annotate DEPENDENCIES/generic/include/boost/numeric/odeint/stepper/runge_kutta4_classic.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
rev   line source
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@101 9 Copyright 2010-2013 Karsten Ahnert
Chris@101 10 Copyright 2010-2013 Mario Mulansky
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_RUNGE_KUTTA4_CLASSIC_HPP_INCLUDED
Chris@16 20 #define BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA4_CLASSIC_HPP_INCLUDED
Chris@16 21
Chris@16 22
Chris@16 23
Chris@16 24 #include <boost/numeric/odeint/stepper/base/explicit_stepper_base.hpp>
Chris@16 25 #include <boost/numeric/odeint/algebra/range_algebra.hpp>
Chris@16 26 #include <boost/numeric/odeint/algebra/default_operations.hpp>
Chris@101 27 #include <boost/numeric/odeint/algebra/algebra_dispatcher.hpp>
Chris@101 28 #include <boost/numeric/odeint/algebra/operations_dispatcher.hpp>
Chris@16 29
Chris@16 30 #include <boost/numeric/odeint/util/state_wrapper.hpp>
Chris@16 31 #include <boost/numeric/odeint/util/is_resizeable.hpp>
Chris@16 32 #include <boost/numeric/odeint/util/resizer.hpp>
Chris@16 33
Chris@16 34 namespace boost {
Chris@16 35 namespace numeric {
Chris@16 36 namespace odeint {
Chris@16 37
Chris@16 38 template<
Chris@16 39 class State ,
Chris@16 40 class Value = double ,
Chris@16 41 class Deriv = State ,
Chris@16 42 class Time = Value ,
Chris@101 43 class Algebra = typename algebra_dispatcher< State >::algebra_type ,
Chris@101 44 class Operations = typename operations_dispatcher< State >::operations_type ,
Chris@16 45 class Resizer = initially_resizer
Chris@16 46 >
Chris@16 47 #ifndef DOXYGEN_SKIP
Chris@16 48 class runge_kutta4_classic
Chris@16 49 : public explicit_stepper_base<
Chris@16 50 runge_kutta4_classic< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
Chris@16 51 4 , State , Value , Deriv , Time , Algebra , Operations , Resizer >
Chris@16 52 #else
Chris@16 53 class runge_kutta4_classic : public explicit_stepper_base
Chris@16 54 #endif
Chris@16 55 {
Chris@16 56
Chris@16 57 public :
Chris@16 58
Chris@16 59 #ifndef DOXYGEN_SKIP
Chris@16 60 typedef explicit_stepper_base<
Chris@16 61 runge_kutta4_classic< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
Chris@16 62 4 , State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_base_type;
Chris@16 63 #else
Chris@16 64 typedef explicit_stepper_base< runge_kutta4_classic< ... > , ... > stepper_base_type;
Chris@16 65 #endif
Chris@16 66
Chris@16 67 typedef typename stepper_base_type::state_type state_type;
Chris@16 68 typedef typename stepper_base_type::value_type value_type;
Chris@16 69 typedef typename stepper_base_type::deriv_type deriv_type;
Chris@16 70 typedef typename stepper_base_type::time_type time_type;
Chris@16 71 typedef typename stepper_base_type::algebra_type algebra_type;
Chris@16 72 typedef typename stepper_base_type::operations_type operations_type;
Chris@16 73 typedef typename stepper_base_type::resizer_type resizer_type;
Chris@16 74
Chris@16 75 #ifndef DOXYGEN_SKIP
Chris@16 76 typedef typename stepper_base_type::stepper_type stepper_type;
Chris@16 77 typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
Chris@16 78 typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
Chris@16 79 #endif // DOXYGEN_SKIP
Chris@16 80
Chris@16 81
Chris@16 82
Chris@16 83 runge_kutta4_classic( const algebra_type &algebra = algebra_type() ) : stepper_base_type( algebra )
Chris@16 84 { }
Chris@16 85
Chris@16 86
Chris@16 87 template< class System , class StateIn , class DerivIn , class StateOut >
Chris@16 88 void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
Chris@16 89 {
Chris@16 90 // ToDo : check if size of in,dxdt,out are equal?
