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the begginning

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david hill
2016-01-06 14:08:59 -06:00
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/*
[auto_generated]
boost/numeric/odeint/stepper/adams_bashforth.hpp
[begin_description]
Implementaton of the Adam-Bashforth method a multistep method used for the predictor step in the
Adams-Bashforth-Moulton method.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_ADAMS_BASHFORTH_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_ADAMS_BASHFORTH_HPP_INCLUDED
#include <boost/static_assert.hpp>
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/util/unwrap_reference.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/stepper/runge_kutta4.hpp>
#include <boost/numeric/odeint/stepper/base/algebra_stepper_base.hpp>
#include <boost/numeric/odeint/stepper/detail/adams_bashforth_coefficients.hpp>
#include <boost/numeric/odeint/stepper/detail/adams_bashforth_call_algebra.hpp>
#include <boost/numeric/odeint/stepper/detail/rotating_buffer.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template<
size_t Steps ,
class State ,
class Value = double ,
class Deriv = State ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer ,
class InitializingStepper = runge_kutta4< State , Value , Deriv , Time , Algebra , Operations, Resizer >
>
class adams_bashforth : public algebra_stepper_base< Algebra , Operations >
{
#ifndef DOXYGEN_SKIP
BOOST_STATIC_ASSERT(( Steps > 0 ));
BOOST_STATIC_ASSERT(( Steps < 9 ));
#endif
public :
typedef State state_type;
typedef state_wrapper< state_type > wrapped_state_type;
typedef Value value_type;
typedef Deriv deriv_type;
typedef state_wrapper< deriv_type > wrapped_deriv_type;
typedef Time time_type;
typedef Resizer resizer_type;
typedef stepper_tag stepper_category;
typedef InitializingStepper initializing_stepper_type;
typedef typename algebra_stepper_base< Algebra , Operations >::algebra_type algebra_type;
typedef typename algebra_stepper_base< Algebra , Operations >::operations_type operations_type;
#ifndef DOXYGEN_SKIP
typedef adams_bashforth< Steps , State , Value , Deriv , Time , Algebra , Operations , Resizer , InitializingStepper > stepper_type;
#endif
static const size_t steps = Steps;
typedef unsigned short order_type;
static const order_type order_value = steps;
typedef detail::rotating_buffer< wrapped_deriv_type , steps > step_storage_type;
order_type order( void ) const { return order_value; }
adams_bashforth( const algebra_type &algebra = algebra_type() )
: m_step_storage() , m_resizer() , m_coefficients() ,
m_steps_initialized( 0 ) , m_initializing_stepper() ,
m_algebra( algebra )
{ }
adams_bashforth( const adams_bashforth &stepper )
: m_step_storage( stepper.m_step_storage ) , m_resizer( stepper.m_resizer ) , m_coefficients() ,
m_steps_initialized( stepper.m_steps_initialized ) , m_initializing_stepper( stepper.m_initializing_stepper ) ,
m_algebra( stepper.m_algebra )
{ }
adams_bashforth& operator=( const adams_bashforth &stepper )
{
m_resizer = stepper.m_resizer;
m_step_storage = stepper.m_step_storage;
m_algebra = stepper.m_algebra;
return *this;
}
/*
* Version 1 : do_step( system , x , t , dt );
*
* solves the forwarding problem
*/
template< class System , class StateInOut >
void do_step( System system , StateInOut &x , time_type t , time_type dt )
{
do_step( system , x , t , x , dt );
}
/**
* \brief Second version to solve the forwarding problem, can be called with Boost.Range as StateInOut.
*/
template< class System , class StateInOut >
void do_step( System system , const StateInOut &x , time_type t , time_type dt )
{
do_step( system , x , t , x , dt );
}
/*
* Version 2 : do_step( system , in , t , out , dt );
*
* solves the forwarding problem
*/
template< class System , class StateIn , class StateOut >
void do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt )
{
do_step_impl( system , in , t , out , dt );
}
/**
* \brief Second version to solve the forwarding problem, can be called with Boost.Range as StateOut.
*/
template< class System , class StateIn , class StateOut >
void do_step( System system , const StateIn &in , time_type t , const StateOut &out , time_type dt )
{
do_step_impl( system , in , t , out , dt );
}
template< class StateType >
void adjust_size( const StateType &x )
{
resize_impl( x );
}
const step_storage_type& step_storage( void ) const
{
return m_step_storage;
}
step_storage_type& step_storage( void )
{
return m_step_storage;
}
template< class ExplicitStepper , class System , class StateIn >
void initialize( ExplicitStepper explicit_stepper , System system , StateIn &x , time_type &t , time_type dt )
{
typename odeint::unwrap_reference< ExplicitStepper >::type &stepper = explicit_stepper;
typename odeint::unwrap_reference< System >::type &sys = system;
m_resizer.adjust_size( x , detail::bind( &stepper_type::template resize_impl<StateIn> , detail::ref( *this ) , detail::_1 ) );
for( size_t i=0 ; i<steps-1 ; ++i )
{
if( i != 0 ) m_step_storage.rotate();
sys( x , m_step_storage[0].m_v , t );
stepper.do_step( system , x , m_step_storage[0].m_v , t , dt );
t += dt;
}
m_steps_initialized = steps;
}
template< class System , class StateIn >
void initialize( System system , StateIn &x , time_type &t , time_type dt )
{
initialize( detail::ref( m_initializing_stepper ) , system , x , t , dt );
}
void reset( void )
{
m_steps_initialized = 0;
}
bool is_initialized( void ) const
{
return m_steps_initialized >= steps;
}
const initializing_stepper_type& initializing_stepper( void ) const { return m_initializing_stepper; }
initializing_stepper_type& initializing_stepper( void ) { return m_initializing_stepper; }
private:
template< class System , class StateIn , class StateOut >
void do_step_impl( System system , const StateIn &in , time_type t , StateOut &out , time_type dt )
{
typename odeint::unwrap_reference< System >::type &sys = system;
if( m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_impl<StateIn> , detail::ref( *this ) , detail::_1 ) ) )
{
m_steps_initialized = 0;
}
if( m_steps_initialized < steps - 1 )
{
if( m_steps_initialized != 0 ) m_step_storage.rotate();
sys( in , m_step_storage[0].m_v , t );
m_initializing_stepper.do_step( system , in , m_step_storage[0].m_v , t , out , dt );
m_steps_initialized++;
}
else
{
m_step_storage.rotate();
sys( in , m_step_storage[0].m_v , t );
detail::adams_bashforth_call_algebra< steps , algebra_type , operations_type >()( m_algebra , in , out , m_step_storage , m_coefficients , dt );
}
}
template< class StateIn >
bool resize_impl( const StateIn &x )
{
bool resized( false );
for( size_t i=0 ; i<steps ; ++i )
{
resized |= adjust_size_by_resizeability( m_step_storage[i] , x , typename is_resizeable<deriv_type>::type() );
}
return resized;
}
step_storage_type m_step_storage;
resizer_type m_resizer;
const detail::adams_bashforth_coefficients< value_type , steps > m_coefficients;
size_t m_steps_initialized;
initializing_stepper_type m_initializing_stepper;
protected:
algebra_type m_algebra;
};
/***** DOXYGEN *****/
/**
* \class adams_bashforth
* \brief The Adams-Bashforth multistep algorithm.
*
* The Adams-Bashforth method is a multi-step algorithm with configurable step
* number. The step number is specified as template parameter Steps and it
* then uses the result from the previous Steps steps. See also
* <a href="http://en.wikipedia.org/wiki/Linear_multistep_method">en.wikipedia.org/wiki/Linear_multistep_method</a>.
* Currently, a maximum of Steps=8 is supported.
* The method is explicit and fulfills the Stepper concept. Step size control
* or continuous output are not provided.
*
* This class derives from algebra_base and inherits its interface via
* CRTP (current recurring template pattern). For more details see
* algebra_stepper_base.
*
* \tparam Steps The number of steps (maximal 8).
* \tparam State The state type.
* \tparam Value The value type.
* \tparam Deriv The type representing the time derivative of the state.
* \tparam Time The time representing the independent variable - the time.
* \tparam Algebra The algebra type.
* \tparam Operations The operations type.
* \tparam Resizer The resizer policy type.
* \tparam InitializingStepper The stepper for the first two steps.
*/
/**
* \fn adams_bashforth::adams_bashforth( const algebra_type &algebra )
* \brief Constructs the adams_bashforth class. This constructor can be used as a default
* constructor if the algebra has a default constructor.
* \param algebra A copy of algebra is made and stored.
*/
/**
* \fn order_type adams_bashforth::order( void ) const
* \brief Returns the order of the algorithm, which is equal to the number of steps.
* \return order of the method.
*/
/**
* \fn void adams_bashforth::do_step( System system , StateInOut &x , time_type t , time_type dt )
* \brief This method performs one step. It transforms the result in-place.
*
* \param system The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. After calling do_step the result is updated in x.
* \param t The value of the time, at which the step should be performed.
* \param dt The step size.
*/
/**
* \fn void adams_bashforth::do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt )
* \brief The method performs one step with the stepper passed by Stepper. The state of the ODE is updated out-of-place.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
*/
/**
* \fn void adams_bashforth::adjust_size( const StateType &x )
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
/**
* \fn const step_storage_type& adams_bashforth::step_storage( void ) const
* \brief Returns the storage of intermediate results.
* \return The storage of intermediate results.
*/
/**
* \fn step_storage_type& adams_bashforth::step_storage( void )
* \brief Returns the storage of intermediate results.
* \return The storage of intermediate results.
*/
/**
* \fn void adams_bashforth::initialize( ExplicitStepper explicit_stepper , System system , StateIn &x , time_type &t , time_type dt )
* \brief Initialized the stepper. Does Steps-1 steps with the explicit_stepper to fill the buffer.
* \param explicit_stepper the stepper used to fill the buffer of previous step results
* \param system The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. After calling do_step the result is updated in x.
* \param t The value of the time, at which the step should be performed.
* \param dt The step size.
*/
/**
* \fn void adams_bashforth::initialize( System system , StateIn &x , time_type &t , time_type dt )
* \brief Initialized the stepper. Does Steps-1 steps with an internal instance of InitializingStepper to fill the buffer.
* \note The state x and time t are updated to the values after Steps-1 initial steps.
* \param system The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the
* Simple System concept.
* \param x The initial state of the ODE which should be solved, updated in this method.
* \param t The initial value of the time, updated in this method.
* \param dt The step size.
*/
/**
* \fn void adams_bashforth::reset( void )
* \brief Resets the internal buffer of the stepper.
*/
/**
* \fn bool adams_bashforth::is_initialized( void ) const
* \brief Returns true if the stepper has been initialized.
* \return bool true if stepper is initialized, false otherwise
*/
/**
* \fn const initializing_stepper_type& adams_bashforth::initializing_stepper( void ) const
* \brief Returns the internal initializing stepper instance.
* \return initializing_stepper
*/
/**
* \fn const initializing_stepper_type& adams_bashforth::initializing_stepper( void ) const
* \brief Returns the internal initializing stepper instance.
* \return initializing_stepper
*/
/**
* \fn initializing_stepper_type& adams_bashforth::initializing_stepper( void )
* \brief Returns the internal initializing stepper instance.
* \return initializing_stepper
*/
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_ADAMS_BASHFORTH_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/adams_bashforth_moulton.hpp
[begin_description]
Implementation of the Adams-Bashforth-Moulton method, a predictor-corrector multistep method.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_ADAMS_BASHFORTH_MOULTON_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_ADAMS_BASHFORTH_MOULTON_HPP_INCLUDED
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/odeint/stepper/adams_bashforth.hpp>
#include <boost/numeric/odeint/stepper/adams_moulton.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template<
size_t Steps ,
class State ,
class Value = double ,
class Deriv = State ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
class adams_bashforth_moulton
{
#ifndef DOXYGEN_SKIP
BOOST_STATIC_ASSERT(( Steps > 0 ));
BOOST_STATIC_ASSERT(( Steps < 9 ));
#endif
public :
typedef State state_type;
typedef state_wrapper< state_type > wrapped_state_type;
typedef Value value_type;
typedef Deriv deriv_type;
typedef state_wrapper< deriv_type > wrapped_deriv_type;
typedef Time time_type;
typedef Algebra algebra_type;
typedef Operations operations_type;
typedef Resizer resizer_type;
typedef stepper_tag stepper_category;
static const size_t steps = Steps;
#ifndef DOXYGEN_SKIP
typedef adams_bashforth< steps , state_type , value_type , deriv_type , time_type , algebra_type , operations_type , resizer_type > adams_bashforth_type;
typedef adams_moulton< steps , state_type , value_type , deriv_type , time_type , algebra_type , operations_type , resizer_type > adams_moulton_type;
#endif //DOXYGEN_SKIP
typedef unsigned short order_type;
static const order_type order_value = steps + 1;
/** \brief Constructs the adams_bashforth class. */
adams_bashforth_moulton( void )
: m_adams_bashforth() , m_adams_moulton( m_adams_bashforth.algebra() )
{ }
adams_bashforth_moulton( const algebra_type &algebra )
: m_adams_bashforth( algebra ) , m_adams_moulton( m_adams_bashforth.algebra() )
{ }
order_type order( void ) const { return order_value; }
template< class System , class StateInOut >
void do_step( System system , StateInOut &x , time_type t , time_type dt )
{
m_adams_bashforth.do_step( system , x , t , dt );
m_adams_moulton.do_step( system , x , t , dt , m_adams_bashforth.step_storage() );
}
/**
* \brief Second version to solve the forwarding problem, can be called with Boost.Range as StateInOut.
*/
template< class System , class StateInOut >
void do_step( System system , const StateInOut &x , time_type t , time_type dt )
{
m_adams_bashforth.do_step( system , x , t , dt );
m_adams_moulton.do_step( system , x , t , dt , m_adams_bashforth.step_storage() );
}
template< class System , class StateIn , class StateOut >
void do_step( System system , const StateIn &in , time_type t , const StateOut &out , time_type dt )
{
m_adams_bashforth.do_step( system , in , t , out , dt );
m_adams_moulton.do_step( system , out , t , dt , m_adams_bashforth.step_storage() );
}
/**
* \brief Second version to solve the forwarding problem, can be called with Boost.Range as StateOut.
*/
template< class System , class StateIn , class StateOut >
void do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt )
{
m_adams_bashforth.do_step( system , in , t , out , dt );
m_adams_moulton.do_step( system , out , t , dt , m_adams_bashforth.step_storage() );
}
template< class StateType >
void adjust_size( const StateType &x )
{
m_adams_bashforth.adjust_size( x );
m_adams_moulton.adjust_size( x );
}
template< class ExplicitStepper , class System , class StateIn >
void initialize( ExplicitStepper explicit_stepper , System system , StateIn &x , time_type &t , time_type dt )
{
m_adams_bashforth.initialize( explicit_stepper , system , x , t , dt );
}
template< class System , class StateIn >
void initialize( System system , StateIn &x , time_type &t , time_type dt )
{
m_adams_bashforth.initialize( system , x , t , dt );
}
private:
adams_bashforth_type m_adams_bashforth;
adams_moulton_type m_adams_moulton;
};
/********* DOXYGEN ********/
/**
* \class adams_bashforth_moulton
* \brief The Adams-Bashforth-Moulton multistep algorithm.
*
* The Adams-Bashforth method is a multi-step predictor-corrector algorithm
* with configurable step number. The step number is specified as template
* parameter Steps and it then uses the result from the previous Steps steps.
* See also
* <a href="http://en.wikipedia.org/wiki/Linear_multistep_method">en.wikipedia.org/wiki/Linear_multistep_method</a>.
* Currently, a maximum of Steps=8 is supported.
* The method is explicit and fulfills the Stepper concept. Step size control
* or continuous output are not provided.
*
* This class derives from algebra_base and inherits its interface via
* CRTP (current recurring template pattern). For more details see
* algebra_stepper_base.
*
* \tparam Steps The number of steps (maximal 8).
* \tparam State The state type.
* \tparam Value The value type.
* \tparam Deriv The type representing the time derivative of the state.
* \tparam Time The time representing the independent variable - the time.
* \tparam Algebra The algebra type.
* \tparam Operations The operations type.
* \tparam Resizer The resizer policy type.
* \tparam InitializingStepper The stepper for the first two steps.
*/
/**
* \fn adams_bashforth_moulton::adams_bashforth_moulton( const algebra_type &algebra )
* \brief Constructs the adams_bashforth class. This constructor can be used as a default
* constructor if the algebra has a default constructor.
* \param algebra A copy of algebra is made and stored.
*/
/**
* \fn adams_bashforth_moulton::order( void ) const
* \brief Returns the order of the algorithm, which is equal to the number of steps+1.
* \return order of the method.
*/
/**
* \fn adams_bashforth_moulton::do_step( System system , StateInOut &x , time_type t , time_type dt )
* \brief This method performs one step. It transforms the result in-place.
*
* \param system The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. After calling do_step the result is updated in x.
* \param t The value of the time, at which the step should be performed.
* \param dt The step size.
*/
/**
* \fn adams_bashforth_moulton::do_step( System system , const StateIn &in , time_type t , const StateOut &out , time_type dt )
* \brief The method performs one step with the stepper passed by Stepper. The state of the ODE is updated out-of-place.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
*/
/**
* \fn adams_bashforth_moulton::adjust_size( const StateType &x )
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
/**
* \fn adams_bashforth_moulton::initialize( ExplicitStepper explicit_stepper , System system , StateIn &x , time_type &t , time_type dt )
* \brief Initialized the stepper. Does Steps-1 steps with the explicit_stepper to fill the buffer.
* \note The state x and time t are updated to the values after Steps-1 initial steps.
* \param explicit_stepper the stepper used to fill the buffer of previous step results
* \param system The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the
* Simple System concept.
* \param x The initial state of the ODE which should be solved, updated after in this method.
* \param t The initial time, updated in this method.
* \param dt The step size.
*/
/**
* \fn adams_bashforth_moulton::initialize( System system , StateIn &x , time_type &t , time_type dt )
* \brief Initialized the stepper. Does Steps-1 steps using the standard initializing stepper
* of the underlying adams_bashforth stepper.
* \param system The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. After calling do_step the result is updated in x.
* \param t The value of the time, at which the step should be performed.
* \param dt The step size.
*/
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_ADAMS_BASHFORTH_MOULTON_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/adams_moulton.hpp
[begin_description]
Implementation of the Adams-Moulton method. This is method is not a real stepper, it is more a helper class
which computes the corrector step in the Adams-Bashforth-Moulton method.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_ADAMS_MOULTON_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_ADAMS_MOULTON_HPP_INCLUDED
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/stepper/runge_kutta4_classic.hpp>
#include <boost/numeric/odeint/stepper/detail/adams_moulton_call_algebra.hpp>
#include <boost/numeric/odeint/stepper/detail/adams_moulton_coefficients.hpp>
#include <boost/numeric/odeint/stepper/detail/rotating_buffer.hpp>
namespace boost {
namespace numeric {
namespace odeint {
/*
* Static implicit Adams-Moulton multistep-solver without step size control and without dense output.
*/
template<
size_t Steps ,
class State ,
class Value = double ,
class Deriv = State ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
class adams_moulton
{
private:
public :
typedef State state_type;
typedef state_wrapper< state_type > wrapped_state_type;
typedef Value value_type;
typedef Deriv deriv_type;
typedef state_wrapper< deriv_type > wrapped_deriv_type;
typedef Time time_type;
typedef Algebra algebra_type;
typedef Operations operations_type;
typedef Resizer resizer_type;
typedef stepper_tag stepper_category;
typedef adams_moulton< Steps , State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_type;
static const size_t steps = Steps;
typedef unsigned short order_type;
static const order_type order_value = steps + 1;
typedef detail::rotating_buffer< wrapped_deriv_type , steps > step_storage_type;
adams_moulton( )
: m_coefficients() , m_dxdt() , m_resizer() ,
m_algebra_instance() , m_algebra( m_algebra_instance )
{ }
adams_moulton( algebra_type &algebra )
: m_coefficients() , m_dxdt() , m_resizer() ,
m_algebra_instance() , m_algebra( algebra )
{ }
adams_moulton& operator=( const adams_moulton &stepper )
{
m_dxdt = stepper.m_dxdt;
m_resizer = stepper.m_resizer;
m_algebra = stepper.m_algebra;
return *this;
}
order_type order( void ) const { return order_value; }
/*
* Version 1 : do_step( system , x , t , dt , buf );
*
* solves the forwarding problem
*/
template< class System , class StateInOut , class ABBuf >
void do_step( System system , StateInOut &in , time_type t , time_type dt , const ABBuf &buf )
{
do_step( system , in , t , in , dt , buf );
}
template< class System , class StateInOut , class ABBuf >
void do_step( System system , const StateInOut &in , time_type t , time_type dt , const ABBuf &buf )
{
do_step( system , in , t , in , dt , buf );
}
/*
* Version 2 : do_step( system , in , t , out , dt , buf );
*
* solves the forwarding problem
*/
template< class System , class StateIn , class StateOut , class ABBuf >
void do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt , const ABBuf &buf )
{
typename odeint::unwrap_reference< System >::type &sys = system;
m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_impl<StateIn> , detail::ref( *this ) , detail::_1 ) );
sys( in , m_dxdt.m_v , t );
detail::adams_moulton_call_algebra< steps , algebra_type , operations_type >()( m_algebra , in , out , m_dxdt.m_v , buf , m_coefficients , dt );
}
template< class System , class StateIn , class StateOut , class ABBuf >
void do_step( System system , const StateIn &in , time_type t , const StateOut &out , time_type dt , const ABBuf &buf )
{
typename odeint::unwrap_reference< System >::type &sys = system;
m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_impl<StateIn> , detail::ref( *this ) , detail::_1 ) );
sys( in , m_dxdt.m_v , t );
detail::adams_moulton_call_algebra< steps , algebra_type , operations_type >()( m_algebra , in , out , m_dxdt.m_v , buf , m_coefficients , dt );
}
template< class StateType >
void adjust_size( const StateType &x )
{
resize_impl( x );
}
algebra_type& algebra()
{ return m_algebra; }
const algebra_type& algebra() const
{ return m_algebra; }
private:
template< class StateIn >
bool resize_impl( const StateIn &x )
{
return adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
}
const detail::adams_moulton_coefficients< value_type , steps > m_coefficients;
wrapped_deriv_type m_dxdt;
resizer_type m_resizer;
protected:
algebra_type m_algebra_instance;
algebra_type &m_algebra;
};
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_ADAMS_MOULTON_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/base/algebra_stepper_base.hpp
[begin_description]
Base class for all steppers with an algebra and operations.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_BASE_ALGEBRA_STEPPER_BASE_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_BASE_ALGEBRA_STEPPER_BASE_HPP_INCLUDED
namespace boost {
namespace numeric {
namespace odeint {
template< class Algebra , class Operations >
class algebra_stepper_base
{
public:
typedef Algebra algebra_type;
typedef Operations operations_type;
algebra_stepper_base( const algebra_type &algebra = algebra_type() )
: m_algebra( algebra ) { }
algebra_type& algebra()
{
return m_algebra;
}
const algebra_type& algebra() const
{
return m_algebra;
}
protected:
algebra_type m_algebra;
};
/******* DOXYGEN *******/
/**
* \class algebra_stepper_base
* \brief Base class for all steppers with algebra and operations.
*
* This class serves a base class for all steppers with algebra and operations. It holds the
* algebra and provides access to the algebra. The operations are not instantiated, since they are
* static classes inside the operations class.
*
* \tparam Algebra The type of the algebra. Must fulfill the Algebra Concept, at least partially to work
* with the stepper.
* \tparam Operations The type of the operations. Must fulfill the Operations Concept, at least partially
* to work with the stepper.
*/
/**
* \fn algebra_stepper_base::algebra_stepper_base( const algebra_type &algebra = algebra_type() )
* \brief Constructs a algebra_stepper_base and creates the algebra. This constructor can be used as a default
* constructor if the algebra has a default constructor.
* \param algebra The algebra_stepper_base stores and uses a copy of algebra.
*/
/**
* \fn algebra_type& algebra_stepper_base::algebra()
* \return A reference to the algebra which is held by this class.
*/
/**
* \fn const algebra_type& algebra_stepper_base::algebra() const
* \return A const reference to the algebra which is held by this class.
*/
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_BASE_ALGEBRA_STEPPER_BASE_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/base/explicit_error_stepper_base.hpp
[begin_description]
Base class for all explicit Runge Kutta stepper which are also error steppers.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_BASE_EXPLICIT_ERROR_STEPPER_BASE_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_BASE_EXPLICIT_ERROR_STEPPER_BASE_HPP_INCLUDED
#include <boost/utility/enable_if.hpp>
#include <boost/type_traits/is_same.hpp>
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/util/unwrap_reference.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/stepper/base/algebra_stepper_base.hpp>
namespace boost {
namespace numeric {
namespace odeint {
/*
* base class for explicit stepper and error steppers
* models the stepper AND the error stepper concept
*
* this class provides the following do_step variants:
* do_step( sys , x , t , dt )
* do_step( sys , x , dxdt , t , dt )
* do_step( sys , in , t , out , dt )
* do_step( sys , in , dxdt , t , out , dt )
* do_step( sys , x , t , dt , xerr )
* do_step( sys , x , dxdt , t , dt , xerr )
* do_step( sys , in , t , out , dt , xerr )
* do_step( sys , in , dxdt , t , out , dt , xerr )
*/
template<
class Stepper ,
unsigned short Order ,
unsigned short StepperOrder ,
unsigned short ErrorOrder ,
class State ,
class Value ,
class Deriv ,
class Time ,
class Algebra ,
class Operations ,
class Resizer
>
class explicit_error_stepper_base : public algebra_stepper_base< Algebra , Operations >
{
public:
typedef algebra_stepper_base< Algebra , Operations > algebra_stepper_base_type;
typedef typename algebra_stepper_base_type::algebra_type algebra_type;
typedef State state_type;
typedef Value value_type;
typedef Deriv deriv_type;
typedef Time time_type;
typedef Resizer resizer_type;
typedef Stepper stepper_type;
typedef explicit_error_stepper_tag stepper_category;
#ifndef DOXYGEN_SKIP
typedef state_wrapper< state_type > wrapped_state_type;
typedef state_wrapper< deriv_type > wrapped_deriv_type;
typedef explicit_error_stepper_base< Stepper , Order , StepperOrder , ErrorOrder ,
State , Value , Deriv , Time , Algebra , Operations , Resizer > internal_stepper_base_type;
#endif
typedef unsigned short order_type;
static const order_type order_value = Order;
static const order_type stepper_order_value = StepperOrder;
static const order_type error_order_value = ErrorOrder;
explicit_error_stepper_base( const algebra_type &algebra = algebra_type() )
: algebra_stepper_base_type( algebra )
{ }
order_type order( void ) const
{
return order_value;
}
order_type stepper_order( void ) const
{
return stepper_order_value;
}
order_type error_order( void ) const
{
return error_order_value;
}
/*
* Version 1 : do_step( sys , x , t , dt )
*
* the two overloads are needed in order to solve the forwarding problem
*/
template< class System , class StateInOut >
void do_step( System system , StateInOut &x , time_type t , time_type dt )
{
do_step_v1( system , x , t , dt );
}
/**
* \brief Second version to solve the forwarding problem, can be called with Boost.Range as StateInOut.
*/
template< class System , class StateInOut >
void do_step( System system , const StateInOut &x , time_type t , time_type dt )
{
do_step_v1( system , x , t , dt );
}
/*
* Version 2 : do_step( sys , x , dxdt , t , dt )
*
* this version does not solve the forwarding problem, boost.range can not be used
*
* the disable is needed to avoid ambiguous overloads if state_type = time_type
*/
template< class System , class StateInOut , class DerivIn >
typename boost::disable_if< boost::is_same< DerivIn , time_type > , void >::type
do_step( System system , StateInOut &x , const DerivIn &dxdt , time_type t , time_type dt )
{
this->stepper().do_step_impl( system , x , dxdt , t , x , dt );
}
/*
* Version 3 : do_step( sys , in , t , out , dt )
*
* this version does not solve the forwarding problem, boost.range can not be used
*
* the disable is needed to avoid ambiguous overloads if state_type = time_type
*/
template< class System , class StateIn , class StateOut >
typename boost::disable_if< boost::is_same< StateIn , time_type > , void >::type
do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt )
{
typename odeint::unwrap_reference< System >::type &sys = system;
m_resizer.adjust_size( in , detail::bind( &internal_stepper_base_type::template resize_impl<StateIn> , detail::ref( *this ) , detail::_1 ) );
sys( in , m_dxdt.m_v ,t );
this->stepper().do_step_impl( system , in , m_dxdt.m_v , t , out , dt );
}
/*
* Version 4 :do_step( sys , in , dxdt , t , out , dt )
*
* this version does not solve the forwarding problem, boost.range can not be used
*
* the disable is needed to avoid ambiguous overloads if state_type = time_type
*/
template< class System , class StateIn , class DerivIn , class StateOut >
typename boost::disable_if< boost::is_same< DerivIn , time_type > , void >::type
do_step( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
{
this->stepper().do_step_impl( system , in , dxdt , t , out , dt );
}
/*
* Version 5 :do_step( sys , x , t , dt , xerr )
*
* the two overloads are needed in order to solve the forwarding problem
*/
template< class System , class StateInOut , class Err >
void do_step( System system , StateInOut &x , time_type t , time_type dt , Err &xerr )
{
do_step_v5( system , x , t , dt , xerr );
}
/**
* \brief Second version to solve the forwarding problem, can be called with Boost.Range as StateInOut.
*/
template< class System , class StateInOut , class Err >
void do_step( System system , const StateInOut &x , time_type t , time_type dt , Err &xerr )
{
do_step_v5( system , x , t , dt , xerr );
}
/*
* Version 6 :do_step( sys , x , dxdt , t , dt , xerr )
*
* this version does not solve the forwarding problem, boost.range can not be used
*
* the disable is needed to avoid ambiguous overloads if state_type = time_type
*/
template< class System , class StateInOut , class DerivIn , class Err >
typename boost::disable_if< boost::is_same< DerivIn , time_type > , void >::type
do_step( System system , StateInOut &x , const DerivIn &dxdt , time_type t , time_type dt , Err &xerr )
{
this->stepper().do_step_impl( system , x , dxdt , t , x , dt , xerr );
}
/*
* Version 7 : do_step( sys , in , t , out , dt , xerr )
*
* this version does not solve the forwarding problem, boost.range can not be used
*/
template< class System , class StateIn , class StateOut , class Err >
void do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt , Err &xerr )
{
typename odeint::unwrap_reference< System >::type &sys = system;
m_resizer.adjust_size( in , detail::bind( &internal_stepper_base_type::template resize_impl<StateIn> , detail::ref( *this ) , detail::_1 ) );
sys( in , m_dxdt.m_v ,t );
this->stepper().do_step_impl( system , in , m_dxdt.m_v , t , out , dt , xerr );
}
/*
* Version 8 : do_step( sys , in , dxdt , t , out , dt , xerr )
*
* this version does not solve the forwarding problem, boost.range can not be used
*/
template< class System , class StateIn , class DerivIn , class StateOut , class Err >
void do_step( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt , Err &xerr )
{
this->stepper().do_step_impl( system , in , dxdt , t , out , dt , xerr );
}
template< class StateIn >
void adjust_size( const StateIn &x )
{
resize_impl( x );
}
private:
template< class System , class StateInOut >
void do_step_v1( System system , StateInOut &x , time_type t , time_type dt )
{
typename odeint::unwrap_reference< System >::type &sys = system;
m_resizer.adjust_size( x , detail::bind( &internal_stepper_base_type::template resize_impl<StateInOut> , detail::ref( *this ) , detail::_1 ) );
sys( x , m_dxdt.m_v ,t );
this->stepper().do_step_impl( system , x , m_dxdt.m_v , t , x , dt );
}
template< class System , class StateInOut , class Err >
void do_step_v5( System system , StateInOut &x , time_type t , time_type dt , Err &xerr )
{
typename odeint::unwrap_reference< System >::type &sys = system;
m_resizer.adjust_size( x , detail::bind( &internal_stepper_base_type::template resize_impl<StateInOut> , detail::ref( *this ) , detail::_1 ) );
sys( x , m_dxdt.m_v ,t );
this->stepper().do_step_impl( system , x , m_dxdt.m_v , t , x , dt , xerr );
}
template< class StateIn >
bool resize_impl( const StateIn &x )
{
return adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
}
stepper_type& stepper( void )
{
return *static_cast< stepper_type* >( this );
}
const stepper_type& stepper( void ) const
{
return *static_cast< const stepper_type* >( this );
}
resizer_type m_resizer;
protected:
wrapped_deriv_type m_dxdt;
};
/******** DOXYGEN *******/
/**
* \class explicit_error_stepper_base
* \brief Base class for explicit steppers with error estimation. This class can used with
* controlled steppers for step size control.
*
* This class serves as the base class for all explicit steppers with algebra and operations. In contrast to
* explicit_stepper_base it also estimates the error and can be used in a controlled stepper to provide
* step size control.
*
* \note This stepper provides `do_step` methods with and without error estimation. It has therefore three orders,
* one for the order of a step if the error is not estimated. The other two orders are the orders of the step and
* the error step if the error estimation is performed.
*
* explicit_error_stepper_base is used as the interface in a CRTP (currently recurring template
* pattern). In order to work correctly the parent class needs to have a method
* `do_step_impl( system , in , dxdt_in , t , out , dt , xerr )`.
* explicit_error_stepper_base derives from algebra_stepper_base.
*
* explicit_error_stepper_base provides several overloaded `do_step` methods, see the list below. Only two of them
* are needed to fulfill the Error Stepper concept. The other ones are for convenience and for performance. Some
* of them simply update the state out-of-place, while other expect that the first derivative at `t` is passed to the
* stepper.
*
* - `do_step( sys , x , t , dt )` - The classical `do_step` method needed to fulfill the Error Stepper concept. The
* state is updated in-place. A type modelling a Boost.Range can be used for x.
* - `do_step( sys , x , dxdt , t , dt )` - This method updates the state in-place, but the derivative at the point `t`
* must be explicitly passed in `dxdt`.
* - `do_step( sys , in , t , out , dt )` - This method updates the state out-of-place, hence the result of the step
* is stored in `out`.
* - `do_step( sys , in , dxdt , t , out , dt )` - This method update the state out-of-place and expects that the
* derivative at the point `t` is explicitly passed in `dxdt`. It is a combination of the two `do_step` methods
* above.
* - `do_step( sys , x , t , dt , xerr )` - This `do_step` method is needed to fulfill the Error Stepper concept. The
* state is updated in-place and an error estimate is calculated. A type modelling a Boost.Range can be used for x.
* - `do_step( sys , x , dxdt , t , dt , xerr )` - This method updates the state in-place, but the derivative at the
* point `t` must be passed in `dxdt`. An error estimate is calculated.
* - `do_step( sys , in , t , out , dt , xerr )` - This method updates the state out-of-place and estimates the error
* during the step.
* - `do_step( sys , in , dxdt , t , out , dt , xerr )` - This methods updates the state out-of-place and estimates
* the error during the step. Furthermore, the derivative at `t` must be passed in `dxdt`.
*
* \note The system is always passed as value, which might result in poor performance if it contains data. In this
* case it can be used with `boost::ref` or `std::ref`, for example `stepper.do_step( boost::ref( sys ) , x , t , dt );`
*
* \note The time `t` is not advanced by the stepper. This has to done manually, or by the appropriate `integrate`
* routines or `iterator`s.
*
* \tparam Stepper The stepper on which this class should work. It is used via CRTP, hence explicit_stepper_base
* provides the interface for the Stepper.
* \tparam Order The order of a stepper if the stepper is used without error estimation.
* \tparam StepperOrder The order of a step if the stepper is used with error estimation. Usually Order and StepperOrder have
* the same value.
* \tparam ErrorOrder The order of the error step if the stepper is used with error estimation.
* \tparam State The state type for the stepper.
* \tparam Value The value type for the stepper. This should be a floating point type, like float,
* double, or a multiprecision type. It must not necessary be the value_type of the State. For example
* the State can be a `vector< complex< double > >` in this case the Value must be double.
* The default value is double.
* \tparam Deriv The type representing time derivatives of the state type. It is usually the same type as the
* state type, only if used with Boost.Units both types differ.
* \tparam Time The type representing the time. Usually the same type as the value type. When Boost.Units is
* used, this type has usually a unit.
* \tparam Algebra The algebra type which must fulfill the Algebra Concept.
* \tparam Operations The type for the operations which must fulfill the Operations Concept.
* \tparam Resizer The resizer policy class.
*/
/**
* \fn explicit_error_stepper_base::explicit_error_stepper_base( const algebra_type &algebra = algebra_type() )
*
* \brief Constructs a explicit_error_stepper_base class. This constructor can be used as a default
* constructor if the algebra has a default constructor.
* \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
*/
/**
* \fn explicit_error_stepper_base::order( void ) const
* \return Returns the order of the stepper if it used without error estimation.
*/
/**
* \fn explicit_error_stepper_base::stepper_order( void ) const
* \return Returns the order of a step if the stepper is used without error estimation.
*/
/**
* \fn explicit_error_stepper_base::error_order( void ) const
* \return Returns the order of an error step if the stepper is used without error estimation.
*/
/**
* \fn explicit_error_stepper_base::do_step( System system , StateInOut &x , time_type t , time_type dt )
* \brief This method performs one step. It transforms the result in-place.
*
* \param system The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. After calling do_step the result is updated in x.
* \param t The value of the time, at which the step should be performed.
* \param dt The step size.
*/
/**
* \fn explicit_error_stepper_base::do_step( System system , StateInOut &x , const DerivIn &dxdt , time_type t , time_type dt )
* \brief The method performs one step with the stepper passed by Stepper. Additionally to the other method
* the derivative of x is also passed to this method. It is supposed to be used in the following way:
*
* \code
* sys( x , dxdt , t );
* stepper.do_step( sys , x , dxdt , t , dt );
* \endcode
*
* The result is updated in place in x. This method is disabled if Time and Deriv are of the same type. In this
* case the method could not be distinguished from other `do_step` versions.
*
* \note This method does not solve the forwarding problem.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. After calling do_step the result is updated in x.
* \param dxdt The derivative of x at t.
* \param t The value of the time, at which the step should be performed.
* \param dt The step size.
*/
/**
* \fn explicit_error_stepper_base::do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt )
* \brief The method performs one step with the stepper passed by Stepper. The state of the ODE is updated out-of-place.
* This method is disabled if StateIn and Time are the same type. In this case the method can not be distinguished from
* other `do_step` variants.
* \note This method does not solve the forwarding problem.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
*/
/**
* \fn explicit_error_stepper_base::do_step( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
* \brief The method performs one step with the stepper passed by Stepper. The state of the ODE is updated out-of-place.
* Furthermore, the derivative of x at t is passed to the stepper. It is supposed to be used in the following way:
*
* \code
* sys( in , dxdt , t );
* stepper.do_step( sys , in , dxdt , t , out , dt );
* \endcode
*
* This method is disabled if DerivIn and Time are of same type.
*
* \note This method does not solve the forwarding problem.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param dxdt The derivative of x at t.
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
*/
/**
* \fn explicit_error_stepper_base::do_step( System system , StateInOut &x , time_type t , time_type dt , Err &xerr )
* \brief The method performs one step with the stepper passed by Stepper and estimates the error. The state of the ODE
* is updated in-place.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. x is updated by this method.
* \param t The value of the time, at which the step should be performed.
* \param dt The step size.
* \param xerr The estimation of the error is stored in xerr.
*/
/**
* \fn explicit_error_stepper_base::do_step( System system , StateInOut &x , const DerivIn &dxdt , time_type t , time_type dt , Err &xerr )
* \brief The method performs one step with the stepper passed by Stepper. Additionally to the other method
* the derivative of x is also passed to this method. It is supposed to be used in the following way:
*
* \code
* sys( x , dxdt , t );
* stepper.do_step( sys , x , dxdt , t , dt , xerr );
* \endcode
*
* The result is updated in place in x. This method is disabled if Time and DerivIn are of the same type. In this
* case the method could not be distinguished from other `do_step` versions.
*
* \note This method does not solve the forwarding problem.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. After calling do_step the result is updated in x.
* \param dxdt The derivative of x at t.
* \param t The value of the time, at which the step should be performed.
* \param dt The step size.
* \param xerr The error estimate is stored in xerr.
*/
/**
* \fn explicit_error_stepper_base::do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt , Err &xerr )
* \brief The method performs one step with the stepper passed by Stepper. The state of the ODE is updated out-of-place.
* Furthermore, the error is estimated.
*
* \note This method does not solve the forwarding problem.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
* \param xerr The error estimate.
*/
/**
* \fn explicit_error_stepper_base::do_step( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt , Err &xerr )
* \brief The method performs one step with the stepper passed by Stepper. The state of the ODE is updated out-of-place.
* Furthermore, the derivative of x at t is passed to the stepper and the error is estimated. It is supposed to be used in the following way:
*
* \code
* sys( in , dxdt , t );
* stepper.do_step( sys , in , dxdt , t , out , dt );
* \endcode
*
* This method is disabled if DerivIn and Time are of same type.
*
* \note This method does not solve the forwarding problem.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param dxdt The derivative of x at t.
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
* \param xerr The error estimate.
*/
/**
* \fn explicit_error_stepper_base::adjust_size( const StateIn &x )
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_BASE_EXPLICIT_ERROR_STEPPER_BASE_HPP_INCLUDED

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@@ -0,0 +1,658 @@
/*
[auto_generated]
boost/numeric/odeint/stepper/base/explicit_error_stepper_fsal_base.hpp
[begin_description]
Base class for all explicit first-same-as-last Runge Kutta steppers.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_BASE_EXPLICIT_ERROR_STEPPER_FSAL_BASE_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_BASE_EXPLICIT_ERROR_STEPPER_FSAL_BASE_HPP_INCLUDED
#include <boost/utility/enable_if.hpp>
#include <boost/type_traits/is_same.hpp>
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/util/unwrap_reference.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/odeint/util/copy.hpp>
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/stepper/base/algebra_stepper_base.hpp>
namespace boost {
namespace numeric {
namespace odeint {
/*
* base class for explicit stepper and error steppers with the fsal property
* models the stepper AND the error stepper fsal concept
*
* this class provides the following do_step overloads
* do_step( sys , x , t , dt )
* do_step( sys , x , dxdt , t , dt )
* do_step( sys , in , t , out , dt )
* do_step( sys , in , dxdt_in , t , out , dxdt_out , dt )
* do_step( sys , x , t , dt , xerr )
* do_step( sys , x , dxdt , t , dt , xerr )
* do_step( sys , in , t , out , dt , xerr )
* do_step( sys , in , dxdt_in , t , out , dxdt_out , dt , xerr )
*/
template<
class Stepper ,
unsigned short Order ,
unsigned short StepperOrder ,
unsigned short ErrorOrder ,
class State ,
class Value ,
class Deriv ,
class Time ,
class Algebra ,
class Operations ,
class Resizer
>
class explicit_error_stepper_fsal_base : public algebra_stepper_base< Algebra , Operations >
{
public:
typedef algebra_stepper_base< Algebra , Operations > algebra_stepper_base_type;
typedef typename algebra_stepper_base_type::algebra_type algebra_type;
typedef State state_type;
typedef Value value_type;
typedef Deriv deriv_type;
typedef Time time_type;
typedef Resizer resizer_type;
typedef Stepper stepper_type;
typedef explicit_error_stepper_fsal_tag stepper_category;
#ifndef DOXYGEN_SKIP
typedef state_wrapper< state_type > wrapped_state_type;
typedef state_wrapper< deriv_type > wrapped_deriv_type;
typedef explicit_error_stepper_fsal_base< Stepper , Order , StepperOrder , ErrorOrder ,
State , Value , Deriv , Time , Algebra , Operations , Resizer > internal_stepper_base_type;
#endif
typedef unsigned short order_type;
static const order_type order_value = Order;
static const order_type stepper_order_value = StepperOrder;
static const order_type error_order_value = ErrorOrder;
explicit_error_stepper_fsal_base( const algebra_type &algebra = algebra_type() )
: algebra_stepper_base_type( algebra ) , m_first_call( true )
{ }
order_type order( void ) const
{
return order_value;
}
order_type stepper_order( void ) const
{
return stepper_order_value;
}
order_type error_order( void ) const
{
return error_order_value;
}
/*
* version 1 : do_step( sys , x , t , dt )
*
* the two overloads are needed in order to solve the forwarding problem
*/
template< class System , class StateInOut >
void do_step( System system , StateInOut &x , time_type t , time_type dt )
{
do_step_v1( system , x , t , dt );
}
/**
* \brief Second version to solve the forwarding problem, can be called with Boost.Range as StateInOut.
*/
template< class System , class StateInOut >
void do_step( System system , const StateInOut &x , time_type t , time_type dt )
{
do_step_v1( system , x , t , dt );
}
/*
* version 2 : do_step( sys , x , dxdt , t , dt )
*
* this version does not solve the forwarding problem, boost.range can not be used
*
* the disable is needed to avoid ambiguous overloads if state_type = time_type
*/
template< class System , class StateInOut , class DerivInOut >
typename boost::disable_if< boost::is_same< StateInOut , time_type > , void >::type
do_step( System system , StateInOut &x , DerivInOut &dxdt , time_type t , time_type dt )
{
m_first_call = true;
this->stepper().do_step_impl( system , x , dxdt , t , x , dxdt , dt );
}
/*
* version 3 : do_step( sys , in , t , out , dt )
*
* this version does not solve the forwarding problem, boost.range can not be used
*
* the disable is needed to avoid ambiguous overloads if state_type = time_type
*/
template< class System , class StateIn , class StateOut >
typename boost::disable_if< boost::is_same< StateIn , time_type > , void >::type
do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt )
{
if( m_resizer.adjust_size( in , detail::bind( &internal_stepper_base_type::template resize_impl< StateIn > , detail::ref( *this ) , detail::_1 ) ) || m_first_call )
{
initialize( system , in , t );
}
this->stepper().do_step_impl( system , in , m_dxdt.m_v , t , out , m_dxdt.m_v , dt );
}
/*
* version 4 : do_step( sys , in , dxdt_in , t , out , dxdt_out , dt )
*
* this version does not solve the forwarding problem, boost.range can not be used
*/
template< class System , class StateIn , class DerivIn , class StateOut , class DerivOut >
void do_step( System system , const StateIn &in , const DerivIn &dxdt_in , time_type t ,
StateOut &out , DerivOut &dxdt_out , time_type dt )
{
m_first_call = true;
this->stepper().do_step_impl( system , in , dxdt_in , t , out , dxdt_out , dt );
}
/*
* version 5 : do_step( sys , x , t , dt , xerr )
*
* the two overloads are needed in order to solve the forwarding problem
*/
template< class System , class StateInOut , class Err >
void do_step( System system , StateInOut &x , time_type t , time_type dt , Err &xerr )
{
do_step_v5( system , x , t , dt , xerr );
}
/**
* \brief Second version to solve the forwarding problem, can be called with Boost.Range as StateInOut.
