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+1
-1
@@ -1,6 +1,6 @@
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[package]
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name = "ordinary-diffeq"
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version = "0.3.1"
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version = "0.4.1"
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edition = "2021"
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authors = ["Connor Johnstone"]
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description = "A library for solving differential equations based on the DifferentialEquations.jl julia library."
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+24
-6
@@ -58,6 +58,23 @@ Each feature below links to a detailed implementation plan in the `features/` di
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- **Dependencies**: None
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- **Effort**: Small
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### API Ergonomics
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- [x] **[Tolerances Trait](features/40-tolerances-trait.md)** ✅ COMPLETED
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- Move `a_tol` / `a_tol_full` / `r_tol` off the inherent impls into a trait, and
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add getters, so a generic `S` can set and read them
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- Raised by `astrokit`, which declared its own copy as a workaround
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- **Dependencies**: None
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- **Effort**: Small
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- **Status**: All four integrators implement `Tolerances`; no call site changed
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- [ ] **[Runtime Integrator Selection](features/41-runtime-integrator-selection.md)**
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- Structural facts move from associated constants to `&self` methods, so an
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enum can dispatch and an integrator can be chosen at runtime or named in a
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config file
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- **Dependencies**: None (pairs with Tolerances Trait)
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- **Effort**: Medium
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### Callbacks
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- [ ] **[Discrete Callbacks](features/05-discrete-callbacks.md)**
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@@ -336,17 +353,18 @@ Each algorithm implementation should include:
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## Progress Tracking
|
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Total Features: 38
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- Tier 1: 8 features (4/8 complete) ✅
|
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- Tier 2: 12 features (0/12 complete)
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- Tier 3: 18 features (0/18 complete)
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Total Features: 41
|
||||
- Tier 1: 10 features (5/10 complete) ✅
|
||||
- Tier 2: 11 features (0/11 complete)
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- Tier 3: 20 features (0/20 complete)
|
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|
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**Overall Progress: 10.5% (4/38 features complete)**
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**Overall Progress: 12.2% (5/41 features complete)**
|
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|
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### Completed Features
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1. ✅ BS3 (Bogacki-Shampine 3/2) - Tier 1 (2025-10-23)
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2. ✅ Vern7 (Verner 7th order) - Tier 1 (2025-10-24)
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||||
3. ✅ PID Controller - Tier 1 (2025-10-24)
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4. ✅ Rosenbrock23 - Tier 1 (2025-10-24)
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5. ✅ Tolerances Trait - Tier 1 (2026-09-30)
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|
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Last updated: 2025-10-24
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Last updated: 2026-09-30
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@@ -0,0 +1,129 @@
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# Feature: Tolerances Trait
|
||||
|
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**Status**: completed (2026-09-30)
|
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|
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## Overview
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Error tolerances are set through inherent builder methods on each integrator
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rather than through a trait:
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```rust
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impl<const D: usize> Vern7<D> where Vern7<D>: Integrator<D> {
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pub fn a_tol(mut self, a_tol: f64) -> Self { .. }
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pub fn a_tol_full(mut self, a_tol: SVector<f64, D>) -> Self { .. }
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pub fn r_tol(mut self, r_tol: f64) -> Self { .. }
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}
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```
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|
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`DormandPrince45`, `BS3` and `Rosenbrock23` each have the same four methods,
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written out separately. There is no trait bound that says "this integrator has
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tolerances", so a downstream crate generic over `S: Integrator<D>` cannot set
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them, and cannot read back what they were.
|
||||
|
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## Why This Feature Matters
|
||||
|
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A library wrapping this one wants to offer accuracy presets:
|
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|
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```rust
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Propagation::new(..).accuracy(Accuracy::Medium) // sets a_tol and r_tol
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Propagation::new(..).a_tol(1e-10)
|
||||
```
|
||||
|
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That is impossible over a generic `S`. `astrokit` worked around it by declaring
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||||
its own trait and implementing it for three of the four integrators:
|
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|
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```rust
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pub trait Tolerances<const D: usize>: Integrator<D> {
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fn with_a_tol(self, a_tol: f64) -> Self;
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fn with_a_tol_per_component(self, a_tol: SVector<f64, D>) -> Self;
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fn with_r_tol(self, r_tol: f64) -> Self;
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}
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impl<const D: usize> Tolerances<D> for Vern7<D> { .. }
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||||
```
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||||
|
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That works, but the trait belongs here. Downstream it has three problems: any
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||||
integrator added to this crate is invisible to it until the downstream crate is
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||||
updated, a second dependent would declare the same trait again, and the orphan
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||||
rule means only crates that own the trait can extend it.
