diff-grok 1.2.0 → 1.3.0

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

@@ -0,0 +1,66 @@
+/**
+ * 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, LsodaOpt } from './common';
+import { DenseOutput } from './dense';
+/**
+ * Prepare a context with options. Must be called before lsoda().
+ * Returns true on success.
+ */
+export declare function lsodaPrepare(ctx: LsodaContext, opt: LsodaOpt): boolean;
+/**
+ * Reset context for reuse with a different problem.
+ * All options are preserved, internal state is zeroed.
+ */
+export declare function lsodaReset(ctx: LsodaContext): void;
+/**
+ * Free context resources. In JS/TS, this is mostly a no-op (GC handles it).
+ */
+export declare function lsodaFree(ctx: LsodaContext): void;
+/**
+ * Main solver. Integrates from t towards tout.
+ * y: 1-indexed Float64Array (y[0] unused, y[1..neq] are state values)
+ * Returns { t, state } — updated time and solver state.
+ */
+export declare function lsoda(ctx: LsodaContext, y: Float64Array, tIn: number, tout: number): {
+    t: number;
+    state: number;
+};
+/**
+ * User-facing ODE function signature (0-based arrays).
+ */
+export type OdeFunction = (t: number, y: Float64Array, ydot: Float64Array, data?: any) => number;
+export interface LsodaSolveResult {
+    y: Float64Array;
+    t: number;
+}
+/**
+ * High-level LSODA solver class with 0-based public interface.
+ */
+export declare class Lsoda {
+    private ctx;
+    private internalY;
+    private denseEnabled;
+    constructor(f: OdeFunction, neq: number, opt?: Partial<LsodaOpt & {
+        dense: boolean;
+    }>, data?: any);
+    /**
+     * Integrate from current t to tout.
+     * y: 0-based array of state values.
+     * Returns updated { y, t }.
+     */
+    solve(y: ArrayLike<number>, t: number, tout: number): LsodaSolveResult;
+    get state(): number;
+    get error(): string | null;
+    /** Returns a DenseOutput interpolator from collected snapshots. */
+    getDenseOutput(): DenseOutput;
+    reset(): void;
+}

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

@@ -506,8 +506,10 @@ export function lsoda(ctx, y, tIn, tout) {
  * High-level LSODA solver class with 0-based public interface.
  */
 export class Lsoda {
+    ctx;
+    internalY;
+    denseEnabled = false;
     constructor(f, neq, opt, data) {
-        this.denseEnabled = false;
         // Wrap user's 0-based function to internal 1-based convention
         const wrappedFunc = (t, y, ydot, data) => {
             return f(t, y, ydot, data);
@@ -515,9 +517,15 @@ export class Lsoda {
         this.ctx = new LsodaContext(wrappedFunc, neq, data);
         this.internalY = new Float64Array(neq + 1); // 1-indexed
         // Build full options with defaults
-        const fullOpt = Object.assign({ ixpr: 0, mxstep: 0, mxhnil: 0, mxordn: 0, mxords: 0, tcrit: 0, h0: 0, hmax: 0, hmin: 0, hmxi: 0, itask: 1, rtol: new Float64Array(neq + 1), atol: new Float64Array(neq + 1) }, opt);
+        const fullOpt = {
+            ixpr: 0, mxstep: 0, mxhnil: 0, mxordn: 0, mxords: 0,
+            tcrit: 0, h0: 0, hmax: 0, hmin: 0, hmxi: 0, itask: 1,
+            rtol: new Float64Array(neq + 1),
+            atol: new Float64Array(neq + 1),
+            ...opt,
+        };
         // If rtol/atol provided as partial, make sure they're 1-indexed Float64Arrays
-        if (opt === null || opt === void 0 ? void 0 : opt.rtol) {
+        if (opt?.rtol) {
             if (opt.rtol.length === neq) {
                 // User provided 0-based, convert to 1-based
                 const r = new Float64Array(neq + 1);
@@ -528,7 +536,7 @@ export class Lsoda {
             else
                 fullOpt.rtol = opt.rtol;
         }
-        if (opt === null || opt === void 0 ? void 0 : opt.atol) {
+        if (opt?.atol) {
             if (opt.atol.length === neq) {
                 const a = new Float64Array(neq + 1);
                 for (let i = 0; i < neq; i++)
@@ -539,7 +547,7 @@ export class Lsoda {
                 fullOpt.atol = opt.atol;
         }
         lsodaPrepare(this.ctx, fullOpt);
-        if (opt === null || opt === void 0 ? void 0 : opt.dense) {
+        if (opt?.dense) {
             this.denseEnabled = true;
             this.ctx.snapshots = [];
         }

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

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

@@ -0,0 +1,21 @@
+/**
+ * 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 rh output */
+export interface MethodSwitchResult {
+    rh: number;
+}
+/**
+ * Consider switching between Adams (meth=1) and BDF (meth=2).
+ * Modifies ctx.common.meth, miter, nq, icount, pdlast on switch.
+ */
+export declare function methodswitch(ctx: LsodaContext, dsm: number, pnorm: number, out: MethodSwitchResult): void;

