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			7.3 KiB
		
	
	
	
		
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			239 lines
		
	
	
		
			7.3 KiB
		
	
	
	
		
			Plaintext
		
	
	
	
	
	
|   | /* | ||
|  |  [auto_generated] | ||
|  |  boost/numeric/odeint/stepper/rosenbrock4_controller.hpp | ||
|  | 
 | ||
|  |  [begin_description] | ||
|  |  Controller for the Rosenbrock4 method. | ||
|  |  [end_description] | ||
|  | 
 | ||
|  |  Copyright 2011-2012 Karsten Ahnert | ||
|  |  Copyright 2011-2012 Mario Mulansky | ||
|  |  Copyright 2012 Christoph Koke | ||
|  | 
 | ||
|  |  Distributed under the Boost Software License, Version 1.0. | ||
|  |  (See accompanying file LICENSE_1_0.txt or | ||
|  |  copy at http://www.boost.org/LICENSE_1_0.txt) | ||
|  |  */ | ||
|  | 
 | ||
|  | 
 | ||
|  | #ifndef BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_CONTROLLER_HPP_INCLUDED | ||
|  | #define BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_CONTROLLER_HPP_INCLUDED | ||
|  | 
 | ||
|  | #include <boost/config.hpp> | ||
|  | #include <boost/numeric/odeint/util/bind.hpp> | ||
|  | 
 | ||
|  | #include <boost/numeric/odeint/stepper/controlled_step_result.hpp> | ||
|  | #include <boost/numeric/odeint/stepper/stepper_categories.hpp> | ||
|  | 
 | ||
|  | #include <boost/numeric/odeint/util/copy.hpp> | ||
|  | #include <boost/numeric/odeint/util/is_resizeable.hpp> | ||
|  | #include <boost/numeric/odeint/util/detail/less_with_sign.hpp> | ||
|  | 
 | ||
|  | #include <boost/numeric/odeint/stepper/rosenbrock4.hpp> | ||
|  | 
 | ||
|  | namespace boost { | ||
|  | namespace numeric { | ||
|  | namespace odeint { | ||
|  | 
 | ||
|  | template< class Stepper > | ||
|  | class rosenbrock4_controller | ||
|  | { | ||
|  | private: | ||
|  | 
 | ||
|  | 
 | ||
|  | public: | ||
|  | 
 | ||
|  |     typedef Stepper stepper_type; | ||
|  |     typedef typename stepper_type::value_type value_type; | ||
|  |     typedef typename stepper_type::state_type state_type; | ||
|  |     typedef typename stepper_type::wrapped_state_type wrapped_state_type; | ||
|  |     typedef typename stepper_type::time_type time_type; | ||
|  |     typedef typename stepper_type::deriv_type deriv_type; | ||
|  |     typedef typename stepper_type::wrapped_deriv_type wrapped_deriv_type; | ||
|  |     typedef typename stepper_type::resizer_type resizer_type; | ||
|  |     typedef controlled_stepper_tag stepper_category; | ||
|  | 
 | ||
|  |     typedef rosenbrock4_controller< Stepper > controller_type; | ||
|  | 
 | ||
|  | 
 | ||
|  |     rosenbrock4_controller( value_type atol = 1.0e-6 , value_type rtol = 1.0e-6 , | ||
|  |                             const stepper_type &stepper = stepper_type() ) | ||
|  |         : m_stepper( stepper ) , m_atol( atol ) , m_rtol( rtol ) , | ||
|  |           m_max_dt( static_cast<time_type>(0) ) , | ||
|  |           m_first_step( true ) , m_err_old( 0.0 ) , m_dt_old( 0.0 ) , | ||
|  |           m_last_rejected( false ) | ||
|  |     { } | ||
|  | 
 | ||
|  |     rosenbrock4_controller( value_type atol, value_type rtol, time_type max_dt, | ||
|  |                             const stepper_type &stepper = stepper_type() ) | ||
|  |             : m_stepper( stepper ) , m_atol( atol ) , m_rtol( rtol ) , m_max_dt( max_dt ) , | ||
