]> git.proxmox.com Git - ceph.git/blob - ceph/src/boost/boost/numeric/odeint/stepper/bulirsch_stoer_dense_out.hpp
update sources to v12.2.3
[ceph.git] / ceph / src / boost / boost / numeric / odeint / stepper / bulirsch_stoer_dense_out.hpp
1 /*
2 [auto_generated]
3 boost/numeric/odeint/stepper/bulirsch_stoer_dense_out.hpp
4
5 [begin_description]
6 Implementaiton of the Burlish-Stoer method with dense output
7 [end_description]
8
9 Copyright 2011-2015 Mario Mulansky
10 Copyright 2011-2013 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_BULIRSCH_STOER_DENSE_OUT_HPP_INCLUDED
20 #define BOOST_NUMERIC_ODEINT_STEPPER_BULIRSCH_STOER_DENSE_OUT_HPP_INCLUDED
21
22
23 #include <iostream>
24
25 #include <algorithm>
26
27 #include <boost/config.hpp> // for min/max guidelines
28
29 #include <boost/numeric/odeint/util/bind.hpp>
30
31 #include <boost/math/special_functions/binomial.hpp>
32
33 #include <boost/numeric/odeint/stepper/controlled_runge_kutta.hpp>
34 #include <boost/numeric/odeint/stepper/modified_midpoint.hpp>
35 #include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
36 #include <boost/numeric/odeint/algebra/range_algebra.hpp>
37 #include <boost/numeric/odeint/algebra/default_operations.hpp>
38 #include <boost/numeric/odeint/algebra/algebra_dispatcher.hpp>
39 #include <boost/numeric/odeint/algebra/operations_dispatcher.hpp>
40
41 #include <boost/numeric/odeint/util/state_wrapper.hpp>
42 #include <boost/numeric/odeint/util/is_resizeable.hpp>
43 #include <boost/numeric/odeint/util/resizer.hpp>
44 #include <boost/numeric/odeint/util/unit_helper.hpp>
45
46 #include <boost/numeric/odeint/integrate/max_step_checker.hpp>
47
48 #include <boost/type_traits.hpp>
49
50
51 namespace boost {
52 namespace numeric {
53 namespace odeint {
54
55 template<
56 class State ,
57 class Value = double ,
58 class Deriv = State ,
59 class Time = Value ,
60 class Algebra = typename algebra_dispatcher< State >::algebra_type ,
61 class Operations = typename operations_dispatcher< State >::operations_type ,
62 class Resizer = initially_resizer
63 >
64 class bulirsch_stoer_dense_out {
65
66
67 public:
68
69 typedef State state_type;
70 typedef Value value_type;
71 typedef Deriv deriv_type;
72 typedef Time time_type;
73 typedef Algebra algebra_type;
74 typedef Operations operations_type;
75 typedef Resizer resizer_type;
76 typedef dense_output_stepper_tag stepper_category;
77 #ifndef DOXYGEN_SKIP
78 typedef state_wrapper< state_type > wrapped_state_type;
79 typedef state_wrapper< deriv_type > wrapped_deriv_type;
80
81 typedef bulirsch_stoer_dense_out< State , Value , Deriv , Time , Algebra , Operations , Resizer > controlled_error_bs_type;
82
83 typedef typename inverse_time< time_type >::type inv_time_type;
84
85 typedef std::vector< value_type > value_vector;
86 typedef std::vector< time_type > time_vector;
87 typedef std::vector< inv_time_type > inv_time_vector; //should be 1/time_type for boost.units
88 typedef std::vector< value_vector > value_matrix;
89 typedef std::vector< size_t > int_vector;
90 typedef std::vector< wrapped_state_type > state_vector_type;
91 typedef std::vector< wrapped_deriv_type > deriv_vector_type;
92 typedef std::vector< deriv_vector_type > deriv_table_type;
93 #endif //DOXYGEN_SKIP
94
95 const static size_t m_k_max = 8;
96
97
98
99 bulirsch_stoer_dense_out(
100 value_type eps_abs = 1E-6 , value_type eps_rel = 1E-6 ,
101 value_type factor_x = 1.0 , value_type factor_dxdt = 1.0 ,
102 time_type max_dt = static_cast<time_type>(0) ,
103 bool control_interpolation = false )
104 : m_error_checker( eps_abs , eps_rel , factor_x, factor_dxdt ) ,
105 m_max_dt(max_dt) ,
106 m_control_interpolation( control_interpolation) ,
107 m_last_step_rejected( false ) , m_first( true ) ,
108 m_current_state_x1( true ) ,
109 m_error( m_k_max ) ,
110 m_interval_sequence( m_k_max+1 ) ,
111 m_coeff( m_k_max+1 ) ,
112 m_cost( m_k_max+1 ) ,
113 m_facmin_table( m_k_max+1 ) ,
114 m_table( m_k_max ) ,
115 m_mp_states( m_k_max+1 ) ,
116 m_derivs( m_k_max+1 ) ,
117 m_diffs( 2*m_k_max+2 ) ,
118 STEPFAC1( 0.65 ) , STEPFAC2( 0.94 ) , STEPFAC3( 0.02 ) , STEPFAC4( 4.0 ) , KFAC1( 0.8 ) , KFAC2( 0.9 )
119 {
120 BOOST_USING_STD_MIN();
121 BOOST_USING_STD_MAX();
122
123 for( unsigned short i = 0; i < m_k_max+1; i++ )
124 {
125 /* only this specific sequence allows for dense output */
126 m_interval_sequence[i] = 2 + 4*i; // 2 6 10 14 ...
