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C++ library for ODE integration via Taylor's method and LLVM

Home Page: https://bluescarni.github.io/heyoka/

License: Mozilla Public License 2.0

CMake 0.01% C++ 99.93% Shell 0.01% Jupyter Notebook 0.06% Julia 0.01%
ode ode-solver differential-equations cpp cpp17 llvm just-in-time multiprecision extended-precision astronomy

heyoka's Issues

[FEATURE] Consider submitting heyoka package to spack

First off, thank you for developing this excellent library!

heyoka has some pretty hefty dependencies (LLVM!), so it would be nice to have more options for obtaining binaries. For example, on one of the clusters I use I don't have anaconda available to install the prebuilt binaries, and the LLVM version available is too old. I'd need to compile a more recent version of LLVM which is not exactly trivial...

However, on many HPC systems it is now common to use spack to simplify this process, since it automates obtaining and compiling dependencies.

heyoka doesn't yet have an entry in the spack package database, and I realise this would be extra work to maintain, but if you would consider submitting a package recipe to spack it might simplify the installation process for users.

Spack has great documentation on putting together a package recipe (see here).

As a starting point, I was able to put together a package recipe (here) using the heyoka build documentation. This seems to work well; installing heyoka (and all required dependencies) becomes as simple as running spack install heyoka.

Partial Derivative with respect to system parameter not implemented in .diff utility [BUG]

Describe the bug
Tried to compute the variational/sensitivity equations of a system - of the form dx/dt = f(x,p) - but the following error shows up:
ValueError: Cannot differentiate an expression with respect to the non-variable expression

To Reproduce
Write a system like:

x, v = hy.make_vars("x", "v")
p = hk.par[0]

state = [x,v]
sys = [x, v, hy.cos( p ) - .1 * v - hy.sin( p ))]

And then compute the partial derivatives of the system with respect to the parameter p

for i in range(len(sys))
for j in range(len(p))
varsys[i][j] = hk.diff(sys[i],p[j])

Expected behavior
In principle the automatic differentiation engine would perform similar operations as those used to compute the partial derivatives with respect to system variables...

Environment (please complete the following information):

  • OS: Windows 10
  • Installation method: conda
  • Version: 0.11

[BUG] since v4.0.0: mem_cache_mutex' does not have a constant initializer

Issue
Since version 4.0.0 heyoka no longer builds with MinGW-w64 / GCC 13.2.0.
The build fails with the following error:

src/llvm_state_mem_cache.cpp:51:29: error: call to non-'constexpr' function 'std::mutex::mutex()'

The complete output when building 4.0.1 is:

