diff-grok 1.2.0 → 1.3.0

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

@@ -1,644 +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.
- */
-
-import {
-  LsodaContext, LsodaCommon, LsodaOpt, LsodaFunc, NordsieckSnapshot, ETA,
-} from './common';
-import {vmnorm} from './blas';
-import {intdy} from './intdy';
-import {stoda} from './stoda';
-import {DenseOutput} from './dense';
-
-// ---- Internal helpers ----
-
-function captureSnapshot(c: LsodaCommon, neq: number): NordsieckSnapshot {
-  const nq = c.nq;
-  const yh: Float64Array[] = new Array(nq + 1);
-  for (let j = 0; j <= nq; j++) {
-    const row = new Float64Array(neq);
-    for (let i = 0; i < neq; i++)
-      row[i] = c.yh[j + 1][i + 1]; // convert 1-based to 0-based
-    yh[j] = row;
-  }
-  return {tn: c.tn, h: c.h, hu: c.hu, nq, yh};
-}
-
-function ewset(ctx: LsodaContext, ycur: Float64Array): void {
-  const c = ctx.common!;
-  const neq = ctx.neq;
-  const rtol = ctx.opt!.rtol;
-  const atol = ctx.opt!.atol;
-  for (let i = 1; i <= neq; i++)
-    c.ewt[i] = rtol[i] * Math.abs(ycur[i]) + atol[i];
-  for (let i = 1; i <= neq; i++)
-    c.ewt[i] = 1. / c.ewt[i];
-}
-
-function checkOpt(ctx: LsodaContext, opt: LsodaOpt): boolean {
-  const mxstp0 = 500;
-  const mord = [0, 12, 5];
-
-  if (ctx.state === 0) ctx.state = 1;
-  if (ctx.state === 1) {
-    opt.h0 = 0.;
-    opt.mxordn = mord[1];
-    opt.mxords = mord[2];
-  }
-
-  if (ctx.neq <= 0) {
-    ctx.error = `[lsoda] neq = ${ctx.neq} is less than 1`;
-    return false;
-  }
-
-  // Check rtol and atol (1-indexed)
-  if (ctx.state === 1 || ctx.state === 3) {
-    for (let i = 1; i <= ctx.neq; i++) {
-      if (opt.rtol[i] < 0.) {
-        ctx.error = `[lsoda] rtol = ${opt.rtol[i]} is less than 0.`;
-        return false;
-      }
-      if (opt.atol[i] < 0.) {
-        ctx.error = `[lsoda] atol = ${opt.atol[i]} is less than 0.`;
-        return false;
-      }
-    }
-  }
-
-  if (opt.itask === 0) opt.itask = 1;
-  if (opt.itask < 1 || opt.itask > 5) {
-    ctx.error = `[lsoda] illegal itask = ${opt.itask}`;
-    return false;
-  }
-  if (opt.ixpr < 0 || opt.ixpr > 1) {
-    ctx.error = `[lsoda] ixpr = ${opt.ixpr} is illegal`;
-    return false;
-  }
-  if (opt.mxstep < 0) {
-    ctx.error = '[lsoda] mxstep < 0';
-    return false;
-  }
-  if (opt.mxstep === 0) opt.mxstep = mxstp0;
-  if (opt.mxhnil < 0) {
-    ctx.error = '[lsoda] mxhnil < 0';
-    return false;
-  }
-
-  if (ctx.state === 1) {
-    if (opt.mxordn < 0) {
-      ctx.error = `[lsoda] mxordn = ${opt.mxordn} is less than 0`;
-      return false;
-    }
-    if (opt.mxordn === 0) opt.mxordn = 100;
-    opt.mxordn = Math.min(opt.mxordn, mord[1]);
-    if (opt.mxords < 0) {
-      ctx.error = `[lsoda] mxords = ${opt.mxords} is less than 0`;
-      return false;
-    }
-    if (opt.mxords === 0) opt.mxords = 100;
-    opt.mxords = Math.min(opt.mxords, mord[2]);
-  }
-
-  if (opt.hmax < 0.) {
-    ctx.error = '[lsoda] hmax < 0.';
-    return false;
-  }
-  opt.hmxi = 0.;
-  if (opt.hmax > 0)
-    opt.hmxi = 1. / opt.hmax;
-  if (opt.hmin < 0.) {
-    ctx.error = '[lsoda] hmin < 0.';
-    return false;
-  }
-  return true;
-}
-
-function allocMem(ctx: LsodaContext): boolean {
-  const c = ctx.common!;
-  const nyh = ctx.neq;
-  const lenyh = 1 + Math.max(ctx.opt!.mxordn, ctx.opt!.mxords);
-
-  // yh: array of (lenyh+1) Float64Arrays, each of size (nyh+1)
-  c.yh = new Array(lenyh + 1);
-  for (let i = 0; i <= lenyh; i++)
-    c.yh[i] = new Float64Array(nyh + 1);
-
-  // wm: array of (nyh+1) Float64Arrays, each of size (nyh+1)
-  c.wm = new Array(nyh + 1);
-  for (let i = 0; i <= nyh; i++)
-    c.wm[i] = new Float64Array(nyh + 1);
-
-  c.ewt = new Float64Array(nyh + 1);
-  c.savf = new Float64Array(nyh + 1);
-  c.acor = new Float64Array(nyh + 1);
-  c.ipvt = new Int32Array(nyh + 1);
-
-  // Allocate elco and tesco
-  c.elco = new Array(13);
-  for (let i = 0; i < 13; i++)
-    c.elco[i] = new Float64Array(14);
-  c.tesco = new Array(13);
-  for (let i = 0; i < 13; i++)
-    c.tesco[i] = new Float64Array(4);
-
-  return true;
-}
-
-// ---- Public API ----
-
-/**
- * Prepare a context with options. Must be called before lsoda().