127 m_derivs[i].resize( m_interval_sequence[i] );
128 if( i == 0 )
129 {
130 m_cost[i] = m_interval_sequence[i];
131 } else
132 {
133 m_cost[i] = m_cost[i-1] + m_interval_sequence[i];
134 }
135 m_facmin_table[i] = pow BOOST_PREVENT_MACRO_SUBSTITUTION( STEPFAC3 , static_cast< value_type >(1) / static_cast< value_type >( 2*i+1 ) );
136 m_coeff[i].resize(i);
137 for( size_t k = 0 ; k < i ; ++k )
138 {
139 const value_type r = static_cast< value_type >( m_interval_sequence[i] ) / static_cast< value_type >( m_interval_sequence[k] );
140 m_coeff[i][k] = 1.0 / ( r*r - static_cast< value_type >( 1.0 ) ); // coefficients for extrapolation
141 }
142 // crude estimate of optimal order
143
144 m_current_k_opt = 4;
145 /* no calculation because log10 might not exist for value_type!
146 const value_type logfact( -log10( max BOOST_PREVENT_MACRO_SUBSTITUTION( eps_rel , static_cast< value_type >( 1.0E-12 ) ) ) * 0.6 + 0.5 );
147 m_current_k_opt = max BOOST_PREVENT_MACRO_SUBSTITUTION( 1 , min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<int>( m_k_max-1 ) , static_cast<int>( logfact ) ));
148 */
149 }
150 int num = 1;
151 for( int i = 2*(m_k_max)+1 ; i >=0 ; i-- )
152 {
153 m_diffs[i].resize( num );
154 num += (i+1)%2;
155 }
156 }
157
158 template< class System , class StateIn , class DerivIn , class StateOut , class DerivOut >
159 controlled_step_result try_step( System system , const StateIn &in , const DerivIn &dxdt , time_type &t , StateOut &out , DerivOut &dxdt_new , time_type &dt )
160 {
161 if( m_max_dt != static_cast<time_type>(0) && detail::less_with_sign(m_max_dt, dt, dt) )
162 {
163 // given step size is bigger then max_dt
164 // set limit and return fail
165 dt = m_max_dt;
166 return fail;
167 }
168
169 BOOST_USING_STD_MIN();
170 BOOST_USING_STD_MAX();
171 using std::pow;
172
173 static const value_type val1( 1.0 );
174
175 bool reject( true );
176
177 time_vector h_opt( m_k_max+1 );
178 inv_time_vector work( m_k_max+1 );
179
180 m_k_final = 0;
181 time_type new_h = dt;
182
183 //std::cout << "t=" << t <<", dt=" << dt << ", k_opt=" << m_current_k_opt << ", first: " << m_first << std::endl;
184
185 for( size_t k = 0 ; k <= m_current_k_opt+1 ; k++ )
186 {
187 m_midpoint.set_steps( m_interval_sequence[k] );
188 if( k == 0 )
189 {
190 m_midpoint.do_step( system , in , dxdt , t , out , dt , m_mp_states[k].m_v , m_derivs[k]);
191 }
192 else
193 {
194 m_midpoint.do_step( system , in , dxdt , t , m_table[k-1].m_v , dt , m_mp_states[k].m_v , m_derivs[k] );
195 extrapolate( k , m_table , m_coeff , out );
196 // get error estimate
197 m_algebra.for_each3( m_err.m_v , out , m_table[0].m_v ,
198 typename operations_type::template scale_sum2< value_type , value_type >( val1 , -val1 ) );
199 const value_type error = m_error_checker.error( m_algebra , in , dxdt , m_err.m_v , dt );
200 h_opt[k] = calc_h_opt( dt , error , k );
201 work[k] = static_cast<value_type>( m_cost[k] ) / h_opt[k];
202
203 m_k_final = k;
204
205 if( (k == m_current_k_opt-1) || m_first )
206 { // convergence before k_opt ?
