peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/integrate
/_ode.py
# Authors: Pearu Peterson, Pauli Virtanen, John Travers | |
""" | |
First-order ODE integrators. | |
User-friendly interface to various numerical integrators for solving a | |
system of first order ODEs with prescribed initial conditions:: | |
d y(t)[i] | |
--------- = f(t,y(t))[i], | |
d t | |
y(t=0)[i] = y0[i], | |
where:: | |
i = 0, ..., len(y0) - 1 | |
class ode | |
--------- | |
A generic interface class to numeric integrators. It has the following | |
methods:: | |
integrator = ode(f, jac=None) | |
integrator = integrator.set_integrator(name, **params) | |
integrator = integrator.set_initial_value(y0, t0=0.0) | |
integrator = integrator.set_f_params(*args) | |
integrator = integrator.set_jac_params(*args) | |
y1 = integrator.integrate(t1, step=False, relax=False) | |
flag = integrator.successful() | |
class complex_ode | |
----------------- | |
This class has the same generic interface as ode, except it can handle complex | |
f, y and Jacobians by transparently translating them into the equivalent | |
real-valued system. It supports the real-valued solvers (i.e., not zvode) and is | |
an alternative to ode with the zvode solver, sometimes performing better. | |
""" | |
# XXX: Integrators must have: | |
# =========================== | |
# cvode - C version of vode and vodpk with many improvements. | |
# Get it from http://www.netlib.org/ode/cvode.tar.gz. | |
# To wrap cvode to Python, one must write the extension module by | |
# hand. Its interface is too much 'advanced C' that using f2py | |
# would be too complicated (or impossible). | |
# | |
# How to define a new integrator: | |
# =============================== | |
# | |
# class myodeint(IntegratorBase): | |
# | |
# runner = <odeint function> or None | |
# | |
# def __init__(self,...): # required | |
# <initialize> | |
# | |
# def reset(self,n,has_jac): # optional | |
# # n - the size of the problem (number of equations) | |
# # has_jac - whether user has supplied its own routine for Jacobian | |
# <allocate memory,initialize further> | |
# | |
# def run(self,f,jac,y0,t0,t1,f_params,jac_params): # required | |
# # this method is called to integrate from t=t0 to t=t1 | |
# # with initial condition y0. f and jac are user-supplied functions | |
# # that define the problem. f_params,jac_params are additional | |
# # arguments | |
# # to these functions. | |
# <calculate y1> | |
# if <calculation was unsuccessful>: | |
# self.success = 0 | |
# return t1,y1 | |
# | |
# # In addition, one can define step() and run_relax() methods (they | |
# # take the same arguments as run()) if the integrator can support | |
# # these features (see IntegratorBase doc strings). | |
# | |
# if myodeint.runner: | |
# IntegratorBase.integrator_classes.append(myodeint) | |
__all__ = ['ode', 'complex_ode'] | |
import re | |
import warnings | |
from numpy import asarray, array, zeros, isscalar, real, imag, vstack | |
from . import _vode | |
from . import _dop | |
from . import _lsoda | |
_dop_int_dtype = _dop.types.intvar.dtype | |
_vode_int_dtype = _vode.types.intvar.dtype | |
_lsoda_int_dtype = _lsoda.types.intvar.dtype | |
# ------------------------------------------------------------------------------ | |
# User interface | |
# ------------------------------------------------------------------------------ | |
class ode: | |
""" | |
A generic interface class to numeric integrators. | |
Solve an equation system :math:`y'(t) = f(t,y)` with (optional) ``jac = df/dy``. | |
*Note*: The first two arguments of ``f(t, y, ...)`` are in the | |
opposite order of the arguments in the system definition function used | |
by `scipy.integrate.odeint`. | |
Parameters | |
---------- | |
f : callable ``f(t, y, *f_args)`` | |
Right-hand side of the differential equation. t is a scalar, | |
``y.shape == (n,)``. | |
``f_args`` is set by calling ``set_f_params(*args)``. | |
`f` should return a scalar, array or list (not a tuple). | |
jac : callable ``jac(t, y, *jac_args)``, optional | |
Jacobian of the right-hand side, ``jac[i,j] = d f[i] / d y[j]``. | |
``jac_args`` is set by calling ``set_jac_params(*args)``. | |
Attributes | |
---------- | |
t : float | |
Current time. | |
y : ndarray | |
Current variable values. | |
See also | |
-------- | |
odeint : an integrator with a simpler interface based on lsoda from ODEPACK | |
quad : for finding the area under a curve | |
Notes | |
----- | |
Available integrators are listed below. They can be selected using | |
the `set_integrator` method. | |
"vode" | |
Real-valued Variable-coefficient Ordinary Differential Equation | |
solver, with fixed-leading-coefficient implementation. It provides | |
implicit Adams method (for non-stiff problems) and a method based on | |
backward differentiation formulas (BDF) (for stiff problems). | |
Source: http://www.netlib.org/ode/vode.f | |
.. warning:: | |
This integrator is not re-entrant. You cannot have two `ode` | |
instances using the "vode" integrator at the same time. | |
This integrator accepts the following parameters in `set_integrator` | |
method of the `ode` class: | |
- atol : float or sequence | |
absolute tolerance for solution | |
- rtol : float or sequence | |