- * Returns true on success.
- */
-export function lsodaPrepare(ctx: LsodaContext, opt: LsodaOpt): boolean {
-  ctx.common = new LsodaCommon();
-  ctx.opt = opt;
-  if (!checkOpt(ctx, opt)) return false;
-  return allocMem(ctx);
-}
-
-/**
- * Reset context for reuse with a different problem.
- * All options are preserved, internal state is zeroed.
- */
-export function lsodaReset(ctx: LsodaContext): void {
-  const c = ctx.common!;
-  // Zero all scalar state
-  c.h = 0; c.hu = 0; c.rc = 0; c.tn = 0; c.tsw = 0; c.pdnorm = 0;
-  c.crate = 0; c.hold = 0; c.rmax = 0; c.pdest = 0; c.pdlast = 0;
-  c.ialth = 0; c.ipup = 0; c.nslp = 0; c.icount = 0; c.irflag = 0;
-  c.imxer = 0; c.illin = 0; c.nhnil = 0; c.nslast = 0; c.jcur = 0;
-  c.meth = 0; c.mused = 0; c.nq = 0; c.nst = 0; c.ncf = 0;
-  c.nfe = 0; c.nje = 0; c.nqu = 0; c.miter = 0;
-  c.el.fill(0);
-  // Zero arrays
-  for (let i = 0; i < c.yh.length; i++) c.yh[i].fill(0);
-  for (let i = 0; i < c.wm.length; i++) c.wm[i].fill(0);
-  c.ewt.fill(0); c.savf.fill(0); c.acor.fill(0); c.ipvt.fill(0);
-  for (let i = 0; i < c.elco.length; i++) c.elco[i].fill(0);
-  for (let i = 0; i < c.tesco.length; i++) c.tesco[i].fill(0);
-  ctx.state = 1;
-  ctx.error = null;
-}
-
-/**
- * Free context resources. In JS/TS, this is mostly a no-op (GC handles it).
- */
-export function lsodaFree(ctx: LsodaContext): void {
-  if (ctx.error)
-    console.error(`unhandled error message: ${ctx.error}`);
-
-  ctx.common = null;
-}
-
-/**
- * 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 function lsoda(
-  ctx: LsodaContext, y: Float64Array, tIn: number, tout: number,
-): { t: number; state: number } {
-  const c = ctx.common!;
-  const opt = ctx.opt!;
-  const neq = ctx.neq;
-  let t = tIn;
-
-  let kflag: number;
-  let jstart: number = 0;
-  let ihit = 0;
-
-  // Helper functions matching C macros
-  function hardfailure(msg: string): { t: number; state: number } {
-    ctx.error = msg;
-    ctx.state = -3;
-    return {t, state: ctx.state};
-  }
-
-  function softfailure(code: number, msg: string): { t: number; state: number } {
-    ctx.error = msg;
-    for (let i = 1; i <= neq; i++)
-      y[i] = c.yh[1][i];
-    t = c.tn;
-    ctx.state = code;
-    return {t, state: ctx.state};
-  }
-
-  function successreturn(): { t: number; state: number } {
-    for (let i = 1; i <= neq; i++)
-      y[i] = c.yh[1][i];
-    t = c.tn;
-    if (itask === 4 || itask === 5) {
-      if (ihit)
-        t = tcrit;
-    }
-    ctx.state = 2;
-    return {t, state: ctx.state};
-  }
-
-  function intdyreturn(): { t: number; state: number } {
-    const iflag = intdy(ctx, tout, 0, y);
-    if (iflag !== 0) {
-      ctx.error = `[lsoda] trouble from intdy, itask = ${itask}, tout = ${tout}`;
-      for (let i = 1; i <= neq; i++)
-        y[i] = c.yh[1][i];
-      t = c.tn;
-    }
-    t = tout;
-    ctx.state = 2;
-    return {t, state: ctx.state};
-  }
-
-  if (c === null)
-    return hardfailure('[lsoda] illegal common block did you call lsoda_prepare?');
-
-
-  // Block b: initial/continuation call setup
-  let h0: number = 0;
-  let tcrit: number = 0;
-  const rtol = opt.rtol;
-  const atol = opt.atol;
-
-  if (ctx.state === 1 || ctx.state === 3) {
-    h0 = opt.h0;
-    if (ctx.state === 1) {
-      if ((tout - t) * h0 < 0.)