Chris@16 91
Chris@16 92 static const value_type val1 = static_cast< value_type >( 1 );
Chris@16 93
Chris@16 94 m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
Chris@16 95
Chris@16 96 typename odeint::unwrap_reference< System >::type &sys = system;
Chris@16 97
Chris@16 98 const time_type dh = dt / static_cast< value_type >( 2 );
Chris@16 99 const time_type th = t + dh;
Chris@16 100
Chris@16 101 // dt * dxdt = k1
Chris@16 102 // m_x_tmp = x + dh*dxdt
Chris@16 103 stepper_base_type::m_algebra.for_each3( m_x_tmp.m_v , in , dxdt ,
Chris@16 104 typename operations_type::template scale_sum2< value_type , time_type >( val1 , dh ) );
Chris@16 105
Chris@16 106
Chris@16 107 // dt * m_dxt = k2
Chris@16 108 sys( m_x_tmp.m_v , m_dxt.m_v , th );
Chris@16 109
Chris@16 110 // m_x_tmp = x + dh*m_dxt
Chris@16 111 stepper_base_type::m_algebra.for_each3( m_x_tmp.m_v , in , m_dxt.m_v ,
Chris@16 112 typename operations_type::template scale_sum2< value_type , time_type >( val1 , dh ) );
Chris@16 113
Chris@16 114
Chris@16 115 // dt * m_dxm = k3
Chris@16 116 sys( m_x_tmp.m_v , m_dxm.m_v , th );
Chris@16 117 //m_x_tmp = x + dt*m_dxm
Chris@16 118 stepper_base_type::m_algebra.for_each3( m_x_tmp.m_v , in , m_dxm.m_v ,
Chris@16 119 typename operations_type::template scale_sum2< value_type , time_type >( val1 , dt ) );
Chris@16 120
Chris@16 121
Chris@16 122 // dt * m_dxh = k4
Chris@16 123 sys( m_x_tmp.m_v , m_dxh.m_v , t + dt );
Chris@101 124
Chris@16 125 //x += dt/6 * ( m_dxdt + m_dxt + val2*m_dxm )
Chris@16 126 time_type dt6 = dt / static_cast< value_type >( 6 );
Chris@16 127 time_type dt3 = dt / static_cast< value_type >( 3 );
Chris@16 128 stepper_base_type::m_algebra.for_each6( out , in , dxdt , m_dxt.m_v , m_dxm.m_v , m_dxh.m_v ,
Chris@101 129 typename operations_type::template scale_sum5< value_type , time_type , time_type , time_type , time_type >( 1.0 , dt6 , dt3 , dt3 , dt6 ) );
Chris@101 130
Chris@101 131 // x += dt/6 * m_dxdt + dt/3 * m_dxt )
Chris@101 132 // stepper_base_type::m_algebra.for_each4( out , in , dxdt , m_dxt.m_v ,
Chris@101 133 // typename operations_type::template scale_sum3< value_type , time_type , time_type >( 1.0 , dt6 , dt3 ) );
Chris@101 134 // // x += dt/3 * m_dxm + dt/6 * m_dxh )
Chris@101 135 // stepper_base_type::m_algebra.for_each4( out , out , m_dxm.m_v , m_dxh.m_v ,
Chris@101 136 // typename operations_type::template scale_sum3< value_type , time_type , time_type >( 1.0 , dt3 , dt6 ) );
Chris@101 137
Chris@16 138 }
Chris@16 139
Chris@16 140 template< class StateType >
Chris@16 141 void adjust_size( const StateType &x )
Chris@16 142 {
Chris@16 143 resize_impl( x );
Chris@16 144 stepper_base_type::adjust_size( x );
Chris@16 145 }
Chris@16 146
Chris@16 147 private:
Chris@16 148
Chris@16 149 template< class StateIn >
Chris@16 150 bool resize_impl( const StateIn &x )
Chris@16 151 {
Chris@16 152 bool resized = false;
Chris@16 153 resized |= adjust_size_by_resizeability( m_x_tmp , x , typename is_resizeable<state_type>::type() );
Chris@16 154 resized |= adjust_size_by_resizeability( m_dxm , x , typename is_resizeable<deriv_type>::type() );
Chris@16 155 resized |= adjust_size_by_resizeability( m_dxt , x , typename is_resizeable<deriv_type>::type() );
Chris@16 156 resized |= adjust_size_by_resizeability( m_dxh , x , typename is_resizeable<deriv_type>::type() );
Chris@16 157 return resized;
Chris@16 158 }
Chris@16 159
Chris@16 160
Chris@16 161 resizer_type m_resizer;
Chris@16 162
Chris@16 163 wrapped_deriv_type m_dxt;
Chris@16 164 wrapped_deriv_type m_dxm;
Chris@16 165 wrapped_deriv_type m_dxh;
Chris@16 166 wrapped_state_type m_x_tmp;
Chris@16 167
Chris@16 168 };
Chris@16 169
Chris@16 170
Chris@16 171 /********* DOXYGEN *********/
Chris@16 172
Chris@16 173 /**
Chris@16 174 * \class runge_kutta4_classic
Chris@16 175 * \brief The classical Runge-Kutta stepper of fourth order.
