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7c673cae
FG
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
51namespace boost {
52namespace numeric {
53namespace odeint {
54
55template<
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 >
64class bulirsch_stoer_dense_out {
65
66
67public:
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 ) ,
b32b8144 113 m_facmin_table( m_k_max+1 ) ,
7c673cae
FG
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 )
b32b8144 129 {
7c673cae 130 m_cost[i] = m_interval_sequence[i];
b32b8144
FG
131 } else
132 {
7c673cae 133 m_cost[i] = m_cost[i-1] + m_interval_sequence[i];
b32b8144
FG
134 }
135 m_facmin_table[i] = pow BOOST_PREVENT_MACRO_SUBSTITUTION( STEPFAC3 , static_cast< value_type >(1) / static_cast< value_type >( 2*i+1 ) );
7c673cae
FG
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
92f5a8d4
TL
394protected:
395
396 time_type m_max_dt;
397
398
7c673cae
FG
399private:
400
401 template< class StateInOut , class StateVector >
402 void extrapolate( size_t k , StateVector &table , const value_matrix &coeff , StateInOut &xest , size_t order_start_index = 0 )
403 //polynomial extrapolation, see http://www.nr.com/webnotes/nr3web21.pdf
404 {
405 static const value_type val1( 1.0 );
406 for( int j=k-1 ; j>0 ; --j )
407 {
408 m_algebra.for_each3( table[j-1].m_v , table[j].m_v , table[j-1].m_v ,
409 typename operations_type::template scale_sum2< value_type , value_type >( val1 + coeff[k + order_start_index][j + order_start_index] ,
410 -coeff[k + order_start_index][j + order_start_index] ) );
411 }
412 m_algebra.for_each3( xest , table[0].m_v , xest ,
413 typename operations_type::template scale_sum2< value_type , value_type >( val1 + coeff[k + order_start_index][0 + order_start_index] ,
414 -coeff[k + order_start_index][0 + order_start_index]) );
415 }
416
417
418 template< class StateVector >
419 void extrapolate_dense_out( size_t k , StateVector &table , const value_matrix &coeff , size_t order_start_index = 0 )
420 //polynomial extrapolation, see http://www.nr.com/webnotes/nr3web21.pdf
421 {
422 // result is written into table[0]
423 static const value_type val1( 1.0 );
424 for( int j=k ; j>1 ; --j )
425 {
426 m_algebra.for_each3( table[j-1].m_v , table[j].m_v , table[j-1].m_v ,
427 typename operations_type::template scale_sum2< value_type , value_type >( val1 + coeff[k + order_start_index][j + order_start_index - 1] ,
428 -coeff[k + order_start_index][j + order_start_index - 1] ) );
429 }
430 m_algebra.for_each3( table[0].m_v , table[1].m_v , table[0].m_v ,
431 typename operations_type::template scale_sum2< value_type , value_type >( val1 + coeff[k + order_start_index][order_start_index] ,
432 -coeff[k + order_start_index][order_start_index]) );
433 }
434
435 time_type calc_h_opt( time_type h , value_type error , size_t k ) const
436 {
437 BOOST_USING_STD_MIN();
438 BOOST_USING_STD_MAX();
439 using std::pow;
440
441 value_type expo = static_cast<value_type>(1)/(m_interval_sequence[k-1]);
b32b8144 442 value_type facmin = m_facmin_table[k];
7c673cae
FG
443 value_type fac;
444 if (error == 0.0)
445 fac = static_cast<value_type>(1)/facmin;
446 else
447 {
448 fac = STEPFAC2 / pow BOOST_PREVENT_MACRO_SUBSTITUTION( error / STEPFAC1 , expo );
449 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 ) );
450 }
451 return h*fac;
452 }
453
454 bool in_convergence_window( size_t k ) const
455 {
456 if( (k == m_current_k_opt-1) && !m_last_step_rejected )