relative tolerance for solution | |
- lband : None or int | |
- uband : None or int | |
Jacobian band width, jac[i,j] != 0 for i-lband <= j <= i+uband. | |
Setting these requires your jac routine to return the jacobian | |
in packed format, jac_packed[i-j+uband, j] = jac[i,j]. The | |
dimension of the matrix must be (lband+uband+1, len(y)). | |
- method: 'adams' or 'bdf' | |
Which solver to use, Adams (non-stiff) or BDF (stiff) | |
- with_jacobian : bool | |
This option is only considered when the user has not supplied a | |
Jacobian function and has not indicated (by setting either band) | |
that the Jacobian is banded. In this case, `with_jacobian` specifies | |
whether the iteration method of the ODE solver's correction step is | |
chord iteration with an internally generated full Jacobian or | |
functional iteration with no Jacobian. | |
- nsteps : int | |
Maximum number of (internally defined) steps allowed during one | |
call to the solver. | |
- first_step : float | |
- min_step : float | |
- max_step : float | |
Limits for the step sizes used by the integrator. | |
- order : int | |
Maximum order used by the integrator, | |
order <= 12 for Adams, <= 5 for BDF. | |
"zvode" | |
Complex-valued Variable-coefficient Ordinary Differential Equation | |
solver, with fixed-leading-coefficient implementation. It provides | |
implicit Adams method (for non-stiff problems) and a method based on | |
backward differentiation formulas (BDF) (for stiff problems). | |
Source: http://www.netlib.org/ode/zvode.f | |
.. warning:: | |
This integrator is not re-entrant. You cannot have two `ode` | |
instances using the "zvode" integrator at the same time. | |
This integrator accepts the same parameters in `set_integrator` | |
as the "vode" solver. | |
.. note:: | |
When using ZVODE for a stiff system, it should only be used for | |
the case in which the function f is analytic, that is, when each f(i) | |
is an analytic function of each y(j). Analyticity means that the | |
partial derivative df(i)/dy(j) is a unique complex number, and this | |
fact is critical in the way ZVODE solves the dense or banded linear | |
systems that arise in the stiff case. For a complex stiff ODE system | |
in which f is not analytic, ZVODE is likely to have convergence | |
failures, and for this problem one should instead use DVODE on the | |
equivalent real system (in the real and imaginary parts of y). | |
"lsoda" | |
Real-valued Variable-coefficient Ordinary Differential Equation | |
solver, with fixed-leading-coefficient implementation. It provides | |
automatic method switching between implicit Adams method (for non-stiff | |
problems) and a method based on backward differentiation formulas (BDF) | |
(for stiff problems). | |
Source: http://www.netlib.org/odepack | |
.. warning:: | |
This integrator is not re-entrant. You cannot have two `ode` | |
instances using the "lsoda" integrator at the same time. | |
This integrator accepts the following parameters in `set_integrator` | |
method of the `ode` class: | |
- atol : float or sequence | |
absolute tolerance for solution | |
- rtol : float or sequence | |
relative tolerance for solution | |
- lband : None or int | |
- uband : None or int | |
Jacobian band width, jac[i,j] != 0 for i-lband <= j <= i+uband. | |
Setting these requires your jac routine to return the jacobian | |
in packed format, jac_packed[i-j+uband, j] = jac[i,j]. | |
- with_jacobian : bool | |
*Not used.* | |
- nsteps : int | |
Maximum number of (internally defined) steps allowed during one | |
call to the solver. | |
- first_step : float | |
- min_step : float | |
- max_step : float | |
Limits for the step sizes used by the integrator. | |
- max_order_ns : int | |
Maximum order used in the nonstiff case (default 12). | |
- max_order_s : int | |
Maximum order used in the stiff case (default 5). | |
- max_hnil : int | |
Maximum number of messages reporting too small step size (t + h = t) | |
(default 0) | |
- ixpr : int | |
Whether to generate extra printing at method switches (default False). | |
"dopri5" | |
This is an explicit runge-kutta method of order (4)5 due to Dormand & | |
Prince (with stepsize control and dense output). | |
Authors: | |
E. Hairer and G. Wanner | |
Universite de Geneve, Dept. de Mathematiques | |
CH-1211 Geneve 24, Switzerland | |
e-mail: [email protected], [email protected] | |
This code is described in [HNW93]_. | |
This integrator accepts the following parameters in set_integrator() | |
method of the ode class: | |
- atol : float or sequence | |
absolute tolerance for solution | |
- rtol : float or sequence | |
relative tolerance for solution | |
- nsteps : int | |
Maximum number of (internally defined) steps allowed during one | |
call to the solver. | |
- first_step : float | |
- max_step : float | |
- safety : float | |
Safety factor on new step selection (default 0.9) | |
- ifactor : float | |
- dfactor : float | |
Maximum factor to increase/decrease step size by in one step | |
- beta : float | |
Beta parameter for stabilised step size control. | |
- verbosity : int | |
Switch for printing messages (< 0 for no messages). | |
"dop853" | |
This is an explicit runge-kutta method of order 8(5,3) due to Dormand | |