[117/142] Building CXX object CMakeFil...a.dir/src/llvm_state_mem_cache.cpp.obj
FAILED: CMakeFiles/heyoka.dir/src/llvm_state_mem_cache.cpp.obj
D:\Prog\winlibs-gcc13.2.0-posix-msvcrt-11.0.1\mingw64\bin\c++.exe -DBOOST_ALLOW_DEPRECATED_HEADERS -DBOOST_ALL_NO_LIB -DBOOST_ATOMIC_DYN_LINK -DBOOST_ATOMIC_NO_LIB -DBOOST_CHRONO_DYN_LINK -DBOOST_CHRONO_NO_LIB -DBOOST_CONTAINER_DYN_LINK -DBOOST_CONTAINER_NO_LIB -DBOOST_DATE_TIME_DYN_LINK -DBOOST_DATE_TIME_NO_LIB -DBOOST_SERIALIZATION_DYN_LINK -DBOOST_SERIALIZATION_NO_LIB -DBOOST_THREAD_DYN_LINK -DBOOST_THREAD_NO_LIB -DBOOST_THREAD_USE_DLL -DHEYOKA_BUILD_LIBRARY -DSPDLOG_COMPILED_LIB -DSPDLOG_FMT_EXTERNAL -DSPDLOG_SHARED_LIB -D_FILE_OFFSET_BITS="64 -D__STDC_CONSTANT_MACROS -D__STDC_FORMAT_MACROS -D__STDC_LIMIT_MACROS" -IR:/winlibs-gcc13.2.0-posix-msvcrt-11.0.1_64/heyoka-4.0.1/include -IR:/winlibs-gcc13.2.0-posix-msvcrt-11.0.1_64/heyoka-4.0.1/build_static/include -isystem D:/Prog/winlibs-gcc13.2.0-posix-msvcrt-11.0.1/custombuilt64/share/llvm/include -isystem D:/Prog/winlibs-gcc13.2.0-posix-msvcrt-11.0.1/custombuilt64/include -O3 -DNDEBUG -std=c++20 -flto=auto -fno-fat-lto-objects -fdiagnostics-color=auto -ftemplate-depth=1024
-fdiagnostics-show-template-tree -Wno-attributes -MD -MT CMakeFiles/heyoka.dir/src/llvm_state_mem_cache.cpp.obj -MF CMakeFiles\heyoka.dir\src\llvm_state_mem_cache.cpp.obj.d -o CMakeFiles/heyoka.dir/src/llvm_state_mem_cache.cpp.obj -c R:/winlibs-gcc13.2.0-posix-msvcrt-11.0.1_64/heyoka-4.0.1/src/llvm_state_mem_cache.cpp
R:/winlibs-gcc13.2.0-posix-msvcrt-11.0.1_64/heyoka-4.0.1/src/llvm_state_mem_cache.cpp:51:29: error: 'constinit' variable 'heyoka::v27::detail::{anonymous}::mem_cache_mutex' does not have a constant initializer
   51 | HEYOKA_CONSTINIT std::mutex mem_cache_mutex;
      |                             ^~~~~~~~~~~~~~~
R:/winlibs-gcc13.2.0-posix-msvcrt-11.0.1_64/heyoka-4.0.1/src/llvm_state_mem_cache.cpp:51:29: error: call to non-'constexpr' function 'std::mutex::mutex()'
In file included from D:/Prog/winlibs-gcc13.2.0-posix-msvcrt-11.0.1/mingw64/include/c++/13.2.0/mutex:45,
                 from R:/winlibs-gcc13.2.0-posix-msvcrt-11.0.1_64/heyoka-4.0.1/src/llvm_state_mem_cache.cpp:15:
D:/Prog/winlibs-gcc13.2.0-posix-msvcrt-11.0.1/mingw64/include/c++/13.2.0/bits/std_mutex.h:104:5: note: 'std::mutex::mutex()' is not usable as a 'constexpr' function because:
  104 |     mutex() noexcept = default;
      |     ^~~~~
D:/Prog/winlibs-gcc13.2.0-posix-msvcrt-11.0.1/mingw64/include/c++/13.2.0/bits/std_mutex.h:71:5: note: defaulted constructor calls non-'constexpr' 'std::__mutex_base::__mutex_base()'
   71 |     __mutex_base() noexcept
      |     ^~~~~~~~~~~~
D:/Prog/winlibs-gcc13.2.0-posix-msvcrt-11.0.1/mingw64/include/c++/13.2.0/bits/std_mutex.h:71:5: note: 'std::__mutex_base::__mutex_base()' declared here
[140/142] Building CXX object CMakeFiles/heyoka.dir/src/step_callback.cpp.obj
ninja: build stopped: subcommand failed.

The CMake flags I used were:

-DCMAKE_BUILD_TYPE:STRING=Release -DBUILD_SHARED_LIBS:BOOL=OFF -DHEYOKA_ENABLE_IPO:BOOL=ON -DHEYOKA_BUILD_STATIC_LIBRARY:BOOL=ON -DHEYOKA_ENABLE_IPO:BOOL=ON -DHEYOKA_WITH_MPPP:BOOL=ON -DHEYOKA_WITH_SLEEF:BOOL=ON -DLLVM_DIR:PATH=$MINGWPREFIX/share/llvm/lib/cmake/llvm -DHEYOKA_BUILD_TUTORIALS:BOOL=OFF -DHEYOKA_BUILD_BENCHMARKS:BOOL=OFF -DHEYOKA_BUILD_TESTS:BOOL=OFF

