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authorDongHun Kwak <dh0128.kwak@samsung.com>2016-10-06 10:33:54 +0900
committerDongHun Kwak <dh0128.kwak@samsung.com>2016-10-06 10:36:09 +0900
commitd9ec475d945d3035377a0d89ed42e382d8988891 (patch)
tree34aff2cee4b209906243ab5499d61f3edee2982f /boost/numeric/odeint
parent71d216b90256936a9638f325af9bc69d720e75de (diff)
downloadboost-d9ec475d945d3035377a0d89ed42e382d8988891.tar.gz
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Imported Upstream version 1.60.0
Change-Id: Ie709530d6d5841088ceaba025cbe175a4ef43050 Signed-off-by: DongHun Kwak <dh0128.kwak@samsung.com>
Diffstat (limited to 'boost/numeric/odeint')
-rw-r--r--boost/numeric/odeint/algebra/default_operations.hpp4
-rw-r--r--boost/numeric/odeint/integrate/check_adapter.hpp222
-rw-r--r--boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp17
-rw-r--r--boost/numeric/odeint/integrate/detail/integrate_const.hpp24
-rw-r--r--boost/numeric/odeint/integrate/detail/integrate_n_steps.hpp18
-rw-r--r--boost/numeric/odeint/integrate/detail/integrate_times.hpp22
-rw-r--r--boost/numeric/odeint/integrate/integrate_adaptive.hpp2
-rw-r--r--boost/numeric/odeint/integrate/integrate_const.hpp203
-rw-r--r--boost/numeric/odeint/integrate/integrate_n_steps.hpp82
-rw-r--r--boost/numeric/odeint/integrate/integrate_times.hpp109
-rw-r--r--boost/numeric/odeint/integrate/max_step_checker.hpp114
-rw-r--r--boost/numeric/odeint/stepper/bulirsch_stoer.hpp20
-rw-r--r--boost/numeric/odeint/stepper/bulirsch_stoer_dense_out.hpp40
-rw-r--r--boost/numeric/odeint/stepper/controlled_runge_kutta.hpp236
-rw-r--r--boost/numeric/odeint/stepper/dense_output_runge_kutta.hpp20
-rw-r--r--boost/numeric/odeint/stepper/generation/generation_controlled_runge_kutta.hpp14
-rw-r--r--boost/numeric/odeint/stepper/generation/generation_dense_output_runge_kutta.hpp13
-rw-r--r--boost/numeric/odeint/stepper/generation/generation_rosenbrock4.hpp7
-rw-r--r--boost/numeric/odeint/stepper/generation/make_controlled.hpp22
-rw-r--r--boost/numeric/odeint/stepper/generation/make_dense_output.hpp22
-rw-r--r--boost/numeric/odeint/stepper/rosenbrock4_controller.hpp32
-rw-r--r--boost/numeric/odeint/stepper/rosenbrock4_dense_output.hpp11
-rw-r--r--boost/numeric/odeint/util/detail/less_with_sign.hpp6
-rw-r--r--boost/numeric/odeint/util/odeint_error.hpp77
-rw-r--r--boost/numeric/odeint/util/resize.hpp2
-rw-r--r--boost/numeric/odeint/util/resizer.hpp2
-rw-r--r--boost/numeric/odeint/util/same_size.hpp2
-rw-r--r--boost/numeric/odeint/util/unwrap_reference.hpp2
28 files changed, 1074 insertions, 271 deletions
diff --git a/boost/numeric/odeint/algebra/default_operations.hpp b/boost/numeric/odeint/algebra/default_operations.hpp
index b10944fa19..56139083cc 100644
--- a/boost/numeric/odeint/algebra/default_operations.hpp
+++ b/boost/numeric/odeint/algebra/default_operations.hpp
@@ -529,7 +529,7 @@ struct default_operations
{ }
template< class Res , class T1 , class T2 , class T3 , class T4 >
- Res operator()( Res r , const T1 &x_old , const T2 &x , const T3 &dxdt_old , const T4 &x_err )
+ Res operator()( Res r , const T1 &x_old , const T2 &/*x*/ , const T3 &dxdt_old , const T4 &x_err )
{
BOOST_USING_STD_MAX();
using std::abs;
@@ -574,7 +574,7 @@ struct default_operations
{ }
template< class Res , class T1 , class T2 , class T3 , class T4 >
- Res operator()( Res r , const T1 &x_old , const T2 &x , const T3 &dxdt_old , const T4 &x_err )
+ Res operator()( Res r , const T1 &x_old , const T2 &/*x*/ , const T3 &dxdt_old , const T4 &x_err )
{
using std::abs;
Res tmp = abs( get_unit_value( x_err ) ) /
diff --git a/boost/numeric/odeint/integrate/check_adapter.hpp b/boost/numeric/odeint/integrate/check_adapter.hpp
new file mode 100644
index 0000000000..3d3ebd6c88
--- /dev/null
+++ b/boost/numeric/odeint/integrate/check_adapter.hpp
@@ -0,0 +1,222 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/integrate/check_adapter.hpp
+
+ [begin_description]
+ Adapters to add checking facility to stepper and observer
+ [end_description]
+
+ Copyright 2015 Mario Mulansky
+
+ 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_INTEGRATE_CHECK_ADAPTER_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_INTEGRATE_CHECK_ADAPTER_HPP_INCLUDED
+
+#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
+#include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
+
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+
+template<class Stepper, class Checker,
+ class StepperCategory = typename base_tag<typename Stepper::stepper_category>::type>
+class checked_stepper;
+
+
+/**
+ * \brief Adapter to combine basic stepper and checker.
+ */
+template<class Stepper, class Checker>
+class checked_stepper<Stepper, Checker, stepper_tag>
+{
+
+public:
+ typedef Stepper stepper_type;
+ typedef Checker checker_type;
+ // forward stepper typedefs
+ typedef typename stepper_type::state_type state_type;
+ typedef typename stepper_type::value_type value_type;
+ typedef typename stepper_type::deriv_type deriv_type;
+ typedef typename stepper_type::time_type time_type;
+
+private:
+ stepper_type &m_stepper;
+ checker_type &m_checker;
+
+public:
+ /**
+ * \brief Construct the checked_stepper.
+ */
+ checked_stepper(stepper_type &stepper, checker_type &checker)
+ : m_stepper(stepper), m_checker(checker) { }
+
+ /**
+ * \brief forward of the do_step method
+ */
+ template<class System, class StateInOut>
+ void do_step(System system, StateInOut &state, const time_type t, const time_type dt)
+ {
+ // do the step
+ m_stepper.do_step(system, state, t, dt);
+ // call the checker
+ m_checker();
+ }
+};
+
+
+/**
+ * \brief Adapter to combine controlled stepper and checker.
+ */
+template<class ControlledStepper, class Checker>
+class checked_stepper<ControlledStepper, Checker, controlled_stepper_tag>
+{
+
+public:
+ typedef ControlledStepper stepper_type;
+ typedef Checker checker_type;
+ // forward stepper typedefs
+ typedef typename stepper_type::state_type state_type;
+ typedef typename stepper_type::value_type value_type;
+ typedef typename stepper_type::deriv_type deriv_type;
+ typedef typename stepper_type::time_type time_type;
+
+private:
+ stepper_type &m_stepper;
+ checker_type &m_checker;
+
+public:
+ /**
+ * \brief Construct the checked_stepper.
+ */
+ checked_stepper(stepper_type &stepper, checker_type &checker)
+ : m_stepper(stepper), m_checker(checker) { }
+
+ /**
+ * \brief forward of the do_step method
+ */
+ template< class System , class StateInOut >
+ controlled_step_result try_step( System system , StateInOut &state , time_type &t , time_type &dt )
+ {
+ // do the step
+ if( m_stepper.try_step(system, state, t, dt) == success )
+ {
+ // call the checker if step was successful
+ m_checker();
+ return success;
+ } else
+ {
+ // step failed -> return fail
+ return fail;
+ }
+ }
+};
+
+
+/**
+ * \brief Adapter to combine dense out stepper and checker.
+ */
+template<class DenseOutStepper, class Checker>
+class checked_stepper<DenseOutStepper, Checker, dense_output_stepper_tag>
+{
+
+public:
+ typedef DenseOutStepper stepper_type;
+ typedef Checker checker_type;
+ // forward stepper typedefs
+ typedef typename stepper_type::state_type state_type;
+ typedef typename stepper_type::value_type value_type;
+ typedef typename stepper_type::deriv_type deriv_type;
+ typedef typename stepper_type::time_type time_type;
+
+private:
+ stepper_type &m_stepper;
+ checker_type &m_checker;
+
+public:
+ /**
+ * \brief Construct the checked_stepper.
+ */
+ checked_stepper(stepper_type &stepper, checker_type &checker)
+ : m_stepper(stepper), m_checker(checker) { }
+
+
+ template< class System >
+ std::pair< time_type , time_type > do_step( System system )
+ {
+ m_checker();
+ return m_stepper.do_step(system);
+ }
+
+ /* provide the remaining dense out stepper interface */
+ template< class StateType >
+ void initialize( const StateType &x0 , time_type t0 , time_type dt0 )
+ { m_stepper.initialize(x0, t0, dt0); }
+
+
+ template< class StateOut >
+ void calc_state( time_type t , StateOut &x ) const
+ { m_stepper.calc_state(t, x); }
+
+ template< class StateOut >
+ void calc_state( time_type t , const StateOut &x ) const
+ { m_stepper.calc_state(t, x); }
+
+ const state_type& current_state( void ) const
+ { return m_stepper.current_state(); }
+
+ time_type current_time( void ) const
+ { return m_stepper.current_time(); }
+
+ const state_type& previous_state( void ) const
+ { return m_stepper.previous_state(); }
+
+ time_type previous_time( void ) const
+ { return m_stepper.previous_time(); }
+
+ time_type current_time_step( void ) const
+ { return m_stepper.current_time_step(); }
+
+};
+
+
+/**
+ * \brief Adapter to combine observer and checker.
+ */
+template<class Observer, class Checker>
+class checked_observer
+{
+public:
+ typedef Observer observer_type;
+ typedef Checker checker_type;
+
+private:
+ observer_type &m_observer;
+ checker_type &m_checker;
+
+public:
+ checked_observer(observer_type &observer, checker_type &checker)
+ : m_observer(observer), m_checker(checker)
+ {}
+
+ template< class State , class Time >
+ void operator()(const State& state, Time t) const
+ {
+ // call the observer
+ m_observer(state, t);
+ // reset the checker
+ m_checker.reset();
+ }
+};
+
+
+} // namespace odeint
+} // namespace numeric
+} // namespace boost
+
+#endif \ No newline at end of file
diff --git a/boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp b/boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp
index 743e57709c..7516d44087 100644
--- a/boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp
+++ b/boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp
@@ -7,7 +7,7 @@
[end_description]
Copyright 2011-2013 Karsten Ahnert
- Copyright 2011-2012 Mario Mulansky
+ Copyright 2011-2015 Mario Mulansky
Copyright 2012 Christoph Koke
Distributed under the Boost Software License, Version 1.0.
