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【答案】应助回帖
★ ★ ★ ★ ★ ★ ★ ★ ★ ★
感谢参与，应助指数 +1
最怜宵舞: 金币+10, ★★★很有帮助 2016-01-08 15:07:38
下面是ode45的源代码:
function varargout = ode45(ode,tspan,y0,options,varargin)
%ODE45 Solve non-stiff differential equations, medium order method.
% [T,Y] = ODE45(ODEFUN,TSPAN,Y0) with TSPAN = [T0 TFINAL] integrates the
% system of differential equations y' = f(t,y) from time T0 to TFINAL with
% initial conditions Y0. Function ODEFUN(T,Y) must return a column vector
% corresponding to f(t,y). Each row in the solution array Y corresponds to
% a time returned in the column vector T. To obtain solutions at specific
% times T0,T1,...,TFINAL (all increasing or all decreasing), use
% TSPAN = [T0 T1 ... TFINAL].
%
% [T,Y] = ODE45(ODEFUN,TSPAN,Y0,OPTIONS) solves as above with default
% integration properties replaced by values in OPTIONS, an argument created
% with the ODESET function. See ODESET for details. Commonly used options
% are scalar relative error tolerance 'RelTol' (1e-3 by default) and vector
% of absolute error tolerances 'AbsTol' (all components 1e-6 by default).
%
% [T,Y] = ODE45(ODEFUN,TSPAN,Y0,OPTIONS,P1,P2...) passes the additional
% parameters P1,P2,... to the ODE function as ODEFUN(T,Y,P1,P2...), and to
% all functions specified in OPTIONS. Use OPTIONS = [] as a place holder if
% no options are set.
%
% ODE45 can solve problems M(t,y)*y' = f(t,y) with mass matrix M that is
% nonsingular. Use ODESET to set the 'Mass' property to a function MASS if
% MASS(T,Y) returns the value of the mass matrix. If the mass matrix is
% constant, the matrix can be used as the value of the 'Mass' option. If
% the mass matrix does not depend on the state variable Y and the function
% MASS is to be called with one input argument T, set 'MStateDependence' to
% 'none'. ODE15S and ODE23T can solve problems with singular mass matrices.
%
% [T,Y,TE,YE,IE] = ODE45(ODEFUN,TSPAN,Y0,OPTIONS...) with the 'Events'
% property in OPTIONS set to a function EVENTS, solves as above while also
% finding where functions of (T,Y), called event functions, are zero. For
% each function you specify whether the integration is to terminate at a
% zero and whether the direction of the zero crossing matters. These are
% the three vectors returned by EVENTS: [VALUE,ISTERMINAL,DIRECTION] =
% EVENTS(T,Y). For the I-th event function: VALUE(I) is the value of the
% function, ISTERMINAL(I)=1 if the integration is to terminate at a zero of
% this event function and 0 otherwise. DIRECTION(I)=0 if all zeros are to
% be computed (the default), +1 if only zeros where the event function is
% increasing, and -1 if only zeros where the event function is
% decreasing. Output TE is a column vector of times at which events
% occur. Rows of YE are the corresponding solutions, and indices in vector
% IE specify which event occurred.
%
% SOL = ODE45(ODEFUN,[T0 TFINAL],Y0...) returns a structure that can be
% used with DEVAL to evaluate the solution at any point between T0 and
% TFINAL. The steps chosen by ODE45 are returned in a row vector SOL.x.
% For each I, the column SOL.y(:,I) contains the solution at SOL.x(I).
% If events were detected, SOL.xe is a row vector of points at which events
% occurred. Columns of SOL.ye are the corresponding solutions, and indices
% in vector SOL.ie specify which event occurred. If a terminal event has
% been detected, SOL.x(end) contains the end of the step at which the event
% occurred. The exact point of the event is reported in SOL.xe(end).
