diff-grok 1.2.0 → 1.3.0

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

@@ -1,64 +0,0 @@
-/**
- * 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 - Barrel exports
-// Public API for the CVODE solver module
-
-// High-level class API
-export {Cvode} from './cvode_class';
-export type {OdeFunction, CvodeOptions, CvodeSolveResult} from './cvode_class';
-
-// Low-level procedural API
-export {cvodeCreate, cvodeInit, cvode} from './cvode';
-export {cvodeGetDky} from './common';
-export {cvodeSetLinearSolver, cvodeSetJacFn} from './cvode_ls';
-export {cvodeRootInit} from './cvode_root';
-
-// Configuration and statistics
-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';
-
-// Types and constants
-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/src/solver-tools/cvode-method.js.map

@@ -1 +0,0 @@
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package/src/solver-tools/cvode-method.ts

@@ -1,129 +0,0 @@
-/* CVODE library wrapper method.
-
-   Wraps the CVODE BDF solver into the standard SolverMethod interface.
-   Uses variable-order BDF method for stiff problems with dense direct linear solver.
-
-   References:
-   [1] Hindmarsh, A.C. et al. "SUNDIALS: Suite of Nonlinear and Differential/Algebraic
-       Equation Solvers." ACM TOMS, 31(3), 363-396, 2005.
-   [2] Cohen, S.D. and Hindmarsh, A.C. "CVODE, a Stiff/Nonstiff ODE Solver in C."
-       Computers in Physics, 10(2), 138-143, 1996.
-*/
-
-import {ODEs, ERROR_MSG} from './solver-defs';
-import {Callback} from './callbacks/callback-base';
-import {Cvode} from './cvode/cvode_class';
-
-/** 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 function cvode(odes: ODEs, callback?: Callback): Float64Array[] {
-  const t0 = odes.arg.start;
-  const t1 = odes.arg.finish;
-  const step = odes.arg.step;
-  const tolerance = odes.tolerance;
-  const dim = odes.initial.length;
-
-  const solver = new Cvode(odes.func, dim, t0, Float64Array.from(odes.initial), {
-    lmm: 'bdf',
-    rtol: tolerance,
-    atol: tolerance,
-    maxSteps: 50000,
-  });
-
-  // Warmup: a tiny initial step bootstraps the BDF method for extremely stiff problems.
-  // Try 1e-k for k from 4 to 10, picking the largest step that succeeds.
-  const base = Math.min(step, 1.0);
-  let warmupOk = false;
-  for (let k = 4; k <= 15; k++) {
-    const warmupTout = t0 + base * Math.pow(10, -k);
-    if (warmupTout <= t0 || warmupTout >= t1)
-      continue;
-
-    const wr = solver.solve(warmupTout);
-    if (wr.flag >= 0) {
-      warmupOk = true;
-      break;
-    }
-
-    // No reset available — recreate solver to retry with a smaller warmup step
-    solver.reInit(t0, Float64Array.from(odes.initial));
-  }
-
-  if (!warmupOk)
-    throw new Error(ERROR_MSG.CVODE_FAILS);
-
-  // Build output grid
-  const gridPoints = Math.trunc((t1 - t0) / step) + 1;
-  const solution = new Array<Float64Array>(dim + 1);
-  for (let i = 0; i <= dim; i++)
-    solution[i] = new Float64Array(gridPoints);
-
-  // Initial values
-  solution[0][0] = t0;
-  for (let j = 0; j < dim; j++)
-    solution[j + 1][0] = odes.initial[j];
-
-  // Integrate to each grid point using CV_NORMAL mode (interpolates to exact tout)
-  for (let i = 1; i < gridPoints; i++) {
-    // check whether to go on computations
-    if (callback)
-      callback.onIterationStart();
-
-    const tout = (i < gridPoints - 1) ? t0 + i * step : t1;
-    const result = solver.solve(tout);
-
-    if (result.flag < 0)
-      throw new Error(ERROR_MSG.CVODE_FAILS);
-
-    solution[0][i] = result.t;
-    for (let j = 0; j < dim; j++)
-      solution[j + 1][i] = result.y[j];
-  }
-
-  if (callback)
-    callback.onComputationsCompleted();
-
-  return solution;
-}

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

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package/src/solver-tools/index.ts