*/
template< class System , class StateInOut , class Err >
void do_step( System system , const StateInOut &x , time_type t , time_type dt , Err &xerr )
{
do_step_v5( system , x , t , dt , xerr );
}
/*
* version 6 : do_step( sys , x , dxdt , t , dt , xerr )
*
* this version does not solve the forwarding problem, boost.range can not be used
*
* the disable is needed to avoid ambiguous overloads if state_type = time_type
*/
template< class System , class StateInOut , class DerivInOut , class Err >
typename boost::disable_if< boost::is_same< StateInOut , time_type > , void >::type
do_step( System system , StateInOut &x , DerivInOut &dxdt , time_type t , time_type dt , Err &xerr )
{
m_first_call = true;
this->stepper().do_step_impl( system , x , dxdt , t , x , dxdt , dt , xerr );
}
/*
* version 7 : do_step( sys , in , t , out , dt , xerr )
*
* this version does not solve the forwarding problem, boost.range can not be used
*/
template< class System , class StateIn , class StateOut , class Err >
void do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt , Err &xerr )
{
if( m_resizer.adjust_size( in , detail::bind( &internal_stepper_base_type::template resize_impl< StateIn > , detail::ref( *this ) , detail::_1 ) ) || m_first_call )
{
initialize( system , in , t );
}
this->stepper().do_step_impl( system , in , m_dxdt.m_v , t , out , m_dxdt.m_v , dt , xerr );
}
/*
* version 8 : do_step( sys , in , dxdt_in , t , out , dxdt_out , dt , xerr )
*
* this version does not solve the forwarding problem, boost.range can not be used
*/
template< class System , class StateIn , class DerivIn , class StateOut , class DerivOut , class Err >
void do_step( System system , const StateIn &in , const DerivIn &dxdt_in , time_type t ,
StateOut &out , DerivOut &dxdt_out , time_type dt , Err &xerr )
{
m_first_call = true;
this->stepper().do_step_impl( system , in , dxdt_in , t , out , dxdt_out , dt , xerr );
}
template< class StateIn >
void adjust_size( const StateIn &x )
{
resize_impl( x );
}
void reset( void )
{
m_first_call = true;
}
template< class DerivIn >
void initialize( const DerivIn &deriv )
{
boost::numeric::odeint::copy( deriv , m_dxdt.m_v );
m_first_call = false;
}
template< class System , class StateIn >
void initialize( System system , const StateIn &x , time_type t )
{
typename odeint::unwrap_reference< System >::type &sys = system;
sys( x , m_dxdt.m_v , t );
m_first_call = false;
}
bool is_initialized( void ) const
{
return ! m_first_call;
}
private:
template< class System , class StateInOut >
void do_step_v1( System system , StateInOut &x , time_type t , time_type dt )
{
if( m_resizer.adjust_size( x , detail::bind( &internal_stepper_base_type::template resize_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) ) || m_first_call )
{
initialize( system , x , t );
}
this->stepper().do_step_impl( system , x , m_dxdt.m_v , t , x , m_dxdt.m_v , dt );
}
template< class System , class StateInOut , class Err >
void do_step_v5( System system , StateInOut &x , time_type t , time_type dt , Err &xerr )
{
if( m_resizer.adjust_size( x , detail::bind( &internal_stepper_base_type::template resize_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) ) || m_first_call )
{
initialize( system , x , t );
}
this->stepper().do_step_impl( system , x , m_dxdt.m_v , t , x , m_dxdt.m_v , dt , xerr );
}
template< class StateIn >
bool resize_impl( const StateIn &x )
{
return adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
}
stepper_type& stepper( void )
{
return *static_cast< stepper_type* >( this );
}
const stepper_type& stepper( void ) const
{
return *static_cast< const stepper_type* >( this );
}
resizer_type m_resizer;
bool m_first_call;
protected:
wrapped_deriv_type m_dxdt;
};
/******* DOXYGEN *******/
/**
* \class explicit_error_stepper_fsal_base
* \brief Base class for explicit steppers with error estimation and stepper fulfilling the FSAL (first-same-as-last)
* property. This class can be used with controlled steppers for step size control.
*
* This class serves as the base class for all explicit steppers with algebra and operations and which fulfill the FSAL
* property. In contrast to explicit_stepper_base it also estimates the error and can be used in a controlled stepper
* to provide step size control.
*
* The FSAL property means that the derivative of the system at t+dt is already used in the current step going from
* t to t +dt. Therefore, some more do_steps method can be introduced and the controlled steppers can explicitly make use
* of this property.
*
* \note This stepper provides `do_step` methods with and without error estimation. It has therefore three orders,
* one for the order of a step if the error is not estimated. The other two orders are the orders of the step and
* the error step if the error estimation is performed.
*
* explicit_error_stepper_fsal_base is used as the interface in a CRTP (currently recurring template
* pattern). In order to work correctly the parent class needs to have a method
* `do_step_impl( system , in , dxdt_in , t , out , dxdt_out , dt , xerr )`.
* explicit_error_stepper_fsal_base derives from algebra_stepper_base.
*
* This class can have an intrinsic state depending on the explicit usage of the `do_step` method. This means that some
* `do_step` methods are expected to be called in order. For example the `do_step( sys , x , t , dt , xerr )` will keep track
* of the derivative of `x` which is the internal state. The first call of this method is recognized such that one
* does not explicitly initialize the internal state, so it is safe to use this method like
*
* \code
* stepper_type stepper;
* stepper.do_step( sys , x , t , dt , xerr );
* stepper.do_step( sys , x , t , dt , xerr );
* stepper.do_step( sys , x , t , dt , xerr );
* \endcode
*
* But it is unsafe to call this method with different system functions after each other. Do do so, one must initialize the
* internal state with the `initialize` method or reset the internal state with the `reset` method.
*
* explicit_error_stepper_fsal_base provides several overloaded `do_step` methods, see the list below. Only two of them are needed
* to fulfill the Error Stepper concept. The other ones are for convenience and for better performance. Some of them
* simply update the state out-of-place, while other expect that the first derivative at `t` is passed to the stepper.
*
* - `do_step( sys , x , t , dt )` - The classical `do_step` method needed to fulfill the Error Stepper concept. The
* state is updated in-place. A type modelling a Boost.Range can be used for x.
* - `do_step( sys , x , dxdt , t , dt )` - This method updates the state x and the derivative dxdt in-place. It is expected
* that dxdt has the value of the derivative of x at time t.
* - `do_step( sys , in , t , out , dt )` - This method updates the state out-of-place, hence the result of the step
* is stored in `out`.
* - `do_step( sys , in , dxdt_in , t , out , dxdt_out , dt )` - This method updates the state and the derivative
* out-of-place. It expects that the derivative at the point `t` is explicitly passed in `dxdt_in`.
* - `do_step( sys , x , t , dt , xerr )` - This `do_step` method is needed to fulfill the Error Stepper concept. The
* state is updated in-place and an error estimate is calculated. A type modelling a Boost.Range can be used for x.
* - `do_step( sys , x , dxdt , t , dt , xerr )` - This method updates the state and the derivative in-place. It is assumed
* that the dxdt has the value of the derivative of x at time t. An error estimate is calculated.
* - `do_step( sys , in , t , out , dt , xerr )` - This method updates the state out-of-place and estimates the error
* during the step.
* - `do_step( sys , in , dxdt_in , t , out , dxdt_out , dt , xerr )` - This methods updates the state and the derivative
* out-of-place and estimates the error during the step. It is assumed the dxdt_in is derivative of in at time t.
*
* \note The system is always passed as value, which might result in poor performance if it contains data. In this
* case it can be used with `boost::ref` or `std::ref`, for example `stepper.do_step( boost::ref( sys ) , x , t , dt );`
*
* \note The time `t` is not advanced by the stepper. This has to done manually, or by the appropriate `integrate`
* routines or `iterator`s.
*
* \tparam Stepper The stepper on which this class should work. It is used via CRTP, hence explicit_stepper_base
* provides the interface for the Stepper.
* \tparam Order The order of a stepper if the stepper is used without error estimation.
* \tparam StepperOrder The order of a step if the stepper is used with error estimation. Usually Order and StepperOrder have
* the same value.
* \tparam ErrorOrder The order of the error step if the stepper is used with error estimation.
* \tparam State The state type for the stepper.
* \tparam Value The value type for the stepper. This should be a floating point type, like float,
* double, or a multiprecision type. It must not necessary be the value_type of the State. For example
* the State can be a `vector< complex< double > >` in this case the Value must be double.
* The default value is double.
* \tparam Deriv The type representing time derivatives of the state type. It is usually the same type as the
* state type, only if used with Boost.Units both types differ.
* \tparam Time The type representing the time. Usually the same type as the value type. When Boost.Units is
* used, this type has usually a unit.
* \tparam Algebra The algebra type which must fulfill the Algebra Concept.
* \tparam Operations The type for the operations which must fulfill the Operations Concept.
* \tparam Resizer The resizer policy class.
*/
/**
* \fn explicit_error_stepper_fsal_base::explicit_error_stepper_fsal_base( const algebra_type &algebra )
* \brief Constructs a explicit_stepper_fsal_base class. This constructor can be used as a default
* constructor if the algebra has a default constructor.
* \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
*/
/**
* \fn explicit_error_stepper_fsal_base::order( void ) const
* \return Returns the order of the stepper if it used without error estimation.
*/
/**
* \fn explicit_error_stepper_fsal_base::stepper_order( void ) const
* \return Returns the order of a step if the stepper is used without error estimation.
*/
/**
* \fn explicit_error_stepper_fsal_base::error_order( void ) const
* \return Returns the order of an error step if the stepper is used without error estimation.
*/
/**
* \fn explicit_error_stepper_fsal_base::do_step( System system , StateInOut &x , time_type t , time_type dt )
* \brief This method performs one step. It transforms the result in-place.
*
* \note This method uses the internal state of the stepper.
*
* \param system The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. After calling do_step the result is updated in x.
* \param t The value of the time, at which the step should be performed.
* \param dt The step size.
*/
/**
* \fn explicit_error_stepper_fsal_base::do_step( System system , StateInOut &x , DerivInOut &dxdt , time_type t , time_type dt )
* \brief The method performs one step with the stepper passed by Stepper. Additionally to the other methods
* the derivative of x is also passed to this method. Therefore, dxdt must be evaluated initially:
*
* \code
* ode( x , dxdt , t );
* for( ... )
* {
* stepper.do_step( ode , x , dxdt , t , dt );
* t += dt;
* }
* \endcode
*
* \note This method does NOT use the initial state, since the first derivative is explicitly passed to this method.
*
* The result is updated in place in x as well as the derivative dxdt. This method is disabled if
* Time and StateInOut are of the same type. In this case the method could not be distinguished from other `do_step`
* versions.
*
* \note This method does not solve the forwarding problem.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. After calling do_step the result is updated in x.
* \param dxdt The derivative of x at t. After calling `do_step` dxdt is updated to the new value.
* \param t The value of the time, at which the step should be performed.
* \param dt The step size.
*/
/**
* \fn explicit_error_stepper_fsal_base::do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt )
* \brief The method performs one step with the stepper passed by Stepper. The state of the ODE is updated out-of-place.
* This method is disabled if StateIn and Time are the same type. In this case the method can not be distinguished from
* other `do_step` variants.
*
* \note This method uses the internal state of the stepper.
*
* \note This method does not solve the forwarding problem.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
*/
/**
* \fn explicit_error_stepper_fsal_base::do_step( System system , const StateIn &in , const DerivIn &dxdt_in , time_type t , StateOut &out , DerivOut &dxdt_out , time_type dt )
* \brief The method performs one step with the stepper passed by Stepper. The state of the ODE is updated out-of-place.
* Furthermore, the derivative of x at t is passed to the stepper and updated by the stepper to its new value at
* t+dt.
*
* \note This method does not solve the forwarding problem.
*
* \note This method does NOT use the internal state of the stepper.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param dxdt_in The derivative of x at t.
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dxdt_out The updated derivative of `out` at `t+dt`.
* \param dt The step size.
*/
/**
* \fn explicit_error_stepper_fsal_base::do_step( System system , StateInOut &x , time_type t , time_type dt , Err &xerr )
* \brief The method performs one step with the stepper passed by Stepper and estimates the error. The state of the ODE
* is updated in-place.
*
*
* \note This method uses the internal state of the stepper.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. x is updated by this method.
* \param t The value of the time, at which the step should be performed.
* \param dt The step size.
* \param xerr The estimation of the error is stored in xerr.
*/
/**
* \fn explicit_error_stepper_fsal_base::do_step( System system , StateInOut &x , DerivInOut &dxdt , time_type t , time_type dt , Err &xerr )
* \brief The method performs one step with the stepper passed by Stepper. Additionally to the other method
* the derivative of x is also passed to this method and updated by this method.
*
* \note This method does NOT use the internal state of the stepper.
*
* The result is updated in place in x. This method is disabled if Time and Deriv are of the same type. In this
* case the method could not be distinguished from other `do_step` versions. This method is disabled if StateInOut and
* Time are of the same type.
*
* \note This method does NOT use the internal state of the stepper.
*
* \note This method does not solve the forwarding problem.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. After calling do_step the result is updated in x.
* \param dxdt The derivative of x at t. After calling `do_step` this value is updated to the new value at `t+dt`.
* \param t The value of the time, at which the step should be performed.
* \param dt The step size.
* \param xerr The error estimate is stored in xerr.
*/
/**
* \fn explicit_error_stepper_fsal_base::do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt , Err &xerr )
* \brief The method performs one step with the stepper passed by Stepper. The state of the ODE is updated out-of-place.
* Furthermore, the error is estimated.
*
* \note This method uses the internal state of the stepper.
*
* \note This method does not solve the forwarding problem.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
* \param xerr The error estimate.
*/
/**
* \fn explicit_error_stepper_fsal_base::do_step( System system , const StateIn &in , const DerivIn &dxdt_in , time_type t , StateOut &out , DerivOut &dxdt_out , time_type dt , Err &xerr )
* \brief The method performs one step with the stepper passed by Stepper. The state of the ODE is updated out-of-place.
* Furthermore, the derivative of x at t is passed to the stepper and the error is estimated.
*
* \note This method does NOT use the internal state of the stepper.
*
* \note This method does not solve the forwarding problem.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param dxdt_in The derivative of x at t.
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dxdt_out The new derivative at `t+dt` is written into this variable.
* \param dt The step size.
* \param xerr The error estimate.
*/
/**
* \fn explicit_error_stepper_fsal_base::adjust_size( const StateIn &x )
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
/**
* \fn explicit_error_stepper_fsal_base::reset( void )
* \brief Resets the internal state of this stepper. After calling this method it is safe to use all
* `do_step` method without explicitly initializing the stepper.
*/
/**
* \fn explicit_error_stepper_fsal_base::initialize( const DerivIn &deriv )
* \brief Initializes the internal state of the stepper.
* \param deriv The derivative of x. The next call of `do_step` expects that the derivative of `x` passed to `do_step`
* has the value of `deriv`.
*/
/**
* \fn explicit_error_stepper_fsal_base::initialize( System system , const StateIn &x , time_type t )
* \brief Initializes the internal state of the stepper.
*
* This method is equivalent to
* \code
* Deriv dxdt;
* system( x , dxdt , t );
* stepper.initialize( dxdt );
* \endcode
*
* \param system The system function for the next calls of `do_step`.
* \param x The current state of the ODE.
* \param t The current time of the ODE.
*/
/**
* \fn explicit_error_stepper_fsal_base::is_initialized( void ) const
* \brief Returns if the stepper is already initialized. If the stepper is not initialized, the first
* call of `do_step` will initialize the state of the stepper. If the stepper is already initialized
* the system function can not be safely exchanged between consecutive `do_step` calls.
*/
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_BASE_EXPLICIT_ERROR_STEPPER_FSAL_BASE_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/base/explicit_stepper_base.hpp
[begin_description]
Base class for all explicit Runge Kutta steppers.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_BASE_EXPLICIT_STEPPER_BASE_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_BASE_EXPLICIT_STEPPER_BASE_HPP_INCLUDED
#include <boost/utility/enable_if.hpp>
#include <boost/type_traits/is_same.hpp>
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/util/unwrap_reference.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/stepper/base/algebra_stepper_base.hpp>
namespace boost {
namespace numeric {
namespace odeint {
/*
* base class for explicit steppers
* models the stepper concept
*
* this class provides the following overloads
* do_step( sys , x , t , dt )
* do_step( sys , in , t , out , dt )
* do_step( sys , x , dxdt_in , t , dt )
* do_step( sys , in , dxdt_in , t , out , dt )
*/
template<
class Stepper ,
unsigned short Order ,
class State ,
class Value ,
class Deriv ,
class Time ,
class Algebra ,
class Operations ,
class Resizer
>
class explicit_stepper_base : public algebra_stepper_base< Algebra , Operations >
{
public:
#ifndef DOXYGEN_SKIP
typedef explicit_stepper_base< Stepper , Order , State , Value , Deriv , Time , Algebra , Operations , Resizer > internal_stepper_base_type;
#endif // DOXYGEN_SKIP
typedef State state_type;
typedef Value value_type;
typedef Deriv deriv_type;
typedef Time time_type;
typedef Resizer resizer_type;
typedef Stepper stepper_type;
typedef stepper_tag stepper_category;
typedef algebra_stepper_base< Algebra , Operations > algebra_stepper_base_type;
typedef typename algebra_stepper_base_type::algebra_type algebra_type;
typedef typename algebra_stepper_base_type::operations_type operations_type;
typedef unsigned short order_type;
#ifndef DOXYGEN_SKIP
typedef state_wrapper< state_type > wrapped_state_type;
typedef state_wrapper< deriv_type > wrapped_deriv_type;
#endif // DOXYGEN_SKIP
static const order_type order_value = Order;
explicit_stepper_base( const algebra_type &algebra = algebra_type() )
: algebra_stepper_base_type( algebra )
{ }
/**
* \return Returns the order of the stepper.
*/
order_type order( void ) const
{
return order_value;
}
/*
* Version 1 : do_step( sys , x , t , dt )
*
* the two overloads are needed in order to solve the forwarding problem
*/
template< class System , class StateInOut >
void do_step( System system , StateInOut &x , time_type t , time_type dt )
{
do_step_v1( system , x , t , dt );
}
/**
* \brief Second version to solve the forwarding problem, can be called with Boost.Range as StateInOut.
*/
template< class System , class StateInOut >
void do_step( System system , const StateInOut &x , time_type t , time_type dt )
{
do_step_v1( system , x , t , dt );
}
/*
* Version 2 : do_step( sys , x , dxdt , t , dt )
*
* this version does not solve the forwarding problem, boost.range can not be used
*
* the disable is needed to avoid ambiguous overloads if state_type = time_type
*/
template< class System , class StateInOut , class DerivIn >
typename boost::disable_if< boost::is_same< DerivIn , time_type > , void >::type
do_step( System system , StateInOut &x , const DerivIn &dxdt , time_type t , time_type dt )
{
this->stepper().do_step_impl( system , x , dxdt , t , x , dt );
}
/*
* Version 3 : do_step( sys , in , t , out , dt )
*
* this version does not solve the forwarding problem, boost.range can not be used
*/
template< class System , class StateIn , class StateOut >
void do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt )
{
typename odeint::unwrap_reference< System >::type &sys = system;
m_resizer.adjust_size( in , detail::bind( &internal_stepper_base_type::template resize_impl<StateIn> , detail::ref( *this ) , detail::_1 ) );
sys( in , m_dxdt.m_v ,t );
this->stepper().do_step_impl( system , in , m_dxdt.m_v , t , out , dt );
}
/*
* Version 4 : do_step( sys , in , dxdt , t , out , dt )
*
* this version does not solve the forwarding problem, boost.range can not be used
*/
template< class System , class StateIn , class DerivIn , class StateOut >
void do_step( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
{
this->stepper().do_step_impl( system , in , dxdt , t , out , dt );
}
template< class StateIn >
void adjust_size( const StateIn &x )
{
resize_impl( x );
}
private:
stepper_type& stepper( void )
{
return *static_cast< stepper_type* >( this );
}
const stepper_type& stepper( void ) const
{
return *static_cast< const stepper_type* >( this );
}
template< class StateIn >
bool resize_impl( const StateIn &x )
{
return adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
}
template< class System , class StateInOut >
void do_step_v1( System system , StateInOut &x , time_type t , time_type dt )
{
typename odeint::unwrap_reference< System >::type &sys = system;
m_resizer.adjust_size( x , detail::bind( &internal_stepper_base_type::template resize_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) );
sys( x , m_dxdt.m_v ,t );
this->stepper().do_step_impl( system , x , m_dxdt.m_v , t , x , dt );
}
resizer_type m_resizer;
protected:
wrapped_deriv_type m_dxdt;
};
/******* DOXYGEN *********/
/**
* \class explicit_stepper_base
* \brief Base class for explicit steppers without step size control and without dense output.
*
* This class serves as the base class for all explicit steppers with algebra and operations.
* Step size control and error estimation as well as dense output are not provided. explicit_stepper_base
* is used as the interface in a CRTP (currently recurring template pattern). In order to work
* correctly the parent class needs to have a method `do_step_impl( system , in , dxdt_in , t , out , dt )`.
* This is method is used by explicit_stepper_base. explicit_stepper_base derives from
* algebra_stepper_base. An example how this class can be used is
*
* \code
* template< class State , class Value , class Deriv , class Time , class Algebra , class Operations , class Resizer >
* class custom_euler : public explicit_stepper_base< 1 , State , Value , Deriv , Time , Algebra , Operations , Resizer >
* {
* public:
*
* typedef explicit_stepper_base< 1 , State , Value , Deriv , Time , Algebra , Operations , Resizer > base_type;
*
* custom_euler( const Algebra &algebra = Algebra() ) { }
*
* template< class Sys , class StateIn , class DerivIn , class StateOut >
* void do_step_impl( Sys sys , const StateIn &in , const DerivIn &dxdt , Time t , StateOut &out , Time dt )
* {
* m_algebra.for_each3( out , in , dxdt , Operations::scale_sum2< Value , Time >( 1.0 , dt );
* }
*
* template< class State >
* void adjust_size( const State &x )
* {
* base_type::adjust_size( x );
* }
* };
* \endcode
*
* For the Stepper concept only the `do_step( sys , x , t , dt )` needs to be implemented. But this class
* provides additional `do_step` variants since the stepper is explicit. These methods can be used to increase
* the performance in some situation, for example if one needs to analyze `dxdt` during each step. In this case
* one can use
*
* \code
* sys( x , dxdt , t );
* stepper.do_step( sys , x , dxdt , t , dt ); // the value of dxdt is used here
* t += dt;
* \endcode
*
* In detail explicit_stepper_base provides the following `do_step` variants
* - `do_step( sys , x , t , dt )` - The classical `do_step` method needed to fulfill the Stepper concept. The state is updated in-place.
* A type modelling a Boost.Range can be used for x.
* - `do_step( sys , in , t , out , dt )` - This method updates the state out-of-place, hence the result of the step is stored in `out`.
* - `do_step( sys , x , dxdt , t , dt )` - This method updates the state in-place, but the derivative at the point `t` must be
* explicitly passed in `dxdt`. For an example see the code snippet above.
* - `do_step( sys , in , dxdt , t , out , dt )` - This method update the state out-of-place and expects that the derivative at the point
* `t` is explicitly passed in `dxdt`. It is a combination of the two `do_step` methods above.
*
* \note The system is always passed as value, which might result in poor performance if it contains data. In this case it can be used with `boost::ref`
* or `std::ref`, for example `stepper.do_step( boost::ref( sys ) , x , t , dt );`
*
* \note The time `t` is not advanced by the stepper. This has to done manually, or by the appropriate `integrate` routines or `iterator`s.
*
* \tparam Stepper The stepper on which this class should work. It is used via CRTP, hence explicit_stepper_base
* provides the interface for the Stepper.
* \tparam Order The order of the stepper.
* \tparam State The state type for the stepper.
* \tparam Value The value type for the stepper. This should be a floating point type, like float,
* double, or a multiprecision type. It must not necessary be the value_type of the State. For example
* the State can be a `vector< complex< double > >` in this case the Value must be double.
* The default value is double.
* \tparam Deriv The type representing time derivatives of the state type. It is usually the same type as the
* state type, only if used with Boost.Units both types differ.
* \tparam Time The type representing the time. Usually the same type as the value type. When Boost.Units is
* used, this type has usually a unit.
* \tparam Algebra The algebra type which must fulfill the Algebra Concept.
* \tparam Operations The type for the operations which must fulfill the Operations Concept.
* \tparam Resizer The resizer policy class.
*/
/**
* \fn explicit_stepper_base::explicit_stepper_base( const algebra_type &algebra )
* \brief Constructs a explicit_stepper_base class. This constructor can be used as a default
* constructor if the algebra has a default constructor.
* \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
*/
/**
* \fn explicit_stepper_base::order_type order( void ) const
* \return Returns the order of the stepper.
*/
/**
* \fn explicit_stepper_base::do_step( System system , StateInOut &x , time_type t , time_type dt )
* \brief This method performs one step. It transforms the result in-place.
*
* \param system The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. After calling do_step the result is updated in x.
* \param t The value of the time, at which the step should be performed.
* \param dt The step size.
*/
/**
* \fn explicit_stepper_base::do_step( System system , StateInOut &x , const DerivIn &dxdt , time_type t , time_type dt )
* \brief The method performs one step. Additionally to the other method
* the derivative of x is also passed to this method. It is supposed to be used in the following way:
*
* \code
* sys( x , dxdt , t );
* stepper.do_step( sys , x , dxdt , t , dt );
* \endcode
*
* The result is updated in place in x. This method is disabled if Time and Deriv are of the same type. In this
* case the method could not be distinguished from other `do_step` versions.
*
* \note This method does not solve the forwarding problem.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. After calling do_step the result is updated in x.
* \param dxdt The derivative of x at t.
* \param t The value of the time, at which the step should be performed.
* \param dt The step size.
*/
/**
* \fn void explicit_stepper_base::do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt )
* \brief The method performs one step. The state of the ODE is updated out-of-place.
* \note This method does not solve the forwarding problem.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
*/
/**
* \fn void explicit_stepper_base::do_step( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
* \brief The method performs one step. The state of the ODE is updated out-of-place.
* Furthermore, the derivative of x at t is passed to the stepper.
* It is supposed to be used in the following way:
*
* \code
* sys( in , dxdt , t );
* stepper.do_step( sys , in , dxdt , t , out , dt );
* \endcode
*
* \note This method does not solve the forwarding problem.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param dxdt The derivative of x at t.
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
*/
/**
* \fn void explicit_stepper_base::adjust_size( const StateIn &x )
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_BASE_EXPLICIT_STEPPER_BASE_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/base/symplectic_rkn_stepper_base.hpp
[begin_description]
Base class for symplectic Runge-Kutta-Nystrom steppers.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_BASE_SYMPLECTIC_RKN_STEPPER_BASE_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_BASE_SYMPLECTIC_RKN_STEPPER_BASE_HPP_INCLUDED
#include <boost/array.hpp>
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/util/unwrap_reference.hpp>
#include <boost/numeric/odeint/util/copy.hpp>
#include <boost/numeric/odeint/util/is_pair.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/stepper/base/algebra_stepper_base.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template<
size_t NumOfStages ,
unsigned short Order ,
class Coor ,
class Momentum ,
class Value ,
class CoorDeriv ,
class MomentumDeriv ,
class Time ,
class Algebra ,
class Operations ,
class Resizer
>
class symplectic_nystroem_stepper_base : public algebra_stepper_base< Algebra , Operations >
{
public:
typedef algebra_stepper_base< Algebra , Operations > algebra_stepper_base_type;
typedef typename algebra_stepper_base_type::algebra_type algebra_type;
typedef typename algebra_stepper_base_type::operations_type operations_type;
const static size_t num_of_stages = NumOfStages;
typedef Coor coor_type;
typedef Momentum momentum_type;
typedef std::pair< coor_type , momentum_type > state_type;
typedef CoorDeriv coor_deriv_type;
typedef state_wrapper< coor_deriv_type> wrapped_coor_deriv_type;
typedef MomentumDeriv momentum_deriv_type;
typedef state_wrapper< momentum_deriv_type > wrapped_momentum_deriv_type;
typedef std::pair< coor_deriv_type , momentum_deriv_type > deriv_type;
typedef Value value_type;
typedef Time time_type;
typedef Resizer resizer_type;
typedef stepper_tag stepper_category;
#ifndef DOXYGEN_SKIP
typedef symplectic_nystroem_stepper_base< NumOfStages , Order , Coor , Momentum , Value ,
CoorDeriv , MomentumDeriv , Time , Algebra , Operations , Resizer > internal_stepper_base_type;
#endif
typedef unsigned short order_type;
static const order_type order_value = Order;
typedef boost::array< value_type , num_of_stages > coef_type;
symplectic_nystroem_stepper_base( const coef_type &coef_a , const coef_type &coef_b , const algebra_type &algebra = algebra_type() )
: algebra_stepper_base_type( algebra ) , m_coef_a( coef_a ) , m_coef_b( coef_b ) ,
m_dqdt_resizer() , m_dpdt_resizer() , m_dqdt() , m_dpdt()
{ }
order_type order( void ) const
{
return order_value;
}
/*
* Version 1 : do_step( system , x , t , dt )
*
* This version does not solve the forwarding problem, boost.range can not be used.
*/
template< class System , class StateInOut >
void do_step( System system , const StateInOut &state , time_type t , time_type dt )
{
typedef typename odeint::unwrap_reference< System >::type system_type;
do_step_impl( system , state , t , state , dt , typename is_pair< system_type >::type() );
}
/**
* \brief Same function as above. It differs only in a different const specifier in order
* to solve the forwarding problem, can be used with Boost.Range.
*/
template< class System , class StateInOut >
void do_step( System system , StateInOut &state , time_type t , time_type dt )
{
typedef typename odeint::unwrap_reference< System >::type system_type;
do_step_impl( system , state , t , state , dt , typename is_pair< system_type >::type() );
}
/*
* Version 2 : do_step( system , q , p , t , dt );
*
* For Convenience
*
* The two overloads are needed in order to solve the forwarding problem.
*/
template< class System , class CoorInOut , class MomentumInOut >
void do_step( System system , CoorInOut &q , MomentumInOut &p , time_type t , time_type dt )
{
do_step( system , std::make_pair( detail::ref( q ) , detail::ref( p ) ) , t , dt );
}
/**
* \brief Same function as do_step( system , q , p , t , dt ). It differs only in a different const specifier in order
* to solve the forwarding problem, can be called with Boost.Range.
*/
template< class System , class CoorInOut , class MomentumInOut >
void do_step( System system , const CoorInOut &q , const MomentumInOut &p , time_type t , time_type dt )
{
do_step( system , std::make_pair( detail::ref( q ) , detail::ref( p ) ) , t , dt );
}
/*
* Version 3 : do_step( system , in , t , out , dt )
*
* The forwarding problem is not solved in this version
*/
template< class System , class StateIn , class StateOut >
void do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt )
{
typedef typename odeint::unwrap_reference< System >::type system_type;
do_step_impl( system , in , t , out , dt , typename is_pair< system_type >::type() );
}
template< class StateType >
void adjust_size( const StateType &x )
{
resize_dqdt( x );
resize_dpdt( x );
}
/** \brief Returns the coefficients a. */
const coef_type& coef_a( void ) const { return m_coef_a; }
/** \brief Returns the coefficients b. */
const coef_type& coef_b( void ) const { return m_coef_b; }
private:
// stepper for systems with function for dq/dt = f(p) and dp/dt = -f(q)
template< class System , class StateIn , class StateOut >
void do_step_impl( System system , const StateIn &in , time_type t , StateOut &out , time_type dt , boost::mpl::true_ )
{
typedef typename odeint::unwrap_reference< System >::type system_type;
typedef typename odeint::unwrap_reference< typename system_type::first_type >::type coor_deriv_func_type;
typedef typename odeint::unwrap_reference< typename system_type::second_type >::type momentum_deriv_func_type;
system_type &sys = system;
coor_deriv_func_type &coor_func = sys.first;
momentum_deriv_func_type &momentum_func = sys.second;
typedef typename odeint::unwrap_reference< StateIn >::type state_in_type;
typedef typename odeint::unwrap_reference< typename state_in_type::first_type >::type coor_in_type;
typedef typename odeint::unwrap_reference< typename state_in_type::second_type >::type momentum_in_type;
const state_in_type &state_in = in;
const coor_in_type &coor_in = state_in.first;
const momentum_in_type &momentum_in = state_in.second;
typedef typename odeint::unwrap_reference< StateOut >::type state_out_type;
typedef typename odeint::unwrap_reference< typename state_out_type::first_type >::type coor_out_type;
typedef typename odeint::unwrap_reference< typename state_out_type::second_type >::type momentum_out_type;
state_out_type &state_out = out;
coor_out_type &coor_out = state_out.first;
momentum_out_type &momentum_out = state_out.second;
m_dqdt_resizer.adjust_size( coor_in , detail::bind( &internal_stepper_base_type::template resize_dqdt< coor_in_type > , detail::ref( *this ) , detail::_1 ) );
m_dpdt_resizer.adjust_size( momentum_in , detail::bind( &internal_stepper_base_type::template resize_dpdt< momentum_in_type > , detail::ref( *this ) , detail::_1 ) );
// ToDo: check sizes?
for( size_t l=0 ; l<num_of_stages ; ++l )
{
if( l == 0 )
{
coor_func( momentum_in , m_dqdt.m_v );
this->m_algebra.for_each3( coor_out , coor_in , m_dqdt.m_v ,
typename operations_type::template scale_sum2< value_type , time_type >( 1.0 , m_coef_a[l] * dt ) );
momentum_func( coor_out , m_dpdt.m_v );
this->m_algebra.for_each3( momentum_out , momentum_in , m_dpdt.m_v ,
typename operations_type::template scale_sum2< value_type , time_type >( 1.0 , m_coef_b[l] * dt ) );
}
else
{
coor_func( momentum_out , m_dqdt.m_v );
this->m_algebra.for_each3( coor_out , coor_out , m_dqdt.m_v ,
typename operations_type::template scale_sum2< value_type , time_type >( 1.0 , m_coef_a[l] * dt ) );
momentum_func( coor_out , m_dpdt.m_v );
this->m_algebra.for_each3( momentum_out , momentum_out , m_dpdt.m_v ,
typename operations_type::template scale_sum2< value_type , time_type >( 1.0 , m_coef_b[l] * dt ) );
}
}
}
// stepper for systems with only function dp /dt = -f(q), dq/dt = p, time not required but still expected for compatibility reasons
template< class System , class StateIn , class StateOut >
void do_step_impl( System system , const StateIn &in , time_type /* t */ , StateOut &out , time_type dt , boost::mpl::false_ )
{
typedef typename odeint::unwrap_reference< System >::type momentum_deriv_func_type;
momentum_deriv_func_type &momentum_func = system;
typedef typename odeint::unwrap_reference< StateIn >::type state_in_type;
typedef typename odeint::unwrap_reference< typename state_in_type::first_type >::type coor_in_type;
typedef typename odeint::unwrap_reference< typename state_in_type::second_type >::type momentum_in_type;
const state_in_type &state_in = in;
const coor_in_type &coor_in = state_in.first;
const momentum_in_type &momentum_in = state_in.second;
typedef typename odeint::unwrap_reference< StateOut >::type state_out_type;
typedef typename odeint::unwrap_reference< typename state_out_type::first_type >::type coor_out_type;
typedef typename odeint::unwrap_reference< typename state_out_type::second_type >::type momentum_out_type;
state_out_type &state_out = out;
coor_out_type &coor_out = state_out.first;
momentum_out_type &momentum_out = state_out.second;
m_dqdt_resizer.adjust_size( coor_in , detail::bind( &internal_stepper_base_type::template resize_dqdt< coor_in_type > , detail::ref( *this ) , detail::_1 ) );
m_dpdt_resizer.adjust_size( momentum_in , detail::bind( &internal_stepper_base_type::template resize_dpdt< momentum_in_type > , detail::ref( *this ) , detail::_1 ) );
// ToDo: check sizes?
for( size_t l=0 ; l<num_of_stages ; ++l )
{
if( l == 0 )
{
this->m_algebra.for_each3( coor_out , coor_in , momentum_in ,
typename operations_type::template scale_sum2< value_type , time_type >( 1.0 , m_coef_a[l] * dt ) );
momentum_func( coor_out , m_dpdt.m_v );
this->m_algebra.for_each3( momentum_out , momentum_in , m_dpdt.m_v ,
typename operations_type::template scale_sum2< value_type , time_type >( 1.0 , m_coef_b[l] * dt ) );
}
else
{
this->m_algebra.for_each3( coor_out , coor_out , momentum_out ,
typename operations_type::template scale_sum2< value_type , time_type >( 1.0 , m_coef_a[l] * dt ) );
momentum_func( coor_out , m_dpdt.m_v );
this->m_algebra.for_each3( momentum_out , momentum_out , m_dpdt.m_v ,
typename operations_type::template scale_sum2< value_type , time_type >( 1.0 , m_coef_b[l] * dt ) );
}
}
}
template< class StateIn >
bool resize_dqdt( const StateIn &x )
{
return adjust_size_by_resizeability( m_dqdt , x , typename is_resizeable<coor_deriv_type>::type() );
}
template< class StateIn >
bool resize_dpdt( const StateIn &x )
{
return adjust_size_by_resizeability( m_dpdt , x , typename is_resizeable<momentum_deriv_type>::type() );
}
const coef_type m_coef_a;
const coef_type m_coef_b;
resizer_type m_dqdt_resizer;
resizer_type m_dpdt_resizer;
wrapped_coor_deriv_type m_dqdt;
wrapped_momentum_deriv_type m_dpdt;
};
/********* DOXYGEN *********/
/**
* \class symplectic_nystroem_stepper_base
* \brief Base class for all symplectic steppers of Nystroem type.
*
* This class is the base class for the symplectic Runge-Kutta-Nystroem steppers. Symplectic steppers are usually
* used to solve Hamiltonian systems and they conserve the phase space volume, see
* <a href="http://en.wikipedia.org/wiki/Symplectic_integrator">en.wikipedia.org/wiki/Symplectic_integrator</a>.
* Furthermore, the energy is conserved
* in average. In detail this class of steppers can be used to solve separable Hamiltonian systems which can be written
* in the form H(q,p) = H1(p) + H2(q). q is usually called the coordinate, while p is the momentum. The equations of motion
* are dq/dt = dH1/dp, dp/dt = -dH2/dq.
*
* ToDo : add formula for solver and explanation of the coefficients
*
* symplectic_nystroem_stepper_base uses odeints algebra and operation system. Step size and error estimation are not
* provided for this class of solvers. It derives from algebra_stepper_base. Several `do_step` variants are provided:
*
* - `do_step( sys , x , t , dt )` - The classical `do_step` method. The sys can be either a pair of function objects
* for the coordinate or the momentum part or one function object for the momentum part. `x` is a pair of coordinate
* and momentum. The state is updated in-place.
* - `do_step( sys , q , p , t , dt )` - This method is similar to the method above with the difference that the coordinate
* and the momentum are passed explicitly and not packed into a pair.
* - `do_step( sys , x_in , t , x_out , dt )` - This method transforms the state out-of-place. `x_in` and `x_out` are here pairs
* of coordinate and momentum.
*
* \tparam NumOfStages Number of stages.
* \tparam Order The order of the stepper.
* \tparam Coor The type representing the coordinates q.
* \tparam Momentum The type representing the coordinates p.
* \tparam Value The basic value type. Should be something like float, double or a high-precision type.
* \tparam CoorDeriv The type representing the time derivative of the coordinate dq/dt.
* \tparam MomemtnumDeriv The type representing the time derivative of the momentum dp/dt.
* \tparam Time The type representing the time t.
* \tparam Algebra The algebra.
* \tparam Operations The operations.
* \tparam Resizer The resizer policy.
*/
/**
* \fn symplectic_nystroem_stepper_base::symplectic_nystroem_stepper_base( const coef_type &coef_a , const coef_type &coef_b , const algebra_type &algebra )
* \brief Constructs a symplectic_nystroem_stepper_base class. The parameters of the specific Nystroem method and the
* algebra have to be passed.
* \param coef_a The coefficients a.
* \param coef_b The coefficients b.
* \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
*/
/**
* \fn symplectic_nystroem_stepper_base::order( void ) const
* \return Returns the order of the stepper.
*/
/**
* \fn symplectic_nystroem_stepper_base::do_step( System system , const StateInOut &state , time_type t , time_type dt )
* \brief This method performs one step. The system can be either a pair of two function object
* describing the momentum part and the coordinate part or one function object describing only
* the momentum part. In this case the coordinate is assumed to be trivial dq/dt = p. The state
* is updated in-place.
*
* \note boost::ref or std::ref can be used for the system as well as for the state. So, it is correct
* to write `stepper.do_step( make_pair( std::ref( fq ) , std::ref( fp ) ) , make_pair( std::ref( q ) , std::ref( p ) ) , t , dt )`.
*
* \note This method solves the forwarding problem.
*
* \param system The system, can be represented as a pair of two function object or one function object. See above.
* \param state The state of the ODE. It is a pair of Coor and Momentum. The state is updated in-place, therefore, the
* new value of the state will be written into this variable.
* \param t The time of the ODE. It is not advanced by this method.
* \param dt The time step.
*/
/**
* \fn symplectic_nystroem_stepper_base::do_step( System system , CoorInOut &q , MomentumInOut &p , time_type t , time_type dt )
* \brief This method performs one step. The system can be either a pair of two function object
* describing the momentum part and the coordinate part or one function object describing only
* the momentum part. In this case the coordinate is assumed to be trivial dq/dt = p. The state
* is updated in-place.
*
* \note boost::ref or std::ref can be used for the system. So, it is correct
* to write `stepper.do_step( make_pair( std::ref( fq ) , std::ref( fp ) ) , q , p , t , dt )`.
*
* \note This method solves the forwarding problem.
*
* \param system The system, can be represented as a pair of two function object or one function object. See above.
* \param q The coordinate of the ODE. It is updated in-place. Therefore, the new value of the coordinate will be written
* into this variable.
* \param p The momentum of the ODE. It is updated in-place. Therefore, the new value of the momentum will be written info
* this variable.
* \param t The time of the ODE. It is not advanced by this method.
* \param dt The time step.
*/
/**
* \fn symplectic_nystroem_stepper_base::do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt )
* \brief This method performs one step. The system can be either a pair of two function object
* describing the momentum part and the coordinate part or one function object describing only
* the momentum part. In this case the coordinate is assumed to be trivial dq/dt = p. The state
* is updated out-of-place.
*
* \note boost::ref or std::ref can be used for the system. So, it is correct
* to write `stepper.do_step( make_pair( std::ref( fq ) , std::ref( fp ) ) , x_in , t , x_out , dt )`.
*
* \note This method NOT solve the forwarding problem.
*
* \param system The system, can be represented as a pair of two function object or one function object. See above.
* \param in The state of the ODE, which is a pair of coordinate and momentum. The state is updated out-of-place, therefore the
* new value is written into out
* \param t The time of the ODE. It is not advanced by this method.
* \param out The new state of the ODE.
* \param dt The time step.
*/
/**
* \fn symplectic_nystroem_stepper_base::adjust_size( const StateType &x )
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
} // namespace odeint
} // namespace numeric
} // namespace boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_BASE_SYMPLECTIC_RKN_STEPPER_BASE_HPP_INCLUDED

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@@ -0,0 +1,623 @@
/*
[auto_generated]
boost/numeric/odeint/stepper/bulirsch_stoer.hpp
[begin_description]
Implementation of the Burlish-Stoer method. As described in
Ernst Hairer, Syvert Paul Norsett, Gerhard Wanner
Solving Ordinary Differential Equations I. Nonstiff Problems.
