annotate DEPENDENCIES/generic/include/boost/numeric/odeint/stepper/modified_midpoint.hpp @ 16:2665513ce2d3

Add boost headers
author Chris Cannam
date Tue, 05 Aug 2014 11:11:38 +0100
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children c530137014c0
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Chris@16 1 /*
Chris@16 2 [auto_generated]
Chris@16 3 boost/numeric/odeint/stepper/modified_midpoint.hpp
Chris@16 4
Chris@16 5 [begin_description]
Chris@16 6 Modified midpoint method for the use in Burlish-Stoer stepper.
Chris@16 7 [end_description]
Chris@16 8
Chris@16 9 Copyright 2009-2011 Karsten Ahnert
Chris@16 10 Copyright 2009-2011 Mario Mulansky
Chris@16 11
Chris@16 12 Distributed under the Boost Software License, Version 1.0.
Chris@16 13 (See accompanying file LICENSE_1_0.txt or
Chris@16 14 copy at http://www.boost.org/LICENSE_1_0.txt)
Chris@16 15 */
Chris@16 16
Chris@16 17
Chris@16 18 #ifndef BOOST_NUMERIC_ODEINT_STEPPER_MODIFIED_MIDPOINT_HPP_INCLUDED
Chris@16 19 #define BOOST_NUMERIC_ODEINT_STEPPER_MODIFIED_MIDPOINT_HPP_INCLUDED
Chris@16 20
Chris@16 21 #include <vector>
Chris@16 22
Chris@16 23 #include <boost/numeric/odeint/stepper/base/explicit_stepper_base.hpp>
Chris@16 24 #include <boost/numeric/odeint/util/resizer.hpp>
Chris@16 25 #include <boost/numeric/odeint/util/is_resizeable.hpp>
Chris@16 26 #include <boost/numeric/odeint/algebra/range_algebra.hpp>
Chris@16 27 #include <boost/numeric/odeint/algebra/default_operations.hpp>
Chris@16 28 #include <boost/numeric/odeint/util/copy.hpp>
Chris@16 29
Chris@16 30 namespace boost {
Chris@16 31 namespace numeric {
Chris@16 32 namespace odeint {
Chris@16 33
Chris@16 34 template<
Chris@16 35 class State ,
Chris@16 36 class Value = double ,
Chris@16 37 class Deriv = State ,
Chris@16 38 class Time = Value ,
Chris@16 39 class Algebra = range_algebra ,
Chris@16 40 class Operations = default_operations ,
Chris@16 41 class Resizer = initially_resizer
Chris@16 42 >
Chris@16 43 #ifndef DOXYGEN_SKIP
Chris@16 44 class modified_midpoint
Chris@16 45 : public explicit_stepper_base<
Chris@16 46 modified_midpoint< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
Chris@16 47 2 , State , Value , Deriv , Time , Algebra , Operations , Resizer >
Chris@16 48 #else
Chris@16 49 class modified_midpoint : public explicit_stepper_base
Chris@16 50 #endif
Chris@16 51 {
Chris@16 52
Chris@16 53 public :
Chris@16 54
Chris@16 55 typedef explicit_stepper_base<
Chris@16 56 modified_midpoint< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
Chris@16 57 2 , State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_base_type;
Chris@16 58
Chris@16 59 typedef typename stepper_base_type::state_type state_type;
Chris@16 60 typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
Chris@16 61 typedef typename stepper_base_type::value_type value_type;
Chris@16 62 typedef typename stepper_base_type::deriv_type deriv_type;
Chris@16 63 typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
Chris@16 64 typedef typename stepper_base_type::time_type time_type;
Chris@16 65 typedef typename stepper_base_type::algebra_type algebra_type;
Chris@16 66 typedef typename stepper_base_type::operations_type operations_type;
Chris@16 67 typedef typename stepper_base_type::resizer_type resizer_type;
Chris@16 68 typedef typename stepper_base_type::stepper_type stepper_type;
Chris@16 69
Chris@16 70
Chris@16 71 modified_midpoint( unsigned short steps = 2 , const algebra_type &algebra = algebra_type() )