207 if( error < 1.0 )
208 {
209 //convergence
210 reject = false;
211 if( (work[k] < KFAC2*work[k-1]) || (m_current_k_opt <= 2) )
212 {
213 // leave order as is (except we were in first round)
214 m_current_k_opt = min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<int>(m_k_max)-1 , max BOOST_PREVENT_MACRO_SUBSTITUTION( 2 , static_cast<int>(k)+1 ) );
215 new_h = h_opt[k] * static_cast<value_type>( m_cost[k+1] ) / static_cast<value_type>( m_cost[k] );
216 } else {
217 m_current_k_opt = min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<int>(m_k_max)-1 , max BOOST_PREVENT_MACRO_SUBSTITUTION( 2 , static_cast<int>(k) ) );
218 new_h = h_opt[k];
219 }
220 break;
221 }
222 else if( should_reject( error , k ) && !m_first )
223 {
224 reject = true;
225 new_h = h_opt[k];
226 break;
227 }
228 }
229 if( k == m_current_k_opt )
230 { // convergence at k_opt ?
231 if( error < 1.0 )
232 {
233 //convergence
234 reject = false;
235 if( (work[k-1] < KFAC2*work[k]) )
236 {
237 m_current_k_opt = max BOOST_PREVENT_MACRO_SUBSTITUTION( 2 , static_cast<int>(m_current_k_opt)-1 );
238 new_h = h_opt[m_current_k_opt];
239 }
240 else if( (work[k] < KFAC2*work[k-1]) && !m_last_step_rejected )
241 {
242 m_current_k_opt = min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<int>(m_k_max)-1 , static_cast<int>(m_current_k_opt)+1 );
243 new_h = h_opt[k]*static_cast<value_type>( m_cost[m_current_k_opt] ) / static_cast<value_type>( m_cost[k] );
244 } else
245 new_h = h_opt[m_current_k_opt];
246 break;
247 }
248 else if( should_reject( error , k ) )
249 {
250 reject = true;
251 new_h = h_opt[m_current_k_opt];
252 break;
253 }
254 }
255 if( k == m_current_k_opt+1 )
256 { // convergence at k_opt+1 ?
257 if( error < 1.0 )
258 { //convergence
259 reject = false;
260 if( work[k-2] < KFAC2*work[k-1] )
261 m_current_k_opt = max BOOST_PREVENT_MACRO_SUBSTITUTION( 2 , static_cast<int>(m_current_k_opt)-1 );
262 if( (work[k] < KFAC2*work[m_current_k_opt]) && !m_last_step_rejected )
263 m_current_k_opt = min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<int>(m_k_max)-1 , static_cast<int>(k) );
264 new_h = h_opt[m_current_k_opt];
265 } else
266 {
267 reject = true;
268 new_h = h_opt[m_current_k_opt];
269 }
270 break;
271 }
272 }
273 }
274
275 if( !reject )
276 {
277
278 //calculate dxdt for next step and dense output
279 typename odeint::unwrap_reference< System >::type &sys = system;
280 sys( out , dxdt_new , t+dt );
281
282 //prepare dense output
283 value_type error = prepare_dense_output( m_k_final , in , dxdt , out , dxdt_new , dt );
284
285 if( error > static_cast<value_type>(10) ) // we are not as accurate for interpolation as for the steps
286 {
287 reject = true;
288 new_h = dt * pow BOOST_PREVENT_MACRO_SUBSTITUTION( error , static_cast<value_type>(-1)/(2*m_k_final+2) );
289 } else {
290 t += dt;
291 }
292 }
293 //set next stepsize
294 if( !m_last_step_rejected || (new_h < dt) )
295 {
296 // limit step size
297 if( m_max_dt != static_cast<time_type>(0) )
298 {
299 new_h = detail::min_abs(m_max_dt, new_h);
300 }
301 dt = new_h;
302 }
303
304 m_last_step_rejected = reject;
305 if( reject )
306 return fail;
307 else
308 return success;
309 }
310
311 template< class StateType >
312 void initialize( const StateType &x0 , const time_type &t0 , const time_type &dt0 )
313 {
314 m_resizer.adjust_size( x0 , detail::bind( &controlled_error_bs_type::template resize_impl< StateType > , detail::ref( *this ) , detail::_1 ) );
315 boost::numeric::odeint::copy( x0 , get_current_state() );
316 m_t = t0;
317 m_dt = dt0;
318 reset();
319 }
320
321
322 /* =======================================================
323 * the actual step method that should be called from outside (maybe make try_step private?)
