Q(h]DddlZddlmZmZddlmZmZmZddl m Z ddl m Z ddl mZmZmZmZmZmZmZmZddlmZmZd Zd Zd Zd Zd ZdZdZGddeZ GddeZ!y)N) lu_factorlu_solve)issparse csc_matrixeye)splu) group_columns)validate_max_step validate_tolselect_initial_stepnormEPSnum_jacvalidate_first_stepwarn_extraneous) OdeSolver DenseOutputg? ctjd|dzdddf}tjd|dz}tj|dz|dzf}|dz ||zz |z |ddddf<d|d<tj|dS)z6Compute the matrix for changing the differences array.r Nraxis)nparangezeroscumprod)orderfactorIJMs V/var/www/skyplay_api_hub/venv/lib/python3.12/site-packages/scipy/integrate/_ivp/bdf.py compute_Rr%s !UQY4(A !UQYA %!)UQY'(AQ!#q(Aab!"fI AaD ::aa  ct||}t|d}|j|}tj|j|d|dz|d|dzy)z " qMvvbkk!n%  b!a%#+/ *rEz"  D[(D  $!)!+,D9GCcI  R R qL TQX%6%@3%FI  36 a!eQ !!r&cXeZdZdZej ddddddffd ZdZdZd Z xZ S) BDFaImplicit method based on backward-differentiation formulas. This is a variable order method with the order varying automatically from 1 to 5. The general framework of the BDF algorithm is described in [1]_. This class implements a quasi-constant step size as explained in [2]_. The error estimation strategy for the constant-step BDF is derived in [3]_. An accuracy enhancement using modified formulas (NDF) [2]_ is also implemented. Can be applied in the complex domain. Parameters ---------- fun : callable Right-hand side of the system: the time derivative of the state ``y`` at time ``t``. The calling signature is ``fun(t, y)``, where ``t`` is a scalar and ``y`` is an ndarray with ``len(y) = len(y0)``. ``fun`` must return an array of the same shape as ``y``. See `vectorized` for more information. t0 : float Initial time. y0 : array_like, shape (n,) Initial state. t_bound : float Boundary time - the integration won't continue beyond it. It also determines the direction of the integration. first_step : float or None, optional Initial step size. Default is ``None`` which means that the algorithm should choose. max_step : float, optional Maximum allowed step size. Default is np.inf, i.e., the step size is not bounded and determined solely by the solver. rtol, atol : float and array_like, optional Relative and absolute tolerances. The solver keeps the local error estimates less than ``atol + rtol * abs(y)``. Here `rtol` controls a relative accuracy (number of correct digits), while `atol` controls absolute accuracy (number of correct decimal places). To achieve the desired `rtol`, set `atol` to be smaller than the smallest value that can be expected from ``rtol * abs(y)`` so that `rtol` dominates the allowable error. If `atol` is larger than ``rtol * abs(y)`` the number of correct digits is not guaranteed. Conversely, to achieve the desired `atol` set `rtol` such that ``rtol * abs(y)`` is always smaller than `atol`. If components of y have different scales, it might be beneficial to set different `atol` values for different components by passing array_like with shape (n,) for `atol`. Default values are 1e-3 for `rtol` and 1e-6 for `atol`. jac : {None, array_like, sparse_matrix, callable}, optional Jacobian matrix of the right-hand side of the system with respect to y, required by this method. The Jacobian matrix has shape (n, n) and its element (i, j) is equal to ``d f_i / d y_j``. There are three ways to define the Jacobian: * If array_like or sparse_matrix, the Jacobian is assumed to be constant. * If callable, the Jacobian is assumed to depend on both t and y; it will be called as ``jac(t, y)`` as necessary. For the 'Radau' and 'BDF' methods, the return value might be a sparse matrix. * If None (default), the Jacobian will be approximated by finite differences. It is generally recommended to provide the Jacobian rather than relying on a finite-difference approximation. jac_sparsity : {None, array_like, sparse matrix}, optional Defines a sparsity structure of the Jacobian matrix for a finite-difference approximation. Its shape must be (n, n). This argument is ignored if `jac` is not `None`. If the Jacobian has only few non-zero elements in *each* row, providing the sparsity structure will greatly speed up the computations [4]_. A zero entry means that a corresponding element in the Jacobian is always zero. If None (default), the Jacobian is assumed to be dense. vectorized : bool, optional Whether `fun` can be called in a vectorized fashion. Default is False. If ``vectorized`` is False, `fun` will always be called with ``y`` of shape ``(n,)``, where ``n = len(y0)``. If ``vectorized`` is True, `fun` may be called with ``y`` of shape ``(n, k)``, where ``k`` is an integer. In this case, `fun` must behave such that ``fun(t, y)[:, i] == fun(t, y[:, i])`` (i.e. each column of the returned array is the time derivative of the state corresponding with a column of ``y``). Setting ``vectorized=True`` allows for faster finite difference approximation of the Jacobian by this method, but may result in slower execution overall in some circumstances (e.g. small ``len(y0)``). Attributes ---------- n : int Number of equations. status : string Current status of the solver: 'running', 'finished' or 'failed'. t_bound : float Boundary time. direction : float Integration direction: +1 or -1. t : float Current time. y : ndarray Current state. t_old : float Previous time. None if no steps were made yet. step_size : float Size of the last successful step. None if no steps were made yet. nfev : int Number of evaluations of the right-hand side. njev : int Number of evaluations of the Jacobian. nlu : int Number of LU decompositions. References ---------- .. [1] G. D. Byrne, A. C. Hindmarsh, "A Polyalgorithm for the Numerical Solution of Ordinary Differential Equations", ACM Transactions on Mathematical Software, Vol. 1, No. 1, pp. 71-96, March 1975. .. [2] L. F. Shampine, M. W. Reichelt, "THE MATLAB ODE SUITE", SIAM J. SCI. COMPUTE., Vol. 18, No. 1, pp. 1-22, January 1997. .. [3] E. Hairer, G. Wanner, "Solving Ordinary Differential Equations I: Nonstiff Problems", Sec. III.2. .. [4] A. Curtis, M. J. D. Powell, and J. 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