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Author SHA1 Message Date
connor 95f19f1a48 Release 0.8.0
Scalar now inherits num-dual's DualNum<Primitive = f64> and
DualStruct<Real = f64> and declares only lift. re comes from DualStruct.
A blanket impl replaces impl Scalar for f64 and the impl_scalar! macro
over the dual types, so Scalar covers f64 and every num-dual dual type
and a sibling crate built on num-dual can share one bound.

num-dual is a plain dependency rather than optional.

Breaks: the autodiff feature is removed, so a dependent naming it in its
feature list no longer resolves. Scalar's blanket impl makes any manual
impl of it a conflicting implementation, and Scalar no longer declares
re, so a qualified Scalar::re(&x) call must become x.re().
2026-10-02 19:44:52 -04:00
connor e25d654ef1 Simplified scalar type to just use num_dual 2026-10-02 19:44:00 -04:00
connor 6f215788e5 Merge branch 'release/0.7.0' 2026-10-01 14:14:12 -04:00
connor 17105964a2 Release 0.7.0
A Problem can own a callback as well as borrow one. with_owned_callback takes a
Box<dyn Callback + 'o>, which is what a type that stores the Problem needs: it
cannot lend a callback from one of its own fields without becoming
self-referential.

Problem gains a second lifetime for this, Problem<'a, 'o, T, D, S, P, C>, so code
that names the type explicitly needs Problem<'a, '_, ..>. Both are inferred and no
call site changes. The lifetimes have to be separate because dropping a
Box<dyn Callback> runs a destructor the compiler cannot see into, and sharing one
lifetime would keep a borrowed callback borrowed until the problem went out of
scope, which is exactly what the borrowed form exists to avoid.

Event location, root finding, jump recording and the controller reset are
unchanged.
2026-10-01 14:13:33 -04:00
connor 0e4a0b1798 Added an ability for an owned callback 2026-10-01 14:12:51 -04:00
connor 78ac6a60a0 Merge branch 'release/0.6.1' 2026-10-01 13:09:00 -04:00
connor 68ddc431a5 Release 0.6.1
Documentation and housekeeping only; the library behaves exactly as 0.6.0 does.
Three rustdoc warnings in the Jacobian comment are gone, so the formulas there
render as code rather than as attempted links, the tree is rustfmt-clean with the
Butcher tableaux and interpolation coefficients marked to keep their hand
alignment, and the git hooks stay out of the package.
2026-10-01 13:08:11 -04:00
connor 144e74c517 Merge branch 'fix/package-excludes' 2026-10-01 13:07:58 -04:00
connor a1fbcf33cf Keep the git hooks out of the published package
exclude covered roadmap/ but not hooks/, so the pre-commit and pre-push scripts
would have gone out in the next crate tarball. They are for working in the repo
and mean nothing to a consumer of the library.
2026-10-01 13:07:17 -04:00
connor cd3c40940e Git hooks, format changes, etc. 2026-10-01 13:05:59 -04:00
connor 328abfde1a Merge branch 'release/0.6.0' 2026-10-01 12:47:36 -04:00
connor a73e3dc9ec Release 0.6.0
Callback effects can change the state. The effect runs after the step has been
shortened to the crossing and committed, so what it leaves in ode.y is what the
integration continues from; it was overwritten immediately before. Callback::effect
takes &mut self, Problem::with_callback takes &mut dyn Callback, and Controller
requires a reset method, all of which are breaking. A jump records the state on
both sides of itself and resets the step size controller, interpolating at one
reports the state the effect left, stop ends the solution at the crossing without
disturbing t_end, and the earliest of two events in one step is the one that fires.
2026-10-01 12:47:33 -04:00
connor c5768ad9c0 Fixed event handling to properly keep the state changes, plus a few other fixes 2026-10-01 12:41:39 -04:00
connor 55884190fa Merge branch 'release/0.5.0' 2026-09-30 14:08:30 -04:00
connor 0b6996b0fc Release 0.5.0
Runtime integrator selection. The structural facts on Integrator move from
associated constants to &self methods, which is a breaking change for anyone
implementing the trait or reading ORDER, STAGES, ADAPTIVE or DENSE. In exchange
Method dispatches to any of the four integrators as a value, and MethodName
names one in a configuration file.
2026-09-30 14:08:28 -04:00
connor 5b40932317 Merge branch 'feature/runtime-integrator-selection' 2026-09-30 14:08:16 -04:00
connor 8894de37d6 Added the ability to select a method at runtime if so desired 2026-09-30 14:06:49 -04:00
connor 2ce5028529 Merge branch 'release/0.4.1' 2026-09-30 13:49:43 -04:00
connor 3e6f79b9bd Release 0.4.1
The Tolerances trait: the a_tol, a_tol_full and r_tol setters move off the
inherent impls onto a trait, with absolute_tolerance and relative_tolerance
getters, so code generic over the integrator can set and read them.
2026-09-30 13:49:34 -04:00
connor bbc94592e5 Merge branch 'feature/tolerances-trait' 2026-09-30 13:49:14 -04:00
24 changed files with 2379 additions and 321 deletions

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+4 -8
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@@ -1,29 +1,25 @@
[package]
name = "ordinary-diffeq"
version = "0.4.0"
version = "0.8.0"
edition = "2021"
authors = ["Connor Johnstone"]
description = "A library for solving differential equations based on the DifferentialEquations.jl julia library."
readme = "readme.md"
repository = "https://git.rcjohnstone.com/connor/ordinary-diffeq"
license = "MIT"
exclude = ["roadmap/"]
[features]
default = ["autodiff"]
autodiff = ["dep:num-dual"]
exclude = ["roadmap/", "hooks/"]
[dependencies]
serde = { version = "1.0", features = ["derive"] }
nalgebra = { version = "0.35", features = ["serde-serialize"] }
num-traits = "0.2.19"
num-dual = { version = "0.15", optional = true }
num-dual = "0.15"
roots = "0.0.8"
[dev-dependencies]
approx = "0.5"
num-dual = "0.15"
criterion = "0.7.0"
serde_json = "1.0"
[[bench]]
name = "simple_1d"
+10 -2
View File
@@ -194,7 +194,11 @@ fn bench_interpolation(c: &mut Criterion) {
let mut problem = Problem::new(ode, bs3, controller);
let solution = problem.solve();
// Interpolate at 100 points
black_box((0..100).map(|i| solution.interpolate(i as f64 * 0.05)).collect::<Vec<_>>());
black_box(
(0..100)
.map(|i| solution.interpolate(i as f64 * 0.05))
.collect::<Vec<_>>(),
);
});
});
@@ -206,7 +210,11 @@ fn bench_interpolation(c: &mut Criterion) {
let mut problem = Problem::new(ode, dp45, controller);
let solution = problem.solve();
// Interpolate at 100 points
black_box((0..100).map(|i| solution.interpolate(i as f64 * 0.05)).collect::<Vec<_>>());
black_box(
(0..100)
.map(|i| solution.interpolate(i as f64 * 0.05))
.collect::<Vec<_>>(),
);
});
});
+1 -1
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@@ -1,7 +1,7 @@
use criterion::{criterion_group, criterion_main, Criterion};
use ordinary_diffeq::prelude::*;
use nalgebra::Vector6;
use ordinary_diffeq::prelude::*;
fn bench_orbit(c: &mut Criterion) {
let mu = 3.98600441500000e14;
+1 -1
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@@ -1,7 +1,7 @@
use criterion::{criterion_group, criterion_main, Criterion};
use ordinary_diffeq::prelude::*;
use nalgebra::Vector1;
use ordinary_diffeq::prelude::*;
fn bench_simple_1d(c: &mut Criterion) {
type Params = (f64,);
+10 -2
View File
@@ -172,7 +172,11 @@ fn bench_vern7_interpolation(c: &mut Criterion) {
let mut problem = Problem::new(ode, vern7, controller);
let solution = problem.solve();
// Interpolate at 100 points - first one computes extra stages
black_box((0..100).map(|i| solution.interpolate(i as f64 * 0.05)).collect::<Vec<_>>());
black_box(
(0..100)
.map(|i| solution.interpolate(i as f64 * 0.05))
.collect::<Vec<_>>(),
);
});
});
@@ -183,7 +187,11 @@ fn bench_vern7_interpolation(c: &mut Criterion) {
let dp45 = DormandPrince45::new().a_tol(tol).r_tol(tol);
let mut problem = Problem::new(ode, dp45, controller);
let solution = problem.solve();
black_box((0..100).map(|i| solution.interpolate(i as f64 * 0.05)).collect::<Vec<_>>());
black_box(
(0..100)
.map(|i| solution.interpolate(i as f64 * 0.05))
.collect::<Vec<_>>(),
);
});
});
+11
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@@ -0,0 +1,11 @@
#!/bin/sh
# Fast checks only. On a warm tree these are about a second between them; a hook
# that takes a minute is a hook that gets --no-verify. The doctests are in
# pre-push instead, since each one links its own binary and they cost ~15s.
#
# Install: git config core.hooksPath hooks
set -e
cargo fmt --check
cargo clippy --all-targets -- -D warnings
cargo test --quiet --lib
Executable
+9
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@@ -0,0 +1,9 @@
#!/bin/sh
# Everything the pre-commit hook is too slow to run. The doctests matter here
# because the readme is the crate's front page, so its examples are compiled.
#
# Install: git config core.hooksPath hooks
set -e
cargo test --quiet
cargo doc --quiet --no-deps
+143 -7
View File
@@ -23,12 +23,14 @@ See [benchmark report](VERN7_BENCHMARK_REPORT.md) for detailed performance analy
### Other Features
- **Adaptive time stepping** with PI controller
- **Callback events** with zero-crossing detection
- **Callback events** with zero-crossing detection, whose effects can change the state, change the
parameters, or end the solution at the event
- **Dense output interpolation** at any time point
- **Parameters** in derivative and callback functions
- **Lazy computation** of extra interpolation stages (Vern7)
- **PID step size control** as an alternative to the PI controller
- **Automatic Differentiation**, the same problem can be solved with floats or also differentiated with dual numbers
- **Runtime integrator selection**, the method can be a value, named in a configuration file rather than fixed as a type
### Future Improvements
@@ -70,25 +72,159 @@ let ode = ODE::new(&derivative, 0.0, 6.3, y0, params);
let dp45 = DormandPrince45::new().a_tol(1e-12).r_tol(1e-6);
let controller = PIController::default();
let value_too_high = FnCallback {
let mut value_too_high = FnCallback {
event: &|t: f64, _y: &Vector2<f64>, _p: &Params| { 5.0 - t },
effect: &stop,
};
// Solve the problem
let mut problem = Problem::new(ode, dp45, controller).with_callback(&value_too_high);
let mut problem = Problem::new(ode, dp45, controller).with_callback(&mut value_too_high);
let solution = problem.solve();
// Can interpolate solutions to whatever you want
let _interpolated_answer = solution.interpolate(4.4);
```
## Events that change the state
A callback watches a function of the state for a zero crossing. When one is found the step is
shortened to land on the crossing, the state there is recorded, and the effect runs with the ODE at
that point — so the effect can move the state, and the integration continues from where it leaves it.
That is what it takes to integrate through a discontinuity. A rotating body parameterized by
Modified Rodrigues Parameters, for instance, has a singularity at a full turn, avoided by swapping
the parameter vector for `-sigma / |sigma|^2` — the same attitude, different parameters — whenever
`|sigma|` passes 1:
```rust
use nalgebra::{Matrix3, Vector3};
use ordinary_diffeq::prelude::*;
/// MRP kinematics for a constant angular velocity.
fn attitude_rate(_t: f64, s: Vector3<f64>, omega: &Vector3<f64>) -> Vector3<f64> {
let skew = Matrix3::new(0.0, -s[2], s[1], s[2], 0.0, -s[0], -s[1], s[0], 0.0);
let b = Matrix3::identity() * (1.0 - s.dot(&s)) + skew * 2.0 + s * s.transpose() * 2.0;
b * omega * 0.25
}
let mut shadow_set = FnCallback {
event: &|_t: f64, s: &Vector3<f64>, _p: &Vector3<f64>| 1.0 - s.norm(),
effect: &|ode: &mut ODE<'_, f64, 3, Vector3<f64>>| {
ode.y = -ode.y / ode.y.norm_squared();
},
};
let ode = ODE::new(&attitude_rate, 0.0, 5.0, Vector3::zeros(), Vector3::new(0.0, 0.0, 1.0));
let vern7 = Vern7::new().a_tol(1e-12).r_tol(1e-12);
let mut problem = Problem::new(ode, vern7, PIController::default())
.with_callback(&mut shadow_set);
let solution = problem.solve();
// The parameters never approach the singularity, having swapped at half a turn.
assert!(solution.states.iter().all(|s| s.norm() <= 1.0 + 1e-9));
```
A jump like that one puts the same time in the solution twice, holding the state on each side of it,
and makes the step size controller forget a history that described the solution before the jump.
