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1 /*
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2 [auto_generated]
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3 boost/numeric/odeint/stepper/adams_bashforth.hpp
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4
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5 [begin_description]
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6 Implementaton of the Adam-Bashforth method a multistep method used for the predictor step in the
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7 Adams-Bashforth-Moulton method.
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8 [end_description]
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9
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10 Copyright 2011-2013 Karsten Ahnert
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11 Copyright 2011-2013 Mario Mulansky
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12 Copyright 2012 Christoph Koke
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13 Copyright 2013 Pascal Germroth
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14
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15 Distributed under the Boost Software License, Version 1.0.
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16 (See accompanying file LICENSE_1_0.txt or
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17 copy at http://www.boost.org/LICENSE_1_0.txt)
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18 */
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19
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20
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21 #ifndef BOOST_NUMERIC_ODEINT_STEPPER_ADAMS_BASHFORTH_HPP_INCLUDED
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22 #define BOOST_NUMERIC_ODEINT_STEPPER_ADAMS_BASHFORTH_HPP_INCLUDED
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23
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24 #include <boost/static_assert.hpp>
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25
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26 #include <boost/numeric/odeint/util/bind.hpp>
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27 #include <boost/numeric/odeint/util/unwrap_reference.hpp>
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28
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29 #include <boost/numeric/odeint/algebra/range_algebra.hpp>
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30 #include <boost/numeric/odeint/algebra/default_operations.hpp>
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31 #include <boost/numeric/odeint/algebra/algebra_dispatcher.hpp>
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32 #include <boost/numeric/odeint/algebra/operations_dispatcher.hpp>
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33
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34 #include <boost/numeric/odeint/util/state_wrapper.hpp>
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35 #include <boost/numeric/odeint/util/is_resizeable.hpp>
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36 #include <boost/numeric/odeint/util/resizer.hpp>
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37
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38 #include <boost/numeric/odeint/stepper/stepper_categories.hpp>
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39 #include <boost/numeric/odeint/stepper/runge_kutta4.hpp>
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40 #include <boost/numeric/odeint/stepper/extrapolation_stepper.hpp>
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41
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42 #include <boost/numeric/odeint/stepper/base/algebra_stepper_base.hpp>
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43
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44 #include <boost/numeric/odeint/stepper/detail/adams_bashforth_coefficients.hpp>
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45 #include <boost/numeric/odeint/stepper/detail/adams_bashforth_call_algebra.hpp>
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46 #include <boost/numeric/odeint/stepper/detail/rotating_buffer.hpp>
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47
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48 #include <boost/mpl/arithmetic.hpp>
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49 #include <boost/mpl/min_max.hpp>
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50 #include <boost/mpl/equal_to.hpp>
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51
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52 namespace mpl = boost::mpl;
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53
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54
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55 namespace boost {
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56 namespace numeric {
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57 namespace odeint {
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58
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59 using mpl::int_;
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60
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61 /* if N >= 4, returns the smallest even number > N, otherwise returns 4 */
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62 template < int N >
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63 struct order_helper
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64 : mpl::max< typename mpl::eval_if<
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65 mpl::equal_to< mpl::modulus< int_< N >, int_< 2 > >,
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66 int_< 0 > >,
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67 int_< N >, int_< N + 1 > >::type,
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68 int_< 4 > >::type
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69 { };
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70
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71 template<
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72 size_t Steps ,
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73 class State ,
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74 class Value = double ,
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75 class Deriv = State ,
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76 class Time = Value ,
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77 class Algebra = typename algebra_dispatcher< State >::algebra_type ,
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78 class Operations = typename operations_dispatcher< State >::operations_type ,
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79 class Resizer = initially_resizer ,
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80 class InitializingStepper = extrapolation_stepper< order_helper<Steps>::value,
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81 State, Value, Deriv, Time,
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82 Algebra, Operations, Resizer >
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83 >
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84 class adams_bashforth : public algebra_stepper_base< Algebra , Operations >
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85 {
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86
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87 #ifndef DOXYGEN_SKIP
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88 BOOST_STATIC_ASSERT(( Steps > 0 ));
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89 BOOST_STATIC_ASSERT(( Steps < 9 ));
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90 #endif
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91
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92 public :
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93
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94 typedef State state_type;
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95 typedef state_wrapper< state_type > wrapped_state_type;
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96 typedef Value value_type;
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97 typedef Deriv deriv_type;
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98 typedef state_wrapper< deriv_type > wrapped_deriv_type;
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99 typedef Time time_type;
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100 typedef Resizer resizer_type;
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101 typedef stepper_tag stepper_category;
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102
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103 typedef InitializingStepper initializing_stepper_type;
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104
