annotate DEPENDENCIES/generic/include/boost/numeric/odeint/stepper/rosenbrock4_controller.hpp @ 125:34e428693f5d vext

Vext -> Repoint
author Chris Cannam
date Thu, 14 Jun 2018 11:15:39 +0100
parents c530137014c0
children
rev   line source
Chris@16 1 /*
Chris@16 2 [auto_generated]
Chris@16 3 boost/numeric/odeint/stepper/rosenbrock4_controller.hpp
Chris@16 4
Chris@16 5 [begin_description]
Chris@16 6 Controller for the Rosenbrock4 method.
Chris@16 7 [end_description]
Chris@16 8
Chris@101 9 Copyright 2011-2012 Karsten Ahnert
Chris@101 10 Copyright 2011-2012 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_ROSENBROCK4_CONTROLLER_HPP_INCLUDED
Chris@16 20 #define BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_CONTROLLER_HPP_INCLUDED
Chris@16 21
Chris@16 22 #include <boost/config.hpp>
Chris@16 23 #include <boost/numeric/odeint/util/bind.hpp>
Chris@16 24
Chris@16 25 #include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
Chris@16 26 #include <boost/numeric/odeint/stepper/stepper_categories.hpp>
Chris@16 27
Chris@16 28 #include <boost/numeric/odeint/util/copy.hpp>
Chris@16 29 #include <boost/numeric/odeint/util/is_resizeable.hpp>
Chris@16 30
Chris@16 31 #include <boost/numeric/odeint/stepper/rosenbrock4.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< class Stepper >
Chris@16 38 class rosenbrock4_controller
Chris@16 39 {
Chris@16 40 private:
Chris@16 41
Chris@16 42
Chris@16 43 public:
Chris@16 44
Chris@16 45 typedef Stepper stepper_type;
Chris@16 46 typedef typename stepper_type::value_type value_type;
Chris@16 47 typedef typename stepper_type::state_type state_type;
Chris@16 48 typedef typename stepper_type::wrapped_state_type wrapped_state_type;
Chris@16 49 typedef typename stepper_type::time_type time_type;
Chris@16 50 typedef typename stepper_type::deriv_type deriv_type;
Chris@16 51 typedef typename stepper_type::wrapped_deriv_type wrapped_deriv_type;
Chris@16 52 typedef typename stepper_type::resizer_type resizer_type;
Chris@16 53 typedef controlled_stepper_tag stepper_category;
Chris@16 54
Chris@16 55 typedef rosenbrock4_controller< Stepper > controller_type;
Chris@16 56
Chris@16 57
Chris@16 58 rosenbrock4_controller( value_type atol = 1.0e-6 , value_type rtol = 1.0e-6 , const stepper_type &stepper = stepper_type() )
Chris@16 59 : m_stepper( stepper ) , m_atol( atol ) , m_rtol( rtol ) ,
Chris@16 60 m_first_step( true ) , m_err_old( 0.0 ) , m_dt_old( 0.0 ) ,
Chris@16 61 m_last_rejected( false )
Chris@16 62 { }
Chris@16 63
Chris@16 64
Chris@16 65 value_type error( const state_type &x , const state_type &xold , const state_type &xerr )
Chris@16 66 {
Chris@16 67 BOOST_USING_STD_MAX();
Chris@16 68 using std::abs;
Chris@101 69 using std::sqrt;
Chris@16 70
Chris@16 71 const size_t n = x.size();
Chris@16 72 value_type err = 0.0 , sk = 0.0;
Chris@16 73 for( size_t i=0 ; i<n ; ++i )
Chris@16 74 {
Chris@16 75 sk = m_atol + m_rtol * max BOOST_PREVENT_MACRO_SUBSTITUTION ( abs( xold[i] ) , abs( x[i] ) );
Chris@16 76 err += xerr[i] * xerr[i] / sk / sk;
Chris@16 77 }
Chris@16 78 return sqrt( err / value_type( n ) );
Chris@16 79 }
Chris@16 80
Chris@16 81 value_type last_error( void ) const
Chris@16 82 {
Chris@16 83 return m_err_old;
Chris@16 84 }
Chris@16 85
Chris@16 86
Chris@16 87
Chris@16 88
Chris@16 89 template< class System >
Chris@16 90 boost::numeric::odeint::controlled_step_result
Chris@16 91 try_step( System sys , state_type &x , time_type &t , time_type &dt )
Chris@16 92 {
Chris@16 93 m_xnew_resizer.adjust_size( x , detail::bind( &controller_type::template resize_m_xnew< state_type > , detail::ref( *this ) , detail::_1 ) );
Chris@16 94 boost::numeric::odeint::controlled_step_result res = try_step( sys , x , t , m_xnew.m_v , dt );
Chris@16 95 if( res == success )
Chris@16 96 {
Chris@16 97 boost::numeric::odeint::copy( m_xnew.m_v , x );
Chris@16 98 }
Chris@16 99 return res;
Chris@16 100 }
Chris@16 101
Chris@16 102
Chris@16 103 template< class System >