Chris@16 72 : stepper_base_type( algebra ) , m_steps( steps )
Chris@16 73 { }
Chris@16 74
Chris@16 75 template< class System , class StateIn , class DerivIn , class StateOut >
Chris@16 76 void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
Chris@16 77 {
Chris@16 78 static const value_type val1 = static_cast< value_type >( 1 );
Chris@16 79 static const value_type val05 = static_cast< value_type >( 1 ) / static_cast< value_type >( 2 );
Chris@16 80
Chris@16 81 m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
Chris@16 82
Chris@16 83 const time_type h = dt / static_cast<value_type>( m_steps );
Chris@16 84 const time_type h2 = static_cast<value_type>(2) * h;
Chris@16 85
Chris@16 86 typename odeint::unwrap_reference< System >::type &sys = system;
Chris@16 87
Chris@16 88 time_type th = t + h;
Chris@16 89
Chris@16 90 // m_x1 = x + h*dxdt
Chris@16 91 stepper_base_type::m_algebra.for_each3( m_x1.m_v , in , dxdt ,
Chris@16 92 typename operations_type::template scale_sum2< value_type , time_type >( val1 , h ) );
Chris@16 93
Chris@16 94 sys( m_x1.m_v , m_dxdt.m_v , th );
Chris@16 95
Chris@16 96 boost::numeric::odeint::copy( in , m_x0.m_v );
Chris@16 97
Chris@16 98 unsigned short i = 1;
Chris@16 99 while( i != m_steps )
Chris@16 100 {
Chris@16 101 // general step
Chris@16 102 //tmp = m_x1; m_x1 = m_x0 + h2*m_dxdt; m_x0 = tmp
Chris@16 103 stepper_base_type::m_algebra.for_each3( m_x1.m_v , m_x0.m_v , m_dxdt.m_v ,
Chris@16 104 typename operations_type::template scale_sum_swap2< value_type , time_type >( val1 , h2 ) );
Chris@16 105 th += h;
Chris@16 106 sys( m_x1.m_v , m_dxdt.m_v , th);
Chris@16 107 i++;
Chris@16 108 }
Chris@16 109
Chris@16 110 // last step
Chris@16 111 // x = 0.5*( m_x0 + m_x1 + h*m_dxdt )
Chris@16 112 stepper_base_type::m_algebra.for_each4( out , m_x0.m_v , m_x1.m_v , m_dxdt.m_v ,
Chris@16 113 typename operations_type::template scale_sum3< value_type , value_type , time_type >( val05 , val05 , val05*h ) );
Chris@16 114 }
Chris@16 115
Chris@16 116
Chris@16 117 void set_steps( unsigned short steps )
Chris@16 118 { m_steps = steps; }
Chris@16 119
Chris@16 120
Chris@16 121 unsigned short steps( void ) const
Chris@16 122 { return m_steps; }
Chris@16 123
Chris@16 124
Chris@16 125 template< class StateIn >
Chris@16 126 void adjust_size( const StateIn &x )
Chris@16 127 {
Chris@16 128 resize_impl( x );
Chris@16 129 stepper_base_type::adjust_size( x );
Chris@16 130 }
Chris@16 131
Chris@16 132 private:
Chris@16 133
Chris@16 134 template< class StateIn >
Chris@16 135 bool resize_impl( const StateIn &x )
Chris@16 136 {
Chris@16 137 bool resized( false );
Chris@16 138 resized |= adjust_size_by_resizeability( m_x0 , x , typename is_resizeable<state_type>::type() );
Chris@16 139 resized |= adjust_size_by_resizeability( m_x1 , x , typename is_resizeable<state_type>::type() );
Chris@16 140 resized |= adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
Chris@16 141 return resized;
Chris@16 142 }
Chris@16 143
Chris@16 144
Chris@16 145 unsigned short m_steps;
Chris@16 146
Chris@16 147 resizer_type m_resizer;
Chris@16 148
Chris@16 149 wrapped_state_type m_x0;
Chris@16 150 wrapped_state_type m_x1;
Chris@16 151 wrapped_deriv_type m_dxdt;
Chris@16 152
Chris@16 153 };
Chris@16 154
Chris@16 155
Chris@16 156 /* Modified midpoint which stores derivatives and state at dt/2 in some external storage for later usage in dense output calculation
Chris@16 157 * This Stepper is for use in Bulirsch Stoer only. It DOES NOT meet any stepper concept.
