annotate DEPENDENCIES/generic/include/boost/numeric/odeint/stepper/modified_midpoint.hpp @ 133:4acb5d8d80b6 tip

Don't fail environmental check if README.md exists (but .txt and no-suffix don't)
author Chris Cannam
date Tue, 30 Jul 2019 12:25:44 +0100
parents c530137014c0
children
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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@101 9 Copyright 2011-2013 Mario Mulansky
Chris@101 10 Copyright 2011-2013 Karsten Ahnert
Chris@101 11 Copyright 2012 Christoph Koke
Chris@16 12
Chris@16 13 Distributed under the Boost Software License, Version 1.0.
Chris@16 14 (See accompanying file LICENSE_1_0.txt or
Chris@16 15 copy at http://www.boost.org/LICENSE_1_0.txt)
Chris@16 16 */
Chris@16 17
Chris@16 18
Chris@16 19 #ifndef BOOST_NUMERIC_ODEINT_STEPPER_MODIFIED_MIDPOINT_HPP_INCLUDED
Chris@16 20 #define BOOST_NUMERIC_ODEINT_STEPPER_MODIFIED_MIDPOINT_HPP_INCLUDED
Chris@16 21
Chris@16 22 #include <vector>
Chris@16 23
Chris@16 24 #include <boost/numeric/odeint/stepper/base/explicit_stepper_base.hpp>
Chris@16 25 #include <boost/numeric/odeint/util/resizer.hpp>
Chris@16 26 #include <boost/numeric/odeint/util/is_resizeable.hpp>
Chris@16 27 #include <boost/numeric/odeint/algebra/range_algebra.hpp>
Chris@16 28 #include <boost/numeric/odeint/algebra/default_operations.hpp>
Chris@101 29 #include <boost/numeric/odeint/algebra/algebra_dispatcher.hpp>
Chris@101 30 #include <boost/numeric/odeint/algebra/operations_dispatcher.hpp>
Chris@16 31 #include <boost/numeric/odeint/util/copy.hpp>
Chris@16 32
Chris@16 33 namespace boost {
Chris@16 34 namespace numeric {
Chris@16 35 namespace odeint {
Chris@16 36
Chris@16 37 template<
Chris@16 38 class State ,
Chris@16 39 class Value = double ,
Chris@16 40 class Deriv = State ,
Chris@16 41 class Time = Value ,
Chris@101 42 class Algebra = typename algebra_dispatcher< State >::algebra_type ,
Chris@101 43 class Operations = typename operations_dispatcher< State >::operations_type ,
Chris@16 44 class Resizer = initially_resizer
Chris@16 45 >
Chris@16 46 #ifndef DOXYGEN_SKIP
Chris@16 47 class modified_midpoint
Chris@16 48 : public explicit_stepper_base<
Chris@16 49 modified_midpoint< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
Chris@16 50 2 , State , Value , Deriv , Time , Algebra , Operations , Resizer >
Chris@16 51 #else
Chris@16 52 class modified_midpoint : public explicit_stepper_base
Chris@16 53 #endif
Chris@16 54 {
Chris@16 55
Chris@16 56 public :
Chris@16 57
Chris@16 58 typedef explicit_stepper_base<
Chris@16 59 modified_midpoint< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
Chris@16 60 2 , State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_base_type;
Chris@16 61
Chris@16 62 typedef typename stepper_base_type::state_type state_type;
Chris@16 63 typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
Chris@16 64 typedef typename stepper_base_type::value_type value_type;
Chris@16 65 typedef typename stepper_base_type::deriv_type deriv_type;
Chris@16 66 typedef typename stepper_base_type::wrapped_deriv_type wrapped_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 typedef typename stepper_base_type::stepper_type stepper_type;
Chris@16 72
Chris@16 73