Interpolating at the jump reports the state the effect left, the one the trajectory goes on with.
`effect` takes `&mut self`, so a callback that implements the trait itself rather than going through
`FnCallback` can record that it has fired. `stop` ends the solution at the crossing, with the
crossing as its last point and the problem's own `t_end` left alone.
If two events fall inside one step the earlier one fires and the step ends there; the later one is
found again on the step after it.
### Borrowed or owned
`with_callback` borrows, which is what lets you read a stateful callback's own fields once the solve
is done:
```rust
# use nalgebra::Vector1;
# use ordinary_diffeq::prelude::*;
struct Count {
fired: usize,
}
impl Callback<f64, 1, ()> for Count {
fn event(&self, t: f64, _y: &Vector1<f64>, _p: &()) -> f64 {
1.0 - t
}
fn effect(&mut self, _ode: &mut ODE<'_, f64, 1, ()>) {
self.fired += 1;
}
}
fn derivative(_t: f64, _y: Vector1<f64>, _p: &()) -> Vector1<f64> {
Vector1::new(1.0)
}
let ode = ODE::new(&derivative, 0.0, 2.0, Vector1::new(0.0), ());
let mut counter = Count { fired: 0 };
let mut problem = Problem::new(ode, DormandPrince45::new(), PIController::default())
.with_callback(&mut counter);
problem.solve();
assert_eq!(counter.fired, 1);
```
`with_owned_callback` takes a `Box` instead, for a caller that has nothing to lend. A type that wraps
this one has to keep the `Problem` in a field, since `solve` hands back a solution borrowing from it,
and it then cannot also hold a callback in a field and lend it to the problem — that is a
self-referential struct, and moving the wrapper would dangle the reference. Moving the callback into
the problem sidesteps it:
```rust,ignore
let problem = Problem::new(ode, integrator, controller)
.with_owned_callback(Box::new(my_callback));
self.problem = Some(problem);
self.problem.as_mut().unwrap().solve()
```
An owned callback may hold borrows of its own, so a boxed `FnCallback` works. Nothing can read its
state afterwards; a callback with something to report either stays borrowed, or shares an
`Rc<Cell<_>>` with its owner, which can be read while the solution is still alive.
## Choosing the integrator at runtime
The integrator is normally a type parameter, fixed when the code is compiled. `Method` is an enum
over the integrators here that itself implements `Integrator`, so the choice can be a value instead:
```rust
use nalgebra::Vector1;
use ordinary_diffeq::prelude::*;
fn derivative(_t: f64, y: Vector1<f64>, _p: &()) -> Vector1<f64> {
-y
}
// `MethodName` derives `Serialize`/`Deserialize`, so this can come out of a
// configuration file instead of being written here.
let name: MethodName = serde_json::from_str(r#""Vern7""#).unwrap();
let method: Method<1> = name.instantiate().a_tol(1e-12).r_tol(1e-12);
let ode = ODE::new(&derivative, 0.0, 2.0, Vector1::new(1.0), ());
let mut problem = Problem::new(ode, method, PIController::default());
let solution = problem.solve();
// And the method that ran can be recorded in a form that selects it again
assert_eq!(method.name(), MethodName::Vern7);
```
Dispatch is a `match` on the variant, not a trait object, so nothing is erased: the same `Method`
works at a dual scalar and differentiates exactly as the integrator it wraps does. A `Vec<Method<D>>`
holds several methods for comparison over the same problem.
## Automatic differentiation
State, time and step size are generic over the `Scalar` trait. `f64` implements it by default,
and so do the forward-mode dual numbers of [`num-dual`](https://crates.io/crates/num-dual) (the
`autodiff` feature, on by default). Solving at a dual scalar propagates exact derivatives alongside
the state.
State, time and step size are generic over the `Scalar` trait, which is a blanket extension of
`DualNum` and `DualStruct` from [`num-dual`](https://crates.io/crates/num-dual): those two supply
the arithmetic, the transcendentals and `re`, which discards derivative information, and `Scalar`
adds only `lift`. Both are implemented for `f64` as well as for every one of that crate's
forward-mode dual numbers, so `Scalar` covers all of them, and a crate depending on this one
alongside another built on `num-dual` can satisfy both with one bound. Solving at a dual scalar
propagates exact derivatives alongside the state.
The only change needed is to the signature of the right-hand side. Here is the pendulum from above,
before and after:
+21
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@@ -127,6 +127,27 @@ This is a solid foundation! The roadmap builds on this.
## Development Tips
### Checks, and the Hooks That Run Them
The tree is rustfmt-clean, clippy-clean under `-D warnings`, and builds its docs
without warnings. All three stay that way, and a pre-existing warning is not an
exemption — fix it or mark it deliberately, as the Butcher tableaux are marked
`#[rustfmt::skip]` so rustfmt leaves their hand alignment alone.
The hooks in `hooks/` run them. Git does not track where it looks for hooks, so
each clone needs one command:
```sh
git config core.hooksPath hooks
```
`pre-commit` is `cargo fmt --check`, `cargo clippy --all-targets -- -D warnings`
and `cargo test --lib`, about a second between them on a warm tree. `pre-push`
adds the full `cargo test` and `cargo doc --no-deps`, which cost around 25
seconds — the doctests are slow because each one links its own binary, and they
matter because the readme is the crate's front page and its examples are
compiled.
### Testing Strategy
Every feature should have:
+41 -22
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@@ -8,7 +8,8 @@ The library currently has:
- ✅ Dormand-Prince 4(5) adaptive explicit RK method with dense output
- ✅ Tsit5 explicit RK method with dense output
- ✅ PI step size controller
- ✅ Basic continuous callbacks with zero-crossing detection
- ✅ Continuous callbacks with zero-crossing detection, whose effects can change
the state, the parameters, or end the solution
- ✅ Solution interpolation interface
- ✅ Generic over array dimensions at compile-time
- ✅ Support for ordinary and second-order ODE problems
@@ -68,15 +69,31 @@ Each feature below links to a detailed implementation plan in the `features/` di
- **Effort**: Small
- **Status**: All four integrators implement `Tolerances`; no call site changed
- [ ] **[Runtime Integrator Selection](features/41-runtime-integrator-selection.md)**
- [x] **[Runtime Integrator Selection](features/41-runtime-integrator-selection.md)** ✅ COMPLETED
- Structural facts move from associated constants to `&self` methods, so an
enum can dispatch and an integrator can be chosen at runtime or named in a
config file
- **Dependencies**: None (pairs with Tolerances Trait)
- **Effort**: Medium
- **Status**: `Method` and `MethodName` added; benches measured at -0.7% to
+0.4%, within criterion's noise threshold
### Callbacks
- [x] **[Callback Effects That Can Change the State](features/42-callback-effects.md)** ✅ COMPLETED
- An effect's write to the state was overwritten by the step it was located in,
so a callback could stop a solution but not change one
- `effect(&mut self)`, termination at the crossing, both sides of a jump
recorded, the controller reset across one, and a defined order for two events
in one step
- extended in 0.7.0 so a `Problem` can own a callback as well as borrow one,
which is what a type that stores the problem needs
- Raised by `astrokit`, which needs a Modified Rodrigues Parameter shadow set
swap mid-propagation
- **Dependencies**: None
- **Effort**: Medium
- **Status**: All success criteria met; benches unchanged within run-to-run drift
- [ ] **[Discrete Callbacks](features/05-discrete-callbacks.md)**
- Event detection based on conditions (not zero-crossings)
- Useful for time-based events, iteration counts, etc.
@@ -91,13 +108,13 @@ Each feature below links to a detailed implementation plan in the `features/` di
### Solution Interface
- [ ] **[Saveat Functionality](features/07-saveat.md)**
- [ ] **[Saveat Functionality](features/07-saveat-functionality.md)**
- Save solution at specific timepoints
- Dense vs sparse saving strategies
- **Dependencies**: None
- **Effort**: Medium
- [ ] **[Solution Derivatives](features/08-solution-derivatives.md)**
- [ ] **Solution Derivatives** (no plan written yet)
- Access derivatives at any time point via interpolation
- `solution.derivative(t)` interface
- **Dependencies**: None
@@ -109,7 +126,7 @@ Each feature below links to a detailed implementation plan in the `features/` di
### Algorithms
- [ ] **[DP8 (Dormand-Prince 8th order)](features/09-dp8-method.md)**
- [ ] **DP8 (Dormand-Prince 8th order)** (no plan written yet)
- 8th order explicit RK for very high accuracy
- Complements Vern7 for algorithm selection
- **Dependencies**: None
@@ -121,7 +138,7 @@ Each feature below links to a detailed implementation plan in the `features/` di
- **Dependencies**: Linear solver infrastructure, Nordsieck representation
- **Effort**: Large
- [ ] **[Rodas4/Rodas5P](features/11-rodas-methods.md)**
- [ ] **[Rodas4/Rodas5P](features/11-rodas4-rodas5p-methods.md)**
- Higher-order Rosenbrock methods (4th/5th order)
- Better accuracy for stiff problems
- **Dependencies**: Rosenbrock23
@@ -136,7 +153,7 @@ Each feature below links to a detailed implementation plan in the `features/` di
- **Dependencies**: At least one stiff solver (Rosenbrock23 or FBDF)
- **Effort**: Large
- [ ] **[Default Algorithm Selection](features/13-default-algorithm.md)**
- [ ] **[Default Algorithm Selection](features/13-default-algorithm-selection.md)**
- Smart defaults based on problem characteristics
- `solve(problem)` without specifying algorithm
- **Dependencies**: Auto-switching, multiple algorithms
@@ -144,7 +161,7 @@ Each feature below links to a detailed implementation plan in the `features/` di
### Initialization
- [ ] **[Automatic Initial Step Size](features/14-initial-stepsize.md)**
- [ ] **[Automatic Initial Step Size](features/14-automatic-initial-step-size.md)**
- Algorithm to determine good initial dt
- Based on local Lipschitz estimate
- **Dependencies**: None
@@ -152,19 +169,19 @@ Each feature below links to a detailed implementation plan in the `features/` di
### Callbacks
- [ ] **[PresetTimeCallback](features/15-preset-time-callback.md)**
- [ ] **[PresetTimeCallback](features/15-presettimecallback.md)**
- Trigger callbacks at specific predetermined times
- Important for time-varying forcing functions
- **Dependencies**: Discrete callbacks
- **Effort**: Small
- [ ] **[TerminateSteadyState](features/16-terminate-steady-state.md)**
- [ ] **[TerminateSteadyState](features/16-terminatesteadystate.md)**
- Auto-detect when solution reaches steady state
- Stop integration early
- **Dependencies**: Discrete callbacks
- **Effort**: Small
- [ ] **[SavingCallback](features/17-saving-callback.md)**
- [ ] **[SavingCallback](features/17-savingcallback.md)**
- Custom saving logic beyond default
- For memory-efficient large-scale simulations
- **Dependencies**: CallbackSet
@@ -192,7 +209,7 @@ Each feature below links to a detailed implementation plan in the `features/` di
### Algorithms
- [ ] **[Low-Storage Runge-Kutta](features/20-low-storage-rk.md)**
- [ ] **[Low-Storage Runge-Kutta](features/20-low-storage-runge-kutta.md)**
- 2N, 3N, 4N storage variants
- Critical for large-scale problems
- **Dependencies**: None
@@ -210,7 +227,7 @@ Each feature below links to a detailed implementation plan in the `features/` di
- **Dependencies**: Second-order ODE infrastructure (already exists)
- **Effort**: Medium
- [ ] **[Verner Methods Suite](features/23-verner-methods.md)**
- [ ] **[Verner Methods Suite](features/23-verner-methods-suite.md)**
- Vern6, Vern8, Vern9
- Complete Verner family for different accuracy needs
- **Dependencies**: Vern7
@@ -256,19 +273,19 @@ Each feature below links to a detailed implementation plan in the `features/` di
### Advanced Callbacks
- [ ] **[VectorContinuousCallback](features/30-vector-continuous-callback.md)**
- [ ] **[VectorContinuousCallback](features/30-vectorcontinuouscallback.md)**
- Multiple simultaneous event detection
- More efficient than multiple callbacks
- **Dependencies**: CallbackSet
- **Effort**: Medium
- [ ] **[PositiveDomain](features/31-positive-domain.md)**
- [ ] **[PositiveDomain](features/31-positivedomain.md)**
- Enforce positivity constraints
- Important for physical systems
- **Dependencies**: CallbackSet
- **Effort**: Small
- [ ] **[ManifoldProjection](features/32-manifold-projection.md)**
- [ ] **[ManifoldProjection](features/32-manifoldprojection.md)**
- Project solution onto constraint manifolds
- For constrained mechanical systems
- **Dependencies**: CallbackSet
@@ -276,14 +293,14 @@ Each feature below links to a detailed implementation plan in the `features/` di
### Infrastructure
- [ ] **[Nonlinear Solver Infrastructure](features/33-nonlinear-solver.md)**
- [ ] **[Nonlinear Solver Infrastructure](features/33-nonlinear-solver-infrastructure.md)**
- Newton's method
- Quasi-Newton methods
- Generic nonlinear solver interface
- **Dependencies**: Linear solver infrastructure
- **Effort**: Large
- [ ] **[Krylov Linear Solvers](features/34-krylov-solvers.md)**
- [ ] **[Krylov Linear Solvers](features/34-krylov-linear-solvers.md)**
- GMRES, BiCGStab
- For large sparse systems
- **Dependencies**: Linear solver infrastructure
@@ -353,12 +370,12 @@ Each algorithm implementation should include:
## Progress Tracking
Total Features: 41
- Tier 1: 10 features (5/10 complete) ✅
Total Features: 42
- Tier 1: 11 features (7/11 complete) ✅
- Tier 2: 11 features (0/11 complete)
- Tier 3: 20 features (0/20 complete)
**Overall Progress: 12.2% (5/41 features complete)**
**Overall Progress: 16.7% (7/42 features complete)**
### Completed Features
1. ✅ BS3 (Bogacki-Shampine 3/2) - Tier 1 (2025-10-23)
@@ -366,5 +383,7 @@ Total Features: 41
3. ✅ PID Controller - Tier 1 (2025-10-24)
4. ✅ Rosenbrock23 - Tier 1 (2025-10-24)
5. ✅ Tolerances Trait - Tier 1 (2026-09-30)
6. ✅ Runtime Integrator Selection - Tier 1 (2026-09-30)
7. ✅ Callback Effects That Can Change the State - Tier 1 (2026-10-01)
Last updated: 2026-09-30
Last updated: 2026-10-01
@@ -1,6 +1,10 @@
# Feature: Runtime Integrator Selection
**Status**: proposed (2026-09-30)
**Status**: completed (2026-09-30)
Measured on the existing criterion benches, constants to methods: `bench_orbit`
-0.73%, `bench_simple_1d` +0.42%, `bench_interpolation_1d` -0.09%. Criterion
calls all three within its noise threshold, so the inlining claim below holds.