324 */
325 template< class System >
326 std::pair< time_type , time_type > do_step( System system )
327 {
328 if( m_first )
329 {
330 typename odeint::unwrap_reference< System >::type &sys = system;
331 sys( get_current_state() , get_current_deriv() , m_t );
332 }
333
334 failed_step_checker fail_checker; // to throw a runtime_error if step size adjustment fails
335 controlled_step_result res = fail;
336 m_t_last = m_t;
337 while( res == fail )
338 {
339 res = try_step( system , get_current_state() , get_current_deriv() , m_t , get_old_state() , get_old_deriv() , m_dt );
340 m_first = false;
341 fail_checker(); // check for overflow of failed steps
342 }
343 toggle_current_state();
344 return std::make_pair( m_t_last , m_t );
345 }
346
347 /* performs the interpolation from a calculated step */
348 template< class StateOut >
349 void calc_state( time_type t , StateOut &x ) const
350 {
351 do_interpolation( t , x );
352 }
353
354 const state_type& current_state( void ) const
355 {
356 return get_current_state();
357 }
358
359 time_type current_time( void ) const
360 {
361 return m_t;
362 }
363
364 const state_type& previous_state( void ) const
365 {
366 return get_old_state();
367 }
368
369 time_type previous_time( void ) const
370 {
371 return m_t_last;
372 }
373
374 time_type current_time_step( void ) const
375 {
376 return m_dt;
377 }
378
379 /** \brief Resets the internal state of the stepper. */
380 void reset()
381 {
382 m_first = true;
383 m_last_step_rejected = false;
384 }
385
386 template< class StateIn >
387 void adjust_size( const StateIn &x )
388 {
389 resize_impl( x );
390 m_midpoint.adjust_size( x );
391 }
392
393
394 private:
395
396 template< class StateInOut , class StateVector >
397 void extrapolate( size_t k , StateVector &table , const value_matrix &coeff , StateInOut &xest , size_t order_start_index = 0 )
398 //polynomial extrapolation, see http://www.nr.com/webnotes/nr3web21.pdf
399 {
400 static const value_type val1( 1.0 );
401 for( int j=k-1 ; j>0 ; --j )
402 {
403 m_algebra.for_each3( table[j-1].m_v , table[j].m_v , table[j-1].m_v ,
404 typename operations_type::template scale_sum2< value_type , value_type >( val1 + coeff[k + order_start_index][j + order_start_index] ,
405 -coeff[k + order_start_index][j + order_start_index] ) );
406 }
407 m_algebra.for_each3( xest , table[0].m_v , xest ,
408 typename operations_type::template scale_sum2< value_type , value_type >( val1 + coeff[k + order_start_index][0 + order_start_index] ,
409 -coeff[k + order_start_index][0 + order_start_index]) );
410 }
411
412
413 template< class StateVector >
414 void extrapolate_dense_out( size_t k , StateVector &table , const value_matrix &coeff , size_t order_start_index = 0 )
415 //polynomial extrapolation, see http://www.nr.com/webnotes/nr3web21.pdf
416 {
417 // result is written into table[0]
418 static const value_type val1( 1.0 );
419 for( int j=k ; j>1 ; --j )
420 {
421 m_algebra.for_each3( table[j-1].m_v , table[j].m_v , table[j-1].m_v ,
422 typename operations_type::template scale_sum2< value_type , value_type >( val1 + coeff[k + order_start_index][j + order_start_index - 1] ,