%
% Example
% [t,y]=ode45(@vdp1,[0 20],[2 0]);
% plot(t,y(:,1));
% solves the system y' = vdp1(t,y), using the default relative error
% tolerance 1e-3 and the default absolute tolerance of 1e-6 for each
% component, and plots the first component of the solution.
%
% See also
% other ODE solvers: ODE23, ODE113, ODE15S, ODE23S, ODE23T, ODE23TB
% options handling: ODESET, ODEGET
% output functions: ODEPLOT, ODEPHAS2, ODEPHAS3, ODEPRINT
% evaluating solution: DEVAL
% ODE examples: RIGIDODE, BALLODE, ORBITODE
%
% NOTE:
% The interpretation of the first input argument of the ODE solvers and
% some properties available through ODESET have changed in this version
% of MATLAB. Although we still support the v5 syntax, any new
% functionality is available only with the new syntax. To see the v5
% help, type in the command line
% more on, type ode45, more off
% NOTE:
% This portion describes the v5 syntax of ODE45.
%
% [T,Y] = ODE45('F',TSPAN,Y0) with TSPAN = [T0 TFINAL] integrates the
% system of differential equations y' = F(t,y) from time T0 to TFINAL with
% initial conditions Y0. 'F' is a string containing the name of an ODE
% file. Function F(T,Y) must return a column vector. Each row in
% solution array Y corresponds to a time returned in column vector T. To
% obtain solutions at specific times T0, T1, ..., TFINAL (all increasing
% or all decreasing), use TSPAN = [T0 T1 ... TFINAL].
%
% [T,Y] = ODE45('F',TSPAN,Y0,OPTIONS) solves as above with default
% integration parameters replaced by values in OPTIONS, an argument
% created with the ODESET function. See ODESET for details. Commonly
% used options are scalar relative error tolerance 'RelTol' (1e-3 by
% default) and vector of absolute error tolerances 'AbsTol' (all
% components 1e-6 by default).
%
% [T,Y] = ODE45('F',TSPAN,Y0,OPTIONS,P1,P2,...) passes the additional
% parameters P1,P2,... to the ODE file as F(T,Y,FLAG,P1,P2,...) (see
% ODEFILE). Use OPTIONS = [] as a place holder if no options are set.
%
% It is possible to specify TSPAN, Y0 and OPTIONS in the ODE file (see
% ODEFILE). If TSPAN or Y0 is empty, then ODE45 calls the ODE file
% [TSPAN,Y0,OPTIONS] = F([],[],'init') to obtain any values not supplied
% in the ODE45 argument list. Empty arguments at the end of the call list
% may be omitted, e.g. ODE45('F').
%
% ODE45 can solve problems M(t,y)*y' = F(t,y) with a mass matrix M that is
% nonsingular. Use ODESET to set Mass to 'M', 'M(t)', or 'M(t,y)' if the
% ODE file is coded so that F(T,Y,'mass') returns a constant,
% time-dependent, or time- and state-dependent mass matrix, respectively.
% The default value of Mass is 'none'. ODE15S and ODE23T can solve problems
% with singular mass matrices.
%
% [T,Y,TE,YE,IE] = ODE45('F',TSPAN,Y0,OPTIONS) with the Events property in
% OPTIONS set to 'on', solves as above while also locating zero crossings
% of an event function defined in the ODE file. The ODE file must be
% coded so that F(T,Y,'events') returns appropriate information. See
% ODEFILE for details. Output TE is a column vector of times at which
% events occur, rows of YE are the corresponding solutions, and indices in
% vector IE specify which event occurred.
%
% See also ODEFILE
% ODE45 is an implementation of the explicit Runge-Kutta (4,5) pair of
% Dormand and Prince called variously RK5(4)7FM, DOPRI5, DP(4,5) and DP54.
% It uses a "free" interpolant of order 4 communicated privately by
% Dormand and Prince. Local extrapolation is done.