## Overview
+333
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@@ -0,0 +1,333 @@
# Feature: Callback Effects That Can Change the State
**Status**: completed (2026-10-01), extended with owned callbacks (2026-10-01)
## Overview
Continuous callbacks located their crossings correctly and then threw away what
the effect did about them. In `Problem::solve`:
```rust
callback.effect(&mut self.ode); // writes to ode.y
}
}
self.ode.y = new_y; // and here it goes
self.ode.t += curr_step;
```
The effect ran on the pre-step state, and the two lines after the callback loop
overwrote `ode.y` with the state the integrator had produced. Anything the effect
wrote to the state was lost. `stop` worked only because it writes `t_end`
instead.
Reproduced with `dy/dt = 1` from 0 to 10, `y0 = 0`, an event of `5 - y[0]` and an
effect of `ode.y = Vector1::new(100.0)`: the solution ended at `y = 10`, exactly
as it does with an empty effect, where it should end near 105.
So the machinery was in place for the easy half of event handling — detect a
condition and stop — and could not do the other half: detect a condition, change
the state, and carry on.
## Why This Feature Matters
A rotating rigid body parameterized by Modified Rodrigues Parameters has a
singularity at a full turn. It is avoided by swapping the parameter vector for
the shadow set `-sigma / |sigma|^2` — the same attitude, different parameters —
whenever `|sigma|` exceeds 1. The event is `1 - |sigma|`, the effect is that
substitution, and the integration has to continue from the substituted state.
Any arc longer than a half turn crosses it, so this is the common case rather
than an edge case.
The same shape of problem covers a body entering or leaving shadow, a vehicle
whose mass or area changes partway through a run, and a bouncing ball. All of
them are a state discontinuity located by an event, which is the one thing the
callbacks could not express.
## What Was Done
### The effect runs after the crossing is committed
The event branch now commits the shortened step before calling the effect:
1. the step is shortened to land on the crossing, and the state there is
recorded;
2. `ode.t` and `ode.y` are set to that crossing;
3. the effect is called, with the ODE at the crossing;
4. whatever the effect leaves in `ode.y` is what the integration continues from.
Detection still reads the state at the start of the step — an event function is
asked about both ends — so nothing can be committed until every callback has been
asked. That is why this is a reordering of the branch rather than a swap of two
lines.
### `effect(&mut self)`
`Callback::effect` takes `&mut self`, so a callback can record that it has fired,
count its firings, or keep anything else it needs across them. `Problem` holds
`Vec<&'a mut dyn Callback<T, D, P>>` and `with_callback` takes `&'a mut dyn
Callback`, which is the breaking part of the change: a registered callback has to
be declared `mut` and passed as `&mut`.
`FnCallback` still holds its two closures by shared reference and so still has no
state of its own; a callback that needs state implements `Callback` on a struct,
which is what [Discrete Callbacks](05-discrete-callbacks.md) will do with its
`has_fired` field.
`Problem` lost its `#[derive(Clone)]`, which a `&mut` field cannot support. It
was never used.
### A terminal effect ends the solution at the crossing
`ODE::finished` existed, was never set and was never read. It now means what its
name says: `ODE::terminate` sets it, the solve loop checks it, and `stop` is
`ode.terminate()`.
Behaviorally this is close to what `stop` already did. Writing `t_end = ode.t`
also ended the loop, and because the step had already been shortened to the
crossing, the last recorded point was the crossing — the solution did not in fact
run a step past the event. What the old `stop` did do was mutate the problem's own
end time, so a solution could no longer report the `t_end` it was asked for. Now
`t_end` is left alone and `finished` says why the solution is short.
### Both sides of a jump are recorded
Where an effect changes the state, the trajectory genuinely has two values at
that time, and the solution holds both: the same `t` appears twice in `times`,
with the state at the crossing and the state the effect left. The `dense` entry
between them spans zero time and is never interpolated into — `interpolate` at
exactly that time hits the search's exact-match branch, and walks to the last
entry at that time, so it reports the state the effect left. That is the value the
trajectory carries forward, and it is the one a caller asking "where is the body
at this instant" wants; the value it arrived with is the entry before it in
`states`.
This is what DifferentialEquations.jl does, where the two are `u_left` and
`u_right`.
### The controller is reset across a jump
`Controller` grew a required `reset` method, which discards the error history and
leaves the next step guess alone. `solve` calls it when an effect changes the
state. The history is a claim about how the error behaves along a smooth
solution, and across a discontinuity it is not about anything.
Keyed on the state changing rather than on the effect running at all, so that a
callback which only observes does not throw away a good history every time it
fires. An effect that changes only the parameters is a discontinuity the solver
cannot see, and does not reset the controller.
`PIDController::reset` already existed as an inherent method and became the trait
implementation; `PIController::reset` restores `factor_old` to its initial value.
### Two events in one step
Defined and tested: the earliest crossing in the step fires, the step ends there,
and any later event is still ahead and is found again on the following step. A
tie goes to registration order.
The old behavior was to walk the callbacks in registration order, each shortening
what the last one left. That could apply a later event's effect and then truncate
the step to before it, so the effect was applied at a time the solution never
reached. One pass to find the earliest crossing costs an extra root find only
when more than one callback crosses in the same step.
### Crossings at exactly zero, and not firing twice at one
The test was `before * after < 0.0`, which misses a crossing that starts or ends
exactly on zero. Now:
- `before == 0.0` is a crossing at the step's own start, located at `h = 0`;
- `after == 0.0` is a crossing at the step's end;
- opposite signs are located with Brent as before.
The first of those needs a guard, because an effect is free to leave its event
function sitting on the zero it fired at. The shadow set swap does exactly that:
`|sigma|` is 1 on both sides of it, so `1 - |sigma|` is still zero after the
effect. Without a guard the callback is re-detected at the start of the next
step, located at `h = 0`, fired again, forever.
The guard is that the step beginning at a firing searches from
`EVENT_PROBE_FRACTION` of itself — a millionth — rather than from its start, for
that callback alone. Both the `before` sign and Brent's bracket start there, so
the event just handled is out of reach while a second crossing later in the same
step is still found. `solve` tracks the time each callback last fired to know
when to do this.
The first attempt at this guard was to skip a callback for the whole step that
begins at its firing, which is simpler and wrong: a bouncing ball bounced once
and then fell through the floor, because the step after the bounce contained the
next landing and the callback was not looking. That is in the test suite now.
A fraction of a step is not a satisfying thing to have to choose, and this is the
least bad option found rather than a good one. Alternatives considered: an
absolute tolerance on the event value, which is unit-dependent and no better
founded; taking the sign from the step before the firing, which still leaves
Brent bracketing a root at `h = 0`; and refusing a located crossing below some
`h`, which is the same arbitrary fraction one step further down. If something
cleaner turns up, this is the place to change it.
## Follow-up: a problem can own a callback (0.7.0)
`Problem` held `Vec<&'a mut dyn Callback>`, so something else had to own each
callback and outlive the problem. That is fine from a function body and impossible
from a type that stores the problem — and a wrapper must store it, because
`solve(&mut self) -> Solution<'_, ..>` hands back a solution that borrows from it,
so the problem has to live somewhere that outlives the solution, and a field is
the only such place. Such a wrapper could not then register a callback of its own:
```rust
struct Wrapper<'a, ..> {
my_callback: MyCallback, // owned here
problem: Option<Problem<'a, ..>>, // and borrowed from, here
}
```
That is self-referential, and moving the wrapper would dangle the reference, so
the compiler is right to reject it. The workaround in the dependent crate was a
zero-sized callback, leaked to get a `&'static mut`.
`with_owned_callback(Box<dyn Callback<T, D, P> + 'o>)` is the addition. Storage is
one list of either kind:
```rust
enum Registered<'a, 'o, T: Scalar, const D: usize, P> {
Borrowed(&'a mut dyn Callback<T, D, P>),
Owned(Box<dyn Callback<T, D, P> + 'o>),
}
```
`Registered` implements `Callback` itself, forwarding both methods, which is why
none of the event handling in `solve` changed: the immutable scan for the earliest
crossing goes through `event` and the single effect that fires goes through
`effect`, whichever kind is holding it. Root finding, jump recording, the
controller reset and `EVENT_PROBE_FRACTION` are untouched.
### The second lifetime, which was not in the plan
`Problem` gained a lifetime parameter: `Problem<'a, 'o, T, D, S, P, C>`. This was
meant to be purely additive and it cannot be, for a reason worth writing down.
Dropping a `Box<dyn Callback>` runs a destructor the compiler cannot see into, so
dropck requires everything that box's lifetime covers to be alive when the problem
is dropped. With one lifetime for both kinds, that requirement lands on the
borrowed callbacks too — and it is type-based, so it applies even to a problem that
owns no callback at all. The first attempt, a single `'a`, failed exactly here:
```
error[E0502]: cannot borrow `once.fired` as immutable because it is also borrowed as mutable
|
| mutable borrow might be used here, when `problem` is dropped
```
That is `test_callback_can_remember_firing`, reading a borrowed callback's own
state after the solve, which is the only way a caller learns what a stateful
callback did and the whole reason the borrowed form exists. Keeping it means the
owned box needs a lifetime of its own, so that only `'o` has to outlive the drop
and NLL can still end a borrowed callback's borrow at the problem's last use.
The cost is arity: code that names the type explicitly needs
`Problem<'a, '_, ..>`. Both lifetimes are inferred, so nothing that only calls
`Problem::new(..).with_callback(..).solve()` is affected.
### Not done: getting owned callbacks back
Deliberately skipped. Downcasting a `Box<dyn Callback>` to its concrete type needs
`Any`, which means a `'static` bound and an `as_any` method on every implementor —
a cost paid by all callbacks for a need that has two cheaper answers already: stay
borrowed, or share an `Rc<Cell<_>>`, which can be read while the solution is still
alive.
### Measurement
The benches register no callbacks, so what they exercise is the list's element type
changing from a reference to a two-variant enum, on a list that is empty. Measured
by alternating old and new rather than running one after the other, because the
first attempt at it reported a 4% improvement, which nothing in this change could
produce: between-sitting drift on this machine is larger than the effect being
looked for.
| bench | old | new |
|---|---|---|
| `bench_orbit` | 356.06, 358.91 us | 357.98, 355.18 us |
| `bench_simple_1d` | 877.7, 881.1 ns | 877.4, 895.7 ns |
| `bench_interpolation_1d` | 2.2683, 2.2104 us | 2.2444, 2.2496 us |
Two runs of the same binary differ by up to 2.6% here, and the old and new ranges
overlap on all three. No measurable change.