& Prince (with stepsize control and dense output). | |
Options and references the same as "dopri5". | |
Examples | |
-------- | |
A problem to integrate and the corresponding jacobian: | |
>>> from scipy.integrate import ode | |
>>> | |
>>> y0, t0 = [1.0j, 2.0], 0 | |
>>> | |
>>> def f(t, y, arg1): | |
... return [1j*arg1*y[0] + y[1], -arg1*y[1]**2] | |
>>> def jac(t, y, arg1): | |
... return [[1j*arg1, 1], [0, -arg1*2*y[1]]] | |
The integration: | |
>>> r = ode(f, jac).set_integrator('zvode', method='bdf') | |
>>> r.set_initial_value(y0, t0).set_f_params(2.0).set_jac_params(2.0) | |
>>> t1 = 10 | |
>>> dt = 1 | |
>>> while r.successful() and r.t < t1: | |
... print(r.t+dt, r.integrate(r.t+dt)) | |
1 [-0.71038232+0.23749653j 0.40000271+0.j ] | |
2.0 [0.19098503-0.52359246j 0.22222356+0.j ] | |
3.0 [0.47153208+0.52701229j 0.15384681+0.j ] | |
4.0 [-0.61905937+0.30726255j 0.11764744+0.j ] | |
5.0 [0.02340997-0.61418799j 0.09523835+0.j ] | |
6.0 [0.58643071+0.339819j 0.08000018+0.j ] | |
7.0 [-0.52070105+0.44525141j 0.06896565+0.j ] | |
8.0 [-0.15986733-0.61234476j 0.06060616+0.j ] | |
9.0 [0.64850462+0.15048982j 0.05405414+0.j ] | |
10.0 [-0.38404699+0.56382299j 0.04878055+0.j ] | |
References | |
---------- | |
.. [HNW93] E. Hairer, S.P. Norsett and G. Wanner, Solving Ordinary | |
Differential Equations i. Nonstiff Problems. 2nd edition. | |
Springer Series in Computational Mathematics, | |
Springer-Verlag (1993) | |
""" | |
def __init__(self, f, jac=None): | |
self.stiff = 0 | |
self.f = f | |
self.jac = jac | |
self.f_params = () | |
self.jac_params = () | |
self._y = [] | |
def y(self): | |
return self._y | |
def set_initial_value(self, y, t=0.0): | |
"""Set initial conditions y(t) = y.""" | |
if isscalar(y): | |
y = [y] | |
n_prev = len(self._y) | |
if not n_prev: | |
self.set_integrator('') # find first available integrator | |
self._y = asarray(y, self._integrator.scalar) | |
self.t = t | |
self._integrator.reset(len(self._y), self.jac is not None) | |
return self | |
def set_integrator(self, name, **integrator_params): | |
""" | |
Set integrator by name. | |
Parameters | |
---------- | |
name : str | |
Name of the integrator. | |
**integrator_params | |
Additional parameters for the integrator. | |
""" | |
integrator = find_integrator(name) | |
if integrator is None: | |
# FIXME: this really should be raise an exception. Will that break | |
# any code? | |
message = f'No integrator name match with {name!r} or is not available.' | |
warnings.warn(message, stacklevel=2) | |
else: | |
self._integrator = integrator(**integrator_params) | |
if not len(self._y): | |
self.t = 0.0 | |
self._y = array([0.0], self._integrator.scalar) | |
self._integrator.reset(len(self._y), self.jac is not None) | |
return self | |
def integrate(self, t, step=False, relax=False): | |
"""Find y=y(t), set y as an initial condition, and return y. | |
Parameters | |
---------- | |
t : float | |
The endpoint of the integration step. | |
step : bool | |
If True, and if the integrator supports the step method, | |
then perform a single integration step and return. | |
This parameter is provided in order to expose internals of | |
the implementation, and should not be changed from its default | |
value in most cases. | |
relax : bool | |
If True and if the integrator supports the run_relax method, | |
then integrate until t_1 >= t and return. ``relax`` is not | |
referenced if ``step=True``. | |
This parameter is provided in order to expose internals of | |
the implementation, and should not be changed from its default | |
value in most cases. | |
Returns | |
------- | |
y : float | |
The integrated value at t | |
""" | |
if step and self._integrator.supports_step: | |
mth = self._integrator.step | |
elif relax and self._integrator.supports_run_relax: | |
mth = self._integrator.run_relax | |
else: | |
mth = self._integrator.run | |
try: | |
self._y, self.t = mth(self.f, self.jac or (lambda: None), | |
self._y, self.t, t, | |
self.f_params, self.jac_params) | |
except SystemError as e: | |
# f2py issue with tuple returns, see ticket 1187. | |
raise ValueError( | |
'Function to integrate must not return a tuple.' | |
) from e | |
return self._y | |
def successful(self): | |
"""Check if integration was successful.""" | |
try: | |
self._integrator | |
except AttributeError: | |
self.set_integrator('') | |
return self._integrator.success == 1 | |
def get_return_code(self): | |
"""Extracts the return code for the integration to enable better control | |
if the integration fails. | |
In general, a return code > 0 implies success, while a return code < 0 | |
implies failure. | |
Notes | |
----- | |
This section describes possible return codes and their meaning, for available | |
integrators that can be selected by `set_integrator` method. | |
"vode" | |
=========== ======= | |
Return Code Message | |
=========== ======= | |
2 Integration successful. | |
-1 Excess work done on this call. (Perhaps wrong MF.) | |
-2 Excess accuracy requested. (Tolerances too small.) | |
-3 Illegal input detected. (See printed message.) | |
-4 Repeated error test failures. (Check all input.) | |
-5 Repeated convergence failures. (Perhaps bad Jacobian | |
supplied or wrong choice of MF or tolerances.) | |