Springer Series in Comput. Mathematics, Vol. 8, Springer-Verlag 1987, Second revised edition 1993.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_BULIRSCH_STOER_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_BULIRSCH_STOER_HPP_INCLUDED
#include <iostream>
#include <algorithm>
#include <boost/config.hpp> // for min/max guidelines
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/util/unwrap_reference.hpp>
#include <boost/numeric/odeint/stepper/controlled_runge_kutta.hpp>
#include <boost/numeric/odeint/stepper/modified_midpoint.hpp>
#include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/odeint/util/unit_helper.hpp>
#include <boost/numeric/odeint/util/detail/less_with_sign.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template<
class State ,
class Value = double ,
class Deriv = State ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
class bulirsch_stoer {
public:
typedef State state_type;
typedef Value value_type;
typedef Deriv deriv_type;
typedef Time time_type;
typedef Algebra algebra_type;
typedef Operations operations_type;
typedef Resizer resizer_type;
#ifndef DOXYGEN_SKIP
typedef state_wrapper< state_type > wrapped_state_type;
typedef state_wrapper< deriv_type > wrapped_deriv_type;
typedef controlled_stepper_tag stepper_category;
typedef bulirsch_stoer< State , Value , Deriv , Time , Algebra , Operations , Resizer > controlled_error_bs_type;
typedef typename inverse_time< time_type >::type inv_time_type;
typedef std::vector< value_type > value_vector;
typedef std::vector< time_type > time_vector;
typedef std::vector< inv_time_type > inv_time_vector; //should be 1/time_type for boost.units
typedef std::vector< value_vector > value_matrix;
typedef std::vector< size_t > int_vector;
typedef std::vector< wrapped_state_type > state_table_type;
#endif //DOXYGEN_SKIP
const static size_t m_k_max = 8;
bulirsch_stoer(
value_type eps_abs = 1E-6 , value_type eps_rel = 1E-6 ,
value_type factor_x = 1.0 , value_type factor_dxdt = 1.0 )
: m_error_checker( eps_abs , eps_rel , factor_x, factor_dxdt ) , m_midpoint() ,
m_last_step_rejected( false ) , m_first( true ) ,
m_interval_sequence( m_k_max+1 ) ,
m_coeff( m_k_max+1 ) ,
m_cost( m_k_max+1 ) ,
m_table( m_k_max ) ,
STEPFAC1( 0.65 ) , STEPFAC2( 0.94 ) , STEPFAC3( 0.02 ) , STEPFAC4( 4.0 ) , KFAC1( 0.8 ) , KFAC2( 0.9 )
{
BOOST_USING_STD_MIN();
BOOST_USING_STD_MAX();
/* initialize sequence of stage numbers and work */
for( unsigned short i = 0; i < m_k_max+1; i++ )
{
m_interval_sequence[i] = 2 * (i+1);
if( i == 0 )
m_cost[i] = m_interval_sequence[i];
else
m_cost[i] = m_cost[i-1] + m_interval_sequence[i];
m_coeff[i].resize(i);
for( size_t k = 0 ; k < i ; ++k )
{
const value_type r = static_cast< value_type >( m_interval_sequence[i] ) / static_cast< value_type >( m_interval_sequence[k] );
m_coeff[i][k] = 1.0 / ( r*r - static_cast< value_type >( 1.0 ) ); // coefficients for extrapolation
}
// crude estimate of optimal order
m_current_k_opt = 4;
/* no calculation because log10 might not exist for value_type!
const value_type logfact( -log10( max BOOST_PREVENT_MACRO_SUBSTITUTION( eps_rel , static_cast< value_type >(1.0E-12) ) ) * 0.6 + 0.5 );
m_current_k_opt = max BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<value_type>( 1 ) , min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<value_type>( m_k_max-1 ) , logfact ));
*/
}
}
/*
* Version 1 : try_step( sys , x , t , dt )
*
* The overloads are needed to solve the forwarding problem
*/
template< class System , class StateInOut >
controlled_step_result try_step( System system , StateInOut &x , time_type &t , time_type &dt )
{
return try_step_v1( system , x , t, dt );
}
/**
* \brief Second version to solve the forwarding problem, can be used with Boost.Range as StateInOut.
*/
template< class System , class StateInOut >
controlled_step_result try_step( System system , const StateInOut &x , time_type &t , time_type &dt )
{
return try_step_v1( system , x , t, dt );
}
/*
* Version 2 : try_step( sys , x , dxdt , t , dt )
*
* this version does not solve the forwarding problem, boost.range can not be used
*/
template< class System , class StateInOut , class DerivIn >
controlled_step_result try_step( System system , StateInOut &x , const DerivIn &dxdt , time_type &t , time_type &dt )
{
m_xnew_resizer.adjust_size( x , detail::bind( &controlled_error_bs_type::template resize_m_xnew< StateInOut > , detail::ref( *this ) , detail::_1 ) );
controlled_step_result res = try_step( system , x , dxdt , t , m_xnew.m_v , dt );
if( res == success )
{
boost::numeric::odeint::copy( m_xnew.m_v , x );
}
return res;
}
/*
* Version 3 : try_step( sys , in , t , out , dt )
*
* this version does not solve the forwarding problem, boost.range can not be used
*/
template< class System , class StateIn , class StateOut >
typename boost::disable_if< boost::is_same< StateIn , time_type > , controlled_step_result >::type
try_step( System system , const StateIn &in , time_type &t , StateOut &out , time_type &dt )
{
typename odeint::unwrap_reference< System >::type &sys = system;
m_dxdt_resizer.adjust_size( in , detail::bind( &controlled_error_bs_type::template resize_m_dxdt< StateIn > , detail::ref( *this ) , detail::_1 ) );
sys( in , m_dxdt.m_v , t );
return try_step( system , in , m_dxdt.m_v , t , out , dt );
}
/*
* Full version : try_step( sys , in , dxdt_in , t , out , dt )
*
* contains the actual implementation
*/
template< class System , class StateIn , class DerivIn , class StateOut >
controlled_step_result try_step( System system , const StateIn &in , const DerivIn &dxdt , time_type &t , StateOut &out , time_type &dt )
{
BOOST_USING_STD_MIN();
BOOST_USING_STD_MAX();
static const value_type val1( 1.0 );
typename odeint::unwrap_reference< System >::type &sys = system;
if( m_resizer.adjust_size( in , detail::bind( &controlled_error_bs_type::template resize_impl< StateIn > , detail::ref( *this ) , detail::_1 ) ) )
{
reset(); // system resized -> reset
}
if( dt != m_dt_last )
{
reset(); // step size changed from outside -> reset
}
bool reject( true );
time_vector h_opt( m_k_max+1 );
inv_time_vector work( m_k_max+1 );
time_type new_h = dt;
/* m_current_k_opt is the estimated current optimal stage number */
for( size_t k = 0 ; k <= m_current_k_opt+1 ; k++ )
{
/* the stage counts are stored in m_interval_sequence */
m_midpoint.set_steps( m_interval_sequence[k] );
if( k == 0 )
{
m_midpoint.do_step( sys , in , dxdt , t , out , dt );
/* the first step, nothing more to do */
}
else
{
m_midpoint.do_step( sys , in , dxdt , t , m_table[k-1].m_v , dt );
extrapolate( k , m_table , m_coeff , out );
// get error estimate
m_algebra.for_each3( m_err.m_v , out , m_table[0].m_v ,
typename operations_type::template scale_sum2< value_type , value_type >( val1 , -val1 ) );
const value_type error = m_error_checker.error( m_algebra , in , dxdt , m_err.m_v , dt );
h_opt[k] = calc_h_opt( dt , error , k );
work[k] = static_cast<value_type>( m_cost[k] ) / h_opt[k];
if( (k == m_current_k_opt-1) || m_first )
{ // convergence before k_opt ?
if( error < 1.0 )
{
//convergence
reject = false;
if( (work[k] < KFAC2*work[k-1]) || (m_current_k_opt <= 2) )
{
// leave order as is (except we were in first round)
m_current_k_opt = min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<int>(m_k_max)-1 , max BOOST_PREVENT_MACRO_SUBSTITUTION( 2 , static_cast<int>(k)+1 ) );
new_h = h_opt[k];
new_h *= static_cast<value_type>( m_cost[k+1] ) / static_cast<value_type>( m_cost[k] );
} else {
m_current_k_opt = min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<int>(m_k_max)-1 , max BOOST_PREVENT_MACRO_SUBSTITUTION( 2 , static_cast<int>(k) ) );
new_h = h_opt[k];
}
break;
}
else if( should_reject( error , k ) && !m_first )
{
reject = true;
new_h = h_opt[k];
break;
}
}
if( k == m_current_k_opt )
{ // convergence at k_opt ?
if( error < 1.0 )
{
//convergence
reject = false;
if( (work[k-1] < KFAC2*work[k]) )
{
m_current_k_opt = max BOOST_PREVENT_MACRO_SUBSTITUTION( 2 , static_cast<int>(m_current_k_opt)-1 );
new_h = h_opt[m_current_k_opt];
}
else if( (work[k] < KFAC2*work[k-1]) && !m_last_step_rejected )
{
m_current_k_opt = min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<int>(m_k_max-1) , static_cast<int>(m_current_k_opt)+1 );
new_h = h_opt[k];
new_h *= m_cost[m_current_k_opt]/m_cost[k];
} else
new_h = h_opt[m_current_k_opt];
break;
}
else if( should_reject( error , k ) )
{
reject = true;
new_h = h_opt[m_current_k_opt];
break;
}
}
if( k == m_current_k_opt+1 )
{ // convergence at k_opt+1 ?
if( error < 1.0 )
{ //convergence
reject = false;
if( work[k-2] < KFAC2*work[k-1] )
m_current_k_opt = max BOOST_PREVENT_MACRO_SUBSTITUTION( 2 , static_cast<int>(m_current_k_opt)-1 );
if( (work[k] < KFAC2*work[m_current_k_opt]) && !m_last_step_rejected )
m_current_k_opt = min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<int>(m_k_max)-1 , static_cast<int>(k) );
new_h = h_opt[m_current_k_opt];
} else
{
reject = true;
new_h = h_opt[m_current_k_opt];
}
break;
}
}
}
if( !reject )
{
t += dt;
}
if( !m_last_step_rejected || boost::numeric::odeint::detail::less_with_sign(new_h, dt, dt) )
{
m_dt_last = new_h;
dt = new_h;
}
m_last_step_rejected = reject;
m_first = false;
if( reject )
return fail;
else
return success;
}
/** \brief Resets the internal state of the stepper */
void reset()
{
m_first = true;
m_last_step_rejected = false;
}
/* Resizer methods */
template< class StateIn >
void adjust_size( const StateIn &x )
{
resize_m_dxdt( x );
resize_m_xnew( x );
resize_impl( x );
m_midpoint.adjust_size();
}
private:
template< class StateIn >
bool resize_m_dxdt( const StateIn &x )
{
return adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
}
template< class StateIn >
bool resize_m_xnew( const StateIn &x )
{
return adjust_size_by_resizeability( m_xnew , x , typename is_resizeable<state_type>::type() );
}
template< class StateIn >
bool resize_impl( const StateIn &x )
{
bool resized( false );
for( size_t i = 0 ; i < m_k_max ; ++i )
resized |= adjust_size_by_resizeability( m_table[i] , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_err , x , typename is_resizeable<state_type>::type() );
return resized;
}
template< class System , class StateInOut >
controlled_step_result try_step_v1( System system , StateInOut &x , time_type &t , time_type &dt )
{
typename odeint::unwrap_reference< System >::type &sys = system;
m_dxdt_resizer.adjust_size( x , detail::bind( &controlled_error_bs_type::template resize_m_dxdt< StateInOut > , detail::ref( *this ) , detail::_1 ) );
sys( x , m_dxdt.m_v ,t );
return try_step( system , x , m_dxdt.m_v , t , dt );
}
template< class StateInOut >
void extrapolate( size_t k , state_table_type &table , const value_matrix &coeff , StateInOut &xest )
/* polynomial extrapolation, see http://www.nr.com/webnotes/nr3web21.pdf
uses the obtained intermediate results to extrapolate to dt->0
*/
{
static const value_type val1 = static_cast< value_type >( 1.0 );
for( int j=k-1 ; j>0 ; --j )
{
m_algebra.for_each3( table[j-1].m_v , table[j].m_v , table[j-1].m_v ,
typename operations_type::template scale_sum2< value_type , value_type >( val1 + coeff[k][j] , -coeff[k][j] ) );
}
m_algebra.for_each3( xest , table[0].m_v , xest ,
typename operations_type::template scale_sum2< value_type , value_type >( val1 + coeff[k][0] , -coeff[k][0]) );
}
time_type calc_h_opt( time_type h , value_type error , size_t k ) const
/* calculates the optimal step size for a given error and stage number */
{
BOOST_USING_STD_MIN();
BOOST_USING_STD_MAX();
using std::pow;
value_type expo( 1.0/(2*k+1) );
value_type facmin = pow BOOST_PREVENT_MACRO_SUBSTITUTION( STEPFAC3 , expo );
value_type fac;
if (error == 0.0)
fac=1.0/facmin;
else
{
fac = STEPFAC2 / pow BOOST_PREVENT_MACRO_SUBSTITUTION( error / STEPFAC1 , expo );
fac = max BOOST_PREVENT_MACRO_SUBSTITUTION( facmin/STEPFAC4 , min BOOST_PREVENT_MACRO_SUBSTITUTION( 1.0/facmin , fac ) );
}
return h*fac;
}
controlled_step_result set_k_opt( size_t k , const inv_time_vector &work , const time_vector &h_opt , time_type &dt )
/* calculates the optimal stage number */
{
if( k == 1 )
{
m_current_k_opt = 2;
return success;
}
if( (work[k-1] < KFAC1*work[k]) || (k == m_k_max) )
{ // order decrease
m_current_k_opt = k-1;
dt = h_opt[ m_current_k_opt ];
return success;
}
else if( (work[k] < KFAC2*work[k-1]) || m_last_step_rejected || (k == m_k_max-1) )
{ // same order - also do this if last step got rejected
m_current_k_opt = k;
dt = h_opt[ m_current_k_opt ];
return success;
}
else
{ // order increase - only if last step was not rejected
m_current_k_opt = k+1;
dt = h_opt[ m_current_k_opt-1 ] * m_cost[ m_current_k_opt ] / m_cost[ m_current_k_opt-1 ] ;
return success;
}
}
bool in_convergence_window( size_t k ) const
{
if( (k == m_current_k_opt-1) && !m_last_step_rejected )
return true; // decrease stepsize only if last step was not rejected
return ( (k == m_current_k_opt) || (k == m_current_k_opt+1) );
}
bool should_reject( value_type error , size_t k ) const
{
if( k == m_current_k_opt-1 )
{
const value_type d = m_interval_sequence[m_current_k_opt] * m_interval_sequence[m_current_k_opt+1] /
(m_interval_sequence[0]*m_interval_sequence[0]);
//step will fail, criterion 17.3.17 in NR
return ( error > d*d );
}
else if( k == m_current_k_opt )
{
const value_type d = m_interval_sequence[m_current_k_opt] / m_interval_sequence[0];
return ( error > d*d );
} else
return error > 1.0;
}
default_error_checker< value_type, algebra_type , operations_type > m_error_checker;
modified_midpoint< state_type , value_type , deriv_type , time_type , algebra_type , operations_type , resizer_type > m_midpoint;
bool m_last_step_rejected;
bool m_first;
time_type m_dt_last;
time_type m_t_last;
size_t m_current_k_opt;
algebra_type m_algebra;
resizer_type m_dxdt_resizer;
resizer_type m_xnew_resizer;
resizer_type m_resizer;
wrapped_state_type m_xnew;
wrapped_state_type m_err;
wrapped_deriv_type m_dxdt;
int_vector m_interval_sequence; // stores the successive interval counts
value_matrix m_coeff;
int_vector m_cost; // costs for interval count
state_table_type m_table; // sequence of states for extrapolation
const value_type STEPFAC1 , STEPFAC2 , STEPFAC3 , STEPFAC4 , KFAC1 , KFAC2;
};
/******** DOXYGEN ********/
/**
* \class bulirsch_stoer
* \brief The Bulirsch-Stoer algorithm.
*
* The Bulirsch-Stoer is a controlled stepper that adjusts both step size
* and order of the method. The algorithm uses the modified midpoint and
* a polynomial extrapolation compute the solution.
*
* \tparam State The state type.
* \tparam Value The value type.
* \tparam Deriv The type representing the time derivative of the state.
* \tparam Time The time representing the independent variable - the time.
* \tparam Algebra The algebra type.
* \tparam Operations The operations type.
* \tparam Resizer The resizer policy type.
*/
/**
* \fn bulirsch_stoer::bulirsch_stoer( value_type eps_abs , value_type eps_rel , value_type factor_x , value_type factor_dxdt )
* \brief Constructs the bulirsch_stoer class, including initialization of
* the error bounds.
*
* \param eps_abs Absolute tolerance level.
* \param eps_rel Relative tolerance level.
* \param factor_x Factor for the weight of the state.
* \param factor_dxdt Factor for the weight of the derivative.
*/
/**
* \fn bulirsch_stoer::try_step( System system , StateInOut &x , time_type &t , time_type &dt )
* \brief Tries to perform one step.
*
* This method tries to do one step with step size dt. If the error estimate
* is to large, the step is rejected and the method returns fail and the
* step size dt is reduced. If the error estimate is acceptably small, the
* step is performed, success is returned and dt might be increased to make
* the steps as large as possible. This method also updates t if a step is
* performed. Also, the internal order of the stepper is adjusted if required.
*
* \param system The system function to solve, hence the r.h.s. of the ODE.
* It must fulfill the Simple System concept.
* \param x The state of the ODE which should be solved. Overwritten if
* the step is successful.
* \param t The value of the time. Updated if the step is successful.
* \param dt The step size. Updated.
* \return success if the step was accepted, fail otherwise.
*/
/**
* \fn bulirsch_stoer::try_step( System system , StateInOut &x , const DerivIn &dxdt , time_type &t , time_type &dt )
* \brief Tries to perform one step.
*
* This method tries to do one step with step size dt. If the error estimate
* is to large, the step is rejected and the method returns fail and the
* step size dt is reduced. If the error estimate is acceptably small, the
* step is performed, success is returned and dt might be increased to make
* the steps as large as possible. This method also updates t if a step is
* performed. Also, the internal order of the stepper is adjusted if required.
*
* \param system The system function to solve, hence the r.h.s. of the ODE.
* It must fulfill the Simple System concept.
* \param x The state of the ODE which should be solved. Overwritten if
* the step is successful.
* \param dxdt The derivative of state.
* \param t The value of the time. Updated if the step is successful.
* \param dt The step size. Updated.
* \return success if the step was accepted, fail otherwise.
*/
/**
* \fn bulirsch_stoer::try_step( System system , const StateIn &in , time_type &t , StateOut &out , time_type &dt )
* \brief Tries to perform one step.
*
* \note This method is disabled if state_type=time_type to avoid ambiguity.
*
* This method tries to do one step with step size dt. If the error estimate
* is to large, the step is rejected and the method returns fail and the
* step size dt is reduced. If the error estimate is acceptably small, the
* step is performed, success is returned and dt might be increased to make
* the steps as large as possible. This method also updates t if a step is
* performed. Also, the internal order of the stepper is adjusted if required.
*
* \param system The system function to solve, hence the r.h.s. of the ODE.
* It must fulfill the Simple System concept.
* \param in The state of the ODE which should be solved.
* \param t The value of the time. Updated if the step is successful.
* \param out Used to store the result of the step.
* \param dt The step size. Updated.
* \return success if the step was accepted, fail otherwise.
*/
/**
* \fn bulirsch_stoer::try_step( System system , const StateIn &in , const DerivIn &dxdt , time_type &t , StateOut &out , time_type &dt )
* \brief Tries to perform one step.
*
* This method tries to do one step with step size dt. If the error estimate
* is to large, the step is rejected and the method returns fail and the
* step size dt is reduced. If the error estimate is acceptably small, the
* step is performed, success is returned and dt might be increased to make
* the steps as large as possible. This method also updates t if a step is
* performed. Also, the internal order of the stepper is adjusted if required.
*
* \param system The system function to solve, hence the r.h.s. of the ODE.
* It must fulfill the Simple System concept.
* \param in The state of the ODE which should be solved.
* \param dxdt The derivative of state.
* \param t The value of the time. Updated if the step is successful.
* \param out Used to store the result of the step.
* \param dt The step size. Updated.
* \return success if the step was accepted, fail otherwise.
*/
/**
* \fn bulirsch_stoer::adjust_size( const StateIn &x )
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
}
}
}
#endif // BOOST_NUMERIC_ODEINT_STEPPER_BULIRSCH_STOER_HPP_INCLUDED

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@@ -0,0 +1,812 @@
/*
[auto_generated]
boost/numeric/odeint/stepper/bulirsch_stoer_dense_out.hpp
[begin_description]
Implementaiton of the Burlish-Stoer method with dense output
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_BULIRSCH_STOER_DENSE_OUT_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_BULIRSCH_STOER_DENSE_OUT_HPP_INCLUDED
#include <iostream>
#include <algorithm>
#include <boost/config.hpp> // for min/max guidelines
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/math/special_functions/binomial.hpp>
#include <boost/numeric/odeint/stepper/controlled_runge_kutta.hpp>
#include <boost/numeric/odeint/stepper/modified_midpoint.hpp>
#include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/odeint/util/unit_helper.hpp>
#include <boost/type_traits.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template<
class State ,
class Value = double ,
class Deriv = State ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
class bulirsch_stoer_dense_out {
public:
typedef State state_type;
typedef Value value_type;
typedef Deriv deriv_type;
typedef Time time_type;
typedef Algebra algebra_type;
typedef Operations operations_type;
typedef Resizer resizer_type;
typedef dense_output_stepper_tag stepper_category;
#ifndef DOXYGEN_SKIP
typedef state_wrapper< state_type > wrapped_state_type;
typedef state_wrapper< deriv_type > wrapped_deriv_type;
typedef bulirsch_stoer_dense_out< State , Value , Deriv , Time , Algebra , Operations , Resizer > controlled_error_bs_type;
typedef typename inverse_time< time_type >::type inv_time_type;
typedef std::vector< value_type > value_vector;
typedef std::vector< time_type > time_vector;
typedef std::vector< inv_time_type > inv_time_vector; //should be 1/time_type for boost.units
typedef std::vector< value_vector > value_matrix;
typedef std::vector< size_t > int_vector;
typedef std::vector< wrapped_state_type > state_vector_type;
typedef std::vector< wrapped_deriv_type > deriv_vector_type;
typedef std::vector< deriv_vector_type > deriv_table_type;
#endif //DOXYGEN_SKIP
const static size_t m_k_max = 8;
bulirsch_stoer_dense_out(
value_type eps_abs = 1E-6 , value_type eps_rel = 1E-6 ,
value_type factor_x = 1.0 , value_type factor_dxdt = 1.0 ,
bool control_interpolation = false )
: m_error_checker( eps_abs , eps_rel , factor_x, factor_dxdt ) ,
m_control_interpolation( control_interpolation) ,
m_last_step_rejected( false ) , m_first( true ) ,
m_current_state_x1( true ) ,
m_error( m_k_max ) ,
m_interval_sequence( m_k_max+1 ) ,
m_coeff( m_k_max+1 ) ,
m_cost( m_k_max+1 ) ,
m_table( m_k_max ) ,
m_mp_states( m_k_max+1 ) ,
m_derivs( m_k_max+1 ) ,
m_diffs( 2*m_k_max+1 ) ,
STEPFAC1( 0.65 ) , STEPFAC2( 0.94 ) , STEPFAC3( 0.02 ) , STEPFAC4( 4.0 ) , KFAC1( 0.8 ) , KFAC2( 0.9 )
{
BOOST_USING_STD_MIN();
BOOST_USING_STD_MAX();
for( unsigned short i = 0; i < m_k_max+1; i++ )
{
/* only this specific sequence allows for dense output */
m_interval_sequence[i] = 2 + 4*i; // 2 6 10 14 ...
m_derivs[i].resize( m_interval_sequence[i] );
if( i == 0 )
m_cost[i] = m_interval_sequence[i];
else
m_cost[i] = m_cost[i-1] + m_interval_sequence[i];
m_coeff[i].resize(i);
for( size_t k = 0 ; k < i ; ++k )
{
const value_type r = static_cast< value_type >( m_interval_sequence[i] ) / static_cast< value_type >( m_interval_sequence[k] );
m_coeff[i][k] = 1.0 / ( r*r - static_cast< value_type >( 1.0 ) ); // coefficients for extrapolation
}
// crude estimate of optimal order
m_current_k_opt = 4;
/* no calculation because log10 might not exist for value_type!
const value_type logfact( -log10( max BOOST_PREVENT_MACRO_SUBSTITUTION( eps_rel , static_cast< value_type >( 1.0E-12 ) ) ) * 0.6 + 0.5 );
m_current_k_opt = max BOOST_PREVENT_MACRO_SUBSTITUTION( 1 , min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<int>( m_k_max-1 ) , static_cast<int>( logfact ) ));
*/
}
int num = 1;
for( int i = 2*(m_k_max) ; i >=0 ; i-- )
{
m_diffs[i].resize( num );
num += (i+1)%2;
}
}
template< class System , class StateIn , class DerivIn , class StateOut , class DerivOut >
controlled_step_result try_step( System system , const StateIn &in , const DerivIn &dxdt , time_type &t , StateOut &out , DerivOut &dxdt_new , time_type &dt )
{
BOOST_USING_STD_MIN();
BOOST_USING_STD_MAX();
using std::pow;
static const value_type val1( 1.0 );
typename odeint::unwrap_reference< System >::type &sys = system;
bool reject( true );
time_vector h_opt( m_k_max+1 );
inv_time_vector work( m_k_max+1 );
m_k_final = 0;
time_type new_h = dt;
//std::cout << "t=" << t <<", dt=" << dt << ", k_opt=" << m_current_k_opt << ", first: " << m_first << std::endl;
for( size_t k = 0 ; k <= m_current_k_opt+1 ; k++ )
{
m_midpoint.set_steps( m_interval_sequence[k] );
if( k == 0 )
{
m_midpoint.do_step( sys , in , dxdt , t , out , dt , m_mp_states[k].m_v , m_derivs[k]);
}
else
{
m_midpoint.do_step( sys , in , dxdt , t , m_table[k-1].m_v , dt , m_mp_states[k].m_v , m_derivs[k] );
extrapolate( k , m_table , m_coeff , out );
// get error estimate
m_algebra.for_each3( m_err.m_v , out , m_table[0].m_v ,
typename operations_type::template scale_sum2< value_type , value_type >( val1 , -val1 ) );
const value_type error = m_error_checker.error( m_algebra , in , dxdt , m_err.m_v , dt );
h_opt[k] = calc_h_opt( dt , error , k );
work[k] = static_cast<value_type>( m_cost[k] ) / h_opt[k];
m_k_final = k;
if( (k == m_current_k_opt-1) || m_first )
{ // convergence before k_opt ?
if( error < 1.0 )
{
//convergence
reject = false;
if( (work[k] < KFAC2*work[k-1]) || (m_current_k_opt <= 2) )
{
// leave order as is (except we were in first round)
m_current_k_opt = min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<int>(m_k_max)-1 , max BOOST_PREVENT_MACRO_SUBSTITUTION( 2 , static_cast<int>(k)+1 ) );
new_h = h_opt[k] * static_cast<value_type>( m_cost[k+1] ) / static_cast<value_type>( m_cost[k] );
} else {
m_current_k_opt = min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<int>(m_k_max)-1 , max BOOST_PREVENT_MACRO_SUBSTITUTION( 2 , static_cast<int>(k) ) );
new_h = h_opt[k];
}
break;
}
else if( should_reject( error , k ) && !m_first )
{
reject = true;
new_h = h_opt[k];
break;
}
}
if( k == m_current_k_opt )
{ // convergence at k_opt ?
if( error < 1.0 )
{
//convergence
reject = false;
if( (work[k-1] < KFAC2*work[k]) )
{
m_current_k_opt = max BOOST_PREVENT_MACRO_SUBSTITUTION( 2 , static_cast<int>(m_current_k_opt)-1 );
new_h = h_opt[m_current_k_opt];
}
else if( (work[k] < KFAC2*work[k-1]) && !m_last_step_rejected )
{
m_current_k_opt = min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<int>(m_k_max)-1 , static_cast<int>(m_current_k_opt)+1 );
new_h = h_opt[k]*static_cast<value_type>( m_cost[m_current_k_opt] ) / static_cast<value_type>( m_cost[k] );
} else
new_h = h_opt[m_current_k_opt];
break;
}
else if( should_reject( error , k ) )
{
reject = true;
new_h = h_opt[m_current_k_opt];
break;
}
}
if( k == m_current_k_opt+1 )
{ // convergence at k_opt+1 ?
if( error < 1.0 )
{ //convergence
reject = false;
if( work[k-2] < KFAC2*work[k-1] )
m_current_k_opt = max BOOST_PREVENT_MACRO_SUBSTITUTION( 2 , static_cast<int>(m_current_k_opt)-1 );
if( (work[k] < KFAC2*work[m_current_k_opt]) && !m_last_step_rejected )
m_current_k_opt = min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<int>(m_k_max)-1 , static_cast<int>(k) );
new_h = h_opt[m_current_k_opt];
} else
{
reject = true;
new_h = h_opt[m_current_k_opt];
}
break;
}
}
}
if( !reject )
{
//calculate dxdt for next step and dense output
sys( out , dxdt_new , t+dt );
//prepare dense output
value_type error = prepare_dense_output( m_k_final , in , dxdt , out , dxdt_new , dt );
if( error > static_cast<value_type>(10) ) // we are not as accurate for interpolation as for the steps
{
reject = true;
new_h = dt * pow BOOST_PREVENT_MACRO_SUBSTITUTION( error , static_cast<value_type>(-1)/(2*m_k_final+2) );
} else {
t += dt;
}
}
//set next stepsize
if( !m_last_step_rejected || (new_h < dt) )
dt = new_h;
m_last_step_rejected = reject;
if( reject )
return fail;
else
return success;
}
template< class StateType >
void initialize( const StateType &x0 , const time_type &t0 , const time_type &dt0 )
{
m_resizer.adjust_size( x0 , detail::bind( &controlled_error_bs_type::template resize_impl< StateType > , detail::ref( *this ) , detail::_1 ) );
boost::numeric::odeint::copy( x0 , get_current_state() );
m_t = t0;
m_dt = dt0;
reset();
}
/* =======================================================
* the actual step method that should be called from outside (maybe make try_step private?)
*/
template< class System >
std::pair< time_type , time_type > do_step( System system )
{
const size_t max_count = 1000;
if( m_first )
{
typename odeint::unwrap_reference< System >::type &sys = system;
sys( get_current_state() , get_current_deriv() , m_t );
}
controlled_step_result res = fail;
m_t_last = m_t;
size_t count = 0;
while( res == fail )
{
res = try_step( system , get_current_state() , get_current_deriv() , m_t , get_old_state() , get_old_deriv() , m_dt );
m_first = false;
if( count++ == max_count )
throw std::overflow_error( "bulirsch_stoer : too much iterations!");
}
toggle_current_state();
return std::make_pair( m_t_last , m_t );
}
/* performs the interpolation from a calculated step */
template< class StateOut >
void calc_state( time_type t , StateOut &x ) const
{
do_interpolation( t , x );
}
const state_type& current_state( void ) const
{
return get_current_state();
}
time_type current_time( void ) const
{
return m_t;
}
const state_type& previous_state( void ) const
{
return get_old_state();
}
time_type previous_time( void ) const
{
return m_t_last;
}
time_type current_time_step( void ) const
{
return m_dt;
}
/** \brief Resets the internal state of the stepper. */
void reset()
{
m_first = true;
m_last_step_rejected = false;
}
template< class StateIn >
void adjust_size( const StateIn &x )
{
resize_impl( x );
m_midpoint.adjust_size();
}
private:
template< class StateInOut , class StateVector >
void extrapolate( size_t k , StateVector &table , const value_matrix &coeff , StateInOut &xest , size_t order_start_index = 0 )
//polynomial extrapolation, see http://www.nr.com/webnotes/nr3web21.pdf
{
static const value_type val1( 1.0 );
for( int j=k-1 ; j>0 ; --j )
{
m_algebra.for_each3( table[j-1].m_v , table[j].m_v , table[j-1].m_v ,
typename operations_type::template scale_sum2< value_type , value_type >( val1 + coeff[k + order_start_index][j + order_start_index] ,
-coeff[k + order_start_index][j + order_start_index] ) );
}
m_algebra.for_each3( xest , table[0].m_v , xest ,
typename operations_type::template scale_sum2< value_type , value_type >( val1 + coeff[k + order_start_index][0 + order_start_index] ,
-coeff[k + order_start_index][0 + order_start_index]) );
}
template< class StateVector >
void extrapolate_dense_out( size_t k , StateVector &table , const value_matrix &coeff , size_t order_start_index = 0 )
//polynomial extrapolation, see http://www.nr.com/webnotes/nr3web21.pdf
{
// result is written into table[0]
static const value_type val1( 1.0 );
for( int j=k ; j>1 ; --j )
{
m_algebra.for_each3( table[j-1].m_v , table[j].m_v , table[j-1].m_v ,
typename operations_type::template scale_sum2< value_type , value_type >( val1 + coeff[k + order_start_index][j + order_start_index - 1] ,
-coeff[k + order_start_index][j + order_start_index - 1] ) );
}
m_algebra.for_each3( table[0].m_v , table[1].m_v , table[0].m_v ,
typename operations_type::template scale_sum2< value_type , value_type >( val1 + coeff[k + order_start_index][order_start_index] ,
-coeff[k + order_start_index][order_start_index]) );
}
time_type calc_h_opt( time_type h , value_type error , size_t k ) const
{
BOOST_USING_STD_MIN();
BOOST_USING_STD_MAX();
using std::pow;
value_type expo=1.0/(m_interval_sequence[k-1]);
value_type facmin = pow BOOST_PREVENT_MACRO_SUBSTITUTION( STEPFAC3 , expo );
value_type fac;
if (error == 0.0)
fac=1.0/facmin;
else
{
fac = STEPFAC2 / pow BOOST_PREVENT_MACRO_SUBSTITUTION( error / STEPFAC1 , expo );
fac = max BOOST_PREVENT_MACRO_SUBSTITUTION( facmin/STEPFAC4 , min BOOST_PREVENT_MACRO_SUBSTITUTION( 1.0/facmin , fac ) );
}
return h*fac;
}
bool in_convergence_window( size_t k ) const
{
if( (k == m_current_k_opt-1) && !m_last_step_rejected )
return true; // decrease order only if last step was not rejected
return ( (k == m_current_k_opt) || (k == m_current_k_opt+1) );
}
bool should_reject( value_type error , size_t k ) const
{
if( k == m_current_k_opt-1 )
{
const value_type d = m_interval_sequence[m_current_k_opt] * m_interval_sequence[m_current_k_opt+1] /
(m_interval_sequence[0]*m_interval_sequence[0]);
//step will fail, criterion 17.3.17 in NR
return ( error > d*d );
}
else if( k == m_current_k_opt )
{
const value_type d = m_interval_sequence[m_current_k_opt+1] / m_interval_sequence[0];
return ( error > d*d );
} else
return error > 1.0;
}
template< class StateIn1 , class DerivIn1 , class StateIn2 , class DerivIn2 >
value_type prepare_dense_output( int k , const StateIn1 &x_start , const DerivIn1 &dxdt_start ,
const StateIn2 & /* x_end */ , const DerivIn2 & /*dxdt_end */ , time_type dt )
/* k is the order to which the result was approximated */
{
/* compute the coefficients of the interpolation polynomial
* we parametrize the interval t .. t+dt by theta = -1 .. 1
* we use 2k+3 values at the interval center theta=0 to obtain the interpolation coefficients
* the values are x(t+dt/2) and the derivatives dx/dt , ... d^(2k+2) x / dt^(2k+2) at the midpoints
* the derivatives are approximated via finite differences
* all values are obtained from interpolation of the results from the increasing orders of the midpoint calls
*/
// calculate finite difference approximations to derivatives at the midpoint
for( int j = 0 ; j<=k ; j++ )
{
/* not working with boost units... */
const value_type d = m_interval_sequence[j] / ( static_cast<value_type>(2) * dt );
value_type f = 1.0; //factor 1/2 here because our interpolation interval has length 2 !!!
for( int kappa = 0 ; kappa <= 2*j+1 ; ++kappa )
{
calculate_finite_difference( j , kappa , f , dxdt_start );
f *= d;
}
if( j > 0 )
extrapolate_dense_out( j , m_mp_states , m_coeff );
}
time_type d = dt/2;
// extrapolate finite differences
for( int kappa = 0 ; kappa<=2*k+1 ; kappa++ )
{
for( int j=1 ; j<=(k-kappa/2) ; ++j )
extrapolate_dense_out( j , m_diffs[kappa] , m_coeff , kappa/2 );
// extrapolation results are now stored in m_diffs[kappa][0]
// divide kappa-th derivative by kappa because we need these terms for dense output interpolation
m_algebra.for_each1( m_diffs[kappa][0].m_v , typename operations_type::template scale< time_type >( static_cast<time_type>(d) ) );
d *= dt/(2*(kappa+2));
}
// dense output coefficients a_0 is stored in m_mp_states[0], a_i for i = 1...2k are stored in m_diffs[i-1][0]
// the error is just the highest order coefficient of the interpolation polynomial
// this is because we use only the midpoint theta=0 as support for the interpolation (remember that theta = -1 .. 1)
value_type error = 0.0;
if( m_control_interpolation )
{
boost::numeric::odeint::copy( m_diffs[2*k+1][0].m_v , m_err.m_v );
error = m_error_checker.error( m_algebra , x_start , dxdt_start , m_err.m_v , dt );
}
return error;
}
template< class DerivIn >
void calculate_finite_difference( size_t j , size_t kappa , value_type fac , const DerivIn &dxdt )
{
const int m = m_interval_sequence[j]/2-1;
if( kappa == 0) // no calculation required for 0th derivative of f
{
m_algebra.for_each2( m_diffs[0][j].m_v , m_derivs[j][m].m_v ,
typename operations_type::template scale_sum1< value_type >( fac ) );
}
else
{
// calculate the index of m_diffs for this kappa-j-combination
const int j_diffs = j - kappa/2;
m_algebra.for_each2( m_diffs[kappa][j_diffs].m_v , m_derivs[j][m+kappa].m_v ,
typename operations_type::template scale_sum1< value_type >( fac ) );
value_type sign = -1.0;
int c = 1;
//computes the j-th order finite difference for the kappa-th derivative of f at t+dt/2 using function evaluations stored in m_derivs
for( int i = m+static_cast<int>(kappa)-2 ; i >= m-static_cast<int>(kappa) ; i -= 2 )
{
if( i >= 0 )
{
m_algebra.for_each3( m_diffs[kappa][j_diffs].m_v , m_diffs[kappa][j_diffs].m_v , m_derivs[j][i].m_v ,
typename operations_type::template scale_sum2< value_type , value_type >( 1.0 ,
sign * fac * boost::math::binomial_coefficient< value_type >( kappa , c ) ) );
}
else
{
m_algebra.for_each3( m_diffs[kappa][j_diffs].m_v , m_diffs[kappa][j_diffs].m_v , dxdt ,
typename operations_type::template scale_sum2< value_type , value_type >( 1.0 , sign * fac ) );
}
sign *= -1;
++c;
}
}
}
template< class StateOut >
void do_interpolation( time_type t , StateOut &out ) const
{
// interpolation polynomial is defined for theta = -1 ... 1
// m_k_final is the number of order-iterations done for the last step - it governs the order of the interpolation polynomial
const value_type theta = 2 * get_unit_value( (t - m_t_last) / (m_t - m_t_last) ) - 1;
// we use only values at interval center, that is theta=0, for interpolation
// our interpolation polynomial is thus of order 2k+2, hence we have 2k+3 terms
boost::numeric::odeint::copy( m_mp_states[0].m_v , out );
// add remaining terms: x += a_1 theta + a2 theta^2 + ... + a_{2k} theta^{2k}
value_type theta_pow( theta );
for( size_t i=0 ; i<=2*m_k_final+1 ; ++i )
{
m_algebra.for_each3( out , out , m_diffs[i][0].m_v ,
typename operations_type::template scale_sum2< value_type >( static_cast<value_type>(1) , theta_pow ) );
theta_pow *= theta;
}
}
/* Resizer methods */
template< class StateIn >
bool resize_impl( const StateIn &x )
{
bool resized( false );
resized |= adjust_size_by_resizeability( m_x1 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_x2 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_dxdt1 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_dxdt2 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_err , x , typename is_resizeable<state_type>::type() );
for( size_t i = 0 ; i < m_k_max ; ++i )
resized |= adjust_size_by_resizeability( m_table[i] , x , typename is_resizeable<state_type>::type() );
for( size_t i = 0 ; i < m_k_max+1 ; ++i )
resized |= adjust_size_by_resizeability( m_mp_states[i] , x , typename is_resizeable<state_type>::type() );
for( size_t i = 0 ; i < m_k_max+1 ; ++i )
for( size_t j = 0 ; j < m_derivs[i].size() ; ++j )
resized |= adjust_size_by_resizeability( m_derivs[i][j] , x , typename is_resizeable<deriv_type>::type() );
for( size_t i = 0 ; i < 2*m_k_max+1 ; ++i )
for( size_t j = 0 ; j < m_diffs[i].size() ; ++j )
resized |= adjust_size_by_resizeability( m_diffs[i][j] , x , typename is_resizeable<deriv_type>::type() );
return resized;
}
state_type& get_current_state( void )
{
return m_current_state_x1 ? m_x1.m_v : m_x2.m_v ;
}
const state_type& get_current_state( void ) const
{
return m_current_state_x1 ? m_x1.m_v : m_x2.m_v ;
}
state_type& get_old_state( void )
{
return m_current_state_x1 ? m_x2.m_v : m_x1.m_v ;
}
const state_type& get_old_state( void ) const
{
return m_current_state_x1 ? m_x2.m_v : m_x1.m_v ;
}
deriv_type& get_current_deriv( void )
{
return m_current_state_x1 ? m_dxdt1.m_v : m_dxdt2.m_v ;
}
const deriv_type& get_current_deriv( void ) const
{
return m_current_state_x1 ? m_dxdt1.m_v : m_dxdt2.m_v ;
}
deriv_type& get_old_deriv( void )
{
return m_current_state_x1 ? m_dxdt2.m_v : m_dxdt1.m_v ;
}
const deriv_type& get_old_deriv( void ) const
{
return m_current_state_x1 ? m_dxdt2.m_v : m_dxdt1.m_v ;
}
void toggle_current_state( void )
{
m_current_state_x1 = ! m_current_state_x1;
}
default_error_checker< value_type, algebra_type , operations_type > m_error_checker;
modified_midpoint_dense_out< state_type , value_type , deriv_type , time_type , algebra_type , operations_type , resizer_type > m_midpoint;
bool m_control_interpolation;
bool m_last_step_rejected;
bool m_first;
time_type m_t;
time_type m_dt;
time_type m_dt_last;
time_type m_t_last;
size_t m_current_k_opt;
size_t m_k_final;
algebra_type m_algebra;
resizer_type m_resizer;
wrapped_state_type m_x1 , m_x2;
wrapped_deriv_type m_dxdt1 , m_dxdt2;
wrapped_state_type m_err;
bool m_current_state_x1;
value_vector m_error; // errors of repeated midpoint steps and extrapolations
int_vector m_interval_sequence; // stores the successive interval counts
value_matrix m_coeff;
int_vector m_cost; // costs for interval count
state_vector_type m_table; // sequence of states for extrapolation
//for dense output:
state_vector_type m_mp_states; // sequence of approximations of x at distance center
deriv_table_type m_derivs; // table of function values
deriv_table_type m_diffs; // table of function values
//wrapped_state_type m_a1 , m_a2 , m_a3 , m_a4;
const value_type STEPFAC1 , STEPFAC2 , STEPFAC3 , STEPFAC4 , KFAC1 , KFAC2;
};
/********** DOXYGEN **********/
/**
* \class bulirsch_stoer_dense_out
* \brief The Bulirsch-Stoer algorithm.
*
* The Bulirsch-Stoer is a controlled stepper that adjusts both step size
* and order of the method. The algorithm uses the modified midpoint and
* a polynomial extrapolation compute the solution. This class also provides
* dense output facility.
*
* \tparam State The state type.
* \tparam Value The value type.
* \tparam Deriv The type representing the time derivative of the state.
* \tparam Time The time representing the independent variable - the time.
* \tparam Algebra The algebra type.
* \tparam Operations The operations type.
* \tparam Resizer The resizer policy type.
*/
/**
* \fn bulirsch_stoer_dense_out::bulirsch_stoer_dense_out( value_type eps_abs , value_type eps_rel , value_type factor_x , value_type factor_dxdt , bool control_interpolation )
* \brief Constructs the bulirsch_stoer class, including initialization of
* the error bounds.
*
* \param eps_abs Absolute tolerance level.
* \param eps_rel Relative tolerance level.
* \param factor_x Factor for the weight of the state.
* \param factor_dxdt Factor for the weight of the derivative.
* \param control_interpolation Set true to additionally control the error of
* the interpolation.
*/
/**
* \fn bulirsch_stoer_dense_out::try_step( System system , const StateIn &in , const DerivIn &dxdt , time_type &t , StateOut &out , DerivOut &dxdt_new , time_type &dt )
* \brief Tries to perform one step.
*
* This method tries to do one step with step size dt. If the error estimate
* is to large, the step is rejected and the method returns fail and the
* step size dt is reduced. If the error estimate is acceptably small, the
* step is performed, success is returned and dt might be increased to make
* the steps as large as possible. This method also updates t if a step is
* performed. Also, the internal order of the stepper is adjusted if required.
*
* \param system The system function to solve, hence the r.h.s. of the ODE.
* It must fulfill the Simple System concept.
* \param in The state of the ODE which should be solved.
* \param dxdt The derivative of state.
* \param t The value of the time. Updated if the step is successful.
* \param out Used to store the result of the step.
* \param dt The step size. Updated.
* \return success if the step was accepted, fail otherwise.
*/
/**
* \fn bulirsch_stoer_dense_out::initialize( const StateType &x0 , const time_type &t0 , const time_type &dt0 )
* \brief Initializes the dense output stepper.
*
* \param x0 The initial state.
* \param t0 The initial time.
* \param dt0 The initial time step.
*/
/**
* \fn bulirsch_stoer_dense_out::do_step( System system )
* \brief Does one time step. This is the main method that should be used to
* integrate an ODE with this stepper.
* \note initialize has to be called before using this method to set the
* initial conditions x,t and the stepsize.
* \param system The system function to solve, hence the r.h.s. of the
* ordinary differential equation. It must fulfill the Simple System concept.
* \return Pair with start and end time of the integration step.
*/
/**
* \fn bulirsch_stoer_dense_out::calc_state( time_type t , StateOut &x ) const
* \brief Calculates the solution at an intermediate point within the last step
* \param t The time at which the solution should be calculated, has to be
* in the current time interval.
* \param x The output variable where the result is written into.
*/
/**
* \fn bulirsch_stoer_dense_out::current_state( void ) const
* \brief Returns the current state of the solution.
* \return The current state of the solution x(t).
*/
/**
* \fn bulirsch_stoer_dense_out::current_time( void ) const
* \brief Returns the current time of the solution.
* \return The current time of the solution t.
*/
/**
* \fn bulirsch_stoer_dense_out::previous_state( void ) const
* \brief Returns the last state of the solution.
* \return The last state of the solution x(t-dt).
*/
/**
* \fn bulirsch_stoer_dense_out::previous_time( void ) const
* \brief Returns the last time of the solution.
* \return The last time of the solution t-dt.
*/
/**
* \fn bulirsch_stoer_dense_out::current_time_step( void ) const
* \brief Returns the current step size.
* \return The current step size.