### Testing
- an owned callback producing the same times and states as the identical borrowed
one, element for element;
- an owned stateful callback escalating on its second firing, read off the
trajectory since its state cannot be read directly;
- owned and borrowed callbacks on one problem with their events at the same time,
where the final state distinguishes registration order, and the borrowed one's
count is read after the solve;
- a boxed `FnCallback`, which holds two closure references, confirming the `+ 'o`
rather than `'static`;
- the wrapper from the top of this section, compiling and solving.
## Known Limitations
- An even number of crossings inside one step is still missed: the two ends of
the step agree in sign and nothing looks in between. Documented on
`Problem::solve`.
- A crossing inside the first millionth of the step that begins at a firing is
missed, which is the cost of the no-refiring guard. It takes an event that
recurs almost immediately after one was handled.
- The crossing time is located in real arithmetic and carries no derivative.
Deliberate: differentiating through Brent's iterations gives the derivative of
the iterative procedure rather than the sensitivity of the event, which is
wrong without being loud about it. The state at the crossing comes from one
ordinary step of the integrator, so it does carry derivatives.
- An effect that changes the parameters rather than the state does not reset the
controller, and does not record two points.
## Testing
In `src/problem.rs`:
- the reproduction above, ending near 105 rather than 10;
- both sides of the jump present in `times`/`states`, interpolation either side of
it following the branch it is on, and interpolation at the jump itself giving
the state the effect left;
- `stop` ending the solution at the crossing, with nothing past it, `t_end`
untouched and `finished` set;
- a callback counting its own firings and acting only on the first, which needs
the `&mut self`;
- two events in one step firing earliest-first, with the registration order
reversed to show it does not matter;
- an effect that lands back on its own event firing once there rather than
looping, and firing again when the event genuinely recurs;
- a bouncing ball, bouncing at the three analytic bounce times inside the
interval and interpolating correctly inside each arc;
- an event function already zero at the start of the integration firing there;
- the controller reset asked for once across a jump and not at all for an effect
that changes nothing, measured with a controller that counts the resets;
- a jump under dual numbers, where the derivative through the effect is exact
(in `src/lib.rs`, with the autodiff tests);
- the Modified Rodrigues Parameter swap itself, against the closed form for a
constant angular velocity: one swap, at exactly half a turn, `|sigma| <= 1`
throughout, and the final attitude equal to `-cot(theta / 4)` about the
rotation axis.
## Success Criteria
- An effect that writes to `ode.y` changes what is integrated from. ✅
- An effect can record something about itself. ✅
- A terminated solution ends at the crossing. ✅
- A jump is recorded on both sides. ✅
- The step size controller forgets its history across a jump. ✅
- The order of two events in one step is defined and tested. ✅
- No measurable change on the criterion benches. ✅ Measured before and after on
the same machine in one sitting: `bench_orbit` -1.02%, `bench_simple_1d`
+0.36%, `bench_interpolation_1d` -0.67%, all three within criterion's noise
threshold. Which is the right reading of them: re-running the *identical*
binary moved `bench_simple_1d` by -0.80% and `bench_interpolation_1d` by
+1.47%, so run-to-run drift here is about a percent either way and is larger
than the difference being looked for. No bench registers a callback, so what
they measure is the no-callback path, which gains a loop over an empty slice
and a `finished` check per step.
**Effort**: Medium
+81 -16
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@@ -1,31 +1,96 @@
//! Conditions that interrupt an integration, and what they do when they fire.
use nalgebra::SVector;
use crate::ode::ODE;
use crate::scalar::Scalar;
/// A callback function you can utilize to change your model mid-run without stopping.
/// A condition the solver watches for, and the change it makes when it is met.
///
/// The solver evaluates [`event`](Callback::event) at each end of every accepted
/// step and looks for a sign change. When it finds one it locates the crossing
/// and applies [`effect`](Callback::effect) to the ODE there.
/// step and looks for a sign change. When it finds one it shortens the step to
/// land on the crossing, records the state there, and then calls
/// [`effect`](Callback::effect) on the ODE. Whatever the effect leaves in
/// `ode.y` is the state the integration carries on from.
///
/// An effect may:
///
/// - change the state, which records a jump: the solution holds both the value
/// at the crossing and the value the effect left, at the same time (see
/// [`Solution`](crate::problem::Solution));
/// - change the parameters, which changes the right-hand side from the crossing
/// onward;
/// - end the solution at the crossing, by calling [`stop`] or
/// [`ODE::terminate`];
/// - record something about itself, since it takes `&mut self`.
///
/// # Example
///
/// A fire-once callback, which needs the `&mut self` on the effect to remember
/// that it has run:
///
/// ```
/// use nalgebra::Vector1;
/// use ordinary_diffeq::prelude::*;
///
/// struct Kick {
/// fired: usize,
/// }
///
/// impl Callback<f64, 1, ()> for Kick {
/// fn event(&self, _t: f64, y: &Vector1<f64>, _p: &()) -> f64 {
/// 5.0 - y[0]
/// }
///
/// fn effect(&mut self, ode: &mut ODE<'_, f64, 1, ()>) {
/// self.fired += 1;
/// ode.y = Vector1::new(100.0);
/// }
/// }
///
/// fn derivative(_t: f64, _y: Vector1<f64>, _p: &()) -> Vector1<f64> {
/// Vector1::new(1.0)
/// }
///
/// let ode = ODE::new(&derivative, 0.0, 10.0, Vector1::new(0.0), ());
/// let mut kick = Kick { fired: 0 };
/// let mut problem = Problem::new(ode, DormandPrince45::new(), PIController::default())
/// .with_callback(&mut kick);
/// let solution = problem.solve();
///
/// // The state jumped to 100 at t = 5 and kept integrating from there.
/// assert!((solution.states.last().unwrap()[0] - 105.0).abs() < 1e-9);
/// ```
pub trait Callback<T: Scalar, const D: usize, P> {
/// The function whose zero crossings mark the event.
///
/// Called repeatedly while the crossing is being located, so it must not
/// depend on how many times it has been called.
fn event(&self, t: T, y: &SVector<T, D>, params: &P) -> T;
/// What to do to the ODE once the crossing has been located.
///
/// `ode.t` and `ode.y` are the time and state at the crossing when this is
/// called.
fn effect(&mut self, ode: &mut ODE<'_, T, D, P>);
}
/// A [`Callback`] built from a pair of closures.
///
/// The closures are held by shared reference, so neither can carry state of its
/// own. A callback that has to remember something — that it has already fired,
/// how many times, what the state was — implements [`Callback`] on a struct
/// instead; the example on that trait shows it.
///
/// ```
/// # use ordinary_diffeq::prelude::*;
/// # use nalgebra::Vector2;
/// # type Params = ();
/// let too_high = FnCallback {
/// let mut too_high = FnCallback {
/// event: &|_t: f64, y: &Vector2<f64>, _p: &Params| 10.0 - y[0],
/// effect: &stop,
/// };
/// ```
pub trait Callback<T: Scalar, const D: usize, P> {
/// The function whose zero crossings mark the event.
fn event(&self, t: T, y: &SVector<T, D>, params: &P) -> T;
/// What to do to the ODE once the crossing has been located.
fn effect(&self, ode: &mut ODE<'_, T, D, P>);
}
/// A [`Callback`] built from a pair of closures.
#[derive(Clone, Copy)]
pub struct FnCallback<'a, T: Scalar, const D: usize, P> {
/// The function to check for zero crossings
@@ -42,14 +107,14 @@ impl<T: Scalar, const D: usize, P> Callback<T, D, P> for FnCallback<'_, T, D, P>
}
#[inline]
fn effect(&self, ode: &mut ODE<'_, T, D, P>) {
fn effect(&mut self, ode: &mut ODE<'_, T, D, P>) {
(self.effect)(ode)
}
}
/// A convenience function for stopping the integration
/// An effect that ends the solution at the crossing.
pub fn stop<T: Scalar, const D: usize, P>(ode: &mut ODE<'_, T, D, P>) {
ode.t_end = ode.t;
ode.terminate();
}
#[cfg(test)]
+60 -57
View File
@@ -34,6 +34,14 @@ pub trait Controller<T: Scalar> {
fn next_step_guess(&self) -> TryStep<T>;
fn set_next_step_guess(&mut self, guess: TryStep<T>);
/// Discards the error history, leaving the next step guess alone.
///
/// The history is an estimate of how the error behaves along a smooth
/// solution, so it says nothing across a discontinuity.
/// [`Problem::solve`](crate::problem::Problem::solve) calls this when a
/// callback effect changes the state.
fn reset(&mut self);
}
#[derive(Debug, Clone, Copy)]
@@ -68,9 +76,7 @@ impl<T: Scalar> Controller<T> for PIController<T> {
TryStep::Accepted(prev_step, h)
} else {
// Reject the stepsize and propose a smaller one for the current step
TryStep::NotYetAccepted(
prev_step / self.factor_c1.min(factor_11 / self.safety_factor),
)
TryStep::NotYetAccepted(prev_step / self.factor_c1.min(factor_11 / self.safety_factor))
}
}
@@ -82,6 +88,9 @@ impl<T: Scalar> Controller<T> for PIController<T> {
self.next_step_guess = guess;
}
fn reset(&mut self) {
self.factor_old = 1.0e-4;
}
}
impl<T: Scalar> PIController<T> {
@@ -113,7 +122,6 @@ impl<T: Scalar> Default for PIController<T> {
}
}
/// PID (Proportional-Integral-Derivative) step size controller
///
/// The PID controller is an advanced adaptive time-stepping controller that provides
@@ -160,20 +168,20 @@ impl<T: Scalar> Default for PIController<T> {
#[derive(Debug, Clone, Copy)]
pub struct PIDController<T: Scalar = f64> {
// PID Coefficients
pub p_term: f64, // Proportional: reaction to current error
pub i_term: f64, // Integral: reaction to error history
pub d_term: f64, // Derivative: reaction to error rate of change
pub p_term: f64, // Proportional: reaction to current error
pub i_term: f64, // Integral: reaction to error history
pub d_term: f64, // Derivative: reaction to error rate of change
// Constraints
pub factor_c1: f64, // 1/min_factor (maximum step decrease)
pub factor_c2: f64, // 1/max_factor (maximum step increase)
pub h_max: f64, // Maximum allowed step size
pub safety_factor: f64, // Safety factor (typically 0.9)
pub factor_c1: f64, // 1/min_factor (maximum step decrease)
pub factor_c2: f64, // 1/max_factor (maximum step increase)
pub h_max: f64, // Maximum allowed step size
pub safety_factor: f64, // Safety factor (typically 0.9)
// Error history for PID control
pub err_old: f64, // ε_{n-1}: previous step error
pub err_older: f64, // ε_{n-2}: error two steps ago
pub h_old: f64, // h_{n-1}: previous step size
pub err_old: f64, // ε_{n-1}: previous step error
pub err_older: f64, // ε_{n-2}: error two steps ago
pub h_old: f64, // h_{n-1}: previous step size
// Next step guess
pub next_step_guess: TryStep<T>,
@@ -188,15 +196,15 @@ impl<T: Scalar> Controller<T> for PIDController<T> {
let factor = if self.err_old <= 0.0 {
// First step: use only proportional control
let factor_11 = err.powf(self.p_term);
self.factor_c2.max(
self.factor_c1.min(factor_11 / self.safety_factor)
)
self.factor_c2
.max(self.factor_c1.min(factor_11 / self.safety_factor))
} else if self.err_older <= 0.0 {
// Second step: use PI control (proportional + integral)
let factor_11 = err.powf(self.p_term);
let factor_12 = self.err_old.powf(-self.i_term);
self.factor_c2.max(
self.factor_c1.min(factor_11 * factor_12 / self.safety_factor)
self.factor_c1
.min(factor_11 * factor_12 / self.safety_factor),
)
} else {
// Full PID control (proportional + integral + derivative)
@@ -209,7 +217,8 @@ impl<T: Scalar> Controller<T> for PIDController<T> {
1.0
};
self.factor_c2.max(
self.factor_c1.min(factor_11 * factor_12 * factor_13 / self.safety_factor)
self.factor_c1
.min(factor_11 * factor_12 * factor_13 / self.safety_factor),
)
};
@@ -219,7 +228,7 @@ impl<T: Scalar> Controller<T> for PIDController<T> {
// Update error history for next step
self.err_older = self.err_old;
self.err_old = err.max(1.0e-4); // Prevent very small values
self.err_old = err.max(1.0e-4); // Prevent very small values
self.h_old = h.re();
// Apply maximum step size limit
@@ -247,6 +256,11 @@ impl<T: Scalar> Controller<T> for PIDController<T> {
self.next_step_guess = guess;
}
fn reset(&mut self) {
self.err_old = 0.0;
self.err_older = 0.0;
self.h_old = 0.0;
}
}
impl<T: Scalar> PIDController<T> {
@@ -281,9 +295,9 @@ impl<T: Scalar> PIDController<T> {
factor_c2: 1.0 / max_factor,
h_max: h_max.abs(),
safety_factor,
err_old: 0.0, // No history initially
err_older: 0.0, // No history initially
h_old: 0.0, // No history initially
err_old: 0.0, // No history initially
err_older: 0.0, // No history initially
h_old: 0.0, // No history initially
next_step_guess: TryStep::NotYetAccepted(T::lift(initial_h)),
}
}
@@ -301,25 +315,16 @@ impl<T: Scalar> PIDController<T> {
pub fn for_order(order: usize) -> Self {
let k_plus_1 = (order + 1) as f64;
Self::new(
0.49 / k_plus_1, // p_term: proportional
0.34 / k_plus_1, // i_term: integral
0.10 / k_plus_1, // d_term: derivative
10.0, // max_factor
0.2, // min_factor
100000.0, // h_max
0.9, // safety_factor
1e-4, // initial_h
0.49 / k_plus_1, // p_term: proportional
0.34 / k_plus_1, // i_term: integral
0.10 / k_plus_1, // d_term: derivative
10.0, // max_factor
0.2, // min_factor
100000.0, // h_max
0.9, // safety_factor
1e-4, // initial_h
)
}
/// Reset the controller's error history
///
/// Useful when switching algorithms or restarting integration
pub fn reset(&mut self) {
self.err_old = 0.0;
self.err_older = 0.0;
self.h_old = 0.0;
}
}
impl<T: Scalar> Default for PIDController<T> {
@@ -335,19 +340,18 @@ impl<T: Scalar> Default for PIDController<T> {
/// For method-specific tuning, use `PIDController::for_order(order)` instead.