|  |               m_first_step( true ) , m_err_old( 0.0 ) , m_dt_old( 0.0 ) , | ||
|  |               m_last_rejected( false ) | ||
|  |     { } | ||
|  | 
 | ||
|  |     value_type error( const state_type &x , const state_type &xold , const state_type &xerr ) | ||
|  |     { | ||
|  |         BOOST_USING_STD_MAX(); | ||
|  |         using std::abs; | ||
|  |         using std::sqrt; | ||
|  |          | ||
|  |         const size_t n = x.size(); | ||
|  |         value_type err = 0.0 , sk = 0.0; | ||
|  |         for( size_t i=0 ; i<n ; ++i ) | ||
|  |         { | ||
|  |             sk = m_atol + m_rtol * max BOOST_PREVENT_MACRO_SUBSTITUTION ( abs( xold[i] ) , abs( x[i] ) ); | ||
|  |             err += xerr[i] * xerr[i] / sk / sk; | ||
|  |         } | ||
|  |         return sqrt( err / value_type( n ) ); | ||
|  |     } | ||
|  | 
 | ||
|  |     value_type last_error( void ) const | ||
|  |     { | ||
|  |         return m_err_old; | ||
|  |     } | ||
|  | 
 | ||
|  | 
 | ||
|  | 
 | ||
|  | 
 | ||
|  |     template< class System > | ||
|  |     boost::numeric::odeint::controlled_step_result | ||
|  |     try_step( System sys , state_type &x , time_type &t , time_type &dt ) | ||
|  |     { | ||
|  |         m_xnew_resizer.adjust_size( x , detail::bind( &controller_type::template resize_m_xnew< state_type > , detail::ref( *this ) , detail::_1 ) ); | ||
|  |         boost::numeric::odeint::controlled_step_result res = try_step( sys , x , t , m_xnew.m_v , dt ); | ||
|  |         if( res == success ) | ||
|  |         { | ||
|  |             boost::numeric::odeint::copy( m_xnew.m_v , x ); | ||
|  |         } | ||
|  |         return res; | ||
|  |     } | ||
|  | 
 | ||
|  | 
 | ||
|  |     template< class System > | ||
|  |     boost::numeric::odeint::controlled_step_result | ||
|  |     try_step( System sys , const state_type &x , time_type &t , state_type &xout , time_type &dt ) | ||
|  |     { | ||
|  |         if( m_max_dt != static_cast<time_type>(0) && detail::less_with_sign(m_max_dt, dt, dt) ) | ||
|  |         { | ||
|  |             // given step size is bigger then max_dt | ||
|  |             // set limit and return fail | ||
|  |             dt = m_max_dt; | ||
|  |             return fail; | ||
|  |         } | ||
|  | 
 | ||
|  |         BOOST_USING_STD_MIN(); | ||
|  |         BOOST_USING_STD_MAX(); | ||
|  |         using std::pow; | ||
|  | 
 | ||
|  |         static const value_type safe = 0.9 , fac1 = 5.0 , fac2 = 1.0 / 6.0; | ||
|  | 
 | ||
|  |         m_xerr_resizer.adjust_size( x , detail::bind( &controller_type::template resize_m_xerr< state_type > , detail::ref( *this ) , detail::_1 ) ); | ||
|  | 
 | ||
|  |         m_stepper.do_step( sys , x , t , xout , dt , m_xerr.m_v ); | ||
|  |         value_type err = error( xout , x , m_xerr.m_v ); | ||
|  | 
 | ||
|  |         value_type fac = max BOOST_PREVENT_MACRO_SUBSTITUTION ( | ||
|  |             fac2 , min BOOST_PREVENT_MACRO_SUBSTITUTION ( | ||
|  |                 fac1 , | ||
|  |                 static_cast< value_type >( pow( err , 0.25 ) / safe ) ) ); | ||
|  |         value_type dt_new = dt / fac; | ||
|  |         if ( err <= 1.0 ) | ||
|  |         { | ||
|  |             if( m_first_step ) | ||
|  |             { | ||
|  |                 m_first_step = false; | ||