-6 Error weight became zero during problem. (Solution | |
component i vanished, and ATOL or ATOL(i) = 0.) | |
=========== ======= | |
"zvode" | |
=========== ======= | |
Return Code Message | |
=========== ======= | |
2 Integration successful. | |
-1 Excess work done on this call. (Perhaps wrong MF.) | |
-2 Excess accuracy requested. (Tolerances too small.) | |
-3 Illegal input detected. (See printed message.) | |
-4 Repeated error test failures. (Check all input.) | |
-5 Repeated convergence failures. (Perhaps bad Jacobian | |
supplied or wrong choice of MF or tolerances.) | |
-6 Error weight became zero during problem. (Solution | |
component i vanished, and ATOL or ATOL(i) = 0.) | |
=========== ======= | |
"dopri5" | |
=========== ======= | |
Return Code Message | |
=========== ======= | |
1 Integration successful. | |
2 Integration successful (interrupted by solout). | |
-1 Input is not consistent. | |
-2 Larger nsteps is needed. | |
-3 Step size becomes too small. | |
-4 Problem is probably stiff (interrupted). | |
=========== ======= | |
"dop853" | |
=========== ======= | |
Return Code Message | |
=========== ======= | |
1 Integration successful. | |
2 Integration successful (interrupted by solout). | |
-1 Input is not consistent. | |
-2 Larger nsteps is needed. | |
-3 Step size becomes too small. | |
-4 Problem is probably stiff (interrupted). | |
=========== ======= | |
"lsoda" | |
=========== ======= | |
Return Code Message | |
=========== ======= | |
2 Integration successful. | |
-1 Excess work done on this call (perhaps wrong Dfun type). | |
-2 Excess accuracy requested (tolerances too small). | |
-3 Illegal input detected (internal error). | |
-4 Repeated error test failures (internal error). | |
-5 Repeated convergence failures (perhaps bad Jacobian or tolerances). | |
-6 Error weight became zero during problem. | |
-7 Internal workspace insufficient to finish (internal error). | |
=========== ======= | |
""" | |
try: | |
self._integrator | |
except AttributeError: | |
self.set_integrator('') | |
return self._integrator.istate | |
def set_f_params(self, *args): | |
"""Set extra parameters for user-supplied function f.""" | |
self.f_params = args | |
return self | |
def set_jac_params(self, *args): | |
"""Set extra parameters for user-supplied function jac.""" | |
self.jac_params = args | |
return self | |
def set_solout(self, solout): | |
""" | |
Set callable to be called at every successful integration step. | |
Parameters | |
---------- | |
solout : callable | |
``solout(t, y)`` is called at each internal integrator step, | |
t is a scalar providing the current independent position | |
y is the current solution ``y.shape == (n,)`` | |
solout should return -1 to stop integration | |
otherwise it should return None or 0 | |
""" | |
if self._integrator.supports_solout: | |
self._integrator.set_solout(solout) | |
if self._y is not None: | |
self._integrator.reset(len(self._y), self.jac is not None) | |
else: | |
raise ValueError("selected integrator does not support solout," | |
" choose another one") | |
def _transform_banded_jac(bjac): | |
""" | |
Convert a real matrix of the form (for example) | |
[0 0 A B] [0 0 0 B] | |
[0 0 C D] [0 0 A D] | |
[E F G H] to [0 F C H] | |
[I J K L] [E J G L] | |
[I 0 K 0] | |
That is, every other column is shifted up one. | |
""" | |
# Shift every other column. | |
newjac = zeros((bjac.shape[0] + 1, bjac.shape[1])) | |
newjac[1:, ::2] = bjac[:, ::2] | |
newjac[:-1, 1::2] = bjac[:, 1::2] | |
return newjac | |
class complex_ode(ode): | |
""" | |
A wrapper of ode for complex systems. | |
This functions similarly as `ode`, but re-maps a complex-valued | |
equation system to a real-valued one before using the integrators. | |
Parameters | |
---------- | |
f : callable ``f(t, y, *f_args)`` | |
Rhs of the equation. t is a scalar, ``y.shape == (n,)``. | |
``f_args`` is set by calling ``set_f_params(*args)``. | |
jac : callable ``jac(t, y, *jac_args)`` | |
Jacobian of the rhs, ``jac[i,j] = d f[i] / d y[j]``. | |
``jac_args`` is set by calling ``set_f_params(*args)``. | |
Attributes | |
---------- | |
t : float | |
Current time. | |
y : ndarray | |
Current variable values. | |
Examples | |
-------- | |
For usage examples, see `ode`. | |
""" | |
def __init__(self, f, jac=None): | |
self.cf = f | |
self.cjac = jac | |
if jac is None: | |
ode.__init__(self, self._wrap, None) | |
else: | |
ode.__init__(self, self._wrap, self._wrap_jac) | |
def _wrap(self, t, y, *f_args): | |
f = self.cf(*((t, y[::2] + 1j * y[1::2]) + f_args)) | |
# self.tmp is a real-valued array containing the interleaved | |
# real and imaginary parts of f. | |
self.tmp[::2] = real(f) | |
self.tmp[1::2] = imag(f) | |
return self.tmp | |
def _wrap_jac(self, t, y, *jac_args): | |
# jac is the complex Jacobian computed by the user-defined function. | |
jac = self.cjac(*((t, y[::2] + 1j * y[1::2]) + jac_args)) | |
# jac_tmp is the real version of the complex Jacobian. Each complex | |
# entry in jac, say 2+3j, becomes a 2x2 block of the form | |
# [2 -3] | |
# [3 2] | |
jac_tmp = zeros((2 * jac.shape[0], 2 * jac.shape[1])) | |
jac_tmp[1::2, 1::2] = jac_tmp[::2, ::2] = real(jac) | |
jac_tmp[1::2, ::2] = imag(jac) | |