*/
/**
* \fn bulirsch_stoer_dense_out::adjust_size( const StateIn &x )
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
}
}
}
#endif // BOOST_NUMERIC_ODEINT_STEPPER_BULIRSCH_STOER_HPP_INCLUDED

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@@ -0,0 +1,939 @@
/* [auto_generated]
boost/numeric/odeint/stepper/controlled_runge_kutta.hpp
[begin_description]
The default controlled stepper which can be used with all explicit Runge-Kutta error steppers.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_CONTROLLED_RUNGE_KUTTA_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_CONTROLLED_RUNGE_KUTTA_HPP_INCLUDED
#include <cmath>
#include <boost/config.hpp>
#include <boost/utility/enable_if.hpp>
#include <boost/type_traits/is_same.hpp>
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/util/unwrap_reference.hpp>
#include <boost/numeric/odeint/util/copy.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template
<
class Value ,
class Algebra = range_algebra ,
class Operations = default_operations
>
class default_error_checker
{
public:
typedef Value value_type;
typedef Algebra algebra_type;
typedef Operations operations_type;
default_error_checker(
value_type eps_abs = static_cast< value_type >( 1.0e-6 ) ,
value_type eps_rel = static_cast< value_type >( 1.0e-6 ) ,
value_type a_x = static_cast< value_type >( 1 ) ,
value_type a_dxdt = static_cast< value_type >( 1 ) )
: m_eps_abs( eps_abs ) , m_eps_rel( eps_rel ) , m_a_x( a_x ) , m_a_dxdt( a_dxdt )
{ }
template< class State , class Deriv , class Err , class Time >
value_type error( const State &x_old , const Deriv &dxdt_old , Err &x_err , Time dt ) const
{
return error( algebra_type() , x_old , dxdt_old , x_err , dt );
}
template< class State , class Deriv , class Err , class Time >
value_type error( algebra_type &algebra , const State &x_old , const Deriv &dxdt_old , Err &x_err , Time dt ) const
{
// this overwrites x_err !
algebra.for_each3( x_err , x_old , dxdt_old ,
typename operations_type::template rel_error< value_type >( m_eps_abs , m_eps_rel , m_a_x , m_a_dxdt * get_unit_value( dt ) ) );
value_type res = algebra.reduce( x_err ,
typename operations_type::template maximum< value_type >() , static_cast< value_type >( 0 ) );
return res;
}
private:
value_type m_eps_abs;
value_type m_eps_rel;
value_type m_a_x;
value_type m_a_dxdt;
};
/*
* error stepper category dispatcher
*/
template<
class ErrorStepper ,
class ErrorChecker = default_error_checker< typename ErrorStepper::value_type ,
typename ErrorStepper::algebra_type ,
typename ErrorStepper::operations_type > ,
class Resizer = typename ErrorStepper::resizer_type ,
class ErrorStepperCategory = typename ErrorStepper::stepper_category
>
class controlled_runge_kutta ;
/*
* explicit stepper version
*
* this class introduces the following try_step overloads
* try_step( sys , x , t , dt )
* try_step( sys , x , dxdt , t , dt )
* try_step( sys , in , t , out , dt )
* try_step( sys , in , dxdt , t , out , dt )
*/
/**
* \brief Implements step size control for Runge-Kutta steppers with error
* estimation.
*
* This class implements the step size control for standard Runge-Kutta
* steppers with error estimation.
*
* \tparam ErrorStepper The stepper type with error estimation, has to fulfill the ErrorStepper concept.
* \tparam ErrorChecker The error checker
* \tparam Resizer The resizer policy type.
*/
template<
class ErrorStepper ,
class ErrorChecker ,
class Resizer
>
class controlled_runge_kutta< ErrorStepper , ErrorChecker , Resizer , explicit_error_stepper_tag >
{
public:
typedef ErrorStepper stepper_type;
typedef typename stepper_type::state_type state_type;
typedef typename stepper_type::value_type value_type;
typedef typename stepper_type::deriv_type deriv_type;
typedef typename stepper_type::time_type time_type;
typedef typename stepper_type::algebra_type algebra_type;
typedef typename stepper_type::operations_type operations_type;
typedef Resizer resizer_type;
typedef ErrorChecker error_checker_type;
typedef explicit_controlled_stepper_tag stepper_category;
#ifndef DOXYGEN_SKIP
typedef typename stepper_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_type::wrapped_deriv_type wrapped_deriv_type;
typedef controlled_runge_kutta< ErrorStepper , ErrorChecker , Resizer , explicit_error_stepper_tag > controlled_stepper_type;
#endif //DOXYGEN_SKIP
/**
* \brief Constructs the controlled Runge-Kutta stepper.
* \param error_checker An instance of the error checker.
* \param stepper An instance of the underlying stepper.
*/
controlled_runge_kutta(
const error_checker_type &error_checker = error_checker_type( ) ,
const stepper_type &stepper = stepper_type( )
)
: m_stepper( stepper ) , m_error_checker( error_checker )
{ }
/*
* Version 1 : try_step( sys , x , t , dt )
*
* The overloads are needed to solve the forwarding problem
*/
/**
* \brief Tries to perform one step.
*
* This method tries to do one step with step size dt. If the error estimate
* is to large, the step is rejected and the method returns fail and the
* step size dt is reduced. If the error estimate is acceptably small, the
* step is performed, success is returned and dt might be increased to make
* the steps as large as possible. This method also updates t if a step is
* performed.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. Overwritten if
* the step is successful.
* \param t The value of the time. Updated if the step is successful.
* \param dt The step size. Updated.
* \return success if the step was accepted, fail otherwise.
*/
template< class System , class StateInOut >
controlled_step_result try_step( System system , StateInOut &x , time_type &t , time_type &dt )
{
return try_step_v1( system , x , t, dt );
}
/**
* \brief Tries to perform one step. Solves the forwarding problem and
* allows for using boost range as state_type.
*
* This method tries to do one step with step size dt. If the error estimate
* is to large, the step is rejected and the method returns fail and the
* step size dt is reduced. If the error estimate is acceptably small, the
* step is performed, success is returned and dt might be increased to make
* the steps as large as possible. This method also updates t if a step is
* performed.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. Overwritten if
* the step is successful. Can be a boost range.
* \param t The value of the time. Updated if the step is successful.
* \param dt The step size. Updated.
* \return success if the step was accepted, fail otherwise.
*/
template< class System , class StateInOut >
controlled_step_result try_step( System system , const StateInOut &x , time_type &t , time_type &dt )
{
return try_step_v1( system , x , t, dt );
}
/*
* Version 2 : try_step( sys , x , dxdt , t , dt )
*
* this version does not solve the forwarding problem, boost.range can not be used
*/
/**
* \brief Tries to perform one step.
*
* This method tries to do one step with step size dt. If the error estimate
* is to large, the step is rejected and the method returns fail and the
* step size dt is reduced. If the error estimate is acceptably small, the
* step is performed, success is returned and dt might be increased to make
* the steps as large as possible. This method also updates t if a step is
* performed.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. Overwritten if
* the step is successful.
* \param dxdt The derivative of state.
* \param t The value of the time. Updated if the step is successful.
* \param dt The step size. Updated.
* \return success if the step was accepted, fail otherwise.
*/
template< class System , class StateInOut , class DerivIn >
controlled_step_result try_step( System system , StateInOut &x , const DerivIn &dxdt , time_type &t , time_type &dt )
{
m_xnew_resizer.adjust_size( x , detail::bind( &controlled_runge_kutta::template resize_m_xnew_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) );
controlled_step_result res = try_step( system , x , dxdt , t , m_xnew.m_v , dt );
if( res == success )
{
boost::numeric::odeint::copy( m_xnew.m_v , x );
}
return res;
}
/*
* Version 3 : try_step( sys , in , t , out , dt )
*
* this version does not solve the forwarding problem, boost.range can not be used
*
* the disable is needed to avoid ambiguous overloads if state_type = time_type
*/
/**
* \brief Tries to perform one step.
*
* \note This method is disabled if state_type=time_type to avoid ambiguity.
*
* This method tries to do one step with step size dt. If the error estimate
* is to large, the step is rejected and the method returns fail and the
* step size dt is reduced. If the error estimate is acceptably small, the
* step is performed, success is returned and dt might be increased to make
* the steps as large as possible. This method also updates t if a step is
* performed.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved.
* \param t The value of the time. Updated if the step is successful.
* \param out Used to store the result of the step.
* \param dt The step size. Updated.
* \return success if the step was accepted, fail otherwise.
*/
template< class System , class StateIn , class StateOut >
typename boost::disable_if< boost::is_same< StateIn , time_type > , controlled_step_result >::type
try_step( System system , const StateIn &in , time_type &t , StateOut &out , time_type &dt )
{
typename odeint::unwrap_reference< System >::type &sys = system;
m_dxdt_resizer.adjust_size( in , detail::bind( &controlled_runge_kutta::template resize_m_dxdt_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
sys( in , m_dxdt.m_v , t );
return try_step( system , in , m_dxdt.m_v , t , out , dt );
}
/*
* Version 4 : try_step( sys , in , dxdt , t , out , dt )
*
* this version does not solve the forwarding problem, boost.range can not be used
*/
/**
* \brief Tries to perform one step.
*
* This method tries to do one step with step size dt. If the error estimate
* is to large, the step is rejected and the method returns fail and the
* step size dt is reduced. If the error estimate is acceptably small, the
* step is performed, success is returned and dt might be increased to make
* the steps as large as possible. This method also updates t if a step is
* performed.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved.
* \param dxdt The derivative of state.
* \param t The value of the time. Updated if the step is successful.
* \param out Used to store the result of the step.
* \param dt The step size. Updated.
* \return success if the step was accepted, fail otherwise.
*/
template< class System , class StateIn , class DerivIn , class StateOut >
controlled_step_result try_step( System system , const StateIn &in , const DerivIn &dxdt , time_type &t , StateOut &out , time_type &dt )
{
BOOST_USING_STD_MIN();
BOOST_USING_STD_MAX();
using std::pow;
m_xerr_resizer.adjust_size( in , detail::bind( &controlled_runge_kutta::template resize_m_xerr_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
// do one step with error calculation
m_stepper.do_step( system , in , dxdt , t , out , dt , m_xerr.m_v );
m_max_rel_error = m_error_checker.error( m_stepper.algebra() , in , dxdt , m_xerr.m_v , dt );
if( m_max_rel_error > 1.0 )
{
// error too large - decrease dt ,limit scaling factor to 0.2 and reset state
dt *= max BOOST_PREVENT_MACRO_SUBSTITUTION ( static_cast<value_type>(9)/static_cast<value_type>(10) * pow( m_max_rel_error ,
static_cast<value_type>(-1) / ( m_stepper.error_order() - 1 ) ) ,
static_cast<value_type>(1)/static_cast<value_type> (5) );
return fail;
}
else
{
if( m_max_rel_error < 0.5 )
{
// error should be > 0
m_max_rel_error = max BOOST_PREVENT_MACRO_SUBSTITUTION ( pow( 5.0 , -m_stepper.stepper_order() ) , m_max_rel_error );
//error too small - increase dt and keep the evolution and limit scaling factor to 5.0
t += dt;
dt *= static_cast<value_type>(9)/static_cast<value_type>(10) * pow( m_max_rel_error ,
static_cast<value_type>(-1) / m_stepper.stepper_order() );
return success;
}
else
{
t += dt;
return success;
}
}
}
/**
* \brief Returns the error of the last step.
*
* returns The last error of the step.
*/
value_type last_error( void ) const
{
return m_max_rel_error;
}
/**
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
template< class StateType >
void adjust_size( const StateType &x )
{
resize_m_xerr_impl( x );
resize_m_dxdt_impl( x );
resize_m_xnew_impl( x );
m_stepper.adjust_size( x );
}
/**
* \brief Returns the instance of the underlying stepper.
* \returns The instance of the underlying stepper.
*/
stepper_type& stepper( void )
{
return m_stepper;
}
/**
* \brief Returns the instance of the underlying stepper.
* \returns The instance of the underlying stepper.
*/
const stepper_type& stepper( void ) const
{
return m_stepper;
}
private:
template< class System , class StateInOut >
controlled_step_result try_step_v1( System system , StateInOut &x , time_type &t , time_type &dt )
{
typename odeint::unwrap_reference< System >::type &sys = system;
m_dxdt_resizer.adjust_size( x , detail::bind( &controlled_runge_kutta::template resize_m_dxdt_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) );
sys( x , m_dxdt.m_v ,t );
return try_step( system , x , m_dxdt.m_v , t , dt );
}
template< class StateIn >
bool resize_m_xerr_impl( const StateIn &x )
{
return adjust_size_by_resizeability( m_xerr , x , typename is_resizeable<state_type>::type() );
}
template< class StateIn >
bool resize_m_dxdt_impl( const StateIn &x )
{
return adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
}
template< class StateIn >
bool resize_m_xnew_impl( const StateIn &x )
{
return adjust_size_by_resizeability( m_xnew , x , typename is_resizeable<state_type>::type() );
}
stepper_type m_stepper;
error_checker_type m_error_checker;
resizer_type m_dxdt_resizer;
resizer_type m_xerr_resizer;
resizer_type m_xnew_resizer;
wrapped_deriv_type m_dxdt;
wrapped_state_type m_xerr;
wrapped_state_type m_xnew;
value_type m_max_rel_error;
};
/*
* explicit stepper fsal version
*
* the class introduces the following try_step overloads
* try_step( sys , x , t , dt )
* try_step( sys , in , t , out , dt )
* try_step( sys , x , dxdt , t , dt )
* try_step( sys , in , dxdt_in , t , out , dxdt_out , dt )
*/
/**
* \brief Implements step size control for Runge-Kutta FSAL steppers with
* error estimation.
*
* This class implements the step size control for FSAL Runge-Kutta
* steppers with error estimation.
*
* \tparam ErrorStepper The stepper type with error estimation, has to fulfill the ErrorStepper concept.
* \tparam ErrorChecker The error checker
* \tparam Resizer The resizer policy type.
*/
template<
class ErrorStepper ,
class ErrorChecker ,
class Resizer
>
class controlled_runge_kutta< ErrorStepper , ErrorChecker , Resizer , explicit_error_stepper_fsal_tag >
{
public:
typedef ErrorStepper stepper_type;
typedef typename stepper_type::state_type state_type;
typedef typename stepper_type::value_type value_type;
typedef typename stepper_type::deriv_type deriv_type;
typedef typename stepper_type::time_type time_type;
typedef typename stepper_type::algebra_type algebra_type;
typedef typename stepper_type::operations_type operations_type;
typedef Resizer resizer_type;
typedef ErrorChecker error_checker_type;
typedef explicit_controlled_stepper_fsal_tag stepper_category;
#ifndef DOXYGEN_SKIP
typedef typename stepper_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_type::wrapped_deriv_type wrapped_deriv_type;
typedef controlled_runge_kutta< ErrorStepper , ErrorChecker , Resizer , explicit_error_stepper_tag > controlled_stepper_type;
#endif // DOXYGEN_SKIP
/**
* \brief Constructs the controlled Runge-Kutta stepper.
* \param error_checker An instance of the error checker.
* \param stepper An instance of the underlying stepper.
*/
controlled_runge_kutta(
const error_checker_type &error_checker = error_checker_type() ,
const stepper_type &stepper = stepper_type()
)
: m_stepper( stepper ) , m_error_checker( error_checker ) ,
m_first_call( true )
{ }
/*
* Version 1 : try_step( sys , x , t , dt )
*
* The two overloads are needed in order to solve the forwarding problem
*/
/**
* \brief Tries to perform one step.
*
* This method tries to do one step with step size dt. If the error estimate
* is to large, the step is rejected and the method returns fail and the
* step size dt is reduced. If the error estimate is acceptably small, the
* step is performed, success is returned and dt might be increased to make
* the steps as large as possible. This method also updates t if a step is
* performed.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. Overwritten if
* the step is successful.
* \param t The value of the time. Updated if the step is successful.
* \param dt The step size. Updated.
* \return success if the step was accepted, fail otherwise.
*/
template< class System , class StateInOut >
controlled_step_result try_step( System system , StateInOut &x , time_type &t , time_type &dt )
{
return try_step_v1( system , x , t , dt );
}
/**
* \brief Tries to perform one step. Solves the forwarding problem and
* allows for using boost range as state_type.
*
* This method tries to do one step with step size dt. If the error estimate
* is to large, the step is rejected and the method returns fail and the
* step size dt is reduced. If the error estimate is acceptably small, the
* step is performed, success is returned and dt might be increased to make
* the steps as large as possible. This method also updates t if a step is
* performed.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. Overwritten if
* the step is successful. Can be a boost range.
* \param t The value of the time. Updated if the step is successful.
* \param dt The step size. Updated.
* \return success if the step was accepted, fail otherwise.
*/
template< class System , class StateInOut >
controlled_step_result try_step( System system , const StateInOut &x , time_type &t , time_type &dt )
{
return try_step_v1( system , x , t , dt );
}
/*
* Version 2 : try_step( sys , in , t , out , dt );
*
* This version does not solve the forwarding problem, boost::range can not be used.
*
* The disabler is needed to solve ambiguous overloads
*/
/**
* \brief Tries to perform one step.
*
* \note This method is disabled if state_type=time_type to avoid ambiguity.
*
* This method tries to do one step with step size dt. If the error estimate
* is to large, the step is rejected and the method returns fail and the
* step size dt is reduced. If the error estimate is acceptably small, the
* step is performed, success is returned and dt might be increased to make
* the steps as large as possible. This method also updates t if a step is
* performed.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved.
* \param t The value of the time. Updated if the step is successful.
* \param out Used to store the result of the step.
* \param dt The step size. Updated.
* \return success if the step was accepted, fail otherwise.
*/
template< class System , class StateIn , class StateOut >
typename boost::disable_if< boost::is_same< StateIn , time_type > , controlled_step_result >::type
try_step( System system , const StateIn &in , time_type &t , StateOut &out , time_type &dt )
{
if( m_dxdt_resizer.adjust_size( in , detail::bind( &controlled_runge_kutta::template resize_m_dxdt_impl< StateIn > , detail::ref( *this ) , detail::_1 ) ) || m_first_call )
{
initialize( system , in , t );
}
return try_step( system , in , m_dxdt.m_v , t , out , dt );
}
/*
* Version 3 : try_step( sys , x , dxdt , t , dt )
*
* This version does not solve the forwarding problem, boost::range can not be used.
*/
/**
* \brief Tries to perform one step.
*
* This method tries to do one step with step size dt. If the error estimate
* is to large, the step is rejected and the method returns fail and the
* step size dt is reduced. If the error estimate is acceptably small, the
* step is performed, success is returned and dt might be increased to make
* the steps as large as possible. This method also updates t if a step is
* performed.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param x The state of the ODE which should be solved. Overwritten if
* the step is successful.
* \param dxdt The derivative of state.
* \param t The value of the time. Updated if the step is successful.
* \param dt The step size. Updated.
* \return success if the step was accepted, fail otherwise.
*/
template< class System , class StateInOut , class DerivInOut >
controlled_step_result try_step( System system , StateInOut &x , DerivInOut &dxdt , time_type &t , time_type &dt )
{
m_xnew_resizer.adjust_size( x , detail::bind( &controlled_runge_kutta::template resize_m_xnew_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) );
m_dxdt_new_resizer.adjust_size( x , detail::bind( &controlled_runge_kutta::template resize_m_dxdt_new_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) );
controlled_step_result res = try_step( system , x , dxdt , t , m_xnew.m_v , m_dxdtnew.m_v , dt );
if( res == success )
{
boost::numeric::odeint::copy( m_xnew.m_v , x );
boost::numeric::odeint::copy( m_dxdtnew.m_v , dxdt );
}
return res;
}
/*
* Version 4 : try_step( sys , in , dxdt_in , t , out , dxdt_out , dt )
*
* This version does not solve the forwarding problem, boost::range can not be used.
*/
/**
* \brief Tries to perform one step.
*
* This method tries to do one step with step size dt. If the error estimate
* is to large, the step is rejected and the method returns fail and the
* step size dt is reduced. If the error estimate is acceptably small, the
* step is performed, success is returned and dt might be increased to make
* the steps as large as possible. This method also updates t if a step is
* performed.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved.
* \param dxdt The derivative of state.
* \param t The value of the time. Updated if the step is successful.
* \param out Used to store the result of the step.
* \param dt The step size. Updated.
* \return success if the step was accepted, fail otherwise.
*/
template< class System , class StateIn , class DerivIn , class StateOut , class DerivOut >
controlled_step_result try_step( System system , const StateIn &in , const DerivIn &dxdt_in , time_type &t ,
StateOut &out , DerivOut &dxdt_out , time_type &dt )
{
BOOST_USING_STD_MIN();
BOOST_USING_STD_MAX();
using std::pow;
m_xerr_resizer.adjust_size( in , detail::bind( &controlled_runge_kutta::template resize_m_xerr_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
//fsal: m_stepper.get_dxdt( dxdt );
//fsal: m_stepper.do_step( sys , x , dxdt , t , dt , m_x_err );
m_stepper.do_step( system , in , dxdt_in , t , out , dxdt_out , dt , m_xerr.m_v );
// this potentially overwrites m_x_err! (standard_error_checker does, at least)
value_type max_rel_err = m_error_checker.error( m_stepper.algebra() , in , dxdt_in , m_xerr.m_v , dt );
if( max_rel_err > 1.0 )
{
// error too large - decrease dt ,limit scaling factor to 0.2 and reset state
dt *= max BOOST_PREVENT_MACRO_SUBSTITUTION ( static_cast<value_type>( static_cast<value_type>(9)/static_cast<value_type>(10) * pow( max_rel_err , static_cast<value_type>(-1) / ( m_stepper.error_order() - 1 ) ) ) , static_cast<value_type>( static_cast<value_type>(1)/static_cast<value_type> (5)) );
return fail;
}
else
{
if( max_rel_err < 0.5 )
{ //error too small - increase dt and keep the evolution and limit scaling factor to 5.0
// error should be > 0
max_rel_err = max BOOST_PREVENT_MACRO_SUBSTITUTION ( pow( 5.0 , -m_stepper.stepper_order() ) , max_rel_err );
t += dt;
dt *= static_cast<value_type>( static_cast<value_type>(9)/static_cast<value_type>(10) * pow( max_rel_err , static_cast<value_type>(-1) / m_stepper.stepper_order() ) );
return success;
}
else
{
t += dt;
return success;
}
}
}
/**
* \brief Resets the internal state of the underlying FSAL stepper.
*/
void reset( void )
{
m_first_call = true;
}
/**
* \brief Initializes the internal state storing an internal copy of the derivative.
*
* \param deriv The initial derivative of the ODE.
*/
template< class DerivIn >
void initialize( const DerivIn &deriv )
{
boost::numeric::odeint::copy( deriv , m_dxdt.m_v );
m_first_call = false;
}
/**
* \brief Initializes the internal state storing an internal copy of the derivative.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param x The initial state of the ODE which should be solved.
* \param t The initial time.
*/
template< class System , class StateIn >
void initialize( System system , const StateIn &x , time_type t )
{
typename odeint::unwrap_reference< System >::type &sys = system;
sys( x , m_dxdt.m_v , t );
m_first_call = false;
}
/**
* \brief Returns true if the stepper has been initialized, false otherwise.
*
* \return true, if the stepper has been initialized, false otherwise.
*/
bool is_initialized( void ) const
{
return ! m_first_call;
}
/**
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
template< class StateType >
void adjust_size( const StateType &x )
{
resize_m_xerr_impl( x );
resize_m_dxdt_impl( x );
resize_m_dxdt_new_impl( x );
resize_m_xnew_impl( x );
}
/**
* \brief Returns the instance of the underlying stepper.
* \returns The instance of the underlying stepper.
*/
stepper_type& stepper( void )
{
return m_stepper;
}
/**
* \brief Returns the instance of the underlying stepper.
* \returns The instance of the underlying stepper.
*/
const stepper_type& stepper( void ) const
{
return m_stepper;
}
private:
template< class StateIn >
bool resize_m_xerr_impl( const StateIn &x )
{
return adjust_size_by_resizeability( m_xerr , x , typename is_resizeable<state_type>::type() );
}
template< class StateIn >
bool resize_m_dxdt_impl( const StateIn &x )
{
return adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
}
template< class StateIn >
bool resize_m_dxdt_new_impl( const StateIn &x )
{
return adjust_size_by_resizeability( m_dxdtnew , x , typename is_resizeable<deriv_type>::type() );
}
template< class StateIn >
bool resize_m_xnew_impl( const StateIn &x )
{
return adjust_size_by_resizeability( m_xnew , x , typename is_resizeable<state_type>::type() );
}
template< class System , class StateInOut >
controlled_step_result try_step_v1( System system , StateInOut &x , time_type &t , time_type &dt )
{
if( m_dxdt_resizer.adjust_size( x , detail::bind( &controlled_runge_kutta::template resize_m_dxdt_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) ) || m_first_call )
{
initialize( system , x , t );
}
return try_step( system , x , m_dxdt.m_v , t , dt );
}
stepper_type m_stepper;
error_checker_type m_error_checker;
resizer_type m_dxdt_resizer;
resizer_type m_xerr_resizer;
resizer_type m_xnew_resizer;
resizer_type m_dxdt_new_resizer;
wrapped_deriv_type m_dxdt;
wrapped_state_type m_xerr;
wrapped_state_type m_xnew;
wrapped_deriv_type m_dxdtnew;
bool m_first_call;
};
/********** DOXYGEN **********/
/**** DEFAULT ERROR CHECKER ****/
/**
* \class default_error_checker
* \brief The default error checker to be used with Runge-Kutta error steppers
*
* This class provides the default mechanism to compare the error estimates
* reported by Runge-Kutta error steppers with user defined error bounds.
* It is used by the controlled_runge_kutta steppers.
*
* \tparam Value The value type.
* \tparam Algebra The algebra type.
* \tparam Operations The operations type.
*/
/**
* \fn default_error_checker( value_type eps_abs , value_type eps_rel , value_type a_x , value_type a_dxdt )
* \brief Constructs the error checker.
*
* The error is calculated as follows: ????
*
* \param eps_abs Absolute tolerance level.
* \param eps_rel Relative tolerance level.
* \param a_x Factor for the weight of the state.
* \param a_dxdt Factor for the weight of the derivative.
*/
/**
* \fn error( const State &x_old , const Deriv &dxdt_old , Err &x_err , Time dt ) const
* \brief Calculates the error level.
*
* If the returned error level is greater than 1, the estimated error was
* larger than the permitted error bounds and the step should be repeated
* with a smaller step size.
*
* \param x_old State at the beginning of the step.
* \param dxdt_old Derivative at the beginning of the step.
* \param x_err Error estimate.
* \param dt Time step.
* \return error
*/
/**
* \fn error( algebra_type &algebra , const State &x_old , const Deriv &dxdt_old , Err &x_err , Time dt ) const
* \brief Calculates the error level using a given algebra.
*
* If the returned error level is greater than 1, the estimated error was
* larger than the permitted error bounds and the step should be repeated
* with a smaller step size.
*
* \param algebra The algebra used for calculation of the error.
* \param x_old State at the beginning of the step.
* \param dxdt_old Derivative at the beginning of the step.
* \param x_err Error estimate.
* \param dt Time step.
* \return error
*/
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_CONTROLLED_RUNGE_KUTTA_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/controlled_step_result.hpp
[begin_description]
Defines the result type for all controlled stepper.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_CONTROLLED_STEP_RESULT_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_CONTROLLED_STEP_RESULT_HPP_INCLUDED
namespace boost {
namespace numeric {
namespace odeint {
/**
* \enum controlled_step_result
*
* \brief Enum representing the return values of the controlled steppers.
*/
typedef enum
{
success , /**< The trial step was successful, hence the state and the time have been advanced. */
fail /**< The step was not successful and might possibly be repeated with a small step size. */
} controlled_step_result;
} // namespace odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_CONTROLLED_STEP_RESULT_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/dense_output_runge_kutta.hpp
[begin_description]
Implementation of the Dense-output stepper for all steppers. Note, that this class does
not computes the result but serves as an interface.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_DENSE_OUTPUT_RUNGE_KUTTA_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_DENSE_OUTPUT_RUNGE_KUTTA_HPP_INCLUDED
#include <utility>
#include <stdexcept>
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/util/copy.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template< class Stepper , class StepperCategory = typename Stepper::stepper_category >
class dense_output_runge_kutta;
/**
* \brief The class representing dense-output Runge-Kutta steppers.
* \note In this stepper, the initialize method has to be called before using
* the do_step method.
*
* The dense-output functionality allows to interpolate the solution between
* subsequent integration points using intermediate results obtained during the
* computation. This version works based on a normal stepper without step-size
* control.
*
*
* \tparam Stepper The stepper type of the underlying algorithm.
*/
template< class Stepper >
class dense_output_runge_kutta< Stepper , stepper_tag >
{
public:
/*
* We do not need all typedefs.
*/
typedef Stepper stepper_type;
typedef typename stepper_type::state_type state_type;
typedef typename stepper_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_type::value_type value_type;
typedef typename stepper_type::deriv_type deriv_type;
typedef typename stepper_type::wrapped_deriv_type wrapped_deriv_type;
typedef typename stepper_type::time_type time_type;
typedef typename stepper_type::algebra_type algebra_type;
typedef typename stepper_type::operations_type operations_type;
typedef typename stepper_type::resizer_type resizer_type;
typedef dense_output_stepper_tag stepper_category;
typedef dense_output_runge_kutta< Stepper > dense_output_stepper_type;
/**
* \brief Constructs the dense_output_runge_kutta class. An instance of the
* underlying stepper can be provided.
* \param stepper An instance of the underlying stepper.
*/
dense_output_runge_kutta( const stepper_type &stepper = stepper_type() )
: m_stepper( stepper ) , m_resizer() ,
m_x1() , m_x2() , m_current_state_x1( true ) ,
m_t() , m_t_old() , m_dt()
{ }
/**
* \brief Initializes the stepper. Has to be called before do_step can be
* used to set the initial conditions and the step size.
* \param x0 The initial state of the ODE which should be solved.
* \param t0 The initial time, at which the step should be performed.
* \param dt0 The step size.
*/
template< class StateType >
void initialize( const StateType &x0 , time_type t0 , time_type dt0 )
{
m_resizer.adjust_size( x0 , detail::bind( &dense_output_stepper_type::template resize_impl< StateType > , detail::ref( *this ) , detail::_1 ) );
boost::numeric::odeint::copy( x0 , get_current_state() );
m_t = t0;
m_dt = dt0;
}
/**
* \brief Does one time step.
* \note initialize has to be called before using this method to set the
* initial conditions x,t and the stepsize.
* \param system The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the
* Simple System concept.
* \return Pair with start and end time of the integration step.
*/
template< class System >
std::pair< time_type , time_type > do_step( System system )
{
m_stepper.do_step( system , get_current_state() , m_t , get_old_state() , m_dt );
m_t_old = m_t;
m_t += m_dt;
toggle_current_state();
return std::make_pair( m_t_old , m_dt );
}
/*
* The next two overloads are needed to solve the forwarding problem
*/
/**
* \brief Calculates the solution at an intermediate point.
* \param t The time at which the solution should be calculated, has to be
* in the current time interval.
* \param x The output variable where the result is written into.
*/
template< class StateOut >
void calc_state( time_type t , StateOut &x ) const
{
m_stepper.calc_state( x , t , get_old_state() , m_t_old , get_current_state() , m_t );
}
/**
* \brief Calculates the solution at an intermediate point. Solves the forwarding problem
* \param t The time at which the solution should be calculated, has to be
* in the current time interval.
* \param x The output variable where the result is written into, can be a boost range.
*/
template< class StateOut >
void calc_state( time_type t , const StateOut &x ) const
{
m_stepper.calc_state( x , t , get_old_state() , m_t_old , get_current_state() , m_t );
}
/**
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
template< class StateType >
void adjust_size( const StateType &x )
{
resize_impl( x );
m_stepper.stepper().resize( x );
}
/**
* \brief Returns the current state of the solution.
* \return The current state of the solution x(t).
*/
const state_type& current_state( void ) const
{
return get_current_state();
}
/**
* \brief Returns the current time of the solution.
* \return The current time of the solution t.
*/
time_type current_time( void ) const
{
return m_t;
}
/**
* \brief Returns the last state of the solution.
* \return The last state of the solution x(t-dt).
*/
const state_type& previous_state( void ) const
{
return get_old_state();
}
/**
* \brief Returns the last time of the solution.
* \return The last time of the solution t-dt.
*/
time_type previous_time( void ) const
{
return m_t_old;
}
private:
state_type& get_current_state( void )
{
return m_current_state_x1 ? m_x1.m_v : m_x2.m_v ;
}
const state_type& get_current_state( void ) const
{
return m_current_state_x1 ? m_x1.m_v : m_x2.m_v ;
}
state_type& get_old_state( void )
{
return m_current_state_x1 ? m_x2.m_v : m_x1.m_v ;
}
const state_type& get_old_state( void ) const
{
return m_current_state_x1 ? m_x2.m_v : m_x1.m_v ;
}
void toggle_current_state( void )
{
m_current_state_x1 = ! m_current_state_x1;
}
template< class StateIn >
bool resize_impl( const StateIn &x )
{
bool resized = false;
resized |= adjust_size_by_resizeability( m_x1 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_x2 , x , typename is_resizeable<state_type>::type() );
return resized;
}
stepper_type m_stepper;
resizer_type m_resizer;
wrapped_state_type m_x1 , m_x2;
bool m_current_state_x1; // if true, the current state is m_x1
time_type m_t , m_t_old , m_dt;
};
/**
* \brief The class representing dense-output Runge-Kutta steppers with FSAL property.
*
* The interface is the same as for dense_output_runge_kutta< Stepper , stepper_tag >.
* This class provides dense output functionality based on methods with step size controlled
*
*
* \tparam Stepper The stepper type of the underlying algorithm.
*/
template< class Stepper >
class dense_output_runge_kutta< Stepper , explicit_controlled_stepper_fsal_tag >
{
public:
/*
* We do not need all typedefs.
*/
typedef Stepper controlled_stepper_type;
typedef typename controlled_stepper_type::stepper_type stepper_type;
typedef typename stepper_type::state_type state_type;
typedef typename stepper_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_type::value_type value_type;
typedef typename stepper_type::deriv_type deriv_type;
typedef typename stepper_type::wrapped_deriv_type wrapped_deriv_type;
typedef typename stepper_type::time_type time_type;
typedef typename stepper_type::algebra_type algebra_type;
typedef typename stepper_type::operations_type operations_type;
typedef typename stepper_type::resizer_type resizer_type;
typedef dense_output_stepper_tag stepper_category;
typedef dense_output_runge_kutta< Stepper > dense_output_stepper_type;
dense_output_runge_kutta( const controlled_stepper_type &stepper = controlled_stepper_type() )
: m_stepper( stepper ) , m_resizer() ,
m_current_state_x1( true ) ,
m_x1() , m_x2() , m_dxdt1() , m_dxdt2() ,
m_t() , m_t_old() , m_dt() ,
m_is_deriv_initialized( false )
{ }
template< class StateType >
void initialize( const StateType &x0 , time_type t0 , time_type dt0 )
{
m_resizer.adjust_size( x0 , detail::bind( &dense_output_stepper_type::template resize< StateType > , detail::ref( *this ) , detail::_1 ) );
boost::numeric::odeint::copy( x0 , get_current_state() );
m_t = t0;
m_dt = dt0;
m_is_deriv_initialized = false;
}
template< class System >
std::pair< time_type , time_type > do_step( System system )
{
const size_t max_count = 1000;
if( !m_is_deriv_initialized )
{
typename odeint::unwrap_reference< System >::type &sys = system;
sys( get_current_state() , get_current_deriv() , m_t );
m_is_deriv_initialized = true;
}
controlled_step_result res = fail;
m_t_old = m_t;
size_t count = 0;
do
{
res = m_stepper.try_step( system , get_current_state() , get_current_deriv() , m_t ,
get_old_state() , get_old_deriv() , m_dt );
if( count++ == max_count )
throw std::overflow_error( "dense_output_controlled_explicit : too much iterations!");
}
while( res == fail );
toggle_current_state();
return std::make_pair( m_t_old , m_t );
}
/*
* The two overloads are needed in order to solve the forwarding problem.