@@ -1,16 +0,0 @@
-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/src/solver-tools/lin-alg-tools.js.map

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

@@ -1,75 +0,0 @@
-// 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/lsoda/blas.js.map

@@ -1 +0,0 @@
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package/src/solver-tools/lsoda/blas.ts

@@ -1,279 +0,0 @@
-/**
- * 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.
- */
-
-// BLAS linear algebra routines
-// All arrays are 1-indexed (element [0] unused), matching the C/Fortran convention.
-
-/**
- * Compute dy = da * dx + dy
- * Arrays are 1-indexed with stride incx/incy.
- */
-export function daxpy(
-  n: number, da: number, dx: Float64Array, incx: number,
-  dy: Float64Array, incy: number,
-): void {
-  if (n < 0 || da === 0.) return;
-
-  if (incx !== incy || incx < 1) {
-    let ix = 1;
-    let iy = 1;
-    if (incx < 0) ix = (-n + 1) * incx + 1;
-    if (incy < 0) iy = (-n + 1) * incy + 1;
-    for (let i = 1; i <= n; i++) {
-      dy[iy] = dy[iy] + da * dx[ix];
-      ix += incx;
-      iy += incy;
-    }
-    return;
-  }
-
-  if (incx === 1) {
-    const m = n % 4;
-    if (m !== 0) {
-      for (let i = 1; i <= m; i++)
-        dy[i] = dy[i] + da * dx[i];
-      if (n < 4) return;
-    }
-    for (let i = m + 1; i <= n; i += 4) {
-      dy[i] = dy[i] + da * dx[i];
-      dy[i + 1] = dy[i + 1] + da * dx[i + 1];
-      dy[i + 2] = dy[i + 2] + da * dx[i + 2];
-      dy[i + 3] = dy[i + 3] + da * dx[i + 3];
-    }
-    return;
-  }
-
-  for (let i = 1; i <= n * incx; i += incx)
-    dy[i] = da * dx[i] + dy[i];
-}
-
-/**
- * Compute dot product dx . dy
- * Arrays are 1-indexed with stride incx/incy.
- */
-export function ddot(
-  n: number, dx: Float64Array, incx: number,
-  dy: Float64Array, incy: number,
-): number {
-  let dotprod = 0.;
-  if (n <= 0) return dotprod;
-
-  if (incx !== incy || incx < 1) {
-    let ix = 1;
-    let iy = 1;
-    if (incx < 0) ix = (-n + 1) * incx + 1;
-    if (incy < 0) iy = (-n + 1) * incy + 1;
-    for (let i = 1; i <= n; i++) {
-      dotprod += dx[ix] * dy[iy];
-      ix += incx;
-      iy += incy;
-    }
-    return dotprod;
-  }
-
-  if (incx === 1) {
-    for (let i = 1; i <= n; i++)
-      dotprod += dx[i] * dy[i];
-    return dotprod;
-  }
-
-  for (let i = 1; i <= n * incx; i += incx)
-    dotprod += dx[i] * dy[i];
-  return dotprod;
-}
-
-/**
- * Scale vector: dx = da * dx
- * Array is 1-indexed with stride incx.
- */
-export function dscal(n: number, da: number, dx: Float64Array, incx: number): void {
-  if (n <= 0) return;
-
-  if (incx !== 1) {
-    for (let i = 1; i <= n * incx; i += incx)
-      dx[i] = da * dx[i];
-    return;
-  }
-
-  const m = n % 5;
-  if (m !== 0) {
-    for (let i = 1; i <= m; i++)
-      dx[i] = da * dx[i];
-    if (n < 5) return;
-  }
-  for (let i = m + 1; i <= n; i += 5) {
-    dx[i] = da * dx[i];
-    dx[i + 1] = da * dx[i + 1];
-    dx[i + 2] = da * dx[i + 2];
-    dx[i + 3] = da * dx[i + 3];
-    dx[i + 4] = da * dx[i + 4];
-  }
-}
-
-/**
- * Find index of element with maximum absolute value.
- * Array is 1-indexed. Returns 1-based index (0 if n <= 0).
- */
-export function idamax(n: number, dx: Float64Array, incx: number): number {
-  let xindex = 0;
-  if (n <= 0) return xindex;