jac_tmp[::2, 1::2] = -jac_tmp[1::2, ::2] | |
ml = getattr(self._integrator, 'ml', None) | |
mu = getattr(self._integrator, 'mu', None) | |
if ml is not None or mu is not None: | |
# Jacobian is banded. The user's Jacobian function has computed | |
# the complex Jacobian in packed format. The corresponding | |
# real-valued version has every other column shifted up. | |
jac_tmp = _transform_banded_jac(jac_tmp) | |
return jac_tmp | |
def y(self): | |
return self._y[::2] + 1j * self._y[1::2] | |
def set_integrator(self, name, **integrator_params): | |
""" | |
Set integrator by name. | |
Parameters | |
---------- | |
name : str | |
Name of the integrator | |
**integrator_params | |
Additional parameters for the integrator. | |
""" | |
if name == 'zvode': | |
raise ValueError("zvode must be used with ode, not complex_ode") | |
lband = integrator_params.get('lband') | |
uband = integrator_params.get('uband') | |
if lband is not None or uband is not None: | |
# The Jacobian is banded. Override the user-supplied bandwidths | |
# (which are for the complex Jacobian) with the bandwidths of | |
# the corresponding real-valued Jacobian wrapper of the complex | |
# Jacobian. | |
integrator_params['lband'] = 2 * (lband or 0) + 1 | |
integrator_params['uband'] = 2 * (uband or 0) + 1 | |
return ode.set_integrator(self, name, **integrator_params) | |
def set_initial_value(self, y, t=0.0): | |
"""Set initial conditions y(t) = y.""" | |
y = asarray(y) | |
self.tmp = zeros(y.size * 2, 'float') | |
self.tmp[::2] = real(y) | |
self.tmp[1::2] = imag(y) | |
return ode.set_initial_value(self, self.tmp, t) | |
def integrate(self, t, step=False, relax=False): | |
"""Find y=y(t), set y as an initial condition, and return y. | |
Parameters | |
---------- | |
t : float | |
The endpoint of the integration step. | |
step : bool | |
If True, and if the integrator supports the step method, | |
then perform a single integration step and return. | |
This parameter is provided in order to expose internals of | |
the implementation, and should not be changed from its default | |
value in most cases. | |
relax : bool | |
If True and if the integrator supports the run_relax method, | |
then integrate until t_1 >= t and return. ``relax`` is not | |
referenced if ``step=True``. | |
This parameter is provided in order to expose internals of | |
the implementation, and should not be changed from its default | |
value in most cases. | |
Returns | |
------- | |
y : float | |
The integrated value at t | |
""" | |
y = ode.integrate(self, t, step, relax) | |
return y[::2] + 1j * y[1::2] | |
def set_solout(self, solout): | |
""" | |
Set callable to be called at every successful integration step. | |
Parameters | |
---------- | |
solout : callable | |
``solout(t, y)`` is called at each internal integrator step, | |
t is a scalar providing the current independent position | |
y is the current solution ``y.shape == (n,)`` | |
solout should return -1 to stop integration | |
otherwise it should return None or 0 | |
""" | |
if self._integrator.supports_solout: | |
self._integrator.set_solout(solout, complex=True) | |
else: | |
raise TypeError("selected integrator does not support solouta," | |
+ "choose another one") | |
# ------------------------------------------------------------------------------ | |
# ODE integrators | |
# ------------------------------------------------------------------------------ | |
def find_integrator(name): | |
for cl in IntegratorBase.integrator_classes: | |
if re.match(name, cl.__name__, re.I): | |
return cl | |
return None | |
class IntegratorConcurrencyError(RuntimeError): | |
""" | |
Failure due to concurrent usage of an integrator that can be used | |
only for a single problem at a time. | |
""" | |
def __init__(self, name): | |
msg = ("Integrator `%s` can be used to solve only a single problem " | |
"at a time. If you want to integrate multiple problems, " | |
"consider using a different integrator " | |
"(see `ode.set_integrator`)") % name | |
RuntimeError.__init__(self, msg) | |
class IntegratorBase: | |
runner = None # runner is None => integrator is not available | |
success = None # success==1 if integrator was called successfully | |
istate = None # istate > 0 means success, istate < 0 means failure | |
supports_run_relax = None | |
supports_step = None | |
supports_solout = False | |
integrator_classes = [] | |
scalar = float | |
def acquire_new_handle(self): | |
# Some of the integrators have internal state (ancient | |
# Fortran...), and so only one instance can use them at a time. | |
# We keep track of this, and fail when concurrent usage is tried. | |
self.__class__.active_global_handle += 1 | |
self.handle = self.__class__.active_global_handle | |
def check_handle(self): | |
if self.handle is not self.__class__.active_global_handle: | |
raise IntegratorConcurrencyError(self.__class__.__name__) | |
def reset(self, n, has_jac): | |
"""Prepare integrator for call: allocate memory, set flags, etc. | |
n - number of equations. | |
has_jac - if user has supplied function for evaluating Jacobian. | |
""" | |
def run(self, f, jac, y0, t0, t1, f_params, jac_params): | |
"""Integrate from t=t0 to t=t1 using y0 as an initial condition. | |