457 return true; // decrease order only if last step was not rejected
458 return ( (k == m_current_k_opt) || (k == m_current_k_opt+1) );
459 }
460
461 bool should_reject( value_type error , size_t k ) const
462 {
463 if( k == m_current_k_opt-1 )
464 {
465 const value_type d = m_interval_sequence[m_current_k_opt] * m_interval_sequence[m_current_k_opt+1] /
466 (m_interval_sequence[0]*m_interval_sequence[0]);
467 //step will fail, criterion 17.3.17 in NR
468 return ( error > d*d );
469 }
470 else if( k == m_current_k_opt )
471 {
472 const value_type d = m_interval_sequence[m_current_k_opt+1] / m_interval_sequence[0];
473 return ( error > d*d );
474 } else
475 return error > 1.0;
476 }
477
478 template< class StateIn1 , class DerivIn1 , class StateIn2 , class DerivIn2 >
479 value_type prepare_dense_output( int k , const StateIn1 &x_start , const DerivIn1 &dxdt_start ,
480 const StateIn2 & /* x_end */ , const DerivIn2 & /*dxdt_end */ , time_type dt )
481 /* k is the order to which the result was approximated */
482 {
483
484 /* compute the coefficients of the interpolation polynomial
485 * we parametrize the interval t .. t+dt by theta = -1 .. 1
486 * we use 2k+3 values at the interval center theta=0 to obtain the interpolation coefficients
487 * the values are x(t+dt/2) and the derivatives dx/dt , ... d^(2k+2) x / dt^(2k+2) at the midpoints
488 * the derivatives are approximated via finite differences
489 * all values are obtained from interpolation of the results from the increasing orders of the midpoint calls
490 */
491
492 // calculate finite difference approximations to derivatives at the midpoint
493 for( int j = 0 ; j<=k ; j++ )
494 {
495 /* not working with boost units... */
496 const value_type d = m_interval_sequence[j] / ( static_cast<value_type>(2) * dt );
497 value_type f = 1.0; //factor 1/2 here because our interpolation interval has length 2 !!!
498 for( int kappa = 0 ; kappa <= 2*j+1 ; ++kappa )
499 {
500 calculate_finite_difference( j , kappa , f , dxdt_start );
501 f *= d;
502 }
503
504 if( j > 0 )
505 extrapolate_dense_out( j , m_mp_states , m_coeff );
506 }
507
508 time_type d = dt/2;
509
510 // extrapolate finite differences
511 for( int kappa = 0 ; kappa<=2*k+1 ; kappa++ )
512 {
513 for( int j=1 ; j<=(k-kappa/2) ; ++j )
514 extrapolate_dense_out( j , m_diffs[kappa] , m_coeff , kappa/2 );
515
516 // extrapolation results are now stored in m_diffs[kappa][0]
517
518 // divide kappa-th derivative by kappa because we need these terms for dense output interpolation
519 m_algebra.for_each1( m_diffs[kappa][0].m_v , typename operations_type::template scale< time_type >( static_cast<time_type>(d) ) );
520
521 d *= dt/(2*(kappa+2));
522 }
523
524 // 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]
525
526 // the error is just the highest order coefficient of the interpolation polynomial
527 // this is because we use only the midpoint theta=0 as support for the interpolation (remember that theta = -1 .. 1)
528
529 value_type error = 0.0;
530 if( m_control_interpolation )
531 {
532 boost::numeric::odeint::copy( m_diffs[2*k+1][0].m_v , m_err.m_v );
533 error = m_error_checker.error( m_algebra , x_start , dxdt_start , m_err.m_v , dt );
534 }
535
536 return error;
537 }
538
539 template< class DerivIn >
540 void calculate_finite_difference( size_t j , size_t kappa , value_type fac , const DerivIn &dxdt )
541 {
542 const int m = m_interval_sequence[j]/2-1;