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||||
|
||||
Reading tolerances back matters separately. A run record that says which
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||||
integrator ran but not at what tolerance does not describe the run.
|
||||
|
||||
## Dependencies
|
||||
|
||||
None.
|
||||
|
||||
## Implementation Approach
|
||||
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||||
A separate trait rather than more methods on `Integrator`. `Integrator` already
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carries `const ADAPTIVE: bool` because not every method is adaptive, and a
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||||
fixed-step method has no tolerances to set. Splitting them keeps that honest and
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leaves room for a fixed-step integrator that implements `Integrator` and not
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||||
this.
|
||||
|
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```rust
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/// An adaptive integrator's error tolerances.
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pub trait Tolerances<const D: usize>: Integrator<D> {
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/// The absolute tolerance, per component.
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fn absolute_tolerance(&self) -> SVector<f64, D>;
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|
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/// The relative tolerance.
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fn relative_tolerance(&self) -> f64;
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|
||||
/// Sets the absolute tolerance for every component.
|
||||
fn a_tol(self, a_tol: f64) -> Self;
|
||||
|
||||
/// Sets the absolute tolerance per component.
|
||||
fn a_tol_full(self, a_tol: SVector<f64, D>) -> Self;
|
||||
|
||||
/// Sets the relative tolerance.
|
||||
fn r_tol(self, r_tol: f64) -> Self;
|
||||
}
|
||||
```
|
||||
|
||||
The setters keep the names they already have, so **no existing call site
|
||||
changes**. `Vern7::new().a_tol(1e-12).r_tol(1e-12)` continues to compile,
|
||||
resolving through the trait instead of the inherent impl, because `Integrator` is
|
||||
already in the prelude and `Tolerances` would be too.
|
||||
|
||||
The getters need different names because `a_tol` is taken by the setter. Naming
|
||||
them `absolute_tolerance`/`relative_tolerance` avoids the collision and reads
|
||||
better than `a_tol_value`.
|
||||
|
||||
### Steps
|
||||
|
||||
1. Declare `Tolerances<D>` in `src/integrator/mod.rs`.
|
||||
2. For each of `Vern7`, `DormandPrince45`, `BS3`, `Rosenbrock23`: move the three
|
||||
setter bodies from the inherent impl into an `impl Tolerances<D>`, and add the
|
||||
two getters returning the stored fields. Keep `new()` inherent.
|
||||
3. Export `Tolerances` from the prelude.
|
||||
4. Delete `astrokit`'s local copy and import this one.
|
||||
|
||||
### What not to do
|
||||
|
||||
Do not add the tolerance methods to `Integrator` itself. That would oblige a
|
||||
fixed-step method to implement setters that mean nothing, and `const ADAPTIVE`
|
||||
exists precisely to admit such methods.
|
||||
|
||||
Do not add `Default` or `Copy` as supertraits of `Integrator` while doing this,
|
||||
tempting as it is for downstream bounds. All four current integrators are both,
|
||||
but a multistep method holding Nordsieck history would reasonably be neither, and
|
||||
a downstream crate can bound on them explicitly where it needs them.
|
||||
|
||||
## Testing Requirements
|
||||
|
||||
- Every integrator round-trips: set a tolerance, read it back.
|
||||
- `a_tol` sets all components; `a_tol_full` sets them independently.
|
||||
- A generic function over `S: Tolerances<D>` compiles and changes step counts as
|
||||
the tolerance changes, for each integrator.
|
||||
- Existing tests continue to pass unchanged, which is the point: the setter names
|
||||
do not move.
|
||||
|
||||
## Success Criteria
|
||||
|
||||
- A downstream crate generic over `S: Tolerances<D>` can set and read tolerances
|
||||
for every adaptive integrator in this crate.
|
||||
- No call site in this crate or its tests changes.
|
||||
- `astrokit` deletes its local `Tolerances`.