@@ -25,6 +25,7 @@
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
+#include <boost/numeric/odeint/integrate/max_step_checker.hpp>
#include <boost/numeric/odeint/integrate/detail/integrate_const.hpp>
#include <boost/numeric/odeint/util/bind.hpp>
#include <boost/numeric/odeint/util/unwrap_reference.hpp>
@@ -41,7 +42,7 @@ namespace odeint {
namespace detail {
// forward declaration
-template< class Stepper , class System , class State , class Time , class Observer>
+template< class Stepper , class System , class State , class Time , class Observer >
size_t integrate_const(
Stepper stepper , System system , State &start_state ,
Time start_time , Time end_time , Time dt ,
@@ -74,7 +75,7 @@ size_t integrate_adaptive(
/*
- * classical integrate adaptive
+ * integrate adaptive for controlled stepper
*/
template< class Stepper , class System , class State , class Time , class Observer >
size_t integrate_adaptive(
@@ -86,8 +87,7 @@ size_t integrate_adaptive(
typename odeint::unwrap_reference< Observer >::type &obs = observer;
typename odeint::unwrap_reference< Stepper >::type &st = stepper;
- const size_t max_attempts = 1000;
- const char *error_string = "Integrate adaptive : Maximal number of iterations reached. A step size could not be found.";
+ failed_step_checker fail_checker; // to throw a runtime_error if step size adjustment fails
size_t count = 0;
while( less_with_sign( start_time , end_time , dt ) )
{
@@ -97,15 +97,14 @@ size_t integrate_adaptive(
dt = end_time - start_time;
}
- size_t trials = 0;
controlled_step_result res;
do
{
res = st.try_step( system , start_state , start_time , dt );
- ++trials;
+ fail_checker(); // check number of failed steps
}
- while( ( res == fail ) && ( trials < max_attempts ) );
- if( trials == max_attempts ) BOOST_THROW_EXCEPTION( std::overflow_error( error_string ) );
+ while( res == fail );
+ fail_checker.reset(); // if we reach here, the step was successful -> reset fail checker
++count;
}
diff --git a/boost/numeric/odeint/integrate/detail/integrate_const.hpp b/boost/numeric/odeint/integrate/detail/integrate_const.hpp
index 312564ff16..7a86b32fa6 100644
--- a/boost/numeric/odeint/integrate/detail/integrate_const.hpp
+++ b/boost/numeric/odeint/integrate/detail/integrate_const.hpp
@@ -6,7 +6,7 @@
integrate const implementation
[end_description]
- Copyright 2012 Mario Mulansky
+ Copyright 2012-2015 Mario Mulansky
Copyright 2012 Christoph Koke
Copyright 2012 Karsten Ahnert
@@ -43,12 +43,13 @@ template< class Stepper , class System , class State , class Time , class Observ
size_t integrate_const(
Stepper stepper , System system , State &start_state ,
Time start_time , Time end_time , Time dt ,
- Observer observer , stepper_tag
+ Observer observer , stepper_tag
)
{
+
typename odeint::unwrap_reference< Observer >::type &obs = observer;
typename odeint::unwrap_reference< Stepper >::type &st = stepper;
-
+
Time time = start_time;
int step = 0;
// cast time+dt explicitely in case of expression templates (e.g. multiprecision)
@@ -72,11 +73,11 @@ template< class Stepper , class System , class State , class Time , class Observ
size_t integrate_const(
Stepper stepper , System system , State &start_state ,
Time start_time , Time end_time , Time dt ,
- Observer observer , controlled_stepper_tag
+ Observer observer , controlled_stepper_tag
)
{
typename odeint::unwrap_reference< Observer >::type &obs = observer;
-
+
Time time = start_time;
const Time time_step = dt;
int real_steps = 0;
@@ -85,8 +86,10 @@ size_t integrate_const(
while( less_eq_with_sign( static_cast<Time>(time+time_step) , end_time , dt ) )
{
obs( start_state , time );
- real_steps += detail::integrate_adaptive( stepper , system , start_state , time , time+time_step , dt ,
- null_observer() , controlled_stepper_tag() );
+ // integrate_adaptive_checked uses the given checker to throw if an overflow occurs
+ real_steps += detail::integrate_adaptive(stepper, system, start_state, time,
+ static_cast<Time>(time + time_step), dt,
+ null_observer(), controlled_stepper_tag());
// direct computation of the time avoids error propagation happening when using time += dt
// we need clumsy type analysis to get boost units working here
step++;
@@ -102,12 +105,12 @@ template< class Stepper , class System , class State , class Time , class Observ
size_t integrate_const(
Stepper stepper , System system , State &start_state ,
Time start_time , Time end_time , Time dt ,
- Observer observer , dense_output_stepper_tag
+ Observer observer , dense_output_stepper_tag
)
{
typename odeint::unwrap_reference< Observer >::type &obs = observer;
typename odeint::unwrap_reference< Stepper >::type &st = stepper;
-
+
Time time = start_time;
st.initialize( start_state , time , dt );
@@ -117,7 +120,7 @@ size_t integrate_const(
int obs_step( 1 );
int real_step( 0 );
- while( less_with_sign( static_cast<Time>(time+dt) , end_time , dt ) )
+ while( less_eq_with_sign( static_cast<Time>(time+dt) , end_time , dt ) )
{
while( less_eq_with_sign( time , st.current_time() , dt ) )
{
@@ -148,6 +151,7 @@ size_t integrate_const(
}
// last observation, if we are still in observation interval
+ // might happen due to finite precision problems when computing the the time
if( less_eq_with_sign( time , end_time , dt ) )
{
st.calc_state( time , start_state );
diff --git a/boost/numeric/odeint/integrate/detail/integrate_n_steps.hpp b/boost/numeric/odeint/integrate/detail/integrate_n_steps.hpp
index 3c1d171620..2ef490d592 100644
--- a/boost/numeric/odeint/integrate/detail/integrate_n_steps.hpp
+++ b/boost/numeric/odeint/integrate/detail/integrate_n_steps.hpp
@@ -6,7 +6,7 @@
integrate steps implementation
[end_description]
- Copyright 2012 Mario Mulansky
+ Copyright 2012-2015 Mario Mulansky
Copyright 2012 Christoph Koke
Copyright 2012 Karsten Ahnert
@@ -32,10 +32,10 @@ namespace detail {
// forward declaration
template< class Stepper , class System , class State , class Time , class Observer >
-size_t integrate_adaptive(
+size_t integrate_adaptive_checked(
Stepper stepper , System system , State &start_state ,
Time &start_time , Time end_time , Time &dt ,
- Observer observer , controlled_stepper_tag
+ Observer observer, controlled_stepper_tag
);
@@ -66,7 +66,7 @@ Time integrate_n_steps(
/* controlled version */
-template< class Stepper , class System , class State , class Time , class Observer>
+template< class Stepper , class System , class State , class Time , class Observer >
Time integrate_n_steps(
Stepper stepper , System system , State &start_state ,
Time start_time , Time dt , size_t num_of_steps ,
@@ -80,8 +80,9 @@ Time integrate_n_steps(
for( size_t step = 0; step < num_of_steps ; ++step )
{
obs( start_state , time );
- detail::integrate_adaptive( stepper , system , start_state , time , static_cast<Time>(time+time_step) , dt ,
- null_observer() , controlled_stepper_tag() );
+ // integrate_adaptive_checked uses the given checker to throw if an overflow occurs
+ detail::integrate_adaptive(stepper, system, start_state, time, static_cast<Time>(time + time_step), dt,
+ null_observer(), controlled_stepper_tag());
// direct computation of the time avoids error propagation happening when using time += dt
// we need clumsy type analysis to get boost units working here
time = start_time + static_cast< typename unit_value_type<Time>::type >(step+1) * time_step;
@@ -93,7 +94,7 @@ Time integrate_n_steps(
/* dense output version */
-template< class Stepper , class System , class State , class Time , class Observer>
+template< class Stepper , class System , class State , class Time , class Observer >
Time integrate_n_steps(
Stepper stepper , System system , State &start_state ,
Time start_time , Time dt , size_t num_of_steps ,
@@ -135,6 +136,7 @@ Time integrate_n_steps(
}
}
+ // make sure we really end exactly where we should end
while( st.current_time() < end_time )
{
if( less_with_sign( end_time ,
@@ -144,7 +146,7 @@ Time integrate_n_steps(
st.do_step( system );
}
- // observation at end point, only if we ended exactly on the end-point (or above due to finite precision)
+ // observation at final point
obs( st.current_state() , end_time );
return time;
diff --git a/boost/numeric/odeint/integrate/detail/integrate_times.hpp b/boost/numeric/odeint/integrate/detail/integrate_times.hpp
index d5446ba590..2e27990412 100644
--- a/boost/numeric/odeint/integrate/detail/integrate_times.hpp
+++ b/boost/numeric/odeint/integrate/detail/integrate_times.hpp
@@ -6,7 +6,7 @@
Default integrate times implementation.
[end_description]
- Copyright 2011-2012 Mario Mulansky
+ Copyright 2011-2015 Mario Mulansky
Copyright 2012 Karsten Ahnert
Copyright 2012 Christoph Koke
@@ -26,6 +26,7 @@
#include <boost/numeric/odeint/util/unwrap_reference.hpp>
#include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
#include <boost/numeric/odeint/util/detail/less_with_sign.hpp>
+#include <boost/numeric/odeint/integrate/max_step_checker.hpp>
namespace boost {
@@ -38,15 +39,18 @@ namespace detail {
/*
* integrate_times for simple stepper
*/
-template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer >
+template<class Stepper, class System, class State, class TimeIterator, class Time, class Observer>
size_t integrate_times(
Stepper stepper , System system , State &start_state ,
TimeIterator start_time , TimeIterator end_time , Time dt ,
Observer observer , stepper_tag
)
{
- typename odeint::unwrap_reference< Observer >::type &obs = observer;
- typename odeint::unwrap_reference< Stepper >::type &st = stepper;
+ typedef typename odeint::unwrap_reference< Stepper >::type stepper_type;
+ typedef typename odeint::unwrap_reference< Observer >::type observer_type;
+
+ stepper_type &st = stepper;
+ observer_type &obs = observer;
typedef typename unit_value_type<Time>::type time_type;
size_t steps = 0;
@@ -82,12 +86,10 @@ size_t integrate_times(
typename odeint::unwrap_reference< Stepper >::type &st = stepper;
typedef typename unit_value_type<Time>::type time_type;
- const size_t max_attempts = 1000;
- const char *error_string = "Integrate adaptive : Maximal number of iterations reached. A step size could not be found.";
+ failed_step_checker fail_checker; // to throw a runtime_error if step size adjustment fails
size_t steps = 0;
while( true )
{
- size_t fail_steps = 0;
Time current_time = *start_time++;
obs( start_state , current_time );
if( start_time == end_time )
@@ -99,15 +101,16 @@ size_t integrate_times(
if( st.try_step( system , start_state , current_time , current_dt ) == success )
{
++steps;
+ // successful step -> reset the fail counter, see #173
+ fail_checker.reset();
// continue with the original step size if dt was reduced due to observation
dt = max_abs( dt , current_dt );
}
else
{
- ++fail_steps;
+ fail_checker(); // check for possible overflow of failed steps in step size adjustment
dt = current_dt;
}
- if( fail_steps == max_attempts ) BOOST_THROW_EXCEPTION( std::overflow_error( error_string ));
}
}
return steps;
@@ -125,6 +128,7 @@ size_t integrate_times(
{
typename odeint::unwrap_reference< Observer >::type &obs = observer;
typename odeint::unwrap_reference< Stepper >::type &st = stepper;
+
typedef typename unit_value_type<Time>::type time_type;
if( start_time == end_time )
diff --git a/boost/numeric/odeint/integrate/integrate_adaptive.hpp b/boost/numeric/odeint/integrate/integrate_adaptive.hpp
index 12bdc8237d..09997142fc 100644
--- a/boost/numeric/odeint/integrate/integrate_adaptive.hpp
+++ b/boost/numeric/odeint/integrate/integrate_adaptive.hpp
@@ -7,7 +7,7 @@
[end_description]
Copyright 2011-2013 Karsten Ahnert
- Copyright 2011-2012 Mario Mulansky
+ Copyright 2011-2015 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
diff --git a/boost/numeric/odeint/integrate/integrate_const.hpp b/boost/numeric/odeint/integrate/integrate_const.hpp
index ba2d891e97..fae683f978 100644
--- a/boost/numeric/odeint/integrate/integrate_const.hpp
+++ b/boost/numeric/odeint/integrate/integrate_const.hpp
@@ -8,7 +8,7 @@
[end_description]
Copyright 2011-2013 Karsten Ahnert
- Copyright 2011-2012 Mario Mulansky
+ Copyright 2011-2015 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
@@ -23,6 +23,7 @@
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/integrate/null_observer.hpp>
+#include <boost/numeric/odeint/integrate/check_adapter.hpp>
#include <boost/numeric/odeint/integrate/detail/integrate_const.hpp>
#include <boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp>
@@ -31,91 +32,120 @@ namespace numeric {
namespace odeint {
-
-
-
/*
* Integrates with constant time step dt.