Chris@16 74 modified_midpoint( unsigned short steps = 2 , const algebra_type &algebra = algebra_type() )
Chris@16 75 : stepper_base_type( algebra ) , m_steps( steps )
Chris@16 76 { }
Chris@16 77
Chris@16 78 template< class System , class StateIn , class DerivIn , class StateOut >
Chris@16 79 void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
Chris@16 80 {
Chris@16 81 static const value_type val1 = static_cast< value_type >( 1 );
Chris@16 82 static const value_type val05 = static_cast< value_type >( 1 ) / static_cast< value_type >( 2 );
Chris@16 83
Chris@16 84 m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
Chris@16 85
Chris@16 86 const time_type h = dt / static_cast<value_type>( m_steps );
Chris@16 87 const time_type h2 = static_cast<value_type>(2) * h;
Chris@16 88
Chris@16 89 typename odeint::unwrap_reference< System >::type &sys = system;
Chris@16 90
Chris@16 91 time_type th = t + h;
Chris@16 92
Chris@16 93 // m_x1 = x + h*dxdt
Chris@16 94 stepper_base_type::m_algebra.for_each3( m_x1.m_v , in , dxdt ,
Chris@16 95 typename operations_type::template scale_sum2< value_type , time_type >( val1 , h ) );
Chris@16 96
Chris@16 97 sys( m_x1.m_v , m_dxdt.m_v , th );
Chris@16 98
Chris@16 99 boost::numeric::odeint::copy( in , m_x0.m_v );
Chris@16 100
Chris@16 101 unsigned short i = 1;
Chris@16 102 while( i != m_steps )
Chris@16 103 {
Chris@16 104 // general step
Chris@16 105 //tmp = m_x1; m_x1 = m_x0 + h2*m_dxdt; m_x0 = tmp
Chris@16 106 stepper_base_type::m_algebra.for_each3( m_x1.m_v , m_x0.m_v , m_dxdt.m_v ,
Chris@16 107 typename operations_type::template scale_sum_swap2< value_type , time_type >( val1 , h2 ) );
Chris@16 108 th += h;
Chris@16 109 sys( m_x1.m_v , m_dxdt.m_v , th);
Chris@16 110 i++;
Chris@16 111 }
Chris@16 112
Chris@16 113 // last step
Chris@16 114 // x = 0.5*( m_x0 + m_x1 + h*m_dxdt )
Chris@16 115 stepper_base_type::m_algebra.for_each4( out , m_x0.m_v , m_x1.m_v , m_dxdt.m_v ,
Chris@16 116 typename operations_type::template scale_sum3< value_type , value_type , time_type >( val05 , val05 , val05*h ) );
Chris@16 117 }
Chris@16 118
Chris@16 119
Chris@16 120 void set_steps( unsigned short steps )
Chris@16 121 { m_steps = steps; }
Chris@16 122
Chris@16 123
Chris@16 124 unsigned short steps( void ) const
Chris@16 125 { return m_steps; }
Chris@16 126
Chris@16 127
Chris@16 128 template< class StateIn >
Chris@16 129 void adjust_size( const StateIn &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_x0 , x , typename is_resizeable<state_type>::type() );
Chris@16 142 resized |= adjust_size_by_resizeability( m_x1 , x , typename is_resizeable<state_type>::type() );
Chris@16 143 resized |= adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
Chris@16 144 return resized;
Chris@16 145 }
Chris@16 146
Chris@16 147
Chris@16 148 unsigned short m_steps;
Chris@16 149
Chris@16 150 resizer_type m_resizer;
Chris@16 151
Chris@16 152 wrapped_state_type m_x0;
Chris@16 153 wrapped_state_type m_x1;
Chris@16 154 wrapped_deriv_type m_dxdt;
Chris@16 155
Chris@16 156 };
Chris@16 157
Chris@16 158
Chris@16 159 /* Modified midpoint which stores derivatives and state at dt/2 in some external storage for later usage in dense output calculation
Chris@16 160 * This Stepper is for use in Bulirsch Stoer only. It DOES NOT meet any stepper concept.