Return 2-tuple (y1,t1) where y1 is the result and t=t1 | |
defines the stoppage coordinate of the result. | |
""" | |
raise NotImplementedError('all integrators must define ' | |
'run(f, jac, t0, t1, y0, f_params, jac_params)') | |
def step(self, f, jac, y0, t0, t1, f_params, jac_params): | |
"""Make one integration step and return (y1,t1).""" | |
raise NotImplementedError('%s does not support step() method' % | |
self.__class__.__name__) | |
def run_relax(self, f, jac, y0, t0, t1, f_params, jac_params): | |
"""Integrate from t=t0 to t>=t1 and return (y1,t).""" | |
raise NotImplementedError('%s does not support run_relax() method' % | |
self.__class__.__name__) | |
# XXX: __str__ method for getting visual state of the integrator | |
def _vode_banded_jac_wrapper(jacfunc, ml, jac_params): | |
""" | |
Wrap a banded Jacobian function with a function that pads | |
the Jacobian with `ml` rows of zeros. | |
""" | |
def jac_wrapper(t, y): | |
jac = asarray(jacfunc(t, y, *jac_params)) | |
padded_jac = vstack((jac, zeros((ml, jac.shape[1])))) | |
return padded_jac | |
return jac_wrapper | |
class vode(IntegratorBase): | |
runner = getattr(_vode, 'dvode', None) | |
messages = {-1: 'Excess work done on this call. (Perhaps wrong MF.)', | |
-2: 'Excess accuracy requested. (Tolerances too small.)', | |
-3: 'Illegal input detected. (See printed message.)', | |
-4: 'Repeated error test failures. (Check all input.)', | |
-5: 'Repeated convergence failures. (Perhaps bad' | |
' Jacobian supplied or wrong choice of MF or tolerances.)', | |
-6: 'Error weight became zero during problem. (Solution' | |
' component i vanished, and ATOL or ATOL(i) = 0.)' | |
} | |
supports_run_relax = 1 | |
supports_step = 1 | |
active_global_handle = 0 | |
def __init__(self, | |
method='adams', | |
with_jacobian=False, | |
rtol=1e-6, atol=1e-12, | |
lband=None, uband=None, | |
order=12, | |
nsteps=500, | |
max_step=0.0, # corresponds to infinite | |
min_step=0.0, | |
first_step=0.0, # determined by solver | |
): | |
if re.match(method, r'adams', re.I): | |
self.meth = 1 | |
elif re.match(method, r'bdf', re.I): | |
self.meth = 2 | |
else: | |
raise ValueError('Unknown integration method %s' % method) | |
self.with_jacobian = with_jacobian | |
self.rtol = rtol | |
self.atol = atol | |
self.mu = uband | |
self.ml = lband | |
self.order = order | |
self.nsteps = nsteps | |
self.max_step = max_step | |
self.min_step = min_step | |
self.first_step = first_step | |
self.success = 1 | |
self.initialized = False | |
def _determine_mf_and_set_bands(self, has_jac): | |
""" | |
Determine the `MF` parameter (Method Flag) for the Fortran subroutine `dvode`. | |
In the Fortran code, the legal values of `MF` are: | |
10, 11, 12, 13, 14, 15, 20, 21, 22, 23, 24, 25, | |
-11, -12, -14, -15, -21, -22, -24, -25 | |
but this Python wrapper does not use negative values. | |
Returns | |
mf = 10*self.meth + miter | |
self.meth is the linear multistep method: | |
self.meth == 1: method="adams" | |
self.meth == 2: method="bdf" | |
miter is the correction iteration method: | |
miter == 0: Functional iteration; no Jacobian involved. | |
miter == 1: Chord iteration with user-supplied full Jacobian. | |
miter == 2: Chord iteration with internally computed full Jacobian. | |
miter == 3: Chord iteration with internally computed diagonal Jacobian. | |
miter == 4: Chord iteration with user-supplied banded Jacobian. | |
miter == 5: Chord iteration with internally computed banded Jacobian. | |
Side effects: If either self.mu or self.ml is not None and the other is None, | |
then the one that is None is set to 0. | |
""" | |
jac_is_banded = self.mu is not None or self.ml is not None | |
if jac_is_banded: | |
if self.mu is None: | |
self.mu = 0 | |
if self.ml is None: | |
self.ml = 0 | |
# has_jac is True if the user provided a Jacobian function. | |
if has_jac: | |
if jac_is_banded: | |
miter = 4 | |
else: | |
miter = 1 | |
else: | |
if jac_is_banded: | |
if self.ml == self.mu == 0: | |
miter = 3 # Chord iteration with internal diagonal Jacobian. | |
else: | |
miter = 5 # Chord iteration with internal banded Jacobian. | |
else: | |
# self.with_jacobian is set by the user in | |
# the call to ode.set_integrator. | |
if self.with_jacobian: | |
miter = 2 # Chord iteration with internal full Jacobian. | |
else: | |
miter = 0 # Functional iteration; no Jacobian involved. | |
mf = 10 * self.meth + miter | |
return mf | |
def reset(self, n, has_jac): | |
mf = self._determine_mf_and_set_bands(has_jac) | |
if mf == 10: | |
lrw = 20 + 16 * n | |
elif mf in [11, 12]: | |
lrw = 22 + 16 * n + 2 * n * n | |
elif mf == 13: | |
lrw = 22 + 17 * n | |
elif mf in [14, 15]: | |
lrw = 22 + 18 * n + (3 * self.ml + 2 * self.mu) * n | |
elif mf == 20: | |
lrw = 20 + 9 * n | |
elif mf in [21, 22]: | |
lrw = 22 + 9 * n + 2 * n * n | |
elif mf == 23: | |
lrw = 22 + 10 * n | |
elif mf in [24, 25]: | |
lrw = 22 + 11 * n + (3 * self.ml + 2 * self.mu) * n | |
else: | |
raise ValueError('Unexpected mf=%s' % mf) | |
if mf % 10 in [0, 3]: | |
liw = 30 | |
else: | |
liw = 30 + n | |
rwork = zeros((lrw,), float) | |
rwork[4] = self.first_step | |
rwork[5] = self.max_step | |
rwork[6] = self.min_step | |
self.rwork = rwork | |
iwork = zeros((liw,), _vode_int_dtype) | |