*/
template< class StateOut >
void calc_state( time_type t , StateOut &x ) const
{
m_stepper.stepper().calc_state( t , x , get_old_state() , get_old_deriv() , m_t_old ,
get_current_state() , get_current_deriv() , m_t );
}
template< class StateOut >
void calc_state( time_type t , const StateOut &x ) const
{
m_stepper.stepper().calc_state( t , x , get_old_state() , get_old_deriv() , m_t_old ,
get_current_state() , get_current_deriv() , m_t );
}
template< class StateIn >
bool resize( const StateIn &x )
{
bool resized = false;
resized |= adjust_size_by_resizeability( m_x1 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_x2 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_dxdt1 , x , typename is_resizeable<deriv_type>::type() );
resized |= adjust_size_by_resizeability( m_dxdt2 , x , typename is_resizeable<deriv_type>::type() );
return resized;
}
template< class StateType >
void adjust_size( const StateType &x )
{
resize( x );
m_stepper.stepper().resize( x );
}
const state_type& current_state( void ) const
{
return get_current_state();
}
time_type current_time( void ) const
{
return m_t;
}
const state_type& previous_state( void ) const
{
return get_old_state();
}
time_type previous_time( void ) const
{
return m_t_old;
}
time_type current_time_step( void ) const
{
return m_dt;
}
private:
state_type& get_current_state( void )
{
return m_current_state_x1 ? m_x1.m_v : m_x2.m_v ;
}
const state_type& get_current_state( void ) const
{
return m_current_state_x1 ? m_x1.m_v : m_x2.m_v ;
}
state_type& get_old_state( void )
{
return m_current_state_x1 ? m_x2.m_v : m_x1.m_v ;
}
const state_type& get_old_state( void ) const
{
return m_current_state_x1 ? m_x2.m_v : m_x1.m_v ;
}
deriv_type& get_current_deriv( void )
{
return m_current_state_x1 ? m_dxdt1.m_v : m_dxdt2.m_v ;
}
const deriv_type& get_current_deriv( void ) const
{
return m_current_state_x1 ? m_dxdt1.m_v : m_dxdt2.m_v ;
}
deriv_type& get_old_deriv( void )
{
return m_current_state_x1 ? m_dxdt2.m_v : m_dxdt1.m_v ;
}
const deriv_type& get_old_deriv( void ) const
{
return m_current_state_x1 ? m_dxdt2.m_v : m_dxdt1.m_v ;
}
void toggle_current_state( void )
{
m_current_state_x1 = ! m_current_state_x1;
}
controlled_stepper_type m_stepper;
resizer_type m_resizer;
bool m_current_state_x1;
wrapped_state_type m_x1 , m_x2;
wrapped_deriv_type m_dxdt1 , m_dxdt2;
time_type m_t , m_t_old , m_dt;
bool m_is_deriv_initialized;
};
} // namespace odeint
} // namespace numeric
} // namespace boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_DENSE_OUTPUT_RUNGE_KUTTA_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/detail/adams_bashforth_call_algebra.hpp
[begin_description]
Algebra caller for the Adams Bashforth stepper.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_ADAMS_BASHFORTH_CALL_ALGEBRA_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_ADAMS_BASHFORTH_CALL_ALGEBRA_HPP_INCLUDED
#include <boost/assert.hpp>
namespace boost {
namespace numeric {
namespace odeint {
namespace detail {
template< size_t Step , class Algebra , class Operations >
struct adams_bashforth_call_algebra;
template< class Algebra , class Operations >
struct adams_bashforth_call_algebra< 1 , Algebra , Operations >
{
template< class StateIn , class StateOut , class StepStorage , class Coefficients , class Time >
void operator()( Algebra &algebra , const StateIn &in , StateOut &out , const StepStorage &steps , const Coefficients &coef , Time dt ) const
{
typedef typename Coefficients::value_type value_type;
algebra.for_each3( out , in , steps[0].m_v , typename Operations::template scale_sum2< value_type , Time >( 1.0 , dt * coef[0] ) );
}
};
template< class Algebra , class Operations >
struct adams_bashforth_call_algebra< 2 , Algebra , Operations >
{
template< class StateIn , class StateOut , class StepStorage , class Coefficients , class Time >
void operator()( Algebra &algebra , const StateIn &in , StateOut &out , const StepStorage &steps , const Coefficients &coef , Time dt ) const
{
typedef typename Coefficients::value_type value_type;
algebra.for_each4( out , in , steps[0].m_v , steps[1].m_v ,
typename Operations::template scale_sum3< value_type , Time , Time >( 1.0 , dt * coef[0] , dt * coef[1] ) );
}
};
template< class Algebra , class Operations >
struct adams_bashforth_call_algebra< 3 , Algebra , Operations >
{
template< class StateIn , class StateOut , class StepStorage , class Coefficients , class Time >
void operator()( Algebra &algebra , const StateIn &in , StateOut &out , const StepStorage &steps , const Coefficients &coef , Time dt ) const
{
typedef typename Coefficients::value_type value_type;
algebra.for_each5( out , in , steps[0].m_v , steps[1].m_v , steps[2].m_v ,
typename Operations::template scale_sum4< value_type , Time , Time , Time >( 1.0 , dt * coef[0] , dt * coef[1] , dt * coef[2] ) );
}
};
template< class Algebra , class Operations >
struct adams_bashforth_call_algebra< 4 , Algebra , Operations >
{
template< class StateIn , class StateOut , class StepStorage , class Coefficients , class Time >
void operator()( Algebra &algebra , const StateIn &in , StateOut &out , const StepStorage &steps , const Coefficients &coef , Time dt ) const
{
typedef typename Coefficients::value_type value_type;
algebra.for_each6( out , in , steps[0].m_v , steps[1].m_v , steps[2].m_v , steps[3].m_v ,
typename Operations::template scale_sum5< value_type , Time , Time , Time >(
1.0 , dt * coef[0] , dt * coef[1] , dt * coef[2] , dt * coef[3] ) );
}
};
template< class Algebra , class Operations >
struct adams_bashforth_call_algebra< 5 , Algebra , Operations >
{
template< class StateIn , class StateOut , class StepStorage , class Coefficients , class Time >
void operator()( Algebra &algebra , const StateIn &in , StateOut &out , const StepStorage &steps , const Coefficients &coef , Time dt ) const
{
typedef typename Coefficients::value_type value_type;
algebra.for_each7( out , in , steps[0].m_v , steps[1].m_v , steps[2].m_v , steps[3].m_v , steps[4].m_v ,
typename Operations::template scale_sum6< value_type , Time , Time , Time , Time >(
1.0 , dt * coef[0] , dt * coef[1] , dt * coef[2] , dt * coef[3] , dt * coef[4] ) );
}
};
template< class Algebra , class Operations >
struct adams_bashforth_call_algebra< 6 , Algebra , Operations >
{
template< class StateIn , class StateOut , class StepStorage , class Coefficients , class Time >
void operator()( Algebra &algebra , const StateIn &in , StateOut &out , const StepStorage &steps , const Coefficients &coef , Time dt ) const
{
typedef typename Coefficients::value_type value_type;
algebra.for_each8( out , in , steps[0].m_v , steps[1].m_v , steps[2].m_v , steps[3].m_v , steps[4].m_v , steps[5].m_v ,
typename Operations::template scale_sum7< value_type , Time , Time , Time , Time , Time >(
1.0 , dt * coef[0] , dt * coef[1] , dt * coef[2] , dt * coef[3] , dt * coef[4] , dt * coef[5] ) );
}
};
template< class Algebra , class Operations >
struct adams_bashforth_call_algebra< 7 , Algebra , Operations >
{
template< class StateIn , class StateOut , class StepStorage , class Coefficients , class Time >
void operator()( Algebra &algebra , const StateIn &in , StateOut &out , const StepStorage &steps , const Coefficients &coef , Time dt ) const
{
BOOST_ASSERT( false ); // not implemented
// typedef typename Coefficients::value_type value_type;
// Algebra::for_each9( out , in , steps[0] , steps[1] , steps[2] , steps[3] , steps[4] , steps[5] , steps[6]
// typename Operations::template scale_sum8< value_type , Time , Time , Time , Time , Time , Time >(
// 1.0 , dt * coef[0] , dt * coef[1] , dt * coef[2] , dt * coef[3] , dt * coef[4] , dt * coef[5] , dt * coef[6] ) );
}
};
template< class Algebra , class Operations >
struct adams_bashforth_call_algebra< 8 , Algebra , Operations >
{
template< class StateIn , class StateOut , class StepStorage , class Coefficients , class Time >
void operator()( Algebra &algebra , const StateIn &in , StateOut &out , const StepStorage &steps , const Coefficients &coef , Time dt ) const
{
BOOST_ASSERT( false ); // not implemented
// typedef typename Coefficients::value_type value_type;
// Algebra::for_each10( out , in , steps[0] , steps[1] , steps[2] , steps[3] , steps[4] , steps[5] , steps[6] , steps[7] ,
// typename Operations::template scale_sum9< value_type , Time , Time , Time , Time , Time , Time , Time >(
// 1.0 , dt * coef[0] , dt * coef[1] , dt * coef[2] , dt * coef[3] , dt * coef[4] , dt * coef[5] , dt * coef[6] , dt * coef[7] ) );
}
};
} // detail
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_ADAMS_BASHFORTH_CALL_ALGEBRA_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/detail/adams_bashforth_coefficients.hpp
[begin_description]
Definition of the coefficients for the Adams-Bashforth method.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_ADAMS_BASHFORTH_COEFFICIENTS_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_ADAMS_BASHFORTH_COEFFICIENTS_HPP_INCLUDED
#include <boost/array.hpp>
namespace boost {
namespace numeric {
namespace odeint {
namespace detail {
template< class Value , size_t Steps >
class adams_bashforth_coefficients ;
template< class Value >
class adams_bashforth_coefficients< Value , 1 > : public boost::array< Value , 1 >
{
public:
adams_bashforth_coefficients( void )
: boost::array< Value , 1 >()
{
(*this)[0] = static_cast< Value >( 1 );
}
};
template< class Value >
class adams_bashforth_coefficients< Value , 2 > : public boost::array< Value , 2 >
{
public:
adams_bashforth_coefficients( void )
: boost::array< Value , 2 >()
{
(*this)[0] = static_cast< Value >( 3 ) / static_cast< Value >( 2 );
(*this)[1] = -static_cast< Value >( 1 ) / static_cast< Value >( 2 );
}
};
template< class Value >
class adams_bashforth_coefficients< Value , 3 > : public boost::array< Value , 3 >
{
public:
adams_bashforth_coefficients( void )
: boost::array< Value , 3 >()
{
(*this)[0] = static_cast< Value >( 23 ) / static_cast< Value >( 12 );
(*this)[1] = -static_cast< Value >( 4 ) / static_cast< Value >( 3 );
(*this)[2] = static_cast< Value >( 5 ) / static_cast< Value >( 12 );
}
};
template< class Value >
class adams_bashforth_coefficients< Value , 4 > : public boost::array< Value , 4 >
{
public:
adams_bashforth_coefficients( void )
: boost::array< Value , 4 >()
{
(*this)[0] = static_cast< Value >( 55 ) / static_cast< Value >( 24 );
(*this)[1] = -static_cast< Value >( 59 ) / static_cast< Value >( 24 );
(*this)[2] = static_cast< Value >( 37 ) / static_cast< Value >( 24 );
(*this)[3] = -static_cast< Value >( 3 ) / static_cast< Value >( 8 );
}
};
template< class Value >
class adams_bashforth_coefficients< Value , 5 > : public boost::array< Value , 5 >
{
public:
adams_bashforth_coefficients( void )
: boost::array< Value , 5 >()
{
(*this)[0] = static_cast< Value >( 1901 ) / static_cast< Value >( 720 );
(*this)[1] = -static_cast< Value >( 1387 ) / static_cast< Value >( 360 );
(*this)[2] = static_cast< Value >( 109 ) / static_cast< Value >( 30 );
(*this)[3] = -static_cast< Value >( 637 ) / static_cast< Value >( 360 );
(*this)[4] = static_cast< Value >( 251 ) / static_cast< Value >( 720 );
}
};
template< class Value >
class adams_bashforth_coefficients< Value , 6 > : public boost::array< Value , 6 >
{
public:
adams_bashforth_coefficients( void )
: boost::array< Value , 6 >()
{
(*this)[0] = static_cast< Value >( 4277 ) / static_cast< Value >( 1440 );
(*this)[1] = -static_cast< Value >( 2641 ) / static_cast< Value >( 480 );
(*this)[2] = static_cast< Value >( 4991 ) / static_cast< Value >( 720 );
(*this)[3] = -static_cast< Value >( 3649 ) / static_cast< Value >( 720 );
(*this)[4] = static_cast< Value >( 959 ) / static_cast< Value >( 480 );
(*this)[5] = -static_cast< Value >( 95 ) / static_cast< Value >( 288 );
}
};
template< class Value >
class adams_bashforth_coefficients< Value , 7 > : public boost::array< Value , 7 >
{
public:
adams_bashforth_coefficients( void )
: boost::array< Value , 7 >()
{
(*this)[0] = static_cast< Value >( 198721 ) / static_cast< Value >( 60480 );
(*this)[1] = -static_cast< Value >( 18637 ) / static_cast< Value >( 2520 );
(*this)[2] = static_cast< Value >( 235183 ) / static_cast< Value >( 20160 );
(*this)[3] = -static_cast< Value >( 10754 ) / static_cast< Value >( 945 );
(*this)[4] = static_cast< Value >( 135713 ) / static_cast< Value >( 20160 );
(*this)[5] = -static_cast< Value >( 5603 ) / static_cast< Value >( 2520 );
(*this)[6] = static_cast< Value >( 19087 ) / static_cast< Value >( 60480 );
}
};
template< class Value >
class adams_bashforth_coefficients< Value , 8 > : public boost::array< Value , 8 >
{
public:
adams_bashforth_coefficients( void )
: boost::array< Value , 8 >()
{
(*this)[0] = static_cast< Value >( 16083 ) / static_cast< Value >( 4480 );
(*this)[1] = -static_cast< Value >( 1152169 ) / static_cast< Value >( 120960 );
(*this)[2] = static_cast< Value >( 242653 ) / static_cast< Value >( 13440 );
(*this)[3] = -static_cast< Value >( 296053 ) / static_cast< Value >( 13440 );
(*this)[4] = static_cast< Value >( 2102243 ) / static_cast< Value >( 120960 );
(*this)[5] = -static_cast< Value >( 115747 ) / static_cast< Value >( 13440 );
(*this)[6] = static_cast< Value >( 32863 ) / static_cast< Value >( 13440 );
(*this)[7] = -static_cast< Value >( 5257 ) / static_cast< Value >( 17280 );
}
};
} // detail
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_ADAMS_BASHFORTH_COEFFICIENTS_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/detail/adams_moulton_call_algebra.hpp
[begin_description]
Algebra caller for the Adams Moulton method.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_ADAMS_MOULTON_CALL_ALGEBRA_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_ADAMS_MOULTON_CALL_ALGEBRA_HPP_INCLUDED
#include <boost/assert.hpp>
namespace boost {
namespace numeric {
namespace odeint {
namespace detail {
template< size_t Step , class Algebra , class Operations >
struct adams_moulton_call_algebra;
template< class Algebra , class Operations >
struct adams_moulton_call_algebra< 1 , Algebra , Operations >
{
template< class StateIn , class StateOut , class DerivIn , class StepStorage , class Coefficients , class Time >
void operator()( Algebra &algebra , const StateIn &in , StateOut &out , const DerivIn &dxdt , const StepStorage &steps , const Coefficients &coef , Time dt ) const
{
typedef typename Coefficients::value_type value_type;
algebra.for_each3( out , in , dxdt , typename Operations::template scale_sum2< value_type , Time >( 1.0 , dt * coef[0] ) );
}
};
template< class Algebra , class Operations >
struct adams_moulton_call_algebra< 2 , Algebra , Operations >
{
template< class StateIn , class StateOut , class DerivIn , class StepStorage , class Coefficients , class Time >
void operator()( Algebra &algebra , const StateIn &in , StateOut &out , const DerivIn &dxdt , const StepStorage &steps , const Coefficients &coef , Time dt ) const
{
typedef typename Coefficients::value_type value_type;
algebra.for_each4( out , in , dxdt , steps[0].m_v ,
typename Operations::template scale_sum3< value_type , Time , Time >( 1.0 , dt * coef[0] , dt * coef[1] ) );
}
};
template< class Algebra , class Operations >
struct adams_moulton_call_algebra< 3 , Algebra , Operations >
{
template< class StateIn , class StateOut , class DerivIn , class StepStorage , class Coefficients , class Time >
void operator()( Algebra &algebra , const StateIn &in , StateOut &out , const DerivIn &dxdt , const StepStorage &steps , const Coefficients &coef , Time dt ) const
{
typedef typename Coefficients::value_type value_type;
algebra.for_each5( out , in , dxdt , steps[0].m_v , steps[1].m_v ,
typename Operations::template scale_sum4< value_type , Time , Time >( 1.0 , dt * coef[0] , dt * coef[1] , dt * coef[2] ) );
}
};
template< class Algebra , class Operations >
struct adams_moulton_call_algebra< 4 , Algebra , Operations >
{
template< class StateIn , class StateOut , class DerivIn , class StepStorage , class Coefficients , class Time >
void operator()( Algebra &algebra , const StateIn &in , StateOut &out , const DerivIn &dxdt , const StepStorage &steps , const Coefficients &coef , Time dt ) const
{
typedef typename Coefficients::value_type value_type;
algebra.for_each6( out , in , dxdt , steps[0].m_v , steps[1].m_v , steps[2].m_v ,
typename Operations::template scale_sum5< value_type , Time , Time , Time >(
1.0 , dt * coef[0] , dt * coef[1] , dt * coef[2] , dt * coef[3] ) );
}
};
template< class Algebra , class Operations >
struct adams_moulton_call_algebra< 5 , Algebra , Operations >
{
template< class StateIn , class StateOut , class DerivIn , class StepStorage , class Coefficients , class Time >
void operator()( Algebra &algebra , const StateIn &in , StateOut &out , const DerivIn &dxdt , const StepStorage &steps , const Coefficients &coef , Time dt ) const
{
typedef typename Coefficients::value_type value_type;
algebra.for_each7( out , in , dxdt , steps[0].m_v , steps[1].m_v , steps[2].m_v , steps[3].m_v ,
typename Operations::template scale_sum6< value_type , Time , Time , Time , Time >(
1.0 , dt * coef[0] , dt * coef[1] , dt * coef[2] , dt * coef[3] , dt * coef[4] ) );
}
};
template< class Algebra , class Operations >
struct adams_moulton_call_algebra< 6 , Algebra , Operations >
{
template< class StateIn , class StateOut , class DerivIn , class StepStorage , class Coefficients , class Time >
void operator()( Algebra &algebra , const StateIn &in , StateOut &out , const DerivIn &dxdt , const StepStorage &steps , const Coefficients &coef , Time dt ) const
{
typedef typename Coefficients::value_type value_type;
algebra.for_each8( out , in , dxdt , steps[0].m_v , steps[1].m_v , steps[2].m_v , steps[3].m_v , steps[4].m_v ,
typename Operations::template scale_sum7< value_type , Time , Time , Time , Time , Time >(
1.0 , dt * coef[0] , dt * coef[1] , dt * coef[2] , dt * coef[3] , dt * coef[4] , dt * coef[5] ) );
}
};
template< class Algebra , class Operations >
struct adams_moulton_call_algebra< 7 , Algebra , Operations >
{
template< class StateIn , class StateOut , class DerivIn , class StepStorage , class Coefficients , class Time >
void operator()( Algebra &algebra , const StateIn &in , StateOut &out , const DerivIn &dxdt , const StepStorage &steps , const Coefficients &coef , Time dt ) const
{
BOOST_ASSERT( false ); // not implemented
}
};
template< class Algebra , class Operations >
struct adams_moulton_call_algebra< 8 , Algebra , Operations >
{
template< class StateIn , class StateOut , class DerivIn , class StepStorage , class Coefficients , class Time >
void operator()( Algebra &algebra , const StateIn &in , StateOut &out , const DerivIn &dxdt , const StepStorage &steps , const Coefficients &coef , Time dt ) const
{
BOOST_ASSERT( false ); // not implemented
}
};
} // detail
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_ADAMS_MOULTON_CALL_ALGEBRA_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/detail/adams_moulton_coefficients.hpp
[begin_description]
Coefficients for the Adams Moulton method.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_ADAMS_MOULTON_COEFFICIENTS_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_ADAMS_MOULTON_COEFFICIENTS_HPP_INCLUDED
#include <boost/array.hpp>
namespace boost {
namespace numeric {
namespace odeint {
namespace detail {
template< class Value , size_t Steps >
class adams_moulton_coefficients ;
template< class Value >
class adams_moulton_coefficients< Value , 1 > : public boost::array< Value , 1 >
{
public:
adams_moulton_coefficients( void )
: boost::array< Value , 1 >()
{
(*this)[0] = static_cast< Value >( 1 );
}
};
template< class Value >
class adams_moulton_coefficients< Value , 2 > : public boost::array< Value , 2 >
{
public:
adams_moulton_coefficients( void )
: boost::array< Value , 2 >()
{
(*this)[0] = static_cast< Value >( 1 ) / static_cast< Value >( 2 );
(*this)[1] = static_cast< Value >( 1 ) / static_cast< Value >( 2 );
}
};
template< class Value >
class adams_moulton_coefficients< Value , 3 > : public boost::array< Value , 3 >
{
public:
adams_moulton_coefficients( void )
: boost::array< Value , 3 >()
{
(*this)[0] = static_cast< Value >( 5 ) / static_cast< Value >( 12 );
(*this)[1] = static_cast< Value >( 2 ) / static_cast< Value >( 3 );
(*this)[2] = -static_cast< Value >( 1 ) / static_cast< Value >( 12 );
}
};
template< class Value >
class adams_moulton_coefficients< Value , 4 > : public boost::array< Value , 4 >
{
public:
adams_moulton_coefficients( void )
: boost::array< Value , 4 >()
{
(*this)[0] = static_cast< Value >( 3 ) / static_cast< Value >( 8 );
(*this)[1] = static_cast< Value >( 19 ) / static_cast< Value >( 24 );
(*this)[2] = -static_cast< Value >( 5 ) / static_cast< Value >( 24 );
(*this)[3] = static_cast< Value >( 1 ) / static_cast< Value >( 24 );
}
};
template< class Value >
class adams_moulton_coefficients< Value , 5 > : public boost::array< Value , 5 >
{
public:
adams_moulton_coefficients( void )
: boost::array< Value , 5 >()
{
(*this)[0] = static_cast< Value >( 251 ) / static_cast< Value >( 720 );
(*this)[1] = static_cast< Value >( 323 ) / static_cast< Value >( 360 );
(*this)[2] = -static_cast< Value >( 11 ) / static_cast< Value >( 30 );
(*this)[3] = static_cast< Value >( 53 ) / static_cast< Value >( 360 );
(*this)[4] = -static_cast< Value >( 19 ) / static_cast< Value >( 720 );
}
};
template< class Value >
class adams_moulton_coefficients< Value , 6 > : public boost::array< Value , 6 >
{
public:
adams_moulton_coefficients( void )
: boost::array< Value , 6 >()
{
(*this)[0] = static_cast< Value >( 95 ) / static_cast< Value >( 288 );
(*this)[1] = static_cast< Value >( 1427 ) / static_cast< Value >( 1440 );
(*this)[2] = -static_cast< Value >( 133 ) / static_cast< Value >( 240 );
(*this)[3] = static_cast< Value >( 241 ) / static_cast< Value >( 720 );
(*this)[4] = -static_cast< Value >( 173 ) / static_cast< Value >( 1440 );
(*this)[5] = static_cast< Value >( 3 ) / static_cast< Value >( 160 );
}
};
template< class Value >
class adams_moulton_coefficients< Value , 7 > : public boost::array< Value , 7 >
{
public:
adams_moulton_coefficients( void )
: boost::array< Value , 7 >()
{
(*this)[0] = static_cast< Value >( 19087 ) / static_cast< Value >( 60480 );
(*this)[1] = static_cast< Value >( 2713 ) / static_cast< Value >( 2520 );
(*this)[2] = -static_cast< Value >( 15487 ) / static_cast< Value >( 20160 );
(*this)[3] = static_cast< Value >( 586 ) / static_cast< Value >( 945 );
(*this)[4] = -static_cast< Value >( 6737 ) / static_cast< Value >( 20160 );
(*this)[5] = static_cast< Value >( 263 ) / static_cast< Value >( 2520 );
(*this)[6] = -static_cast< Value >( 863 ) / static_cast< Value >( 60480 );
}
};
template< class Value >
class adams_moulton_coefficients< Value , 8 > : public boost::array< Value , 8 >
{
public:
adams_moulton_coefficients( void )
: boost::array< Value , 8 >()
{
(*this)[0] = static_cast< Value >( 5257 ) / static_cast< Value >( 17280 );
(*this)[1] = static_cast< Value >( 139849 ) / static_cast< Value >( 120960 );
(*this)[2] = -static_cast< Value >( 4511 ) / static_cast< Value >( 4480 );
(*this)[3] = static_cast< Value >( 123133 ) / static_cast< Value >( 120960 );
(*this)[4] = -static_cast< Value >( 88547 ) / static_cast< Value >( 120960 );
(*this)[5] = static_cast< Value >( 1537 ) / static_cast< Value >( 4480 );
(*this)[6] = -static_cast< Value >( 11351 ) / static_cast< Value >( 120960 );
(*this)[7] = static_cast< Value >( 275 ) / static_cast< Value >( 24192 );
}
};
} // detail
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_ADAMS_MOULTON_COEFFICIENTS_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/detail/generic_rk_algorithm.hpp
[begin_description]
Implementation of the generic Runge-Kutta method.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_GENERIC_RK_ALGORITHM_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_GENERIC_RK_ALGORITHM_HPP_INCLUDED
#include <boost/static_assert.hpp>
#include <boost/mpl/vector.hpp>
#include <boost/mpl/push_back.hpp>
#include <boost/mpl/for_each.hpp>
#include <boost/mpl/range_c.hpp>
#include <boost/mpl/copy.hpp>
#include <boost/mpl/size_t.hpp>
#include <boost/fusion/algorithm.hpp>
#include <boost/fusion/iterator.hpp>
#include <boost/fusion/mpl.hpp>
#include <boost/fusion/sequence.hpp>
#include <boost/array.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/numeric/odeint/stepper/detail/generic_rk_call_algebra.hpp>
#include <boost/numeric/odeint/stepper/detail/generic_rk_operations.hpp>
#include <boost/numeric/odeint/util/bind.hpp>
namespace boost {
namespace numeric {
namespace odeint {
namespace detail {
template< class T , class Constant >
struct array_wrapper
{
typedef const typename boost::array< T , Constant::value > type;
};
template< class T , size_t i >
struct stage
{
T c;
boost::array< T , i > a;
};
template< class T , class Constant >
struct stage_wrapper
{
typedef stage< T , Constant::value > type;
};
template<
size_t StageCount,
class Value = double ,
class Algebra = range_algebra,
class Operations = default_operations
>
class generic_rk_algorithm {
public:
typedef mpl::range_c< size_t , 1 , StageCount > stage_indices;
typedef typename boost::fusion::result_of::as_vector
<
typename boost::mpl::copy
<
stage_indices ,
boost::mpl::inserter
<
boost::mpl::vector0< > ,
boost::mpl::push_back< boost::mpl::_1 , array_wrapper< Value , boost::mpl::_2 > >
>
>::type
>::type coef_a_type;
typedef boost::array< Value , StageCount > coef_b_type;
typedef boost::array< Value , StageCount > coef_c_type;
typedef typename boost::fusion::result_of::as_vector
<
typename boost::mpl::push_back
<
typename boost::mpl::copy
<
stage_indices,
boost::mpl::inserter
<
boost::mpl::vector0<> ,
boost::mpl::push_back< boost::mpl::_1 , stage_wrapper< Value , boost::mpl::_2 > >
>
>::type ,
stage< Value , StageCount >
>::type
>::type stage_vector_base;
struct stage_vector : public stage_vector_base
{
struct do_insertion
{
stage_vector_base &m_base;
const coef_a_type &m_a;
const coef_c_type &m_c;
do_insertion( stage_vector_base &base , const coef_a_type &a , const coef_c_type &c )
: m_base( base ) , m_a( a ) , m_c( c ) { }
template< class Index >
void operator()( Index ) const
{
//boost::fusion::at< Index >( m_base ) = stage< double , Index::value+1 , intermediate_stage >( m_c[ Index::value ] , boost::fusion::at< Index >( m_a ) );
boost::fusion::at< Index >( m_base ).c = m_c[ Index::value ];
boost::fusion::at< Index >( m_base ).a = boost::fusion::at< Index >( m_a );
}
};
struct print_butcher
{
const stage_vector_base &m_base;
std::ostream &m_os;
print_butcher( const stage_vector_base &base , std::ostream &os )
: m_base( base ) , m_os( os )
{ }
template<class Index>
void operator()(Index) const {
m_os << boost::fusion::at<Index>(m_base).c << " | ";
for( size_t i=0 ; i<Index::value ; ++i )
m_os << boost::fusion::at<Index>(m_base).a[i] << " ";
m_os << std::endl;
}
};
stage_vector( const coef_a_type &a , const coef_b_type &b , const coef_c_type &c )
{
typedef boost::mpl::range_c< size_t , 0 , StageCount-1 > indices;
boost::mpl::for_each< indices >( do_insertion( *this , a , c ) );
boost::fusion::at_c< StageCount - 1 >( *this ).c = c[ StageCount - 1 ];
boost::fusion::at_c< StageCount - 1 >( *this ).a = b;
}
void print( std::ostream &os ) const
{
typedef boost::mpl::range_c< size_t , 0 , StageCount > indices;
boost::mpl::for_each< indices >( print_butcher( *this , os ) );
}
};
template< class System , class StateIn , class StateTemp , class DerivIn , class Deriv ,
class StateOut , class Time >
struct calculate_stage
{
Algebra &algebra;
System &system;
const StateIn &x;
StateTemp &x_tmp;
StateOut &x_out;
const DerivIn &dxdt;
Deriv *F;
Time t;
Time dt;
calculate_stage( Algebra &_algebra , System &_system , const StateIn &_x , const DerivIn &_dxdt , StateOut &_out ,
StateTemp &_x_tmp , Deriv *_F , Time _t , Time _dt )
: algebra( _algebra ) , system( _system ) , x( _x ) , x_tmp( _x_tmp ) , x_out( _out) , dxdt( _dxdt ) , F( _F ) , t( _t ) , dt( _dt )
{}
template< typename T , size_t stage_number >
void inline operator()( stage< T , stage_number > const &stage ) const
//typename stage_fusion_wrapper< T , mpl::size_t< stage_number > , intermediate_stage >::type const &stage ) const
{
if( stage_number > 1 )
{
#ifdef BOOST_MSVC
#pragma warning( disable : 4307 34 )
#endif
system( x_tmp , F[stage_number-2].m_v , t + stage.c * dt );
#ifdef BOOST_MSVC
#pragma warning( default : 4307 34 )
#endif
}
//std::cout << stage_number-2 << ", t': " << t + stage.c * dt << std::endl;
if( stage_number < StageCount )
detail::template generic_rk_call_algebra< stage_number , Algebra >()( algebra , x_tmp , x , dxdt , F ,
detail::generic_rk_scale_sum< stage_number , Operations , Value , Time >( stage.a , dt) );
// algebra_type::template for_eachn<stage_number>( x_tmp , x , dxdt , F ,
// typename operations_type::template scale_sumn< stage_number , time_type >( stage.a , dt ) );
else
detail::template generic_rk_call_algebra< stage_number , Algebra >()( algebra , x_out , x , dxdt , F ,
detail::generic_rk_scale_sum< stage_number , Operations , Value , Time >( stage.a , dt ) );
// algebra_type::template for_eachn<stage_number>( x_out , x , dxdt , F ,
// typename operations_type::template scale_sumn< stage_number , time_type >( stage.a , dt ) );
}
};
generic_rk_algorithm( const coef_a_type &a , const coef_b_type &b , const coef_c_type &c )
: m_stages( a , b , c )
{ }
template< class System , class StateIn , class DerivIn , class Time , class StateOut , class StateTemp , class Deriv >
void inline do_step( Algebra &algebra , System system , const StateIn &in , const DerivIn &dxdt ,
Time t , StateOut &out , Time dt ,
StateTemp &x_tmp , Deriv F[StageCount-1] ) const
{
typedef typename odeint::unwrap_reference< System >::type unwrapped_system_type;
unwrapped_system_type &sys = system;
boost::fusion::for_each( m_stages , calculate_stage<
unwrapped_system_type , StateIn , StateTemp , DerivIn , Deriv , StateOut , Time >
( algebra , sys , in , dxdt , out , x_tmp , F , t , dt ) );
}
private:
stage_vector m_stages;
};
}
}
}
}
#endif // BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_GENERIC_RK_ALGORITHM_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/detail/generic_rk_call_algebra.hpp
[begin_description]
Algebra caller for the generic Runge-Kutta methods.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_GENERIC_RK_CALL_ALGEBRA_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_GENERIC_RK_CALL_ALGEBRA_HPP_INCLUDED
namespace boost {
namespace numeric {
namespace odeint {
namespace detail {
template< size_t StageNumber , class Algebra >
struct generic_rk_call_algebra;
template< class Algebra >
struct generic_rk_call_algebra< 1 , Algebra >
{
typedef Algebra algebra_type;
template< class S1 , class S2 , class S3 , class S4 , class Op>
void operator()( algebra_type &algebra , S1 &s1 , S2 &s2 , S3 &s3 , S4 * /* s4_array */ , Op op ) const
{
algebra.for_each3( s1 , s2 , s3 , op );
}
template< class S1 , class S2 , class S4 , class Op>
void operator()( algebra_type &algebra , S1 &s1 , S2 &s2 , S4 * /* s4_array */ , Op op ) const
{
algebra.for_each2( s1 , s2 , op );
}
};
template< class Algebra >
struct generic_rk_call_algebra< 2 , Algebra >
{
template< class S1 , class S2 , class S3 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S3 &s3 , S4 s4_array[1] , Op op ) const
{
algebra.for_each4( s1 , s2 , s3 , s4_array[0].m_v , op );
}
template< class S1 , class S2 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S4 s4_array[1] , Op op ) const
{
algebra.for_each3( s1 , s2 , s4_array[0].m_v , op );
}
};
template< class Algebra >
struct generic_rk_call_algebra< 3 , Algebra >
{
template< class S1 , class S2 , class S3 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S3 &s3 , S4 s4_array[2] , Op op ) const
{
algebra.for_each5( s1 , s2 , s3 , s4_array[0].m_v , s4_array[1].m_v , op );
}
template< class S1 , class S2 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S4 s4_array[2] , Op op ) const
{
algebra.for_each4( s1 , s2 , s4_array[0].m_v , s4_array[1].m_v , op );
}
};
template< class Algebra >
struct generic_rk_call_algebra< 4 , Algebra >
{
template< class S1 , class S2 , class S3 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S3 &s3 , S4 s4_array[3] , Op op ) const
{
algebra.for_each6( s1 , s2 , s3 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , op );
}
template< class S1 , class S2 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S4 s4_array[3] , Op op ) const
{
algebra.for_each5( s1 , s2 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , op );
}
};
template< class Algebra >
struct generic_rk_call_algebra< 5 , Algebra >
{
template< class S1 , class S2 , class S3 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S3 &s3 , S4 s4_array[4] , Op op ) const
{
algebra.for_each7( s1 , s2 , s3 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , op );
}
template< class S1 , class S2 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S4 s4_array[4] , Op op ) const
{
algebra.for_each6( s1 , s2 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , op );
}
};
template< class Algebra >
struct generic_rk_call_algebra< 6 , Algebra >
{
template< class S1 , class S2 , class S3 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S3 &s3 , S4 s4_array[5] , Op op ) const
{
algebra.for_each8( s1 , s2 , s3 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , s4_array[4].m_v , op );
}
template< class S1 , class S2 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S4 s4_array[5] , Op op ) const
{
algebra.for_each7( s1 , s2 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , s4_array[4].m_v , op );
}
};
template< class Algebra >
struct generic_rk_call_algebra< 7 , Algebra >
{
template< class S1 , class S2 , class S3 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S3 &s3 , S4 s4_array[6] , Op op ) const
{
algebra.for_each9( s1 , s2 , s3 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , s4_array[4].m_v ,
s4_array[5].m_v , op );
}
template< class S1 , class S2 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S4 s4_array[6] , Op op ) const
{
algebra.for_each8( s1 , s2 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , s4_array[4].m_v ,
s4_array[5].m_v , op );
}
};
template< class Algebra >
struct generic_rk_call_algebra< 8 , Algebra >
{
template< class S1 , class S2 , class S3 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S3 &s3 , S4 s4_array[7] , Op op ) const
{
algebra.for_each10( s1 , s2 , s3 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , s4_array[4].m_v ,
s4_array[5].m_v , s4_array[6].m_v , op );
}
template< class S1 , class S2 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S4 s4_array[7] , Op op ) const
{
algebra.for_each9( s1 , s2 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , s4_array[4].m_v ,
s4_array[5].m_v , s4_array[6].m_v , op );
}
};
template< class Algebra >
struct generic_rk_call_algebra< 9 , Algebra >
{
template< class S1 , class S2 , class S3 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S3 &s3 , S4 s4_array[8] , Op op ) const
{
algebra.for_each11( s1 , s2 , s3 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , s4_array[4].m_v ,
s4_array[5].m_v , s4_array[6].m_v , s4_array[7].m_v , op );
}
template< class S1 , class S2 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S4 s4_array[8] , Op op ) const
{
algebra.for_each10( s1 , s2 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , s4_array[4].m_v ,
s4_array[5].m_v , s4_array[6].m_v , s4_array[7].m_v , op );
}
};
template< class Algebra >
struct generic_rk_call_algebra< 10 , Algebra >
{
template< class S1 , class S2 , class S3 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S3 &s3 , S4 s4_array[9] , Op op ) const
{
algebra.for_each12( s1 , s2 , s3 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , s4_array[4].m_v ,
s4_array[5].m_v , s4_array[6].m_v , s4_array[7].m_v , s4_array[8].m_v , op );
}
template< class S1 , class S2 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S4 s4_array[9] , Op op ) const
{
algebra.for_each11( s1 , s2 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , s4_array[4].m_v ,
s4_array[5].m_v , s4_array[6].m_v , s4_array[7].m_v , s4_array[8].m_v , op );
}
};
template< class Algebra >
struct generic_rk_call_algebra< 11 , Algebra >
{
template< class S1 , class S2 , class S3 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S3 &s3 , S4 s4_array[10] , Op op ) const
{
algebra.for_each13( s1 , s2 , s3 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , s4_array[4].m_v ,
s4_array[5].m_v , s4_array[6].m_v , s4_array[7].m_v , s4_array[8].m_v , s4_array[9].m_v , op );
}
template< class S1 , class S2 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S4 s4_array[10] , Op op ) const
{
algebra.for_each12( s1 , s2 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , s4_array[4].m_v ,
s4_array[5].m_v , s4_array[6].m_v , s4_array[7].m_v , s4_array[8].m_v , s4_array[9].m_v , op );
}
};
template< class Algebra >
struct generic_rk_call_algebra< 12 , Algebra >
{
template< class S1 , class S2 , class S3 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S3 &s3 , S4 s4_array[11] , Op op ) const
{
algebra.for_each14( s1 , s2 , s3 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , s4_array[4].m_v ,
s4_array[5].m_v , s4_array[6].m_v , s4_array[7].m_v , s4_array[8].m_v , s4_array[9].m_v , s4_array[10].m_v , op );
}
template< class S1 , class S2 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S4 s4_array[11] , Op op ) const
{
algebra.for_each13( s1 , s2 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , s4_array[4].m_v ,
s4_array[5].m_v , s4_array[6].m_v , s4_array[7].m_v , s4_array[8].m_v , s4_array[9].m_v , s4_array[10].m_v , op );
}
};
template< class Algebra >
struct generic_rk_call_algebra< 13 , Algebra >
{
template< class S1 , class S2 , class S3 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S3 &s3 , S4 s4_array[12] , Op op ) const
{
algebra.for_each15( s1 , s2 , s3 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , s4_array[4].m_v ,
s4_array[5].m_v , s4_array[6].m_v , s4_array[7].m_v , s4_array[8].m_v , s4_array[9].m_v , s4_array[10].m_v , s4_array[11].m_v , op );
}
template< class S1 , class S2 , class S4 , class Op>
void operator()( Algebra &algebra , S1 &s1 , S2 &s2 , S4 s4_array[12] , Op op ) const
{
algebra.for_each14( s1 , s2 , s4_array[0].m_v , s4_array[1].m_v , s4_array[2].m_v , s4_array[3].m_v , s4_array[4].m_v ,
s4_array[5].m_v , s4_array[6].m_v , s4_array[7].m_v , s4_array[8].m_v , s4_array[9].m_v , s4_array[10].m_v , s4_array[11].m_v , op );
}
};
}
}
}
}
#endif // BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_GENERIC_RK_CALL_ALGEBRA_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/detail/generic_rk_operations.hpp
[begin_description]
Operations caller for the generic Runge Kutta method.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_GENERIC_RK_OPERATIONS_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_GENERIC_RK_OPERATIONS_HPP_INCLUDED
namespace boost {
namespace numeric {
namespace odeint {
namespace detail {
template< size_t StageNumber , class Operations , class Fac , class Time >
struct generic_rk_scale_sum;
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum< 1 , Operations , Fac , Time > : public Operations::template scale_sum2< Fac , Time >
{
generic_rk_scale_sum( const boost::array<Fac,1> &a , Time dt ) : Operations::template scale_sum2< Fac , Time >( 1.0 , a[0]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum< 2 , Operations , Fac , Time > : public Operations::template scale_sum3< Fac , Time >
{
generic_rk_scale_sum( const boost::array<Fac,2> &a , Time dt )
: Operations::template scale_sum3< Fac , Time >( 1.0 , a[0]*dt , a[1]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum< 3 , Operations , Fac , Time > : public Operations::template scale_sum4< Fac , Time >
{
generic_rk_scale_sum( const boost::array<Fac,3> &a , Time dt )
: Operations::template scale_sum4< Fac , Time >( 1.0 , a[0]*dt , a[1]*dt , a[2]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum< 4 , Operations , Fac , Time > : public Operations::template scale_sum5< Fac , Time >
{
generic_rk_scale_sum( const boost::array<Fac,4> &a , Time dt )
: Operations::template scale_sum5< Fac , Time >( 1.0 , a[0]*dt , a[1]*dt , a[2]*dt , a[3]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum< 5 , Operations , Fac , Time > : public Operations::template scale_sum6< Fac , Time >
{
generic_rk_scale_sum( const boost::array<Fac,5> &a , Time dt )
: Operations::template scale_sum6< Fac , Time >( 1.0 , a[0]*dt , a[1]*dt , a[2]*dt , a[3]*dt , a[4]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum< 6 , Operations , Fac , Time > : public Operations::template scale_sum7< Fac , Time >
{
generic_rk_scale_sum( const boost::array<Fac,6> &a , Time dt )
: Operations::template scale_sum7< Fac , Time >( 1.0 , a[0]*dt , a[1]*dt , a[2]*dt , a[3]*dt , a[4]*dt , a[5]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum< 7 , Operations , Fac , Time > : public Operations::template scale_sum8< Fac , Time >
{
generic_rk_scale_sum( const boost::array<Fac,7> &a , Time dt )
: Operations::template scale_sum8< Fac , Time >( 1.0 , a[0]*dt , a[1]*dt , a[2]*dt , a[3]*dt , a[4]*dt , a[5]*dt , a[6]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum< 8 , Operations , Fac , Time > : public Operations::template scale_sum9< Fac , Time >
{
generic_rk_scale_sum( const boost::array<Fac,8> &a , Time dt )
: Operations::template scale_sum9< Fac , Time >( 1.0 , a[0]*dt , a[1]*dt , a[2]*dt , a[3]*dt , a[4]*dt ,
a[5]*dt , a[6]*dt , a[7]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum< 9 , Operations , Fac , Time > : public Operations::template scale_sum10< Fac , Time >
{
generic_rk_scale_sum( const boost::array<Fac,9> &a , Time dt )
: Operations::template scale_sum10< Fac , Time >( 1.0 , a[0]*dt , a[1]*dt , a[2]*dt , a[3]*dt , a[4]*dt ,
a[5]*dt , a[6]*dt , a[7]*dt , a[8]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum< 10 , Operations , Fac , Time > : public Operations::template scale_sum11< Fac , Time >
{
generic_rk_scale_sum( const boost::array<Fac,10> &a , Time dt )
: Operations::template scale_sum11< Fac , Time >( 1.0 , a[0]*dt , a[1]*dt , a[2]*dt , a[3]*dt , a[4]*dt ,
a[5]*dt , a[6]*dt , a[7]*dt , a[8]*dt , a[9]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum< 11 , Operations , Fac , Time > : public Operations::template scale_sum12< Fac , Time >
{
generic_rk_scale_sum( const boost::array<Fac,11> &a , Time dt )
: Operations::template scale_sum12< Fac , Time >( 1.0 , a[0]*dt , a[1]*dt , a[2]*dt , a[3]*dt , a[4]*dt ,
a[5]*dt , a[6]*dt , a[7]*dt , a[8]*dt , a[9]*dt , a[10]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum< 12 , Operations , Fac , Time > : public Operations::template scale_sum13< Fac , Time >
{
generic_rk_scale_sum( const boost::array<Fac,12> &a , Time dt )
: Operations::template scale_sum13< Fac , Time >( 1.0 , a[0]*dt , a[1]*dt , a[2]*dt , a[3]*dt , a[4]*dt ,
a[5]*dt , a[6]*dt , a[7]*dt , a[8]*dt , a[9]*dt , a[10]*dt , a[11]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum< 13 , Operations , Fac , Time > : public Operations::template scale_sum14< Fac , Time >
{
generic_rk_scale_sum( const boost::array<Fac,13> &a , Time dt )
: Operations::template scale_sum14< Fac , Time >( 1.0 , a[0]*dt , a[1]*dt , a[2]*dt , a[3]*dt , a[4]*dt ,
a[5]*dt , a[6]*dt , a[7]*dt , a[8]*dt , a[9]*dt , a[10]*dt , a[11]*dt , a[12]*dt )
{ }
typedef void result_type;
};
// for error estimates
template< size_t StageNumber , class Operations , class Fac , class Time >
struct generic_rk_scale_sum_err;
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum_err< 1 , Operations , Fac , Time > : public Operations::template scale_sum1< Time >
{
generic_rk_scale_sum_err( const boost::array<Fac,1> &a , Time dt ) : Operations::template scale_sum1< Time >( a[0]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum_err< 2 , Operations , Fac , Time > : public Operations::template scale_sum2< Time >
{
generic_rk_scale_sum_err( const boost::array<Fac,2> &a , Time dt )
: Operations::template scale_sum2< Time >( a[0]*dt , a[1]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum_err< 3 , Operations , Fac , Time > : public Operations::template scale_sum3< Time >
{
generic_rk_scale_sum_err( const boost::array<Fac,3> &a , Time dt )
: Operations::template scale_sum3< Time >( a[0]*dt , a[1]*dt , a[2]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum_err< 4 , Operations , Fac , Time > : public Operations::template scale_sum4< Time >
{
generic_rk_scale_sum_err( const boost::array<Fac,4> &a , Time dt )
: Operations::template scale_sum4< Time >( a[0]*dt , a[1]*dt , a[2]*dt , a[3]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum_err< 5 , Operations , Fac , Time > : public Operations::template scale_sum5< Fac >
{
generic_rk_scale_sum_err( const boost::array<Fac,5> &a , Time dt )
: Operations::template scale_sum5< Time >( a[0]*dt , a[1]*dt , a[2]*dt , a[3]*dt , a[4]*dt )
{ }
typedef void result_type;
};
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum_err< 6 , Operations , Fac , Time > : public Operations::template scale_sum6< Time >
{
generic_rk_scale_sum_err( const boost::array<Fac,6> &a , Time dt )
: Operations::template scale_sum6< Time >( a[0]*dt , a[1]*dt , a[2]*dt , a[3]*dt , a[4]*dt , a[5]*dt )
{ }
typedef void result_type;
};
// for rk87
template< class Operations , class Fac , class Time >
struct generic_rk_scale_sum_err< 13 , Operations , Fac , Time > : public Operations::template scale_sum13< Time >
{
generic_rk_scale_sum_err( const boost::array<Fac,13> &a , Time dt )
: Operations::template scale_sum13< Time >( a[0]*dt , a[1]*dt , a[2]*dt , a[3]*dt , a[4]*dt , a[5]*dt ,
a[6]*dt , a[7]*dt , a[8]*dt , a[9]*dt , a[10]*dt , a[11]*dt , a[12]*dt )
{ }
typedef void result_type;
};
}
}
}
}
#endif // BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_GENERIC_RK_OPERATIONS_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/detail/rotating_buffer.hpp
[begin_description]
Implemetation of a rotating (cyclic) buffer for use in the Adam Bashforth stepper
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_ROTATING_BUFFER_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_ROTATING_BUFFER_HPP_INCLUDED
#include <boost/array.hpp>
namespace boost {
namespace numeric {
namespace odeint {
namespace detail {
template< class T , size_t N >
class rotating_buffer
{
public:
typedef T value_type;
const static size_t dim = N;
rotating_buffer( void ) : m_first( 0 )
{ }
size_t size( void ) const
{
return dim;
}
value_type& operator[]( size_t i )
{
return m_data[ get_index( i ) ];
}
const value_type& operator[]( size_t i ) const
{
return m_data[ get_index( i ) ];
}
void rotate( void )
{
if( m_first == 0 )
m_first = dim-1;
else
--m_first;
}
protected:
value_type m_data[N];
private:
size_t get_index( size_t i ) const
{
return ( ( i + m_first ) % dim );
}
size_t m_first;
};
} // detail
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_DETAIL_ROTATING_BUFFER_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/euler.hpp
[begin_description]
Implementation of the classical explicit Euler stepper. This method is really simple and should only
be used for demonstration purposes.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_EULER_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_EULER_HPP_INCLUDED
#include <boost/numeric/odeint/stepper/base/explicit_stepper_base.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template<
class State ,
class Value = double ,
class Deriv = State ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
#ifndef DOXYGEN_SKIP
class euler
: public explicit_stepper_base<
euler< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
1 , State , Value , Deriv , Time , Algebra , Operations , Resizer >
#else
class euler : public explicit_stepper_base
#endif
{
public :
#ifndef DOXYGEN_SKIP
typedef explicit_stepper_base< euler< State , Value , Deriv , Time , Algebra , Operations , Resizer > , 1 , State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_base_type;
#else
typedef explicit_stepper_base< euler< ... > , ... > stepper_base_type;
#endif
typedef typename stepper_base_type::state_type state_type;
typedef typename stepper_base_type::value_type value_type;
typedef typename stepper_base_type::deriv_type deriv_type;
typedef typename stepper_base_type::time_type time_type;
typedef typename stepper_base_type::algebra_type algebra_type;
typedef typename stepper_base_type::operations_type operations_type;
typedef typename stepper_base_type::resizer_type resizer_type;
#ifndef DOXYGEN_SKIP
typedef typename stepper_base_type::stepper_type stepper_type;
typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
#endif
euler( const algebra_type &algebra = algebra_type() ) : stepper_base_type( algebra )
{ }
template< class System , class StateIn , class DerivIn , class StateOut >
void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
{
stepper_base_type::m_algebra.for_each3( out , in , dxdt ,
typename operations_type::template scale_sum2< value_type , time_type >( 1.0 , dt ) );
}
template< class StateOut , class StateIn1 , class StateIn2 >
void calc_state( StateOut &x , time_type t , const StateIn1 &old_state , time_type t_old , const StateIn2 &current_state , time_type t_new ) const
{
const time_type delta = t - t_old;
stepper_base_type::m_algebra.for_each3( x , old_state , stepper_base_type::m_dxdt.m_v ,
typename operations_type::template scale_sum2< value_type , time_type >( 1.0 , delta ) );
}
template< class StateType >
void adjust_size( const StateType &x )
{
stepper_base_type::adjust_size( x );
}
};
/********** DOXYGEN ***********/
/**
* \class euler
* \brief An implementation of the Euler method.
*
* The Euler method is a very simply solver for ordinary differential equations. This method should not be used
* for real applications. It is only useful for demonstration purposes. Step size control is not provided but
* trivial continuous output is available.
*
* This class derives from explicit_stepper_base and inherits its interface via CRTP (current recurring template pattern),
* see explicit_stepper_base
*
* \tparam State The state type.
* \tparam Value The value type.
* \tparam Deriv The type representing the time derivative of the state.
* \tparam Time The time representing the independent variable - the time.
* \tparam Algebra The algebra type.
* \tparam Operations The operations type.
* \tparam Resizer The resizer policy type.
*/
/**
* \fn euler::euler( const algebra_type &algebra )
* \brief Constructs the euler class. This constructor can be used as a default
* constructor of the algebra has a default constructor.
* \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
*/
/**
* \fn euler::do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
* \brief This method performs one step. The derivative `dxdt` of `in` at the time `t` is passed to the method.
* The result is updated out of place, hence the input is in `in` and the output in `out`.
* Access to this step functionality is provided by explicit_stepper_base and
* `do_step_impl` should not be called directly.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param dxdt The derivative of x at t.
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
*/
/**
* \fn euler::calc_state( StateOut &x , time_type t , const StateIn1 &old_state , time_type t_old , const StateIn2 &current_state , time_type t_new ) const
* \brief This method is used for continuous output and it calculates the state `x` at a time `t` from the
* knowledge of two states `old_state` and `current_state` at time points `t_old` and `t_new`.
*/
/**
* \fn euler::adjust_size( const StateType &x )
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_EULER_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/explicit_error_generic_rk.hpp
[begin_description]
Implementation of the generic Runge Kutta error stepper. Base class for many RK error steppers.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_EXPLICIT_ERROR_GENERIC_RK_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_EXPLICIT_ERROR_GENERIC_RK_HPP_INCLUDED
#include <boost/numeric/odeint/stepper/base/explicit_error_stepper_base.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/stepper/detail/generic_rk_algorithm.hpp>
#include <boost/numeric/odeint/stepper/detail/generic_rk_call_algebra.hpp>
#include <boost/numeric/odeint/stepper/detail/generic_rk_operations.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template<
size_t StageCount,
size_t Order,
size_t StepperOrder ,
size_t ErrorOrder ,
class State ,
class Value = double ,
class Deriv = State ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
#ifndef DOXYGEN_SKIP
class explicit_error_generic_rk
: public explicit_error_stepper_base<
explicit_error_generic_rk< StageCount , Order , StepperOrder , ErrorOrder , State ,
Value , Deriv , Time , Algebra , Operations , Resizer > ,
Order , StepperOrder , ErrorOrder , State , Value , Deriv , Time , Algebra ,
Operations , Resizer >
#else
class explicit_error_generic_rk : public explicit_error_stepper_base
#endif
{
public:
#ifndef DOXYGEN_SKIP
typedef explicit_error_stepper_base<
explicit_error_generic_rk< StageCount , Order , StepperOrder , ErrorOrder , State ,
Value , Deriv , Time , Algebra , Operations , Resizer > ,
Order , StepperOrder , ErrorOrder , State , Value , Deriv , Time , Algebra ,
Operations , Resizer > stepper_base_type;
#else
typedef explicit_stepper_base< ... > stepper_base_type;
#endif
typedef typename stepper_base_type::state_type state_type;
typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_base_type::value_type value_type;
typedef typename stepper_base_type::deriv_type deriv_type;
typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
typedef typename stepper_base_type::time_type time_type;
typedef typename stepper_base_type::algebra_type algebra_type;
typedef typename stepper_base_type::operations_type operations_type;
typedef typename stepper_base_type::resizer_type resizer_type;
#ifndef DOXYGEN_SKIP
typedef explicit_error_generic_rk< StageCount , Order , StepperOrder , ErrorOrder , State ,
Value , Deriv , Time , Algebra , Operations , Resizer > stepper_type;
#endif
typedef detail::generic_rk_algorithm< StageCount , Value , Algebra , Operations > rk_algorithm_type;
typedef typename rk_algorithm_type::coef_a_type coef_a_type;
typedef typename rk_algorithm_type::coef_b_type coef_b_type;
typedef typename rk_algorithm_type::coef_c_type coef_c_type;
static const size_t stage_count = StageCount;
private:
public:
// we use an explicit_generic_rk to do the normal rk step
// and add a separate calculation of the error estimate afterwards
explicit_error_generic_rk( const coef_a_type &a ,
const coef_b_type &b ,
const coef_b_type &b2 ,
const coef_c_type &c ,
const algebra_type &algebra = algebra_type() )
: stepper_base_type( algebra ) , m_rk_algorithm( a , b , c ) , m_b2( b2 )
{ }
template< class System , class StateIn , class DerivIn , class StateOut , class Err >
void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt ,
time_type t , StateOut &out , time_type dt , Err &xerr )
{
// normal step
do_step_impl( system , in , dxdt , t , out , dt );
// additionally, perform the error calculation
detail::template generic_rk_call_algebra< StageCount , algebra_type >()( stepper_base_type::m_algebra ,
xerr , dxdt , m_F , detail::generic_rk_scale_sum_err< StageCount , operations_type , value_type , time_type >( m_b2 , dt) );
}
template< class System , class StateIn , class DerivIn , class StateOut >
void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt ,
time_type t , StateOut &out , time_type dt )
{
m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
// actual calculation done in generic_rk.hpp
m_rk_algorithm.do_step( stepper_base_type::m_algebra , system , in , dxdt , t , out , dt , m_x_tmp.m_v , m_F );
}
template< class StateIn >
void adjust_size( const StateIn &x )
{
resize_impl( x );
stepper_base_type::adjust_size( x );
}
private:
template< class StateIn >
bool resize_impl( const StateIn &x )
{
bool resized( false );
resized |= adjust_size_by_resizeability( m_x_tmp , x , typename is_resizeable<state_type>::type() );
for( size_t i = 0 ; i < StageCount-1 ; ++i )
{
resized |= adjust_size_by_resizeability( m_F[i] , x , typename is_resizeable<deriv_type>::type() );
}
return resized;
}
rk_algorithm_type m_rk_algorithm;
coef_b_type m_b2;
resizer_type m_resizer;
wrapped_state_type m_x_tmp;
wrapped_deriv_type m_F[StageCount-1];
};
/********* DOXYGEN *********/
/**
* \class explicit_error_generic_rk
* \brief A generic implementation of explicit Runge-Kutta algorithms with error estimation. This class is as a
* base class for all explicit Runge-Kutta steppers with error estimation.
