annotate DEPENDENCIES/generic/include/boost/numeric/odeint/stepper/runge_kutta4_classic.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/runge_kutta4_classic.hpp
Chris@16 4
Chris@16 5 [begin_description]
Chris@16 6 Implementation for the classical Runge Kutta 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_RUNGE_KUTTA4_CLASSIC_HPP_INCLUDED
Chris@16 19 #define BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA4_CLASSIC_HPP_INCLUDED
Chris@16 20
Chris@16 21
Chris@16 22
Chris@16 23 #include <boost/numeric/odeint/stepper/base/explicit_stepper_base.hpp>
Chris@16 24 #include <boost/numeric/odeint/algebra/range_algebra.hpp>
Chris@16 25 #include <boost/numeric/odeint/algebra/default_operations.hpp>
Chris@16 26
Chris@16 27 #include <boost/numeric/odeint/util/state_wrapper.hpp>
Chris@16 28 #include <boost/numeric/odeint/util/is_resizeable.hpp>
Chris@16 29 #include <boost/numeric/odeint/util/resizer.hpp>
Chris@16 30
Chris@16 31 namespace boost {
Chris@16 32 namespace numeric {
Chris@16 33 namespace odeint {
Chris@16 34
Chris@16 35 template<
Chris@16 36 class State ,
Chris@16 37 class Value = double ,
Chris@16 38 class Deriv = State ,
Chris@16 39 class Time = Value ,
Chris@16 40 class Algebra = range_algebra ,
Chris@16 41 class Operations = default_operations ,
Chris@16 42 class Resizer = initially_resizer
Chris@16 43 >
Chris@16 44 #ifndef DOXYGEN_SKIP
Chris@16 45 class runge_kutta4_classic
Chris@16 46 : public explicit_stepper_base<
Chris@16 47 runge_kutta4_classic< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
Chris@16 48 4 , State , Value , Deriv , Time , Algebra , Operations , Resizer >
Chris@16 49 #else
Chris@16 50 class runge_kutta4_classic : public explicit_stepper_base
Chris@16 51 #endif
Chris@16 52 {
Chris@16 53
Chris@16 54 public :
Chris@16 55
Chris@16 56 #ifndef DOXYGEN_SKIP
Chris@16 57 typedef explicit_stepper_base<
Chris@16 58 runge_kutta4_classic< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
Chris@16 59 4 , State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_base_type;
Chris@16 60 #else
Chris@16 61 typedef explicit_stepper_base< runge_kutta4_classic< ... > , ... > stepper_base_type;
Chris@16 62 #endif
Chris@16 63
Chris@16 64 typedef typename stepper_base_type::state_type state_type;
Chris@16 65 typedef typename stepper_base_type::value_type value_type;
Chris@16 66 typedef typename stepper_base_type::deriv_type deriv_type;
Chris@16 67 typedef typename stepper_base_type::time_type time_type;
Chris@16 68 typedef typename stepper_base_type::algebra_type algebra_type;
Chris@16 69 typedef typename stepper_base_type::operations_type operations_type;
Chris@16 70 typedef typename stepper_base_type::resizer_type resizer_type;
Chris@16 71
Chris@16 72 #ifndef DOXYGEN_SKIP
Chris@16 73 typedef typename stepper_base_type::stepper_type stepper_type;
Chris@16 74 typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
Chris@16 75 typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
Chris@16 76 #endif // DOXYGEN_SKIP
Chris@16 77
Chris@16 78
Chris@16 79
Chris@16 80 runge_kutta4_classic( const algebra_type &algebra = algebra_type() ) : stepper_base_type( algebra )
Chris@16 81 { }
Chris@16 82
Chris@16 83
Chris@16 84 template< class System , class StateIn , class DerivIn , class StateOut >
Chris@16 85 void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
Chris@16 86 {
Chris@16 87 // ToDo : check if size of in,dxdt,out are equal?
Chris@16 88
Chris@16 89 static const value_type val1 = static_cast< value_type >( 1 );
Chris@16 90
Chris@16 91 m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
Chris@16 92
Chris@16 93 typename odeint::unwrap_reference< System >::type &sys = system;
Chris@16 94
Chris@16 95 const time_type dh = dt / static_cast< value_type >( 2 );
Chris@16 96 const time_type th = t + dh;
Chris@16 97
Chris@16 98 // dt * dxdt = k1
Chris@16 99 // m_x_tmp = x + dh*dxdt
Chris@16 100 stepper_base_type::m_algebra.for_each3( m_x_tmp.m_v , in , dxdt ,
Chris@16 101 typename operations_type::template scale_sum2< value_type , time_type >( val1 , dh ) );
Chris@16 102
Chris@16 103
Chris@16 104 // dt * m_dxt = k2
Chris@16 105 sys( m_x_tmp.m_v , m_dxt.m_v , th );
Chris@16 106
Chris@16 107 // m_x_tmp = x + dh*m_dxt
Chris@16 108 stepper_base_type::m_algebra.for_each3( m_x_tmp.m_v , in , m_dxt.m_v ,
Chris@16 109 typename operations_type::template scale_sum2< value_type , time_type >( val1 , dh ) );
Chris@16 110
Chris@16 111
Chris@16 112 // dt * m_dxm = k3
Chris@16 113 sys( m_x_tmp.m_v , m_dxm.m_v , th );
Chris@16 114 //m_x_tmp = x + dt*m_dxm
Chris@16 115 stepper_base_type::m_algebra.for_each3( m_x_tmp.m_v , in , m_dxm.m_v ,
Chris@16 116 typename operations_type::template scale_sum2< value_type , time_type >( val1 , dt ) );
Chris@16 117
Chris@16 118
Chris@16 119 // dt * m_dxh = k4
Chris@16 120 sys( m_x_tmp.m_v , m_dxh.m_v , t + dt );
Chris@16 121 //x += dt/6 * ( m_dxdt + m_dxt + val2*m_dxm )
