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1/*
2 [auto_generated]
3 boost/numeric/odeint/stepper/runge_kutta_cash_karp54_classic.hpp
4
5 [begin_description]
6 Classical implementation of the Runge-Kutta Cash-Karp 5(4) method.
7 [end_description]
8
9 Copyright 2010-2013 Mario Mulansky
10 Copyright 2010-2013 Karsten Ahnert
11 Copyright 2012 Christoph Koke
12
13 Distributed under the Boost Software License, Version 1.0.
14 (See accompanying file LICENSE_1_0.txt or
15 copy at http://www.boost.org/LICENSE_1_0.txt)
16 */
17
18
19#ifndef BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA_CASH_KARP54_CLASSIC_HPP_INCLUDED
20#define BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA_CASH_KARP54_CLASSIC_HPP_INCLUDED
21
22
23#include <boost/numeric/odeint/util/bind.hpp>
24
25#include <boost/numeric/odeint/stepper/base/explicit_error_stepper_base.hpp>
26#include <boost/numeric/odeint/algebra/range_algebra.hpp>
27#include <boost/numeric/odeint/algebra/default_operations.hpp>
28#include <boost/numeric/odeint/algebra/algebra_dispatcher.hpp>
29#include <boost/numeric/odeint/algebra/operations_dispatcher.hpp>
30#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
31#include <boost/numeric/odeint/util/state_wrapper.hpp>
32#include <boost/numeric/odeint/util/is_resizeable.hpp>
33#include <boost/numeric/odeint/util/resizer.hpp>
34
35namespace boost {
36namespace numeric {
37namespace odeint {
38
39
40
41
42template<
43class State ,
44class Value = double ,
45class Deriv = State ,
46class Time = Value ,
47class Algebra = typename algebra_dispatcher< State >::algebra_type ,
48class Operations = typename operations_dispatcher< State >::operations_type ,
49class Resizer = initially_resizer
50>
51#ifndef DOXYGEN_SKIP
52class runge_kutta_cash_karp54_classic
53: public explicit_error_stepper_base<
54 runge_kutta_cash_karp54_classic< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
55 5 , 5 , 4 , State , Value , Deriv , Time , Algebra , Operations , Resizer >
56#else
57class runge_kutta_cash_karp54_classic : public explicit_error_stepper_base
58#endif
59{
60
61
62public :
63
64 #ifndef DOXYGEN_SKIP
65 typedef explicit_error_stepper_base<
66 runge_kutta_cash_karp54_classic< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
67 5 , 5 , 4 , State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_base_type;
68 #else
69 typedef explicit_error_stepper_base< runge_kutta_cash_karp54_classic< ... > , ... > stepper_base_type;
70 #endif
71
72 typedef typename stepper_base_type::state_type state_type;
73 typedef typename stepper_base_type::value_type value_type;
74 typedef typename stepper_base_type::deriv_type deriv_type;
75 typedef typename stepper_base_type::time_type time_type;
76 typedef typename stepper_base_type::algebra_type algebra_type;
77 typedef typename stepper_base_type::operations_type operations_type;
78 typedef typename stepper_base_type::resizer_type resizer_type;
79
80 #ifndef DOXYGEN_SKIP
81 typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
82 typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
83 typedef typename stepper_base_type::stepper_type stepper_type;
84 #endif
85
86
87 runge_kutta_cash_karp54_classic( const algebra_type &algebra = algebra_type() ) : stepper_base_type( algebra )
88 { }
89
90
91
92 template< class System , class StateIn , class DerivIn , class StateOut , class Err >
93 void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt , Err &xerr )
94 {
95 const value_type c1 = static_cast<value_type> ( 37 ) / static_cast<value_type>( 378 );
96 const value_type c3 = static_cast<value_type> ( 250 ) / static_cast<value_type>( 621 );
97 const value_type c4 = static_cast<value_type> ( 125 ) / static_cast<value_type>( 594 );
98 const value_type c6 = static_cast<value_type> ( 512 ) / static_cast<value_type>( 1771 );
99
100 const value_type dc1 = c1 - static_cast<value_type> ( 2825 ) / static_cast<value_type>( 27648 );
101 const value_type dc3 = c3 - static_cast<value_type> ( 18575 ) / static_cast<value_type>( 48384 );
102 const value_type dc4 = c4 - static_cast<value_type> ( 13525 ) / static_cast<value_type>( 55296 );
103 const value_type dc5 = static_cast<value_type> ( -277 ) / static_cast<value_type>( 14336 );
104 const value_type dc6 = c6 - static_cast<value_type> ( 1 ) / static_cast<value_type> ( 4 );
105
106 do_step_impl( system , in , dxdt , t , out , dt );
107
108 //error estimate
109 stepper_base_type::m_algebra.for_each6( xerr , dxdt , m_k3.m_v , m_k4.m_v , m_k5.m_v , m_k6.m_v ,