-        return hardfailure(`[lsoda] tout = ${tout} behind t = ${t}. integration direction is given by ${h0}`);
-    }
-  }
-
-  const itask = opt.itask;
-
-  if (ctx.state === 3)
-    jstart = -1;
-
-
-  // Block c: initial call only (state == 1)
-  if (ctx.state === 1) {
-    c.meth = 1;
-    c.tn = t;
-    c.tsw = t;
-
-    if (itask === 4 || itask === 5) {
-      tcrit = opt.tcrit;
-      if ((tcrit - tout) * (tout - t) < 0.)
-        return hardfailure('[lsoda] itask = 4 or 5 and tcrit behind tout');
-
-      if (h0 !== 0. && (t + h0 - tcrit) * h0 > 0.)
-        h0 = tcrit - t;
-    }
-
-    jstart = 0;
-    c.nq = 1;
-
-    // Initial call to f
-    ctx.func(t, y.subarray(1), c.yh[2].subarray(1), ctx.data);
-    c.nfe = 1;
-
-    // Load initial value vector
-    for (let i = 1; i <= neq; i++)
-      c.yh[1][i] = y[i];
-
-    // Load and invert ewt
-    ewset(ctx, y);
-    for (let i = 1; i <= neq; i++) {
-      if (c.ewt[i] <= 0.)
-        return hardfailure(`[lsoda] ewt[${i}] = ${c.ewt[i]} <= 0.`);
-    }
-
-    // Compute initial step size h0 if not given
-    if (h0 === 0.) {
-      const tdist = Math.abs(tout - t);
-      const w0 = Math.max(Math.abs(t), Math.abs(tout));
-      if (tdist < 2. * ETA * w0)
-        return hardfailure('[lsoda] tout too close to t to start integration');
-
-      let tol = 0.;
-      for (let i = 1; i <= neq; i++)
-        tol = Math.max(tol, rtol[i]);
-      if (tol <= 0.) {
-        for (let i = 1; i <= neq; i++) {
-          const atoli = atol[i];
-          const ayi = Math.abs(y[i]);
-          if (ayi !== 0.)
-            tol = Math.max(tol, atoli / ayi);
-        }
-      }
-      tol = Math.max(tol, 100. * ETA);
-      tol = Math.min(tol, 0.001);
-      const sum = vmnorm(neq, c.yh[2], c.ewt);
-      const sumSq = 1. / (tol * w0 * w0) + tol * sum * sum;
-      h0 = 1. / Math.sqrt(sumSq);
-      h0 = Math.min(h0, tdist);
-      h0 = h0 * ((tout - t >= 0.) ? 1. : -1.);
-    }
-
-    // Adjust h0 for hmax
-    const rh = Math.abs(h0) * opt.hmxi;
-    if (rh > 1.) h0 /= rh;
-
-    // Load h and scale yh[2]
-    c.h = h0;
-    for (let i = 1; i <= neq; i++)
-      c.yh[2][i] *= h0;
-  }
-
-  // Block d: continuation calls (state == 2 or 3)
-  if (ctx.state === 2 || ctx.state === 3) {
-    jstart = 1;
-    c.nslast = c.nst;
-
-    switch (itask) {
-    case 1:
-      if ((c.tn - tout) * c.h >= 0.)
-        return intdyreturn();
-
-      break;
-    case 2:
-      break;
-    case 3: {
-      const tp = c.tn - c.hu * (1. + 100. * ETA);
-      if ((tp - tout) * c.h > 0.)