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105 typedef algebra_stepper_base< Algebra , Operations > algebra_stepper_base_type;
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106 typedef typename algebra_stepper_base_type::algebra_type algebra_type;
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107 typedef typename algebra_stepper_base_type::operations_type operations_type;
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108 #ifndef DOXYGEN_SKIP
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109 typedef adams_bashforth< Steps , State , Value , Deriv , Time , Algebra , Operations , Resizer , InitializingStepper > stepper_type;
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110 #endif
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111 static const size_t steps = Steps;
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112
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113
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114
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115 typedef unsigned short order_type;
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116 static const order_type order_value = steps;
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117
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118 typedef detail::rotating_buffer< wrapped_deriv_type , steps > step_storage_type;
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119
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120
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121
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122 order_type order( void ) const { return order_value; }
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123
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124 adams_bashforth( const algebra_type &algebra = algebra_type() )
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125 : algebra_stepper_base_type( algebra ) ,
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126 m_step_storage() , m_resizer() , m_coefficients() ,
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127 m_steps_initialized( 0 ) , m_initializing_stepper()
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128 { }
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129
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130
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131
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132 /*
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133 * Version 1 : do_step( system , x , t , dt );
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134 *
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135 * solves the forwarding problem
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136 */
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137 template< class System , class StateInOut >
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138 void do_step( System system , StateInOut &x , time_type t , time_type dt )
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139 {
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140 do_step( system , x , t , x , dt );
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141 }
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142
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143 /**
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144 * \brief Second version to solve the forwarding problem, can be called with Boost.Range as StateInOut.
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145 */
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146 template< class System , class StateInOut >
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147 void do_step( System system , const StateInOut &x , time_type t , time_type dt )
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148 {
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149 do_step( system , x , t , x , dt );
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150 }
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151
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152
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153
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154 /*
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155 * Version 2 : do_step( system , in , t , out , dt );
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156 *
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157 * solves the forwarding problem
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158 */
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159
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160 template< class System , class StateIn , class StateOut >
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161 void do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt )
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162 {
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163 do_step_impl( system , in , t , out , dt );
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164 }
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165
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166 /**
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167 * \brief Second version to solve the forwarding problem, can be called with Boost.Range as StateOut.
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168 */
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169 template< class System , class StateIn , class StateOut >
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170 void do_step( System system , const StateIn &in , time_type t , const StateOut &out , time_type dt )
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171 {
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172 do_step_impl( system , in , t , out , dt );
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173 }
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174
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175
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176 template< class StateType >
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177 void adjust_size( const StateType &x )
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178 {
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179 resize_impl( x );
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180 }
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181
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182 const step_storage_type& step_storage( void ) const
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183 {
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184 return m_step_storage;
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185 }
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186
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187 step_storage_type& step_storage( void )
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188 {
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189 return m_step_storage;
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190 }
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191
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192 template< class ExplicitStepper , class System , class StateIn >
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193 void initialize( ExplicitStepper explicit_stepper , System system , StateIn &x , time_type &t , time_type dt )
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194 {
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195 typename odeint::unwrap_reference< ExplicitStepper >::type &stepper = explicit_stepper;
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196 typename odeint::unwrap_reference< System >::type &sys = system;
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197
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198 m_resizer.adjust_size( x , detail::bind( &stepper_type::template resize_impl<StateIn> , detail::ref( *this ) , detail::_1 ) );
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199
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200 for( size_t i=0 ; i+1<steps ; ++i )
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201 {
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202 if( i != 0 ) m_step_storage.rotate();
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203 sys( x , m_step_storage[0].m_v , t );
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204 stepper.do_step_dxdt_impl( system, x, m_step_storage[0].m_v, t,
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205 dt );
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206 t += dt;
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207 }
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208 m_steps_initialized = steps;
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209 }
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210
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211 template< class System , class StateIn >