if self.ml is not None: | |
iwork[0] = self.ml | |
if self.mu is not None: | |
iwork[1] = self.mu | |
iwork[4] = self.order | |
iwork[5] = self.nsteps | |
iwork[6] = 2 # mxhnil | |
self.iwork = iwork | |
self.call_args = [self.rtol, self.atol, 1, 1, | |
self.rwork, self.iwork, mf] | |
self.success = 1 | |
self.initialized = False | |
def run(self, f, jac, y0, t0, t1, f_params, jac_params): | |
if self.initialized: | |
self.check_handle() | |
else: | |
self.initialized = True | |
self.acquire_new_handle() | |
if self.ml is not None and self.ml > 0: | |
# Banded Jacobian. Wrap the user-provided function with one | |
# that pads the Jacobian array with the extra `self.ml` rows | |
# required by the f2py-generated wrapper. | |
jac = _vode_banded_jac_wrapper(jac, self.ml, jac_params) | |
args = ((f, jac, y0, t0, t1) + tuple(self.call_args) + | |
(f_params, jac_params)) | |
y1, t, istate = self.runner(*args) | |
self.istate = istate | |
if istate < 0: | |
unexpected_istate_msg = f'Unexpected istate={istate:d}' | |
warnings.warn('{:s}: {:s}'.format(self.__class__.__name__, | |
self.messages.get(istate, unexpected_istate_msg)), | |
stacklevel=2) | |
self.success = 0 | |
else: | |
self.call_args[3] = 2 # upgrade istate from 1 to 2 | |
self.istate = 2 | |
return y1, t | |
def step(self, *args): | |
itask = self.call_args[2] | |
self.call_args[2] = 2 | |
r = self.run(*args) | |
self.call_args[2] = itask | |
return r | |
def run_relax(self, *args): | |
itask = self.call_args[2] | |
self.call_args[2] = 3 | |
r = self.run(*args) | |
self.call_args[2] = itask | |
return r | |
if vode.runner is not None: | |
IntegratorBase.integrator_classes.append(vode) | |
class zvode(vode): | |
runner = getattr(_vode, 'zvode', None) | |
supports_run_relax = 1 | |
supports_step = 1 | |
scalar = complex | |
active_global_handle = 0 | |
def reset(self, n, has_jac): | |
mf = self._determine_mf_and_set_bands(has_jac) | |
if mf in (10,): | |
lzw = 15 * n | |
elif mf in (11, 12): | |
lzw = 15 * n + 2 * n ** 2 | |
elif mf in (-11, -12): | |
lzw = 15 * n + n ** 2 | |
elif mf in (13,): | |
lzw = 16 * n | |
elif mf in (14, 15): | |
lzw = 17 * n + (3 * self.ml + 2 * self.mu) * n | |
elif mf in (-14, -15): | |
lzw = 16 * n + (2 * self.ml + self.mu) * n | |
elif mf in (20,): | |
lzw = 8 * n | |
elif mf in (21, 22): | |
lzw = 8 * n + 2 * n ** 2 | |
elif mf in (-21, -22): | |
lzw = 8 * n + n ** 2 | |
elif mf in (23,): | |
lzw = 9 * n | |
elif mf in (24, 25): | |
lzw = 10 * n + (3 * self.ml + 2 * self.mu) * n | |
elif mf in (-24, -25): | |
lzw = 9 * n + (2 * self.ml + self.mu) * n | |
lrw = 20 + n | |
if mf % 10 in (0, 3): | |
liw = 30 | |
else: | |
liw = 30 + n | |
zwork = zeros((lzw,), complex) | |
self.zwork = zwork | |
rwork = zeros((lrw,), float) | |
rwork[4] = self.first_step | |
rwork[5] = self.max_step | |
rwork[6] = self.min_step | |
self.rwork = rwork | |
iwork = zeros((liw,), _vode_int_dtype) | |
if self.ml is not None: | |
iwork[0] = self.ml | |
if self.mu is not None: | |
iwork[1] = self.mu | |
iwork[4] = self.order | |
iwork[5] = self.nsteps | |
iwork[6] = 2 # mxhnil | |
self.iwork = iwork | |
self.call_args = [self.rtol, self.atol, 1, 1, | |
self.zwork, self.rwork, self.iwork, mf] | |
self.success = 1 | |
self.initialized = False | |
if zvode.runner is not None: | |
IntegratorBase.integrator_classes.append(zvode) | |
class dopri5(IntegratorBase): | |
runner = getattr(_dop, 'dopri5', None) | |
name = 'dopri5' | |
supports_solout = True | |
messages = {1: 'computation successful', | |
2: 'computation successful (interrupted by solout)', | |
-1: 'input is not consistent', | |
-2: 'larger nsteps is needed', | |
-3: 'step size becomes too small', | |
-4: 'problem is probably stiff (interrupted)', | |
} | |
def __init__(self, | |
rtol=1e-6, atol=1e-12, | |
nsteps=500, | |
max_step=0.0, | |
first_step=0.0, # determined by solver | |
safety=0.9, | |
ifactor=10.0, | |
dfactor=0.2, | |
beta=0.0, | |
method=None, | |
verbosity=-1, # no messages if negative | |
): | |
self.rtol = rtol | |
self.atol = atol | |
self.nsteps = nsteps | |
self.max_step = max_step | |
self.first_step = first_step | |
self.safety = safety | |
self.ifactor = ifactor | |
self.dfactor = dfactor | |
self.beta = beta | |
self.verbosity = verbosity | |
self.success = 1 | |
self.set_solout(None) | |
def set_solout(self, solout, complex=False): | |
self.solout = solout | |
self.solout_cmplx = complex | |
if solout is None: | |
self.iout = 0 | |
else: | |
self.iout = 1 | |
def reset(self, n, has_jac): | |
work = zeros((8 * n + 21,), float) | |
work[1] = self.safety | |
work[2] = self.dfactor | |
work[3] = self.ifactor | |
work[4] = self.beta | |
work[5] = self.max_step | |
work[6] = self.first_step | |
self.work = work | |
iwork = zeros((21,), _dop_int_dtype) | |
iwork[0] = self.nsteps | |
iwork[2] = self.verbosity | |
self.iwork = iwork | |
self.call_args = [self.rtol, self.atol, self._solout, | |
self.iout, self.work, self.iwork] | |
self.success = 1 | |
def run(self, f, jac, y0, t0, t1, f_params, jac_params): | |
x, y, iwork, istate = self.runner(*((f, t0, y0, t1) + | |
tuple(self.call_args) + (f_params,))) | |
self.istate = istate | |
if istate < 0: | |
unexpected_istate_msg = f'Unexpected istate={istate:d}' | |