% Details are to be found in The MATLAB ODE Suite, L. F. Shampine and
% M. W. Reichelt, SIAM Journal on Scientific Computing, 18-1, 1997.
% Mark W. Reichelt and Lawrence F. Shampine, 6-14-94
% Copyright 1984-2001 The MathWorks, Inc.
% $Revision: 5.70 $ $Date: 2001/02/16 16:19:59 $
true = 1;
false = ~true;
stats = struct('nsteps',0,'nfailed',0,'nfevals',0,...
'npds',0,'ndecomps',0,'nsolves',0);
% Check inputs
if nargin < 4
options = [];
if nargin < 3
y0 = [];
if nargin < 2
tspan = [];
if nargin < 1
error('Not enough input arguments. See ODE45.');
end
end
end
end
FcnHandlesUsed = isa(ode,'function_handle');
soloutRequested = (FcnHandlesUsed & (nargout==1));
% Set solver arguments
[neq, tspan, ntspan, next, t0, tfinal, tdir, y0, f0, args, ...
options, atol, rtol, threshold, normcontrol, normy, hmax, htry, htspan] ...
= odearguments(FcnHandlesUsed,'ode45', ode, tspan, y0, options, ...
soloutRequested, varargin);
stats.nfevals = stats.nfevals + 1;
% Handle the output
if nargout > 0
outfun = odeget(options,'OutputFcn',[],'fast');
else
outfun = odeget(options,'OutputFcn',@odeplot,'fast');
end
if isempty(outfun)
haveoutfun = false;
else
haveoutfun = true;
outputs = odeget(options,'OutputSel',1:neq,'fast');
if isa(outfun,'function_handle')
outputArgs = [{''},varargin];
outputArgs1 = varargin;
else % With v5 syntax do not pass additional input arguments to outfun
outputArgs = {};
outputArgs1 = {};
end
end
if soloutRequested
refine = 1;
else
refine = odeget(options,'Refine',4,'fast');
end
if ntspan > 2
outflag = 1; % output only at tspan points
elseif refine <= 1
outflag = 2; % computed points, no refinement
else
outflag = 3; % computed points, with refinement
S = (1:refine-1)' / refine;
end
printstats = strcmp(odeget(options,'Stats','off','fast'),'on');
% Handle the event function
[haveeventfun,eventfun,eventargs,valt,teout,yeout,ieout] = ...
odeevents(FcnHandlesUsed,ode,t0,y0,options,varargin);
% Handle the mass matrix
[Mtype, Mfun, Margs, M] = odemass(FcnHandlesUsed,ode,t0,y0,options,varargin);
if Mtype>0 % non-trivial mass matrix
Msingular = odeget(options,'MassSingular','no','fast');
if strcmp(Msingular,'maybe')
warning(['This solver assumes MassSingular is ''no''. See ODE15S or ' ...
'ODE23T.']);
elseif strcmp(Msingular,'yes')
error(['MassSingular cannot be ''yes'' for this solver. See ODE15S '...
' or ODE23T.']);
end
if Mtype == 1
[L,U] = lu(M);
else
L = [];
U = [];
end
[ode,args] = odemassexplicit(FcnHandlesUsed,Mtype,ode,args,Mfun,Margs,L,U);
% Recompute f0, this time fun takes care about the mass matrix
f0 = feval(ode,t0,y0,args{:});
stats.nfevals = stats.nfevals + 1;
end
t = t0;
y = y0;
% Allocate memory if we're generating output.
if nargout > 0
if ntspan > 2 % output only at tspan points
tout = zeros(ntspan,1);
yout = zeros(ntspan,neq);
else % alloc in chunks
chunk = min(max(100,50*refine),floor((2^13)/neq));
tout = zeros(chunk,1);
yout = zeros(chunk,neq);
if soloutRequested
f3d = zeros(chunk,neq,7);
end
end
nout = 1;
tout(nout) = t;
yout(nout, = y.';
end
% Initialize method parameters.