My environment

  • OS: Windows 11
  • Shell: MSYS2 shelll
  • Build tools: GCC 13.2.0 from https://winlibs.com/
  • Version: 4.0.0 + 4.0.1

[BUG] The test taylor_adaptive_batch fails on FreeBSD 

$ ./work/.build/test/taylor_adaptive_batch
[2022-01-27 10:29:22.749] [heyoka] [info] heyoka logger initialised
Tolerance               : 2.2204460492503131e-16
High accuracy           : false
Compact mode            : false
Taylor order            : 20
Dimension               : 2
Batch size              : 2
Time                    : [0.0000000000000000, 0.0000000000000000]
State                   : [0.0000000000000000, 0.010000000000000000, 0.50000000000000000, 0.51000000000000001]
Parameters              : [0.0000000000000000, 0.0000000000000000, 0.0000000000000000, 0.0000000000000000]
N of terminal events    : 1
N of non-terminal events: 1

Tolerance               : 1.08420217248550443401e-19
High accuracy           : false
Compact mode            : false
Taylor order            : 23
Dimension               : 2
Batch size              : 2
Time                    : [0.00000000000000000000, 0.00000000000000000000]
State                   : [0.00000000000000000000, 0.0100000000000000002082, 0.500000000000000000000, 0.510000000000000008882]
Parameters              : [0.00000000000000000000, 0.00000000000000000000, 0.00000000000000000000, 0.00000000000000000000]
N of terminal events    : 1
N of non-terminal events: 1


~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
taylor_adaptive_batch is a Catch v2.12.1 host application.
Run with -? for options

-------------------------------------------------------------------------------
get_set_dtime
-------------------------------------------------------------------------------
/disk-samsung/freebsd-ports/math/heyoka/work/heyoka-0.17.0/test/taylor_adaptive_batch.cpp:1453
...............................................................................

/disk-samsung/freebsd-ports/math/heyoka/work/heyoka-0.17.0/test/taylor_adaptive_batch.cpp:1477: FAILED:
  REQUIRE( ta.get_dtime_data().second[1] != 0 )
with expansion:
  0.0 != 0

===============================================================================
test cases:    23 |    22 passed | 1 failed
assertions: 32776 | 32775 passed | 1 failed

Cleaning up global MPFR caches.

Version: 0.17.0
clang-12
FreeBSD 13

Partial derivative with respect to time not implemented in .diff utility [BUG]

Describe the bug
Tried to compute the variational equations of a non-autonomous system - of the form dx/dt = f(x,t) - but the following error shows up:
NotImplementedError: The derivative is not implemented for the function 'time'

To Reproduce
Write a non-autonomous system like:

x, v = hy.make_vars("x", "v")
state = [x,v]
sys = [x, v, hy.cos(hy.time) - .1 * v - hy.sin(x))]

And then compute the partial derivatives of the system with respect to the state variables

for i in range(sys)
for j in range(state)
varsys[i][j] = hk.diff(sys[i],state[j])

Expected behavior
Partial derivative of time with respect to any state variable should be zero as far as I understand... (Given we adopt a Newtonian approach)

Environment (please complete the following information):

  • OS: Windows 10
  • Installation method: conda
  • Version: 0.10

[BUG] 1.0.0: The test step_callback fails

Describe the bug

108/123 Test #108: step_callback ....................***Failed    0.63 sec

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
step_callback is a Catch v2.13.10 host application.
Run with -? for options

-------------------------------------------------------------------------------
step_callback basics
-------------------------------------------------------------------------------
/usr/ports/math/heyoka/work/heyoka-1.0.0/test/step_callback.cpp:49
...............................................................................

/usr/ports/math/heyoka/work/heyoka-1.0.0/test/step_callback.cpp:58: FAILED:
  REQUIRE_THROWS_AS( step_cb(ta), std::bad_function_call )
due to unexpected exception with message:
  std::exception

===============================================================================
test cases:  3 |  2 passed | 1 failed
assertions: 31 | 30 passed | 1 failed

Environment (please complete the following information):

  • OS: FreeBSD 13.2
  • Installation method: port
  • Version: 1.0.0

Issue on page /index.html

I just built heyoka from source and the pendulum example. I ran it and saw the following screen output:
x(10) = 0.0487397
y(10) = 0.0429423

does this look accurate and if so perhaps adding the sample output to your main page would help others

thanks!