*/
-template< class Stepper , class System , class State , class Time , class Observer >
+template<class Stepper, class System, class State, class Time, class Observer, class StepOverflowChecker>
size_t integrate_const(
- Stepper stepper , System system , State &start_state ,
- Time start_time , Time end_time , Time dt ,
- Observer observer
-)
-{
- typedef typename odeint::unwrap_reference< Stepper >::type::stepper_category stepper_category;
+ Stepper stepper, System system, State &start_state,
+ Time start_time, Time end_time, Time dt,
+ Observer observer, StepOverflowChecker checker
+) {
+ typedef typename odeint::unwrap_reference<Stepper>::type::stepper_category stepper_category;
// we want to get as fast as possible to the end
- if( boost::is_same< null_observer , Observer >::value )
- {
+ // no overflow checks needed
+ if (boost::is_same<null_observer, Observer>::value) {
return detail::integrate_adaptive(
- stepper , system , start_state ,
- start_time , end_time , dt ,
- observer , stepper_category() );
+ stepper, system, start_state,
+ start_time, end_time, dt,
+ observer, stepper_category());
+ }
+ else {
+ // unwrap references
+ typedef typename odeint::unwrap_reference< Stepper >::type stepper_type;
+ typedef typename odeint::unwrap_reference< Observer >::type observer_type;
+ typedef typename odeint::unwrap_reference< StepOverflowChecker >::type checker_type;
+
+ return detail::integrate_const(checked_stepper<stepper_type, checker_type>(stepper, checker),
+ system, start_state,
+ start_time, end_time, dt,
+ checked_observer<observer_type, checker_type>(observer, checker),
+ stepper_category());
}
- else
- {
- return detail::integrate_const( stepper , system , start_state ,
- start_time , end_time , dt ,
- observer , stepper_category() );
- }
}
/**
- * \brief Second version to solve the forwarding problem,
- * can be called with Boost.Range as start_state.
- */
-template< class Stepper , class System , class State , class Time , class Observer >
+* \brief Second version to solve the forwarding problem,
+* can be called with Boost.Range as start_state.
+*/
+template<class Stepper, class System, class State, class Time, class Observer, class StepOverflowChecker >
size_t integrate_const(
- Stepper stepper , System system , const State &start_state ,
- Time start_time , Time end_time , Time dt ,
- Observer observer
-)
-{
- typedef typename odeint::unwrap_reference< Stepper >::type::stepper_category stepper_category;
+ Stepper stepper, System system, const State &start_state,
+ Time start_time, Time end_time, Time dt,
+ Observer observer, StepOverflowChecker checker
+) {
+ typedef typename odeint::unwrap_reference<Stepper>::type::stepper_category stepper_category;
// we want to get as fast as possible to the end
- if( boost::is_same< null_observer , Observer >::value )
- {
+
+ if (boost::is_same<null_observer, Observer>::value) {
return detail::integrate_adaptive(
- stepper , system , start_state ,
- start_time , end_time , dt ,
- observer , stepper_category() );
+ stepper, system, start_state,
+ start_time, end_time, dt,
+ observer, stepper_category());
}
- else
- {
- return detail::integrate_const( stepper , system , start_state ,
- start_time , end_time , dt ,
- observer , stepper_category() );
+ else {
+ typedef typename odeint::unwrap_reference< Stepper >::type stepper_type;
+ typedef typename odeint::unwrap_reference< Observer >::type observer_type;
+ typedef typename odeint::unwrap_reference< StepOverflowChecker >::type checker_type;
+
+ return detail::integrate_const(checked_stepper<stepper_type, checker_type>(stepper, checker),
+ system, start_state,
+ start_time, end_time, dt,
+ checked_observer<observer_type, checker_type>(observer, checker),
+ stepper_category());
}
}
+/**
+* \brief integrate_const without step overflow checker
+*/
+template<class Stepper, class System, class State, class Time, class Observer>
+size_t integrate_const(
+ Stepper stepper, System system, State &start_state,
+ Time start_time, Time end_time, Time dt, Observer observer)
+{
+ typedef typename odeint::unwrap_reference<Stepper>::type::stepper_category stepper_category;
+ return detail::integrate_const(stepper, system, start_state,
+ start_time, end_time, dt, observer, stepper_category());
+}
+/**
+* \brief Second version to solve the forwarding problem,
+* can be called with Boost.Range as start_state.
+*/
+template<class Stepper, class System, class State, class Time, class Observer>
+size_t integrate_const(
+ Stepper stepper, System system, const State &start_state,
+ Time start_time, Time end_time, Time dt, Observer observer
+) {
+ typedef typename odeint::unwrap_reference<Stepper>::type::stepper_category stepper_category;
+ return detail::integrate_const(stepper, system, start_state,
+ start_time, end_time, dt, observer, stepper_category());
+}
/**
- * \brief integrate_const without observer calls
- */
-template< class Stepper , class System , class State , class Time >
+* \brief integrate_const without observer calls
+*/
+template<class Stepper, class System, class State, class Time>
size_t integrate_const(
- Stepper stepper , System system , State &start_state ,
- Time start_time , Time end_time , Time dt
-)
-{
- return integrate_const( stepper , system , start_state , start_time , end_time , dt , null_observer() );
+ Stepper stepper, System system, State &start_state,
+ Time start_time, Time end_time, Time dt
+) {
+ return integrate_const(stepper, system, start_state, start_time, end_time, dt, null_observer());
}
/**
- * \brief Second version to solve the forwarding problem,
- * can be called with Boost.Range as start_state.
- */
-template< class Stepper , class System , class State , class Time >
+* \brief Second version to solve the forwarding problem,
+* can be called with Boost.Range as start_state.
+*/
+template<class Stepper, class System, class State, class Time>
size_t integrate_const(
- Stepper stepper , System system , const State &start_state ,
- Time start_time , Time end_time , Time dt
-)
-{
- return integrate_const( stepper , system , start_state , start_time , end_time , dt , null_observer() );
+ Stepper stepper, System system, const State &start_state,
+ Time start_time, Time end_time, Time dt
+) {
+ return integrate_const(stepper, system, start_state, start_time, end_time, dt, null_observer());
}
@@ -124,30 +154,37 @@ size_t integrate_const(
/********* DOXYGEN *********/
- /**
- * \fn integrate_const( Stepper stepper , System system , State &start_state , Time start_time , Time end_time , Time dt , Observer observer )
- * \brief Integrates the ODE with constant step size.
- *
- * Integrates the ODE defined by system using the given stepper.
- * This method ensures that the observer is called at constant intervals dt.
- * If the Stepper is a normal stepper without step size control, dt is also
- * used for the numerical scheme. If a ControlledStepper is provided, the
- * algorithm might reduce the step size to meet the error bounds, but it is
- * ensured that the observer is always called at equidistant time points
- * t0 + n*dt. If a DenseOutputStepper is used, the step size also may vary
- * and the dense output is used to call the observer at equidistant time
- * points.
- *
- * \param stepper The stepper to be used for numerical integration.
- * \param system Function/Functor defining the rhs of the ODE.
- * \param start_state The initial condition x0.
- * \param start_time The initial time t0.
- * \param end_time The final integration time tend.
- * \param dt The time step between observer calls, _not_ necessarily the
- * time step of the integration.
- * \param observer Function/Functor called at equidistant time intervals.
- * \return The number of steps performed.
- */
+/**
+ * \fn integrate_const( Stepper stepper , System system , State &start_state , Time start_time ,
+ * Time end_time , Time dt , Observer observer , StepOverflowChecker checker )
+ * \brief Integrates the ODE with constant step size.
+ *
+ * Integrates the ODE defined by system using the given stepper.
+ * This method ensures that the observer is called at constant intervals dt.
+ * If the Stepper is a normal stepper without step size control, dt is also
+ * used for the numerical scheme. If a ControlledStepper is provided, the
+ * algorithm might reduce the step size to meet the error bounds, but it is
+ * ensured that the observer is always called at equidistant time points
+ * t0 + n*dt. If a DenseOutputStepper is used, the step size also may vary
+ * and the dense output is used to call the observer at equidistant time
+ * points.
+ * If a max_step_checker is provided as StepOverflowChecker, a
+ * no_progress_error is thrown if too many steps (default: 500) are performed
+ * without progress, i.e. in between observer calls. If no checker is provided,
+ * no such overflow check is performed.
+ *
+ * \param stepper The stepper to be used for numerical integration.
+ * \param system Function/Functor defining the rhs of the ODE.
+ * \param start_state The initial condition x0.
+ * \param start_time The initial time t0.
+ * \param end_time The final integration time tend.
+ * \param dt The time step between observer calls, _not_ necessarily the
+ * time step of the integration.
+ * \param observer [optional] Function/Functor called at equidistant time intervals.
+ * \param checker [optional] Functor to check for step count overflows, if no
+ * checker is provided, no exception is thrown.
+ * \return The number of steps performed.
+ */
} // namespace odeint
} // namespace numeric
diff --git a/boost/numeric/odeint/integrate/integrate_n_steps.hpp b/boost/numeric/odeint/integrate/integrate_n_steps.hpp
index f85c453bd2..7f3a49bddc 100644
--- a/boost/numeric/odeint/integrate/integrate_n_steps.hpp
+++ b/boost/numeric/odeint/integrate/integrate_n_steps.hpp
@@ -7,7 +7,7 @@
[end_description]
Copyright 2011-2013 Karsten Ahnert
- Copyright 2011-2012 Mario Mulansky
+ Copyright 2011-2015 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
@@ -34,35 +34,80 @@ namespace odeint {
*
* the two overloads are needed in order to solve the forwarding problem
*/
-template< class Stepper , class System , class State , class Time , class Observer>
+template< class Stepper , class System , class State , class Time , class Observer , class StepOverflowChecker >
Time integrate_n_steps(
Stepper stepper , System system , State &start_state ,
Time start_time , Time dt , size_t num_of_steps ,
- Observer observer )
+ Observer observer , StepOverflowChecker checker )
{
- typedef typename odeint::unwrap_reference< Stepper >::type::stepper_category stepper_category;
+ // unwrap references
+ typedef typename odeint::unwrap_reference< Stepper >::type stepper_type;
+ typedef typename odeint::unwrap_reference< Observer >::type observer_type;
+ typedef typename odeint::unwrap_reference< StepOverflowChecker >::type checker_type;
+ typedef typename stepper_type::stepper_category stepper_category;
+
return detail::integrate_n_steps(
- stepper , system , start_state ,
+ checked_stepper<stepper_type, checker_type>(stepper, checker),
+ system , start_state ,
start_time , dt , num_of_steps ,
- observer , stepper_category() );
+ checked_observer<observer_type, checker_type>(observer, checker),
+ stepper_category() );
}
/**
* \brief Solves the forwarding problem, can be called with Boost.Range as start_state.