pow = 1/5;
A = [1/5; 3/10; 4/5; 8/9; 1; 1];
B = [
1/5 3/40 44/45 19372/6561 9017/3168 35/384
0 9/40 -56/15 -25360/2187 -355/33 0
0 0 32/9 64448/6561 46732/5247 500/1113
0 0 0 -212/729 49/176 125/192
0 0 0 0 -5103/18656 -2187/6784
0 0 0 0 0 11/84
0 0 0 0 0 0
];
E = [71/57600; 0; -71/16695; 71/1920; -17253/339200; 22/525; -1/40];
f = zeros(neq,7);
hmin = 16*eps*abs(t);
if isempty(htry)
% Compute an initial step size h using y'(t).
absh = min(hmax, htspan);
if normcontrol
rh = (norm(f0) / max(normy,threshold)) / (0.8 * rtol^pow);
else
rh = norm(f0 ./ max(abs(y),threshold),inf) / (0.8 * rtol^pow);
end
if absh * rh > 1
absh = 1 / rh;
end
absh = max(absh, hmin);
else
absh = min(hmax, max(hmin, htry));
end
f(:,1) = f0;
% Initialize the output function.
if haveoutfun
feval(outfun,[t tfinal],y(outputs),'init',outputArgs1{:});
end
% THE MAIN LOOP
done = false;
while ~done
% By default, hmin is a small number such that t+hmin is only slightly
% different than t. It might be 0 if t is 0.
hmin = 16*eps*abs(t);
absh = min(hmax, max(hmin, absh)); % couldn't limit absh until new hmin
h = tdir * absh;
% Stretch the step if within 10% of tfinal-t.
if 1.1*absh >= abs(tfinal - t)
h = tfinal - t;
absh = abs(h);
done = true;
end
% LOOP FOR ADVANCING ONE STEP.
nofailed = true; % no failed attempts
while true
hA = h * A;
hB = h * B;
f(:,2) = feval(ode,t+hA(1),y+f*hB(:,1),args{:});
f(:,3) = feval(ode,t+hA(2),y+f*hB(:,2),args{:});
f(:,4) = feval(ode,t+hA(3),y+f*hB(:,3),args{:});
f(:,5) = feval(ode,t+hA(4),y+f*hB(:,4),args{:});
f(:,6) = feval(ode,t+hA(5),y+f*hB(:,5),args{:});
tnew = t + hA(6);
if done
tnew = tfinal; % Hit end point exactly.
end
h = tnew - t; % Purify h.
ynew = y + f*hB(:,6);
f(:,7) = feval(ode,tnew,ynew,args{:});
stats.nfevals = stats.nfevals + 6;
% Estimate the error.
if normcontrol
normynew = norm(ynew);
err = absh * (norm(f * E) / max(max(normy,normynew),threshold));
else
err = absh * norm((f * E) ./ max(max(abs(y),abs(ynew)),threshold),inf);
end
% Accept the solution only if the weighted error is no more than the
% tolerance rtol. Estimate an h that will yield an error of rtol on
% the next step or the next try at taking this step, as the case may be,
% and use 0.8 of this value to avoid failures.
if err > rtol % Failed step
stats.nfailed = stats.nfailed + 1;
if absh <= hmin
msg = sprintf(['Failure at t=%e. Unable to meet integration ' ...
'tolerances without reducing the step size below ' ...