*
* This class implements the explicit Runge-Kutta algorithms with error estimation in a generic way.
* The Butcher tableau is passed to the stepper which constructs the stepper scheme with the help of a
* template-metaprogramming algorithm. ToDo : Add example!
*
* This class derives explicit_error_stepper_base which provides the stepper interface.
*
* \tparam StageCount The number of stages of the Runge-Kutta algorithm.
* \tparam Order The order of a stepper if the stepper is used without error estimation.
* \tparam StepperOrder The order of a step if the stepper is used with error estimation. Usually Order and StepperOrder have
* the same value.
* \tparam ErrorOrder The order of the error step if the stepper is used with error estimation.
* \tparam State The type representing the state of the ODE.
* \tparam Value The floating point type which is used in the computations.
* \tparam Time The type representing the independent variable - the time - of the ODE.
* \tparam Algebra The algebra type.
* \tparam Operations The operations type.
* \tparam Resizer The resizer policy type.
*/
/**
* \fn explicit_error_generic_rk::explicit_error_generic_rk( const coef_a_type &a , const coef_b_type &b , const coef_b_type &b2 , const coef_c_type &c , const algebra_type &algebra )
* \brief Constructs the explicit_error_generik_rk class with the given parameters a, b, b2 and c. See examples section for details on the coefficients.
*
* \param a Triangular matrix of parameters b in the Butcher tableau.
* \param b Last row of the butcher tableau.
* \param b2 Parameters for lower-order evaluation to estimate the error.
* \param c Parameters to calculate the time points in the Butcher tableau.
* \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
*/
/**
* \fn explicit_error_generic_rk::do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt , Err &xerr )
* \brief This method performs one step. The derivative `dxdt` of `in` at the time `t` is passed to the method.
* The result is updated out-of-place, hence the input is in `in` and the output in `out`. Futhermore, an
* estimation of the error is stored in `xerr`. `do_step_impl` is used by explicit_error_stepper_base.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param dxdt The derivative of x at t.
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
* \param xerr The result of the error estimation is written in xerr.
*/
/**
* \fn explicit_error_generic_rk::do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
* \brief This method performs one step. The derivative `dxdt` of `in` at the time `t` is passed to the method.
* The result is updated out-of-place, hence the input is in `in` and the output in `out`.
* Access to this step functionality is provided by explicit_stepper_base and
* `do_step_impl` should not be called directly.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param dxdt The derivative of x at t.
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
*/
/**
* \fn explicit_error_generic_rk::adjust_size( const StateIn &x )
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
}
}
}
#endif // BOOST_NUMERIC_ODEINT_STEPPER_EXPLICIT_ERROR_GENERIC_RK_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/explicit_generic_rk.hpp
[begin_description]
Implementation of the generic Runge-Kutta steppers. This is the base class for many Runge-Kutta steppers.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_EXPLICIT_GENERIC_RK_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_EXPLICIT_GENERIC_RK_HPP_INCLUDED
#include <boost/array.hpp>
#include <boost/numeric/odeint/stepper/base/explicit_stepper_base.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/numeric/odeint/stepper/detail/generic_rk_algorithm.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
namespace boost {
namespace numeric {
namespace odeint {
//forward declarations
#ifndef DOXYGEN_SKIP
template<
size_t StageCount,
size_t Order,
class State ,
class Value = double ,
class Deriv = State ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
class explicit_generic_rk;
struct stage_vector;
template< class T , class Constant >
struct array_wrapper
{
typedef const typename boost::array< T , Constant::value > type;
};
template< class T , size_t i >
struct stage
{
T c;
boost::array< T , i > a;
};
template< class T , class Constant >
struct stage_wrapper
{
typedef stage< T , Constant::value > type;
};
#endif
template<
size_t StageCount,
size_t Order,
class State ,
class Value ,
class Deriv ,
class Time ,
class Algebra ,
class Operations ,
class Resizer
>
#ifndef DOXYGEN_SKIP
class explicit_generic_rk : public explicit_stepper_base<
explicit_generic_rk< StageCount , Order , State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
Order , State , Value , Deriv , Time , Algebra , Operations , Resizer >
#else
class explicit_generic_rk : public explicit_stepper_base
#endif
{
public:
#ifndef DOXYGEN_SKIP
typedef explicit_stepper_base<
explicit_generic_rk< StageCount , Order , State , Value , Deriv ,Time , Algebra , Operations , Resizer > ,
Order , State , Value , Deriv , Time , Algebra ,
Operations , Resizer > stepper_base_type;
#else
typedef explicit_stepper_base< ... > stepper_base_type;
#endif
typedef typename stepper_base_type::state_type state_type;
typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_base_type::value_type value_type;
typedef typename stepper_base_type::deriv_type deriv_type;
typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
typedef typename stepper_base_type::time_type time_type;
typedef typename stepper_base_type::algebra_type algebra_type;
typedef typename stepper_base_type::operations_type operations_type;
typedef typename stepper_base_type::resizer_type resizer_type;
#ifndef DOXYGEN_SKIP
typedef explicit_generic_rk< StageCount , Order , State , Value , Deriv ,Time , Algebra , Operations , Resizer > stepper_type;
#endif
typedef detail::generic_rk_algorithm< StageCount , Value , Algebra , Operations > rk_algorithm_type;
typedef typename rk_algorithm_type::coef_a_type coef_a_type;
typedef typename rk_algorithm_type::coef_b_type coef_b_type;
typedef typename rk_algorithm_type::coef_c_type coef_c_type;
#ifndef DOXYGEN_SKIP
static const size_t stage_count = StageCount;
#endif
public:
explicit_generic_rk( const coef_a_type &a , const coef_b_type &b , const coef_c_type &c ,
const algebra_type &algebra = algebra_type() )
: stepper_base_type( algebra ) , m_rk_algorithm( a , b , c )
{ }
template< class System , class StateIn , class DerivIn , class StateOut >
void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt ,
time_type t , StateOut &out , time_type dt )
{
m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
// actual calculation done in generic_rk.hpp
m_rk_algorithm.do_step( stepper_base_type::m_algebra , system , in , dxdt , t , out , dt , m_x_tmp.m_v , m_F );
}
template< class StateIn >
void adjust_size( const StateIn &x )
{
resize_impl( x );
stepper_base_type::adjust_size( x );
}
private:
template< class StateIn >
bool resize_impl( const StateIn &x )
{
bool resized( false );
resized |= adjust_size_by_resizeability( m_x_tmp , x , typename is_resizeable<state_type>::type() );
for( size_t i = 0 ; i < StageCount-1 ; ++i )
{
resized |= adjust_size_by_resizeability( m_F[i] , x , typename is_resizeable<deriv_type>::type() );
}
return resized;
}
rk_algorithm_type m_rk_algorithm;
resizer_type m_resizer;
wrapped_state_type m_x_tmp;
wrapped_deriv_type m_F[StageCount-1];
};
/*********** DOXYGEN *************/
/**
* \class explicit_generic_rk
* \brief A generic implementation of explicit Runge-Kutta algorithms. This class is as a base class
* for all explicit Runge-Kutta steppers.
*
* This class implements the explicit Runge-Kutta algorithms without error estimation in a generic way.
* The Butcher tableau is passed to the stepper which constructs the stepper scheme with the help of a
* template-metaprogramming algorithm. ToDo : Add example!
*
* This class derives explicit_stepper_base which provides the stepper interface.
*
* \tparam StageCount The number of stages of the Runge-Kutta algorithm.
* \tparam Order The order of the stepper.
* \tparam State The type representing the state of the ODE.
* \tparam Value The floating point type which is used in the computations.
* \tparam Time The type representing the independent variable - the time - of the ODE.
* \tparam Algebra The algebra type.
* \tparam Operations The operations type.
* \tparam Resizer The resizer policy type.
*/
/**
* \fn explicit_generic_rk::explicit_generic_rk( const coef_a_type &a , const coef_b_type &b , const coef_c_type &c , const algebra_type &algebra )
* \brief Constructs the explicit_generic_rk class. See examples section for details on the coefficients.
* \param a Triangular matrix of parameters b in the Butcher tableau.
* \param b Last row of the butcher tableau.
* \param c Parameters to calculate the time points in the Butcher tableau.
* \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
*/
/**
* \fn explicit_generic_rk::do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
* \brief This method performs one step. The derivative `dxdt` of `in` at the time `t` is passed to the method.
* The result is updated out of place, hence the input is in `in` and the output in `out`.
* Access to this step functionality is provided by explicit_stepper_base and
* `do_step_impl` should not be called directly.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param dxdt The derivative of x at t.
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
*/
/**
* \fn explicit_generic_rk::adjust_size( const StateIn &x )
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
}
}
}
#endif // BOOST_NUMERIC_ODEINT_STEPPER_EXPLICIT_GENERIC_RK_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/generation.hpp
[begin_description]
Forward header for the factory functions. Includes all files from the generation directory.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_HPP_INCLUDED
#include <boost/numeric/odeint/stepper/generation/make_controlled.hpp>
#include <boost/numeric/odeint/stepper/generation/make_dense_output.hpp>
#include <boost/numeric/odeint/stepper/generation/generation_controlled_runge_kutta.hpp>
#include <boost/numeric/odeint/stepper/generation/generation_dense_output_runge_kutta.hpp>
#include <boost/numeric/odeint/stepper/generation/generation_runge_kutta_cash_karp54_classic.hpp>
#include <boost/numeric/odeint/stepper/generation/generation_runge_kutta_cash_karp54.hpp>
#include <boost/numeric/odeint/stepper/generation/generation_runge_kutta_dopri5.hpp>
#include <boost/numeric/odeint/stepper/generation/generation_runge_kutta_fehlberg78.hpp>
#include <boost/numeric/odeint/stepper/generation/generation_rosenbrock4.hpp>
#endif // BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/generation/generation_controlled_runge_kutta.hpp
[begin_description]
Specialization of the controller factory for the controlled_runge_kutta class.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_CONTROLLED_RUNGE_KUTTA_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_CONTROLLED_RUNGE_KUTTA_HPP_INCLUDED
#include <boost/numeric/odeint/stepper/controlled_runge_kutta.hpp>
#include <boost/numeric/odeint/stepper/generation/make_controlled.hpp>
namespace boost {
namespace numeric {
namespace odeint {
// controller factory for controlled_runge_kutta
template< class Stepper >
struct controller_factory< Stepper , controlled_runge_kutta< Stepper > >
{
typedef Stepper stepper_type;
typedef controlled_runge_kutta< stepper_type > controller_type;
typedef typename controller_type::error_checker_type error_checker_type;
typedef typename stepper_type::value_type value_type;
controller_type operator()( value_type abs_error , value_type rel_error , const stepper_type &stepper )
{
return controller_type( error_checker_type( abs_error , rel_error ) , stepper );
}
};
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_CONTROLLED_RUNGE_KUTTA_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/generation/generation_dense_output_runge_kutta.hpp
[begin_description]
Specialization of the controller factory for the dense_output_runge_kutta class.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_DENSE_OUTPUT_RUNGE_KUTTA_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_DENSE_OUTPUT_RUNGE_KUTTA_HPP_INCLUDED
#include <boost/numeric/odeint/stepper/controlled_runge_kutta.hpp>
#include <boost/numeric/odeint/stepper/dense_output_runge_kutta.hpp>
#include <boost/numeric/odeint/stepper/generation/make_dense_output.hpp>
namespace boost {
namespace numeric {
namespace odeint {
// controller factory for controlled_runge_kutta
template< class Stepper >
struct dense_output_factory< Stepper , dense_output_runge_kutta< controlled_runge_kutta< Stepper > > >
{
typedef Stepper stepper_type;
typedef controlled_runge_kutta< stepper_type > controller_type;
typedef typename controller_type::error_checker_type error_checker_type;
typedef typename stepper_type::value_type value_type;
typedef dense_output_runge_kutta< controller_type > dense_output_type;
dense_output_type operator()( value_type abs_error , value_type rel_error , const stepper_type &stepper )
{
return dense_output_type( controller_type( error_checker_type( abs_error , rel_error ) , stepper ) );
}
};
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_DENSE_OUTPUT_RUNGE_KUTTA_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/generation/generation_rosenbrock4.hpp
[begin_description]
Enable the factory functions for the controller and the dense output of the Rosenbrock4 method.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_ROSENBROCK4_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_ROSENBROCK4_HPP_INCLUDED
#include <boost/numeric/odeint/stepper/rosenbrock4.hpp>
#include <boost/numeric/odeint/stepper/rosenbrock4_controller.hpp>
#include <boost/numeric/odeint/stepper/rosenbrock4_dense_output.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template< class Value , class Coefficients , class Resize >
struct get_controller< rosenbrock4< Value , Coefficients , Resize > >
{
typedef rosenbrock4< Value , Coefficients , Resize > stepper_type;
typedef rosenbrock4_controller< stepper_type > type;
};
template< class Value , class Coefficients , class Resize >
struct get_dense_output< rosenbrock4< Value , Coefficients , Resize > >
{
typedef rosenbrock4< Value , Coefficients , Resize > stepper_type;
typedef rosenbrock4_controller< stepper_type > controller_type;
typedef rosenbrock4_dense_output< controller_type > type;
};
// controller factory for controlled_runge_kutta
template< class Stepper >
struct dense_output_factory< Stepper , rosenbrock4_dense_output< rosenbrock4_controller< Stepper > > >
{
typedef Stepper stepper_type;
typedef rosenbrock4_controller< stepper_type > controller_type;
typedef typename stepper_type::value_type value_type;
typedef rosenbrock4_dense_output< controller_type > dense_output_type;
dense_output_type operator()( value_type abs_error , value_type rel_error , const stepper_type &stepper )
{
return dense_output_type( controller_type( abs_error , rel_error , stepper ) );
}
};
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_ROSENBROCK4_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/generation/generation_runge_kutta_cash_karp54.hpp
[begin_description]
Enable the factory functions for the controller and the dense output of the Runge-Kutta-Cash-Karp 54 method.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_RUNGE_KUTTA_CASH_KARP54_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_RUNGE_KUTTA_CASH_KARP54_HPP_INCLUDED
#include <boost/numeric/odeint/stepper/controlled_runge_kutta.hpp>
#include <boost/numeric/odeint/stepper/runge_kutta_cash_karp54.hpp>
#include <boost/numeric/odeint/stepper/generation/make_controlled.hpp>
namespace boost {
namespace numeric {
namespace odeint {
// Specializations for runge_kutta_cash_karp54
template< class State , class Value , class Deriv , class Time , class Algebra , class Operations , class Resize >
struct get_controller< runge_kutta_cash_karp54< State , Value , Deriv , Time , Algebra , Operations , Resize > >
{
typedef runge_kutta_cash_karp54< State , Value , Deriv , Time , Algebra , Operations , Resize > stepper_type;
typedef controlled_runge_kutta< stepper_type > type;
};
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_RUNGE_KUTTA_CASH_KARP54_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/generation/generation_runge_kutta_cash_karp54_classic.hpp
[begin_description]
Enable the factory functions for the controller and the dense output of the
Runge-Kutta-Cash-Karp 54 method with the classical implementation.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_RUNGE_KUTTA_CASH_KARP54_CLASSIC_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_RUNGE_KUTTA_CASH_KARP54_CLASSIC_HPP_INCLUDED
#include <boost/numeric/odeint/stepper/controlled_runge_kutta.hpp>
#include <boost/numeric/odeint/stepper/runge_kutta_cash_karp54_classic.hpp>
#include <boost/numeric/odeint/stepper/generation/make_controlled.hpp>
namespace boost {
namespace numeric {
namespace odeint {
// Specializations for runge_kutta_cash_karp54
template< class State , class Value , class Deriv , class Time , class Algebra , class Operations , class Resize >
struct get_controller< runge_kutta_cash_karp54_classic< State , Value , Deriv , Time , Algebra , Operations , Resize > >
{
typedef runge_kutta_cash_karp54_classic< State , Value , Deriv , Time , Algebra , Operations , Resize > stepper_type;
typedef controlled_runge_kutta< stepper_type > type;
};
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_RUNGE_KUTTA_CASH_KARP54_CLASSIC_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/generation/generation_runge_kutta_dopri5.hpp
[begin_description]
Enable the factory functions for the controller and the dense output of the Runge-Kutta-Dormand-Prince5 method.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_RUNGE_KUTTA_DOPRI5_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_RUNGE_KUTTA_DOPRI5_HPP_INCLUDED
#include <boost/numeric/odeint/stepper/controlled_runge_kutta.hpp>
#include <boost/numeric/odeint/stepper/dense_output_runge_kutta.hpp>
#include <boost/numeric/odeint/stepper/runge_kutta_dopri5.hpp>
#include <boost/numeric/odeint/stepper/generation/make_controlled.hpp>
#include <boost/numeric/odeint/stepper/generation/make_dense_output.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template< class State , class Value , class Deriv , class Time , class Algebra , class Operations , class Resize >
struct get_controller< runge_kutta_dopri5< State , Value , Deriv , Time , Algebra , Operations , Resize > >
{
typedef runge_kutta_dopri5< State , Value , Deriv , Time , Algebra , Operations , Resize > stepper_type;
typedef controlled_runge_kutta< stepper_type > type;
};
template< class State , class Value , class Deriv , class Time , class Algebra , class Operations , class Resize >
struct get_dense_output< runge_kutta_dopri5< State , Value , Deriv , Time , Algebra , Operations , Resize > >
{
typedef runge_kutta_dopri5< State , Value , Deriv , Time , Algebra , Operations , Resize > stepper_type;
typedef controlled_runge_kutta< stepper_type > controller_type;
typedef dense_output_runge_kutta< controller_type > type;
};
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_RUNGE_KUTTA_DOPRI5_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/generation/generation_runge_kutta_fehlberg78.hpp
[begin_description]
Enable the factory functions for the controller and the dense output of the Runge-Kutta-Fehlberg 78 method.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_RUNGE_KUTTA_FEHLBERG78_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_RUNGE_KUTTA_FEHLBERG78_HPP_INCLUDED
#include <boost/numeric/odeint/stepper/controlled_runge_kutta.hpp>
#include <boost/numeric/odeint/stepper/runge_kutta_fehlberg78.hpp>
#include <boost/numeric/odeint/stepper/generation/make_controlled.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template< class State , class Value , class Deriv , class Time , class Algebra , class Operations , class Resize >
struct get_controller< runge_kutta_fehlberg78< State , Value , Deriv , Time , Algebra , Operations , Resize > >
{
typedef runge_kutta_fehlberg78< State , Value , Deriv , Time , Algebra , Operations , Resize > stepper_type;
typedef controlled_runge_kutta< stepper_type > type;
};
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_GENERATION_RUNGE_KUTTA_FEHLBERG78_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/generation/make_controlled.hpp
[begin_description]
Factory function to simplify the creation of controlled steppers from error steppers.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_MAKE_CONTROLLED_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_MAKE_CONTROLLED_HPP_INCLUDED
namespace boost {
namespace numeric {
namespace odeint {
// default template for the controller
template< class Stepper > struct get_controller { };
// default controller factory
template< class Stepper , class Controller >
struct controller_factory
{
Controller operator()(
typename Stepper::value_type abs_error ,
typename Stepper::value_type rel_error ,
const Stepper &stepper )
{
return Controller( abs_error , rel_error , stepper );
}
};
namespace result_of
{
template< class Stepper >
struct make_controlled
{
typedef typename get_controller< Stepper >::type type;
};
}
template< class Stepper >
typename result_of::make_controlled< Stepper >::type make_controlled(
typename Stepper::value_type abs_error ,
typename Stepper::value_type rel_error ,
const Stepper & stepper = Stepper() )
{
typedef Stepper stepper_type;
typedef typename result_of::make_controlled< stepper_type >::type controller_type;
typedef controller_factory< stepper_type , controller_type > factory_type;
factory_type factory;
return factory( abs_error , rel_error , stepper );
}
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_MAKE_CONTROLLED_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/generation/make_dense_output.hpp
[begin_description]
Factory function to simplify the creation of dense output steppers from error steppers.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_MAKE_DENSE_OUTPUT_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_MAKE_DENSE_OUTPUT_HPP_INCLUDED
namespace boost {
namespace numeric {
namespace odeint {
// default template for the dense output
template< class Stepper > struct get_dense_output { };
// default dense output factory
template< class Stepper , class DenseOutput >
struct dense_output_factory
{
DenseOutput operator()(
typename Stepper::value_type abs_error ,
typename Stepper::value_type rel_error ,
const Stepper &stepper )
{
return DenseOutput( abs_error , rel_error , stepper );
}
};
namespace result_of
{
template< class Stepper >
struct make_dense_output
{
typedef typename get_dense_output< Stepper >::type type;
};
}
template< class Stepper >
typename result_of::make_dense_output< Stepper >::type make_dense_output(
typename Stepper::value_type abs_error ,
typename Stepper::value_type rel_error ,
const Stepper &stepper = Stepper() )
{
typedef Stepper stepper_type;
typedef typename result_of::make_dense_output< stepper_type >::type dense_output_type;
typedef dense_output_factory< stepper_type , dense_output_type > factory_type;
factory_type factory;
return factory( abs_error , rel_error , stepper );
}
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_GENERATION_MAKE_DENSE_OUTPUT_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/implicit_euler.hpp
[begin_description]
Impementation of the implicit Euler method. Works with ublas::vector as state type.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_IMPLICIT_EULER_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_IMPLICIT_EULER_HPP_INCLUDED
#include <utility>
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/util/unwrap_reference.hpp>
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/util/ublas_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/ublas/vector.hpp>
#include <boost/numeric/ublas/matrix.hpp>
#include <boost/numeric/ublas/lu.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template< class ValueType , class Resizer = initially_resizer >
class implicit_euler
{
public:
typedef ValueType value_type;
typedef value_type time_type;
typedef boost::numeric::ublas::vector< value_type > state_type;
typedef state_wrapper< state_type > wrapped_state_type;
typedef state_type deriv_type;
typedef state_wrapper< deriv_type > wrapped_deriv_type;
typedef boost::numeric::ublas::matrix< value_type > matrix_type;
typedef state_wrapper< matrix_type > wrapped_matrix_type;
typedef boost::numeric::ublas::permutation_matrix< size_t > pmatrix_type;
typedef state_wrapper< pmatrix_type > wrapped_pmatrix_type;
typedef Resizer resizer_type;
typedef stepper_tag stepper_category;
typedef implicit_euler< ValueType , Resizer > stepper_type;
implicit_euler( value_type epsilon = 1E-6 )
: m_epsilon( epsilon )
{ }
template< class System >
void do_step( System system , state_type &x , time_type t , time_type dt )
{
typedef typename odeint::unwrap_reference< System >::type system_type;
typedef typename odeint::unwrap_reference< typename system_type::first_type >::type deriv_func_type;
typedef typename odeint::unwrap_reference< typename system_type::second_type >::type jacobi_func_type;
system_type &sys = system;
deriv_func_type &deriv_func = sys.first;
jacobi_func_type &jacobi_func = sys.second;
m_resizer.adjust_size( x , detail::bind( &stepper_type::template resize_impl<state_type> , detail::ref( *this ) , detail::_1 ) );
for( size_t i=0 ; i<x.size() ; ++i )
m_pm.m_v[i] = i;
t += dt;
// apply first Newton step
deriv_func( x , m_dxdt.m_v , t );
m_b.m_v = dt * m_dxdt.m_v;
jacobi_func( x , m_jacobi.m_v , t );
m_jacobi.m_v *= dt;
m_jacobi.m_v -= boost::numeric::ublas::identity_matrix< value_type >( x.size() );
solve( m_b.m_v , m_jacobi.m_v );
m_x.m_v = x - m_b.m_v;
// iterate Newton until some precision is reached
// ToDo: maybe we should apply only one Newton step -> linear implicit one-step scheme
while( boost::numeric::ublas::norm_2( m_b.m_v ) > m_epsilon )
{
deriv_func( m_x.m_v , m_dxdt.m_v , t );
m_b.m_v = x - m_x.m_v + dt*m_dxdt.m_v;
// simplified version, only the first Jacobian is used
// jacobi( m_x , m_jacobi , t );
// m_jacobi *= dt;
// m_jacobi -= boost::numeric::ublas::identity_matrix< value_type >( x.size() );
solve( m_b.m_v , m_jacobi.m_v );
m_x.m_v -= m_b.m_v;
}
x = m_x.m_v;
}
template< class StateType >
void adjust_size( const StateType &x )
{
resize_impl( x );
}
private:
template< class StateIn >
bool resize_impl( const StateIn &x )
{
bool resized = false;
resized |= adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
resized |= adjust_size_by_resizeability( m_x , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_b , x , typename is_resizeable<deriv_type>::type() );
resized |= adjust_size_by_resizeability( m_jacobi , x , typename is_resizeable<matrix_type>::type() );
resized |= adjust_size_by_resizeability( m_pm , x , typename is_resizeable<pmatrix_type>::type() );
return resized;
}
void solve( state_type &x , matrix_type &m )
{
int res = boost::numeric::ublas::lu_factorize( m , m_pm.m_v );
if( res != 0 ) exit(0);
boost::numeric::ublas::lu_substitute( m , m_pm.m_v , x );
}
private:
value_type m_epsilon;
resizer_type m_resizer;
wrapped_deriv_type m_dxdt;
wrapped_state_type m_x;
wrapped_deriv_type m_b;
wrapped_matrix_type m_jacobi;
wrapped_pmatrix_type m_pm;
};
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_IMPLICIT_EULER_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/modified_midpoint.hpp
[begin_description]
Modified midpoint method for the use in Burlish-Stoer stepper.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_MODIFIED_MIDPOINT_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_MODIFIED_MIDPOINT_HPP_INCLUDED
#include <vector>
#include <boost/numeric/odeint/stepper/base/explicit_stepper_base.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/numeric/odeint/util/copy.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template<
class State ,
class Value = double ,
class Deriv = State ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
#ifndef DOXYGEN_SKIP
class modified_midpoint
: public explicit_stepper_base<
modified_midpoint< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
2 , State , Value , Deriv , Time , Algebra , Operations , Resizer >
#else
class modified_midpoint : public explicit_stepper_base
#endif
{
public :
typedef explicit_stepper_base<
modified_midpoint< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
2 , State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_base_type;
typedef typename stepper_base_type::state_type state_type;
typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_base_type::value_type value_type;
typedef typename stepper_base_type::deriv_type deriv_type;
typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
typedef typename stepper_base_type::time_type time_type;
typedef typename stepper_base_type::algebra_type algebra_type;
typedef typename stepper_base_type::operations_type operations_type;
typedef typename stepper_base_type::resizer_type resizer_type;
typedef typename stepper_base_type::stepper_type stepper_type;
modified_midpoint( unsigned short steps = 2 , const algebra_type &algebra = algebra_type() )
: stepper_base_type( algebra ) , m_steps( steps )
{ }
template< class System , class StateIn , class DerivIn , class StateOut >
void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
{
static const value_type val1 = static_cast< value_type >( 1 );
static const value_type val05 = static_cast< value_type >( 1 ) / static_cast< value_type >( 2 );
m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
const time_type h = dt / static_cast<value_type>( m_steps );
const time_type h2 = static_cast<value_type>(2) * h;
typename odeint::unwrap_reference< System >::type &sys = system;
time_type th = t + h;
// m_x1 = x + h*dxdt
stepper_base_type::m_algebra.for_each3( m_x1.m_v , in , dxdt ,
typename operations_type::template scale_sum2< value_type , time_type >( val1 , h ) );
sys( m_x1.m_v , m_dxdt.m_v , th );
boost::numeric::odeint::copy( in , m_x0.m_v );
unsigned short i = 1;
while( i != m_steps )
{
// general step
//tmp = m_x1; m_x1 = m_x0 + h2*m_dxdt; m_x0 = tmp
stepper_base_type::m_algebra.for_each3( m_x1.m_v , m_x0.m_v , m_dxdt.m_v ,
typename operations_type::template scale_sum_swap2< value_type , time_type >( val1 , h2 ) );
th += h;
sys( m_x1.m_v , m_dxdt.m_v , th);
i++;
}
// last step
// x = 0.5*( m_x0 + m_x1 + h*m_dxdt )
stepper_base_type::m_algebra.for_each4( out , m_x0.m_v , m_x1.m_v , m_dxdt.m_v ,
typename operations_type::template scale_sum3< value_type , value_type , time_type >( val05 , val05 , val05*h ) );
}
void set_steps( unsigned short steps )
{ m_steps = steps; }
unsigned short steps( void ) const
{ return m_steps; }
template< class StateIn >
void adjust_size( const StateIn &x )
{
resize_impl( x );
stepper_base_type::adjust_size( x );
}
private:
template< class StateIn >
bool resize_impl( const StateIn &x )
{
bool resized( false );
resized |= adjust_size_by_resizeability( m_x0 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_x1 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
return resized;
}
unsigned short m_steps;
resizer_type m_resizer;
wrapped_state_type m_x0;
wrapped_state_type m_x1;
wrapped_deriv_type m_dxdt;
};
/* Modified midpoint which stores derivatives and state at dt/2 in some external storage for later usage in dense output calculation
* This Stepper is for use in Bulirsch Stoer only. It DOES NOT meet any stepper concept.
*/
template<
class State ,
class Value = double ,
class Deriv = State ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
class modified_midpoint_dense_out
{
public :
typedef State state_type;
typedef Value value_type;
typedef Deriv deriv_type;
typedef Time time_type;
typedef Algebra algebra_type;
typedef Operations operations_type;
typedef Resizer resizer_type;
typedef state_wrapper< state_type > wrapped_state_type;
typedef state_wrapper< deriv_type > wrapped_deriv_type;
typedef modified_midpoint_dense_out< State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_type;
typedef std::vector< wrapped_deriv_type > deriv_table_type;
modified_midpoint_dense_out( unsigned short steps = 2 , const algebra_type &algebra = algebra_type() )
: m_algebra( algebra ) , m_steps( steps )
{ }
/*
* performs a modified midpoint step with m_steps intermediate points
* stores approximation for x(t+dt/2) in x_mp and all evaluated function results in derivs
*
*/
template< class System , class StateIn , class DerivIn , class StateOut >
void do_step( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt ,
state_type &x_mp , deriv_table_type &derivs )
{
static const value_type val1 = static_cast< value_type >( 1 );
static const value_type val05 = static_cast< value_type >( 1 ) / static_cast< value_type >( 2 );
m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize< StateIn > , detail::ref( *this ) , detail::_1 ) );
const time_type h = dt / static_cast<value_type>( m_steps );
const time_type h2 = static_cast<value_type>( 2 ) * h;
typename odeint::unwrap_reference< System >::type &sys = system;
time_type th = t + h;
// m_x1 = x + h*dxdt
m_algebra.for_each3( m_x1.m_v , in , dxdt ,
typename operations_type::template scale_sum2< value_type , time_type >( val1 , h ) );
if( m_steps == 2 )
// result of first step already gives approximation at the center of the interval
boost::numeric::odeint::copy( m_x1.m_v , x_mp );
sys( m_x1.m_v , derivs[0].m_v , th );
boost::numeric::odeint::copy( in , m_x0.m_v );
unsigned short i = 1;
while( i != m_steps )
{
// general step
//tmp = m_x1; m_x1 = m_x0 + h2*m_dxdt; m_x0 = tmp
m_algebra.for_each3( m_x1.m_v , m_x0.m_v , derivs[i-1].m_v ,
typename operations_type::template scale_sum_swap2< value_type , time_type >( val1 , h2 ) );
if( i == m_steps/2-1 )
// save approximation at the center of the interval
boost::numeric::odeint::copy( m_x1.m_v , x_mp );
th += h;
sys( m_x1.m_v , derivs[i].m_v , th);
i++;
}
// last step
// x = 0.5*( m_x0 + m_x1 + h*m_dxdt )
m_algebra.for_each4( out , m_x0.m_v , m_x1.m_v , derivs[m_steps-1].m_v ,
typename operations_type::template scale_sum3< value_type , value_type , time_type >( val05 , val05 , val05*h ) );
}
void set_steps( unsigned short steps )
{ m_steps = steps; }
unsigned short steps( void ) const
{ return m_steps; }
template< class StateIn >
bool resize( const StateIn &x )
{
bool resized( false );
resized |= adjust_size_by_resizeability( m_x0 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_x1 , x , typename is_resizeable<state_type>::type() );
return resized;
}
template< class StateIn >
void adjust_size( const StateIn &x )
{
resize( x );
}
private:
algebra_type m_algebra;
unsigned short m_steps;
resizer_type m_resizer;
wrapped_state_type m_x0;
wrapped_state_type m_x1;
};
/********** DOXYGEN ***********/
/**
* \class modified_midpoint
*
* Implementation of the modified midpoint method with a configurable
* number of intermediate steps. This class is used by the Bulirsch-Stoer
* algorithm and is not meant for direct usage.
*/
/**
* \class modified_midpoint_dense_out
*
* Implementation of the modified midpoint method with a configurable
* number of intermediate steps. This class is used by the dense output
* Bulirsch-Stoer algorithm and is not meant for direct usage.
* \note This stepper is for internal use only and does not meet
* any stepper concept.