[BUG] The test ensemble_propagate fails on FreeBSD 

$ ./work/.build/test/ensemble_propagate
[2022-01-27 10:50:51.631] [heyoka] [info] heyoka logger initialised

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
ensemble_propagate is a Catch v2.12.1 host application.
Run with -? for options

-------------------------------------------------------------------------------
scalar propagate until
-------------------------------------------------------------------------------
/disk-samsung/freebsd-ports/math/heyoka/work/heyoka-0.17.0/test/ensemble_propagate.cpp:47
...............................................................................

/disk-samsung/freebsd-ports/math/heyoka/work/heyoka-0.17.0/test/ensemble_propagate.cpp:95: FAILED:
  REQUIRE( std::get<0>(res[i]).get_state() == ta.get_state() )
with expansion:
  { 0.912945, 0.408082 }
  ==
  { 0.912945, 0.408082 }

-------------------------------------------------------------------------------
scalar propagate for
-------------------------------------------------------------------------------
/disk-samsung/freebsd-ports/math/heyoka/work/heyoka-0.17.0/test/ensemble_propagate.cpp:138
...............................................................................

/disk-samsung/freebsd-ports/math/heyoka/work/heyoka-0.17.0/test/ensemble_propagate.cpp:187: FAILED:
  REQUIRE( std::get<0>(res[i]).get_state() == ta.get_state() )
with expansion:
  { 0.912945, 0.408082 }
  ==
  { 0.912945, 0.408082 }

-------------------------------------------------------------------------------
scalar propagate grid
-------------------------------------------------------------------------------
/disk-samsung/freebsd-ports/math/heyoka/work/heyoka-0.17.0/test/ensemble_propagate.cpp:231
...............................................................................

/disk-samsung/freebsd-ports/math/heyoka/work/heyoka-0.17.0/test/ensemble_propagate.cpp:285: FAILED:
  REQUIRE( std::get<0>(res[i]).get_state() == ta.get_state() )
with expansion:
  { 0.912945, 0.408082 }
  ==
  { 0.912945, 0.408082 }

-------------------------------------------------------------------------------
batch propagate until
-------------------------------------------------------------------------------
/disk-samsung/freebsd-ports/math/heyoka/work/heyoka-0.17.0/test/ensemble_propagate.cpp:297
...............................................................................

/disk-samsung/freebsd-ports/math/heyoka/work/heyoka-0.17.0/test/ensemble_propagate.cpp:355: FAILED:
  REQUIRE( std::get<0>(res[i]).get_state() == ta.get_state() )
with expansion:
  { 0.912945, 0.912945, 0.408082, 0.408082 }
  ==
  { 0.912945, 0.912945, 0.408082, 0.408082 }

-------------------------------------------------------------------------------
batch propagate for
-------------------------------------------------------------------------------
/disk-samsung/freebsd-ports/math/heyoka/work/heyoka-0.17.0/test/ensemble_propagate.cpp:396
...............................................................................

/disk-samsung/freebsd-ports/math/heyoka/work/heyoka-0.17.0/test/ensemble_propagate.cpp:456: FAILED:
  REQUIRE( std::get<0>(res[i]).get_state() == ta.get_state() )
with expansion:
  { 0.912945, 0.912945, 0.408082, 0.408082 }
  ==
  { 0.912945, 0.912945, 0.408082, 0.408082 }

-------------------------------------------------------------------------------
batch propagate grid
-------------------------------------------------------------------------------
/disk-samsung/freebsd-ports/math/heyoka/work/heyoka-0.17.0/test/ensemble_propagate.cpp:499
...............................................................................