|
||||
|
||||
**Effort**: Small
|
||||
@@ -0,0 +1,174 @@
|
||||
# Feature: Runtime Integrator Selection
|
||||
|
||||
**Status**: proposed (2026-09-30)
|
||||
|
||||
## Overview
|
||||
|
||||
Which integrator runs a problem is fixed at compile time, because `Integrator<D>`
|
||||
keeps its structural facts in associated constants:
|
||||
|
||||
```rust
|
||||
pub trait Integrator<const D: usize> {
|
||||
const ORDER: usize;
|
||||
const STAGES: usize;
|
||||
const ADAPTIVE: bool;
|
||||
const DENSE: bool;
|
||||
const MAIN_STAGES: usize = Self::STAGES;
|
||||
const EXTRA_STAGES: usize = 0;
|
||||
const TOTAL_DENSE_STAGES: usize = Self::MAIN_STAGES + Self::EXTRA_STAGES;
|
||||
}
|
||||
```
|
||||
|
||||
`Problem` is generic over `S`, and `Problem::solve` reads `S::ADAPTIVE` to choose
|
||||
its stepping branch and `S::EXTRA_STAGES` / `S::TOTAL_DENSE_STAGES` to decide
|
||||
whether lazy stages still need computing. A value cannot answer those questions —
|
||||
only a type can.
|
||||
|
||||
So the obvious workaround does not work. An enum wrapping the four integrators
|
||||
cannot implement `Integrator<D>`, because it would have to give one
|
||||
`EXTRA_STAGES` for all of them, and Vern7 has six where Dormand-Prince has none.
|
||||
|
||||
`Box<dyn Integrator<D>>` is not available either, and will not become available:
|
||||
`step<T: Scalar, P>` and `interpolate<T: Scalar>` are generic methods, so the
|
||||
trait is not object-safe. Erasing the scalar would defeat the genericity that
|
||||
makes autodiff work. The enum is the practical route, not `dyn`.
|
||||
|
||||
## Why This Feature Matters
|
||||
|
||||
This surfaced building `astrokit` on top of this crate. Three things a dependent
|
||||
wants and cannot have:
|
||||
|
||||
1. **Accuracy presets that include a method.** `Accuracy::High` should mean "tight
|
||||
tolerances *and* a high-order method", since the two belong together — a 7th
|
||||
order method at 1e-6 is waste, and a 3rd order method at 1e-12 is hopeless. As
|
||||
it stands a preset can only set tolerances, and the method has to be named
|
||||
separately as a type parameter.
|
||||
|
||||
2. **An integrator named in a configuration file.** `astrokit` is built for a
|
||||
study where every run parameter must be declared in a committed file and every
|
||||
propagation must record enough to recreate itself. `integrator: "Vern7"`
|
||||
deserialized from that file cannot select anything, because the choice is a
|
||||
type. The integrator ends up recorded in the provenance but not settable from
|
||||
it, which is backwards.
|
||||
|
||||
3. **A heterogeneous collection.** Benchmarking or comparing methods over the same
|
||||
problem means either a macro over method types or duplicated code per method,
|
||||
where a `Vec<Method>` would do.
|
||||
|
||||
None of these is fatal. `astrokit` has settled on Vern7 as a type-level default,
|
||||
which is the right method for its accuracy range anyway. But the constraint is
|
||||
structural rather than deliberate, and it is worth fixing before more dependents
|
||||
grow around it.
|
||||
|
||||
## Dependencies
|
||||
|
||||
None, though it interacts with [Tolerances Trait](40-tolerances-trait.md): an
|
||||
enum wrapper needs to forward tolerance setters too, which is much easier once
|
||||
those are trait methods.
|
||||
|
||||
## Implementation Approach
|
||||
|
||||
### Step 1: constants become methods
|
||||
|
||||
The structural facts move from associated constants to methods taking `&self`:
|
||||
|
||||
```rust
|
||||
pub trait Integrator<const D: usize> {
|
||||
fn order(&self) -> usize;
|
||||
fn stages(&self) -> usize;
|
||||
fn adaptive(&self) -> bool;
|
||||
fn dense(&self) -> bool;
|
||||
|
||||
fn main_stages(&self) -> usize { self.stages() }
|
||||
fn extra_stages(&self) -> usize { 0 }
|
||||
fn total_dense_stages(&self) -> usize { self.main_stages() + self.extra_stages() }
|
||||
|
||||
// step, interpolate, compute_extra_stages unchanged
|
||||
}
|
||||
```
|
||||
|
||||
**This costs nothing measurable.** Every use of these constants today is already a
|
||||
runtime comparison, not a compile-time size:
|
||||
|
||||
- `if S::ADAPTIVE` in `Problem::solve` becomes `if self.integrator.adaptive()`,
|
||||
which monomorphizes to the same constant and folds the same way for a concrete
|
||||
integrator.