*/
}
}
}
#endif // BOOST_NUMERIC_ODEINT_STEPPER_MODIFIED_MIDPOINT_HPP_INCLUDED

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@@ -0,0 +1,345 @@
/*
[auto_generated]
boost/numeric/odeint/stepper/rosenbrock4.hpp
[begin_description]
Implementation of the Rosenbrock 4 method for solving stiff ODEs. Note, that a
controller and a dense-output stepper exist for this method,
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_HPP_INCLUDED
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/util/unwrap_reference.hpp>
#include <boost/numeric/ublas/vector.hpp>
#include <boost/numeric/ublas/matrix.hpp>
#include <boost/numeric/ublas/lu.hpp>
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/util/ublas_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/ublas/vector.hpp>
#include <boost/numeric/ublas/matrix.hpp>
#include <boost/numeric/ublas/lu.hpp>
namespace boost {
namespace numeric {
namespace odeint {
/*
* ToDo:
*
* 2. Interfacing for odeint, check if controlled_error_stepper can be used
* 3. dense output
*/
template< class Value >
struct default_rosenbrock_coefficients
{
typedef Value value_type;
typedef unsigned short order_type;
default_rosenbrock_coefficients( void )
: gamma ( static_cast< value_type >( 0.25 ) ) ,
d1 ( static_cast< value_type >( 0.25 ) ) ,
d2 ( static_cast< value_type >( -0.1043 ) ) ,
d3 ( static_cast< value_type >( 0.1035 ) ) ,
d4 ( static_cast< value_type >( 0.3620000000000023e-01 ) ) ,
c2 ( static_cast< value_type >( 0.386 ) ) ,
c3 ( static_cast< value_type >( 0.21 ) ) ,
c4 ( static_cast< value_type >( 0.63 ) ) ,
c21 ( static_cast< value_type >( -0.5668800000000000e+01 ) ) ,
a21 ( static_cast< value_type >( 0.1544000000000000e+01 ) ) ,
c31 ( static_cast< value_type >( -0.2430093356833875e+01 ) ) ,
c32 ( static_cast< value_type >( -0.2063599157091915e+00 ) ) ,
a31 ( static_cast< value_type >( 0.9466785280815826e+00 ) ) ,
a32 ( static_cast< value_type >( 0.2557011698983284e+00 ) ) ,
c41 ( static_cast< value_type >( -0.1073529058151375e+00 ) ) ,
c42 ( static_cast< value_type >( -0.9594562251023355e+01 ) ) ,
c43 ( static_cast< value_type >( -0.2047028614809616e+02 ) ) ,
a41 ( static_cast< value_type >( 0.3314825187068521e+01 ) ) ,
a42 ( static_cast< value_type >( 0.2896124015972201e+01 ) ) ,
a43 ( static_cast< value_type >( 0.9986419139977817e+00 ) ) ,
c51 ( static_cast< value_type >( 0.7496443313967647e+01 ) ) ,
c52 ( static_cast< value_type >( -0.1024680431464352e+02 ) ) ,
c53 ( static_cast< value_type >( -0.3399990352819905e+02 ) ) ,
c54 ( static_cast< value_type >( 0.1170890893206160e+02 ) ) ,
a51 ( static_cast< value_type >( 0.1221224509226641e+01 ) ) ,
a52 ( static_cast< value_type >( 0.6019134481288629e+01 ) ) ,
a53 ( static_cast< value_type >( 0.1253708332932087e+02 ) ) ,
a54 ( static_cast< value_type >( -0.6878860361058950e+00 ) ) ,
c61 ( static_cast< value_type >( 0.8083246795921522e+01 ) ) ,
c62 ( static_cast< value_type >( -0.7981132988064893e+01 ) ) ,
c63 ( static_cast< value_type >( -0.3152159432874371e+02 ) ) ,
c64 ( static_cast< value_type >( 0.1631930543123136e+02 ) ) ,
c65 ( static_cast< value_type >( -0.6058818238834054e+01 ) ) ,
d21 ( static_cast< value_type >( 0.1012623508344586e+02 ) ) ,
d22 ( static_cast< value_type >( -0.7487995877610167e+01 ) ) ,
d23 ( static_cast< value_type >( -0.3480091861555747e+02 ) ) ,
d24 ( static_cast< value_type >( -0.7992771707568823e+01 ) ) ,
d25 ( static_cast< value_type >( 0.1025137723295662e+01 ) ) ,
d31 ( static_cast< value_type >( -0.6762803392801253e+00 ) ) ,
d32 ( static_cast< value_type >( 0.6087714651680015e+01 ) ) ,
d33 ( static_cast< value_type >( 0.1643084320892478e+02 ) ) ,
d34 ( static_cast< value_type >( 0.2476722511418386e+02 ) ) ,
d35 ( static_cast< value_type >( -0.6594389125716872e+01 ) )
{}
const value_type gamma;
const value_type d1 , d2 , d3 , d4;
const value_type c2 , c3 , c4;
const value_type c21 ;
const value_type a21;
const value_type c31 , c32;
const value_type a31 , a32;
const value_type c41 , c42 , c43;
const value_type a41 , a42 , a43;
const value_type c51 , c52 , c53 , c54;
const value_type a51 , a52 , a53 , a54;
const value_type c61 , c62 , c63 , c64 , c65;
const value_type d21 , d22 , d23 , d24 , d25;
const value_type d31 , d32 , d33 , d34 , d35;
static const order_type stepper_order = 4;
static const order_type error_order = 3;
};
template< class Value , class Coefficients = default_rosenbrock_coefficients< Value > , class Resizer = initially_resizer >
class rosenbrock4
{
private:
public:
typedef Value value_type;
typedef boost::numeric::ublas::vector< value_type > state_type;
typedef state_type deriv_type;
typedef value_type time_type;
typedef boost::numeric::ublas::matrix< value_type > matrix_type;
typedef boost::numeric::ublas::permutation_matrix< size_t > pmatrix_type;
typedef Resizer resizer_type;
typedef Coefficients rosenbrock_coefficients;
typedef stepper_tag stepper_category;
typedef unsigned short order_type;
typedef state_wrapper< state_type > wrapped_state_type;
typedef state_wrapper< deriv_type > wrapped_deriv_type;
typedef state_wrapper< matrix_type > wrapped_matrix_type;
typedef state_wrapper< pmatrix_type > wrapped_pmatrix_type;
typedef rosenbrock4< Value , Coefficients , Resizer > stepper_type;
const static order_type stepper_order = rosenbrock_coefficients::stepper_order;
const static order_type error_order = rosenbrock_coefficients::error_order;
rosenbrock4( void )
: m_resizer() , m_x_err_resizer() ,
m_jac() , m_pm() ,
m_dfdt() , m_dxdt() , m_dxdtnew() ,
m_g1() , m_g2() , m_g3() , m_g4() , m_g5() ,
m_cont3() , m_cont4() , m_xtmp() , m_x_err() ,
m_coef()
{ }
order_type order() const { return stepper_order; }
template< class System >
void do_step( System system , const state_type &x , time_type t , state_type &xout , time_type dt , state_type &xerr )
{
// get the system and jacobi function
typedef typename odeint::unwrap_reference< System >::type system_type;
typedef typename odeint::unwrap_reference< typename system_type::first_type >::type deriv_func_type;
typedef typename odeint::unwrap_reference< typename system_type::second_type >::type jacobi_func_type;
system_type &sys = system;
deriv_func_type &deriv_func = sys.first;
jacobi_func_type &jacobi_func = sys.second;
const size_t n = x.size();
m_resizer.adjust_size( x , detail::bind( &stepper_type::template resize_impl<state_type> , detail::ref( *this ) , detail::_1 ) );
for( size_t i=0 ; i<n ; ++i )
m_pm.m_v( i ) = i;
deriv_func( x , m_dxdt.m_v , t );
jacobi_func( x , m_jac.m_v , t , m_dfdt.m_v );
m_jac.m_v *= -1.0;
m_jac.m_v += 1.0 / m_coef.gamma / dt * boost::numeric::ublas::identity_matrix< value_type >( n );
boost::numeric::ublas::lu_factorize( m_jac.m_v , m_pm.m_v );
for( size_t i=0 ; i<n ; ++i )
m_g1.m_v[i] = m_dxdt.m_v[i] + dt * m_coef.d1 * m_dfdt.m_v[i];
boost::numeric::ublas::lu_substitute( m_jac.m_v , m_pm.m_v , m_g1.m_v );
for( size_t i=0 ; i<n ; ++i )
m_xtmp.m_v[i] = x[i] + m_coef.a21 * m_g1.m_v[i];
deriv_func( m_xtmp.m_v , m_dxdtnew.m_v , t + m_coef.c2 * dt );
for( size_t i=0 ; i<n ; ++i )
m_g2.m_v[i] = m_dxdtnew.m_v[i] + dt * m_coef.d2 * m_dfdt.m_v[i] + m_coef.c21 * m_g1.m_v[i] / dt;
boost::numeric::ublas::lu_substitute( m_jac.m_v , m_pm.m_v , m_g2.m_v );
for( size_t i=0 ; i<n ; ++i )
m_xtmp.m_v[i] = x[i] + m_coef.a31 * m_g1.m_v[i] + m_coef.a32 * m_g2.m_v[i];
deriv_func( m_xtmp.m_v , m_dxdtnew.m_v , t + m_coef.c3 * dt );
for( size_t i=0 ; i<n ; ++i )
m_g3.m_v[i] = m_dxdtnew.m_v[i] + dt * m_coef.d3 * m_dfdt.m_v[i] + ( m_coef.c31 * m_g1.m_v[i] + m_coef.c32 * m_g2.m_v[i] ) / dt;
boost::numeric::ublas::lu_substitute( m_jac.m_v , m_pm.m_v , m_g3.m_v );
for( size_t i=0 ; i<n ; ++i )
m_xtmp.m_v[i] = x[i] + m_coef.a41 * m_g1.m_v[i] + m_coef.a42 * m_g2.m_v[i] + m_coef.a43 * m_g3.m_v[i];
deriv_func( m_xtmp.m_v , m_dxdtnew.m_v , t + m_coef.c4 * dt );
for( size_t i=0 ; i<n ; ++i )
m_g4.m_v[i] = m_dxdtnew.m_v[i] + dt * m_coef.d4 * m_dfdt.m_v[i] + ( m_coef.c41 * m_g1.m_v[i] + m_coef.c42 * m_g2.m_v[i] + m_coef.c43 * m_g3.m_v[i] ) / dt;
boost::numeric::ublas::lu_substitute( m_jac.m_v , m_pm.m_v , m_g4.m_v );
for( size_t i=0 ; i<n ; ++i )
m_xtmp.m_v[i] = x[i] + m_coef.a51 * m_g1.m_v[i] + m_coef.a52 * m_g2.m_v[i] + m_coef.a53 * m_g3.m_v[i] + m_coef.a54 * m_g4.m_v[i];
deriv_func( m_xtmp.m_v , m_dxdtnew.m_v , t + dt );
for( size_t i=0 ; i<n ; ++i )
m_g5.m_v[i] = m_dxdtnew.m_v[i] + ( m_coef.c51 * m_g1.m_v[i] + m_coef.c52 * m_g2.m_v[i] + m_coef.c53 * m_g3.m_v[i] + m_coef.c54 * m_g4.m_v[i] ) / dt;
boost::numeric::ublas::lu_substitute( m_jac.m_v , m_pm.m_v , m_g5.m_v );
for( size_t i=0 ; i<n ; ++i )
m_xtmp.m_v[i] += m_g5.m_v[i];
deriv_func( m_xtmp.m_v , m_dxdtnew.m_v , t + dt );
for( size_t i=0 ; i<n ; ++i )
xerr[i] = m_dxdtnew.m_v[i] + ( m_coef.c61 * m_g1.m_v[i] + m_coef.c62 * m_g2.m_v[i] + m_coef.c63 * m_g3.m_v[i] + m_coef.c64 * m_g4.m_v[i] + m_coef.c65 * m_g5.m_v[i] ) / dt;
boost::numeric::ublas::lu_substitute( m_jac.m_v , m_pm.m_v , xerr );
for( size_t i=0 ; i<n ; ++i )
xout[i] = m_xtmp.m_v[i] + xerr[i];
}
template< class System >
void do_step( System system , state_type &x , time_type t , time_type dt , state_type &xerr )
{
do_step( system , x , t , x , dt , xerr );
}
/*
* do_step without error output - just calls above functions with and neglects the error estimate
*/
template< class System >
void do_step( System system , const state_type &x , time_type t , state_type &xout , time_type dt )
{
m_x_err_resizer.adjust_size( x , detail::bind( &stepper_type::template resize_x_err<state_type> , detail::ref( *this ) , detail::_1 ) );
do_step( system , x , t , xout , dt , m_x_err.m_v );
}
template< class System >
void do_step( System system , state_type &x , time_type t , time_type dt )
{
m_x_err_resizer.adjust_size( x , detail::bind( &stepper_type::template resize_x_err<state_type> , detail::ref( *this ) , detail::_1 ) );
do_step( system , x , t , dt , m_x_err.m_v );
}
void prepare_dense_output()
{
const size_t n = m_g1.m_v.size();
for( size_t i=0 ; i<n ; ++i )
{
m_cont3.m_v[i] = m_coef.d21 * m_g1.m_v[i] + m_coef.d22 * m_g2.m_v[i] + m_coef.d23 * m_g3.m_v[i] + m_coef.d24 * m_g4.m_v[i] + m_coef.d25 * m_g5.m_v[i];
m_cont4.m_v[i] = m_coef.d31 * m_g1.m_v[i] + m_coef.d32 * m_g2.m_v[i] + m_coef.d33 * m_g3.m_v[i] + m_coef.d34 * m_g4.m_v[i] + m_coef.d35 * m_g5.m_v[i];
}
}
void calc_state( time_type t , state_type &x ,
const state_type &x_old , time_type t_old ,
const state_type &x_new , time_type t_new )
{
const size_t n = m_g1.m_v.size();
time_type dt = t_new - t_old;
time_type s = ( t - t_old ) / dt;
time_type s1 = 1.0 - s;
for( size_t i=0 ; i<n ; ++i )
x[i] = x_old[i] * s1 + s * ( x_new[i] + s1 * ( m_cont3.m_v[i] + s * m_cont4.m_v[i] ) );
}
template< class StateType >
void adjust_size( const StateType &x )
{
resize_impl( x );
resize_x_err( x );
}
protected:
template< class StateIn >
bool resize_impl( const StateIn &x )
{
bool resized = false;
resized |= adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
resized |= adjust_size_by_resizeability( m_dfdt , x , typename is_resizeable<deriv_type>::type() );
resized |= adjust_size_by_resizeability( m_dxdtnew , x , typename is_resizeable<deriv_type>::type() );
resized |= adjust_size_by_resizeability( m_xtmp , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_g1 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_g2 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_g3 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_g4 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_g5 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_cont3 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_cont4 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_jac , x , typename is_resizeable<matrix_type>::type() );
resized |= adjust_size_by_resizeability( m_pm , x , typename is_resizeable<pmatrix_type>::type() );
return resized;
}
template< class StateIn >
bool resize_x_err( const StateIn &x )
{
return adjust_size_by_resizeability( m_x_err , x , typename is_resizeable<state_type>::type() );
}
private:
resizer_type m_resizer;
resizer_type m_x_err_resizer;
wrapped_matrix_type m_jac;
wrapped_pmatrix_type m_pm;
wrapped_deriv_type m_dfdt , m_dxdt , m_dxdtnew;
wrapped_state_type m_g1 , m_g2 , m_g3 , m_g4 , m_g5;
wrapped_state_type m_cont3 , m_cont4;
wrapped_state_type m_xtmp;
wrapped_state_type m_x_err;
const rosenbrock_coefficients m_coef;
};
} // namespace odeint
} // namespace numeric
} // namespace boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/rosenbrock4_controller.hpp
[begin_description]
Controller for the Rosenbrock4 method.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_CONTROLLER_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_CONTROLLER_HPP_INCLUDED
#include <boost/config.hpp>
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/util/copy.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/stepper/rosenbrock4.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template< class Stepper >
class rosenbrock4_controller
{
private:
public:
typedef Stepper stepper_type;
typedef typename stepper_type::value_type value_type;
typedef typename stepper_type::state_type state_type;
typedef typename stepper_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_type::time_type time_type;
typedef typename stepper_type::deriv_type deriv_type;
typedef typename stepper_type::wrapped_deriv_type wrapped_deriv_type;
typedef typename stepper_type::resizer_type resizer_type;
typedef controlled_stepper_tag stepper_category;
typedef rosenbrock4_controller< Stepper > controller_type;
rosenbrock4_controller( value_type atol = 1.0e-6 , value_type rtol = 1.0e-6 , const stepper_type &stepper = stepper_type() )
: m_stepper( stepper ) , m_atol( atol ) , m_rtol( rtol ) ,
m_first_step( true ) , m_err_old( 0.0 ) , m_dt_old( 0.0 ) ,
m_last_rejected( false )
{ }
value_type error( const state_type &x , const state_type &xold , const state_type &xerr )
{
BOOST_USING_STD_MAX();
using std::abs;
const size_t n = x.size();
value_type err = 0.0 , sk = 0.0;
for( size_t i=0 ; i<n ; ++i )
{
sk = m_atol + m_rtol * max BOOST_PREVENT_MACRO_SUBSTITUTION ( abs( xold[i] ) , abs( x[i] ) );
err += xerr[i] * xerr[i] / sk / sk;
}
return sqrt( err / value_type( n ) );
}
value_type last_error( void ) const
{
return m_err_old;
}
template< class System >
boost::numeric::odeint::controlled_step_result
try_step( System sys , state_type &x , time_type &t , time_type &dt )
{
m_xnew_resizer.adjust_size( x , detail::bind( &controller_type::template resize_m_xnew< state_type > , detail::ref( *this ) , detail::_1 ) );
boost::numeric::odeint::controlled_step_result res = try_step( sys , x , t , m_xnew.m_v , dt );
if( res == success )
{
boost::numeric::odeint::copy( m_xnew.m_v , x );
}
return res;
}
template< class System >
boost::numeric::odeint::controlled_step_result
try_step( System sys , const state_type &x , time_type &t , state_type &xout , time_type &dt )
{
BOOST_USING_STD_MIN();
BOOST_USING_STD_MAX();
using std::pow;
static const value_type safe = 0.9 , fac1 = 5.0 , fac2 = 1.0 / 6.0;
m_xerr_resizer.adjust_size( x , detail::bind( &controller_type::template resize_m_xerr< state_type > , detail::ref( *this ) , detail::_1 ) );
m_stepper.do_step( sys , x , t , xout , dt , m_xerr.m_v );
value_type err = error( xout , x , m_xerr.m_v );
value_type fac = max BOOST_PREVENT_MACRO_SUBSTITUTION ( fac2 , min BOOST_PREVENT_MACRO_SUBSTITUTION ( fac1 , pow( err , 0.25 ) / safe ) );
value_type dt_new = dt / fac;
if ( err <= 1.0 )
{
if( m_first_step )
{
m_first_step = false;
}
else
{
value_type fac_pred = ( m_dt_old / dt ) * pow( err * err / m_err_old , 0.25 ) / safe;
fac_pred = max BOOST_PREVENT_MACRO_SUBSTITUTION ( fac2 , min BOOST_PREVENT_MACRO_SUBSTITUTION ( fac1 , fac_pred ) );
fac = max BOOST_PREVENT_MACRO_SUBSTITUTION ( fac , fac_pred );
dt_new = dt / fac;
}
m_dt_old = dt;
m_err_old = max BOOST_PREVENT_MACRO_SUBSTITUTION ( 0.01 , err );
if( m_last_rejected )
dt_new = ( dt >= 0.0 ? min BOOST_PREVENT_MACRO_SUBSTITUTION ( dt_new , dt ) : max BOOST_PREVENT_MACRO_SUBSTITUTION ( dt_new , dt ) );
t += dt;
dt = dt_new;
m_last_rejected = false;
return success;
}
else
{
dt = dt_new;
m_last_rejected = true;
return fail;
}
}
template< class StateType >
void adjust_size( const StateType &x )
{
resize_m_xerr( x );
resize_m_xnew( x );
}
stepper_type& stepper( void )
{
return m_stepper;
}
const stepper_type& stepper( void ) const
{
return m_stepper;
}
private:
template< class StateIn >
bool resize_m_xerr( const StateIn &x )
{
return adjust_size_by_resizeability( m_xerr , x , typename is_resizeable<state_type>::type() );
}
template< class StateIn >
bool resize_m_xnew( const StateIn &x )
{
return adjust_size_by_resizeability( m_xnew , x , typename is_resizeable<state_type>::type() );
}
stepper_type m_stepper;
resizer_type m_xerr_resizer;
resizer_type m_xnew_resizer;
wrapped_state_type m_xerr;
wrapped_state_type m_xnew;
value_type m_atol , m_rtol;
bool m_first_step;
value_type m_err_old , m_dt_old;
bool m_last_rejected;
};
} // namespace odeint
} // namespace numeric
} // namespace boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_CONTROLLER_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/rosenbrock4_dense_output.hpp
[begin_description]
Dense output for Rosenbrock 4.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_DENSE_OUTPUT_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_DENSE_OUTPUT_HPP_INCLUDED
#include <utility>
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/stepper/rosenbrock4_controller.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template< class ControlledStepper >
class rosenbrock4_dense_output
{
public:
typedef ControlledStepper controlled_stepper_type;
typedef typename controlled_stepper_type::stepper_type stepper_type;
typedef typename stepper_type::value_type value_type;
typedef typename stepper_type::state_type state_type;
typedef typename stepper_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_type::time_type time_type;
typedef typename stepper_type::deriv_type deriv_type;
typedef typename stepper_type::wrapped_deriv_type wrapped_deriv_type;
typedef typename stepper_type::resizer_type resizer_type;
typedef dense_output_stepper_tag stepper_category;
typedef rosenbrock4_dense_output< ControlledStepper > dense_output_stepper_type;
rosenbrock4_dense_output( const controlled_stepper_type &stepper = controlled_stepper_type() )
: m_stepper( stepper ) ,
m_x1() , m_x2() ,
m_current_state_x1( true ) ,
m_t() , m_t_old() , m_dt()
{
}
template< class StateType >
void initialize( const StateType &x0 , time_type t0 , time_type dt0 )
{
m_resizer.adjust_size( x0 , detail::bind( &dense_output_stepper_type::template resize_impl< StateType > , detail::ref( *this ) , detail::_1 ) );
get_current_state() = x0;
m_t = t0;
m_dt = dt0;
}
template< class System >
std::pair< time_type , time_type > do_step( System system )
{
const size_t max_count = 1000;
controlled_step_result res = fail;
m_t_old = m_t;
size_t count = 0;
do
{
res = m_stepper.try_step( system , get_current_state() , m_t , get_old_state() , m_dt );
if( count++ == max_count )
throw std::overflow_error( "rosenbrock4 : too much iterations!");
}
while( res == fail );
m_stepper.stepper().prepare_dense_output();
this->toggle_current_state();
return std::make_pair( m_t_old , m_t );
}
/*
* The two overloads are needed in order to solve the forwarding problem.
*/
template< class StateOut >
void calc_state( time_type t , StateOut &x )
{
m_stepper.stepper().calc_state( t , x , get_old_state() , m_t_old , get_current_state() , m_t );
}
template< class StateOut >
void calc_state( time_type t , const StateOut &x )
{
m_stepper.stepper().calc_state( t , x , get_old_state() , m_t_old , get_current_state() , m_t );
}
template< class StateType >
void adjust_size( const StateType &x )
{
m_stepper.adjust_size( x );
resize_impl( x );
}
const state_type& current_state( void ) const
{
return get_current_state();
}
time_type current_time( void ) const
{
return m_t;
}
const state_type& previous_state( void ) const
{
return get_old_state();
}
time_type previous_time( void ) const
{
return m_t_old;
}
time_type current_time_step( void ) const
{
return m_dt;
}
private:
state_type& get_current_state( void )
{
return m_current_state_x1 ? m_x1.m_v : m_x2.m_v ;
}
const state_type& get_current_state( void ) const
{
return m_current_state_x1 ? m_x1.m_v : m_x2.m_v ;
}
state_type& get_old_state( void )
{
return m_current_state_x1 ? m_x2.m_v : m_x1.m_v ;
}
const state_type& get_old_state( void ) const
{
return m_current_state_x1 ? m_x2.m_v : m_x1.m_v ;
}
void toggle_current_state( void )
{
m_current_state_x1 = ! m_current_state_x1;
}
template< class StateIn >
bool resize_impl( const StateIn &x )
{
bool resized = false;
resized |= adjust_size_by_resizeability( m_x1 , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_x2 , x , typename is_resizeable<state_type>::type() );
return resized;
}
controlled_stepper_type m_stepper;
resizer_type m_resizer;
wrapped_state_type m_x1 , m_x2;
bool m_current_state_x1;
time_type m_t , m_t_old , m_dt;
};
} // namespace odeint
} // namespace numeric
} // namespace boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_DENSE_OUTPUT_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/runge_kutta4.hpp
[begin_description]
Implementation of the classical Runge-Kutta stepper with the generic stepper.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA4_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA4_HPP_INCLUDED
#include <boost/fusion/container/vector.hpp>
#include <boost/fusion/container/generation/make_vector.hpp>
#include <boost/numeric/odeint/stepper/explicit_generic_rk.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/array.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
namespace boost {
namespace numeric {
namespace odeint {
#ifndef DOXYGEN_SKIP
template< class Value = double >
struct rk4_coefficients_a1 : boost::array< Value , 1 >
{
rk4_coefficients_a1( void )
{
(*this)[0] = static_cast< Value >( 1 ) / static_cast< Value >( 2 );
}
};
template< class Value = double >
struct rk4_coefficients_a2 : boost::array< Value , 2 >
{
rk4_coefficients_a2( void )
{
(*this)[0] = static_cast<Value>(0);
(*this)[1] = static_cast< Value >( 1 ) / static_cast< Value >( 2 );
}
};
template< class Value = double >
struct rk4_coefficients_a3 : boost::array< Value , 3 >
{
rk4_coefficients_a3( void )
{
(*this)[0] = static_cast<Value>(0);
(*this)[1] = static_cast<Value>(0);
(*this)[2] = static_cast<Value>(1);
}
};
template< class Value = double >
struct rk4_coefficients_b : boost::array< Value , 4 >
{
rk4_coefficients_b( void )
{
(*this)[0] = static_cast<Value>(1)/static_cast<Value>(6);
(*this)[1] = static_cast<Value>(1)/static_cast<Value>(3);
(*this)[2] = static_cast<Value>(1)/static_cast<Value>(3);
(*this)[3] = static_cast<Value>(1)/static_cast<Value>(6);
}
};
template< class Value = double >
struct rk4_coefficients_c : boost::array< Value , 4 >
{
rk4_coefficients_c( void )
{
(*this)[0] = static_cast<Value>(0);
(*this)[1] = static_cast< Value >( 1 ) / static_cast< Value >( 2 );
(*this)[2] = static_cast< Value >( 1 ) / static_cast< Value >( 2 );
(*this)[3] = static_cast<Value>(1);
}
};
#endif
template<
class State ,
class Value = double ,
class Deriv = State ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
#ifndef DOXYGEN_SKIP
class runge_kutta4 : public explicit_generic_rk< 4 , 4 , State , Value , Deriv , Time ,
Algebra , Operations , Resizer >
#else
class runge_kutta4 : public explicit_generic_rk
#endif
{
public:
#ifndef DOXYGEN_SKIP
typedef explicit_generic_rk< 4 , 4 , State , Value , Deriv , Time ,
Algebra , Operations , Resizer > stepper_base_type;
#endif
typedef typename stepper_base_type::state_type state_type;
typedef typename stepper_base_type::value_type value_type;
typedef typename stepper_base_type::deriv_type deriv_type;
typedef typename stepper_base_type::time_type time_type;
typedef typename stepper_base_type::algebra_type algebra_type;
typedef typename stepper_base_type::operations_type operations_type;
typedef typename stepper_base_type::resizer_type resizer_type;
#ifndef DOXYGEN_SKIP
typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
typedef typename stepper_base_type::stepper_type stepper_type;
#endif
runge_kutta4( const algebra_type &algebra = algebra_type() ) : stepper_base_type(
boost::fusion::make_vector( rk4_coefficients_a1<Value>() , rk4_coefficients_a2<Value>() , rk4_coefficients_a3<Value>() ) ,
rk4_coefficients_b<Value>() , rk4_coefficients_c<Value>() , algebra )
{ }
};
/**
* \class runge_kutta4
* \brief The classical Runge-Kutta stepper of fourth order.
*
* The Runge-Kutta method of fourth order is one standard method for
* solving ordinary differential equations and is widely used, see also
* <a href="http://en.wikipedia.org/wiki/Runge%E2%80%93Kutta_methods">en.wikipedia.org/wiki/Runge-Kutta_methods</a>
* The method is explicit and fulfills the Stepper concept. Step size control
* or continuous output are not provided.
*
* This class derives from explicit_stepper_base and inherits its interface via CRTP (current recurring template pattern).
* Furthermore, it derivs from explicit_generic_rk which is a generic Runge-Kutta algorithm. For more details see
* explicit_stepper_base and explicit_generic_rk.
*
* \tparam State The state type.
* \tparam Value The value type.
* \tparam Deriv The type representing the time derivative of the state.
* \tparam Time The time representing the independent variable - the time.
* \tparam Algebra The algebra type.
* \tparam Operations The operations type.
* \tparam Resizer The resizer policy type.
*/
/**
* \fn runge_kutta4::runge_kutta4( const algebra_type &algebra = algebra_type() )
* \brief Constructs the runge_kutta4 class. This constructor can be used as a default
* constructor if the algebra has a default constructor.
* \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
*/
}
}
}
#endif // BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA4_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/runge_kutta4_classic.hpp
[begin_description]
Implementation for the classical Runge Kutta stepper.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA4_CLASSIC_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA4_CLASSIC_HPP_INCLUDED
#include <boost/numeric/odeint/stepper/base/explicit_stepper_base.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template<
class State ,
class Value = double ,
class Deriv = State ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
#ifndef DOXYGEN_SKIP
class runge_kutta4_classic
: public explicit_stepper_base<
runge_kutta4_classic< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
4 , State , Value , Deriv , Time , Algebra , Operations , Resizer >
#else
class runge_kutta4_classic : public explicit_stepper_base
#endif
{
public :
#ifndef DOXYGEN_SKIP
typedef explicit_stepper_base<
runge_kutta4_classic< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
4 , State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_base_type;
#else
typedef explicit_stepper_base< runge_kutta4_classic< ... > , ... > stepper_base_type;
#endif
typedef typename stepper_base_type::state_type state_type;
typedef typename stepper_base_type::value_type value_type;
typedef typename stepper_base_type::deriv_type deriv_type;
typedef typename stepper_base_type::time_type time_type;
typedef typename stepper_base_type::algebra_type algebra_type;
typedef typename stepper_base_type::operations_type operations_type;
typedef typename stepper_base_type::resizer_type resizer_type;
#ifndef DOXYGEN_SKIP
typedef typename stepper_base_type::stepper_type stepper_type;
typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
#endif // DOXYGEN_SKIP
runge_kutta4_classic( const algebra_type &algebra = algebra_type() ) : stepper_base_type( algebra )
{ }
template< class System , class StateIn , class DerivIn , class StateOut >
void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
{
// ToDo : check if size of in,dxdt,out are equal?
static const value_type val1 = static_cast< value_type >( 1 );
m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
typename odeint::unwrap_reference< System >::type &sys = system;
const time_type dh = dt / static_cast< value_type >( 2 );
const time_type th = t + dh;
// dt * dxdt = k1
// m_x_tmp = x + dh*dxdt
stepper_base_type::m_algebra.for_each3( m_x_tmp.m_v , in , dxdt ,
typename operations_type::template scale_sum2< value_type , time_type >( val1 , dh ) );
// dt * m_dxt = k2
sys( m_x_tmp.m_v , m_dxt.m_v , th );
// m_x_tmp = x + dh*m_dxt
stepper_base_type::m_algebra.for_each3( m_x_tmp.m_v , in , m_dxt.m_v ,
typename operations_type::template scale_sum2< value_type , time_type >( val1 , dh ) );
// dt * m_dxm = k3
sys( m_x_tmp.m_v , m_dxm.m_v , th );
//m_x_tmp = x + dt*m_dxm
stepper_base_type::m_algebra.for_each3( m_x_tmp.m_v , in , m_dxm.m_v ,
typename operations_type::template scale_sum2< value_type , time_type >( val1 , dt ) );
// dt * m_dxh = k4
sys( m_x_tmp.m_v , m_dxh.m_v , t + dt );
//x += dt/6 * ( m_dxdt + m_dxt + val2*m_dxm )
time_type dt6 = dt / static_cast< value_type >( 6 );
time_type dt3 = dt / static_cast< value_type >( 3 );
stepper_base_type::m_algebra.for_each6( out , in , dxdt , m_dxt.m_v , m_dxm.m_v , m_dxh.m_v ,
typename operations_type::template scale_sum5< value_type , time_type , time_type , time_type , time_type >( 1.0 , dt6 , dt3 , dt3 , dt6 ) );
}
template< class StateType >
void adjust_size( const StateType &x )
{
resize_impl( x );
stepper_base_type::adjust_size( x );
}
private:
template< class StateIn >
bool resize_impl( const StateIn &x )
{
bool resized = false;
resized |= adjust_size_by_resizeability( m_x_tmp , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_dxm , x , typename is_resizeable<deriv_type>::type() );
resized |= adjust_size_by_resizeability( m_dxt , x , typename is_resizeable<deriv_type>::type() );
resized |= adjust_size_by_resizeability( m_dxh , x , typename is_resizeable<deriv_type>::type() );
return resized;
}
resizer_type m_resizer;
wrapped_deriv_type m_dxt;
wrapped_deriv_type m_dxm;
wrapped_deriv_type m_dxh;
wrapped_state_type m_x_tmp;
};
/********* DOXYGEN *********/
/**
* \class runge_kutta4_classic
* \brief The classical Runge-Kutta stepper of fourth order.
*
* The Runge-Kutta method of fourth order is one standard method for
* solving ordinary differential equations and is widely used, see also
* <a href="http://en.wikipedia.org/wiki/Runge%E2%80%93Kutta_methods">en.wikipedia.org/wiki/Runge-Kutta_methods</a>
* The method is explicit and fulfills the Stepper concept. Step size control
* or continuous output are not provided. This class implements the method directly, hence the
* generic Runge-Kutta algorithm is not used.
*
* This class derives from explicit_stepper_base and inherits its interface via
* CRTP (current recurring template pattern). For more details see
* explicit_stepper_base.
*
* \tparam State The state type.
* \tparam Value The value type.
* \tparam Deriv The type representing the time derivative of the state.
* \tparam Time The time representing the independent variable - the time.
* \tparam Algebra The algebra type.
* \tparam Operations The operations type.
* \tparam Resizer The resizer policy type.
*/
/**
* \fn runge_kutta4_classic::runge_kutta4_classic( const algebra_type &algebra )
* \brief Constructs the runge_kutta4_classic class. This constructor can be used as a default
* constructor if the algebra has a default constructor.
* \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
*/
/**
* \fn runge_kutta4_classic::do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
* \brief This method performs one step. The derivative `dxdt` of `in` at the time `t` is passed to the method.
* The result is updated out of place, hence the input is in `in` and the output in `out`.
* Access to this step functionality is provided by explicit_stepper_base and
* `do_step_impl` should not be called directly.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param dxdt The derivative of x at t.
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
*/
/**
* \fn runge_kutta4_classic::adjust_size( const StateType &x )
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA4_CLASSIC_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/runge_kutta_cash_karp54.hpp
[begin_description]
Implementation of the Runge Kutta Cash Karp 5(4) method. It uses the generic error stepper.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA_CASH_KARP54_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA_CASH_KARP54_HPP_INCLUDED
#include <boost/fusion/container/vector.hpp>
#include <boost/fusion/container/generation/make_vector.hpp>
#include <boost/numeric/odeint/stepper/explicit_error_generic_rk.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/array.hpp>
namespace boost {
namespace numeric {
namespace odeint {
#ifndef DOXYGEN_SKIP
template< class Value = double >
struct rk54_ck_coefficients_a1 : boost::array< Value , 1 >
{
rk54_ck_coefficients_a1( void )
{
(*this)[0] = static_cast< Value >( 1 )/static_cast< Value >( 5 );
}
};
template< class Value = double >
struct rk54_ck_coefficients_a2 : boost::array< Value , 2 >
{
rk54_ck_coefficients_a2( void )
{
(*this)[0] = static_cast<Value>( 3 )/static_cast<Value>( 40 );
(*this)[1] = static_cast<Value>( 9 )/static_cast<Value>( 40 );
}
};
template< class Value = double >
struct rk54_ck_coefficients_a3 : boost::array< Value , 3 >
{
rk54_ck_coefficients_a3( void )
{
(*this)[0] = static_cast<Value>( 3 )/static_cast<Value>( 10 );
(*this)[1] = static_cast<Value>( -9 )/static_cast<Value>( 10 );
(*this)[2] = static_cast<Value>( 6 )/static_cast<Value>( 5 );
}
};
template< class Value = double >
struct rk54_ck_coefficients_a4 : boost::array< Value , 4 >
{
rk54_ck_coefficients_a4( void )
{
(*this)[0] = static_cast<Value>( -11 )/static_cast<Value>( 54 );
(*this)[1] = static_cast<Value>( 5 )/static_cast<Value>( 2 );
(*this)[2] = static_cast<Value>( -70 )/static_cast<Value>( 27 );
(*this)[3] = static_cast<Value>( 35 )/static_cast<Value>( 27 );
}
};
template< class Value = double >
struct rk54_ck_coefficients_a5 : boost::array< Value , 5 >
{
rk54_ck_coefficients_a5( void )
{
(*this)[0] = static_cast<Value>( 1631 )/static_cast<Value>( 55296 );
(*this)[1] = static_cast<Value>( 175 )/static_cast<Value>( 512 );
(*this)[2] = static_cast<Value>( 575 )/static_cast<Value>( 13824 );
(*this)[3] = static_cast<Value>( 44275 )/static_cast<Value>( 110592 );
(*this)[4] = static_cast<Value>( 253 )/static_cast<Value>( 4096 );
}
};
template< class Value = double >
struct rk54_ck_coefficients_b : boost::array< Value , 6 >
{
rk54_ck_coefficients_b( void )
{
(*this)[0] = static_cast<Value>( 37 )/static_cast<Value>( 378 );
(*this)[1] = static_cast<Value>( 0 );
(*this)[2] = static_cast<Value>( 250 )/static_cast<Value>( 621 );
(*this)[3] = static_cast<Value>( 125 )/static_cast<Value>( 594 );
(*this)[4] = static_cast<Value>( 0 );
(*this)[5] = static_cast<Value>( 512 )/static_cast<Value>( 1771 );
}
};
template< class Value = double >
struct rk54_ck_coefficients_db : boost::array< Value , 6 >
{
rk54_ck_coefficients_db( void )
{
(*this)[0] = static_cast<Value>( 37 )/static_cast<Value>( 378 ) - static_cast<Value>( 2825 )/static_cast<Value>( 27648 );
(*this)[1] = static_cast<Value>( 0 );
(*this)[2] = static_cast<Value>( 250 )/static_cast<Value>( 621 ) - static_cast<Value>( 18575 )/static_cast<Value>( 48384 );
(*this)[3] = static_cast<Value>( 125 )/static_cast<Value>( 594 ) - static_cast<Value>( 13525 )/static_cast<Value>( 55296 );
(*this)[4] = static_cast<Value>( -277 )/static_cast<Value>( 14336 );
(*this)[5] = static_cast<Value>( 512 )/static_cast<Value>( 1771 ) - static_cast<Value>( 1 )/static_cast<Value>( 4 );
}
};
template< class Value = double >
struct rk54_ck_coefficients_c : boost::array< Value , 6 >
{
rk54_ck_coefficients_c( void )
{
(*this)[0] = static_cast<Value>(0);
(*this)[1] = static_cast<Value>( 1 )/static_cast<Value>( 5 );
(*this)[2] = static_cast<Value>( 3 )/static_cast<Value>( 10 );
(*this)[3] = static_cast<Value>( 3 )/static_cast<Value>( 5 );
(*this)[4] = static_cast<Value>( 1 );
(*this)[5] = static_cast<Value>( 7 )/static_cast<Value>( 8 );
}
};
#endif
template<
class State ,
class Value = double ,
class Deriv = State ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
#ifndef DOXYGEN_SKIP
class runge_kutta_cash_karp54 : public explicit_error_generic_rk< 6 , 5 , 5 , 4 ,
State , Value , Deriv , Time , Algebra , Operations , Resizer >
#else
class runge_kutta_cash_karp54 : public explicit_error_generic_rk
#endif
{
public:
#ifndef DOXYGEN_SKIP
typedef explicit_error_generic_rk< 6 , 5 , 5 , 4 , State , Value , Deriv , Time ,
Algebra , Operations , Resizer > stepper_base_type;
#endif
typedef typename stepper_base_type::state_type state_type;
typedef typename stepper_base_type::value_type value_type;
typedef typename stepper_base_type::deriv_type deriv_type;
typedef typename stepper_base_type::time_type time_type;
typedef typename stepper_base_type::algebra_type algebra_type;
typedef typename stepper_base_type::operations_type operations_type;
typedef typename stepper_base_type::resizer_type resizer_typ;
#ifndef DOXYGEN_SKIP
typedef typename stepper_base_type::stepper_type stepper_type;
typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
#endif
runge_kutta_cash_karp54( const algebra_type &algebra = algebra_type() ) : stepper_base_type(
boost::fusion::make_vector( rk54_ck_coefficients_a1<Value>() ,
rk54_ck_coefficients_a2<Value>() ,
rk54_ck_coefficients_a3<Value>() ,
rk54_ck_coefficients_a4<Value>() ,
rk54_ck_coefficients_a5<Value>() ) ,
rk54_ck_coefficients_b<Value>() , rk54_ck_coefficients_db<Value>() , rk54_ck_coefficients_c<Value>() ,
algebra )
{ }
};
/********** DOXYGEN **********/
/**
* \class runge_kutta_cash_karp54
* \brief The Runge-Kutta Cash-Karp method.
*
* The Runge-Kutta Cash-Karp method is one of the standard methods for
* solving ordinary differential equations, see
* <a href="http://en.wikipedia.org/wiki/Cash%E2%80%93Karp_methods">en.wikipedia.org/wiki/Cash-Karp_methods</a>.
* The method is explicit and fulfills the Error Stepper concept. Step size control
* is provided but continuous output is not available for this method.
*
* This class derives from explicit_error_stepper_base and inherits its interface via CRTP (current recurring template pattern).
* Furthermore, it derivs from explicit_error_generic_rk which is a generic Runge-Kutta algorithm with error estimation.
* For more details see explicit_error_stepper_base and explicit_error_generic_rk.
*
* \tparam State The state type.
* \tparam Value The value type.
* \tparam Deriv The type representing the time derivative of the state.
* \tparam Time The time representing the independent variable - the time.
* \tparam Algebra The algebra type.
* \tparam Operations The operations type.
* \tparam Resizer The resizer policy type.
*/
/**
* \fn runge_kutta_cash_karp54::runge_kutta_cash_karp54( const algebra_type &algebra )
* \brief Constructs the runge_kutta_cash_karp54 class. This constructor can be used as a default
* constructor if the algebra has a default constructor.
* \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
*/
}
}
}
#endif // BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA_CASH_KARP54_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/runge_kutta_cash_karp54_classic.hpp
[begin_description]
Classical implementation of the Runge-Kutta Cash-Karp 5(4) method.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA_CASH_KARP54_CLASSIC_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA_CASH_KARP54_CLASSIC_HPP_INCLUDED
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/stepper/base/explicit_error_stepper_base.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template<
class State ,
class Value = double ,
class Deriv = State ,
class Time = double ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
#ifndef DOXYGEN_SKIP
class runge_kutta_cash_karp54_classic
: public explicit_error_stepper_base<
runge_kutta_cash_karp54_classic< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
5 , 5 , 4 , State , Value , Deriv , Time , Algebra , Operations , Resizer >
#else
class runge_kutta_cash_karp54_classic : public explicit_error_stepper_base
#endif
{
public :
#ifndef DOXYGEN_SKIP
typedef explicit_error_stepper_base<
runge_kutta_cash_karp54_classic< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
5 , 5 , 4 , State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_base_type;
#else
typedef explicit_error_stepper_base< runge_kutta_cash_karp54_classic< ... > , ... > stepper_base_type;
#endif
typedef typename stepper_base_type::state_type state_type;
typedef typename stepper_base_type::value_type value_type;
typedef typename stepper_base_type::deriv_type deriv_type;
typedef typename stepper_base_type::time_type time_type;
typedef typename stepper_base_type::algebra_type algebra_type;
typedef typename stepper_base_type::operations_type operations_type;
typedef typename stepper_base_type::resizer_type resizer_type;
#ifndef DOXYGEN_SKIP
typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
typedef typename stepper_base_type::stepper_type stepper_type;
#endif
runge_kutta_cash_karp54_classic( const algebra_type &algebra = algebra_type() ) : stepper_base_type( algebra )
{ }
template< class System , class StateIn , class DerivIn , class StateOut , class Err >
void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt , Err &xerr )
{
const value_type c1 = static_cast<value_type> ( 37 ) / static_cast<value_type>( 378 );
const value_type c3 = static_cast<value_type> ( 250 ) / static_cast<value_type>( 621 );
const value_type c4 = static_cast<value_type> ( 125 ) / static_cast<value_type>( 594 );
const value_type c6 = static_cast<value_type> ( 512 ) / static_cast<value_type>( 1771 );
const value_type dc1 = c1 - static_cast<value_type> ( 2825 ) / static_cast<value_type>( 27648 );
const value_type dc3 = c3 - static_cast<value_type> ( 18575 ) / static_cast<value_type>( 48384 );
const value_type dc4 = c4 - static_cast<value_type> ( 13525 ) / static_cast<value_type>( 55296 );
const value_type dc5 = static_cast<value_type> ( -277 ) / static_cast<value_type>( 14336 );
const value_type dc6 = c6 - static_cast<value_type> ( 1 ) / static_cast<value_type> ( 4 );
do_step_impl( system , in , dxdt , t , out , dt );
//error estimate
stepper_base_type::m_algebra.for_each6( xerr , dxdt , m_k3.m_v , m_k4.m_v , m_k5.m_v , m_k6.m_v ,
typename operations_type::template scale_sum5< time_type , time_type , time_type , time_type , time_type >( dt*dc1 , dt*dc3 , dt*dc4 , dt*dc5 , dt*dc6 ));
}
template< class System , class StateIn , class DerivIn , class StateOut >
void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
{
const value_type a2 = static_cast<value_type> ( 1 ) / static_cast<value_type> ( 5 );
const value_type a3 = static_cast<value_type> ( 3 ) / static_cast<value_type> ( 10 );
const value_type a4 = static_cast<value_type> ( 3 ) / static_cast<value_type> ( 5 );
const value_type a5 = static_cast<value_type> ( 1 );
const value_type a6 = static_cast<value_type> ( 7 ) / static_cast<value_type> ( 8 );
const value_type b21 = static_cast<value_type> ( 1 ) / static_cast<value_type> ( 5 );
const value_type b31 = static_cast<value_type> ( 3 ) / static_cast<value_type>( 40 );
const value_type b32 = static_cast<value_type> ( 9 ) / static_cast<value_type>( 40 );
const value_type b41 = static_cast<value_type> ( 3 ) / static_cast<value_type> ( 10 );
const value_type b42 = static_cast<value_type> ( -9 ) / static_cast<value_type> ( 10 );
const value_type b43 = static_cast<value_type> ( 6 ) / static_cast<value_type> ( 5 );
const value_type b51 = static_cast<value_type> ( -11 ) / static_cast<value_type>( 54 );
const value_type b52 = static_cast<value_type> ( 5 ) / static_cast<value_type> ( 2 );
const value_type b53 = static_cast<value_type> ( -70 ) / static_cast<value_type>( 27 );
const value_type b54 = static_cast<value_type> ( 35 ) / static_cast<value_type>( 27 );
const value_type b61 = static_cast<value_type> ( 1631 ) / static_cast<value_type>( 55296 );
const value_type b62 = static_cast<value_type> ( 175 ) / static_cast<value_type>( 512 );
const value_type b63 = static_cast<value_type> ( 575 ) / static_cast<value_type>( 13824 );
const value_type b64 = static_cast<value_type> ( 44275 ) / static_cast<value_type>( 110592 );
const value_type b65 = static_cast<value_type> ( 253 ) / static_cast<value_type>( 4096 );
const value_type c1 = static_cast<value_type> ( 37 ) / static_cast<value_type>( 378 );
const value_type c3 = static_cast<value_type> ( 250 ) / static_cast<value_type>( 621 );
const value_type c4 = static_cast<value_type> ( 125 ) / static_cast<value_type>( 594 );
const value_type c6 = static_cast<value_type> ( 512 ) / static_cast<value_type>( 1771 );
typename odeint::unwrap_reference< System >::type &sys = system;
m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_impl<StateIn> , detail::ref( *this ) , detail::_1 ) );
//m_x1 = x + dt*b21*dxdt
stepper_base_type::m_algebra.for_each3( m_x_tmp.m_v , in , dxdt ,
typename operations_type::template scale_sum2< value_type , time_type >( 1.0 , dt*b21 ) );
sys( m_x_tmp.m_v , m_k2.m_v , t + dt*a2 );
// m_x_tmp = x + dt*b31*dxdt + dt*b32*m_x2
stepper_base_type::m_algebra.for_each4( m_x_tmp.m_v , in , dxdt , m_k2.m_v ,
typename operations_type::template scale_sum3< value_type , time_type , time_type >( 1.0 , dt*b31 , dt*b32 ));
sys( m_x_tmp.m_v , m_k3.m_v , t + dt*a3 );
// m_x_tmp = x + dt * (b41*dxdt + b42*m_x2 + b43*m_x3)
stepper_base_type::m_algebra.for_each5( m_x_tmp.m_v , in , dxdt , m_k2.m_v , m_k3.m_v ,
typename operations_type::template scale_sum4< value_type , time_type , time_type , time_type >( 1.0 , dt*b41 , dt*b42 , dt*b43 ));
sys( m_x_tmp.m_v, m_k4.m_v , t + dt*a4 );
stepper_base_type::m_algebra.for_each6( m_x_tmp.m_v , in , dxdt , m_k2.m_v , m_k3.m_v , m_k4.m_v ,
typename operations_type::template scale_sum5< value_type , time_type , time_type , time_type , time_type >( 1.0 , dt*b51 , dt*b52 , dt*b53 , dt*b54 ));
sys( m_x_tmp.m_v , m_k5.m_v , t + dt*a5 );
stepper_base_type::m_algebra.for_each7( m_x_tmp.m_v , in , dxdt , m_k2.m_v , m_k3.m_v , m_k4.m_v , m_k5.m_v ,
typename operations_type::template scale_sum6< value_type , time_type , time_type , time_type , time_type , time_type >( 1.0 , dt*b61 , dt*b62 , dt*b63 , dt*b64 , dt*b65 ));
sys( m_x_tmp.m_v , m_k6.m_v , t + dt*a6 );
stepper_base_type::m_algebra.for_each6( out , in , dxdt , m_k3.m_v , m_k4.m_v , m_k6.m_v ,
typename operations_type::template scale_sum5< value_type , time_type , time_type , time_type , time_type >( 1.0 , dt*c1 , dt*c3 , dt*c4 , dt*c6 ));
}
/**
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
template< class StateIn >
void adjust_size( const StateIn &x )
{
resize_impl( x );
stepper_base_type::adjust_size( x );
}
private:
template< class StateIn >
bool resize_impl( const StateIn &x )
{
bool resized = false;
resized |= adjust_size_by_resizeability( m_x_tmp , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_k2 , x , typename is_resizeable<deriv_type>::type() );
resized |= adjust_size_by_resizeability( m_k3 , x , typename is_resizeable<deriv_type>::type() );
resized |= adjust_size_by_resizeability( m_k4 , x , typename is_resizeable<deriv_type>::type() );
resized |= adjust_size_by_resizeability( m_k5 , x , typename is_resizeable<deriv_type>::type() );
resized |= adjust_size_by_resizeability( m_k6 , x , typename is_resizeable<deriv_type>::type() );
return resized;
}
wrapped_state_type m_x_tmp;
wrapped_deriv_type m_k2, m_k3, m_k4, m_k5, m_k6;
resizer_type m_resizer;
};
/************ DOXYGEN *************/
/**
* \class runge_kutta_cash_karp54_classic
* \brief The Runge-Kutta Cash-Karp method implemented without the generic Runge-Kutta algorithm.
*
* The Runge-Kutta Cash-Karp method is one of the standard methods for
* solving ordinary differential equations, see
* <a href="http://en.wikipedia.org/wiki/Cash%E2%80%93Karp_method">en.wikipedia.org/wiki/Cash-Karp_method</a>.
* The method is explicit and fulfills the Error Stepper concept. Step size control
* is provided but continuous output is not available for this method.
*
* This class derives from explicit_error_stepper_base and inherits its interface via CRTP (current recurring
* template pattern). This class implements the method directly, hence the generic Runge-Kutta algorithm is not used.
*
* \tparam State The state type.
* \tparam Value The value type.
* \tparam Deriv The type representing the time derivative of the state.
* \tparam Time The time representing the independent variable - the time.
* \tparam Algebra The algebra type.
* \tparam Operations The operations type.
* \tparam Resizer The resizer policy type.
*/
/**
* \fn runge_kutta_cash_karp54_classic::runge_kutta_cash_karp54_classic( const algebra_type &algebra )
* \brief Constructs the runge_kutta_cash_karp54_classic class. This constructor can be used as a default
* constructor if the algebra has a default constructor.
* \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
*/
/**
* \fn runge_kutta_cash_karp54_classic::do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt , Err &xerr )
* \brief This method performs one step. The derivative `dxdt` of `in` at the time `t` is passed to the method.
*
* The result is updated out-of-place, hence the input is in `in` and the output in `out`. Futhermore, an
* estimation of the error is stored in `xerr`.
* Access to this step functionality is provided by explicit_error_stepper_base and
* `do_step_impl` should not be called directly.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param dxdt The derivative of x at t.
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
* \param xerr The result of the error estimation is written in xerr.
*/
/**
* \fn runge_kutta_cash_karp54_classic::do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
* \brief This method performs one step. The derivative `dxdt` of `in` at the time `t` is passed to the method.
* The result is updated out-of-place, hence the input is in `in` and the output in `out`.
* Access to this step functionality is provided by explicit_error_stepper_base and
* `do_step_impl` should not be called directly.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param dxdt The derivative of x at t.
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dt The step size.