*/
-template< class Stepper , class System , class State , class Time , class Observer >
+template< class Stepper , class System , class State , class Time , class Observer , class StepOverflowChecker >
Time integrate_n_steps(
Stepper stepper , System system , const State &start_state ,
Time start_time , Time dt , size_t num_of_steps ,
- Observer observer )
+ Observer observer , StepOverflowChecker checker )
+{
+ typedef typename odeint::unwrap_reference< Stepper >::type stepper_type;
+ typedef typename odeint::unwrap_reference< Observer >::type observer_type;
+ typedef typename odeint::unwrap_reference< StepOverflowChecker >::type checker_type;
+ typedef typename stepper_type::stepper_category stepper_category;
+
+ return detail::integrate_n_steps(
+ checked_stepper<stepper_type, checker_type>(stepper, checker),
+ system , start_state ,
+ start_time , dt , num_of_steps ,
+ checked_observer<observer_type, checker_type>(observer, checker),
+ stepper_category() );
+}
+
+
+/**
+* \brief The same function as above, but without checker.
+*/
+template< class Stepper , class System , class State , class Time , class Observer >
+Time integrate_n_steps(
+ Stepper stepper , System system , State &start_state ,
+ Time start_time , Time dt , size_t num_of_steps , Observer observer )
{
- typedef typename odeint::unwrap_reference< Stepper >::type::stepper_category stepper_category;
+ typedef typename odeint::unwrap_reference<Stepper>::type::stepper_category stepper_category;
+
return detail::integrate_n_steps(
- stepper , system , start_state ,
- start_time , dt , num_of_steps ,
- observer , stepper_category() );
+ stepper , system , start_state ,
+ start_time , dt , num_of_steps ,
+ observer , stepper_category() );
}
+/**
+* \brief Solves the forwarding problem, can be called with Boost.Range as start_state.
+*/
+template< class Stepper , class System , class State , class Time , class Observer >
+Time integrate_n_steps(
+ Stepper stepper , System system , const State &start_state ,
+ Time start_time , Time dt , size_t num_of_steps , Observer observer )
+{
+ typedef typename odeint::unwrap_reference<Stepper>::type::stepper_category stepper_category;
+
+ return detail::integrate_n_steps(
+ stepper , system , start_state ,
+ start_time , dt , num_of_steps ,
+ observer , stepper_category() );
+}
/**
* \brief The same function as above, but without observer calls.
@@ -72,7 +117,8 @@ Time integrate_n_steps(
Stepper stepper , System system , State &start_state ,
Time start_time , Time dt , size_t num_of_steps )
{
- return integrate_n_steps( stepper , system , start_state , start_time , dt , num_of_steps , null_observer() );
+ return integrate_n_steps(stepper, system, start_state, start_time,
+ dt, num_of_steps, null_observer());
}
/**
@@ -83,7 +129,8 @@ Time integrate_n_steps(
Stepper stepper , System system , const State &start_state ,
Time start_time , Time dt , size_t num_of_steps )
{
- return integrate_n_steps( stepper , system , start_state , start_time , dt , num_of_steps , null_observer() );
+ return integrate_n_steps(stepper, system, start_state, start_time,
+ dt, num_of_steps, null_observer());
}
@@ -102,6 +149,11 @@ Time integrate_n_steps(
* t0 + n*dt. If a DenseOutputStepper is used, the step size also may vary
* and the dense output is used to call the observer at equidistant time
* points. The final integration time is always t0 + num_of_steps*dt.
+ * If a max_step_checker is provided as StepOverflowChecker, a
+ * no_progress_errror is thrown if too many steps (default: 500) are
+ * performed without progress, i.e. in between observer calls. If no
+ * checker is provided, no such overflow check is performed.
+
*
* \param stepper The stepper to be used for numerical integration.
* \param system Function/Functor defining the rhs of the ODE.
@@ -111,6 +163,8 @@ Time integrate_n_steps(
* time step of the integration.
* \param num_of_steps Number of steps to be performed
* \param observer Function/Functor called at equidistant time intervals.
+ * \param checker [optional] Functor to check for step count overflows, if no
+ * checker is provided, no exception is thrown.
* \return The number of steps performed.
*/
diff --git a/boost/numeric/odeint/integrate/integrate_times.hpp b/boost/numeric/odeint/integrate/integrate_times.hpp
index c0ecda6c6d..79fba4f1b3 100644
--- a/boost/numeric/odeint/integrate/integrate_times.hpp
+++ b/boost/numeric/odeint/integrate/integrate_times.hpp
@@ -7,7 +7,7 @@
[end_description]
Copyright 2011-2013 Karsten Ahnert
- Copyright 2011-2012 Mario Mulansky
+ Copyright 2011-2015 Mario Mulansky
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt or
@@ -24,6 +24,7 @@
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/integrate/null_observer.hpp>
+#include <boost/numeric/odeint/integrate/check_adapter.hpp>
#include <boost/numeric/odeint/integrate/detail/integrate_times.hpp>
namespace boost {
@@ -32,8 +33,91 @@ namespace odeint {
/*
+ * \brief Integrates while calling the observer at the time points given by sequence [times_start, time_end)
* the two overloads are needed in order to solve the forwarding problem
*/
+template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer , class StepOverflowChecker >
+size_t integrate_times(
+ Stepper stepper , System system , State &start_state ,
+ TimeIterator times_start , TimeIterator times_end , Time dt ,
+ Observer observer , StepOverflowChecker checker )
+{
+ // unwrap references
+ typedef typename odeint::unwrap_reference< Stepper >::type stepper_type;
+ typedef typename odeint::unwrap_reference< Observer >::type observer_type;
+ typedef typename odeint::unwrap_reference< StepOverflowChecker >::type checker_type;
+ typedef typename stepper_type::stepper_category stepper_category;
+
+ // pass on checked stepper and observer
+ // checked_stepper/observer use references internally, so passing by value is fine
+ return detail::integrate_times(
+ checked_stepper<stepper_type, checker_type>(stepper, checker) ,
+ system , start_state ,
+ times_start , times_end , dt ,
+ checked_observer<observer_type, checker_type>(observer, checker),
+ stepper_category() );
+}
+
+/**
+ * \brief Solves the forwarding problem, can be called with Boost.Range as start_state.
+ */
+template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer , class StepOverflowChecker >
+size_t integrate_times(
+ Stepper stepper , System system , const State &start_state ,
+ TimeIterator times_start , TimeIterator times_end , Time dt ,
+ Observer observer , StepOverflowChecker checker )
+{
+ typedef typename odeint::unwrap_reference< Stepper >::type stepper_type;
+ typedef typename odeint::unwrap_reference< Observer >::type observer_type;
+ typedef typename odeint::unwrap_reference< StepOverflowChecker >::type checker_type;
+ typedef typename stepper_type::stepper_category stepper_category;
+
+ stepper_type &st = stepper;
+ observer_type &obs = observer;
+ checker_type &chk = checker;
+
+ return detail::integrate_times(
+ checked_stepper<stepper_type, checker_type>(stepper, checker) ,
+ system , start_state ,
+ times_start , times_end , dt ,
+ checked_observer<observer_type, checker_type>(observer, checker),
+ stepper_category() );
+}
+
+/**
+ * \brief The same function as above, but with the observation times given as range.
+ */
+template< class Stepper , class System , class State , class TimeRange , class Time , class Observer , class StepOverflowChecker >
+size_t integrate_times(
+ Stepper stepper , System system , State &start_state ,
+ const TimeRange &times , Time dt ,
+ Observer observer , StepOverflowChecker checker )
+{
+ return integrate_times(
+ stepper , system , start_state ,
+ boost::begin( times ) , boost::end( times ) , dt , observer , checker );
+}
+
+/**
+ * \brief Solves the forwarding problem, can be called with Boost.Range as start_state.
+ */
+template< class Stepper , class System , class State , class TimeRange , class Time , class Observer , class StepOverflowChecker >
+size_t integrate_times(
+ Stepper stepper , System system , const State &start_state ,
+ const TimeRange &times , Time dt ,
+ Observer observer , StepOverflowChecker checker )
+{
+ return integrate_times(
+ stepper , system , start_state ,
+ boost::begin( times ) , boost::end( times ) , dt , observer , checker );
+}
+
+
+
+
+/*
+* The same functions as above, but without a StepOverflowChecker
+*/
template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer >
size_t integrate_times(
Stepper stepper , System system , State &start_state ,
@@ -41,6 +125,7 @@ size_t integrate_times(
Observer observer )
{
typedef typename odeint::unwrap_reference< Stepper >::type::stepper_category stepper_category;
+ // simply don't use checked_* adapters
return detail::integrate_times(
stepper , system , start_state ,
times_start , times_end , dt ,
@@ -48,8 +133,8 @@ size_t integrate_times(
}
/**
- * \brief Solves the forwarding problem, can be called with Boost.Range as start_state.
- */
+* \brief Solves the forwarding problem, can be called with Boost.Range as start_state.
+*/
template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer >
size_t integrate_times(
Stepper stepper , System system , const State &start_state ,
@@ -64,8 +149,8 @@ size_t integrate_times(
}
/**
- * \brief The same function as above, but without observer calls.
- */
+* \brief The same function as above, but with the observation times given as range.
+*/
template< class Stepper , class System , class State , class TimeRange , class Time , class Observer >
size_t integrate_times(
Stepper stepper , System system , State &start_state ,
@@ -78,8 +163,8 @@ size_t integrate_times(
}
/**
- * \brief Solves the forwarding problem, can be called with Boost.Range as start_state.
- */
+* \brief Solves the forwarding problem, can be called with Boost.Range as start_state.
+*/
template< class Stepper , class System , class State , class TimeRange , class Time , class Observer >
size_t integrate_times(
Stepper stepper , System system , const State &start_state ,
@@ -88,12 +173,10 @@ size_t integrate_times(
{
return integrate_times(
stepper , system , start_state ,
- boost::begin( times ) , boost::end( times ) , dt , observer );
+ boost::begin( times ) , boost::end( times ) , dt , observer);
}
-
-
/********* DOXYGEN ***********/
/**
@@ -110,6 +193,10 @@ size_t integrate_times(
* If a DenseOutputStepper is provided, the dense output functionality is
* used to call the observer at the given times. The end time of the
* integration is always *(end_time-1).
+ * If a max_step_checker is provided as StepOverflowChecker, a
+ * no_progress_error is thrown if too many steps (default: 500) are
+ * performed without progress, i.e. in between observer calls. If no
+ * checker is provided, no such overflow check is performed.
*
* \param stepper The stepper to be used for numerical integration.
* \param system Function/Functor defining the rhs of the ODE.
@@ -119,6 +206,8 @@ size_t integrate_times(
* \param dt The time step between observer calls, _not_ necessarily the
* time step of the integration.
* \param observer Function/Functor called at equidistant time intervals.
+ * \param checker [optional] Functor to check for step count overflows, if no
+ * checker is provided, no exception is thrown.
* \return The number of steps performed.