423 -coeff[k + order_start_index][j + order_start_index - 1] ) );
424 }
425 m_algebra.for_each3( table[0].m_v , table[1].m_v , table[0].m_v ,
426 typename operations_type::template scale_sum2< value_type , value_type >( val1 + coeff[k + order_start_index][order_start_index] ,
427 -coeff[k + order_start_index][order_start_index]) );
428 }
429
430 time_type calc_h_opt( time_type h , value_type error , size_t k ) const
431 {
432 BOOST_USING_STD_MIN();
433 BOOST_USING_STD_MAX();
434 using std::pow;
435
436 value_type expo = static_cast<value_type>(1)/(m_interval_sequence[k-1]);
437 value_type facmin = m_facmin_table[k];
438 value_type fac;
439 if (error == 0.0)
440 fac = static_cast<value_type>(1)/facmin;
441 else
442 {
443 fac = STEPFAC2 / pow BOOST_PREVENT_MACRO_SUBSTITUTION( error / STEPFAC1 , expo );
444 fac = max BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<value_type>( facmin/STEPFAC4 ) , min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<value_type>(static_cast<value_type>(1)/facmin) , fac ) );
445 }
446 return h*fac;
447 }
448
449 bool in_convergence_window( size_t k ) const
450 {
451 if( (k == m_current_k_opt-1) && !m_last_step_rejected )
452 return true; // decrease order only if last step was not rejected
453 return ( (k == m_current_k_opt) || (k == m_current_k_opt+1) );
454 }
455
456 bool should_reject( value_type error , size_t k ) const
457 {
458 if( k == m_current_k_opt-1 )
459 {
460 const value_type d = m_interval_sequence[m_current_k_opt] * m_interval_sequence[m_current_k_opt+1] /
461 (m_interval_sequence[0]*m_interval_sequence[0]);
462 //step will fail, criterion 17.3.17 in NR
463 return ( error > d*d );
464 }
465 else if( k == m_current_k_opt )
466 {
467 const value_type d = m_interval_sequence[m_current_k_opt+1] / m_interval_sequence[0];
468 return ( error > d*d );
469 } else
470 return error > 1.0;
471 }
472
473 template< class StateIn1 , class DerivIn1 , class StateIn2 , class DerivIn2 >
474 value_type prepare_dense_output( int k , const StateIn1 &x_start , const DerivIn1 &dxdt_start ,
475 const StateIn2 & /* x_end */ , const DerivIn2 & /*dxdt_end */ , time_type dt )
476 /* k is the order to which the result was approximated */
477 {
478
479 /* compute the coefficients of the interpolation polynomial
480 * we parametrize the interval t .. t+dt by theta = -1 .. 1
481 * we use 2k+3 values at the interval center theta=0 to obtain the interpolation coefficients
482 * the values are x(t+dt/2) and the derivatives dx/dt , ... d^(2k+2) x / dt^(2k+2) at the midpoints
483 * the derivatives are approximated via finite differences
484 * all values are obtained from interpolation of the results from the increasing orders of the midpoint calls
485 */
486
487 // calculate finite difference approximations to derivatives at the midpoint
488 for( int j = 0 ; j<=k ; j++ )
489 {
490 /* not working with boost units... */
491 const value_type d = m_interval_sequence[j] / ( static_cast<value_type>(2) * dt );
492 value_type f = 1.0; //factor 1/2 here because our interpolation interval has length 2 !!!