|
||||
- `borrowed.len() < 2 + S::TOTAL_DENSE_STAGES` compares against a `Vec` length.
|
||||
- `&dense[2..2 + S::MAIN_STAGES]` slices a `Vec`.
|
||||
|
||||
None of them appears in type position, so nothing needs the values to be consts.
|
||||
For a concrete `S` the method calls inline to the same constants they are now.
|
||||
|
||||
This is a breaking change to anyone implementing `Integrator` by hand — but a
|
||||
mechanical one, and this crate has no external implementors.
|
||||
|
||||
### Step 2: an enum in this crate
|
||||
|
||||
With step 1 done, an enum can dispatch:
|
||||
|
||||
```rust
|
||||
/// An integrator chosen at runtime.
|
||||
#[non_exhaustive]
|
||||
#[derive(Debug, Clone, Copy)]
|
||||
pub enum Method<const D: usize> {
|
||||
BS3(BS3<D>),
|
||||
DormandPrince45(DormandPrince45<D>),
|
||||
Vern7(Vern7<D>),
|
||||
Rosenbrock23(Rosenbrock23<D>),
|
||||
}
|
||||
|
||||
impl<const D: usize> Integrator<D> for Method<D> {
|
||||
fn extra_stages(&self) -> usize {
|
||||
match self {
|
||||
Method::Vern7(m) => m.extra_stages(),
|
||||
Method::BS3(m) => m.extra_stages(),
|
||||
..
|
||||
}
|
||||
}
|
||||
// and so on, including step and interpolate
|
||||
}
|
||||
```
|
||||
|
||||
Each method body is a `match` forwarding to the wrapped integrator. Verbose, and
|
||||
a good candidate for a macro over the variant list.
|
||||
|
||||
Worth deriving `Serialize`/`Deserialize` on a companion `MethodName` enum so a
|
||||
method can be named in a configuration file, and adding
|
||||
`MethodName::instantiate(&self) -> Method<D>`. That is what makes point 2 above
|
||||
work.
|
||||
|
||||
### Step 3: presets
|
||||
|
||||
Once a method is a value, an accuracy preset can carry one, pairing a tolerance
|
||||
with a method whose order suits it. That belongs in whichever crate owns the
|
||||
notion of a preset — probably this one, given
|
||||
[Default Algorithm Selection](13-default-algorithm-selection.md) is already on
|
||||
the roadmap and needs the same machinery.
|
||||
|
||||
### The cost of not doing step 1
|
||||
|
||||
If the constants must stay, the fallback is a parallel object-ish layer: a second
|
||||
trait with `&self` methods, blanket-implemented for everything that implements
|
||||
`Integrator`, and `Problem` generic over that instead. It works, it duplicates the
|
||||
trait surface, and every implementor carries both. Step 1 is cheaper and cleaner.
|
||||
|
||||
## Testing Requirements
|
||||
|
||||
- Every existing test passes after step 1, with method calls substituted for
|
||||
constant reads.
|
||||
- A benchmark confirms no regression from the constants becoming methods — the
|
||||
claim is that they inline, and that should be measured rather than assumed, on
|
||||
the existing `simple_1d` and `orbit` benches.
|
||||
- `Method` gives bit-identical results to the integrator it wraps, for each
|
||||
variant, on a problem with dense output interpolation (which exercises the
|
||||
lazy-stage path where `extra_stages` matters).
|
||||
- A method name round-trips through serde and instantiates the right variant.
|
||||
|
||||
## Success Criteria
|
||||
|
||||
- `Problem` can be constructed with an integrator chosen at runtime.
|
||||
- No measurable performance change on the existing criterion benches.
|
||||
- A dependent crate can offer an accuracy preset that selects both a tolerance and
|
||||
a method, and can read a method name out of a configuration file.