-        return hardfailure(`[lsoda] itask = ${itask} and tout behind tcur - hu`);
-
-      if ((c.tn - tout) * c.h < 0.) break;
-      return successreturn();
-    }
-    case 4:
-      tcrit = opt.tcrit;
-      if ((c.tn - tcrit) * c.h > 0.)
-        return hardfailure('[lsoda] itask = 4 or 5 and tcrit behind tcur');
-
-      if ((tcrit - tout) * c.h < 0.)
-        return hardfailure('[lsoda] itask = 4 or 5 and tcrit behind tout');
-
-      if ((c.tn - tout) * c.h >= 0.)
-        return intdyreturn();
-
-      // fall through to case 5 logic
-      // eslint-disable-next-line no-fallthrough
-    case 5:
-      if (itask === 5) {
-        tcrit = opt.tcrit;
-        if ((c.tn - tcrit) * c.h > 0.)
-          return hardfailure('[lsoda] itask = 4 or 5 and tcrit behind tcur');
-      }
-      {
-        const hmx = Math.abs(c.tn) + Math.abs(c.h);
-        ihit = Math.abs(c.tn - tcrit) <= (100. * ETA * hmx) ? 1 : 0;
-        if (ihit) {
-          t = tcrit;
-          return successreturn();
-        }
-        const tnext = c.tn + c.h * (1. + 4. * ETA);
-        if ((tnext - tcrit) * c.h <= 0.) break;
-        c.h = (tcrit - c.tn) * (1. - 4. * ETA);
-        if (ctx.state === 2) jstart = -2;
-      }
-      break;
-    }
-  }
-
-  // Block e: main integration loop
-  while (true) {
-    if (ctx.state !== 1 || c.nst !== 0) {
-      if ((c.nst - c.nslast) >= opt.mxstep)
-        return softfailure(-1, `[lsoda] ${opt.mxstep} steps taken before reaching tout`);
-
-      ewset(ctx, c.yh[1]);
-      for (let i = 1; i <= neq; i++) {
-        if (c.ewt[i] <= 0.)
-          return softfailure(-6, `[lsoda] ewt[${i}] = ${c.ewt[i]} <= 0.`);
-      }
-    }
-
-    const tolsf = ETA * vmnorm(neq, c.yh[1], c.ewt);
-    if (tolsf > 0.01) {
-      const scaled = tolsf * 200.;
-      if (c.nst === 0) {
-        return hardfailure(
-          'lsoda -- at start of problem, too much accuracy requested' +
-          ` for precision of machine, suggested scaling factor = ${scaled}`,
-        );
-      }
-      return softfailure(-2,
-        `lsoda -- at t = ${t}, too much accuracy requested` +
-        ` for precision of machine, suggested scaling factor = ${scaled}`,
-      );
-    }
-
-    if ((c.tn + c.h) === c.tn) {
-      c.nhnil++;
-      if (c.nhnil <= opt.mxhnil) {
-        console.error(`lsoda -- warning..internal t = ${c.tn} and h = ${c.h} are` +
-          ' such that t + h = t on the next step');
-        if (c.nhnil === opt.mxhnil) {
-          console.error(`lsoda -- above warning has been issued ${c.nhnil}` +
-            ' times, it will not be issued again for this problem');
-        }
-      }
-    }
-
-    // Call stoda
-    kflag = stoda(ctx, y, jstart);
-
-    if (kflag === 0) {
-      // Block f: successful return from stoda
-      // Dense output: capture snapshot
-      if (ctx.snapshots)
-        ctx.snapshots.push(captureSnapshot(c, neq));
-
-      jstart = 1;
-      if (c.meth !== c.mused) {
-        c.tsw = c.tn;
-        jstart = -1;
-        if (opt.ixpr) {
-          if (c.meth === 2) {
-            console.error('[lsoda] a switch to the stiff method has occurred' +
-              ` at t = ${c.tn}, tentative step size h = ${c.h}, step nst = ${c.nst}`);
-          }
-          if (c.meth === 1) {
-            console.error('[lsoda] a switch to the nonstiff method has occurred' +
-              ` at t = ${c.tn}, tentative step size h = ${c.h}, step nst = ${c.nst}`);
-          }
-        }
-      }
-
-      if (itask === 1) {
-        if ((c.tn - tout) * c.h < 0.) continue;
-        return intdyreturn();
-      }
-      if (itask === 2)
-        return successreturn();
-
-      if (itask === 3) {
-        if ((c.tn - tout) * c.h >= 0.)
-          return successreturn();
-
-        continue;
-      }
-      if (itask === 4) {
-        tcrit = opt.tcrit;
-        if ((c.tn - tout) * c.h >= 0.)