*/
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA_CASH_KARP54_CLASSIC_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/runge_kutta_dopri5.hpp
[begin_description]
Implementation of the Dormand-Prince 5(4) method. This stepper can also be used with the dense-output controlled stepper.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA_DOPRI5_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA_DOPRI5_HPP_INCLUDED
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/stepper/base/explicit_error_stepper_fsal_base.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/odeint/util/same_instance.hpp>
namespace boost {
namespace numeric {
namespace odeint {
template<
class State ,
class Value = double ,
class Deriv = State ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
class runge_kutta_dopri5
#ifndef DOXYGEN_SKIP
: public explicit_error_stepper_fsal_base<
runge_kutta_dopri5< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
5 , 5 , 4 , State , Value , Deriv , Time , Algebra , Operations , Resizer >
#else
: public explicit_error_stepper_fsal_base
#endif
{
public :
#ifndef DOXYGEN_SKIP
typedef explicit_error_stepper_fsal_base<
runge_kutta_dopri5< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
5 , 5 , 4 , State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_base_type;
#else
typedef explicit_error_stepper_fsal_base< runge_kutta_dopri5< ... > , ... > stepper_base_type;
#endif
typedef typename stepper_base_type::state_type state_type;
typedef typename stepper_base_type::value_type value_type;
typedef typename stepper_base_type::deriv_type deriv_type;
typedef typename stepper_base_type::time_type time_type;
typedef typename stepper_base_type::algebra_type algebra_type;
typedef typename stepper_base_type::operations_type operations_type;
typedef typename stepper_base_type::resizer_type resizer_type;
#ifndef DOXYGEN_SKIP
typedef typename stepper_base_type::stepper_type stepper_type;
typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
#endif // DOXYGEN_SKIP
runge_kutta_dopri5( const algebra_type &algebra = algebra_type() ) : stepper_base_type( algebra )
{ }
template< class System , class StateIn , class DerivIn , class StateOut , class DerivOut >
void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt_in , time_type t ,
StateOut &out , DerivOut &dxdt_out , time_type dt )
{
const value_type a2 = static_cast<value_type> ( 1 ) / static_cast<value_type>( 5 );
const value_type a3 = static_cast<value_type> ( 3 ) / static_cast<value_type> ( 10 );
const value_type a4 = static_cast<value_type> ( 4 ) / static_cast<value_type> ( 5 );
const value_type a5 = static_cast<value_type> ( 8 )/static_cast<value_type> ( 9 );
const value_type b21 = static_cast<value_type> ( 1 ) / static_cast<value_type> ( 5 );
const value_type b31 = static_cast<value_type> ( 3 ) / static_cast<value_type>( 40 );
const value_type b32 = static_cast<value_type> ( 9 ) / static_cast<value_type>( 40 );
const value_type b41 = static_cast<value_type> ( 44 ) / static_cast<value_type> ( 45 );
const value_type b42 = static_cast<value_type> ( -56 ) / static_cast<value_type> ( 15 );
const value_type b43 = static_cast<value_type> ( 32 ) / static_cast<value_type> ( 9 );
const value_type b51 = static_cast<value_type> ( 19372 ) / static_cast<value_type>( 6561 );
const value_type b52 = static_cast<value_type> ( -25360 ) / static_cast<value_type> ( 2187 );
const value_type b53 = static_cast<value_type> ( 64448 ) / static_cast<value_type>( 6561 );
const value_type b54 = static_cast<value_type> ( -212 ) / static_cast<value_type>( 729 );
const value_type b61 = static_cast<value_type> ( 9017 ) / static_cast<value_type>( 3168 );
const value_type b62 = static_cast<value_type> ( -355 ) / static_cast<value_type>( 33 );
const value_type b63 = static_cast<value_type> ( 46732 ) / static_cast<value_type>( 5247 );
const value_type b64 = static_cast<value_type> ( 49 ) / static_cast<value_type>( 176 );
const value_type b65 = static_cast<value_type> ( -5103 ) / static_cast<value_type>( 18656 );
const value_type c1 = static_cast<value_type> ( 35 ) / static_cast<value_type>( 384 );
const value_type c3 = static_cast<value_type> ( 500 ) / static_cast<value_type>( 1113 );
const value_type c4 = static_cast<value_type> ( 125 ) / static_cast<value_type>( 192 );
const value_type c5 = static_cast<value_type> ( -2187 ) / static_cast<value_type>( 6784 );
const value_type c6 = static_cast<value_type> ( 11 ) / static_cast<value_type>( 84 );
typename odeint::unwrap_reference< System >::type &sys = system;
m_k_x_tmp_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_k_x_tmp_impl<StateIn> , detail::ref( *this ) , detail::_1 ) );
//m_x_tmp = x + dt*b21*dxdt
stepper_base_type::m_algebra.for_each3( m_x_tmp.m_v , in , dxdt_in ,
typename operations_type::template scale_sum2< value_type , time_type >( 1.0 , dt*b21 ) );
sys( m_x_tmp.m_v , m_k2.m_v , t + dt*a2 );
// m_x_tmp = x + dt*b31*dxdt + dt*b32*m_k2
stepper_base_type::m_algebra.for_each4( m_x_tmp.m_v , in , dxdt_in , m_k2.m_v ,
typename operations_type::template scale_sum3< value_type , time_type , time_type >( 1.0 , dt*b31 , dt*b32 ));
sys( m_x_tmp.m_v , m_k3.m_v , t + dt*a3 );
// m_x_tmp = x + dt * (b41*dxdt + b42*m_k2 + b43*m_k3)
stepper_base_type::m_algebra.for_each5( m_x_tmp.m_v , in , dxdt_in , m_k2.m_v , m_k3.m_v ,
typename operations_type::template scale_sum4< value_type , time_type , time_type , time_type >( 1.0 , dt*b41 , dt*b42 , dt*b43 ));
sys( m_x_tmp.m_v, m_k4.m_v , t + dt*a4 );
stepper_base_type::m_algebra.for_each6( m_x_tmp.m_v , in , dxdt_in , m_k2.m_v , m_k3.m_v , m_k4.m_v ,
typename operations_type::template scale_sum5< value_type , time_type , time_type , time_type , time_type >( 1.0 , dt*b51 , dt*b52 , dt*b53 , dt*b54 ));
sys( m_x_tmp.m_v , m_k5.m_v , t + dt*a5 );
stepper_base_type::m_algebra.for_each7( m_x_tmp.m_v , in , dxdt_in , m_k2.m_v , m_k3.m_v , m_k4.m_v , m_k5.m_v ,
typename operations_type::template scale_sum6< value_type , time_type , time_type , time_type , time_type , time_type >( 1.0 , dt*b61 , dt*b62 , dt*b63 , dt*b64 , dt*b65 ));
sys( m_x_tmp.m_v , m_k6.m_v , t + dt );
stepper_base_type::m_algebra.for_each7( out , in , dxdt_in , m_k3.m_v , m_k4.m_v , m_k5.m_v , m_k6.m_v ,
typename operations_type::template scale_sum6< value_type , time_type , time_type , time_type , time_type , time_type >( 1.0 , dt*c1 , dt*c3 , dt*c4 , dt*c5 , dt*c6 ));
// the new derivative
sys( out , dxdt_out , t + dt );
}
template< class System , class StateIn , class DerivIn , class StateOut , class DerivOut , class Err >
void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt_in , time_type t ,
StateOut &out , DerivOut &dxdt_out , time_type dt , Err &xerr )
{
const value_type c1 = static_cast<value_type> ( 35 ) / static_cast<value_type>( 384 );
const value_type c3 = static_cast<value_type> ( 500 ) / static_cast<value_type>( 1113 );
const value_type c4 = static_cast<value_type> ( 125 ) / static_cast<value_type>( 192 );
const value_type c5 = static_cast<value_type> ( -2187 ) / static_cast<value_type>( 6784 );
const value_type c6 = static_cast<value_type> ( 11 ) / static_cast<value_type>( 84 );
const value_type dc1 = c1 - static_cast<value_type> ( 5179 ) / static_cast<value_type>( 57600 );
const value_type dc3 = c3 - static_cast<value_type> ( 7571 ) / static_cast<value_type>( 16695 );
const value_type dc4 = c4 - static_cast<value_type> ( 393 ) / static_cast<value_type>( 640 );
const value_type dc5 = c5 - static_cast<value_type> ( -92097 ) / static_cast<value_type>( 339200 );
const value_type dc6 = c6 - static_cast<value_type> ( 187 ) / static_cast<value_type>( 2100 );
const value_type dc7 = static_cast<value_type>( -1 ) / static_cast<value_type> ( 40 );
/* ToDo: copy only if &dxdt_in == &dxdt_out ? */
if( same_instance( dxdt_in , dxdt_out ) )
{
m_dxdt_tmp_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_dxdt_tmp_impl<StateIn> , detail::ref( *this ) , detail::_1 ) );
boost::numeric::odeint::copy( dxdt_in , m_dxdt_tmp.m_v );
do_step_impl( system , in , dxdt_in , t , out , dxdt_out , dt );
//error estimate
stepper_base_type::m_algebra.for_each7( xerr , m_dxdt_tmp.m_v , m_k3.m_v , m_k4.m_v , m_k5.m_v , m_k6.m_v , dxdt_out ,
typename operations_type::template scale_sum6< time_type , time_type , time_type , time_type , time_type , time_type >( dt*dc1 , dt*dc3 , dt*dc4 , dt*dc5 , dt*dc6 , dt*dc7 ) );
}
else
{
do_step_impl( system , in , dxdt_in , t , out , dxdt_out , dt );
//error estimate
stepper_base_type::m_algebra.for_each7( xerr , dxdt_in , m_k3.m_v , m_k4.m_v , m_k5.m_v , m_k6.m_v , dxdt_out ,
typename operations_type::template scale_sum6< time_type , time_type , time_type , time_type , time_type , time_type >( dt*dc1 , dt*dc3 , dt*dc4 , dt*dc5 , dt*dc6 , dt*dc7 ) );
}
}
/*
* Calculates Dense-Output for Dopri5
*
* See Hairer, Norsett, Wanner: Solving Ordinary Differential Equations, Nonstiff Problems. I, p.191/192
*
* y(t+theta) = y(t) + h * sum_i^7 b_i(theta) * k_i
*
* A = theta^2 * ( 3 - 2 theta )
* B = theta^2 * ( theta - 1 )
* C = theta^2 * ( theta - 1 )^2
* D = theta * ( theta - 1 )^2
*
* b_1( theta ) = A * b_1 - C * X1( theta ) + D
* b_2( theta ) = 0
* b_3( theta ) = A * b_3 + C * X3( theta )
* b_4( theta ) = A * b_4 - C * X4( theta )
* b_5( theta ) = A * b_5 + C * X5( theta )
* b_6( theta ) = A * b_6 - C * X6( theta )
* b_7( theta ) = B + C * X7( theta )
*
* An alternative Method is described in:
*
* www-m2.ma.tum.de/homepages/simeon/numerik3/kap3.ps
*/
template< class StateOut , class StateIn1 , class DerivIn1 , class StateIn2 , class DerivIn2 >
void calc_state( time_type t , StateOut &x ,
const StateIn1 &x_old , const DerivIn1 &deriv_old , time_type t_old ,
const StateIn2 & /* x_new */ , const DerivIn2 &deriv_new , time_type t_new ) const
{
const value_type b1 = static_cast<value_type> ( 35 ) / static_cast<value_type>( 384 );
const value_type b3 = static_cast<value_type> ( 500 ) / static_cast<value_type>( 1113 );
const value_type b4 = static_cast<value_type> ( 125 ) / static_cast<value_type>( 192 );
const value_type b5 = static_cast<value_type> ( -2187 ) / static_cast<value_type>( 6784 );
const value_type b6 = static_cast<value_type> ( 11 ) / static_cast<value_type>( 84 );
const time_type dt = ( t_new - t_old );
const value_type theta = ( t - t_old ) / dt;
const value_type X1 = static_cast< value_type >( 5 ) * ( static_cast< value_type >( 2558722523LL ) - static_cast< value_type >( 31403016 ) * theta ) / static_cast< value_type >( 11282082432LL );
const value_type X3 = static_cast< value_type >( 100 ) * ( static_cast< value_type >( 882725551 ) - static_cast< value_type >( 15701508 ) * theta ) / static_cast< value_type >( 32700410799LL );
const value_type X4 = static_cast< value_type >( 25 ) * ( static_cast< value_type >( 443332067 ) - static_cast< value_type >( 31403016 ) * theta ) / static_cast< value_type >( 1880347072LL ) ;
const value_type X5 = static_cast< value_type >( 32805 ) * ( static_cast< value_type >( 23143187 ) - static_cast< value_type >( 3489224 ) * theta ) / static_cast< value_type >( 199316789632LL );
const value_type X6 = static_cast< value_type >( 55 ) * ( static_cast< value_type >( 29972135 ) - static_cast< value_type >( 7076736 ) * theta ) / static_cast< value_type >( 822651844 );
const value_type X7 = static_cast< value_type >( 10 ) * ( static_cast< value_type >( 7414447 ) - static_cast< value_type >( 829305 ) * theta ) / static_cast< value_type >( 29380423 );
const value_type theta_m_1 = theta - static_cast< value_type >( 1 );
const value_type theta_sq = theta * theta;
const value_type A = theta_sq * ( static_cast< value_type >( 3 ) - static_cast< value_type >( 2 ) * theta );
const value_type B = theta_sq * theta_m_1;
const value_type C = theta_sq * theta_m_1 * theta_m_1;
const value_type D = theta * theta_m_1 * theta_m_1;
const value_type b1_theta = A * b1 - C * X1 + D;
const value_type b3_theta = A * b3 + C * X3;
const value_type b4_theta = A * b4 - C * X4;
const value_type b5_theta = A * b5 + C * X5;
const value_type b6_theta = A * b6 - C * X6;
const value_type b7_theta = B + C * X7;
// const state_type &k1 = *m_old_deriv;
// const state_type &k3 = dopri5().m_k3;
// const state_type &k4 = dopri5().m_k4;
// const state_type &k5 = dopri5().m_k5;
// const state_type &k6 = dopri5().m_k6;
// const state_type &k7 = *m_current_deriv;
stepper_base_type::m_algebra.for_each8( x , x_old , deriv_old , m_k3.m_v , m_k4.m_v , m_k5.m_v , m_k6.m_v , deriv_new ,
typename operations_type::template scale_sum7< value_type , time_type , time_type , time_type , time_type , time_type , time_type >( 1.0 , dt * b1_theta , dt * b3_theta , dt * b4_theta , dt * b5_theta , dt * b6_theta , dt * b7_theta ) );
}
template< class StateIn >
void adjust_size( const StateIn &x )
{
resize_k_x_tmp_impl( x );
resize_dxdt_tmp_impl( x );
stepper_base_type::adjust_size( x );
}
private:
template< class StateIn >
bool resize_k_x_tmp_impl( const StateIn &x )
{
bool resized = false;
resized |= adjust_size_by_resizeability( m_x_tmp , x , typename is_resizeable<state_type>::type() );
resized |= adjust_size_by_resizeability( m_k2 , x , typename is_resizeable<deriv_type>::type() );
resized |= adjust_size_by_resizeability( m_k3 , x , typename is_resizeable<deriv_type>::type() );
resized |= adjust_size_by_resizeability( m_k4 , x , typename is_resizeable<deriv_type>::type() );
resized |= adjust_size_by_resizeability( m_k5 , x , typename is_resizeable<deriv_type>::type() );
resized |= adjust_size_by_resizeability( m_k6 , x , typename is_resizeable<deriv_type>::type() );
return resized;
}
template< class StateIn >
bool resize_dxdt_tmp_impl( const StateIn &x )
{
return adjust_size_by_resizeability( m_dxdt_tmp , x , typename is_resizeable<deriv_type>::type() );
}
wrapped_state_type m_x_tmp;
wrapped_deriv_type m_k2 , m_k3 , m_k4 , m_k5 , m_k6 ;
wrapped_deriv_type m_dxdt_tmp;
resizer_type m_k_x_tmp_resizer;
resizer_type m_dxdt_tmp_resizer;
};
/************* DOXYGEN ************/
/**
* \class runge_kutta_dopri5
* \brief The Runge-Kutta Dormand-Prince 5 method.
*
* The Runge-Kutta Dormand-Prince 5 method is a very popular method for solving ODEs, see
* <a href=""></a>.
* The method is explicit and fulfills the Error Stepper concept. Step size control
* is provided but continuous output is available which make this method favourable for many applications.
*
* This class derives from explicit_error_stepper_fsal_base and inherits its interface via CRTP (current recurring
* template pattern). The method possesses the FSAL (first-same-as-last) property. See
* explicit_error_stepper_fsal_base for more details.
*
* \tparam State The state type.
* \tparam Value The value type.
* \tparam Deriv The type representing the time derivative of the state.
* \tparam Time The time representing the independent variable - the time.
* \tparam Algebra The algebra type.
* \tparam Operations The operations type.
* \tparam Resizer The resizer policy type.
*/
/**
* \fn runge_kutta_dopri5::runge_kutta_dopri5( const algebra_type &algebra )
* \brief Constructs the runge_kutta_dopri5 class. This constructor can be used as a default
* constructor if the algebra has a default constructor.
* \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
*/
/**
* \fn runge_kutta_dopri5::do_step_impl( System system , const StateIn &in , const DerivIn &dxdt_in , time_type t , StateOut &out , DerivOut &dxdt_out , time_type dt )
* \brief This method performs one step. The derivative `dxdt_in` of `in` at the time `t` is passed to the
* method. The result is updated out-of-place, hence the input is in `in` and the output in `out`. Furthermore,
* the derivative is update out-of-place, hence the input is assumed to be in `dxdt_in` and the output in
* `dxdt_out`.
* Access to this step functionality is provided by explicit_error_stepper_fsal_base and
* `do_step_impl` should not be called directly.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param dxdt_in The derivative of x at t. dxdt_in is not modified by this method
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dxdt_out The result of the new derivative at time t+dt.
* \param dt The step size.
*/
/**
* \fn runge_kutta_dopri5::do_step_impl( System system , const StateIn &in , const DerivIn &dxdt_in , time_type t , StateOut &out , DerivOut &dxdt_out , time_type dt , Err &xerr )
* \brief This method performs one step. The derivative `dxdt_in` of `in` at the time `t` is passed to the
* method. The result is updated out-of-place, hence the input is in `in` and the output in `out`. Furthermore,
* the derivative is update out-of-place, hence the input is assumed to be in `dxdt_in` and the output in
* `dxdt_out`.
* Access to this step functionality is provided by explicit_error_stepper_fsal_base and
* `do_step_impl` should not be called directly.
* An estimation of the error is calculated.
*
* \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
* Simple System concept.
* \param in The state of the ODE which should be solved. in is not modified in this method
* \param dxdt_in The derivative of x at t. dxdt_in is not modified by this method
* \param t The value of the time, at which the step should be performed.
* \param out The result of the step is written in out.
* \param dxdt_out The result of the new derivative at time t+dt.
* \param dt The step size.
* \param xerr An estimation of the error.
*/
/**
* \fn runge_kutta_dopri5::calc_state( time_type t , StateOut &x , const StateIn1 &x_old , const DerivIn1 &deriv_old , time_type t_old , const StateIn2 & , const DerivIn2 &deriv_new , time_type t_new ) const
* \brief This method is used for continuous output and it calculates the state `x` at a time `t` from the
* knowledge of two states `old_state` and `current_state` at time points `t_old` and `t_new`. It also uses
* internal variables to calculate the result. Hence this method must be called after two successful `do_step`
* calls.
*/
/**
* \fn runge_kutta_dopri5::adjust_size( const StateIn &x )
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA_DOPRI5_HPP_INCLUDED

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@@ -0,0 +1,372 @@
/*
[auto_generated]
boost/numeric/odeint/stepper/runge_kutta_fehlberg87.hpp
[begin_description]
Implementation of the Runge-Kutta-Fehlberg stepper with the generic stepper.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA_FEHLBERG87_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA_FEHLBERG87_HPP_INCLUDED
#include <boost/fusion/container/vector.hpp>
#include <boost/fusion/container/generation/make_vector.hpp>
#include <boost/numeric/odeint/stepper/explicit_generic_rk.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/array.hpp>
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
namespace boost {
namespace numeric {
namespace odeint {
#ifndef DOXYGEN_SKIP
template< class Value = double >
struct rk78_coefficients_a1 : boost::array< Value , 1 >
{
rk78_coefficients_a1( void )
{
(*this)[0] = static_cast< Value >( 2 )/static_cast< Value >( 27 );
}
};
template< class Value = double >
struct rk78_coefficients_a2 : boost::array< Value , 2 >
{
rk78_coefficients_a2( void )
{
(*this)[0] = static_cast< Value >( 1 )/static_cast< Value >( 36 );
(*this)[1] = static_cast< Value >( 1 )/static_cast< Value >( 12 );
}
};
template< class Value = double >
struct rk78_coefficients_a3 : boost::array< Value , 3 >
{
rk78_coefficients_a3( void )
{
(*this)[0] = static_cast< Value >( 1 )/static_cast< Value >( 24 );
(*this)[1] = static_cast< Value >( 0 );
(*this)[2] = static_cast< Value >( 1 )/static_cast< Value >( 8 );
}
};
template< class Value = double >
struct rk78_coefficients_a4 : boost::array< Value , 4 >
{
rk78_coefficients_a4( void )
{
(*this)[0] = static_cast< Value >( 5 )/static_cast< Value >( 12 );
(*this)[1] = static_cast< Value >( 0 );
(*this)[2] = static_cast< Value >( -25 )/static_cast< Value >( 16 );
(*this)[3] = static_cast< Value >( 25 )/static_cast< Value >( 16 );
}
};
template< class Value = double >
struct rk78_coefficients_a5 : boost::array< Value , 5 >
{
rk78_coefficients_a5( void )
{
(*this)[0] = static_cast< Value >( 1 )/static_cast< Value >( 20 );
(*this)[1] = static_cast< Value >( 0 );
(*this)[2] = static_cast< Value >( 0 );
(*this)[3] = static_cast< Value >( 1 )/static_cast< Value >( 4 );
(*this)[4] = static_cast< Value >( 1 )/static_cast< Value >( 5 );
}
};
template< class Value = double >
struct rk78_coefficients_a6 : boost::array< Value , 6 >
{
rk78_coefficients_a6( void )
{
(*this)[0] = static_cast< Value >( -25 )/static_cast< Value >( 108 );
(*this)[1] = static_cast< Value >( 0 );
(*this)[2] = static_cast< Value >( 0 );
(*this)[3] = static_cast< Value >( 125 )/static_cast< Value >( 108 );
(*this)[4] = static_cast< Value >( -65 )/static_cast< Value >( 27 );
(*this)[5] = static_cast< Value >( 125 )/static_cast< Value >( 54 );
}
};
template< class Value = double >
struct rk78_coefficients_a7 : boost::array< Value , 7 >
{
rk78_coefficients_a7( void )
{
(*this)[0] = static_cast< Value >( 31 )/static_cast< Value >( 300 );
(*this)[1] = static_cast< Value >( 0 );
(*this)[2] = static_cast< Value >( 0 );
(*this)[3] = static_cast< Value >( 0 );
(*this)[4] = static_cast< Value >( 61 )/static_cast< Value >( 225 );
(*this)[5] = static_cast< Value >( -2 )/static_cast< Value >( 9 );
(*this)[6] = static_cast< Value >( 13 )/static_cast< Value >( 900 );
}
};
template< class Value = double >
struct rk78_coefficients_a8 : boost::array< Value , 8 >
{
rk78_coefficients_a8( void )
{
(*this)[0] = static_cast< Value >( 2 );
(*this)[1] = static_cast< Value >( 0 );
(*this)[2] = static_cast< Value >( 0 );
(*this)[3] = static_cast< Value >( -53 )/static_cast< Value >( 6 );
(*this)[4] = static_cast< Value >( 704 )/static_cast< Value >( 45 );
(*this)[5] = static_cast< Value >( -107 )/static_cast< Value >( 9 );
(*this)[6] = static_cast< Value >( 67 )/static_cast< Value >( 90 );
(*this)[7] = static_cast< Value >( 3 );
}
};
template< class Value = double >
struct rk78_coefficients_a9 : boost::array< Value , 9 >
{
rk78_coefficients_a9( void )
{
(*this)[0] = static_cast< Value >( -91 )/static_cast< Value >( 108 );
(*this)[1] = static_cast< Value >( 0 );
(*this)[2] = static_cast< Value >( 0 );
(*this)[3] = static_cast< Value >( 23 )/static_cast< Value >( 108 );
(*this)[4] = static_cast< Value >( -976 )/static_cast< Value >( 135 );
(*this)[5] = static_cast< Value >( 311 )/static_cast< Value >( 54 );
(*this)[6] = static_cast< Value >( -19 )/static_cast< Value >( 60 );
(*this)[7] = static_cast< Value >( 17 )/static_cast< Value >( 6 );
(*this)[8] = static_cast< Value >( -1 )/static_cast< Value >( 12 );
}
};
template< class Value = double >
struct rk78_coefficients_a10 : boost::array< Value , 10 >
{
rk78_coefficients_a10( void )
{
(*this)[0] = static_cast< Value >( 2383 )/static_cast< Value >( 4100 );
(*this)[1] = static_cast< Value >( 0 );
(*this)[2] = static_cast< Value >( 0 );
(*this)[3] = static_cast< Value >( -341 )/static_cast< Value >( 164 );
(*this)[4] = static_cast< Value >( 4496 )/static_cast< Value >( 1025 );
(*this)[5] = static_cast< Value >( -301 )/static_cast< Value >( 82 );
(*this)[6] = static_cast< Value >( 2133 )/static_cast< Value >( 4100 );
(*this)[7] = static_cast< Value >( 45 )/static_cast< Value >( 82 );
(*this)[8] = static_cast< Value >( 45 )/static_cast< Value >( 164 );
(*this)[9] = static_cast< Value >( 18 )/static_cast< Value >( 41 );
}
};
template< class Value = double >
struct rk78_coefficients_a11 : boost::array< Value , 11 >
{
rk78_coefficients_a11( void )
{
(*this)[0] = static_cast< Value >( 3 )/static_cast< Value >( 205 );
(*this)[1] = static_cast< Value >( 0 );
(*this)[2] = static_cast< Value >( 0 );
(*this)[3] = static_cast< Value >( 0 );
(*this)[4] = static_cast< Value >( 0 );
(*this)[5] = static_cast< Value >( -6 )/static_cast< Value >( 41 );
(*this)[6] = static_cast< Value >( -3 )/static_cast< Value >( 205 );
(*this)[7] = static_cast< Value >( -3 )/static_cast< Value >( 41 );
(*this)[8] = static_cast< Value >( 3 )/static_cast< Value >( 41 );
(*this)[9] = static_cast< Value >( 6 )/static_cast< Value >( 41 );
(*this)[10] = static_cast< Value >( 0 );
}
};
template< class Value = double >
struct rk78_coefficients_a12 : boost::array< Value , 12 >
{
rk78_coefficients_a12( void )
{
(*this)[0] = static_cast< Value >( -1777 )/static_cast< Value >( 4100 );
(*this)[1] = static_cast< Value >( 0 );
(*this)[2] = static_cast< Value >( 0 );
(*this)[3] = static_cast< Value >( -341 )/static_cast< Value >( 164 );
(*this)[4] = static_cast< Value >( 4496 )/static_cast< Value >( 1025 );
(*this)[5] = static_cast< Value >( -289 )/static_cast< Value >( 82 );
(*this)[6] = static_cast< Value >( 2193 )/static_cast< Value >( 4100 );
(*this)[7] = static_cast< Value >( 51 )/static_cast< Value >( 82 );
(*this)[8] = static_cast< Value >( 33 )/static_cast< Value >( 164 );
(*this)[9] = static_cast< Value >( 12 )/static_cast< Value >( 41 );
(*this)[10] = static_cast< Value >( 0 );
(*this)[11] = static_cast< Value >( 1 );
}
};
template< class Value = double >
struct rk78_coefficients_b : boost::array< Value , 13 >
{
rk78_coefficients_b( void )
{
(*this)[0] = static_cast< Value >( 0 );
(*this)[1] = static_cast< Value >( 0 );
(*this)[2] = static_cast< Value >( 0 );
(*this)[3] = static_cast< Value >( 0 );
(*this)[4] = static_cast< Value >( 0 );
(*this)[5] = static_cast< Value >( 34 )/static_cast<Value>( 105 );
(*this)[6] = static_cast< Value >( 9 )/static_cast<Value>( 35 );
(*this)[7] = static_cast< Value >( 9 )/static_cast<Value>( 35 );
(*this)[8] = static_cast< Value >( 9 )/static_cast<Value>( 280 );
(*this)[9] = static_cast< Value >( 9 )/static_cast<Value>( 280 );
(*this)[10] = static_cast< Value >( 0 );
(*this)[11] = static_cast< Value >( 41 )/static_cast<Value>( 840 );
(*this)[12] = static_cast< Value >( 41 )/static_cast<Value>( 840 );
}
};
template< class Value = double >
struct rk78_coefficients_db : boost::array< Value , 13 >
{
rk78_coefficients_db( void )
{
(*this)[0] = static_cast< Value >( 0 ) - static_cast< Value >( 41 )/static_cast<Value>( 840 );
(*this)[1] = static_cast< Value >( 0 );
(*this)[2] = static_cast< Value >( 0 );
(*this)[3] = static_cast< Value >( 0 );
(*this)[4] = static_cast< Value >( 0 );
(*this)[5] = static_cast< Value >( 0 );
(*this)[6] = static_cast< Value >( 0 );
(*this)[7] = static_cast< Value >( 0 );
(*this)[8] = static_cast< Value >( 0 );
(*this)[9] = static_cast< Value >( 0 );
(*this)[10] = static_cast< Value >( 0 ) - static_cast< Value >( 41 )/static_cast<Value>( 840 );
(*this)[11] = static_cast< Value >( 41 )/static_cast<Value>( 840 );
(*this)[12] = static_cast< Value >( 41 )/static_cast<Value>( 840 );
}
};
template< class Value = double >
struct rk78_coefficients_c : boost::array< Value , 13 >
{
rk78_coefficients_c( void )
{
(*this)[0] = static_cast< Value >( 0 );
(*this)[1] = static_cast< Value >( 2 )/static_cast< Value >( 27 );
(*this)[2] = static_cast< Value >( 1 )/static_cast< Value >( 9 );
(*this)[3] = static_cast< Value >( 1 )/static_cast<Value>( 6 );
(*this)[4] = static_cast< Value >( 5 )/static_cast<Value>( 12 );
(*this)[5] = static_cast< Value >( 1 )/static_cast<Value>( 2 );
(*this)[6] = static_cast< Value >( 5 )/static_cast<Value>( 6 );
(*this)[7] = static_cast< Value >( 1 )/static_cast<Value>( 6 );
(*this)[8] = static_cast< Value >( 2 )/static_cast<Value>( 3 );
(*this)[9] = static_cast< Value >( 1 )/static_cast<Value>( 3 );
(*this)[10] = static_cast< Value >( 1 );
(*this)[11] = static_cast< Value >( 0 );
(*this)[12] = static_cast< Value >( 1 );
}
};
#endif // DOXYGEN_SKIP
template<
class State ,
class Value = double ,
class Deriv = State ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
#ifndef DOXYGEN_SKIP
class runge_kutta_fehlberg78 : public explicit_error_generic_rk< 13 , 8 , 8 , 7 , State , Value , Deriv , Time ,
Algebra , Operations , Resizer >
#else
class runge_kutta_fehlberg78 : public explicit_error_generic_rk
#endif
{
public:
#ifndef DOXYGEN_SKIP
typedef explicit_error_generic_rk< 13 , 8 , 8 , 7 , State , Value , Deriv , Time ,
Algebra , Operations , Resizer > stepper_base_type;
#endif
typedef typename stepper_base_type::state_type state_type;
typedef typename stepper_base_type::value_type value_type;
typedef typename stepper_base_type::deriv_type deriv_type;
typedef typename stepper_base_type::time_type time_type;
typedef typename stepper_base_type::algebra_type algebra_type;
typedef typename stepper_base_type::operations_type operations_type;
typedef typename stepper_base_type::resizer_type resizer_type;
#ifndef DOXYGEN_SKIP
typedef typename stepper_base_type::stepper_type stepper_type;
typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
#endif // DOXYGEN_SKIP
runge_kutta_fehlberg78( const algebra_type &algebra = algebra_type() ) : stepper_base_type(
boost::fusion::make_vector( rk78_coefficients_a1<Value>() , rk78_coefficients_a2<Value>() , rk78_coefficients_a3<Value>() ,
rk78_coefficients_a4<Value>() , rk78_coefficients_a5<Value>() , rk78_coefficients_a6<Value>() ,
rk78_coefficients_a7<Value>() , rk78_coefficients_a8<Value>() , rk78_coefficients_a9<Value>() ,
rk78_coefficients_a10<Value>() , rk78_coefficients_a11<Value>() , rk78_coefficients_a12<Value>() ) ,
rk78_coefficients_b<Value>() , rk78_coefficients_db<Value>() , rk78_coefficients_c<Value>() , algebra )
{ }
};
/************* DOXYGEN *************/
/**
* \class runge_kutta_fehlberg78
* \brief The Runge-Kutta Fehlberg 78 method.
*
* The Runge-Kutta Fehlberg 78 method is a standard method for high-precision applications.
* The method is explicit and fulfills the Error Stepper concept. Step size control
* is provided but continuous output is not available for this method.
*
* This class derives from explicit_error_stepper_base and inherits its interface via CRTP (current recurring template pattern).
* Furthermore, it derivs from explicit_error_generic_rk which is a generic Runge-Kutta algorithm with error estimation.
* For more details see explicit_error_stepper_base and explicit_error_generic_rk.
*
* \tparam State The state type.
* \tparam Value The value type.
* \tparam Deriv The type representing the time derivative of the state.
* \tparam Time The time representing the independent variable - the time.
* \tparam Algebra The algebra type.
* \tparam Operations The operations type.
* \tparam Resizer The resizer policy type.
*/
/**
* \fn runge_kutta_fehlberg78::runge_kutta_fehlberg78( const algebra_type &algebra )
* \brief Constructs the runge_kutta_cash_fehlberg78 class. This constructor can be used as a default
* constructor if the algebra has a default constructor.
* \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
*/
}
}
}
#endif //BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA_FEHLBERG87_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/stepper_categories.hpp
[begin_description]
Definition of all stepper categories.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_STEPPER_CATEGORIES_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_STEPPER_CATEGORIES_HPP_INCLUDED
#include <boost/type_traits/integral_constant.hpp>
namespace boost {
namespace numeric {
namespace odeint {
/*
* Tags to specify stepper types
*
* These tags are used by integrate() to choose which integration method is used
*/
struct stepper_tag {};
// struct explicit_stepper_tag : stepper_tag {};
// struct implicit_stepper_tag : stepper_tag {};
struct error_stepper_tag : stepper_tag {};
struct explicit_error_stepper_tag : error_stepper_tag {};
struct explicit_error_stepper_fsal_tag : error_stepper_tag {};
struct controlled_stepper_tag {};
struct explicit_controlled_stepper_tag : controlled_stepper_tag {};
struct explicit_controlled_stepper_fsal_tag : controlled_stepper_tag {};
struct dense_output_stepper_tag {};
template< class tag > struct base_tag ;
template< > struct base_tag< stepper_tag > { typedef stepper_tag type; };
template< > struct base_tag< error_stepper_tag > { typedef stepper_tag type; };
template< > struct base_tag< explicit_error_stepper_tag > { typedef stepper_tag type; };
template< > struct base_tag< explicit_error_stepper_fsal_tag > { typedef stepper_tag type; };
template< > struct base_tag< controlled_stepper_tag > { typedef controlled_stepper_tag type; };
template< > struct base_tag< explicit_controlled_stepper_tag > { typedef controlled_stepper_tag type; };
template< > struct base_tag< explicit_controlled_stepper_fsal_tag > { typedef controlled_stepper_tag type; };
template< > struct base_tag< dense_output_stepper_tag > { typedef dense_output_stepper_tag type; };
} // odeint
} // numeric
} // boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_STEPPER_CATEGORIES_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/symplectic_euler.hpp
[begin_description]
Implementation of the symplectic Euler for separable Hamiltonian systems.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_SYMPLECTIC_EULER_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_SYMPLECTIC_EULER_HPP_INCLUDED
#include <boost/numeric/odeint/stepper/base/symplectic_rkn_stepper_base.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/array.hpp>
namespace boost {
namespace numeric {
namespace odeint {
#ifndef DOXYGEN_SKIP
namespace detail {
namespace symplectic_euler_coef {
template< class Value >
struct coef_a_type : public boost::array< Value , 1 >
{
coef_a_type( void )
{
(*this)[0] = static_cast< Value >( 1 );
}
};
template< class Value >
struct coef_b_type : public boost::array< Value , 1 >
{
coef_b_type( void )
{
(*this)[0] = static_cast< Value >( 1 );
}
};
} // namespace symplectic_euler_coef
} // namespace detail
#endif
template<
class Coor ,
class Momentum = Coor ,
class Value = double ,
class CoorDeriv = Coor ,
class MomentumDeriv = Coor ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
#ifndef DOXYGEN_SKIP
class symplectic_euler :
public symplectic_nystroem_stepper_base
<
1 , 1 ,
Coor , Momentum , Value , CoorDeriv , MomentumDeriv , Time , Algebra , Operations , Resizer
>
#else
class symplectic_euler : public symplectic_nystroem_stepper_base
#endif
{
public:
#ifndef DOXYGEN_SKIP
typedef symplectic_nystroem_stepper_base<
1 , 1 , Coor , Momentum , Value , CoorDeriv , MomentumDeriv , Time , Algebra , Operations , Resizer > stepper_base_type;
#endif
typedef typename stepper_base_type::algebra_type algebra_type;
typedef typename stepper_base_type::value_type value_type;
symplectic_euler( const algebra_type &algebra = algebra_type() )
: stepper_base_type( detail::symplectic_euler_coef::coef_a_type< value_type >() ,
detail::symplectic_euler_coef::coef_b_type< value_type >() ,
algebra )
{ }
};
/*************** DOXYGEN ***************/
/**
* \class symplectic_euler
* \brief Implementation of the symplectic Euler method.
*
* The method is of first order and has one stage. It is described HERE.
*
* \tparam Order The order of the stepper.
* \tparam Coor The type representing the coordinates q.
* \tparam Momentum The type representing the coordinates p.
* \tparam Value The basic value type. Should be something like float, double or a high-precision type.
* \tparam CoorDeriv The type representing the time derivative of the coordinate dq/dt.
* \tparam MomemtnumDeriv The type representing the time derivative of the momentum dp/dt.
* \tparam Time The type representing the time t.
* \tparam Algebra The algebra.
* \tparam Operations The operations.
* \tparam Resizer The resizer policy.
*/
/**
* \fn symplectic_euler::symplectic_euler( const algebra_type &algebra )
* \brief Constructs the symplectic_euler. This constructor can be used as a default
* constructor if the algebra has a default constructor.
* \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
*/
} // namespace odeint
} // namespace numeric
} // namespace boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_SYMPLECTIC_EULER_HPP_INCLUDED

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/*
[auto_generated]
boost/numeric/odeint/stepper/symplectic_rkn_sb3a_m4_mclachlan.hpp
[begin_description]
tba.
[end_description]
Copyright 2009-2012 Karsten Ahnert
Copyright 2009-2012 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_SYMPLECTIC_RKN_SB3A_M4_MCLACHLAN_HPP_DEFINED
#define BOOST_NUMERIC_ODEINT_STEPPER_SYMPLECTIC_RKN_SB3A_M4_MCLACHLAN_HPP_DEFINED
namespace boost {
namespace numeric {
namespace odeint {
#ifndef DOXYGEN_SKIP
namespace detail {
namespace symplectic_rkn_sb3a_m4_mclachlan {
/*
exp( a1 t A ) exp( b1 t B )
exp( a2 t A ) exp( b2 t B )
exp( a3 t A )
exp( b2 t B ) exp( a2 t A )
exp( b1 t B ) exp( a1 t A )
*/
template< class Value >
struct coef_a_type : public boost::array< Value , 5 >
{
coef_a_type( void )
{
using std::sqrt;
Value z = sqrt( static_cast< Value >( 7 ) / static_cast< Value >( 8 ) ) / static_cast< Value >( 3 );
(*this)[0] = static_cast< Value >( 1 ) / static_cast< Value >( 2 ) - z ;
(*this)[1] = static_cast< Value >( -1 ) / static_cast< Value >( 3 ) + z ;
(*this)[2] = static_cast< Value >( 2 ) / static_cast< Value >( 3 );
(*this)[3] = (*this)[1];
(*this)[4] = (*this)[0];
}
};
template< class Value >
struct coef_b_type : public boost::array< Value , 5 >
{
coef_b_type( void )
{
(*this)[0] = static_cast< Value >( 1 );
(*this)[1] = static_cast< Value >( -1 ) / static_cast< Value >( 2 );
(*this)[2] = (*this)[1];
(*this)[3] = (*this)[0];
(*this)[4] = static_cast< Value >( 0 );
}
};
} // namespace symplectic_rkn_sb3a_m4_mclachlan
} // namespace detail
#endif // DOXYGEN_SKIP
template<
class Coor ,
class Momentum = Coor ,
class Value = double ,
class CoorDeriv = Coor ,
class MomentumDeriv = Coor ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
#ifndef DOXYGEN_SKIP
class symplectic_rkn_sb3a_m4_mclachlan :
public symplectic_nystroem_stepper_base
<
5 , 4 ,
Coor , Momentum , Value , CoorDeriv , MomentumDeriv , Time , Algebra , Operations , Resizer
>
#else
class symplectic_rkn_sb3a_m4_mclachlan : public symplectic_nystroem_stepper_base
#endif
{
public:
#ifndef DOXYGEN_SKIP
typedef symplectic_nystroem_stepper_base
<
5 , 4 ,
Coor , Momentum , Value , CoorDeriv , MomentumDeriv , Time , Algebra , Operations , Resizer
> stepper_base_type;
#endif
typedef typename stepper_base_type::algebra_type algebra_type;
typedef typename stepper_base_type::value_type value_type;
symplectic_rkn_sb3a_m4_mclachlan( const algebra_type &algebra = algebra_type() )
: stepper_base_type(
detail::symplectic_rkn_sb3a_m4_mclachlan::coef_a_type< value_type >() ,
detail::symplectic_rkn_sb3a_m4_mclachlan::coef_b_type< value_type >() ,
algebra )
{ }
};
/***************** DOXYGEN ***************/
/**
* \class symplectic_rkn_sb3a_m4_mclachlan
* \brief Implementation of the symmetric B3A Runge-Kutta Nystroem method of fifth order.
*
* The method is of fourth order and has five stages. It is described HERE. This method can be used
* with multiprecision types since the coefficients are defined analytically.
*
* ToDo: add reference to paper.
*
* \tparam Order The order of the stepper.
* \tparam Coor The type representing the coordinates q.
* \tparam Momentum The type representing the coordinates p.
* \tparam Value The basic value type. Should be something like float, double or a high-precision type.
* \tparam CoorDeriv The type representing the time derivative of the coordinate dq/dt.
* \tparam MomemtnumDeriv The type representing the time derivative of the momentum dp/dt.
* \tparam Time The type representing the time t.
* \tparam Algebra The algebra.
* \tparam Operations The operations.
* \tparam Resizer The resizer policy.
*/
/**
* \fn symplectic_rkn_sb3a_m4_mclachlan::symplectic_rkn_sb3a_m4_mclachlan( const algebra_type &algebra )
* \brief Constructs the symplectic_rkn_sb3a_m4_mclachlan. This constructor can be used as a default
* constructor if the algebra has a default constructor.
* \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
*/
} // namespace odeint
} // namespace numeric
} // namespace boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_SYMPLECTIC_RKN_SB3A_M4_MCLACHLAN_HPP_DEFINED

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/*
[auto_generated]
boost/numeric/odeint/stepper/symplectic_rkn_sb3a_mclachlan.hpp
[begin_description]
Implementation of the symplectic MacLachlan stepper for separable Hamiltonian system.
[end_description]
Copyright 2009-2011 Karsten Ahnert
Copyright 2009-2011 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
copy at http://www.boost.org/LICENSE_1_0.txt)
*/
#ifndef BOOST_NUMERIC_ODEINT_STEPPER_SYMPLECTIC_RKN_SB3A_MCLACHLAN_HPP_INCLUDED
#define BOOST_NUMERIC_ODEINT_STEPPER_SYMPLECTIC_RKN_SB3A_MCLACHLAN_HPP_INCLUDED
#include <boost/numeric/odeint/stepper/base/symplectic_rkn_stepper_base.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
#include <boost/array.hpp>
namespace boost {
namespace numeric {
namespace odeint {
#ifndef DOXYGEN_SKIP
namespace detail {
namespace symplectic_rkn_sb3a_mclachlan {
/*
exp( a1 t A ) exp( b1 t B )
exp( a2 t A ) exp( b2 t B )
exp( a3 t A ) exp( b3 t B ) exp( a3 t A )
exp( b2 t B ) exp( a2 t A )
exp( b1 t B ) exp( a1 t A )
*/
template< class Value >
struct coef_a_type : public boost::array< Value , 6 >
{
coef_a_type( void )
{
(*this)[0] = static_cast< Value >( 0.40518861839525227722 );
(*this)[1] = static_cast< Value >( -0.28714404081652408900 );
(*this)[2] = static_cast< Value >( 1 ) / static_cast< Value >( 2 ) - ( (*this)[0] + (*this)[1] );
(*this)[3] = (*this)[2];
(*this)[4] = (*this)[1];
(*this)[5] = (*this)[0];
}
};
template< class Value >
struct coef_b_type : public boost::array< Value , 6 >
{
coef_b_type( void )
{
(*this)[0] = static_cast< Value >( -3 ) / static_cast< Value >( 73 );
(*this)[1] = static_cast< Value >( 17 ) / static_cast< Value >( 59 );
(*this)[2] = static_cast< Value >( 1 ) - static_cast< Value >( 2 ) * ( (*this)[0] + (*this)[1] );
(*this)[3] = (*this)[1];
(*this)[4] = (*this)[0];
(*this)[5] = static_cast< Value >( 0 );
}
};
} // namespace symplectic_rkn_sb3a_mclachlan
} // namespace detail
#endif // DOXYGEN_SKIP
template<
class Coor ,
class Momentum = Coor ,
class Value = double ,
class CoorDeriv = Coor ,
class MomentumDeriv = Coor ,
class Time = Value ,
class Algebra = range_algebra ,
class Operations = default_operations ,
class Resizer = initially_resizer
>
#ifndef DOXYGEN_SKIP
class symplectic_rkn_sb3a_mclachlan :
public symplectic_nystroem_stepper_base
<
6 , 4 ,
Coor , Momentum , Value , CoorDeriv , MomentumDeriv , Time , Algebra , Operations , Resizer
>
#else
class symplectic_rkn_sb3a_mclachlan : public symplectic_nystroem_stepper_base
#endif
{
public:
#ifndef DOXYGEN_SKIP
typedef symplectic_nystroem_stepper_base
<
6 , 4 ,
Coor , Momentum , Value , CoorDeriv , MomentumDeriv , Time , Algebra , Operations , Resizer
> stepper_base_type;
#endif
typedef typename stepper_base_type::algebra_type algebra_type;
typedef typename stepper_base_type::value_type value_type;
symplectic_rkn_sb3a_mclachlan( const algebra_type &algebra = algebra_type() )
: stepper_base_type(
detail::symplectic_rkn_sb3a_mclachlan::coef_a_type< value_type >() ,
detail::symplectic_rkn_sb3a_mclachlan::coef_b_type< value_type >() ,
algebra )
{ }
};
/************* DOXYGEN ***********/
/**
* \class symplectic_rkn_sb3a_mclachlan
* \brief Implement of the symmetric B3A method of Runge-Kutta-Nystroem method of sixth order.
*
* The method is of fourth order and has six stages. It is described HERE. This method cannot be used
* with multiprecision types since the coefficients are not defined analytically.
*
* ToDo Add reference to the paper.
*
* \tparam Order The order of the stepper.
* \tparam Coor The type representing the coordinates q.
* \tparam Momentum The type representing the coordinates p.
* \tparam Value The basic value type. Should be something like float, double or a high-precision type.
* \tparam CoorDeriv The type representing the time derivative of the coordinate dq/dt.
* \tparam MomemtnumDeriv The type representing the time derivative of the momentum dp/dt.
* \tparam Time The type representing the time t.
* \tparam Algebra The algebra.
* \tparam Operations The operations.
* \tparam Resizer The resizer policy.
*/
/**
* \fn symplectic_rkn_sb3a_mclachlan::symplectic_rkn_sb3a_mclachlan( const algebra_type &algebra )
* \brief Constructs the symplectic_rkn_sb3a_mclachlan. This constructor can be used as a default
* constructor if the algebra has a default constructor.
* \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
*/
} // namespace odeint
} // namespace numeric
} // namespace boost
#endif // BOOST_NUMERIC_ODEINT_STEPPER_SYMPLECTIC_RKN_SB3A_MCLACHLAN_HPP_INCLUDED