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212 void initialize( System system , StateIn &x , time_type &t , time_type dt )
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213 {
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214 initialize( detail::ref( m_initializing_stepper ) , system , x , t , dt );
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215 }
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216
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217 void reset( void )
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218 {
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219 m_steps_initialized = 0;
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220 }
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221
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222 bool is_initialized( void ) const
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223 {
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224 return m_steps_initialized >= ( steps - 1 );
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225 }
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226
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227 const initializing_stepper_type& initializing_stepper( void ) const { return m_initializing_stepper; }
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228
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229 initializing_stepper_type& initializing_stepper( void ) { return m_initializing_stepper; }
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230
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231 private:
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232
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233 template< class System , class StateIn , class StateOut >
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234 void do_step_impl( System system , const StateIn &in , time_type t , StateOut &out , time_type dt )
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235 {
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236 typename odeint::unwrap_reference< System >::type &sys = system;
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237 if( m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_impl<StateIn> , detail::ref( *this ) , detail::_1 ) ) )
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238 {
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239 m_steps_initialized = 0;
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240 }
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241
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242 if( m_steps_initialized + 1 < steps )
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243 {
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244 if( m_steps_initialized != 0 ) m_step_storage.rotate();
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245 sys( in , m_step_storage[0].m_v , t );
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246 m_initializing_stepper.do_step_dxdt_impl(
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247 system, in, m_step_storage[0].m_v, t, out, dt );
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248 ++m_steps_initialized;
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249 }
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250 else
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251 {
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252 m_step_storage.rotate();
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253 sys( in , m_step_storage[0].m_v , t );
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254 detail::adams_bashforth_call_algebra< steps , algebra_type , operations_type >()( this->m_algebra , in , out , m_step_storage , m_coefficients , dt );
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255 }
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256 }
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257
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258
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259 template< class StateIn >
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260 bool resize_impl( const StateIn &x )
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261 {
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262 bool resized( false );
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263 for( size_t i=0 ; i<steps ; ++i )
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264 {
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265 resized |= adjust_size_by_resizeability( m_step_storage[i] , x , typename is_resizeable<deriv_type>::type() );
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266 }
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267 return resized;
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268 }
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269
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270 step_storage_type m_step_storage;
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271 resizer_type m_resizer;
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272 detail::adams_bashforth_coefficients< value_type , steps > m_coefficients;
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273 size_t m_steps_initialized;
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274 initializing_stepper_type m_initializing_stepper;
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275
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276 };
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277
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278
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279 /***** DOXYGEN *****/
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280
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281 /**
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282 * \class adams_bashforth
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283 * \brief The Adams-Bashforth multistep algorithm.
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284 *
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285 * The Adams-Bashforth method is a multi-step algorithm with configurable step
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286 * number. The step number is specified as template parameter Steps and it
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287 * then uses the result from the previous Steps steps. See also
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288 * <a href="http://en.wikipedia.org/wiki/Linear_multistep_method">en.wikipedia.org/wiki/Linear_multistep_method</a>.
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289 * Currently, a maximum of Steps=8 is supported.
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290 * The method is explicit and fulfills the Stepper concept. Step size control
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291 * or continuous output are not provided.
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292 *
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293 * This class derives from algebra_base and inherits its interface via
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294 * CRTP (current recurring template pattern). For more details see
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295 * algebra_stepper_base.
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296 *
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297 * \tparam Steps The number of steps (maximal 8).
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298 * \tparam State The state type.
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299 * \tparam Value The value type.
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300 * \tparam Deriv The type representing the time derivative of the state.
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301 * \tparam Time The time representing the independent variable - the time.
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302 * \tparam Algebra The algebra type.
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303 * \tparam Operations The operations type.
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304 * \tparam Resizer The resizer policy type.
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305 * \tparam InitializingStepper The stepper for the first two steps.
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306 */
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307
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308 /**
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309 * \fn adams_bashforth::adams_bashforth( const algebra_type &algebra )
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310 * \brief Constructs the adams_bashforth class. This constructor can be used as a default
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311 * constructor if the algebra has a default constructor.
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312 * \param algebra A copy of algebra is made and stored.