543 if( kappa == 0) // no calculation required for 0th derivative of f
544 {
545 m_algebra.for_each2( m_diffs[0][j].m_v , m_derivs[j][m].m_v ,
546 typename operations_type::template scale_sum1< value_type >( fac ) );
547 }
548 else
549 {
550 // calculate the index of m_diffs for this kappa-j-combination
551 const int j_diffs = j - kappa/2;
552
553 m_algebra.for_each2( m_diffs[kappa][j_diffs].m_v , m_derivs[j][m+kappa].m_v ,
554 typename operations_type::template scale_sum1< value_type >( fac ) );
555 value_type sign = -1.0;
556 int c = 1;
557 //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
558 for( int i = m+static_cast<int>(kappa)-2 ; i >= m-static_cast<int>(kappa) ; i -= 2 )
559 {
560 if( i >= 0 )
561 {
562 m_algebra.for_each3( m_diffs[kappa][j_diffs].m_v , m_diffs[kappa][j_diffs].m_v , m_derivs[j][i].m_v ,
563 typename operations_type::template scale_sum2< value_type , value_type >( 1.0 ,
564 sign * fac * boost::math::binomial_coefficient< value_type >( kappa , c ) ) );
565 }
566 else
567 {
568 m_algebra.for_each3( m_diffs[kappa][j_diffs].m_v , m_diffs[kappa][j_diffs].m_v , dxdt ,
569 typename operations_type::template scale_sum2< value_type , value_type >( 1.0 , sign * fac ) );
570 }
571 sign *= -1;
572 ++c;
573 }
574 }
575 }
576
577 template< class StateOut >
578 void do_interpolation( time_type t , StateOut &out ) const
579 {
580 // interpolation polynomial is defined for theta = -1 ... 1
581 // m_k_final is the number of order-iterations done for the last step - it governs the order of the interpolation polynomial
582 const value_type theta = 2 * get_unit_value( (t - m_t_last) / (m_t - m_t_last) ) - 1;
583 // we use only values at interval center, that is theta=0, for interpolation
584 // our interpolation polynomial is thus of order 2k+2, hence we have 2k+3 terms
585
586 boost::numeric::odeint::copy( m_mp_states[0].m_v , out );
587 // add remaining terms: x += a_1 theta + a2 theta^2 + ... + a_{2k} theta^{2k}
588 value_type theta_pow( theta );
589 for( size_t i=0 ; i<=2*m_k_final+1 ; ++i )
590 {
591 m_algebra.for_each3( out , out , m_diffs[i][0].m_v ,
592 typename operations_type::template scale_sum2< value_type >( static_cast<value_type>(1) , theta_pow ) );
593 theta_pow *= theta;
594 }
595 }
596
597 /* Resizer methods */
598 template< class StateIn >
599 bool resize_impl( const StateIn &x )
600 {
601 bool resized( false );
602
603 resized |= adjust_size_by_resizeability( m_x1 , x , typename is_resizeable<state_type>::type() );
604 resized |= adjust_size_by_resizeability( m_x2 , x , typename is_resizeable<state_type>::type() );
605 resized |= adjust_size_by_resizeability( m_dxdt1 , x , typename is_resizeable<state_type>::type() );
606 resized |= adjust_size_by_resizeability( m_dxdt2 , x , typename is_resizeable<state_type>::type() );
607 resized |= adjust_size_by_resizeability( m_err , x , typename is_resizeable<state_type>::type() );
608
609 for( size_t i = 0 ; i < m_k_max ; ++i )
610 resized |= adjust_size_by_resizeability( m_table[i] , x , typename is_resizeable<state_type>::type() );
611 for( size_t i = 0 ; i < m_k_max+1 ; ++i )
612 resized |= adjust_size_by_resizeability( m_mp_states[i] , x , typename is_resizeable<state_type>::type() );
613 for( size_t i = 0 ; i < m_k_max+1 ; ++i )
614 for( size_t j = 0 ; j < m_derivs[i].size() ; ++j )
615 resized |= adjust_size_by_resizeability( m_derivs[i][j] , x , typename is_resizeable<deriv_type>::type() );