fn default() -> Self {
Self::new(
0.07, // p_term (proportional)
0.04, // i_term (integral)
0.01, // d_term (derivative)
10.0, // max_factor
0.2, // min_factor
100000.0, // h_max
0.9, // safety_factor
1e-4, // initial_h
0.07, // p_term (proportional)
0.04, // i_term (integral)
0.01, // d_term (derivative)
10.0, // max_factor
0.2, // min_factor
100000.0, // h_max
0.9, // safety_factor
1e-4, // initial_h
)
}
}
#[cfg(test)]
mod tests {
use super::*;
@@ -399,7 +403,7 @@ mod tests {
// Default uses conservative PID coefficients
assert_eq!(controller.p_term, 0.07);
assert_eq!(controller.i_term, 0.04);
assert_eq!(controller.d_term, 0.01); // True PID with derivative term
assert_eq!(controller.d_term, 0.01); // True PID with derivative term
}
#[test]
@@ -436,7 +440,8 @@ mod tests {
for &err in &errors {
let mut pi_result = <PIController as Controller<f64>>::determine_step(&mut pi, h, err);
let mut pid_result = <PIDController as Controller<f64>>::determine_step(&mut pid, h, err);
let mut pid_result =
<PIDController as Controller<f64>>::determine_step(&mut pid, h, err);
if pi_result.is_accepted() {
pi_steps.push(pi_result.extract());
@@ -548,7 +553,8 @@ mod tests {
for &err in &errors {
let mut pi_result = <PIController as Controller<f64>>::determine_step(&mut pi, h, err);
let mut pid_result = <PIDController as Controller<f64>>::determine_step(&mut pid, h, err);
let mut pid_result =
<PIDController as Controller<f64>>::determine_step(&mut pid, h, err);
if pi_result.is_accepted() {
let pi_h_next = pi_result.reset().unwrap().extract();
@@ -567,11 +573,8 @@ mod tests {
// Compute standard deviation of log step size ratios
let pi_mean: f64 = pi_ratios.iter().sum::<f64>() / pi_ratios.len() as f64;
let pi_variance: f64 = pi_ratios
.iter()
.map(|r| (r - pi_mean).powi(2))
.sum::<f64>()
/ pi_ratios.len() as f64;
let pi_variance: f64 =
pi_ratios.iter().map(|r| (r - pi_mean).powi(2)).sum::<f64>() / pi_ratios.len() as f64;
let pi_std = pi_variance.sqrt();
let pid_mean: f64 = pid_ratios.iter().sum::<f64>() / pid_ratios.len() as f64;
+44 -19
View File
@@ -4,6 +4,9 @@ use super::super::ode::ODE;
use super::{Integrator, StepResult, Tolerances};
use crate::scalar::Scalar;
/// The number of stages BS3 evaluates per step.
const STAGES: usize = 4;
/// Bogacki-Shampine 3/2 integrator trait for tableau coefficients
pub trait BS3Integrator<'a> {
const A: &'a [f64];
@@ -61,7 +64,7 @@ pub struct BS3<const D: usize> {
impl<const D: usize> Default for BS3<D>
where
BS3<D>: Integrator<D>,
{
{
fn default() -> Self {
Self::new()
}
@@ -117,6 +120,10 @@ impl<'a, const D: usize> BS3Integrator<'a> for BS3<D> {
// Row 2: [1/2]
// Row 3: [0, 3/4]
// Row 4: [2/9, 1/3, 4/9]
// The tableau is aligned by hand, so rustfmt leaves it alone.
#[rustfmt::skip]
// The tableau is aligned by hand, so rustfmt leaves it alone.
#[rustfmt::skip]
const A: &'a [f64] = &[
1.0 / 2.0, // a[1,0]
0.0, // a[2,0]
@@ -127,6 +134,8 @@ impl<'a, const D: usize> BS3Integrator<'a> for BS3<D> {
];
// Solution weights (3rd order)
#[rustfmt::skip]
#[rustfmt::skip]
const B: &'a [f64] = &[
2.0 / 9.0, // b[0]
1.0 / 3.0, // b[1]
@@ -135,6 +144,8 @@ impl<'a, const D: usize> BS3Integrator<'a> for BS3<D> {
];
// Error estimate weights (difference between 3rd and 2nd order)
#[rustfmt::skip]
#[rustfmt::skip]
const B_ERROR: &'a [f64] = &[
2.0 / 9.0 - 7.0 / 24.0, // b[0] - b*[0]
1.0 / 3.0 - 1.0 / 4.0, // b[1] - b*[1]
@@ -143,6 +154,8 @@ impl<'a, const D: usize> BS3Integrator<'a> for BS3<D> {
];
// Stage times
#[rustfmt::skip]
#[rustfmt::skip]
const C: &'a [f64] = &[
0.0, // c[0]
1.0 / 2.0, // c[1]
@@ -155,14 +168,25 @@ impl<'a, const D: usize> Integrator<D> for BS3<D>
where
BS3<D>: BS3Integrator<'a>,
{
const ORDER: usize = 3;
const STAGES: usize = 4;
const ADAPTIVE: bool = true;
const DENSE: bool = true;
fn order(&self) -> usize {
3
}
fn stages(&self) -> usize {
STAGES
}
fn adaptive(&self) -> bool {
true
}
fn dense(&self) -> bool {
true
}
fn step<T: Scalar, P>(&self, ode: &ODE<T, D, P>, h: T) -> StepResult<T, D> {
// Allocate storage for the 4 stages
let mut k: Vec<SVector<T, D>> = vec![SVector::<T, D>::zeros(); Self::STAGES];
let mut k: Vec<SVector<T, D>> = vec![SVector::<T, D>::zeros(); STAGES];
// Stage 1: k1 = f(t, y)
k[0] = (ode.f)(ode.t, ode.y, &ode.params);
@@ -177,7 +201,9 @@ where
// Stage 4: k4 = f(t + c[3]*h, y + h*(a[3,0]*k1 + a[3,1]*k2 + a[3,2]*k3))
let y4 = ode.y
+ (k[0] * T::lift(Self::A[3]) + k[1] * T::lift(Self::A[4]) + k[2] * T::lift(Self::A[5]))
+ (k[0] * T::lift(Self::A[3])
+ k[1] * T::lift(Self::A[4])
+ k[2] * T::lift(Self::A[5]))
* h;
k[3] = (ode.f)(ode.t + h * Self::C[3], y4, &ode.params);
@@ -211,10 +237,10 @@ where
// BS3 uses standard cubic Hermite interpolation with derivatives at endpoints
// Store: y0, y1, f0=k[0], f1=k[3] (FSAL)
let dense_coeffs = vec![
ode.y, // y0 at start of step
next_y, // y1 at end of step
k[0], // f(t0, y0) - derivative at start
k[3], // f(t1, y1) - derivative at end (FSAL)
ode.y, // y0 at start of step
next_y, // y1 at end of step
k[0], // f(t0, y0) - derivative at start
k[3], // f(t1, y1) - derivative at end (FSAL)
];
StepResult {
@@ -271,13 +297,12 @@ mod tests {
use nalgebra::Vector1;
#[test]
#[allow(clippy::assertions_on_constants)]
fn test_bs3_creation() {
let _bs3: BS3<1> = BS3::new();
assert_eq!(BS3::<1>::ORDER, 3);
assert_eq!(BS3::<1>::STAGES, 4);
assert!(BS3::<1>::ADAPTIVE);
assert!(BS3::<1>::DENSE);
let bs3: BS3<1> = BS3::new();
assert_eq!(bs3.order(), 3);
assert_eq!(bs3.stages(), 4);
assert!(bs3.adaptive());
assert!(bs3.dense());
}
#[test]
@@ -291,7 +316,7 @@ mod tests {
let ode = ODE::new(&derivative, 0.0, 1.0, y0, ());
let bs3 = BS3::new();
let h = 0.001; // Smaller step size for tighter tolerances
let h = 0.001; // Smaller step size for tighter tolerances
let __step = bs3.step(&ode, h);
let (y_next, err, dense) = (__step.y, __step.err, __step.dense);
@@ -321,7 +346,7 @@ mod tests {
let ode = ODE::new(&derivative, 0.0, 1.0, y0, ());
let bs3 = BS3::new();
let h = 0.001; // Smaller step size
let h = 0.001; // Smaller step size
let __step = bs3.step(&ode, h);
let (_y_next, _err, dense) = (__step.y, __step.err, __step.dense);
+29 -10
View File
@@ -4,6 +4,10 @@ use super::{Integrator, StepResult, Tolerances};
use crate::ode::ODE;
use crate::scalar::Scalar;
/// The number of stages Dormand-Prince 5(4) evaluates per step. Also the offset
/// between the 5th and 4th order weights in `B`.
const STAGES: usize = 7;
/// Integrator Trait
pub trait DormandPrinceIntegrator<'a> {
const A: &'a [f64];
@@ -174,39 +178,54 @@ impl<'a, const D: usize> Integrator<D> for DormandPrince45<D>
where
DormandPrince45<D>: DormandPrinceIntegrator<'a>,
{
const ORDER: usize = 5;
const STAGES: usize = 7;
const ADAPTIVE: bool = true;
const DENSE: bool = true;
fn order(&self) -> usize {
5
}
fn stages(&self) -> usize {
STAGES
}
fn adaptive(&self) -> bool {
true
}
fn dense(&self) -> bool {
true
}
fn step<T: Scalar, P>(&self, ode: &ODE<T, D, P>, h: T) -> StepResult<T, D> {
let mut k: Vec<SVector<T, D>> = vec![SVector::<T, D>::zeros(); Self::STAGES];
let mut k: Vec<SVector<T, D>> = vec![SVector::<T, D>::zeros(); STAGES];
let mut next_y = ode.y;
let mut err = SVector::<T, D>::zeros();
let mut rcont5 = SVector::<T, D>::zeros();
// Do the first of the summations
k[0] = (ode.f)(ode.t, ode.y, &ode.params);
next_y += k[0] * T::lift(Self::B[0]) * h;
err += k[0] * T::lift(Self::B[0] - Self::B[Self::STAGES]) * h;
err += k[0] * T::lift(Self::B[0] - Self::B[STAGES]) * h;
let rcont1 = ode.y;
rcont5 += k[0] * h * T::lift(Self::D[0]);
// Then the rest
for i in 1..Self::STAGES {
for i in 1..STAGES {
// Compute the ks
let mut y_term = SVector::<T, D>::zeros();
for (j, item) in k.iter().enumerate().take(i) {
y_term += item * T::lift(Self::A[(i * (i - 1)) / 2 + j]);
}
k[i] = (ode.f)(ode.t + T::lift(Self::C[i]) * h, ode.y + y_term * h, &ode.params);
k[i] = (ode.f)(
ode.t + T::lift(Self::C[i]) * h,
ode.y + y_term * h,
&ode.params,
);
// Use that and bis to calculate the y and error terms
next_y += k[i] * h * T::lift(Self::B[i]);
err += k[i] * T::lift(Self::B[i] - Self::B[i + Self::STAGES]) * h;
err += k[i] * T::lift(Self::B[i] - Self::B[i + STAGES]) * h;
rcont5 += k[i] * h * T::lift(Self::D[i]);
}
let rcont2 = next_y - ode.y;
let rcont3 = k[0] * h - rcont2;
let rcont4 = rcont2 - k[Self::STAGES - 1] * h - rcont3;
let rcont4 = rcont2 - k[STAGES - 1] * h - rcont3;
let rcont = vec![rcont1, rcont2, rcont3, rcont4, rcont5];
// Just take the real component of the error
let mut error_norm_sq = 0.0;
+443
View File
@@ -0,0 +1,443 @@
//! An integrator chosen at runtime.