Chris@16 161 */
Chris@16 162 template<
Chris@16 163 class State ,
Chris@16 164 class Value = double ,
Chris@16 165 class Deriv = State ,
Chris@16 166 class Time = Value ,
Chris@101 167 class Algebra = typename algebra_dispatcher< State >::algebra_type ,
Chris@101 168 class Operations = typename operations_dispatcher< State >::operations_type ,
Chris@16 169 class Resizer = initially_resizer
Chris@16 170 >
Chris@16 171 class modified_midpoint_dense_out
Chris@16 172 {
Chris@16 173
Chris@16 174 public :
Chris@16 175
Chris@16 176 typedef State state_type;
Chris@16 177 typedef Value value_type;
Chris@16 178 typedef Deriv deriv_type;
Chris@16 179 typedef Time time_type;
Chris@16 180 typedef Algebra algebra_type;
Chris@16 181 typedef Operations operations_type;
Chris@16 182 typedef Resizer resizer_type;
Chris@16 183 typedef state_wrapper< state_type > wrapped_state_type;
Chris@16 184 typedef state_wrapper< deriv_type > wrapped_deriv_type;
Chris@16 185
Chris@16 186 typedef modified_midpoint_dense_out< State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_type;
Chris@16 187 typedef std::vector< wrapped_deriv_type > deriv_table_type;
Chris@16 188
Chris@16 189 modified_midpoint_dense_out( unsigned short steps = 2 , const algebra_type &algebra = algebra_type() )
Chris@16 190 : m_algebra( algebra ) , m_steps( steps )
Chris@16 191 { }
Chris@16 192
Chris@16 193 /*
Chris@16 194 * performs a modified midpoint step with m_steps intermediate points
Chris@16 195 * stores approximation for x(t+dt/2) in x_mp and all evaluated function results in derivs
Chris@16 196 *
Chris@16 197 */
Chris@16 198
Chris@16 199 template< class System , class StateIn , class DerivIn , class StateOut >
Chris@16 200 void do_step( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt ,
Chris@16 201 state_type &x_mp , deriv_table_type &derivs )
Chris@16 202 {
Chris@16 203
Chris@16 204 static const value_type val1 = static_cast< value_type >( 1 );
Chris@16 205 static const value_type val05 = static_cast< value_type >( 1 ) / static_cast< value_type >( 2 );
Chris@16 206
Chris@16 207 m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize< StateIn > , detail::ref( *this ) , detail::_1 ) );
Chris@16 208
Chris@16 209 const time_type h = dt / static_cast<value_type>( m_steps );
Chris@16 210 const time_type h2 = static_cast<value_type>( 2 ) * h;
Chris@16 211
Chris@16 212 typename odeint::unwrap_reference< System >::type &sys = system;
Chris@16 213
Chris@16 214 time_type th = t + h;
Chris@16 215
Chris@16 216 // m_x1 = x + h*dxdt
Chris@16 217 m_algebra.for_each3( m_x1.m_v , in , dxdt ,
Chris@16 218 typename operations_type::template scale_sum2< value_type , time_type >( val1 , h ) );
Chris@16 219
Chris@16 220 if( m_steps == 2 )
Chris@16 221 // result of first step already gives approximation at the center of the interval
Chris@16 222 boost::numeric::odeint::copy( m_x1.m_v , x_mp );
Chris@16 223
Chris@16 224 sys( m_x1.m_v , derivs[0].m_v , th );
Chris@16 225
Chris@16 226 boost::numeric::odeint::copy( in , m_x0.m_v );
Chris@16 227
Chris@16 228 unsigned short i = 1;
