext, y: Float64Array, pnorm: number, cs: CorrectionState, told: number): number;

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

@@ -0,0 +1 @@
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package/dist/src/solver-tools/lsoda/dense.d.ts

@@ -0,0 +1,47 @@
+/**
+ * TypeScript port of liblsoda (https://github.com/sdwfrost/liblsoda)
+ * Original LSODA algorithm by Linda Petzold & Alan Hindmarsh (1983)
+ *
+ * Copyright (c) 2011 Yu Feng, McWilliam Cosmology Center, Carnegie Mellon University
+ * Copyright (c) 2016 Simon Frost
+ * Copyright (c) 2026 Datagrok
+ *
+ * Licensed under the MIT License. See THIRD_PARTY_LICENSES for the full
+ * license text and provenance chain of the original code.
+ */
+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 declare class DenseOutput {
+    private snaps;
+    private neq;
+    constructor(snapshots: NordsieckSnapshot[], neq: number);
+    /** Leftmost reachable time. */
+    get tMin(): number;
+    /** Rightmost reachable time. */
+    get tMax(): number;
+    /**
+     * Evaluate the solution at a single time point.
+     * Uses Horner's method on the Nordsieck array of the enclosing step.
+     */
+    evaluateAt(t: number): Float64Array;
+    /**
+     * Evaluate the solution at each point in a sorted ascending array.
+     * Uses a linear scan over snapshots for efficiency.
+     */
+    solveAtTimes(tArray: Float64Array): Float64Array[];
+    /**
+     * 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[];
+    };
+    /** Find the snapshot whose interval contains t via binary search. */
+    private findSnap;
+    /** Horner evaluation of the Nordsieck polynomial at time t. */
+    private horner;
+}

package/{src → dist/src}/solver-tools/lsoda/dense.js

@@ -15,6 +15,8 @@
  * via Taylor/Horner interpolation.
  */
 export class DenseOutput {
+    snaps;
+    neq;
     constructor(snapshots, neq) {
         if (snapshots.length === 0)
             throw new Error('[DenseOutput] no snapshots collected');

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

@@ -0,0 +1 @@
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package/dist/src/solver-tools/lsoda/index.d.ts

@@ -0,0 +1,16 @@
+/**
+ * TypeScript port of liblsoda (https://github.com/sdwfrost/liblsoda)
+ * Original LSODA algorithm by Linda Petzold & Alan Hindmarsh (1983)
+ *
+ * Copyright (c) 2011 Yu Feng, McWilliam Cosmology Center, Carnegie Mellon University
+ * Copyright (c) 2016 Simon Frost
+ * Copyright (c) 2026 Datagrok
+ *
+ * Licensed under the MIT License. See THIRD_PARTY_LICENSES for the full
+ * license text and provenance chain of the original code.
+ */
+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/dist/src/solver-tools/lsoda/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../../src/solver-tools/lsoda/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;GAUG;AAEH,OAAO,EAAC,KAAK,EAAE,KAAK,EAAE,YAAY,EAAE,UAAU,EAAE,SAAS,EAAC,MAAM,SAAS,CAAC;AAG1E,OAAO,EAAC,YAAY,EAAC,MAAM,UAAU,CAAC;AACtC,OAAO,EAAC,WAAW,EAAC,MAAM,SAAS,CAAC"}

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

@@ -0,0 +1,19 @@
+/**
+ * TypeScript port of liblsoda (https://github.com/sdwfrost/liblsoda)
+ * Original LSODA algorithm by Linda Petzold & Alan Hindmarsh (1983)
+ *
+ * Copyright (c) 2011 Yu Feng, McWilliam Cosmology Center, Carnegie Mellon University
+ * Copyright (c) 2016 Simon Frost
+ * Copyright (c) 2026 Datagrok
+ *
+ * Licensed under the MIT License. See THIRD_PARTY_LICENSES for the full
+ * license text and provenance chain of the original code.
+ */
+import { LsodaContext } 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 declare function intdy(ctx: LsodaContext, t: number, k: number, dky: Float64Array): number;

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

@@ -0,0 +1 @@
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