//!
//! Which integrator solves a problem is normally a type parameter, fixed when
//! the code is compiled. [`Method`] is an enum over the integrators this crate
//! provides that itself implements [`Integrator`], so a value can stand where a
//! type would otherwise have to: an accuracy preset can carry a method as well
//! as a tolerance, a method can be named in a configuration file through
//! [`MethodName`], and a `Vec<Method<D>>` can hold several for comparison.
//!
//! Dispatch is a `match` on the variant, which the compiler resolves per call
//! site. There is no trait object and no scalar erasure, so autodiff keeps
//! working through a `Method` exactly as through the integrator it wraps.
use nalgebra::SVector;
use serde::{Deserialize, Serialize};
use super::bs3::BS3;
use super::dormand_prince::DormandPrince45;
use super::rosenbrock::Rosenbrock23;
use super::vern7::Vern7;
use super::{Integrator, StepResult, Tolerances};
use crate::ode::ODE;
use crate::scalar::Scalar;
/// An integrator chosen at runtime.
///
/// Every variant wraps a configured integrator, so tolerances are set on a
/// `Method` the same way they are set on the integrator itself.
///
/// # Example
///
/// ```rust
/// use ordinary_diffeq::prelude::*;
/// use nalgebra::Vector1;
///
/// fn derivative(_t: f64, y: Vector1<f64>, _p: &()) -> Vector1<f64> {
/// -y
/// }
///
/// // The method is a value here, so it can come from a configuration file, a
/// // command line flag, or an accuracy preset.
/// let method: Method<1> = MethodName::Vern7.instantiate().a_tol(1e-12).r_tol(1e-12);
///
/// let ode = ODE::new(&derivative, 0.0, 2.0, Vector1::new(1.0), ());
/// let mut problem = Problem::new(ode, method, PIController::default());
/// let solution = problem.solve();
///
/// let y = solution.interpolate(1.3)[0];
/// assert!((y - (-1.3f64).exp()).abs() < 1e-10);
/// ```
#[non_exhaustive]
#[derive(Debug, Clone, Copy)]
pub enum Method<const D: usize> {
/// Bogacki-Shampine 3(2).
BS3(BS3<D>),
/// Dormand-Prince 5(4).
DormandPrince45(DormandPrince45<D>),
/// Verner's "most efficient" 7(6).
Vern7(Vern7<D>),
/// Rosenbrock-W 2(3), for stiff problems.
Rosenbrock23(Rosenbrock23<D>),
}
/// Forwards a `&self` call to whichever integrator the method holds.
macro_rules! dispatch {
($method:expr, $inner:ident => $call:expr) => {
match $method {
Method::BS3($inner) => $call,
Method::DormandPrince45($inner) => $call,
Method::Vern7($inner) => $call,
Method::Rosenbrock23($inner) => $call,
}
};
}
/// Forwards a consuming call and puts the result back in the same variant.
macro_rules! dispatch_rewrap {
($method:expr, $inner:ident => $call:expr) => {
match $method {
Method::BS3($inner) => Method::BS3($call),
Method::DormandPrince45($inner) => Method::DormandPrince45($call),
Method::Vern7($inner) => Method::Vern7($call),
Method::Rosenbrock23($inner) => Method::Rosenbrock23($call),
}
};
}
impl<const D: usize> Method<D> {
/// Which method this is, without its configuration.
///
/// The counterpart to [`MethodName::instantiate`], so a run can record the
/// method it used in a form that selects the same one again.
pub fn name(&self) -> MethodName {
match self {
Method::BS3(_) => MethodName::BS3,
Method::DormandPrince45(_) => MethodName::DormandPrince45,
Method::Vern7(_) => MethodName::Vern7,
Method::Rosenbrock23(_) => MethodName::Rosenbrock23,
}
}
}
impl<const D: usize> Integrator<D> for Method<D> {
fn order(&self) -> usize {
dispatch!(self, m => m.order())
}
fn stages(&self) -> usize {
dispatch!(self, m => m.stages())
}
fn adaptive(&self) -> bool {
dispatch!(self, m => m.adaptive())
}
fn dense(&self) -> bool {
dispatch!(self, m => m.dense())
}
fn main_stages(&self) -> usize {
dispatch!(self, m => m.main_stages())
}
fn extra_stages(&self) -> usize {
dispatch!(self, m => m.extra_stages())
}
fn total_dense_stages(&self) -> usize {
dispatch!(self, m => m.total_dense_stages())
}
fn step<T: Scalar, P>(&self, ode: &ODE<T, D, P>, h: T) -> StepResult<T, D> {
dispatch!(self, m => m.step(ode, h))
}
fn interpolate<T: Scalar>(
&self,
t_start: T,
t_end: T,
dense: &[SVector<T, D>],
t: T,
) -> SVector<T, D> {
dispatch!(self, m => m.interpolate(t_start, t_end, dense, t))
}
fn compute_extra_stages<T: Scalar, P>(
&self,
ode: &ODE<T, D, P>,
t_start: T,
y_start: SVector<T, D>,
h: T,
main_stages: &[SVector<T, D>],
) -> Vec<SVector<T, D>> {
dispatch!(self, m => m.compute_extra_stages(ode, t_start, y_start, h, main_stages))
}
}
impl<const D: usize> Tolerances<D> for Method<D> {
fn absolute_tolerance(&self) -> SVector<f64, D> {
dispatch!(self, m => m.absolute_tolerance())
}
fn relative_tolerance(&self) -> f64 {
dispatch!(self, m => m.relative_tolerance())
}
fn a_tol(self, a_tol: f64) -> Self {
dispatch_rewrap!(self, m => m.a_tol(a_tol))
}
fn a_tol_full(self, a_tol: SVector<f64, D>) -> Self {
dispatch_rewrap!(self, m => m.a_tol_full(a_tol))
}
fn r_tol(self, r_tol: f64) -> Self {
dispatch_rewrap!(self, m => m.r_tol(r_tol))
}
}
impl<const D: usize> From<BS3<D>> for Method<D> {
fn from(integrator: BS3<D>) -> Self {
Method::BS3(integrator)
}
}
impl<const D: usize> From<DormandPrince45<D>> for Method<D> {
fn from(integrator: DormandPrince45<D>) -> Self {
Method::DormandPrince45(integrator)
}
}
impl<const D: usize> From<Vern7<D>> for Method<D> {
fn from(integrator: Vern7<D>) -> Self {
Method::Vern7(integrator)
}
}
impl<const D: usize> From<Rosenbrock23<D>> for Method<D> {
fn from(integrator: Rosenbrock23<D>) -> Self {
Method::Rosenbrock23(integrator)
}
}
/// The name of an integrator, without its configuration.
///
/// Serializes as the variant name, so `integrator = "Vern7"` in a configuration
/// file deserializes to [`MethodName::Vern7`] and
/// [`instantiate`](MethodName::instantiate) turns it into a [`Method`] at
/// whatever dimension the problem needs.
///
/// # Example
///
/// ```rust
/// use ordinary_diffeq::prelude::*;
///
/// let name: MethodName = serde_json::from_str(r#""Vern7""#).unwrap();
/// let method: Method<6> = name.instantiate();
/// assert_eq!(method.name(), MethodName::Vern7);
/// ```
#[non_exhaustive]
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
pub enum MethodName {
/// Bogacki-Shampine 3(2).
BS3,
/// Dormand-Prince 5(4).
DormandPrince45,
/// Verner's "most efficient" 7(6).
Vern7,
/// Rosenbrock-W 2(3), for stiff problems.
Rosenbrock23,
}
impl MethodName {
/// Builds the named integrator, at its default tolerances.
pub fn instantiate<const D: usize>(&self) -> Method<D> {
match self {
MethodName::BS3 => Method::BS3(BS3::new()),
MethodName::DormandPrince45 => Method::DormandPrince45(DormandPrince45::new()),
MethodName::Vern7 => Method::Vern7(Vern7::new()),
MethodName::Rosenbrock23 => Method::Rosenbrock23(Rosenbrock23::new()),
}
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::controller::PIController;
use crate::problem::Problem;
use nalgebra::Vector2;
/// The harmonic oscillator, which every method solves and which has enough
/// curvature that steps land in different places at different tolerances.
fn derivative(_t: f64, y: Vector2<f64>, _p: &()) -> Vector2<f64> {
Vector2::new(y[1], -y[0])
}
/// Solves to `t = 4` and reports the step times, the states, and the value
/// interpolated at ten points that fall strictly inside steps.
fn solve<S: Integrator<2> + Copy>(integrator: S) -> (Vec<f64>, Vec<Vector2<f64>>, Vec<f64>) {
let ode = crate::ode::ODE::new(&derivative, 0.0, 4.0, Vector2::new(1.0, 0.0), ());
let mut problem = Problem::new(ode, integrator, PIController::default());
let solution = problem.solve();
let interpolated = (1..=10)
.map(|i| solution.interpolate(i as f64 * 0.37)[0])
.collect();
(
solution.times.clone(),
solution.states.clone(),
interpolated,
)
}
/// Wrapping an integrator in `Method` must not change a single bit of the
/// answer, interpolation included — which for Vern7 exercises the lazy
/// extra stages, the path `extra_stages` governs.
#[test]
fn test_method_matches_wrapped_integrator() {
macro_rules! assert_identical {
($integrator:expr, $variant:ident) => {{
let integrator = $integrator;
let (direct_t, direct_y, direct_interp) = solve(integrator);
let (wrapped_t, wrapped_y, wrapped_interp) = solve(Method::$variant(integrator));
assert_eq!(
direct_t,
wrapped_t,
"{} step times differ",
stringify!($variant)
);
assert_eq!(
direct_y,
wrapped_y,
"{} states differ",
stringify!($variant)
);
assert_eq!(
direct_interp,
wrapped_interp,
"{} interpolated values differ",
stringify!($variant)
);
// And the step count is nontrivial, so the comparison means something.
assert!(
direct_t.len() > 5,
"{} took too few steps",
stringify!($variant)
);
}};
}
assert_identical!(BS3::<2>::new().a_tol(1e-8).r_tol(1e-8), BS3);
assert_identical!(
DormandPrince45::<2>::new().a_tol(1e-10).r_tol(1e-10),
DormandPrince45
);
assert_identical!(Vern7::<2>::new().a_tol(1e-12).r_tol(1e-12), Vern7);
assert_identical!(
Rosenbrock23::<2>::new().a_tol(1e-6).r_tol(1e-6),
Rosenbrock23
);
}
/// The structural facts a `Method` reports are the wrapped integrator's.
#[test]
fn test_method_reports_wrapped_structure() {
let vern7 = Vern7::<2>::new();
let wrapped = Method::Vern7(vern7);
assert_eq!(wrapped.order(), vern7.order());
assert_eq!(wrapped.stages(), vern7.stages());
assert_eq!(wrapped.main_stages(), vern7.main_stages());
assert_eq!(wrapped.extra_stages(), vern7.extra_stages());
assert_eq!(wrapped.total_dense_stages(), vern7.total_dense_stages());
assert!(wrapped.adaptive() && wrapped.dense());
// Dormand-Prince has no extra stages, and the default applies through
// the enum as it does directly.
let dp45 = Method::DormandPrince45(DormandPrince45::<2>::new());
assert_eq!(dp45.extra_stages(), 0);
assert_eq!(dp45.total_dense_stages(), dp45.main_stages());
}
/// A name round-trips through serde and instantiates the variant it names.
#[test]
fn test_method_name_round_trip() {
for (name, json) in [
(MethodName::BS3, r#""BS3""#),
(MethodName::DormandPrince45, r#""DormandPrince45""#),
(MethodName::Vern7, r#""Vern7""#),
(MethodName::Rosenbrock23, r#""Rosenbrock23""#),
] {
assert_eq!(serde_json::to_string(&name).unwrap(), json);
let parsed: MethodName = serde_json::from_str(json).unwrap();
assert_eq!(parsed, name);
let method: Method<3> = parsed.instantiate();
assert_eq!(method.name(), name);
}
}
/// Tolerance setters forward through the enum and keep the variant.
#[test]
fn test_tolerances_through_the_enum() {
let method: Method<2> = MethodName::BS3.instantiate().a_tol(1e-11).r_tol(1e-9);
assert_eq!(method.name(), MethodName::BS3);
assert_eq!(
method.absolute_tolerance(),
SVector::<f64, 2>::repeat(1e-11)
);
assert_eq!(method.relative_tolerance(), 1e-9);
let per = SVector::<f64, 2>::new(1e-6, 1e-12);
let method = method.a_tol_full(per);
assert_eq!(method.absolute_tolerance(), per);
}
/// The heterogeneous collection the type parameter used to rule out.