*/
diff --git a/boost/numeric/odeint/integrate/max_step_checker.hpp b/boost/numeric/odeint/integrate/max_step_checker.hpp
new file mode 100644
index 0000000000..6808a57bdb
--- /dev/null
+++ b/boost/numeric/odeint/integrate/max_step_checker.hpp
@@ -0,0 +1,114 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/integrate/max_step_checker.hpp
+
+ [begin_description]
+ Throws exception if too many steps are performed.
+ [end_description]
+
+ Copyright 2015 Mario Mulansky
+
+ 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_INTEGRATE_MAX_STEP_CHECKER_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_INTEGRATE_MAX_STEP_CHECKER_HPP_INCLUDED
+
+#include <stdexcept>
+#include <cstdio>
+
+#include <boost/throw_exception.hpp>
+#include <boost/numeric/odeint/util/odeint_error.hpp>
+
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+
+/**
+ * \brief A class for performing overflow checks on the step count in integrate functions.
+ *
+ * Provide an instance of this class to integrate functions if you want to throw a runtime error if
+ * too many steps are performed without progress during the integrate routine.
+ */
+class max_step_checker
+{
+public:
+
+protected:
+ const int m_max_steps;
+ int m_steps;
+
+public:
+ /**
+ * \brief Construct the max_step_checker.
+ * max_steps is the maximal number of iterations allowed before runtime_error is thrown.
+ */
+ max_step_checker(const int max_steps = 500)
+ : m_max_steps(max_steps)
+ {
+ reset();
+ }
+
+ /**
+ * \brief Resets the max_step_checker by setting the internal counter to 0.
+ */
+ void reset()
+ {
+ m_steps = 0;
+ }
+
+ /**
+ * \brief Increases the counter and performs the iteration check
+ */
+ void operator()(void)
+ {
+ if( m_steps++ >= m_max_steps )
+ {
+ char error_msg[200];
+ sprintf(error_msg, "Max number of iterations exceeded (%d).", m_max_steps);
+ BOOST_THROW_EXCEPTION( no_progress_error(error_msg) );
+ }
+ }
+};
+
+
+/**
+ * \brief A class for performing overflow checks on the failed step count in step size adjustments.
+ *
+ * Used internally within the dense output stepper and integrate routines.
+ */
+class failed_step_checker : public max_step_checker
+{
+
+public:
+ /**
+ * \brief Construct the failed_step_checker.
+ * max_steps is the maximal number of iterations allowed before runtime_error is thrown.
+ */
+ failed_step_checker(const int max_steps = 500)
+ : max_step_checker(max_steps)
+ {}
+
+ /**
+ * \brief Increases the counter and performs the iteration check
+ */
+ void operator()(void)
+ {
+ if( m_steps++ >= m_max_steps )
+ {
+ char error_msg[200];
+ sprintf(error_msg, "Max number of iterations exceeded (%d). A new step size was not found.", m_max_steps);
+ BOOST_THROW_EXCEPTION( step_adjustment_error(error_msg) );
+ }
+ }
+};
+
+} // namespace odeint
+} // namespace numeric
+} // namespace boost
+
+#endif \ No newline at end of file
diff --git a/boost/numeric/odeint/stepper/bulirsch_stoer.hpp b/boost/numeric/odeint/stepper/bulirsch_stoer.hpp
index e71008a993..4b908333ba 100644
--- a/boost/numeric/odeint/stepper/bulirsch_stoer.hpp
+++ b/boost/numeric/odeint/stepper/bulirsch_stoer.hpp
@@ -90,9 +90,11 @@ public:
bulirsch_stoer(
value_type eps_abs = 1E-6 , value_type eps_rel = 1E-6 ,
- value_type factor_x = 1.0 , value_type factor_dxdt = 1.0 )
+ value_type factor_x = 1.0 , value_type factor_dxdt = 1.0 ,
+ time_type max_dt = static_cast<time_type>(0))
: m_error_checker( eps_abs , eps_rel , factor_x, factor_dxdt ) , m_midpoint() ,
m_last_step_rejected( false ) , m_first( true ) ,
+ m_max_dt(max_dt) ,
m_interval_sequence( m_k_max+1 ) ,
m_coeff( m_k_max+1 ) ,
m_cost( m_k_max+1 ) ,
@@ -189,6 +191,14 @@ public:
template< class System , class StateIn , class DerivIn , class StateOut >
controlled_step_result try_step( System system , const StateIn &in , const DerivIn &dxdt , time_type &t , StateOut &out , 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();
@@ -311,6 +321,11 @@ public:
if( !m_last_step_rejected || boost::numeric::odeint::detail::less_with_sign(new_h, dt, dt) )
{
+ // limit step size
+ if( m_max_dt != static_cast<time_type>(0) )
+ {
+ new_h = detail::min_abs(m_max_dt, new_h);
+ }
m_dt_last = new_h;
dt = new_h;
}
@@ -474,6 +489,7 @@ private:
time_type m_dt_last;
time_type m_t_last;
+ time_type m_max_dt;
size_t m_current_k_opt;
@@ -493,7 +509,7 @@ private:
state_table_type m_table; // sequence of states for extrapolation
- const value_type STEPFAC1 , STEPFAC2 , STEPFAC3 , STEPFAC4 , KFAC1 , KFAC2;
+ value_type STEPFAC1 , STEPFAC2 , STEPFAC3 , STEPFAC4 , KFAC1 , KFAC2;
};
diff --git a/boost/numeric/odeint/stepper/bulirsch_stoer_dense_out.hpp b/boost/numeric/odeint/stepper/bulirsch_stoer_dense_out.hpp
index 3018524ec9..d876ca3d36 100644
--- a/boost/numeric/odeint/stepper/bulirsch_stoer_dense_out.hpp
+++ b/boost/numeric/odeint/stepper/bulirsch_stoer_dense_out.hpp
@@ -6,7 +6,7 @@
Implementaiton of the Burlish-Stoer method with dense output
[end_description]
- Copyright 2011-2013 Mario Mulansky
+ Copyright 2011-2015 Mario Mulansky
Copyright 2011-2013 Karsten Ahnert
Copyright 2012 Christoph Koke
@@ -43,6 +43,8 @@
#include <boost/numeric/odeint/util/resizer.hpp>
#include <boost/numeric/odeint/util/unit_helper.hpp>
+#include <boost/numeric/odeint/integrate/max_step_checker.hpp>
+
#include <boost/type_traits.hpp>
@@ -97,8 +99,10 @@ public:
bulirsch_stoer_dense_out(
value_type eps_abs = 1E-6 , value_type eps_rel = 1E-6 ,
value_type factor_x = 1.0 , value_type factor_dxdt = 1.0 ,
+ time_type max_dt = static_cast<time_type>(0) ,
bool control_interpolation = false )
- : m_error_checker( eps_abs , eps_rel , factor_x, factor_dxdt ) ,
+ : m_error_checker( eps_abs , eps_rel , factor_x, factor_dxdt ) ,
+ m_max_dt(max_dt) ,
m_control_interpolation( control_interpolation) ,
m_last_step_rejected( false ) , m_first( true ) ,
m_current_state_x1( true ) ,
@@ -149,6 +153,14 @@ public:
template< class System , class StateIn , class DerivIn , class StateOut , class DerivOut >
controlled_step_result try_step( System system , const StateIn &in , const DerivIn &dxdt , time_type &t , StateOut &out , DerivOut &dxdt_new , 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;
@@ -275,7 +287,14 @@ public:
}
//set next stepsize
if( !m_last_step_rejected || (new_h < dt) )
+ {
+ // limit step size
+ if( m_max_dt != static_cast<time_type>(0) )
+ {
+ new_h = detail::min_abs(m_max_dt, new_h);
+ }
dt = new_h;
+ }
m_last_step_rejected = reject;
if( reject )
@@ -301,23 +320,20 @@ public:
template< class System >
std::pair< time_type , time_type > do_step( System system )
{
- const size_t max_count = 1000;
-
if( m_first )
{
typename odeint::unwrap_reference< System >::type &sys = system;
sys( get_current_state() , get_current_deriv() , m_t );
}
+ failed_step_checker fail_checker; // to throw a runtime_error if step size adjustment fails
controlled_step_result res = fail;
m_t_last = m_t;
- size_t count = 0;
while( res == fail )
{
res = try_step( system , get_current_state() , get_current_deriv() , m_t , get_old_state() , get_old_deriv() , m_dt );
m_first = false;
- if( count++ == max_count )
- throw std::overflow_error( "bulirsch_stoer : too much iterations!");
+ fail_checker(); // check for overflow of failed steps
}
toggle_current_state();
return std::make_pair( m_t_last , m_t );
@@ -412,15 +428,15 @@ private:
BOOST_USING_STD_MAX();
using std::pow;
- value_type expo=1.0/(m_interval_sequence[k-1]);
+ value_type expo = static_cast<value_type>(1)/(m_interval_sequence[k-1]);
value_type facmin = pow BOOST_PREVENT_MACRO_SUBSTITUTION( STEPFAC3 , expo );
value_type fac;
if (error == 0.0)
- fac=1.0/facmin;
+ fac = static_cast<value_type>(1)/facmin;
else
{
fac = STEPFAC2 / pow BOOST_PREVENT_MACRO_SUBSTITUTION( error / STEPFAC1 , expo );
- fac = max BOOST_PREVENT_MACRO_SUBSTITUTION( facmin/STEPFAC4 , min BOOST_PREVENT_MACRO_SUBSTITUTION( 1.0/facmin , fac ) );
+ 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 ) );
}
return h*fac;
}
@@ -646,6 +662,8 @@ private:
default_error_checker< value_type, algebra_type , operations_type > m_error_checker;
modified_midpoint_dense_out< state_type , value_type , deriv_type , time_type , algebra_type , operations_type , resizer_type > m_midpoint;
+ time_type m_max_dt;
+
bool m_control_interpolation;
bool m_last_step_rejected;
@@ -684,7 +702,7 @@ private:
//wrapped_state_type m_a1 , m_a2 , m_a3 , m_a4;
- const value_type STEPFAC1 , STEPFAC2 , STEPFAC3 , STEPFAC4 , KFAC1 , KFAC2;
+ value_type STEPFAC1 , STEPFAC2 , STEPFAC3 , STEPFAC4 , KFAC1 , KFAC2;
};
diff --git a/boost/numeric/odeint/stepper/controlled_runge_kutta.hpp b/boost/numeric/odeint/stepper/controlled_runge_kutta.hpp
index 509192482c..8ae627fe1c 100644
--- a/boost/numeric/odeint/stepper/controlled_runge_kutta.hpp
+++ b/boost/numeric/odeint/stepper/controlled_runge_kutta.hpp
@@ -6,7 +6,7 @@
[end_description]
Copyright 2010-2013 Karsten Ahnert
- Copyright 2010-2013 Mario Mulansky
+ Copyright 2010-2015 Mario Mulansky
Copyright 2012 Christoph Koke
Distributed under the Boost Software License, Version 1.0.