110 typename operations_type::template scale_sum5< time_type , time_type , time_type , time_type , time_type >( dt*dc1 , dt*dc3 , dt*dc4 , dt*dc5 , dt*dc6 ));
111
112 }
113
114
115
116 template< class System , class StateIn , class DerivIn , class StateOut >
117 void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
118 {
119 const value_type a2 = static_cast<value_type> ( 1 ) / static_cast<value_type> ( 5 );
120 const value_type a3 = static_cast<value_type> ( 3 ) / static_cast<value_type> ( 10 );
121 const value_type a4 = static_cast<value_type> ( 3 ) / static_cast<value_type> ( 5 );
122 const value_type a5 = static_cast<value_type> ( 1 );
123 const value_type a6 = static_cast<value_type> ( 7 ) / static_cast<value_type> ( 8 );
124
125 const value_type b21 = static_cast<value_type> ( 1 ) / static_cast<value_type> ( 5 );
126 const value_type b31 = static_cast<value_type> ( 3 ) / static_cast<value_type>( 40 );
127 const value_type b32 = static_cast<value_type> ( 9 ) / static_cast<value_type>( 40 );
128 const value_type b41 = static_cast<value_type> ( 3 ) / static_cast<value_type> ( 10 );
129 const value_type b42 = static_cast<value_type> ( -9 ) / static_cast<value_type> ( 10 );
130 const value_type b43 = static_cast<value_type> ( 6 ) / static_cast<value_type> ( 5 );
131 const value_type b51 = static_cast<value_type> ( -11 ) / static_cast<value_type>( 54 );
132 const value_type b52 = static_cast<value_type> ( 5 ) / static_cast<value_type> ( 2 );
133 const value_type b53 = static_cast<value_type> ( -70 ) / static_cast<value_type>( 27 );
134 const value_type b54 = static_cast<value_type> ( 35 ) / static_cast<value_type>( 27 );
135 const value_type b61 = static_cast<value_type> ( 1631 ) / static_cast<value_type>( 55296 );
136 const value_type b62 = static_cast<value_type> ( 175 ) / static_cast<value_type>( 512 );
137 const value_type b63 = static_cast<value_type> ( 575 ) / static_cast<value_type>( 13824 );
138 const value_type b64 = static_cast<value_type> ( 44275 ) / static_cast<value_type>( 110592 );
139 const value_type b65 = static_cast<value_type> ( 253 ) / static_cast<value_type>( 4096 );
140
141 const value_type c1 = static_cast<value_type> ( 37 ) / static_cast<value_type>( 378 );
142 const value_type c3 = static_cast<value_type> ( 250 ) / static_cast<value_type>( 621 );
143 const value_type c4 = static_cast<value_type> ( 125 ) / static_cast<value_type>( 594 );
144 const value_type c6 = static_cast<value_type> ( 512 ) / static_cast<value_type>( 1771 );
145
146 typename odeint::unwrap_reference< System >::type &sys = system;
147
148 m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_impl<StateIn> , detail::ref( *this ) , detail::_1 ) );
149
150 //m_x1 = x + dt*b21*dxdt
151 stepper_base_type::m_algebra.for_each3( m_x_tmp.m_v , in , dxdt ,
152 typename operations_type::template scale_sum2< value_type , time_type >( 1.0 , dt*b21 ) );
153
154 sys( m_x_tmp.m_v , m_k2.m_v , t + dt*a2 );
155 // m_x_tmp = x + dt*b31*dxdt + dt*b32*m_x2
156 stepper_base_type::m_algebra.for_each4( m_x_tmp.m_v , in , dxdt , m_k2.m_v ,
157 typename operations_type::template scale_sum3< value_type , time_type , time_type >( 1.0 , dt*b31 , dt*b32 ));
158
159 sys( m_x_tmp.m_v , m_k3.m_v , t + dt*a3 );
160 // m_x_tmp = x + dt * (b41*dxdt + b42*m_x2 + b43*m_x3)
161 stepper_base_type::m_algebra.for_each5( m_x_tmp.m_v , in , dxdt , m_k2.m_v , m_k3.m_v ,
162 typename operations_type::template scale_sum4< value_type , time_type , time_type , time_type >( 1.0 , dt*b41 , dt*b42 , dt*b43 ));
163
164 sys( m_x_tmp.m_v, m_k4.m_v , t + dt*a4 );
165 stepper_base_type::m_algebra.for_each6( m_x_tmp.m_v , in , dxdt , m_k2.m_v , m_k3.m_v , m_k4.m_v ,
166 typename operations_type::template scale_sum5< value_type , time_type , time_type , time_type , time_type >( 1.0 , dt*b51 , dt*b52 , dt*b53 , dt*b54 ));
167
168 sys( m_x_tmp.m_v , m_k5.m_v , t + dt*a5 );
169 stepper_base_type::m_algebra.for_each7( m_x_tmp.m_v , in , dxdt , m_k2.m_v , m_k3.m_v , m_k4.m_v , m_k5.m_v ,
170 typename operations_type::template scale_sum6< value_type , time_type , time_type , time_type , time_type , time_type >( 1.0 , dt*b61 , dt*b62 , dt*b63 , dt*b64 , dt*b65 ));
171
172 sys( m_x_tmp.m_v , m_k6.m_v , t + dt*a6 );
173 stepper_base_type::m_algebra.for_each6( out , in , dxdt , m_k3.m_v , m_k4.m_v , m_k6.m_v ,
174 typename operations_type::template scale_sum5< value_type , time_type , time_type , time_type , time_type >( 1.0 , dt*c1 , dt*c3 , dt*c4 , dt*c6 ));
175
176 }
177
178 /**
179 * \brief Adjust the size of all temporaries in the stepper manually.