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

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

@@ -0,0 +1,21 @@
+/**
+ * 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 rh output */
+export interface OrderSwitchResult {
+    rh: number;
+}
+/**
+ * Decide whether to change the order and/or step size.
+ * Returns orderflag: 0 = no change, 1 = change h only, 2 = change both h and nq.
+ */
+export declare function orderswitch(ctx: LsodaContext, rhup: number, dsm: number, out: OrderSwitchResult, kflag: number, maxord: number): number;

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

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

@@ -0,0 +1,18 @@
+/**
+ * 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';
+/**
+ * Compute and process the matrix P = I - h * el[1] * J,
+ * where J is approximated by finite differences.
+ * Returns 1 on success, 0 on failure (singular matrix).
+ */
+export declare function prja(ctx: LsodaContext, y: Float64Array): number;

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

@@ -0,0 +1 @@
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package/dist/src/solver-tools/lsoda/scaleh.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.
+ */
+import { LsodaContext } from './common';
+/**
+ * Scale step size. Rescales the yh array when h changes.
+ */
+export declare function scaleh(ctx: LsodaContext, rh: number): void;

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

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

@@ -9,22 +9,9 @@
  * 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';
-import {dgesl} from './blas';
-
+import { LsodaContext } from './common';
 /**
  * Solve the linear system arising from a chord iteration.
  * Only miter=2 (dense) is supported.
  */
-export function solsy(ctx: LsodaContext, y: Float64Array): number {
-  const c = ctx.common!;
-  const neq = ctx.neq;
-
-  if (c.miter !== 2)
-    throw new Error('[solsy] miter != 2 not implemented');
-
-
-  dgesl(c.wm, neq, c.ipvt, y, 0);
-  return 1;
-}
+export declare function solsy(ctx: LsodaContext, y: Float64Array): number;

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

@@ -0,0 +1 @@
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package/dist/src/solver-tools/lsoda/stoda.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';
+/**
+ * Perform one step of the integration.
+ *
+ * jstart:  0 = first step, >0 = continue, -1 = new h/meth/miter, -2 = new h only
+ * Returns kflag: 0 = success, -1 = error test failed, -2 = convergence failed.
+ */
+export declare function stoda(ctx: LsodaContext, y: Float64Array, jstart: number): number;

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

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

@@ -0,0 +1,46 @@
+import { ODEs } from './solver-defs';
+import { Callback } from './callbacks/callback-base';
+/** Solve initial value problem using the LSODA library 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 LSODA 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, lsoda } 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 LSODA method
+ *   const solution = lsoda(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 lsoda(odes: ODEs, callback?: Callback): Float64Array[];

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

@@ -0,0 +1 @@
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package/dist/src/solver-tools/mrt-method.d.ts

@@ -0,0 +1,47 @@
+import { ODEs } from './solver-defs';
+import { Callback } from './callbacks/callback-base';
+/** Solve initial value problem the modified Rosenbrock triple (MRT) 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 MRT 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, mrt } 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 MRT method
+ *   const solution = mrt(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 mrt(odes: ODEs, callback?: Callback): Float64Array[];

package/{src → dist/src}/solver-tools/mrt-method.js

@@ -261,14 +261,14 @@ export function mrt(odes, callback) {
             // adaptive step size control (see MRT.md, Section 6)
             if (errmax > 1) {
                 // step rejected: reduce step size, but not below ALPHA_MIN factor
-                h = h * max(ALPHA_MIN, SAFETY * Math.pow(errmax, (-1 / 3)));
+                h = h * max(ALPHA_MIN, SAFETY * errmax ** (-1 / 3));
                 tNew = t + h;
                 if (tNew == t)
                     throw new Error(ERROR_MSG.MRT_FAILS);
             }
             else {
                 // step accepted: grow step size, but not above ALPHA_MAX factor
-                hNext = h * min(ALPHA_MAX, SAFETY * Math.pow(errmax, (-1 / 3)));
+                hNext = h * min(ALPHA_MAX, SAFETY * errmax ** (-1 / 3));
                 t = t + h;
                 for (let i = 0; i < dim; ++i)
                     y[i] = yTemp[i];

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package/dist/src/solver-tools/rk3-method.d.ts

@@ -0,0 +1,46 @@
+import { ODEs } from './solver-defs';
+import { Callback } from './callbacks/callback-base';
+/** Solve initial value problem using the Bogacki-Shampine 3(2) 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 RK3 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, rk3 } 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 RK3 method
+ *   const solution = rk3(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 rk3(odes: ODEs, callback?: Callback): Float64Array[];

package/{src → dist/src}/solver-tools/rk3-method.js

@@ -157,7 +157,7 @@ export function rk3(odes, callback) {
             errmax /= tolerance;
             // processing the error obtained
             if (errmax > 1) {
-                hTemp = SAFETY * h * Math.pow(errmax, PSHRNK);
+                hTemp = SAFETY * h * errmax ** PSHRNK;
                 h = max(hTemp, REDUCE_COEF * h);
                 tNew = t + h;
                 if (tNew == t)
@@ -165,7 +165,7 @@ export function rk3(odes, callback) {
             }
             else {
                 if (errmax > ERR_CONTR)
-                    hNext = SAFETY * h * Math.pow(errmax, PSGROW);
+                    hNext = SAFETY * h * errmax ** PSGROW;
                 else
                     hNext = GROW_COEF * h;
                 if (hNext > hMax)

package/dist/src/solver-tools/rk3-method.js.map

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