|
||||
|
||||
**Effort**: Medium — step 1 is small and mechanical, step 2 is repetitive
|
||||
+17
-7
@@ -1,7 +1,7 @@
|
||||
use nalgebra::SVector;
|
||||
|
||||
use super::super::ode::ODE;
|
||||
use super::{Integrator, StepResult};
|
||||
use super::{Integrator, StepResult, Tolerances};
|
||||
use crate::scalar::Scalar;
|
||||
|
||||
/// Bogacki-Shampine 3/2 integrator trait for tableau coefficients
|
||||
@@ -80,21 +80,31 @@ where
|
||||
r_tol: 1e-8,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Set absolute tolerance (same value for all components)
|
||||
pub fn a_tol(mut self, a_tol: f64) -> Self {
|
||||
impl<const D: usize> Tolerances<D> for BS3<D>
|
||||
where
|
||||
BS3<D>: Integrator<D>,
|
||||
{
|
||||
fn absolute_tolerance(&self) -> SVector<f64, D> {
|
||||
self.a_tol
|
||||
}
|
||||
|
||||
fn relative_tolerance(&self) -> f64 {
|
||||
self.r_tol
|
||||
}
|
||||
|
||||
fn a_tol(mut self, a_tol: f64) -> Self {
|
||||
self.a_tol = SVector::<f64, D>::from_element(a_tol);
|
||||
self
|
||||
}
|
||||
|
||||
/// Set absolute tolerance (different value per component)
|
||||
pub fn a_tol_full(mut self, a_tol: SVector<f64, D>) -> Self {
|
||||
fn a_tol_full(mut self, a_tol: SVector<f64, D>) -> Self {
|
||||
self.a_tol = a_tol;
|
||||
self
|
||||
}
|
||||
|
||||
/// Set relative tolerance
|
||||
pub fn r_tol(mut self, r_tol: f64) -> Self {
|
||||
fn r_tol(mut self, r_tol: f64) -> Self {
|
||||
self.r_tol = r_tol;
|
||||
self
|
||||
}
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
use nalgebra::SVector;
|
||||
|
||||
use super::{Integrator, StepResult};
|
||||
use super::{Integrator, StepResult, Tolerances};
|
||||
use crate::ode::ODE;
|
||||
use crate::scalar::Scalar;
|
||||
|
||||
@@ -73,25 +73,35 @@ where
|
||||
r_tol: 1e-8,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// The same absolute tolerance on every component.
|
||||
pub fn a_tol(self, a_tol: f64) -> Self {
|
||||
impl<const D: usize> Tolerances<D> for DormandPrince45<D>
|
||||
where
|
||||
DormandPrince45<D>: Integrator<D>,
|
||||
{
|
||||
fn absolute_tolerance(&self) -> SVector<f64, D> {
|
||||
self.a_tol
|
||||
}
|
||||
|
||||
fn relative_tolerance(&self) -> f64 {
|
||||
self.r_tol
|
||||
}
|
||||
|
||||
fn a_tol(self, a_tol: f64) -> Self {
|
||||
Self {
|
||||
a_tol: SVector::<f64, D>::from_element(a_tol),
|
||||
r_tol: self.r_tol,
|
||||
}
|
||||
}
|
||||
|
||||
/// A per-component absolute tolerance.
|
||||
pub fn a_tol_full(self, a_tol: SVector<f64, D>) -> Self {
|
||||
fn a_tol_full(self, a_tol: SVector<f64, D>) -> Self {
|
||||
Self {
|
||||
a_tol,
|
||||
r_tol: self.r_tol,
|
||||
}
|
||||
}
|
||||
|
||||
/// The same relative tolerance on every component
|
||||
pub fn r_tol(self, r_tol: f64) -> Self {
|
||||
fn r_tol(self, r_tol: f64) -> Self {
|
||||
Self {
|
||||
a_tol: self.a_tol,
|
||||
r_tol,
|
||||
|
||||
@@ -88,6 +88,46 @@ pub trait Integrator<const D: usize> {
|
||||
}
|
||||
}
|
||||
|
||||
/// An adaptive integrator's error tolerances.
|
||||
///
|
||||
/// Split out from [`Integrator`] rather than folded into it, because a
|
||||
/// fixed-step method has no tolerances to set and `ADAPTIVE` exists to admit
|
||||
/// such methods. Every adaptive integrator in this crate implements it, so a
|
||||
/// function generic over `S: Tolerances<D>` can set and read the tolerances of
|
||||
/// whichever one it is handed.
|
||||
///
|
||||
/// # Example
|
||||
///
|
||||
/// ```rust
|
||||
/// use ordinary_diffeq::prelude::*;
|
||||
/// use nalgebra::SVector;
|
||||
///
|
||||
/// /// Tightens whatever integrator it is given.