493 for( int kappa = 0 ; kappa <= 2*j+1 ; ++kappa )
494 {
495 calculate_finite_difference( j , kappa , f , dxdt_start );
496 f *= d;
497 }
498
499 if( j > 0 )
500 extrapolate_dense_out( j , m_mp_states , m_coeff );
501 }
502
503 time_type d = dt/2;
504
505 // extrapolate finite differences
506 for( int kappa = 0 ; kappa<=2*k+1 ; kappa++ )
507 {
508 for( int j=1 ; j<=(k-kappa/2) ; ++j )
509 extrapolate_dense_out( j , m_diffs[kappa] , m_coeff , kappa/2 );
510
511 // extrapolation results are now stored in m_diffs[kappa][0]
512
513 // divide kappa-th derivative by kappa because we need these terms for dense output interpolation
514 m_algebra.for_each1( m_diffs[kappa][0].m_v , typename operations_type::template scale< time_type >( static_cast<time_type>(d) ) );
515
516 d *= dt/(2*(kappa+2));
517 }
518
519 // dense output coefficients a_0 is stored in m_mp_states[0], a_i for i = 1...2k are stored in m_diffs[i-1][0]
520
521 // the error is just the highest order coefficient of the interpolation polynomial
522 // this is because we use only the midpoint theta=0 as support for the interpolation (remember that theta = -1 .. 1)
523
524 value_type error = 0.0;
525 if( m_control_interpolation )
526 {
527 boost::numeric::odeint::copy( m_diffs[2*k+1][0].m_v , m_err.m_v );
528 error = m_error_checker.error( m_algebra , x_start , dxdt_start , m_err.m_v , dt );
529 }
530
531 return error;
532 }
533
534 template< class DerivIn >
535 void calculate_finite_difference( size_t j , size_t kappa , value_type fac , const DerivIn &dxdt )
536 {
537 const int m = m_interval_sequence[j]/2-1;
538 if( kappa == 0) // no calculation required for 0th derivative of f
539 {
540 m_algebra.for_each2( m_diffs[0][j].m_v , m_derivs[j][m].m_v ,
541 typename operations_type::template scale_sum1< value_type >( fac ) );
542 }
543 else
544 {
545 // calculate the index of m_diffs for this kappa-j-combination
546 const int j_diffs = j - kappa/2;
547
548 m_algebra.for_each2( m_diffs[kappa][j_diffs].m_v , m_derivs[j][m+kappa].m_v ,
549 typename operations_type::template scale_sum1< value_type >( fac ) );
550 value_type sign = -1.0;
551 int c = 1;
552 //computes the j-th order finite difference for the kappa-th derivative of f at t+dt/2 using function evaluations stored in m_derivs
553 for( int i = m+static_cast<int>(kappa)-2 ; i >= m-static_cast<int>(kappa) ; i -= 2 )
554 {
555 if( i >= 0 )
556 {
557 m_algebra.for_each3( m_diffs[kappa][j_diffs].m_v , m_diffs[kappa][j_diffs].m_v , m_derivs[j][i].m_v ,
558 typename operations_type::template scale_sum2< value_type , value_type >( 1.0 ,
559 sign * fac * boost::math::binomial_coefficient< value_type >( kappa , c ) ) );
560 }
561 else
562 {
563 m_algebra.for_each3( m_diffs[kappa][j_diffs].m_v , m_diffs[kappa][j_diffs].m_v , dxdt ,
564 typename operations_type::template scale_sum2< value_type , value_type >( 1.0 , sign * fac ) );
565 }
566 sign *= -1;
567 ++c;
568 }
569 }
570 }
571
572 template< class StateOut >
573 void do_interpolation( time_type t , StateOut &out ) const
574 {
575 // interpolation polynomial is defined for theta = -1 ... 1
576 // m_k_final is the number of order-iterations done for the last step - it governs the order of the interpolation polynomial
577 const value_type theta = 2 * get_unit_value( (t - m_t_last) / (m_t - m_t_last) ) - 1;
578 // we use only values at interval center, that is theta=0, for interpolation
579 // our interpolation polynomial is thus of order 2k+2, hence we have 2k+3 terms
580
581 boost::numeric::odeint::copy( m_mp_states[0].m_v , out );
582 // add remaining terms: x += a_1 theta + a2 theta^2 + ... + a_{2k} theta^{2k}
583 value_type theta_pow( theta );
584 for( size_t i=0 ; i<=2*m_k_final+1 ; ++i )
585 {
586 m_algebra.for_each3( out , out , m_diffs[i][0].m_v ,
587 typename operations_type::template scale_sum2< value_type >( static_cast<value_type>(1) , theta_pow ) );
588 theta_pow *= theta;
589 }
590 }
591
592 /* Resizer methods */
593 template< class StateIn >
594 bool resize_impl( const StateIn &x )
595 {
596 bool resized( false );
597
598 resized |= adjust_size_by_resizeability( m_x1 , x , typename is_resizeable<state_type>::type() );
599 resized |= adjust_size_by_resizeability( m_x2 , x , typename is_resizeable<state_type>::type() );