616 for( size_t i = 0 ; i < 2*m_k_max+2 ; ++i )
617 for( size_t j = 0 ; j < m_diffs[i].size() ; ++j )
618 resized |= adjust_size_by_resizeability( m_diffs[i][j] , x , typename is_resizeable<deriv_type>::type() );
619
620 return resized;
621 }
622
623
624 state_type& get_current_state( void )
625 {
626 return m_current_state_x1 ? m_x1.m_v : m_x2.m_v ;
627 }
628
629 const state_type& get_current_state( void ) const
630 {
631 return m_current_state_x1 ? m_x1.m_v : m_x2.m_v ;
632 }
633
634 state_type& get_old_state( void )
635 {
636 return m_current_state_x1 ? m_x2.m_v : m_x1.m_v ;
637 }
638
639 const state_type& get_old_state( void ) const
640 {
641 return m_current_state_x1 ? m_x2.m_v : m_x1.m_v ;
642 }
643
644 deriv_type& get_current_deriv( void )
645 {
646 return m_current_state_x1 ? m_dxdt1.m_v : m_dxdt2.m_v ;
647 }
648
649 const deriv_type& get_current_deriv( void ) const
650 {
651 return m_current_state_x1 ? m_dxdt1.m_v : m_dxdt2.m_v ;
652 }
653
654 deriv_type& get_old_deriv( void )
655 {
656 return m_current_state_x1 ? m_dxdt2.m_v : m_dxdt1.m_v ;
657 }
658
659 const deriv_type& get_old_deriv( void ) const
660 {
661 return m_current_state_x1 ? m_dxdt2.m_v : m_dxdt1.m_v ;
662 }
663
664
665 void toggle_current_state( void )
666 {
667 m_current_state_x1 = ! m_current_state_x1;
668 }
669
670
671
672 default_error_checker< value_type, algebra_type , operations_type > m_error_checker;
673 modified_midpoint_dense_out< state_type , value_type , deriv_type , time_type , algebra_type , operations_type , resizer_type > m_midpoint;
674
7c673cae
FG
675 bool m_control_interpolation;
676
677 bool m_last_step_rejected;
678 bool m_first;
679
680 time_type m_t;
681 time_type m_dt;
682 time_type m_dt_last;
683 time_type m_t_last;
684
685 size_t m_current_k_opt;
686 size_t m_k_final;
687
688 algebra_type m_algebra;
689
690 resizer_type m_resizer;
691
692 wrapped_state_type m_x1 , m_x2;
693 wrapped_deriv_type m_dxdt1 , m_dxdt2;
694 wrapped_state_type m_err;
695 bool m_current_state_x1;
696
697
698
699 value_vector m_error; // errors of repeated midpoint steps and extrapolations
700 int_vector m_interval_sequence; // stores the successive interval counts
701 value_matrix m_coeff;
702 int_vector m_cost; // costs for interval count
b32b8144 703 value_vector m_facmin_table; // for precomputed facmin to save pow calls
7c673cae
FG
704
705 state_vector_type m_table; // sequence of states for extrapolation
706
707 //for dense output:
708 state_vector_type m_mp_states; // sequence of approximations of x at distance center
709 deriv_table_type m_derivs; // table of function values
710 deriv_table_type m_diffs; // table of function values
711
712 //wrapped_state_type m_a1 , m_a2 , m_a3 , m_a4;
713
714 value_type STEPFAC1 , STEPFAC2 , STEPFAC3 , STEPFAC4 , KFAC1 , KFAC2;
715};
716
717
718
719/********** DOXYGEN **********/
720
721/**
722 * \class bulirsch_stoer_dense_out
723 * \brief The Bulirsch-Stoer algorithm.
724 *
725 * The Bulirsch-Stoer is a controlled stepper that adjusts both step size
726 * and order of the method. The algorithm uses the modified midpoint and
727 * a polynomial extrapolation compute the solution. This class also provides
728 * dense output facility.
729 *
730 * \tparam State The state type.
731 * \tparam Value The value type.
732 * \tparam Deriv The type representing the time derivative of the state.
733 * \tparam Time The time representing the independent variable - the time.