Chris@16 122 time_type dt6 = dt / static_cast< value_type >( 6 );
Chris@16 123 time_type dt3 = dt / static_cast< value_type >( 3 );
Chris@16 124 stepper_base_type::m_algebra.for_each6( out , in , dxdt , m_dxt.m_v , m_dxm.m_v , m_dxh.m_v ,
Chris@16 125 typename operations_type::template scale_sum5< value_type , time_type , time_type , time_type , time_type >( 1.0 , dt6 , dt3 , dt3 , dt6 ) );
Chris@16 126 }
Chris@16 127
Chris@16 128 template< class StateType >
Chris@16 129 void adjust_size( const StateType &x )
Chris@16 130 {
Chris@16 131 resize_impl( x );
Chris@16 132 stepper_base_type::adjust_size( x );
Chris@16 133 }
Chris@16 134
Chris@16 135 private:
Chris@16 136
Chris@16 137 template< class StateIn >
Chris@16 138 bool resize_impl( const StateIn &x )
Chris@16 139 {
Chris@16 140 bool resized = false;
Chris@16 141 resized |= adjust_size_by_resizeability( m_x_tmp , x , typename is_resizeable<state_type>::type() );
Chris@16 142 resized |= adjust_size_by_resizeability( m_dxm , x , typename is_resizeable<deriv_type>::type() );
Chris@16 143 resized |= adjust_size_by_resizeability( m_dxt , x , typename is_resizeable<deriv_type>::type() );
Chris@16 144 resized |= adjust_size_by_resizeability( m_dxh , x , typename is_resizeable<deriv_type>::type() );
Chris@16 145 return resized;
Chris@16 146 }
Chris@16 147
Chris@16 148
Chris@16 149 resizer_type m_resizer;
Chris@16 150
Chris@16 151 wrapped_deriv_type m_dxt;
Chris@16 152 wrapped_deriv_type m_dxm;
Chris@16 153 wrapped_deriv_type m_dxh;
Chris@16 154 wrapped_state_type m_x_tmp;
Chris@16 155
Chris@16 156 };
Chris@16 157
Chris@16 158
Chris@16 159 /********* DOXYGEN *********/
Chris@16 160
Chris@16 161 /**
Chris@16 162 * \class runge_kutta4_classic
Chris@16 163 * \brief The classical Runge-Kutta stepper of fourth order.
Chris@16 164 *
Chris@16 165 * The Runge-Kutta method of fourth order is one standard method for
Chris@16 166 * solving ordinary differential equations and is widely used, see also
Chris@16 167 * <a href="http://en.wikipedia.org/wiki/Runge%E2%80%93Kutta_methods">en.wikipedia.org/wiki/Runge-Kutta_methods</a>
Chris@16 168 * The method is explicit and fulfills the Stepper concept. Step size control
Chris@16 169 * or continuous output are not provided. This class implements the method directly, hence the
Chris@16 170 * generic Runge-Kutta algorithm is not used.
Chris@16 171 *
Chris@16 172 * This class derives from explicit_stepper_base and inherits its interface via
Chris@16 173 * CRTP (current recurring template pattern). For more details see
Chris@16 174 * explicit_stepper_base.
Chris@16 175 *
Chris@16 176 * \tparam State The state type.
Chris@16 177 * \tparam Value The value type.
Chris@16 178 * \tparam Deriv The type representing the time derivative of the state.
Chris@16 179 * \tparam Time The time representing the independent variable - the time.
Chris@16 180 * \tparam Algebra The algebra type.
Chris@16 181 * \tparam Operations The operations type.
Chris@16 182 * \tparam Resizer The resizer policy type.
Chris@16 183 */
Chris@16 184
Chris@16 185 /**
Chris@16 186 * \fn runge_kutta4_classic::runge_kutta4_classic( const algebra_type &algebra )
Chris@16 187 * \brief Constructs the runge_kutta4_classic class. This constructor can be used as a default
Chris@16 188 * constructor if the algebra has a default constructor.
Chris@16 189 * \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
Chris@16 190 */
Chris@16 191
Chris@16 192
Chris@16 193 /**
Chris@16 194 * \fn runge_kutta4_classic::do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
Chris@16 195 * \brief This method performs one step. The derivative `dxdt` of `in` at the time `t` is passed to the method.
Chris@16 196 * The result is updated out of place, hence the input is in `in` and the output in `out`.
Chris@16 197 * Access to this step functionality is provided by explicit_stepper_base and
Chris@16 198 * `do_step_impl` should not be called directly.
Chris@16 199 *
Chris@16 200 * \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
Chris@16 201 * Simple System concept.
Chris@16 202 * \param in The state of the ODE which should be solved. in is not modified in this method
Chris@16 203 * \param dxdt The derivative of x at t.
Chris@16 204 * \param t The value of the time, at which the step should be performed.
Chris@16 205 * \param out The result of the step is written in out.
Chris@16 206 * \param dt The step size.
Chris@16 207 */
Chris@16 208
Chris@16 209 /**
Chris@16 210 * \fn runge_kutta4_classic::adjust_size( const StateType &x )
Chris@16 211 * \brief Adjust the size of all temporaries in the stepper manually.
Chris@16 212 * \param x A state from which the size of the temporaries to be resized is deduced.
Chris@16 213 */
Chris@16 214
Chris@16 215 } // odeint
Chris@16 216 } // numeric
Chris@16 217 } // boost
Chris@16 218
Chris@16 219
Chris@16 220 #endif // BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA4_CLASSIC_HPP_INCLUDED