Chris@16 104 boost::numeric::odeint::controlled_step_result
Chris@16 105 try_step( System sys , const state_type &x , time_type &t , state_type &xout , time_type &dt )
Chris@16 106 {
Chris@16 107 BOOST_USING_STD_MIN();
Chris@16 108 BOOST_USING_STD_MAX();
Chris@16 109 using std::pow;
Chris@16 110
Chris@16 111 static const value_type safe = 0.9 , fac1 = 5.0 , fac2 = 1.0 / 6.0;
Chris@16 112
Chris@16 113 m_xerr_resizer.adjust_size( x , detail::bind( &controller_type::template resize_m_xerr< state_type > , detail::ref( *this ) , detail::_1 ) );
Chris@16 114
Chris@16 115 m_stepper.do_step( sys , x , t , xout , dt , m_xerr.m_v );
Chris@16 116 value_type err = error( xout , x , m_xerr.m_v );
Chris@16 117
Chris@101 118 value_type fac = max BOOST_PREVENT_MACRO_SUBSTITUTION (
Chris@101 119 fac2 , min BOOST_PREVENT_MACRO_SUBSTITUTION (
Chris@101 120 fac1 ,
Chris@101 121 static_cast< value_type >( pow( err , 0.25 ) / safe ) ) );
Chris@16 122 value_type dt_new = dt / fac;
Chris@16 123 if ( err <= 1.0 )
Chris@16 124 {
Chris@16 125 if( m_first_step )
Chris@16 126 {
Chris@16 127 m_first_step = false;
Chris@16 128 }
Chris@16 129 else
Chris@16 130 {
Chris@16 131 value_type fac_pred = ( m_dt_old / dt ) * pow( err * err / m_err_old , 0.25 ) / safe;
Chris@101 132 fac_pred = max BOOST_PREVENT_MACRO_SUBSTITUTION (
Chris@101 133 fac2 , min BOOST_PREVENT_MACRO_SUBSTITUTION ( fac1 , fac_pred ) );
Chris@16 134 fac = max BOOST_PREVENT_MACRO_SUBSTITUTION ( fac , fac_pred );
Chris@16 135 dt_new = dt / fac;
Chris@16 136 }
Chris@16 137
Chris@16 138 m_dt_old = dt;
Chris@101 139 m_err_old = max BOOST_PREVENT_MACRO_SUBSTITUTION ( static_cast< value_type >( 0.01 ) , err );
Chris@16 140 if( m_last_rejected )
Chris@101 141 dt_new = ( dt >= 0.0 ?
Chris@101 142 min BOOST_PREVENT_MACRO_SUBSTITUTION ( dt_new , dt ) :
Chris@101 143 max BOOST_PREVENT_MACRO_SUBSTITUTION ( dt_new , dt ) );
Chris@16 144 t += dt;
Chris@16 145 dt = dt_new;
Chris@16 146 m_last_rejected = false;
Chris@16 147 return success;
Chris@16 148 }
Chris@16 149 else
Chris@16 150 {
Chris@16 151 dt = dt_new;
Chris@16 152 m_last_rejected = true;
Chris@16 153 return fail;
Chris@16 154 }
Chris@16 155 }
Chris@16 156
Chris@16 157
Chris@16 158 template< class StateType >
Chris@16 159 void adjust_size( const StateType &x )
Chris@16 160 {
Chris@16 161 resize_m_xerr( x );
Chris@16 162 resize_m_xnew( x );
Chris@16 163 }
Chris@16 164
Chris@16 165
Chris@16 166
Chris@16 167 stepper_type& stepper( void )
Chris@16 168 {
Chris@16 169 return m_stepper;
Chris@16 170 }
Chris@16 171
Chris@16 172 const stepper_type& stepper( void ) const
Chris@16 173 {
Chris@16 174 return m_stepper;
Chris@16 175 }
Chris@16 176
Chris@16 177
Chris@16 178
Chris@16 179
Chris@16 180 private:
Chris@16 181
Chris@16 182 template< class StateIn >
Chris@16 183 bool resize_m_xerr( const StateIn &x )
Chris@16 184 {
Chris@16 185 return adjust_size_by_resizeability( m_xerr , x , typename is_resizeable<state_type>::type() );
Chris@16 186 }
Chris@16 187
Chris@16 188 template< class StateIn >
Chris@16 189 bool resize_m_xnew( const StateIn &x )
Chris@16 190 {
Chris@16 191 return adjust_size_by_resizeability( m_xnew , x , typename is_resizeable<state_type>::type() );
Chris@16 192 }
Chris@16 193
Chris@16 194
Chris@16 195 stepper_type m_stepper;
Chris@16 196 resizer_type m_xerr_resizer;
Chris@16 197 resizer_type m_xnew_resizer;
Chris@16 198 wrapped_state_type m_xerr;
Chris@16 199 wrapped_state_type m_xnew;
Chris@16 200 value_type m_atol , m_rtol;
Chris@16 201 bool m_first_step;
Chris@16 202 value_type m_err_old , m_dt_old;
Chris@16 203 bool m_last_rejected;
Chris@16 204 };
Chris@16 205
Chris@16 206
Chris@16 207
Chris@16 208
Chris@16 209
Chris@16 210
Chris@16 211 } // namespace odeint
Chris@16 212 } // namespace numeric
Chris@16 213 } // namespace boost
Chris@16 214
Chris@16 215
Chris@16 216 #endif // BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_CONTROLLER_HPP_INCLUDED