Chris@16 158 */
Chris@16 159 template<
Chris@16 160 class State ,
Chris@16 161 class Value = double ,
Chris@16 162 class Deriv = State ,
Chris@16 163 class Time = Value ,
Chris@16 164 class Algebra = range_algebra ,
Chris@16 165 class Operations = default_operations ,
Chris@16 166 class Resizer = initially_resizer
Chris@16 167 >
Chris@16 168 class modified_midpoint_dense_out
Chris@16 169 {
Chris@16 170
Chris@16 171 public :
Chris@16 172
Chris@16 173 typedef State state_type;
Chris@16 174 typedef Value value_type;
Chris@16 175 typedef Deriv deriv_type;
Chris@16 176 typedef Time time_type;
Chris@16 177 typedef Algebra algebra_type;
Chris@16 178 typedef Operations operations_type;
Chris@16 179 typedef Resizer resizer_type;
Chris@16 180 typedef state_wrapper< state_type > wrapped_state_type;
Chris@16 181 typedef state_wrapper< deriv_type > wrapped_deriv_type;
Chris@16 182
Chris@16 183 typedef modified_midpoint_dense_out< State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_type;
Chris@16 184 typedef std::vector< wrapped_deriv_type > deriv_table_type;
Chris@16 185
Chris@16 186 modified_midpoint_dense_out( unsigned short steps = 2 , const algebra_type &algebra = algebra_type() )
Chris@16 187 : m_algebra( algebra ) , m_steps( steps )
Chris@16 188 { }
Chris@16 189
Chris@16 190 /*
Chris@16 191 * performs a modified midpoint step with m_steps intermediate points
Chris@16 192 * stores approximation for x(t+dt/2) in x_mp and all evaluated function results in derivs
Chris@16 193 *
Chris@16 194 */
Chris@16 195
Chris@16 196 template< class System , class StateIn , class DerivIn , class StateOut >
Chris@16 197 void do_step( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt ,
Chris@16 198 state_type &x_mp , deriv_table_type &derivs )
Chris@16 199 {
Chris@16 200
Chris@16 201 static const value_type val1 = static_cast< value_type >( 1 );
Chris@16 202 static const value_type val05 = static_cast< value_type >( 1 ) / static_cast< value_type >( 2 );
Chris@16 203
Chris@16 204 m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize< StateIn > , detail::ref( *this ) , detail::_1 ) );
Chris@16 205
Chris@16 206 const time_type h = dt / static_cast<value_type>( m_steps );
Chris@16 207 const time_type h2 = static_cast<value_type>( 2 ) * h;
Chris@16 208
Chris@16 209 typename odeint::unwrap_reference< System >::type &sys = system;
Chris@16 210
Chris@16 211 time_type th = t + h;
Chris@16 212
Chris@16 213 // m_x1 = x + h*dxdt
Chris@16 214 m_algebra.for_each3( m_x1.m_v , in , dxdt ,
Chris@16 215 typename operations_type::template scale_sum2< value_type , time_type >( val1 , h ) );
Chris@16 216
Chris@16 217 if( m_steps == 2 )
Chris@16 218 // result of first step already gives approximation at the center of the interval
Chris@16 219 boost::numeric::odeint::copy( m_x1.m_v , x_mp );
Chris@16 220
Chris@16 221 sys( m_x1.m_v , derivs[0].m_v , th );
Chris@16 222
Chris@16 223 boost::numeric::odeint::copy( in , m_x0.m_v );
Chris@16 224
Chris@16 225 unsigned short i = 1;
Chris@16 226 while( i != m_steps )
Chris@16 227 {