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313 */
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314
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315 /**
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316 * \fn order_type adams_bashforth::order( void ) const
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317 * \brief Returns the order of the algorithm, which is equal to the number of steps.
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318 * \return order of the method.
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319 */
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320
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321 /**
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322 * \fn void adams_bashforth::do_step( System system , StateInOut &x , time_type t , time_type dt )
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323 * \brief This method performs one step. It transforms the result in-place.
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324 *
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325 * \param system The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the
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326 * Simple System concept.
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327 * \param x The state of the ODE which should be solved. After calling do_step the result is updated in x.
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328 * \param t The value of the time, at which the step should be performed.
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329 * \param dt The step size.
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330 */
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331
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332 /**
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333 * \fn void adams_bashforth::do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt )
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334 * \brief The method performs one step with the stepper passed by Stepper. The state of the ODE is updated out-of-place.
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335 *
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336 * \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
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337 * Simple System concept.
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338 * \param in The state of the ODE which should be solved. in is not modified in this method
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339 * \param t The value of the time, at which the step should be performed.
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340 * \param out The result of the step is written in out.
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341 * \param dt The step size.
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342 */
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343
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344 /**
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345 * \fn void adams_bashforth::adjust_size( const StateType &x )
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346 * \brief Adjust the size of all temporaries in the stepper manually.
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347 * \param x A state from which the size of the temporaries to be resized is deduced.
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348 */
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349
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350
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351 /**
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352 * \fn const step_storage_type& adams_bashforth::step_storage( void ) const
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353 * \brief Returns the storage of intermediate results.
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354 * \return The storage of intermediate results.
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355 */
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356
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357 /**
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358 * \fn step_storage_type& adams_bashforth::step_storage( void )
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359 * \brief Returns the storage of intermediate results.
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360 * \return The storage of intermediate results.
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361 */
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362
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363 /**
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364 * \fn void adams_bashforth::initialize( ExplicitStepper explicit_stepper , System system , StateIn &x , time_type &t , time_type dt )
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365 * \brief Initialized the stepper. Does Steps-1 steps with the explicit_stepper to fill the buffer.
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366 * \param explicit_stepper the stepper used to fill the buffer of previous step results
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367 * \param system The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the
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368 * Simple System concept.
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369 * \param x The state of the ODE which should be solved. After calling do_step the result is updated in x.
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370 * \param t The value of the time, at which the step should be performed.
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371 * \param dt The step size.
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372 */
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373
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374 /**
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375 * \fn void adams_bashforth::initialize( System system , StateIn &x , time_type &t , time_type dt )
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376 * \brief Initialized the stepper. Does Steps-1 steps with an internal instance of InitializingStepper to fill the buffer.
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377 * \note The state x and time t are updated to the values after Steps-1 initial steps.
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378 * \param system The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the
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379 * Simple System concept.
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380 * \param x The initial state of the ODE which should be solved, updated in this method.
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381 * \param t The initial value of the time, updated in this method.
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382 * \param dt The step size.
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383 */
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384
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385 /**
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386 * \fn void adams_bashforth::reset( void )
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387 * \brief Resets the internal buffer of the stepper.
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388 */
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389
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390 /**
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391 * \fn bool adams_bashforth::is_initialized( void ) const
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392 * \brief Returns true if the stepper has been initialized.
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393 * \return bool true if stepper is initialized, false otherwise
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394 */
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395
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396 /**
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397 * \fn const initializing_stepper_type& adams_bashforth::initializing_stepper( void ) const
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398 * \brief Returns the internal initializing stepper instance.
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399 * \return initializing_stepper
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400 */
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401
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402 /**
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403 * \fn const initializing_stepper_type& adams_bashforth::initializing_stepper( void ) const
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404 * \brief Returns the internal initializing stepper instance.
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405 * \return initializing_stepper
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406 */
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407
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408 /**
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409 * \fn initializing_stepper_type& adams_bashforth::initializing_stepper( void )
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410 * \brief Returns the internal initializing stepper instance.
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411 * \return initializing_stepper
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412 */
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413
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414 } // odeint
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415 } // numeric
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416 } // boost
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417
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418
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419
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420 #endif // BOOST_NUMERIC_ODEINT_STEPPER_ADAMS_BASHFORTH_HPP_INCLUDED
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