'the smallest value allowed (%e) at time t.\n'],t,hmin);
warning(msg);
if haveoutfun
feval(outfun,[],[],'done',outputArgs1{:});
end
if printstats % print cost statistics
fprintf('%g successful steps\n', stats.nsteps);
fprintf('%g failed attempts\n', stats.nfailed);
fprintf('%g function evaluations\n', stats.nfevals);
fprintf('%g partial derivatives\n', stats.npds);
fprintf('%g LU decompositions\n', stats.ndecomps);
fprintf('%g solutions of linear systems\n', stats.nsolves);
end
if nargout > 0
if soloutRequested
sol.x = tout(1:nout).';
sol.y = yout(1:nout,.';
sol.solver = 'ode45';
sol.idata.f3d = f3d(1:nout,:,;
if haveeventfun
sol.xe = teout.';
sol.ye = yeout.';
sol.ie = ieout.';
end
varargout{1} = sol;
else
varargout{1} = tout(1:nout);
varargout{2} = yout(1:nout,;
if haveeventfun
varargout{3} = teout;
varargout{4} = yeout;
varargout{5} = ieout;
if ~FcnHandlesUsed
varargout{6} = [stats.nsteps; stats.nfailed; stats.nfevals; ...
stats.npds; stats.ndecomps; stats.nsolves];
end
else
if ~FcnHandlesUsed
varargout{3} = [stats.nsteps; stats.nfailed; stats.nfevals; ...
stats.npds; stats.ndecomps; stats.nsolves];
end
end
end
end
return;
end
if nofailed
nofailed = false;
absh = max(hmin, absh * max(0.1, 0.8*(rtol/err)^pow));
else
absh = max(hmin, 0.5 * absh);
end
h = tdir * absh;
done = false;
else % Successful step
break;
end
end
stats.nsteps = stats.nsteps + 1;
if haveeventfun
[te,ye,ie,valt,stop] = ...
odezero(@ntrp45,eventfun,eventargs,valt,t,y,tnew,ynew,t0,h,f);
nte = length(te);
if nte > 0
if soloutRequested | nargout > 2
teout = [teout; te];
yeout = [yeout; ye.'];
ieout = [ieout; ie];
end
if stop % stop on a terminal event
if ~soloutRequested % preserve tnew,ynew when sol requested
tnew = te(nte);
ynew = ye(:,nte);
end
done = true;
end
end
end
if nargout > 0
oldnout = nout;
if outflag == 3 % computed points, with refinement
nout = nout + refine;
if nout > length(tout)
tout = [tout; zeros(chunk,1)]; % requires chunk >= refine
yout = [yout; zeros(chunk,neq)];
end
i = oldnout+1:nout-1;
tout(i) = t + (tnew-t)*S;
yout(i, = ntrp45(tout(i),t,y,[],[],h,f).';
tout(nout) = tnew;
yout(nout, = ynew.';
elseif outflag == 2 % computed points, no refinement
nout = nout + 1;
if nout > length(tout)
tout = [tout; zeros(chunk,1)];
yout = [yout; zeros(chunk,neq)];
if soloutRequested
f3d = [f3d; zeros(chunk,neq,7)];
end
end
tout(nout) = tnew;
yout(nout, = ynew.';
if soloutRequested
f3d(nout,:, = f;
end
elseif outflag == 1 % output only at tspan points
while next <= ntspan
if tdir * (tnew - tspan(next)) < 0
if haveeventfun & done
nout = nout + 1;
tout(nout) = tnew;
yout(nout, = ynew.';
end
break;
elseif tnew == tspan(next)
nout = nout + 1;
tout(nout) = tnew;
yout(nout, = ynew.';
next = next + 1;
break;
end
nout = nout + 1; % tout and yout are already allocated
tout(nout) = tspan(next);
yout(nout, = ntrp45(tspan(next),t,y,[],[],h,f).';
next = next + 1;
end
end
if haveoutfun
i = oldnout+1:nout;
if ~isempty(i) & (feval(outfun,tout(i),yout(i,outputs).',outputArgs{:}) == 1)
if soloutRequested
sol.x = tout(1:nout).';
sol.y = yout(1:nout,.';
sol.solver = 'ode45';
sol.idata.f3d = f3d(1:nout,:,;
if haveeventfun
sol.xe = teout.';
sol.ye = yeout.';
sol.ie = ieout.';
end
varargout{1} = sol;
else
varargout{1} = tout(1:nout);
varargout{2} = yout(1:nout,;
if haveeventfun
varargout{3} = teout;
varargout{4} = yeout;
varargout{5} = ieout;
if ~FcnHandlesUsed
varargout{6} = [stats.nsteps; stats.nfailed; stats.nfevals; ...
