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