|
||||
/// fn high_accuracy<const D: usize, S: Tolerances<D>>(integrator: S) -> S {
|
||||
/// integrator.a_tol(1e-12).r_tol(1e-12)
|
||||
/// }
|
||||
///
|
||||
/// let vern7 = high_accuracy(Vern7::<3>::new());
|
||||
/// assert_eq!(vern7.relative_tolerance(), 1e-12);
|
||||
/// assert_eq!(vern7.absolute_tolerance(), SVector::<f64, 3>::from_element(1e-12));
|
||||
/// ```
|
||||
pub trait Tolerances<const D: usize>: Integrator<D> {
|
||||
/// The absolute tolerance, per component.
|
||||
fn absolute_tolerance(&self) -> SVector<f64, D>;
|
||||
|
||||
/// The relative tolerance.
|
||||
fn relative_tolerance(&self) -> f64;
|
||||
|
||||
/// Sets the absolute tolerance for every component.
|
||||
fn a_tol(self, a_tol: f64) -> Self;
|
||||
|
||||
/// Sets the absolute tolerance per component.
|
||||
fn a_tol_full(self, a_tol: SVector<f64, D>) -> Self;
|
||||
|
||||
/// Sets the relative tolerance.
|
||||
fn r_tol(self, r_tol: f64) -> Self;
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::dormand_prince::*;
|
||||
@@ -119,3 +159,101 @@ mod tests {
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tolerance_tests {
|
||||
use super::bs3::BS3;
|
||||
use super::dormand_prince::DormandPrince45;
|
||||
use super::rosenbrock::Rosenbrock23;
|
||||
use super::vern7::Vern7;
|
||||
use super::Tolerances;
|
||||
use crate::controller::PIController;
|
||||
use crate::problem::Problem;
|
||||
use nalgebra::{SVector, Vector1};
|
||||
|
||||
/// Sets both tolerances and reads them back, for one integrator.
|
||||
fn round_trip<S: Tolerances<3>>(integrator: S) {
|
||||
let set = integrator.a_tol(1e-11).r_tol(1e-9);
|
||||
assert_eq!(set.absolute_tolerance(), SVector::<f64, 3>::repeat(1e-11));
|
||||
assert_eq!(set.relative_tolerance(), 1e-9);
|
||||
}
|
||||
|
||||
/// `a_tol` sets every component; `a_tol_full` sets them independently.
|
||||
fn per_component<S: Tolerances<3>>(integrator: S) {
|
||||
let r_tol = integrator.relative_tolerance();
|
||||
let uniform = integrator.a_tol(1e-7);
|
||||
assert_eq!(
|
||||
uniform.absolute_tolerance(),
|
||||
SVector::<f64, 3>::repeat(1e-7)
|
||||
);
|
||||
|
||||
let per = SVector::<f64, 3>::new(1e-6, 1e-9, 1e-12);
|
||||
let full = uniform.a_tol_full(per);
|
||||
assert_eq!(full.absolute_tolerance(), per);
|
||||
// The relative tolerance is left alone by either setter.
|
||||
assert_eq!(full.relative_tolerance(), r_tol);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_tolerances_round_trip() {
|
||||
round_trip(BS3::<3>::new());
|
||||
round_trip(DormandPrince45::<3>::new());
|
||||
round_trip(Vern7::<3>::new());
|
||||
round_trip(Rosenbrock23::<3>::new());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_tolerances_per_component() {
|
||||
per_component(BS3::<3>::new());
|
||||
per_component(DormandPrince45::<3>::new());
|
||||
per_component(Vern7::<3>::new());
|
||||
per_component(Rosenbrock23::<3>::new());
|
||||
}
|
||||
|
||||
/// Solves `y' = -y` with whatever integrator it is handed, and reports how
|
||||
/// many steps it took. Generic over `S`, which is the point of the trait.