|  |             } | ||
|  |             else | ||
|  |             { | ||
|  |                 value_type fac_pred = ( m_dt_old / dt ) * pow( err * err / m_err_old , 0.25 ) / safe; | ||
|  |                 fac_pred = max BOOST_PREVENT_MACRO_SUBSTITUTION ( | ||
|  |                     fac2 , min BOOST_PREVENT_MACRO_SUBSTITUTION ( fac1 , fac_pred ) ); | ||
|  |                 fac = max BOOST_PREVENT_MACRO_SUBSTITUTION ( fac , fac_pred ); | ||
|  |                 dt_new = dt / fac; | ||
|  |             } | ||
|  | 
 | ||
|  |             m_dt_old = dt; | ||
|  |             m_err_old = max BOOST_PREVENT_MACRO_SUBSTITUTION ( static_cast< value_type >( 0.01 ) , err ); | ||
|  |             if( m_last_rejected ) | ||
|  |                 dt_new = ( dt >= 0.0 ? | ||
|  |                 min BOOST_PREVENT_MACRO_SUBSTITUTION ( dt_new , dt ) : | ||
|  |                 max BOOST_PREVENT_MACRO_SUBSTITUTION ( dt_new , dt ) ); | ||
|  |             t += dt; | ||
|  |             // limit step size to max_dt | ||
|  |             if( m_max_dt != static_cast<time_type>(0) ) | ||
|  |             { | ||
|  |                 dt = detail::min_abs(m_max_dt, dt_new); | ||
|  |             } | ||
|  |             m_last_rejected = false; | ||
|  |             return success; | ||
|  |         } | ||
|  |         else | ||
|  |         { | ||
|  |             dt = dt_new; | ||
|  |             m_last_rejected = true; | ||
|  |             return fail; | ||
|  |         } | ||
|  |     } | ||
|  | 
 | ||
|  | 
 | ||
|  |     template< class StateType > | ||
|  |     void adjust_size( const StateType &x ) | ||
|  |     { | ||
|  |         resize_m_xerr( x ); | ||
|  |         resize_m_xnew( x ); | ||
|  |     } | ||
|  | 
 | ||
|  | 
 | ||
|  | 
 | ||
|  |     stepper_type& stepper( void ) | ||
|  |     { | ||
|  |         return m_stepper; | ||
|  |     } | ||
|  | 
 | ||
|  |     const stepper_type& stepper( void ) const | ||
|  |     { | ||
|  |         return m_stepper; | ||
|  |     } | ||
|  | 
 | ||
|  | 
 | ||
|  | 
 | ||
|  | 
 | ||
|  | private: | ||
|  | 
 | ||
|  |     template< class StateIn > | ||
|  |     bool resize_m_xerr( const StateIn &x ) | ||
|  |     { | ||
|  |         return adjust_size_by_resizeability( m_xerr , x , typename is_resizeable<state_type>::type() ); | ||
|  |     } | ||
|  | 
 | ||
|  |     template< class StateIn > | ||
|  |     bool resize_m_xnew( const StateIn &x ) | ||
|  |     { | ||
|  |         return adjust_size_by_resizeability( m_xnew , x , typename is_resizeable<state_type>::type() ); | ||
|  |     } | ||
|  | 
 | ||
|  | 
 | ||
|  |     stepper_type m_stepper; | ||
|  |     resizer_type m_xerr_resizer; | ||
|  |     resizer_type m_xnew_resizer; | ||
|  |     wrapped_state_type m_xerr; | ||
|  |     wrapped_state_type m_xnew; | ||
|  |     value_type m_atol , m_rtol; | ||
|  |     time_type m_max_dt; | ||
|  |     bool m_first_step; | ||
|  |     value_type m_err_old , m_dt_old; | ||
|  |     bool m_last_rejected; | ||
|  | }; | ||
|  | 
 | ||
|  | 
 | ||
|  | 
 | ||
|  | 
 | ||
|  | 
 | ||
|  | 
 | ||
|  | } // namespace odeint | ||
|  | } // namespace numeric | ||
|  | } // namespace boost | ||
|  | 
 | ||
|  | 
 | ||
|  | #endif // BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_CONTROLLER_HPP_INCLUDED |