ShapeID/DiffEqs/odeint.py

from ShapeID.DiffEqs.tsit5 import Tsit5Solver
from ShapeID.DiffEqs.dopri5 import Dopri5Solver
from ShapeID.DiffEqs.fixed_grid import Euler, Midpoint, RK4
from ShapeID.DiffEqs.fixed_adams import AdamsBashforth, AdamsBashforthMoulton
from ShapeID.DiffEqs.adams import VariableCoefficientAdamsBashforth
from ShapeID.DiffEqs.misc import _check_inputs

SOLVERS = {
    'explicit_adams': AdamsBashforth,
    'fixed_adams': AdamsBashforthMoulton,
    'adams': VariableCoefficientAdamsBashforth,
    'tsit5': Tsit5Solver,
    'dopri5': Dopri5Solver,
    'euler': Euler,
    'midpoint': Midpoint,
    'rk4': RK4,
}


def odeint(func, y0, t, dt, step_size = None, rtol = 1e-7, atol = 1e-9, method = None, options = None):
    """Integrate a system of ordinary differential equations.

    Solves the initial value problem for a non-stiff system of first order ODEs:
        ```
        dy/dt = func(t, y), y(t[0]) = y0
        ```
    where y is a Tensor of any shape.

    Output dtypes and numerical precision are based on the dtypes of the inputs `y0`.

    Args:
        func: Function that maps a Tensor holding the state `y` and a scalar Tensor
            `t` into a Tensor of state derivatives with respect to time.
        y0: N-D Tensor giving starting value of `y` at time point `t[0]`. May
            have any floating point or complex dtype.
        t: 1-D Tensor holding a sequence of time points for which to solve for
            `y`. The initial time point should be the first element of this sequence,
            and each time must be larger than the previous time. May have any floating
            point dtype. Converted to a Tensor with float64 dtype.
        rtol: optional float64 Tensor specifying an upper bound on relative error,
            per element of `y`.
        atol: optional float64 Tensor specifying an upper bound on absolute error,
            per element of `y`.
        method: optional string indicating the integration method to use.
        options: optional dict of configuring options for the indicated integration
            method. Can only be provided if a `method` is explicitly set.
        name: Optional name for this operation.

    Returns:
        y: Tensor, where the first dimension corresponds to different
            time points. Contains the solved value of y for each desired time point in
            `t`, with the initial value `y0` being the first element along the first
            dimension.

    Raises:
        ValueError: if an invalid `method` is provided.
        TypeError: if `options` is supplied without `method`, or if `t` or `y0` has
            an invalid dtype.
    """

    tensor_input, func, y0, t = _check_inputs(func, y0, t)

    if options and method is None:
        raise ValueError('cannot supply `options` without specifying `method`')

    if method is None:
        method = 'dopri5'

    #solver = SOLVERS[method](func, y0, rtol = rtol, atol = atol, **options)
    solver = SOLVERS[method](func, y0, rtol = rtol, atol = atol, dt = dt, options = options)
    solution = solver.integrate(t)

    if tensor_input:
        solution = solution[0]
    return solution