|
||||
fn steps_taken<S: Tolerances<1> + Copy>(integrator: S, a_tol: f64, r_tol: f64) -> usize {
|
||||
fn derivative(_t: f64, y: Vector1<f64>, _p: &()) -> Vector1<f64> {
|
||||
-y
|
||||
}
|
||||
|
||||
let ode = crate::ode::ODE::new(&derivative, 0.0, 10.0, Vector1::new(1.0), ());
|
||||
let mut problem = Problem::new(
|
||||
ode,
|
||||
integrator.a_tol(a_tol).r_tol(r_tol),
|
||||
PIController::default(),
|
||||
);
|
||||
problem.solve().times.len()
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_generic_tightening_costs_steps() {
|
||||
for (name, loose, tight) in [
|
||||
(
|
||||
"BS3",
|
||||
steps_taken(BS3::<1>::new(), 1e-4, 1e-4),
|
||||
steps_taken(BS3::<1>::new(), 1e-9, 1e-9),
|
||||
),
|
||||
(
|
||||
"DormandPrince45",
|
||||
steps_taken(DormandPrince45::<1>::new(), 1e-4, 1e-4),
|
||||
steps_taken(DormandPrince45::<1>::new(), 1e-9, 1e-9),
|
||||
),
|
||||
(
|
||||
"Vern7",
|
||||
steps_taken(Vern7::<1>::new(), 1e-4, 1e-4),
|
||||
steps_taken(Vern7::<1>::new(), 1e-9, 1e-9),
|
||||
),
|
||||
(
|
||||
"Rosenbrock23",
|
||||
steps_taken(Rosenbrock23::<1>::new(), 1e-4, 1e-4),
|
||||
steps_taken(Rosenbrock23::<1>::new(), 1e-9, 1e-9),
|
||||
),
|
||||
] {
|
||||
assert!(
|
||||
tight > loose,
|
||||
"{name}: tightening the tolerance should cost steps, got {loose} loose and {tight} tight"
|
||||
);
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -1,7 +1,7 @@
|
||||
use nalgebra::{SMatrix, SVector};
|
||||
|
||||
use super::super::ode::{ProblemFunction, ODE};
|
||||
use super::{Integrator, StepResult};
|
||||
use super::{Integrator, StepResult, Tolerances};
|
||||
use crate::scalar::Scalar;
|
||||
|
||||
/// Strategy for when to update the Jacobian matrix
|
||||
@@ -143,8 +143,8 @@ pub struct Rosenbrock23<const D: usize> {
|
||||
c32: f64,
|
||||
/// Coefficient d = 1/(2+√2) ≈ 0.29289321881345254 (this is gamma!)
|
||||
d: f64,
|
||||
/// Absolute tolerance for error estimation
|
||||
a_tol: f64,
|
||||
/// Absolute tolerance for error estimation, per component
|
||||
a_tol: SVector<f64, D>,
|
||||
/// Relative tolerance for error estimation
|
||||
r_tol: f64,
|
||||
/// Strategy for updating the Jacobian
|
||||
@@ -165,7 +165,7 @@ impl<const D: usize> Rosenbrock23<D> {
|
||||
Self {
|
||||
c32: 6.0 + 2.0_f64.sqrt(),
|
||||
d: 1.0 / (2.0 + 2.0_f64.sqrt()),
|
||||
a_tol: 1e-6,
|
||||
a_tol: SVector::<f64, D>::from_element(1e-6),
|
||||
r_tol: 1e-3,
|
||||
jacobian_strategy: JacobianUpdateStrategy::default(),
|
||||
cached_jacobian: None,
|
||||
@@ -175,18 +175,6 @@ impl<const D: usize> Rosenbrock23<D> {
|
||||
}
|
||||
}
|
||||
|
||||
/// Set the absolute tolerance
|
||||
pub fn a_tol(mut self, a_tol: f64) -> Self {
|
||||
self.a_tol = a_tol;
|
||||
self
|
||||
}
|
||||
|
||||
/// Set the relative tolerance
|
||||
pub fn r_tol(mut self, r_tol: f64) -> Self {
|
||||
self.r_tol = r_tol;
|
||||
self
|
||||
}
|
||||
|
||||
/// Set the Jacobian update strategy
|
||||
pub fn jacobian_strategy(mut self, strategy: JacobianUpdateStrategy) -> Self {
|
||||
self.jacobian_strategy = strategy;
|
||||
@@ -209,6 +197,31 @@ impl<const D: usize> Rosenbrock23<D> {
|
||||
}
|
||||
}
|
||||
|
||||
impl<const D: usize> Tolerances<D> for Rosenbrock23<D> {
|
||||
fn absolute_tolerance(&self) -> SVector<f64, D> {
|
||||