600 resized |= adjust_size_by_resizeability( m_dxdt1 , x , typename is_resizeable<state_type>::type() );
601 resized |= adjust_size_by_resizeability( m_dxdt2 , x , typename is_resizeable<state_type>::type() );
602 resized |= adjust_size_by_resizeability( m_err , x , typename is_resizeable<state_type>::type() );
603
604 for( size_t i = 0 ; i < m_k_max ; ++i )
605 resized |= adjust_size_by_resizeability( m_table[i] , x , typename is_resizeable<state_type>::type() );
606 for( size_t i = 0 ; i < m_k_max+1 ; ++i )
607 resized |= adjust_size_by_resizeability( m_mp_states[i] , x , typename is_resizeable<state_type>::type() );
608 for( size_t i = 0 ; i < m_k_max+1 ; ++i )
609 for( size_t j = 0 ; j < m_derivs[i].size() ; ++j )
610 resized |= adjust_size_by_resizeability( m_derivs[i][j] , x , typename is_resizeable<deriv_type>::type() );
611 for( size_t i = 0 ; i < 2*m_k_max+2 ; ++i )
612 for( size_t j = 0 ; j < m_diffs[i].size() ; ++j )
613 resized |= adjust_size_by_resizeability( m_diffs[i][j] , x , typename is_resizeable<deriv_type>::type() );
614
615 return resized;
616 }
617
618
619 state_type& get_current_state( void )
620 {
621 return m_current_state_x1 ? m_x1.m_v : m_x2.m_v ;
622 }
623
624 const state_type& get_current_state( void ) const
625 {
626 return m_current_state_x1 ? m_x1.m_v : m_x2.m_v ;
627 }
628
629 state_type& get_old_state( void )
630 {
631 return m_current_state_x1 ? m_x2.m_v : m_x1.m_v ;
632 }
633
634 const state_type& get_old_state( void ) const
635 {
636 return m_current_state_x1 ? m_x2.m_v : m_x1.m_v ;
637 }
638
639 deriv_type& get_current_deriv( void )
640 {
641 return m_current_state_x1 ? m_dxdt1.m_v : m_dxdt2.m_v ;
642 }
643
644 const deriv_type& get_current_deriv( void ) const
645 {
646 return m_current_state_x1 ? m_dxdt1.m_v : m_dxdt2.m_v ;
647 }
648
649 deriv_type& get_old_deriv( void )
650 {
651 return m_current_state_x1 ? m_dxdt2.m_v : m_dxdt1.m_v ;
652 }
653
654 const deriv_type& get_old_deriv( void ) const
655 {
656 return m_current_state_x1 ? m_dxdt2.m_v : m_dxdt1.m_v ;
657 }
658
659
660 void toggle_current_state( void )
661 {
662 m_current_state_x1 = ! m_current_state_x1;
663 }
664
665
666
667 default_error_checker< value_type, algebra_type , operations_type > m_error_checker;
668 modified_midpoint_dense_out< state_type , value_type , deriv_type , time_type , algebra_type , operations_type , resizer_type > m_midpoint;
669
670 time_type m_max_dt;
671
672 bool m_control_interpolation;
673
674 bool m_last_step_rejected;
675 bool m_first;
676
677 time_type m_t;
678 time_type m_dt;
679 time_type m_dt_last;
680 time_type m_t_last;
681
682 size_t m_current_k_opt;
683 size_t m_k_final;
684
685 algebra_type m_algebra;
686
687 resizer_type m_resizer;
688
689 wrapped_state_type m_x1 , m_x2;
690 wrapped_deriv_type m_dxdt1 , m_dxdt2;
691 wrapped_state_type m_err;
692 bool m_current_state_x1;
693
694
695
696 value_vector m_error; // errors of repeated midpoint steps and extrapolations
697 int_vector m_interval_sequence; // stores the successive interval counts
698 value_matrix m_coeff;
699 int_vector m_cost; // costs for interval count
700 value_vector m_facmin_table; // for precomputed facmin to save pow calls
701
702 state_vector_type m_table; // sequence of states for extrapolation
703
704 //for dense output:
705 state_vector_type m_mp_states; // sequence of approximations of x at distance center
706 deriv_table_type m_derivs; // table of function values
707 deriv_table_type m_diffs; // table of function values
708
709 //wrapped_state_type m_a1 , m_a2 , m_a3 , m_a4;
710
711 value_type STEPFAC1 , STEPFAC2 , STEPFAC3 , STEPFAC4 , KFAC1 , KFAC2;
712 };
713
714
715
716 /********** DOXYGEN **********/
717
718 /**
719 * \class bulirsch_stoer_dense_out
720 * \brief The Bulirsch-Stoer algorithm.
721 *
722 * The Bulirsch-Stoer is a controlled stepper that adjusts both step size
723 * and order of the method. The algorithm uses the modified midpoint and
724 * a polynomial extrapolation compute the solution. This class also provides
725 * dense output facility.
726 *
727 * \tparam State The state type.
728 * \tparam Value The value type.
729 * \tparam Deriv The type representing the time derivative of the state.