/disk-samsung/freebsd-ports/math/heyoka/work/heyoka-0.17.0/test/ensemble_propagate.cpp:568: FAILED:
  REQUIRE( std::get<0>(res[i]).get_state() == ta.get_state() )
with expansion:
  { 0.912945, 0.912945, 0.408082, 0.408082 }
  ==
  { 0.912945, 0.912945, 0.408082, 0.408082 }

===============================================================================
test cases:    6 |    0 passed | 6 failed
assertions: 7403 | 7397 passed | 6 failed

Cleaning up global MPFR caches.

[BUG] 4.0.2 fails to complile: error: missing 'typename' prior to dependent type name 'i_data::step_f_e_t'

Describe the bug

FAILED: CMakeFiles/heyoka.dir/src/taylor_adaptive_batch.cpp.o 
/usr/local/llvm15/bin/clang++ -DBOOST_ALLOW_DEPRECATED_HEADERS -DFMT_SHARED -DHEYOKA_BUILD_LIBRARY -DSPDLOG_COMPILED_LIB -DSPDLOG_FMT_EXTERNAL -DSPDLOG_SHARED_LIB -D__STDC_CONSTANT_MACROS -D__STDC_FORMAT_MACROS -D__STDC_LIMIT_MACROS -Dheyoka_EXPORTS -I/usr/ports/math/heyoka/work/heyoka-4.0.2/include -I/usr/ports/math/heyoka/work/.build/include -isystem /usr/local/llvm15/include -isystem /usr/local/include -O2 -pipe -fstack-protector-strong -fno-strict-aliasing -O2 -pipe -fstack-protector-strong -fno-strict-aliasing   -DNDEBUG -std=c++20 -fPIC -fvisibility=hidden -fvisibility-inlines-hidden -ftemplate-depth=1024 -fdiagnostics-show-template-tree -pthread -MD -MT CMakeFiles/heyoka.dir/src/taylor_adaptive_batch.cpp.o -MF CMakeFiles/heyoka.dir/src/taylor_adaptive_batch.cpp.o.d -o CMakeFiles/heyoka.dir/src/taylor_adaptive_batch.cpp.o -c /usr/ports/math/heyoka/work/heyoka-4.0.2/src/taylor_adaptive_batch.cpp
/usr/ports/math/heyoka/work/heyoka-4.0.2/src/taylor_adaptive_batch.cpp:248:37: error: missing 'typename' prior to dependent type name 'i_data::step_f_e_t'
        m_step_f = reinterpret_cast<i_data::step_f_e_t>(m_llvm.jit_lookup("step_e"));
                                    ^~~~~~~~~~~~~~~~~~
                                    typename 
/usr/ports/math/heyoka/work/heyoka-4.0.2/src/taylor_adaptive_batch.cpp:250:37: error: missing 'typename' prior to dependent type name 'i_data::step_f_t'
        m_step_f = reinterpret_cast<i_data::step_f_t>(m_llvm.jit_lookup("step"));
                                    ^~~~~~~~~~~~~~~~
                                    typename 
/usr/ports/math/heyoka/work/heyoka-4.0.2/src/taylor_adaptive_batch.cpp:254:34: error: missing 'typename' prior to dependent type name 'i_data::d_out_f_t'
    m_d_out_f = reinterpret_cast<i_data::d_out_f_t>(m_llvm.jit_lookup("d_out_f"));
                                 ^~~~~~~~~~~~~~~~~
                                 typename 
/usr/ports/math/heyoka/work/heyoka-4.0.2/src/taylor_adaptive_batch.cpp:326:47: error: missing 'typename' prior to dependent type name 'i_data::step_f_e_t'
        m_i_data->m_step_f = reinterpret_cast<i_data::step_f_e_t>(m_i_data->m_llvm.jit_lookup("step_e"));
                                              ^~~~~~~~~~~~~~~~~~
                                              typename 
/usr/ports/math/heyoka/work/heyoka-4.0.2/src/taylor_adaptive_batch.cpp:328:47: error: missing 'typename' prior to dependent type name 'i_data::step_f_t'
        m_i_data->m_step_f = reinterpret_cast<i_data::step_f_t>(m_i_data->m_llvm.jit_lookup("step"));
                                              ^~~~~~~~~~~~~~~~
                                              typename 
/usr/ports/math/heyoka/work/heyoka-4.0.2/src/taylor_adaptive_batch.cpp:378:51: error: missing 'typename' prior to dependent type name 'i_data::step_f_e_t'
            m_i_data->m_step_f = reinterpret_cast<i_data::step_f_e_t>(m_i_data->m_llvm.jit_lookup("step_e"));
                                                  ^~~~~~~~~~~~~~~~~~
                                                  typename 
/usr/ports/math/heyoka/work/heyoka-4.0.2/src/taylor_adaptive_batch.cpp:380:51: error: missing 'typename' prior to dependent type name 'i_data::step_f_t'
            m_i_data->m_step_f = reinterpret_cast<i_data::step_f_t>(m_i_data->m_llvm.jit_lookup("step"));
                                                  ^~~~~~~~~~~~~~~~
                                                  typename 
7 errors generated.