@@ -33,6 +33,7 @@
#include <boost/numeric/odeint/util/state_wrapper.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
#include <boost/numeric/odeint/util/resizer.hpp>
+#include <boost/numeric/odeint/util/detail/less_with_sign.hpp>
#include <boost/numeric/odeint/algebra/range_algebra.hpp>
#include <boost/numeric/odeint/algebra/default_operations.hpp>
@@ -64,23 +65,24 @@ public:
value_type eps_abs = static_cast< value_type >( 1.0e-6 ) ,
value_type eps_rel = static_cast< value_type >( 1.0e-6 ) ,
value_type a_x = static_cast< value_type >( 1 ) ,
- value_type a_dxdt = static_cast< value_type >( 1 ) )
- : m_eps_abs( eps_abs ) , m_eps_rel( eps_rel ) , m_a_x( a_x ) , m_a_dxdt( a_dxdt )
+ value_type a_dxdt = static_cast< value_type >( 1 ))
+ : m_eps_abs( eps_abs ) , m_eps_rel( eps_rel ) , m_a_x( a_x ) , m_a_dxdt( a_dxdt )
{ }
- template< class State , class Deriv , class Err , class Time >
+ template< class State , class Deriv , class Err, class Time >
value_type error( const State &x_old , const Deriv &dxdt_old , Err &x_err , Time dt ) const
{
return error( algebra_type() , x_old , dxdt_old , x_err , dt );
}
- template< class State , class Deriv , class Err , class Time >
+ template< class State , class Deriv , class Err, class Time >
value_type error( algebra_type &algebra , const State &x_old , const Deriv &dxdt_old , Err &x_err , Time dt ) const
{
+ using std::abs;
// this overwrites x_err !
algebra.for_each3( x_err , x_old , dxdt_old ,
- typename operations_type::template rel_error< value_type >( m_eps_abs , m_eps_rel , m_a_x , m_a_dxdt * get_unit_value( dt ) ) );
+ typename operations_type::template rel_error< value_type >( m_eps_abs , m_eps_rel , m_a_x , m_a_dxdt * abs(get_unit_value( dt )) ) );
// value_type res = algebra.reduce( x_err ,
// typename operations_type::template maximum< value_type >() , static_cast< value_type >( 0 ) );
@@ -97,9 +99,73 @@ private:
};
+template< typename Value, typename Time >
+class default_step_adjuster
+{
+public:
+ typedef Time time_type;
+ typedef Value value_type;
+
+ default_step_adjuster(const time_type max_dt=static_cast<time_type>(0))
+ : m_max_dt(max_dt)
+ {}
+ time_type decrease_step(time_type dt, const value_type error, const int error_order) const
+ {
+ // returns the decreased time step
+ BOOST_USING_STD_MIN();
+ BOOST_USING_STD_MAX();
+ using std::pow;
+ dt *= max
+ BOOST_PREVENT_MACRO_SUBSTITUTION(
+ static_cast<value_type>( static_cast<value_type>(9) / static_cast<value_type>(10) *
+ pow(error, static_cast<value_type>(-1) / (error_order - 1))),
+ static_cast<value_type>( static_cast<value_type>(1) / static_cast<value_type> (5)));
+ if(m_max_dt != static_cast<time_type >(0))
+ // limit to maximal stepsize even when decreasing
+ dt = detail::min_abs(dt, m_max_dt);
+ return dt;
+ }
+
+ time_type increase_step(time_type dt, value_type error, const int stepper_order) const
+ {
+ // returns the increased time step
+ BOOST_USING_STD_MIN();
+ BOOST_USING_STD_MAX();
+ using std::pow;
+
+ // adjust the size if dt is smaller than max_dt (providede max_dt is not zero)
+ if(error < 0.5)
+ {
+ // error should be > 0
+ error = max BOOST_PREVENT_MACRO_SUBSTITUTION (
+ static_cast<value_type>( pow( static_cast<value_type>(5.0) , -static_cast<value_type>(stepper_order) ) ) ,
+ error);
+ time_type dt_old = dt;
+ //error too small - increase dt and keep the evolution and limit scaling factor to 5.0
+ dt *= static_cast<value_type>(9)/static_cast<value_type>(10) *
+ pow(error, static_cast<value_type>(-1) / stepper_order);
+ if(m_max_dt != static_cast<time_type >(0))
+ // limit to maximal stepsize
+ dt = detail::min_abs(dt, m_max_dt);
+ }
+ return dt;
+ }
+
+ bool check_step_size_limit(const time_type dt)
+ {
+ if(m_max_dt != static_cast<time_type >(0))
+ return detail::less_eq_with_sign(dt, m_max_dt, dt);
+ return true;
+ }
+
+ time_type get_max_dt() { return m_max_dt; }
+
+private:
+ time_type m_max_dt;
+};
@@ -109,8 +175,10 @@ private:
template<
class ErrorStepper ,
class ErrorChecker = default_error_checker< typename ErrorStepper::value_type ,
-typename ErrorStepper::algebra_type ,
-typename ErrorStepper::operations_type > ,
+ typename ErrorStepper::algebra_type ,
+ typename ErrorStepper::operations_type > ,
+class StepAdjuster = default_step_adjuster< typename ErrorStepper::value_type ,
+ typename ErrorStepper::time_type > ,
class Resizer = typename ErrorStepper::resizer_type ,
class ErrorStepperCategory = typename ErrorStepper::stepper_category
>
@@ -139,11 +207,13 @@ class controlled_runge_kutta ;
* \tparam Resizer The resizer policy type.
*/
template<
-class ErrorStepper ,
-class ErrorChecker ,
+class ErrorStepper,
+class ErrorChecker,
+class StepAdjuster,
class Resizer
>
-class controlled_runge_kutta< ErrorStepper , ErrorChecker , Resizer , explicit_error_stepper_tag >
+class controlled_runge_kutta< ErrorStepper , ErrorChecker , StepAdjuster, Resizer ,
+ explicit_error_stepper_tag >
{
public:
@@ -157,13 +227,15 @@ public:
typedef typename stepper_type::operations_type operations_type;
typedef Resizer resizer_type;
typedef ErrorChecker error_checker_type;
+ typedef StepAdjuster step_adjuster_type;
typedef explicit_controlled_stepper_tag stepper_category;
#ifndef DOXYGEN_SKIP
typedef typename stepper_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_type::wrapped_deriv_type wrapped_deriv_type;
- typedef controlled_runge_kutta< ErrorStepper , ErrorChecker , Resizer , explicit_error_stepper_tag > controlled_stepper_type;
+ typedef controlled_runge_kutta< ErrorStepper , ErrorChecker , StepAdjuster ,
+ Resizer , explicit_error_stepper_tag > controlled_stepper_type;
#endif //DOXYGEN_SKIP
@@ -174,9 +246,10 @@ public:
*/
controlled_runge_kutta(
const error_checker_type &error_checker = error_checker_type( ) ,
+ const step_adjuster_type &step_adjuster = step_adjuster_type() ,
const stepper_type &stepper = stepper_type( )
)
- : m_stepper( stepper ) , m_error_checker( error_checker )
+ : m_stepper(stepper), m_error_checker(error_checker) , m_step_adjuster(step_adjuster)
{ }
@@ -338,59 +411,35 @@ public:
template< class System , class StateIn , class DerivIn , class StateOut >
controlled_step_result try_step( System system , const StateIn &in , const DerivIn &dxdt , time_type &t , StateOut &out , time_type &dt )
{
- BOOST_USING_STD_MIN();
- BOOST_USING_STD_MAX();
- using std::pow;
+ if( !m_step_adjuster.check_step_size_limit(dt) )
+ {
+ // given dt was above step size limit - adjust and return fail;
+ dt = m_step_adjuster.get_max_dt();
+ return fail;
+ }
m_xerr_resizer.adjust_size( in , detail::bind( &controlled_runge_kutta::template resize_m_xerr_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
// do one step with error calculation
m_stepper.do_step( system , in , dxdt , t , out , dt , m_xerr.m_v );
- m_max_rel_error = m_error_checker.error( m_stepper.algebra() , in , dxdt , m_xerr.m_v , dt );
+ value_type max_rel_err = m_error_checker.error( m_stepper.algebra() , in , dxdt , m_xerr.m_v , dt );
- if( m_max_rel_error > 1.0 )
+ if( max_rel_err > 1.0 )
{
- // error too large - decrease dt ,limit scaling factor to 0.2 and reset state
- dt *= max BOOST_PREVENT_MACRO_SUBSTITUTION ( static_cast<value_type>( static_cast<value_type>(9)/static_cast<value_type>(10) *
- pow( m_max_rel_error , static_cast<value_type>(-1) / ( m_stepper.error_order() - 1 ) ) ) ,
- static_cast<value_type>( static_cast<value_type>(1)/static_cast<value_type> (5) ) );
+ // error too big, decrease step size and reject this step
+ dt = m_step_adjuster.decrease_step(dt, max_rel_err, m_stepper.error_order());
return fail;
- }
- else
+ } else
{
- if( m_max_rel_error < 0.5 )
- {
- // error should be > 0
- m_max_rel_error = max BOOST_PREVENT_MACRO_SUBSTITUTION (
- static_cast<value_type>( pow( static_cast<value_type>(5.0) , -static_cast<value_type>(m_stepper.stepper_order()) ) ) ,
- m_max_rel_error );
- //error too small - increase dt and keep the evolution and limit scaling factor to 5.0
- t += dt;
- dt *= static_cast<value_type>(9)/static_cast<value_type>(10) * pow( m_max_rel_error ,
- static_cast<value_type>(-1) / m_stepper.stepper_order() );
- return success;
- }
- else
- {
- t += dt;
- return success;
- }
+ // otherwise, increase step size and accept
+ t += dt;
+ dt = m_step_adjuster.increase_step(dt, max_rel_err, m_stepper.stepper_order());
+ return success;
}
}
/**
- * \brief Returns the error of the last step.
- *
- * returns The last error of the step.
- */
- value_type last_error( void ) const
- {
- return m_max_rel_error;
- }
-
-
- /**
* \brief Adjust the size of all temporaries in the stepper manually.
* \param x A state from which the size of the temporaries to be resized is deduced.
