diffsol 0.12.4

A library for solving ordinary differential equations (ODEs) in Rust.
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174

use num_traits::One;
use std::{cell::RefCell, rc::Rc};

use crate::{LinearOp, Matrix, Op, Vector};

use super::nonlinear_op::NonLinearOpJacobian;

pub struct LinearisedOp<C: NonLinearOpJacobian> {
    callable: Rc<C>,
    x: C::V,
    tmp: RefCell<C::V>,
    x_is_set: bool,
}

impl<C: NonLinearOpJacobian> LinearisedOp<C> {
    pub fn new(callable: Rc<C>) -> Self {
        let x = C::V::zeros(callable.nstates(), callable.context().clone());
        let tmp = RefCell::new(C::V::zeros(callable.nstates(), callable.context().clone()));
        Self {
            callable,
            x,
            tmp,
            x_is_set: false,
        }
    }

    pub fn set_x(&mut self, x: &C::V) {
        self.x.copy_from(x);
        self.x_is_set = true;
    }

    pub fn unset_x(&mut self) {
        self.x_is_set = false;
    }

    pub fn x_is_set(&self) -> bool {
        self.x_is_set
    }
}

impl<C: NonLinearOpJacobian> Op for LinearisedOp<C> {
    type V = C::V;
    type T = C::T;
    type M = C::M;
    type C = C::C;
    fn nstates(&self) -> usize {
        self.callable.nstates()
    }
    fn nout(&self) -> usize {
        self.callable.nout()
    }
    fn nparams(&self) -> usize {
        self.callable.nparams()
    }
    fn context(&self) -> &Self::C {
        self.callable.context()
    }
}

impl<C: NonLinearOpJacobian> LinearOp for LinearisedOp<C> {
    fn call_inplace(&self, x: &Self::V, t: Self::T, y: &mut Self::V) {
        self.callable.jac_mul_inplace(&self.x, t, x, y);
    }
    fn gemv_inplace(&self, x: &Self::V, t: Self::T, beta: Self::T, y: &mut Self::V) {
        let mut tmp = self.tmp.borrow_mut();
        tmp.copy_from(y);
        self.callable.jac_mul_inplace(&self.x, t, x, y);
        y.axpy(beta, &tmp, Self::T::one());
    }
    fn matrix_inplace(&self, t: Self::T, y: &mut Self::M) {
        self.callable.jacobian_inplace(&self.x, t, y);
    }
    fn sparsity(&self) -> Option<<Self::M as Matrix>::Sparsity> {
        self.callable.jacobian_sparsity()
    }
}

#[cfg(test)]
mod tests {
    use std::rc::Rc;

    use crate::{
        context::nalgebra::NalgebraContext, matrix::dense_nalgebra_serial::NalgebraMat,
        matrix::Matrix, DenseMatrix, LinearOp, NonLinearOp, NonLinearOpJacobian, Op, Vector,
    };

    use super::LinearisedOp;

    type M = NalgebraMat<f64>;

    struct FakeJacOp {
        ctx: NalgebraContext,
    }

    impl Op for FakeJacOp {
        type V = crate::NalgebraVec<f64>;
        type T = f64;
        type M = M;
        type C = NalgebraContext;

        fn nstates(&self) -> usize {
            2
        }
        fn nout(&self) -> usize {
            2
        }
        fn nparams(&self) -> usize {
            0
        }
        fn context(&self) -> &Self::C {
            &self.ctx
        }
    }

    impl NonLinearOp for FakeJacOp {
        fn call_inplace(&self, x: &Self::V, _t: Self::T, y: &mut Self::V) {
            y.copy_from(x);
        }
    }

    impl NonLinearOpJacobian for FakeJacOp {
        fn jac_mul_inplace(&self, x: &Self::V, _t: Self::T, v: &Self::V, y: &mut Self::V) {
            y.copy_from(&Self::V::from_vec(
                vec![
                    x.get_index(0) * v.get_index(0) + v.get_index(1),
                    2.0 * v.get_index(0) + x.get_index(1) * v.get_index(1),
                ],
                NalgebraContext,
            ));
        }
    }

    #[test]
    fn linearised_op_tracks_state_and_uses_jacobian_helpers() {
        let callable = Rc::new(FakeJacOp {
            ctx: NalgebraContext,
        });
        let mut op = LinearisedOp::new(callable);
        assert_eq!(op.nstates(), 2);
        assert_eq!(op.nout(), 2);
        assert_eq!(op.nparams(), 0);
        assert!(!op.x_is_set());
        assert!(op.sparsity().is_none());

        let x0 = crate::NalgebraVec::from_vec(vec![3.0, 4.0], NalgebraContext);
        op.set_x(&x0);
        assert!(op.x_is_set());

        let v = crate::NalgebraVec::from_vec(vec![5.0, 6.0], NalgebraContext);
        let mut y = crate::NalgebraVec::zeros(2, NalgebraContext);
        op.call_inplace(&v, 0.0, &mut y);
        y.assert_eq_st(
            &crate::NalgebraVec::from_vec(vec![21.0, 34.0], NalgebraContext),
            1e-12,
        );

        y = crate::NalgebraVec::from_vec(vec![1.0, 2.0], NalgebraContext);
        op.gemv_inplace(&v, 0.0, 0.5, &mut y);
        y.assert_eq_st(
            &crate::NalgebraVec::from_vec(vec![21.5, 35.0], NalgebraContext),
            1e-12,
        );

        let mut matrix = M::zeros(2, 2, NalgebraContext);
        op.matrix_inplace(0.0, &mut matrix);
        assert_eq!(matrix.get_index(0, 0), 3.0);
        assert_eq!(matrix.get_index(1, 0), 2.0);
        assert_eq!(matrix.get_index(0, 1), 1.0);
        assert_eq!(matrix.get_index(1, 1), 4.0);

        op.unset_x();
        assert!(!op.x_is_set());
    }
}