#[test]
fn test_collection_of_methods() {
let methods: Vec<Method<2>> = [
MethodName::BS3,
MethodName::DormandPrince45,
MethodName::Vern7,
MethodName::Rosenbrock23,
]
.iter()
.map(|name| name.instantiate().a_tol(1e-8).r_tol(1e-8))
.collect();
for method in methods {
let (times, states, _) = solve(method);
// cos(4) at the end of the interval, to whatever each method manages.
let final_y = states.last().unwrap()[0];
assert!(
(final_y - 4.0f64.cos()).abs() < 1e-3,
"{:?} ended at {final_y} after {} steps",
method.name(),
times.len()
);
}
}
/// The module header claims a `Method` differentiates exactly as the
/// integrator it wraps does, which is only true if nothing erases the
/// scalar. Vern7 is the demanding case: interpolating inside a step calls
/// the right-hand side again, in dual arithmetic, after the solve.
#[test]
fn test_method_preserves_autodiff() {
use num_dual::Dual64;
fn decay<T: crate::scalar::Scalar>(_t: T, y: nalgebra::Vector1<T>) -> nalgebra::Vector1<T> {
-y
}
let y0 = Dual64::from_re(1.0).derivative();
let ode = crate::ode::ODE::new(
&|t, y, _p: &()| decay(t, y),
Dual64::lift(0.0),
Dual64::lift(2.0),
nalgebra::Vector1::new(y0),
(),
);
let method: Method<1> = MethodName::Vern7.instantiate().a_tol(1e-12).r_tol(1e-12);
let mut problem = Problem::new(ode, method, PIController::default());
let solution = problem.solve();
let y = solution.interpolate(Dual64::lift(1.3))[0];
// y(t) = y0 e^-t, so both the value and dy/dy0 are e^-1.3.
assert!((y.re - (-1.3f64).exp()).abs() < 1e-10);
assert!((y.eps - (-1.3f64).exp()).abs() < 1e-10);
}
/// `From` gets an already-configured integrator into the enum.
#[test]
fn test_from_integrator() {
let method: Method<2> = Vern7::<2>::new().a_tol(1e-9).into();
assert_eq!(method.name(), MethodName::Vern7);
assert_eq!(method.absolute_tolerance(), SVector::<f64, 2>::repeat(1e-9));
}
}
+32 -10
View File
@@ -5,6 +5,7 @@ use crate::scalar::Scalar;
pub mod bs3;
pub mod dormand_prince;
pub mod method;
pub mod rosenbrock;
pub mod vern7;
@@ -23,27 +24,48 @@ pub struct StepResult<T: Scalar, const D: usize> {
/// [`Integrator::interpolate`], or `None` from a method without dense
/// output.
///
/// For a method with lazy dense output (`EXTRA_STAGES > 0`) the layout is
/// `[y_start, y_end, k_1, ..., k_MAIN_STAGES]`, and the extra stages are
/// For a method with lazy dense output (`extra_stages() > 0`) the layout is
/// `[y_start, y_end, k_1, ..., k_main_stages]`, and the extra stages are
/// appended by [`Integrator::compute_extra_stages`] on first use.
pub dense: Option<Vec<SVector<T, D>>>,
}
/// Integrator Trait
///
/// The structural facts about a method are `&self` methods rather than
/// associated constants, so that a value can answer them. That is what lets
/// [`Method`](method::Method) wrap the integrators in an enum and dispatch to
/// whichever one it holds, and so lets an integrator be chosen at runtime. None
/// of these appears in type position, and for a concrete integrator each call
/// inlines to the constant it returns.
pub trait Integrator<const D: usize> {
const ORDER: usize;
const STAGES: usize;
const ADAPTIVE: bool;
const DENSE: bool;
/// The order of the method's solution.
fn order(&self) -> usize;
/// Number of main stages stored in dense output (default: same as STAGES)
const MAIN_STAGES: usize = Self::STAGES;
/// The number of stages the method evaluates per step.
fn stages(&self) -> usize;
/// Whether the method estimates its local error, and so can be stepped
/// adaptively.
fn adaptive(&self) -> bool;
/// Whether the method produces dense output.
fn dense(&self) -> bool;
/// Number of main stages stored in dense output (default: same as `stages`)
fn main_stages(&self) -> usize {
self.stages()
}
/// Number of extra stages for full-order dense output (default: 0, no extra stages)
const EXTRA_STAGES: usize = 0;
fn extra_stages(&self) -> usize {
0
}
/// Total stages when full dense output is computed
const TOTAL_DENSE_STAGES: usize = Self::MAIN_STAGES + Self::EXTRA_STAGES;
fn total_dense_stages(&self) -> usize {
self.main_stages() + self.extra_stages()
}
/// Advances `ode` by `h` from its current state, without mutating it.
fn step<T: Scalar, P>(&self, ode: &ODE<T, D, P>, h: T) -> StepResult<T, D>;
+47 -18
View File
@@ -28,10 +28,11 @@ impl Default for JacobianUpdateStrategy {
/// Compute the Jacobian matrix ∂f/∂y using forward finite differences
///
/// For a system y' = f(t, y), computes the D×D Jacobian matrix J where J[i,j] = ∂f_i/∂y_j
/// For a system `y' = f(t, y)`, computes the D×D Jacobian matrix `J` where
/// `J[i,j] = ∂f_i/∂y_j`
///
/// Uses forward differences: J[i,j] ≈ (f_i(y + ε*e_j) - f_i(y)) / ε
/// where ε = √(machine_epsilon) * max(|y[j]|, 1.0)
/// Uses forward differences: `J[i,j] ≈ (f_i(y + ε*e_j) - f_i(y)) / ε`
/// where `ε = √(machine_epsilon) * max(|y[j]|, 1.0)`
pub fn compute_jacobian<T: Scalar, const D: usize, P>(
f: ProblemFunction<'_, T, D, P>,
t: T,
@@ -229,10 +230,21 @@ impl<const D: usize> Default for Rosenbrock23<D> {
}
impl<const D: usize> Integrator<D> for Rosenbrock23<D> {
const ORDER: usize = 2;
const STAGES: usize = 2;
const ADAPTIVE: bool = true;
const DENSE: bool = true;
fn order(&self) -> usize {
2
}
fn stages(&self) -> usize {
2
}
fn adaptive(&self) -> bool {
true
}
fn dense(&self) -> bool {
true
}
fn step<T: Scalar, P>(&self, ode: &ODE<T, D, P>, h: T) -> StepResult<T, D> {
let t = ode.t;
@@ -432,12 +444,21 @@ mod tests {
// So log(error) = 2*log(h) + const
// Slope should be approximately 2
for i in 0..errors.len() - 1 {
let rate =
(errors[i].log10() - errors[i + 1].log10()) / (step_sizes[i].log10() - step_sizes[i + 1].log10());
println!("Convergence rate between h={} and h={}: {}", step_sizes[i], step_sizes[i+1], rate);
let rate = (errors[i].log10() - errors[i + 1].log10())
/ (step_sizes[i].log10() - step_sizes[i + 1].log10());
println!(
"Convergence rate between h={} and h={}: {}",
step_sizes[i],
step_sizes[i + 1],
rate
);
// Should be close to 2 for a 2nd order method
assert!(rate > 1.8 && rate < 2.2, "Convergence rate {} is not close to 2", rate);
assert!(
rate > 1.8 && rate < 2.2,
"Convergence rate {} is not close to 2",
rate
);
}
}
@@ -455,7 +476,7 @@ mod tests {
let analytical = |t: f64| 0.5 * (1.01 * t).exp();
// Test convergence with Julia's step sizes: (1/2)^(6:-1:3) = [1/64, 1/32, 1/16, 1/8]
let step_sizes = vec![1.0/64.0, 1.0/32.0, 1.0/16.0, 1.0/8.0];
let step_sizes = vec![1.0 / 64.0, 1.0 / 32.0, 1.0 / 16.0, 1.0 / 8.0];
let mut errors = Vec::new();
for &h in &step_sizes {
@@ -493,8 +514,11 @@ mod tests {
println!("Orders per step refinement: {:?}", orders);
// Julia tests: @test sim.𝒪est[:final]≈2 atol=0.2
assert!((avg_order - 2.0).abs() < 0.2,
"Convergence order {:.2} not within 0.2 of expected order 2", avg_order);
assert!(
(avg_order - 2.0).abs() < 0.2,
"Convergence order {:.2} not within 0.2 of expected order 2",
avg_order
);
}
#[test]
@@ -517,11 +541,16 @@ mod tests {
let mut problem = Problem::new(ode, rb23, controller);
let solution = problem.solve();
println!("Adaptive solve completed in {} steps", solution.states.len());
println!(
"Adaptive solve completed in {} steps",
solution.states.len()
);
assert!(solution.states.len() < 20,
"Adaptive solve should complete in less than 20 steps, got {}",
solution.states.len());
assert!(
solution.states.len() < 20,
"Adaptive solve should complete in less than 20 steps, got {}",
solution.states.len()
);
// Verify final value is accurate
let analytical = 0.5 * (1.01_f64 * 1.0).exp();
+49 -24
View File
@@ -4,6 +4,13 @@ use super::super::ode::ODE;
use super::{Integrator, StepResult, Tolerances};
use crate::scalar::Scalar;
/// The number of main stages Vern7 evaluates per step.
const STAGES: usize = 10;
/// The number of further stages Vern7 computes, lazily, for full-order dense
/// output.
const EXTRA_STAGES: usize = 6;
/// Verner 7 integrator trait for tableau coefficients
pub trait Vern7Integrator<'a> {
const A: &'a [f64]; // Lower triangular A matrix (flattened)
@@ -73,7 +80,7 @@ pub struct Vern7<const D: usize> {
impl<const D: usize> Default for Vern7<D>
where
Vern7<D>: Integrator<D>,
{
{
fn default() -> Self {
Self::new()
}
@@ -134,6 +141,8 @@ impl<'a, const D: usize> Vern7Integrator<'a> for Vern7<D> {
// Stage 8: [a81, 0, a83, a84, a85, a86, a87]
// Stage 9: [a91, 0, a93, a94, a95, a96, a97, a98]
// Stage 10: [a101, 0, a103, a104, a105, a106, a107, 0, 0]
// The tableau is aligned by hand, so rustfmt leaves it alone.
#[rustfmt::skip]
const A: &'a [f64] = &[
// Stage 2
0.005,
@@ -170,6 +179,7 @@ impl<'a, const D: usize> Vern7Integrator<'a> for Vern7<D> {
];
// Error estimate weights (difference between 7th and 6th order: b - b*)
#[rustfmt::skip]
const B_ERROR: &'a [f64] = &[
0.002547011879931045, // b1 - b*1
0.0, // b2 - b*2
@@ -184,6 +194,7 @@ impl<'a, const D: usize> Vern7Integrator<'a> for Vern7<D> {
];
// Time nodes (c coefficients)
#[rustfmt::skip]
const C: &'a [f64] = &[
0.0, // c1
0.005, // c2
@@ -203,6 +214,7 @@ impl<'a, const D: usize> Vern7Integrator<'a> for Vern7<D> {
impl<'a, const D: usize> Vern7ExtraStages<'a> for Vern7<D> {
// Time nodes for extra stages
#[rustfmt::skip]
const C_EXTRA: &'a [f64] = &[
1.0, // c11
0.29, // c12
@@ -289,24 +301,40 @@ impl<'a, const D: usize> Integrator<D> for Vern7<D>
where
Vern7<D>: Vern7Integrator<'a> + Vern7ExtraStages<'a>,
{
const ORDER: usize = 7;
const STAGES: usize = 10;
const ADAPTIVE: bool = true;
const DENSE: bool = true;
fn order(&self) -> usize {
7
}
fn stages(&self) -> usize {
STAGES
}
fn adaptive(&self) -> bool {
true
}
fn dense(&self) -> bool {
true
}
// Lazy dense output configuration
const MAIN_STAGES: usize = 10;
const EXTRA_STAGES: usize = 6;
fn main_stages(&self) -> usize {
STAGES
}
fn extra_stages(&self) -> usize {
EXTRA_STAGES
}
fn step<T: Scalar, P>(&self, ode: &ODE<T, D, P>, h: T) -> StepResult<T, D> {
// Allocate storage for the 10 stages
let mut k: Vec<SVector<T, D>> = vec![SVector::<T, D>::zeros(); Self::STAGES];
let mut k: Vec<SVector<T, D>> = vec![SVector::<T, D>::zeros(); STAGES];
// Stage 1: k[0] = f(t, y)
k[0] = (ode.f)(ode.t, ode.y, &ode.params);
// Compute remaining stages using the A matrix
for i in 1..Self::STAGES {
for i in 1..STAGES {
let mut y_temp = ode.y;
// A matrix is stored in lower triangular form, row by row
// Row i has i elements (0-indexed), starting at position i*(i-1)/2
@@ -352,6 +380,8 @@ where
}
}
// One interpolation coefficient per line, likewise.