Chris@16 228 // general step
Chris@16 229 //tmp = m_x1; m_x1 = m_x0 + h2*m_dxdt; m_x0 = tmp
Chris@16 230 m_algebra.for_each3( m_x1.m_v , m_x0.m_v , derivs[i-1].m_v ,
Chris@16 231 typename operations_type::template scale_sum_swap2< value_type , time_type >( val1 , h2 ) );
Chris@16 232 if( i == m_steps/2-1 )
Chris@16 233 // save approximation at the center of the interval
Chris@16 234 boost::numeric::odeint::copy( m_x1.m_v , x_mp );
Chris@16 235
Chris@16 236 th += h;
Chris@16 237 sys( m_x1.m_v , derivs[i].m_v , th);
Chris@16 238 i++;
Chris@16 239 }
Chris@16 240
Chris@16 241 // last step
Chris@16 242 // x = 0.5*( m_x0 + m_x1 + h*m_dxdt )
Chris@16 243 m_algebra.for_each4( out , m_x0.m_v , m_x1.m_v , derivs[m_steps-1].m_v ,
Chris@16 244 typename operations_type::template scale_sum3< value_type , value_type , time_type >( val05 , val05 , val05*h ) );
Chris@16 245 }
Chris@16 246
Chris@16 247
Chris@16 248 void set_steps( unsigned short steps )
Chris@16 249 { m_steps = steps; }
Chris@16 250
Chris@16 251
Chris@16 252 unsigned short steps( void ) const
Chris@16 253 { return m_steps; }
Chris@16 254
Chris@16 255
Chris@16 256 template< class StateIn >
Chris@16 257 bool resize( const StateIn &x )
Chris@16 258 {
Chris@16 259 bool resized( false );
Chris@16 260 resized |= adjust_size_by_resizeability( m_x0 , x , typename is_resizeable<state_type>::type() );
Chris@16 261 resized |= adjust_size_by_resizeability( m_x1 , x , typename is_resizeable<state_type>::type() );
Chris@16 262 return resized;
Chris@16 263 }
Chris@16 264
Chris@16 265 template< class StateIn >
Chris@16 266 void adjust_size( const StateIn &x )
Chris@16 267 {
Chris@16 268 resize( x );
Chris@16 269 }
Chris@16 270
Chris@16 271 private:
Chris@16 272
Chris@16 273 algebra_type m_algebra;
Chris@16 274
Chris@16 275 unsigned short m_steps;
Chris@16 276
Chris@16 277 resizer_type m_resizer;
Chris@16 278
Chris@16 279 wrapped_state_type m_x0;
Chris@16 280 wrapped_state_type m_x1;
Chris@16 281
Chris@16 282 };
Chris@16 283
Chris@16 284
Chris@16 285
Chris@16 286 /********** DOXYGEN ***********/
Chris@16 287
Chris@16 288 /**
Chris@16 289 * \class modified_midpoint
Chris@16 290 *
Chris@16 291 * Implementation of the modified midpoint method with a configurable
Chris@16 292 * number of intermediate steps. This class is used by the Bulirsch-Stoer
Chris@16 293 * algorithm and is not meant for direct usage.
Chris@16 294 */
Chris@16 295
Chris@16 296
Chris@16 297 /**
Chris@16 298 * \class modified_midpoint_dense_out
Chris@16 299 *
Chris@16 300 * Implementation of the modified midpoint method with a configurable
Chris@16 301 * number of intermediate steps. This class is used by the dense output
Chris@16 302 * Bulirsch-Stoer algorithm and is not meant for direct usage.
Chris@16 303 * \note This stepper is for internal use only and does not meet
Chris@16 304 * any stepper concept.
Chris@16 305 */
Chris@16 306
Chris@16 307
Chris@16 308 }
Chris@16 309 }
Chris@16 310 }
Chris@16 311
Chris@16 312 #endif // BOOST_NUMERIC_ODEINT_STEPPER_MODIFIED_MIDPOINT_HPP_INCLUDED