180 * \param x A state from which the size of the temporaries to be resized is deduced.
181 */
182 template< class StateIn >
183 void adjust_size( const StateIn &x )
184 {
185 resize_impl( x );
186 stepper_base_type::adjust_size( x );
187 }
188
189private:
190
191 template< class StateIn >
192 bool resize_impl( const StateIn &x )
193 {
194 bool resized = false;
195 resized |= adjust_size_by_resizeability( m_x_tmp , x , typename is_resizeable<state_type>::type() );
196 resized |= adjust_size_by_resizeability( m_k2 , x , typename is_resizeable<deriv_type>::type() );
197 resized |= adjust_size_by_resizeability( m_k3 , x , typename is_resizeable<deriv_type>::type() );
198 resized |= adjust_size_by_resizeability( m_k4 , x , typename is_resizeable<deriv_type>::type() );
199 resized |= adjust_size_by_resizeability( m_k5 , x , typename is_resizeable<deriv_type>::type() );
200 resized |= adjust_size_by_resizeability( m_k6 , x , typename is_resizeable<deriv_type>::type() );
201 return resized;
202 }
203
204
205 wrapped_state_type m_x_tmp;
206 wrapped_deriv_type m_k2, m_k3, m_k4, m_k5, m_k6;
207 resizer_type m_resizer;
208
209};
210
211
212
213/************ DOXYGEN *************/
214
215/**
216 * \class runge_kutta_cash_karp54_classic
217 * \brief The Runge-Kutta Cash-Karp method implemented without the generic Runge-Kutta algorithm.
218 *
219 * The Runge-Kutta Cash-Karp method is one of the standard methods for
220 * solving ordinary differential equations, see
221 * <a href="http://en.wikipedia.org/wiki/Cash%E2%80%93Karp_method">en.wikipedia.org/wiki/Cash-Karp_method</a>.
222 * The method is explicit and fulfills the Error Stepper concept. Step size control
223 * is provided but continuous output is not available for this method.
224 *
225 * This class derives from explicit_error_stepper_base and inherits its interface via CRTP (current recurring
226 * template pattern). This class implements the method directly, hence the generic Runge-Kutta algorithm is not used.
227 *
228 * \tparam State The state type.
229 * \tparam Value The value type.
230 * \tparam Deriv The type representing the time derivative of the state.
231 * \tparam Time The time representing the independent variable - the time.
232 * \tparam Algebra The algebra type.
233 * \tparam Operations The operations type.
234 * \tparam Resizer The resizer policy type.
235 */
236
237
238 /**
239 * \fn runge_kutta_cash_karp54_classic::runge_kutta_cash_karp54_classic( const algebra_type &algebra )
240 * \brief Constructs the runge_kutta_cash_karp54_classic class. This constructor can be used as a default
241 * constructor if the algebra has a default constructor.
242 * \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
243 */
244
245
246 /**
247 * \fn runge_kutta_cash_karp54_classic::do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt , Err &xerr )
248 * \brief This method performs one step. The derivative `dxdt` of `in` at the time `t` is passed to the method.
249 *
250 * The result is updated out-of-place, hence the input is in `in` and the output in `out`. Futhermore, an
251 * estimation of the error is stored in `xerr`.
252 * Access to this step functionality is provided by explicit_error_stepper_base and
253 * `do_step_impl` should not be called directly.
254
255 *
256 * \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
257 * Simple System concept.
258 * \param in The state of the ODE which should be solved. in is not modified in this method
259 * \param dxdt The derivative of x at t.
260 * \param t The value of the time, at which the step should be performed.
261 * \param out The result of the step is written in out.
262 * \param dt The step size.
263 * \param xerr The result of the error estimation is written in xerr.
264 */
265
266 /**
267 * \fn runge_kutta_cash_karp54_classic::do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
268 * \brief This method performs one step. The derivative `dxdt` of `in` at the time `t` is passed to the method.
269 * The result is updated out-of-place, hence the input is in `in` and the output in `out`.
270 * Access to this step functionality is provided by explicit_error_stepper_base and
271 * `do_step_impl` should not be called directly.
272 *
273 * \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
274 * Simple System concept.
275 * \param in The state of the ODE which should be solved. in is not modified in this method
276 * \param dxdt The derivative of x at t.
277 * \param t The value of the time, at which the step should be performed.
278 * \param out The result of the step is written in out.
279 * \param dt The step size.
280 */
281
282} // odeint
283} // numeric
284} // boost
285
286
287
288
289#endif // BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA_CASH_KARP54_CLASSIC_HPP_INCLUDED