[Octave-bug-tracker] [bug #46106] ode45: FSAL property not used, solver fail if it is activated

[Carlo de Falco]

URL:
  <http://savannah.gnu.org/bugs/?46106>

                 Summary: ode45: FSAL property not used, solver fail if it is
activated
                 Project: GNU Octave
            Submitted by: cdf
            Submitted on: Fri 02 Oct 2015 06:27:44 PM CEST
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Inaccurate Result
                  Status: Need Info
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: dev
        Operating System: Any

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Details:

Hi,

Looking at the code in "runge_kutta_45_dorpri.m"
I noticed the following lines:


options = varargin{1};
  k = zeros (size (x, 1), 4);

  if (nargin == 5) # only the options are passed
    k(:,1) = feval (f, t , x, options.vfunarguments{:});
  elseif (nargin == 6) # both the options and the k values are passed
    k(:,1) = varargin{2}(:,end); # FSAL property
  endif
  k(:,1) = feval (f, t, x, options.vfunarguments{:});


It seems to me that

1) the check for nargin == 5 is ignored as options = varargin{1} is set in any
case
2) if previously computed stages are passed, the FSAL property is not
exploited as 
   k(:, 1) is overwritten any way

the attached patch tries to fix this and avoid unnecessary fevals to improve
performance but if I apply the patch the solver fails.

I suspect similar problems apply to other RK steppers that have the FSAL
property.

c.




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File Attachments:


-------------------------------------------------------
Date: Fri 02 Oct 2015 06:27:45 PM CEST  Name: open_8IkppQnp.txt  Size: 3kB  
By: cdf

<http://savannah.gnu.org/bugs/download.php?file_id=35036>

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