734 * \tparam Algebra The algebra type.
735 * \tparam Operations The operations type.
736 * \tparam Resizer The resizer policy type.
737 */
738
739 /**
740 * \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 )
741 * \brief Constructs the bulirsch_stoer class, including initialization of
742 * the error bounds.
743 *
744 * \param eps_abs Absolute tolerance level.
745 * \param eps_rel Relative tolerance level.
746 * \param factor_x Factor for the weight of the state.
747 * \param factor_dxdt Factor for the weight of the derivative.
748 * \param control_interpolation Set true to additionally control the error of
749 * the interpolation.
750 */
751
752 /**
753 * \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 )
754 * \brief Tries to perform one step.
755 *
756 * This method tries to do one step with step size dt. If the error estimate
757 * is to large, the step is rejected and the method returns fail and the
758 * step size dt is reduced. If the error estimate is acceptably small, the
759 * step is performed, success is returned and dt might be increased to make
760 * the steps as large as possible. This method also updates t if a step is
761 * performed. Also, the internal order of the stepper is adjusted if required.
762 *
763 * \param system The system function to solve, hence the r.h.s. of the ODE.
764 * It must fulfill the Simple System concept.
765 * \param in The state of the ODE which should be solved.
766 * \param dxdt The derivative of state.
767 * \param t The value of the time. Updated if the step is successful.
768 * \param out Used to store the result of the step.
769 * \param dt The step size. Updated.
770 * \return success if the step was accepted, fail otherwise.
771 */
772
773 /**
774 * \fn bulirsch_stoer_dense_out::initialize( const StateType &x0 , const time_type &t0 , const time_type &dt0 )
775 * \brief Initializes the dense output stepper.
776 *
777 * \param x0 The initial state.
778 * \param t0 The initial time.
779 * \param dt0 The initial time step.
780 */
781
782 /**
783 * \fn bulirsch_stoer_dense_out::do_step( System system )
784 * \brief Does one time step. This is the main method that should be used to
785 * integrate an ODE with this stepper.
786 * \note initialize has to be called before using this method to set the
787 * initial conditions x,t and the stepsize.
788 * \param system The system function to solve, hence the r.h.s. of the
789 * ordinary differential equation. It must fulfill the Simple System concept.
790 * \return Pair with start and end time of the integration step.
791 */
792
793 /**
794 * \fn bulirsch_stoer_dense_out::calc_state( time_type t , StateOut &x ) const
795 * \brief Calculates the solution at an intermediate point within the last step
796 * \param t The time at which the solution should be calculated, has to be
797 * in the current time interval.
798 * \param x The output variable where the result is written into.
799 */
800
801 /**
802 * \fn bulirsch_stoer_dense_out::current_state( void ) const
803 * \brief Returns the current state of the solution.
804 * \return The current state of the solution x(t).
805 */
806
807 /**
808 * \fn bulirsch_stoer_dense_out::current_time( void ) const
809 * \brief Returns the current time of the solution.
810 * \return The current time of the solution t.
811 */
812
813 /**
814 * \fn bulirsch_stoer_dense_out::previous_state( void ) const
815 * \brief Returns the last state of the solution.
816 * \return The last state of the solution x(t-dt).
817 */
818
819 /**
820 * \fn bulirsch_stoer_dense_out::previous_time( void ) const
821 * \brief Returns the last time of the solution.
822 * \return The last time of the solution t-dt.
823 */
824
825 /**
826 * \fn bulirsch_stoer_dense_out::current_time_step( void ) const
827 * \brief Returns the current step size.
828 * \return The current step size.
829 */
830
831 /**
832 * \fn bulirsch_stoer_dense_out::adjust_size( const StateIn &x )
833 * \brief Adjust the size of all temporaries in the stepper manually.
834 * \param x A state from which the size of the temporaries to be resized is deduced.
835 */
836
837}
838}
839}
840
841#endif // BOOST_NUMERIC_ODEINT_STEPPER_BULIRSCH_STOER_HPP_INCLUDED