730 * \tparam Time The time representing the independent variable - the time.
731 * \tparam Algebra The algebra type.
732 * \tparam Operations The operations type.
733 * \tparam Resizer The resizer policy type.
734 */
735
736 /**
737 * \fn bulirsch_stoer_dense_out::bulirsch_stoer_dense_out( value_type eps_abs , value_type eps_rel , value_type factor_x , value_type factor_dxdt , bool control_interpolation )
738 * \brief Constructs the bulirsch_stoer class, including initialization of
739 * the error bounds.
740 *
741 * \param eps_abs Absolute tolerance level.
742 * \param eps_rel Relative tolerance level.
743 * \param factor_x Factor for the weight of the state.
744 * \param factor_dxdt Factor for the weight of the derivative.
745 * \param control_interpolation Set true to additionally control the error of
746 * the interpolation.
747 */
748
749 /**
750 * \fn bulirsch_stoer_dense_out::try_step( System system , const StateIn &in , const DerivIn &dxdt , time_type &t , StateOut &out , DerivOut &dxdt_new , time_type &dt )
751 * \brief Tries to perform one step.
752 *
753 * This method tries to do one step with step size dt. If the error estimate
754 * is to large, the step is rejected and the method returns fail and the
755 * step size dt is reduced. If the error estimate is acceptably small, the
756 * step is performed, success is returned and dt might be increased to make
757 * the steps as large as possible. This method also updates t if a step is
758 * performed. Also, the internal order of the stepper is adjusted if required.
759 *
760 * \param system The system function to solve, hence the r.h.s. of the ODE.
761 * It must fulfill the Simple System concept.
762 * \param in The state of the ODE which should be solved.
763 * \param dxdt The derivative of state.
764 * \param t The value of the time. Updated if the step is successful.
765 * \param out Used to store the result of the step.
766 * \param dt The step size. Updated.
767 * \return success if the step was accepted, fail otherwise.
768 */
769
770 /**
771 * \fn bulirsch_stoer_dense_out::initialize( const StateType &x0 , const time_type &t0 , const time_type &dt0 )
772 * \brief Initializes the dense output stepper.
773 *
774 * \param x0 The initial state.
775 * \param t0 The initial time.
776 * \param dt0 The initial time step.
777 */
778
779 /**
780 * \fn bulirsch_stoer_dense_out::do_step( System system )
781 * \brief Does one time step. This is the main method that should be used to
782 * integrate an ODE with this stepper.
783 * \note initialize has to be called before using this method to set the
784 * initial conditions x,t and the stepsize.
785 * \param system The system function to solve, hence the r.h.s. of the
786 * ordinary differential equation. It must fulfill the Simple System concept.
787 * \return Pair with start and end time of the integration step.
788 */
789
790 /**
791 * \fn bulirsch_stoer_dense_out::calc_state( time_type t , StateOut &x ) const
792 * \brief Calculates the solution at an intermediate point within the last step
793 * \param t The time at which the solution should be calculated, has to be
794 * in the current time interval.
795 * \param x The output variable where the result is written into.
796 */
797
798 /**
799 * \fn bulirsch_stoer_dense_out::current_state( void ) const
800 * \brief Returns the current state of the solution.
801 * \return The current state of the solution x(t).
802 */
803
804 /**
805 * \fn bulirsch_stoer_dense_out::current_time( void ) const
806 * \brief Returns the current time of the solution.
807 * \return The current time of the solution t.
808 */
809
810 /**
811 * \fn bulirsch_stoer_dense_out::previous_state( void ) const
812 * \brief Returns the last state of the solution.
813 * \return The last state of the solution x(t-dt).
814 */
815
816 /**
817 * \fn bulirsch_stoer_dense_out::previous_time( void ) const
818 * \brief Returns the last time of the solution.
819 * \return The last time of the solution t-dt.
820 */
821
822 /**
823 * \fn bulirsch_stoer_dense_out::current_time_step( void ) const
824 * \brief Returns the current step size.
825 * \return The current step size.
826 */
827
828 /**
829 * \fn bulirsch_stoer_dense_out::adjust_size( const StateIn &x )
830 * \brief Adjust the size of all temporaries in the stepper manually.
831 * \param x A state from which the size of the temporaries to be resized is deduced.
832 */
833
834 }
835 }
836 }
837
838 #endif // BOOST_NUMERIC_ODEINT_STEPPER_BULIRSCH_STOER_HPP_INCLUDED