warnings.warn('{:s}: {:s}'.format(self.__class__.__name__, | |
self.messages.get(istate, unexpected_istate_msg)), | |
stacklevel=2) | |
self.success = 0 | |
return y, x | |
def _solout(self, nr, xold, x, y, nd, icomp, con): | |
if self.solout is not None: | |
if self.solout_cmplx: | |
y = y[::2] + 1j * y[1::2] | |
return self.solout(x, y) | |
else: | |
return 1 | |
if dopri5.runner is not None: | |
IntegratorBase.integrator_classes.append(dopri5) | |
class dop853(dopri5): | |
runner = getattr(_dop, 'dop853', None) | |
name = 'dop853' | |
def __init__(self, | |
rtol=1e-6, atol=1e-12, | |
nsteps=500, | |
max_step=0.0, | |
first_step=0.0, # determined by solver | |
safety=0.9, | |
ifactor=6.0, | |
dfactor=0.3, | |
beta=0.0, | |
method=None, | |
verbosity=-1, # no messages if negative | |
): | |
super().__init__(rtol, atol, nsteps, max_step, first_step, safety, | |
ifactor, dfactor, beta, method, verbosity) | |
def reset(self, n, has_jac): | |
work = zeros((11 * n + 21,), float) | |
work[1] = self.safety | |
work[2] = self.dfactor | |
work[3] = self.ifactor | |
work[4] = self.beta | |
work[5] = self.max_step | |
work[6] = self.first_step | |
self.work = work | |
iwork = zeros((21,), _dop_int_dtype) | |
iwork[0] = self.nsteps | |
iwork[2] = self.verbosity | |
self.iwork = iwork | |
self.call_args = [self.rtol, self.atol, self._solout, | |
self.iout, self.work, self.iwork] | |
self.success = 1 | |
if dop853.runner is not None: | |
IntegratorBase.integrator_classes.append(dop853) | |
class lsoda(IntegratorBase): | |
runner = getattr(_lsoda, 'lsoda', None) | |
active_global_handle = 0 | |
messages = { | |
2: "Integration successful.", | |
-1: "Excess work done on this call (perhaps wrong Dfun type).", | |
-2: "Excess accuracy requested (tolerances too small).", | |
-3: "Illegal input detected (internal error).", | |
-4: "Repeated error test failures (internal error).", | |
-5: "Repeated convergence failures (perhaps bad Jacobian or tolerances).", | |
-6: "Error weight became zero during problem.", | |
-7: "Internal workspace insufficient to finish (internal error)." | |
} | |
def __init__(self, | |
with_jacobian=False, | |
rtol=1e-6, atol=1e-12, | |
lband=None, uband=None, | |
nsteps=500, | |
max_step=0.0, # corresponds to infinite | |
min_step=0.0, | |
first_step=0.0, # determined by solver | |
ixpr=0, | |
max_hnil=0, | |
max_order_ns=12, | |
max_order_s=5, | |
method=None | |
): | |
self.with_jacobian = with_jacobian | |
self.rtol = rtol | |
self.atol = atol | |
self.mu = uband | |
self.ml = lband | |
self.max_order_ns = max_order_ns | |
self.max_order_s = max_order_s | |
self.nsteps = nsteps | |
self.max_step = max_step | |
self.min_step = min_step | |
self.first_step = first_step | |
self.ixpr = ixpr | |
self.max_hnil = max_hnil | |
self.success = 1 | |
self.initialized = False | |
def reset(self, n, has_jac): | |
# Calculate parameters for Fortran subroutine dvode. | |
if has_jac: | |
if self.mu is None and self.ml is None: | |
jt = 1 | |
else: | |
if self.mu is None: | |
self.mu = 0 | |
if self.ml is None: | |
self.ml = 0 | |
jt = 4 | |
else: | |
if self.mu is None and self.ml is None: | |
jt = 2 | |
else: | |
if self.mu is None: | |
self.mu = 0 | |
if self.ml is None: | |
self.ml = 0 | |
jt = 5 | |
lrn = 20 + (self.max_order_ns + 4) * n | |
if jt in [1, 2]: | |
lrs = 22 + (self.max_order_s + 4) * n + n * n | |
elif jt in [4, 5]: | |
lrs = 22 + (self.max_order_s + 5 + 2 * self.ml + self.mu) * n | |
else: | |
raise ValueError('Unexpected jt=%s' % jt) | |
lrw = max(lrn, lrs) | |
liw = 20 + n | |
rwork = zeros((lrw,), float) | |
rwork[4] = self.first_step | |
rwork[5] = self.max_step | |
rwork[6] = self.min_step | |
self.rwork = rwork | |
iwork = zeros((liw,), _lsoda_int_dtype) | |
if self.ml is not None: | |
iwork[0] = self.ml | |
if self.mu is not None: | |
iwork[1] = self.mu | |
iwork[4] = self.ixpr | |
iwork[5] = self.nsteps | |
iwork[6] = self.max_hnil | |
iwork[7] = self.max_order_ns | |
iwork[8] = self.max_order_s | |
self.iwork = iwork | |
self.call_args = [self.rtol, self.atol, 1, 1, | |
self.rwork, self.iwork, jt] | |
self.success = 1 | |
self.initialized = False | |
def run(self, f, jac, y0, t0, t1, f_params, jac_params): | |
if self.initialized: | |
self.check_handle() | |
else: | |
self.initialized = True | |
self.acquire_new_handle() | |
args = [f, y0, t0, t1] + self.call_args[:-1] + \ | |
[jac, self.call_args[-1], f_params, 0, jac_params] | |
y1, t, istate = self.runner(*args) | |
self.istate = istate | |
if istate < 0: | |
unexpected_istate_msg = f'Unexpected istate={istate:d}' | |
warnings.warn('{:s}: {:s}'.format(self.__class__.__name__, | |
self.messages.get(istate, unexpected_istate_msg)), | |
stacklevel=2) | |
self.success = 0 | |
else: | |
self.call_args[3] = 2 # upgrade istate from 1 to 2 | |
self.istate = 2 | |
return y1, t | |
def step(self, *args): | |
itask = self.call_args[2] | |
self.call_args[2] = 2 | |
r = self.run(*args) | |
self.call_args[2] = itask | |
return r | |
def run_relax(self, *args): | |
itask = self.call_args[2] | |
self.call_args[2] = 3 | |
r = self.run(*args) | |
self.call_args[2] = itask | |
return r | |
if lsoda.runner: | |
IntegratorBase.integrator_classes.append(lsoda) | |