self.a_tol
|
||||
}
|
||||
|
||||
fn relative_tolerance(&self) -> f64 {
|
||||
self.r_tol
|
||||
}
|
||||
|
||||
fn a_tol(mut self, a_tol: f64) -> Self {
|
||||
self.a_tol = SVector::<f64, D>::from_element(a_tol);
|
||||
self
|
||||
}
|
||||
|
||||
fn a_tol_full(mut self, a_tol: SVector<f64, D>) -> Self {
|
||||
self.a_tol = a_tol;
|
||||
self
|
||||
}
|
||||
|
||||
fn r_tol(mut self, r_tol: f64) -> Self {
|
||||
self.r_tol = r_tol;
|
||||
self
|
||||
}
|
||||
}
|
||||
|
||||
impl<const D: usize> Default for Rosenbrock23<D> {
|
||||
fn default() -> Self {
|
||||
Self::new()
|
||||
@@ -273,8 +286,7 @@ impl<const D: usize> Integrator<D> for Rosenbrock23<D> {
|
||||
// Compute scalar error estimate using weighted norm
|
||||
let mut error_sum = 0.0;
|
||||
for i in 0..D {
|
||||
let scale =
|
||||
self.a_tol + self.r_tol * uprev[i].re().abs().max(u_final[i].re().abs());
|
||||
let scale = self.a_tol[i] + self.r_tol * uprev[i].re().abs().max(u_final[i].re().abs());
|
||||
let weighted_error = error_vec[i].re() / scale;
|
||||
error_sum += weighted_error * weighted_error;
|
||||
}
|
||||
|
||||
+17
-7
@@ -1,7 +1,7 @@
|
||||
use nalgebra::SVector;
|
||||
|
||||
use super::super::ode::ODE;
|
||||
use super::{Integrator, StepResult};
|
||||
use super::{Integrator, StepResult, Tolerances};
|
||||
use crate::scalar::Scalar;
|
||||
|
||||
/// Verner 7 integrator trait for tableau coefficients
|
||||
@@ -92,21 +92,31 @@ where
|
||||
r_tol: 1e-8,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/// Set absolute tolerance (same value for all components)
|
||||
pub fn a_tol(mut self, a_tol: f64) -> Self {
|
||||
impl<const D: usize> Tolerances<D> for Vern7<D>
|
||||
where
|
||||
Vern7<D>: Integrator<D>,
|
||||
{
|
||||
fn absolute_tolerance(&self) -> SVector<f64, D> {
|
||||
self.a_tol
|
||||
}
|
||||
|
||||
fn relative_tolerance(&self) -> f64 {
|
||||
self.r_tol
|
||||
}
|
||||
|
||||
fn a_tol(mut self, a_tol: f64) -> Self {
|
||||
self.a_tol = SVector::<f64, D>::from_element(a_tol);
|
||||
self
|
||||
}
|
||||
|
||||
/// Set absolute tolerance (different value per component)
|
||||
pub fn a_tol_full(mut self, a_tol: SVector<f64, D>) -> Self {
|
||||
fn a_tol_full(mut self, a_tol: SVector<f64, D>) -> Self {
|
||||
self.a_tol = a_tol;
|
||||
self
|
||||
}
|
||||
|
||||
/// Set relative tolerance
|
||||
pub fn r_tol(mut self, r_tol: f64) -> Self {
|
||||
fn r_tol(mut self, r_tol: f64) -> Self {
|
||||
self.r_tol = r_tol;
|
||||
self
|
||||
}
|
||||
|
||||
+1
-1
@@ -19,7 +19,7 @@ pub mod prelude {
|
||||
pub use super::integrator::rosenbrock::Rosenbrock23;
|
||||
pub use super::integrator::vern7::Vern7;
|
||||
pub use super::ode::ODE;
|
||||
pub use super::integrator::{Integrator, StepResult};
|
||||
pub use super::integrator::{Integrator, StepResult, Tolerances};
|
||||
pub use super::problem::{Problem, Solution};
|
||||
pub use super::scalar::Scalar;
|
||||
}
|
||||
|
||||
@@ -219,6 +219,7 @@ mod tests {
|
||||
use crate::callback::{stop, FnCallback};
|
||||
use crate::controller::PIController;
|
||||
use crate::integrator::dormand_prince::DormandPrince45;
|
||||
use crate::integrator::Tolerances;
|
||||
use approx::assert_relative_eq;
|
||||
use nalgebra::Vector3;
|
||||
|
||||
|
||||
Reference in new issue
Block a user