Chris@16 229 while( i != m_steps )
Chris@16 230 {
Chris@16 231 // general step
Chris@16 232 //tmp = m_x1; m_x1 = m_x0 + h2*m_dxdt; m_x0 = tmp
Chris@16 233 m_algebra.for_each3( m_x1.m_v , m_x0.m_v , derivs[i-1].m_v ,
Chris@16 234 typename operations_type::template scale_sum_swap2< value_type , time_type >( val1 , h2 ) );
Chris@16 235 if( i == m_steps/2-1 )
Chris@16 236 // save approximation at the center of the interval
Chris@16 237 boost::numeric::odeint::copy( m_x1.m_v , x_mp );
Chris@16 238
Chris@16 239 th += h;
Chris@16 240 sys( m_x1.m_v , derivs[i].m_v , th);
Chris@16 241 i++;
Chris@16 242 }
Chris@16 243
Chris@16 244 // last step
Chris@16 245 // x = 0.5*( m_x0 + m_x1 + h*m_dxdt )
Chris@16 246 m_algebra.for_each4( out , m_x0.m_v , m_x1.m_v , derivs[m_steps-1].m_v ,
Chris@16 247 typename operations_type::template scale_sum3< value_type , value_type , time_type >( val05 , val05 , val05*h ) );
Chris@16 248 }
Chris@16 249
Chris@16 250
Chris@16 251 void set_steps( unsigned short steps )
Chris@16 252 { m_steps = steps; }
Chris@16 253
Chris@16 254
Chris@16 255 unsigned short steps( void ) const
Chris@16 256 { return m_steps; }
Chris@16 257
Chris@16 258
Chris@16 259 template< class StateIn >
Chris@16 260 bool resize( const StateIn &x )
Chris@16 261 {
Chris@16 262 bool resized( false );
Chris@16 263 resized |= adjust_size_by_resizeability( m_x0 , x , typename is_resizeable<state_type>::type() );
Chris@16 264 resized |= adjust_size_by_resizeability( m_x1 , x , typename is_resizeable<state_type>::type() );
Chris@16 265 return resized;
Chris@16 266 }
Chris@16 267
Chris@16 268 template< class StateIn >
Chris@16 269 void adjust_size( const StateIn &x )
Chris@16 270 {
Chris@16 271 resize( x );
Chris@16 272 }
Chris@16 273
Chris@16 274 private:
Chris@16 275
Chris@16 276 algebra_type m_algebra;
Chris@16 277
Chris@16 278 unsigned short m_steps;
Chris@16 279
Chris@16 280 resizer_type m_resizer;
Chris@16 281
Chris@16 282 wrapped_state_type m_x0;
Chris@16 283 wrapped_state_type m_x1;
Chris@16 284
Chris@16 285 };
Chris@16 286
Chris@16 287
Chris@16 288
Chris@16 289 /********** DOXYGEN ***********/
Chris@16 290
Chris@16 291 /**
Chris@16 292 * \class modified_midpoint
Chris@16 293 *
Chris@16 294 * Implementation of the modified midpoint method with a configurable
Chris@16 295 * number of intermediate steps. This class is used by the Bulirsch-Stoer
Chris@16 296 * algorithm and is not meant for direct usage.
Chris@16 297 */
Chris@16 298
Chris@16 299
Chris@16 300 /**
Chris@16 301 * \class modified_midpoint_dense_out
Chris@16 302 *
Chris@16 303 * Implementation of the modified midpoint method with a configurable
Chris@16 304 * number of intermediate steps. This class is used by the dense output
Chris@16 305 * Bulirsch-Stoer algorithm and is not meant for direct usage.
Chris@16 306 * \note This stepper is for internal use only and does not meet
Chris@16 307 * any stepper concept.
Chris@16 308 */
Chris@16 309
Chris@16 310
Chris@16 311 }
Chris@16 312 }
Chris@16 313 }
Chris@16 314
Chris@16 315 #endif // BOOST_NUMERIC_ODEINT_STEPPER_MODIFIED_MIDPOINT_HPP_INCLUDED