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WIP: Add inplace version of cvode #76

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WIP: Add inplace version of cvode #76

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5fb5d0f
add inplace version of cvode
Sep 1, 2016
5c00b45
relax typing of time vector
Sep 1, 2016
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18 changes: 11 additions & 7 deletions src/simple.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -97,8 +97,13 @@ end
return: a solution matrix with time steps in `t` along rows and
state variable `y` along columns
"""
function cvode(f::Function, y0::Vector{Float64}, t::Vector{Float64}, userdata::Any=nothing;
integrator=:BDF, reltol::Float64=1e-3, abstol::Float64=1e-6)
cvode(f::Function, y0::Vector{Float64}, t::AbstractVector, userdata::Any=nothing;
integrator=:BDF, reltol::Float64=1e-3, abstol::Float64=1e-6) =
cvode!(f, y0, t, zeros(length(t), length(y0)), userdata;
integrator=integrator, reltol=reltol, abstol=abstol)

function cvode!(f::Function, y0::Vector{Float64}, t::AbstractVector, y::Matrix{Float64}, userdata::Any=nothing;
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By convention, !-functions modify their 1st argument, so I would recommend putting y forward.
Also, the size of y has to be checked and DimensionMismatch thrown if it doesn't meet expectation.
With this check done, you can annotate the for k loop with @inbounds.

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@ChrisRackauckas ChrisRackauckas Nov 23, 2016 •
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I think @alyst 's note about the function signature order is the only remaining problem before merging. Is the author still around for this? Or should I just merge and make this quick change?

integrator=:BDF, reltol::Float64=1e-3, abstol::Float64=1e-6)
if integrator==:BDF
mem = CVodeCreate(CV_BDF, CV_NEWTON)
elseif integrator==:Adams
Expand All @@ -107,27 +112,26 @@ function cvode(f::Function, y0::Vector{Float64}, t::Vector{Float64}, userdata::A
if mem == C_NULL
error("Failed to allocate CVODE solver object")
end

yres = zeros(length(t), length(y0))
try
userfun = UserFunctionAndData(f, userdata)
y0nv = NVector(y0)
flag = @checkflag CVodeInit(mem, cfunction(cvodefun, Cint, (realtype, N_Vector, N_Vector, Ref{typeof(userfun)})), t[1], convert(N_Vector, y0nv))
flag = @checkflag CVodeSetUserData(mem, userfun)
flag = @checkflag CVodeSStolerances(mem, reltol, abstol)
flag = @checkflag CVDense(mem, length(y0))
yres[1,:] = y0
y[1,:] = y0
ynv = NVector(copy(y0))
tout = [0.0]
for k in 2:length(t)
flag = @checkflag CVode(mem, t[k], ynv, tout, CV_NORMAL)
yres[k,:] = convert(Vector, ynv)
y[k,:] = convert(Vector, ynv)
end
finally
CVodeFree(Ref{CVODEMemPtr}(mem))
end
return yres
return y
end


"""
`cvode_fulloutput(f::Function, y0::Vector{Float64}, tspan::Vector{Float64}, userdata::Any = nothing;
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