-  xindex = 1;
-  if (n <= 1 || incx <= 0) return xindex;
-
-  if (incx !== 1) {
-    let dmax = Math.abs(dx[1]);
-    let ii = 2;
-    for (let i = 1 + incx; i <= n * incx; i += incx) {
-      const xmag = Math.abs(dx[i]);
-      if (xmag > dmax) {
-        xindex = ii;
-        dmax = xmag;
-      }
-      ii++;
-    }
-    return xindex;
-  }
-
-  let dmax = Math.abs(dx[1]);
-  for (let i = 2; i <= n; i++) {
-    const xmag = Math.abs(dx[i]);
-    if (xmag > dmax) {
-      xindex = i;
-      dmax = xmag;
-    }
-  }
-  return xindex;
-}
-
-/**
- * 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 function dgefa(a: Float64Array[], n: number, ipvt: Int32Array): number {
-  let info = 0;
-
-  for (let k = 1; k <= n - 1; k++) {
-    // Find pivot index. a[k] + k - 1 in C => subarray from index k
-    const j = idamax(n - k + 1, a[k].subarray(k - 1), 1) + k - 1;
-    ipvt[k] = j;
-
-    if (a[k][j] === 0.) {
-      info = k;
-      continue;
-    }
-
-    // Interchange if necessary
-    if (j !== k) {
-      const t = a[k][j];
-      a[k][j] = a[k][k];
-      a[k][k] = t;
-    }
-
-    // Compute multipliers
-    const t = -1. / a[k][k];
-    dscal(n - k, t, a[k].subarray(k), 1);
-
-    // Column elimination with row indexing
-    for (let i = k + 1; i <= n; i++) {
-      const t2 = a[i][j];
-      if (j !== k) {
-        a[i][j] = a[i][k];
-        a[i][k] = t2;
-      }
-      daxpy(n - k, t2, a[k].subarray(k), 1, a[i].subarray(k), 1);
-    }
-  }
-
-  ipvt[n] = n;
-  if (a[n][n] === 0.) info = n;
-  return info;
-}
-
-/**
- * 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 function dgesl(
-  a: Float64Array[], n: number, ipvt: Int32Array,
-  b: Float64Array, job: number,
-): void {
-  if (job === 0) {
-    // Solve L * y = b
-    for (let k = 1; k <= n; k++) {
-      const t = ddot(k - 1, a[k], 1, b, 1);
-      b[k] = (b[k] - t) / a[k][k];
-    }
-    // Solve U * x = y
-    for (let k = n - 1; k >= 1; k--) {
-      b[k] = b[k] + ddot(n - k, a[k].subarray(k), 1, b.subarray(k), 1);
-      const j = ipvt[k];
-      if (j !== k) {
-        const t = b[j];
-        b[j] = b[k];
-        b[k] = t;
-      }
-    }
-    return;
-  }
-
-  // Solve Transpose(U) * y = b
-  for (let k = 1; k <= n - 1; k++) {
-    const j = ipvt[k];
-    const t = b[j];
-    if (j !== k) {
-      b[j] = b[k];
-      b[k] = t;
-    }
-    daxpy(n - k, t, a[k].subarray(k), 1, b.subarray(k), 1);
-  }
-  // Solve Transpose(L) * x = y
-  for (let k = n; k >= 1; k--) {
-    b[k] = b[k] / a[k][k];
-    const t = -b[k];
-    daxpy(k - 1, t, a[k], 1, b, 1);
-  }
-}
-
-/**
- * Weighted max-norm: max(i=1..n) |v[i]| * w[i]
- * Arrays are 1-indexed.
- */
-export function vmnorm(n: number, v: Float64Array, w: Float64Array): number {
-  let vm = 0.;
-  for (let i = 1; i <= n; i++)
-    vm = Math.max(vm, Math.abs(v[i]) * w[i]);
-  return vm;
-}
-
-/**
- * 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 function fnorm(n: number, a: Float64Array[], w: Float64Array): number {
-  let an = 0.;
-  for (let i = 1; i <= n; i++) {
-    let sum = 0.;
-    const ap1 = a[i];
-    for (let j = 1; j <= n; j++)
-      sum += Math.abs(ap1[j]) / w[j];
-    an = Math.max(an, sum * w[i]);
-  }
-  return an;
-}

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