-          return intdyreturn();
-        else {
-          const hmx = Math.abs(c.tn) + Math.abs(c.h);
-          ihit = Math.abs(c.tn - tcrit) <= (100. * ETA * hmx) ? 1 : 0;
-          if (ihit)
-            return successreturn();
-
-          const tnext = c.tn + c.h * (1. + 4. * ETA);
-          if ((tnext - tcrit) * c.h <= 0.) continue;
-          c.h = (tcrit - c.tn) * (1. - 4. * ETA);
-          jstart = -2;
-          continue;
-        }
-      }
-      if (itask === 5) {
-        tcrit = opt.tcrit;
-        const hmx = Math.abs(c.tn) + Math.abs(c.h);
-        ihit = Math.abs(c.tn - tcrit) <= (100. * ETA * hmx) ? 1 : 0;
-        return successreturn();
-      }
-    }
-
-    // kflag == -1 or -2: error test / convergence failures
-    if (kflag === -1 || kflag === -2) {
-      let big = 0.;
-      c.imxer = 1;
-      for (let i = 1; i <= neq; i++) {
-        const size = Math.abs(c.acor[i]) * c.ewt[i];
-        if (big < size) {
-          big = size;
-          c.imxer = i;
-        }
-      }
-      if (kflag === -1) {
-        return softfailure(-4,
-          `lsoda -- at t = ${c.tn} and step size h = ${c.h},` +
-          ' the error test failed repeatedly or with abs(h) = hmin',
-        );
-      }
-      if (kflag === -2) {
-        return softfailure(-5,
-          `lsoda -- at t = ${c.tn} and step size h = ${c.h},` +
-          ' the corrector convergence failed repeatedly or with abs(h) = hmin',
-        );
-      }
-    }
-  }
-}
-
-// ---- High-level convenience API ----
-
-/**
- * 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 class Lsoda {
-  private ctx: LsodaContext;
-  private internalY: Float64Array;
-  private denseEnabled: boolean = false;
-
-  constructor(
-    f: OdeFunction, neq: number,
-    opt?: Partial<LsodaOpt & { dense: boolean }>, data?: any,
-  ) {
-    // Wrap user's 0-based function to internal 1-based convention
-    const wrappedFunc: LsodaFunc = (t, y, ydot, data) => {
-      return f(t, y, ydot, data);
-    };
-
-    this.ctx = new LsodaContext(wrappedFunc, neq, data);
-    this.internalY = new Float64Array(neq + 1); // 1-indexed
-
-    // Build full options with defaults
-    const fullOpt: LsodaOpt = {
-      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?.rtol) {
-      if (opt.rtol.length === neq) {
-        // User provided 0-based, convert to 1-based
-        const r = new Float64Array(neq + 1);
-        for (let i = 0; i < neq; i++) r[i + 1] = opt.rtol[i];
-        fullOpt.rtol = r;
-      } else
-        fullOpt.rtol = opt.rtol;
-    }
-    if (opt?.atol) {
-      if (opt.atol.length === neq) {
-        const a = new Float64Array(neq + 1);
-        for (let i = 0; i < neq; i++) a[i + 1] = opt.atol[i];
-        fullOpt.atol = a;
-      } else
-        fullOpt.atol = opt.atol;
-    }
-
-    lsodaPrepare(this.ctx, fullOpt);
-
-    if (opt?.dense) {
-      this.denseEnabled = true;
-      this.ctx.snapshots = [];
-    }
-  }
-
-  /**
-   * 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 {
-    const neq = this.ctx.neq;
-    // Copy 0-based user y into 1-based internal array
-    for (let i = 0; i < neq; i++)
-      this.internalY[i + 1] = y[i];
-
-    const result = lsoda(this.ctx, this.internalY, t, tout);
-
-    // Copy back to 0-based
-    const out = new Float64Array(neq);
-    for (let i = 0; i < neq; i++)
-      out[i] = this.internalY[i + 1];
-
-    return {y: out, t: result.t};
-  }
-
-  get state(): number {return this.ctx.state;}
-  get error(): string | null {return this.ctx.error;}
-
-  /** Returns a DenseOutput interpolator from collected snapshots. */
-  getDenseOutput(): DenseOutput {
-    if (!this.ctx.snapshots || this.ctx.snapshots.length === 0)
-      throw new Error('[Lsoda] dense output not enabled or no steps taken — pass { dense: true } in options');
-    return new DenseOutput(this.ctx.snapshots, this.ctx.neq);
-  }
-
-  reset(): void {
-    lsodaReset(this.ctx);
-    if (this.denseEnabled)
-      this.ctx.snapshots = [];
-  }
-}

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

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