Environment (please complete the following information):

  • OS: FreeBSD 14.0
  • Installation method: from source
  • Version: 4.0.2
  • clang-16.0.6

[BUG] The test taylor_time fails on FreeBSD 

$ ./work/.build/test/taylor_time
[2022-01-27 10:50:04.047] [heyoka] [info] heyoka logger initialised

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
taylor_time is a Catch v2.12.1 host application.
Run with -? for options

-------------------------------------------------------------------------------
ode test
-------------------------------------------------------------------------------
/disk-samsung/freebsd-ports/math/heyoka/work/heyoka-0.17.0/test/taylor_time.cpp:96
...............................................................................

/disk-samsung/freebsd-ports/math/heyoka/work/heyoka-0.17.0/test/taylor_time.cpp:111: FAILED:
  REQUIRE( ta.get_state()[0] == approximately(sin(100.) + .5, 10000.) )
with expansion:
  -0.0063656411 == -0.0063656411097587906

===============================================================================
test cases:    4 |    3 passed | 1 failed
assertions: 5382 | 5381 passed | 1 failed

Cleaning up global MPFR caches.

it appears heyoka also has a implicit dependency on zlib but its not on the main page of pre-reqs[BUG]

Describe the bug
When building heyoka from github source via CMake, cmake cannot find the zlib library.

To Reproduce
Steps to reproduce the behavior:

  1. Downloaded llvm 10. Built using cmake -DLLVM_TARGETS_TO_BUILD=X86
  2. Installed llvm.
  3. run heyoka cmake ..
  4. Error cmake find_package cannot find zlib.

Expected behavior
Since I download boost, fmt, spdlog, and llvm I expected the cmake generation build system step to work.

Screenshots
If applicable, add screenshots to help explain your problem.

Environment (please complete the following information):

  • OS: Windows 10
  • Installation method: [source]
  • Version: [0.10]

Additional context
Add any other context about the problem here.

Does heyoka support external dynamic input of the ODE system?

Hello and thanks for this great project!

I notice that heyoka supports runtime parameters in its expression system. But what if the parameters has different values at different time steps? How can I handle this?

This is common in many cases. A particular scenario is propagating It requires to read planeteary ephemeris data and get the position of some planets at each time step to compute their perturbations. But it seems heyoka compiles the expression at the beginning and does not allow to change it during integration.

cmake and VS2017 msvc 15.9.24 fail to build[BUG]

Describe the bug
VS2017 15.9.24 msvc fails to build heyoka source during build phase due to numerous errors such as
'warning treated as error',
'noexcept is not a special member function that can be defaulted'

To Reproduce
Steps to reproduce the behavior:

  1. cmake build and install all pre-reqs llvm 10, fmt 7.1.3, spdlog 1.8.5, boost 1.73
  2. cmake -G "Visual Studio 15 2017 Win64" ..
  3. cmake --build .
  4. numerous errors

Expected behavior
github homepage says msvc is supported...perhaps only VS2019?

Screenshots
If applicable, add screenshots to help explain your problem.

Environment (please complete the following information):

  • OS: [Windows 10
  • Installation method: [source]
  • Version: [0.10]

Additional context
Add any other context about the problem here.

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