*/
@@ -455,6 +504,7 @@ private:
stepper_type m_stepper;
error_checker_type m_error_checker;
+ step_adjuster_type m_step_adjuster;
resizer_type m_dxdt_resizer;
resizer_type m_xerr_resizer;
@@ -463,7 +513,6 @@ private:
wrapped_deriv_type m_dxdt;
wrapped_state_type m_xerr;
wrapped_state_type m_xnew;
- value_type m_max_rel_error;
};
@@ -498,9 +547,10 @@ private:
template<
class ErrorStepper ,
class ErrorChecker ,
+class StepAdjuster ,
class Resizer
>
-class controlled_runge_kutta< ErrorStepper , ErrorChecker , Resizer , explicit_error_stepper_fsal_tag >
+class controlled_runge_kutta< ErrorStepper , ErrorChecker , StepAdjuster , Resizer , explicit_error_stepper_fsal_tag >
{
public:
@@ -514,13 +564,14 @@ public:
typedef typename stepper_type::operations_type operations_type;
typedef Resizer resizer_type;
typedef ErrorChecker error_checker_type;
+ typedef StepAdjuster step_adjuster_type;
typedef explicit_controlled_stepper_fsal_tag stepper_category;
#ifndef DOXYGEN_SKIP
typedef typename stepper_type::wrapped_state_type wrapped_state_type;
typedef typename stepper_type::wrapped_deriv_type wrapped_deriv_type;
- typedef controlled_runge_kutta< ErrorStepper , ErrorChecker , Resizer , explicit_error_stepper_tag > controlled_stepper_type;
+ typedef controlled_runge_kutta< ErrorStepper , ErrorChecker , StepAdjuster , Resizer , explicit_error_stepper_tag > controlled_stepper_type;
#endif // DOXYGEN_SKIP
/**
@@ -530,9 +581,10 @@ public:
*/
controlled_runge_kutta(
const error_checker_type &error_checker = error_checker_type() ,
+ const step_adjuster_type &step_adjuster = step_adjuster_type() ,
const stepper_type &stepper = stepper_type()
)
- : m_stepper( stepper ) , m_error_checker( error_checker ) ,
+ : m_stepper( stepper ) , m_error_checker( error_checker ) , m_step_adjuster(step_adjuster) ,
m_first_call( true )
{ }
@@ -699,10 +751,12 @@ public:
controlled_step_result try_step( System system , const StateIn &in , const DerivIn &dxdt_in , time_type &t ,
StateOut &out , DerivOut &dxdt_out , time_type &dt )
{
- BOOST_USING_STD_MIN();
- BOOST_USING_STD_MAX();
-
- using std::pow;
+ if( !m_step_adjuster.check_step_size_limit(dt) )
+ {
+ // given dt was above step size limit - adjust and return fail;
+ dt = m_step_adjuster.get_max_dt();
+ return fail;
+ }
m_xerr_resizer.adjust_size( in , detail::bind( &controlled_runge_kutta::template resize_m_xerr_impl< StateIn > , detail::ref( *this ) , detail::_1 ) );
@@ -715,29 +769,14 @@ public:
if( max_rel_err > 1.0 )
{
- // error too large - decrease dt ,limit scaling factor to 0.2 and reset state
- dt *= max BOOST_PREVENT_MACRO_SUBSTITUTION ( static_cast<value_type>( static_cast<value_type>(9)/static_cast<value_type>(10) *
- pow( max_rel_err , static_cast<value_type>(-1) / ( m_stepper.error_order() - 1 ) ) ) ,
- static_cast<value_type>( static_cast<value_type>(1)/static_cast<value_type> (5)) );
+ // error too big, decrease step size and reject this step
+ dt = m_step_adjuster.decrease_step(dt, max_rel_err, m_stepper.error_order());
return fail;
}
- else
- {
- if( max_rel_err < 0.5 )
- { //error too small - increase dt and keep the evolution and limit scaling factor to 5.0
- // error should be > 0
- max_rel_err = max BOOST_PREVENT_MACRO_SUBSTITUTION ( static_cast<value_type>( pow( static_cast<value_type>(5.0) , -static_cast<value_type>(m_stepper.stepper_order()) ) ) ,
- max_rel_err );
- t += dt;
- dt *= static_cast<value_type>( static_cast<value_type>(9)/static_cast<value_type>(10) * pow( max_rel_err , static_cast<value_type>(-1) / m_stepper.stepper_order() ) );
- return success;
- }
- else
- {
- t += dt;
- return success;
- }
- }
+ // otherwise, increase step size and accept
+ t += dt;
+ dt = m_step_adjuster.increase_step(dt, max_rel_err, m_stepper.stepper_order());
+ return success;
}
@@ -863,6 +902,7 @@ private:
stepper_type m_stepper;
error_checker_type m_error_checker;
+ step_adjuster_type m_step_adjuster;
resizer_type m_dxdt_resizer;
resizer_type m_xerr_resizer;
@@ -890,12 +930,14 @@ private:
* It is used by the controlled_runge_kutta steppers.
*
* \tparam Value The value type.
+ * \tparam Time The time type.
* \tparam Algebra The algebra type.
* \tparam Operations The operations type.
*/
/**
- * \fn default_error_checker( value_type eps_abs , value_type eps_rel , value_type a_x , value_type a_dxdt )
+ * \fn default_error_checker( value_type eps_abs , value_type eps_rel , value_type a_x , value_type a_dxdt ,
+ * time_type max_dt)
* \brief Constructs the error checker.
*
* The error is calculated as follows: ????
@@ -904,10 +946,11 @@ private:
* \param eps_rel Relative tolerance level.
* \param a_x Factor for the weight of the state.
* \param a_dxdt Factor for the weight of the derivative.
+ * \param max_dt Maximum allowed step size.
*/
/**
- * \fn error( const State &x_old , const Deriv &dxdt_old , Err &x_err , Time dt ) const
+ * \fn error( const State &x_old , const Deriv &dxdt_old , Err &x_err , time_type dt ) const
* \brief Calculates the error level.
*
* If the returned error level is greater than 1, the estimated error was
@@ -922,7 +965,7 @@ private:
*/
/**
- * \fn error( algebra_type &algebra , const State &x_old , const Deriv &dxdt_old , Err &x_err , Time dt ) const
+ * \fn error( algebra_type &algebra , const State &x_old , const Deriv &dxdt_old , Err &x_err , time_type dt ) const
* \brief Calculates the error level using a given algebra.
*
* If the returned error level is greater than 1, the estimated error was
@@ -937,6 +980,31 @@ private:
* \return error
*/
+ /**
+ * \fn time_type decrease_step(const time_type dt, const value_type error, const int error_order)
+ * \brief Returns a decreased step size based on the given error and order
+ *
+ * Calculates a new smaller step size based on the given error and its order.
+ *
+ * \param dt The old step size.
+ * \param error The computed error estimate.
+ * \param error_order The error order of the stepper.
+ * \return dt_new The new, reduced step size.
+ */
+
+ /**
+ * \fn time_type increase_step(const time_type dt, const value_type error, const int error_order)
+ * \brief Returns an increased step size based on the given error and order.
+ *
+ * Calculates a new bigger step size based on the given error and its order. If max_dt != 0, the
+ * new step size is limited to max_dt.
+ *
+ * \param dt The old step size.
+ * \param error The computed error estimate.
+ * \param error_order The order of the stepper.
+ * \return dt_new The new, increased step size.
+ */
+
} // odeint
} // numeric
diff --git a/boost/numeric/odeint/stepper/dense_output_runge_kutta.hpp b/boost/numeric/odeint/stepper/dense_output_runge_kutta.hpp
index b685d92bcf..94abc5af99 100644
--- a/boost/numeric/odeint/stepper/dense_output_runge_kutta.hpp
+++ b/boost/numeric/odeint/stepper/dense_output_runge_kutta.hpp
@@ -8,7 +8,7 @@
[end_description]
Copyright 2011-2013 Karsten Ahnert
- Copyright 2011-2012 Mario Mulansky
+ Copyright 2011-2015 Mario Mulansky
Copyright 2012 Christoph Koke
Distributed under the Boost Software License, Version 1.0.
@@ -37,6 +37,8 @@
#include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
+#include <boost/numeric/odeint/integrate/max_step_checker.hpp>
+
namespace boost {
namespace numeric {
namespace odeint {
@@ -206,6 +208,15 @@ public:
return m_t_old;
}
+ /**
+ * \brief Returns the current time step.
+ * \return dt.
+ */
+ time_type current_time_step( void ) const
+ {
+ return m_dt;
+ }
+
private:
@@ -312,8 +323,6 @@ public:
template< class System >
std::pair< time_type , time_type > do_step( System system )
{
- const size_t max_count = 1000;
-
if( !m_is_deriv_initialized )
{
typename odeint::unwrap_reference< System >::type &sys = system;
@@ -321,15 +330,14 @@ public:
m_is_deriv_initialized = true;
}
+ failed_step_checker fail_checker; // to throw a runtime_error if step size adjustment fails
controlled_step_result res = fail;
m_t_old = m_t;
- size_t count = 0;
do
{
res = m_stepper.try_step( system , get_current_state() , get_current_deriv() , m_t ,
get_old_state() , get_old_deriv() , m_dt );
- if( count++ == max_count )
- BOOST_THROW_EXCEPTION( std::overflow_error( "dense_output_controlled_explicit : too much iterations!") );
+ fail_checker(); // check for overflow of failed steps
}
while( res == fail );
toggle_current_state();
diff --git a/boost/numeric/odeint/stepper/generation/generation_controlled_runge_kutta.hpp b/boost/numeric/odeint/stepper/generation/generation_controlled_runge_kutta.hpp
index 54b7746c6e..bad2bedfef 100644
--- a/boost/numeric/odeint/stepper/generation/generation_controlled_runge_kutta.hpp
+++ b/boost/numeric/odeint/stepper/generation/generation_controlled_runge_kutta.hpp
@@ -34,15 +34,23 @@ struct controller_factory< Stepper , controlled_runge_kutta< Stepper > >
typedef Stepper stepper_type;
typedef controlled_runge_kutta< stepper_type > controller_type;
typedef typename controller_type::error_checker_type error_checker_type;
+ typedef typename controller_type::step_adjuster_type step_adjuster_type;
typedef typename stepper_type::value_type value_type;
+ typedef typename stepper_type::value_type time_type;
controller_type operator()( value_type abs_error , value_type rel_error , const stepper_type &stepper )
{
- return controller_type( error_checker_type( abs_error , rel_error ) , stepper );
+ return controller_type( error_checker_type( abs_error , rel_error ) ,
+ step_adjuster_type() , stepper );
}
-};
-
+ controller_type operator()( value_type abs_error , value_type rel_error ,
+ time_type max_dt, const stepper_type &stepper )
+ {
+ return controller_type( error_checker_type( abs_error , rel_error ) ,
+ step_adjuster_type(max_dt) , stepper );
+ }
+};
} // odeint
diff --git a/boost/numeric/odeint/stepper/generation/generation_dense_output_runge_kutta.hpp b/boost/numeric/odeint/stepper/generation/generation_dense_output_runge_kutta.hpp
index 214d09c1a4..276358a12e 100644
--- a/boost/numeric/odeint/stepper/generation/generation_dense_output_runge_kutta.hpp
+++ b/boost/numeric/odeint/stepper/generation/generation_dense_output_runge_kutta.hpp
@@ -33,12 +33,23 @@ struct dense_output_factory< Stepper , dense_output_runge_kutta< controlled_rung
typedef Stepper stepper_type;
typedef controlled_runge_kutta< stepper_type > controller_type;
typedef typename controller_type::error_checker_type error_checker_type;
+ typedef typename controller_type::step_adjuster_type step_adjuster_type;
typedef typename stepper_type::value_type value_type;
+ typedef typename stepper_type::time_type time_type;
typedef dense_output_runge_kutta< controller_type > dense_output_type;
dense_output_type operator()( value_type abs_error , value_type rel_error , const stepper_type &stepper )
{
- return dense_output_type( controller_type( error_checker_type( abs_error , rel_error ) , stepper ) );
+ return dense_output_type( controller_type( error_checker_type( abs_error , rel_error ) ,
+ step_adjuster_type() , stepper ) );
+ }
+
+ dense_output_type operator()( value_type abs_error , value_type rel_error ,