Chris@16 176 *
Chris@16 177 * The Runge-Kutta method of fourth order is one standard method for
Chris@16 178 * solving ordinary differential equations and is widely used, see also
Chris@16 179 * <a href="http://en.wikipedia.org/wiki/Runge%E2%80%93Kutta_methods">en.wikipedia.org/wiki/Runge-Kutta_methods</a>
Chris@16 180 * The method is explicit and fulfills the Stepper concept. Step size control
Chris@16 181 * or continuous output are not provided. This class implements the method directly, hence the
Chris@16 182 * generic Runge-Kutta algorithm is not used.
Chris@16 183 *
Chris@16 184 * This class derives from explicit_stepper_base and inherits its interface via
Chris@16 185 * CRTP (current recurring template pattern). For more details see
Chris@16 186 * explicit_stepper_base.
Chris@16 187 *
Chris@16 188 * \tparam State The state type.
Chris@16 189 * \tparam Value The value type.
Chris@16 190 * \tparam Deriv The type representing the time derivative of the state.
Chris@16 191 * \tparam Time The time representing the independent variable - the time.
Chris@16 192 * \tparam Algebra The algebra type.
Chris@16 193 * \tparam Operations The operations type.
Chris@16 194 * \tparam Resizer The resizer policy type.
Chris@16 195 */
Chris@16 196
Chris@16 197 /**
Chris@16 198 * \fn runge_kutta4_classic::runge_kutta4_classic( const algebra_type &algebra )
Chris@16 199 * \brief Constructs the runge_kutta4_classic class. This constructor can be used as a default
Chris@16 200 * constructor if the algebra has a default constructor.
Chris@16 201 * \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
Chris@16 202 */
Chris@16 203
Chris@16 204
Chris@16 205 /**
Chris@16 206 * \fn runge_kutta4_classic::do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
Chris@16 207 * \brief This method performs one step. The derivative `dxdt` of `in` at the time `t` is passed to the method.
Chris@16 208 * The result is updated out of place, hence the input is in `in` and the output in `out`.
Chris@16 209 * Access to this step functionality is provided by explicit_stepper_base and
Chris@16 210 * `do_step_impl` should not be called directly.
Chris@16 211 *
Chris@16 212 * \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
Chris@16 213 * Simple System concept.
Chris@16 214 * \param in The state of the ODE which should be solved. in is not modified in this method
Chris@16 215 * \param dxdt The derivative of x at t.
Chris@16 216 * \param t The value of the time, at which the step should be performed.
Chris@16 217 * \param out The result of the step is written in out.
Chris@16 218 * \param dt The step size.
Chris@16 219 */
Chris@16 220
Chris@16 221 /**
Chris@16 222 * \fn runge_kutta4_classic::adjust_size( const StateType &x )
Chris@16 223 * \brief Adjust the size of all temporaries in the stepper manually.
Chris@16 224 * \param x A state from which the size of the temporaries to be resized is deduced.
Chris@16 225 */
Chris@16 226
Chris@16 227 } // odeint
Chris@16 228 } // numeric
Chris@16 229 } // boost
Chris@16 230
Chris@16 231
Chris@16 232 #endif // BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA4_CLASSIC_HPP_INCLUDED