stats.npds; stats.ndecomps; stats.nsolves];
end
else
if ~FcnHandlesUsed
varargout{3} = [stats.nsteps; stats.nfailed; stats.nfevals; ...
stats.npds; stats.ndecomps; stats.nsolves];
end
end
end
return;
end
end
elseif haveoutfun
if outflag == 3 % computed points, with refinement
tinterp = t + (tnew-t)*S;
yinterp = ntrp45(tinterp,t,y,[],[],h,f);
if feval(outfun,[tinterp; tnew],[yinterp(outputs,, ynew(outputs)],outputArgs{:}) == 1
return;
end
elseif outflag == 2
if feval(outfun,tnew,ynew(outputs),outputArgs{:}) == 1
return;
end
elseif outflag == 1 % output only at tspan points
ninterp = 0;
while next <= ntspan
if tdir * (tnew - tspan(next)) < 0
if haveeventfun & done
ninterp = ninterp + 1;
tinterp(ninterp,1) = tnew;
yinterp(:,ninterp) = ynew;
end
break;
elseif tnew == tspan(next)
ninterp = ninterp + 1;
tinterp(ninterp,1) = tnew;
yinterp(:,ninterp) = ynew;
next = next + 1;
break;
end
ninterp = ninterp + 1;
tinterp(ninterp,1) = tspan(next);
yinterp(:,ninterp) = ntrp45(tspan(next),t,y,[],[],h,f);
next = next + 1;
end
if ninterp > 0
if feval(outfun,tinterp(1:ninterp),yinterp(outputs,1:ninterp),outputArgs{:}) == 1
return;
end
end
end
end
% If there were no failures compute a new h.
if nofailed
% Note that absh may shrink by 0.8, and that err may be 0.
temp = 1.25*(err/rtol)^pow;
if temp > 0.2
absh = absh / temp;
else
absh = 5.0*absh;
end
end
% Advance the integration one step.
t = tnew;
y = ynew;
if normcontrol
normy = normynew;
end
f(:,1) = f(:,7); % Already evaluated feval(ode,tnew,ynew,args)
end
if haveoutfun
feval(outfun,[],[],'done',outputArgs1{:});
end
if printstats % print cost statistics
fprintf('%g successful steps\n', stats.nsteps);
fprintf('%g failed attempts\n', stats.nfailed);
fprintf('%g function evaluations\n', stats.nfevals);
fprintf('%g partial derivatives\n', stats.npds);
fprintf('%g LU decompositions\n', stats.ndecomps);
fprintf('%g solutions of linear systems\n', stats.nsolves);
end
if nargout > 0
if soloutRequested
sol.x = tout(1:nout).';
sol.y = yout(1:nout,.';
sol.solver = 'ode45';
sol.idata.f3d = f3d(1:nout,:,;
if haveeventfun
sol.xe = teout.';
sol.ye = yeout.';
sol.ie = ieout.';
end
varargout{1} = sol;
else
varargout{1} = tout(1:nout);
varargout{2} = yout(1:nout,;
if haveeventfun
varargout{3} = teout;
varargout{4} = yeout;
varargout{5} = ieout;
if ~FcnHandlesUsed
varargout{6} = [stats.nsteps; stats.nfailed; stats.nfevals; ...
stats.npds; stats.ndecomps; stats.nsolves];
end
else
if ~FcnHandlesUsed
varargout{3} = [stats.nsteps; stats.nfailed; stats.nfevals; ...
stats.npds; stats.ndecomps; stats.nsolves];
end
end
end
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