#[rustfmt::skip]
fn interpolate<T: Scalar>(
&self,
t_start: T,
@@ -469,7 +499,7 @@ where
k9 * b9_theta) * h;
// If extra stages are available, add their contribution for full 7th order accuracy
if dense.len() >= 2 + Self::TOTAL_DENSE_STAGES {
if dense.len() >= 2 + STAGES + EXTRA_STAGES {
// Extra stages are at indices 12-17
let k11 = &dense[12];
let k12 = &dense[13];
@@ -563,7 +593,7 @@ where
let k8 = &main_stages[7];
let k9 = &main_stages[8];
let mut extra_stages = Vec::with_capacity(Self::EXTRA_STAGES);
let mut extra_stages = Vec::with_capacity(EXTRA_STAGES);
// Stage 11: uses k1, k4-k9 (7 coefficients)
let mut y11 = y_start;
@@ -721,7 +751,7 @@ mod tests {
}
let y0 = Vector1::new(1.0);
let t_end: f64 = 1.0; // Longer interval to get larger errors
let t_end: f64 = 1.0; // Longer interval to get larger errors
let exact = t_end.exp();
let step_sizes: [f64; 3] = [0.2, 0.1, 0.05];
@@ -748,16 +778,8 @@ mod tests {
let ratio2 = errors[1] / errors[2];
// Allow some tolerance (expect ratio between 64 and 256)
assert!(
ratio1 > 64.0 && ratio1 < 256.0,
"First ratio: {}",
ratio1
);
assert!(
ratio2 > 64.0 && ratio2 < 256.0,
"Second ratio: {}",
ratio2
);
assert!(ratio1 > 64.0 && ratio1 < 256.0, "First ratio: {}", ratio1);
assert!(ratio2 > 64.0 && ratio2 < 256.0, "Second ratio: {}", ratio2);
}
#[test]
@@ -805,7 +827,7 @@ mod tests {
Vector2::new(y[1], -y[0])
}
let y0 = Vector2::new(1.0, 0.0); // Start at maximum displacement, zero velocity
let y0 = Vector2::new(1.0, 0.0); // Start at maximum displacement, zero velocity
// Period of harmonic oscillator is 2π
let period = 2.0 * std::f64::consts::PI;
@@ -831,7 +853,10 @@ mod tests {
println!("Initial energy: {}", energy_initial);
println!("Final energy: {}", energy_final);
println!("Energy drift after {} periods: {:.2e}", num_periods, energy_drift);
println!(
"Energy drift after {} periods: {:.2e}",
num_periods, energy_drift
);
println!("Number of steps: {}", solution.times.len());
// Energy should be conserved to high precision (< 1e-7 relative error over 1000 periods)
+56 -8
View File
@@ -1,8 +1,7 @@
#![allow(dead_code)]
// The readme is the crate's front page, and including it here means every
// example in it is compiled and run by `cargo test`. Requires `autodiff`
// because one of those examples differentiates.
#![cfg_attr(feature = "autodiff", doc = include_str!("../readme.md"))]
// example in it is compiled and run by `cargo test`.
#![doc = include_str!("../readme.md")]
pub mod callback;
pub mod controller;
@@ -16,10 +15,11 @@ pub mod prelude {
pub use super::controller::{PIController, PIDController};
pub use super::integrator::bs3::BS3;
pub use super::integrator::dormand_prince::DormandPrince45;
pub use super::integrator::method::{Method, MethodName};
pub use super::integrator::rosenbrock::Rosenbrock23;
pub use super::integrator::vern7::Vern7;
pub use super::ode::ODE;
pub use super::integrator::{Integrator, StepResult, Tolerances};
pub use super::ode::ODE;
pub use super::problem::{Problem, Solution};
pub use super::scalar::Scalar;
}
@@ -51,13 +51,13 @@ mod tests {
let dp45 = DormandPrince45::new().a_tol(1e-12).r_tol(1e-6);
let controller = PIController::default();
let value_too_high = FnCallback {
let mut value_too_high = FnCallback {
event: &|t: f64, _y: &Vector2<f64>, _p: &Params| 5.0 - t,
effect: &stop,
};
// Solve the problem
let mut problem = Problem::new(ode, dp45, controller).with_callback(&value_too_high);
let mut problem = Problem::new(ode, dp45, controller).with_callback(&mut value_too_high);
let solution = problem.solve();
// Can interpolate solutions to whatever you want
@@ -159,7 +159,7 @@ mod tests {
}
/// Tests that the derivatives a dual instantiation produces are the right ones.
#[cfg(all(test, feature = "autodiff"))]
#[cfg(test)]
mod autodiff_tests {
use crate::ode::ProblemFunction;
use crate::prelude::*;
@@ -321,6 +321,48 @@ mod autodiff_tests {
}
}
/// Derivatives survive a callback that changes the state.
///
/// `y' = y` from `y0`, halved the moment it reaches 2, run to `t = 2`. It
/// reaches 2 twice in that interval — at `ln 2` and at `2 ln 2` — and `n`
/// halvings leave `y(2) = e^2 y0 / 2^n` whatever the times were, so the
/// solution and its sensitivity to `y0` are both `e^2 / 4` exactly.
///
/// The crossing time is located in real arithmetic and carries no
/// derivative. This problem is one where that costs nothing: the state at
/// the crossing is fixed at 2 by the event itself, and the final state turns
/// out not to depend on when the crossing happened. A problem where the
/// event time does matter needs the sensitivity of the event condition,
/// which forward mode through Brent's iterations would not give.
#[test]
fn test_ad_through_a_callback_jump() {
fn derivative<T: Scalar>(_t: T, y: Vector1<T>, _p: &()) -> Vector1<T> {
y
}
let y0 = Dual64::from_re(1.0).derivative();
let mut halve = FnCallback {
event: &|_t: Dual64, y: &Vector1<Dual64>, _p: &()| Dual64::lift(2.0) - y[0],
effect: &|ode: &mut ODE<'_, Dual64, 1, ()>| ode.y /= Dual64::lift(2.0),
};
let ode = ODE::new(
&derivative,
Dual64::lift(0.0),
Dual64::lift(2.0),
Vector1::new(y0),
(),
);
let vern7 = Vern7::new().a_tol(1e-12).r_tol(1e-12);
let mut problem =
Problem::new(ode, vern7, PIController::default()).with_callback(&mut halve);
let solution = problem.solve();
let y = solution.states.last().unwrap()[0];
assert_relative_eq!(y.re, 2.0f64.exp() / 4.0, max_relative = 1e-10);
assert_relative_eq!(y.eps, 2.0f64.exp() / 4.0, max_relative = 1e-10);
}
/// The same, through Vern7 rather than Dormand-Prince, which exercises a
/// path Dormand-Prince does not have: Vern7 keeps six of its sixteen stages
/// back and computes them only when something interpolates inside a step.
@@ -333,7 +375,13 @@ mod autodiff_tests {
}
let y0 = Dual64::from_re(1.0).derivative();
let ode = ODE::new(&derivative, Dual64::lift(0.0), Dual64::lift(2.0), Vector1::new(y0), ());
let ode = ODE::new(
&derivative,
Dual64::lift(0.0),
Dual64::lift(2.0),
Vector1::new(y0),
(),
);
let vern7 = Vern7::new().a_tol(1e-12).r_tol(1e-12);
let mut problem = Problem::new(ode, vern7, PIController::default());
let solution = problem.solve();
+12
View File
@@ -23,6 +23,9 @@ pub struct ODE<'a, T: Scalar, const D: usize, P> {
pub t0: T,
pub t_end: T,
pub h: T,
/// Set when the solution has been ended short of `t_end`, by a callback
/// effect calling [`terminate`](ODE::terminate).
pub finished: bool,
}
@@ -45,6 +48,15 @@ impl<'a, T: Scalar, const D: usize, P> ODE<'a, T, D, P> {
finished: false,
}
}
/// Ends the solution here, without disturbing `t_end`.
///
/// Meant for a callback effect: `Problem::solve` records the state at the
/// crossing and then stops. [`stop`](crate::callback::stop) is this as a
/// ready-made effect.
pub fn terminate(&mut self) {
self.finished = true;
}
}
#[cfg(test)]
+917 -42
View File
File diff suppressed because it is too large. Load diff
+20 -73
View File
@@ -7,84 +7,33 @@
//! differencing and no extra right-hand-side evaluations beyond the ones the
//! dual arithmetic performs anyway.
//!
//! [`Scalar`] is implemented for `f64` always, and for the dual numbers of the
//! [`num_dual`] crate under the `autodiff` feature (on by default).
//! [`Scalar`] extends the vocabulary [`num_dual`] already defines rather than
//! restating it: [`DualNum`] carries the arithmetic, the transcendentals and
//! `From<f64>`, and [`DualStruct`] carries [`re`](DualStruct::re). Both are
//! implemented for `f64` as well as for every dual type, so one blanket impl
//! covers all of them, and a crate depending on this one alongside another
//! built on `num-dual` can satisfy both with a single bound.
use nalgebra::RealField;
use num_dual::{DualNum, DualStruct};
use num_traits::NumOps;
/// A scalar that an ODE's state, time and step size may take.
pub trait Scalar: RealField + Copy + NumOps<f64, Self> {
/// This value with all derivative information discarded.
fn re(&self) -> f64;
///
/// `re`, which discards derivative information, is inherited from
/// [`DualStruct`]; this trait adds only [`lift`](Scalar::lift).
pub trait Scalar:
RealField + Copy + NumOps<f64, Self> + DualNum<Primitive = f64> + DualStruct<Real = f64>
{
/// A real constant as a value of this type, with zero derivative.
fn lift(x: f64) -> Self;
}
impl Scalar for f64 {
#[inline(always)]
fn re(&self) -> f64 {
*self
}
#[inline(always)]
fn lift(x: f64) -> Self {
x
Self::from(x)
}
}
#[cfg(feature = "autodiff")]
mod dual {
use super::Scalar;
use nalgebra::{Const, RealField};
use num_dual::{DualNum, DualStruct};
/// Implements `Scalar` for one of `num-dual`'s dual number types.
macro_rules! impl_scalar {
($ty:ident) => {
impl<T> Scalar for num_dual::$ty<T>
where
Self: RealField + Copy + DualNum<Primitive = f64> + DualStruct<Real = f64>,
{
#[inline(always)]
fn re(&self) -> f64 {
DualStruct::re(self)
}
#[inline(always)]
fn lift(x: f64) -> Self {
Self::from(x)
}
}
};
($ty:ident, $($n:ident),+) => {
impl<T: nalgebra::Scalar, $(const $n: usize),+> Scalar
for num_dual::$ty<T, $(Const<$n>),+>
where
Self: RealField + Copy + DualNum<Primitive = f64> + DualStruct<Real = f64>,
{
#[inline(always)]
fn re(&self) -> f64 {
DualStruct::re(self)
}
#[inline(always)]
fn lift(x: f64) -> Self {
Self::from(x)
}
}
};
}
impl_scalar!(Dual);
impl_scalar!(Dual2);
impl_scalar!(Dual3);
impl_scalar!(HyperDual);
impl_scalar!(HyperHyperDual);
impl_scalar!(DualVec, N);
impl_scalar!(Dual2Vec, N);
impl_scalar!(HyperDualVec, M, N);
impl<T> Scalar for T where
T: RealField + Copy + NumOps<f64, T> + DualNum<Primitive = f64> + DualStruct<Real = f64>
{
}
#[cfg(test)]
@@ -94,13 +43,12 @@ mod tests {
#[test]
fn test_f64_is_a_scalar() {
assert_eq!(f64::lift(3.5), 3.5);
assert_eq!(Scalar::re(&3.5), 3.5);
assert_eq!(3.5f64.re(), 3.5);
}
#[cfg(feature = "autodiff")]
#[test]
fn test_dual_projects_to_its_real_part() {
use num_dual::{Dual64, DualNum};
use num_dual::Dual64;
// A lifted constant has no derivative; a seeded variable does, and both
// project back to the same real value.
@@ -109,11 +57,10 @@ mod tests {
assert_eq!(c.eps, 0.0);
let x = Dual64::from_re(3.5).derivative();
assert_eq!(Scalar::re(&x), 3.5);
assert_eq!(x.re(), 3.5);
assert_eq!(x.eps, 1.0);
// d/dx x^3 = 3x^2 = 36.75 at x = 3.5
assert_eq!(x.powi(3).eps, 3.0 * 3.5 * 3.5);
}
}