+ time_type max_dt , const stepper_type &stepper )
+ {
+ return dense_output_type(
+ controller_type( error_checker_type( abs_error , rel_error) ,
+ step_adjuster_type( max_dt ) , stepper ) );
}
};
diff --git a/boost/numeric/odeint/stepper/generation/generation_rosenbrock4.hpp b/boost/numeric/odeint/stepper/generation/generation_rosenbrock4.hpp
index d5322c8d73..366cb5e9c4 100644
--- a/boost/numeric/odeint/stepper/generation/generation_rosenbrock4.hpp
+++ b/boost/numeric/odeint/stepper/generation/generation_rosenbrock4.hpp
@@ -54,12 +54,19 @@ struct dense_output_factory< Stepper , rosenbrock4_dense_output< rosenbrock4_con
typedef Stepper stepper_type;
typedef rosenbrock4_controller< stepper_type > controller_type;
typedef typename stepper_type::value_type value_type;
+ typedef typename stepper_type::time_type time_type;
typedef rosenbrock4_dense_output< controller_type > dense_output_type;
dense_output_type operator()( value_type abs_error , value_type rel_error , const stepper_type &stepper )
{
return dense_output_type( controller_type( abs_error , rel_error , stepper ) );
}
+
+ dense_output_type operator()( value_type abs_error , value_type rel_error ,
+ time_type max_dt, const stepper_type &stepper )
+ {
+ return dense_output_type( controller_type( abs_error , rel_error , max_dt , stepper ) );
+ }
};
diff --git a/boost/numeric/odeint/stepper/generation/make_controlled.hpp b/boost/numeric/odeint/stepper/generation/make_controlled.hpp
index 603978fec8..61bc8f1920 100644
--- a/boost/numeric/odeint/stepper/generation/make_controlled.hpp
+++ b/boost/numeric/odeint/stepper/generation/make_controlled.hpp
@@ -43,6 +43,15 @@ struct controller_factory
{
return Controller( abs_error , rel_error , stepper );
}
+
+ Controller operator()(
+ typename Stepper::value_type abs_error ,
+ typename Stepper::value_type rel_error ,
+ typename Stepper::time_type max_dt ,
+ const Stepper &stepper )
+ {
+ return Controller( abs_error , rel_error , max_dt, stepper );
+ }
};
@@ -72,6 +81,19 @@ typename result_of::make_controlled< Stepper >::type make_controlled(
}
+template< class Stepper >
+typename result_of::make_controlled< Stepper >::type make_controlled(
+ typename Stepper::value_type abs_error ,
+ typename Stepper::value_type rel_error ,
+ typename Stepper::time_type max_dt ,
+ const Stepper & stepper = Stepper() )
+{
+ typedef Stepper stepper_type;
+ typedef typename result_of::make_controlled< stepper_type >::type controller_type;
+ typedef controller_factory< stepper_type , controller_type > factory_type;
+ factory_type factory;
+ return factory( abs_error , rel_error , max_dt, stepper );
+}
} // odeint
} // numeric
diff --git a/boost/numeric/odeint/stepper/generation/make_dense_output.hpp b/boost/numeric/odeint/stepper/generation/make_dense_output.hpp
index a28e31b5d2..fff3590525 100644
--- a/boost/numeric/odeint/stepper/generation/make_dense_output.hpp
+++ b/boost/numeric/odeint/stepper/generation/make_dense_output.hpp
@@ -39,6 +39,15 @@ struct dense_output_factory
{
return DenseOutput( abs_error , rel_error , stepper );
}
+
+ DenseOutput operator()(
+ typename Stepper::value_type abs_error ,
+ typename Stepper::value_type rel_error ,
+ typename Stepper::time_type max_dt ,
+ const Stepper &stepper )
+ {
+ return DenseOutput( abs_error , rel_error , max_dt , stepper );
+ }
};
@@ -68,6 +77,19 @@ typename result_of::make_dense_output< Stepper >::type make_dense_output(
}
+template< class Stepper >
+typename result_of::make_dense_output< Stepper >::type make_dense_output(
+ typename Stepper::value_type abs_error ,
+ typename Stepper::value_type rel_error ,
+ typename Stepper::time_type max_dt ,
+ const Stepper &stepper = Stepper() )
+{
+ typedef Stepper stepper_type;
+ typedef typename result_of::make_dense_output< stepper_type >::type dense_output_type;
+ typedef dense_output_factory< stepper_type , dense_output_type > factory_type;
+ factory_type factory;
+ return factory( abs_error , rel_error , max_dt, stepper );
+}
} // odeint
diff --git a/boost/numeric/odeint/stepper/rosenbrock4_controller.hpp b/boost/numeric/odeint/stepper/rosenbrock4_controller.hpp
index df4e6c48b6..0e5edd32c0 100644
--- a/boost/numeric/odeint/stepper/rosenbrock4_controller.hpp
+++ b/boost/numeric/odeint/stepper/rosenbrock4_controller.hpp
@@ -27,6 +27,7 @@
#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>
@@ -55,12 +56,20 @@ public:
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_first_step( true ) , m_err_old( 0.0 ) , m_dt_old( 0.0 ) ,
- m_last_rejected( false )
+ 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 )
{
@@ -104,6 +113,14 @@ public:
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;
@@ -142,7 +159,11 @@ public:
min BOOST_PREVENT_MACRO_SUBSTITUTION ( dt_new , dt ) :
max BOOST_PREVENT_MACRO_SUBSTITUTION ( dt_new , dt ) );
t += dt;
- dt = dt_new;
+ // 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;
}
@@ -198,6 +219,7 @@ private:
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;
diff --git a/boost/numeric/odeint/stepper/rosenbrock4_dense_output.hpp b/boost/numeric/odeint/stepper/rosenbrock4_dense_output.hpp
index 8a866c562e..6695ba6a97 100644
--- a/boost/numeric/odeint/stepper/rosenbrock4_dense_output.hpp
+++ b/boost/numeric/odeint/stepper/rosenbrock4_dense_output.hpp
@@ -7,7 +7,7 @@
[end_description]
Copyright 2011-2012 Karsten Ahnert
- Copyright 2011-2012 Mario Mulansky
+ Copyright 2011-2015 Mario Mulansky
Copyright 2012 Christoph Koke
Distributed under the Boost Software License, Version 1.0.
@@ -27,6 +27,8 @@
#include <boost/numeric/odeint/stepper/rosenbrock4_controller.hpp>
#include <boost/numeric/odeint/util/is_resizeable.hpp>
+#include <boost/numeric/odeint/integrate/max_step_checker.hpp>
+
namespace boost {
namespace numeric {
@@ -73,16 +75,13 @@ public:
template< class System >
std::pair< time_type , time_type > do_step( System system )
{
- const size_t max_count = 1000;
-
+ failed_step_checker fail_checker; // to throw a runtime_error if step size adjustment fails
controlled_step_result res = fail;
m_t_old = m_t;
- size_t count = 0;
do
{
res = m_stepper.try_step( system , get_current_state() , m_t , get_old_state() , m_dt );
- if( count++ == max_count )
- throw std::overflow_error( "rosenbrock4 : too much iterations!");
+ fail_checker(); // check for overflow of failed steps
}
while( res == fail );
m_stepper.stepper().prepare_dense_output();
diff --git a/boost/numeric/odeint/util/detail/less_with_sign.hpp b/boost/numeric/odeint/util/detail/less_with_sign.hpp
index d90e12f7b4..3ffa7ca179 100644
--- a/boost/numeric/odeint/util/detail/less_with_sign.hpp
+++ b/boost/numeric/odeint/util/detail/less_with_sign.hpp
@@ -6,7 +6,7 @@
Helper function to compare times taking into account the sign of dt
[end_description]
- Copyright 2012-2013 Mario Mulansky
+ Copyright 2012-2015 Mario Mulansky
Copyright 2012 Karsten Ahnert
Distributed under the Boost Software License, Version 1.0.
@@ -57,7 +57,7 @@ T min_abs( T t1 , T t2 )
{
BOOST_USING_STD_MIN();
BOOST_USING_STD_MAX();
- if( t1>0 )
+ if( get_unit_value(t1)>0 )
return min BOOST_PREVENT_MACRO_SUBSTITUTION ( t1 , t2 );
else
return max BOOST_PREVENT_MACRO_SUBSTITUTION ( t1 , t2 );
@@ -68,7 +68,7 @@ T max_abs( T t1 , T t2 )
{
BOOST_USING_STD_MIN();
BOOST_USING_STD_MAX();
- if( t1>0 )
+ if( get_unit_value(t1)>0 )
return max BOOST_PREVENT_MACRO_SUBSTITUTION ( t1 , t2 );
else
return min BOOST_PREVENT_MACRO_SUBSTITUTION ( t1 , t2 );
diff --git a/boost/numeric/odeint/util/odeint_error.hpp b/boost/numeric/odeint/util/odeint_error.hpp
new file mode 100644
index 0000000000..312e5b1afa
--- /dev/null
+++ b/boost/numeric/odeint/util/odeint_error.hpp
@@ -0,0 +1,77 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/util/odeint_error.hpp
+
+ [begin_description]
+ Runtime Exceptions thrown by odeint
+ [end_description]
+
+ Copyright 2015 Mario Mulansky
+
+ 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_UTIL_ODEINT_ERROR_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_UTIL_ODEINT_ERROR_HPP_INCLUDED
+
+#include <stdexcept>
+#include <string>
+
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+
+
+/**
+ * \brief Runtime error thrown by odeint
+ */
+class odeint_error : public std::runtime_error
+{
+public:
+ odeint_error(const std::string &s)
+ : std::runtime_error(s)
+ { }
+};
+
+
+/**
+ * \brief Runtime error thrown from integrate routines
+ *
+ * This Error occures when too many iterations are performed in between two
+ * observer calls in the integrate routines.
+ */
+class no_progress_error : public odeint_error
+{
+public:
+ no_progress_error(const std::string &s)
+ : odeint_error(s)
+ { }
+};
+
+
+/**
+ * \brief Runtime error thrown during stepsize adjustment
+ *
+ * This Error occures when too many iterations are performed without finding
+ * an appropriate new step size. This usually indicates non-continuous points
+ * in the ODE.
+ */
+class step_adjustment_error : public odeint_error
+{
+public:
+ step_adjustment_error(const std::string &s)
+ : odeint_error(s)
+ { }
+};
+
+}
+}
+}
+
+
+
+#endif // BOOST_NUMERIC_ODEINT_UTIL_ODEINT_ERROR_HPP_INCLUDED
diff --git a/boost/numeric/odeint/util/resize.hpp b/boost/numeric/odeint/util/resize.hpp
index 75e9eff448..3645782aee 100644
--- a/boost/numeric/odeint/util/resize.hpp
+++ b/boost/numeric/odeint/util/resize.hpp
@@ -83,7 +83,7 @@ namespace detail {
}
template< class StateOut , class StateIn >
- void resize_op( StateOut &x1 , const StateIn &x2 , boost::false_type ) const
+ void resize_op( StateOut &/*x1*/ , const StateIn &/*x2*/ , boost::false_type ) const
{
}
diff --git a/boost/numeric/odeint/util/resizer.hpp b/boost/numeric/odeint/util/resizer.hpp
index fd969ec3b9..cd27990bda 100644
--- a/boost/numeric/odeint/util/resizer.hpp
+++ b/boost/numeric/odeint/util/resizer.hpp
@@ -79,7 +79,7 @@ struct initially_resizer
struct never_resizer
{
template< class State , class ResizeFunction >
- bool adjust_size( const State &x , ResizeFunction f )
+ bool adjust_size( const State &/*x*/ , ResizeFunction /*f*/ )
{
return false;
}
diff --git a/boost/numeric/odeint/util/same_size.hpp b/boost/numeric/odeint/util/same_size.hpp
index 8fa6c7a3a0..81ae249d1f 100644
--- a/boost/numeric/odeint/util/same_size.hpp
+++ b/boost/numeric/odeint/util/same_size.hpp
@@ -83,7 +83,7 @@ struct same_size_fusion
}
template< class S1 , class S2 >
- bool same_size_op( const S1 &x1 , const S2 &x2 , boost::false_type ) const
+ bool same_size_op( const S1 &/*x1*/ , const S2 &/*x2*/ , boost::false_type ) const
{
return true;
}
diff --git a/boost/numeric/odeint/util/unwrap_reference.hpp b/boost/numeric/odeint/util/unwrap_reference.hpp
index bc7d423a09..e160878391 100644
--- a/boost/numeric/odeint/util/unwrap_reference.hpp
+++ b/boost/numeric/odeint/util/unwrap_reference.hpp
@@ -31,7 +31,7 @@
namespace boost {
#if BOOST_NUMERIC_ODEINT_CXX11
-template<typename T> struct reference_wrapper;
+template<typename T> class reference_wrapper;
template<typename T> struct unwrap_reference;
#endif