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Diffstat (limited to 'boost/numeric/odeint/stepper/rosenbrock4.hpp')
-rw-r--r-- | boost/numeric/odeint/stepper/rosenbrock4.hpp | 346 |
1 files changed, 346 insertions, 0 deletions
diff --git a/boost/numeric/odeint/stepper/rosenbrock4.hpp b/boost/numeric/odeint/stepper/rosenbrock4.hpp new file mode 100644 index 0000000000..86136989d8 --- /dev/null +++ b/boost/numeric/odeint/stepper/rosenbrock4.hpp @@ -0,0 +1,346 @@ +/* + [auto_generated] + boost/numeric/odeint/stepper/rosenbrock4.hpp + + [begin_description] + Implementation of the Rosenbrock 4 method for solving stiff ODEs. Note, that a + controller and a dense-output stepper exist for this method, + [end_description] + + Copyright 2011-2013 Karsten Ahnert + Copyright 2011-2012 Mario Mulansky + Copyright 2012 Christoph Koke + + 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_STEPPER_ROSENBROCK4_HPP_INCLUDED +#define BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_HPP_INCLUDED + + +#include <boost/numeric/odeint/util/bind.hpp> +#include <boost/numeric/odeint/util/unwrap_reference.hpp> +#include <boost/numeric/ublas/vector.hpp> +#include <boost/numeric/ublas/matrix.hpp> +#include <boost/numeric/ublas/lu.hpp> + +#include <boost/numeric/odeint/stepper/stepper_categories.hpp> + +#include <boost/numeric/odeint/util/ublas_wrapper.hpp> +#include <boost/numeric/odeint/util/is_resizeable.hpp> +#include <boost/numeric/odeint/util/resizer.hpp> + +#include <boost/numeric/ublas/vector.hpp> +#include <boost/numeric/ublas/matrix.hpp> +#include <boost/numeric/ublas/lu.hpp> + + +namespace boost { +namespace numeric { +namespace odeint { + + +/* + * ToDo: + * + * 2. Interfacing for odeint, check if controlled_error_stepper can be used + * 3. dense output + */ + + + +template< class Value > +struct default_rosenbrock_coefficients +{ + typedef Value value_type; + typedef unsigned short order_type; + + default_rosenbrock_coefficients( void ) + : gamma ( static_cast< value_type >( 0.25 ) ) , + d1 ( static_cast< value_type >( 0.25 ) ) , + d2 ( static_cast< value_type >( -0.1043 ) ) , + d3 ( static_cast< value_type >( 0.1035 ) ) , + d4 ( static_cast< value_type >( 0.3620000000000023e-01 ) ) , + c2 ( static_cast< value_type >( 0.386 ) ) , + c3 ( static_cast< value_type >( 0.21 ) ) , + c4 ( static_cast< value_type >( 0.63 ) ) , + c21 ( static_cast< value_type >( -0.5668800000000000e+01 ) ) , + a21 ( static_cast< value_type >( 0.1544000000000000e+01 ) ) , + c31 ( static_cast< value_type >( -0.2430093356833875e+01 ) ) , + c32 ( static_cast< value_type >( -0.2063599157091915e+00 ) ) , + a31 ( static_cast< value_type >( 0.9466785280815826e+00 ) ) , + a32 ( static_cast< value_type >( 0.2557011698983284e+00 ) ) , + c41 ( static_cast< value_type >( -0.1073529058151375e+00 ) ) , + c42 ( static_cast< value_type >( -0.9594562251023355e+01 ) ) , + c43 ( static_cast< value_type >( -0.2047028614809616e+02 ) ) , + a41 ( static_cast< value_type >( 0.3314825187068521e+01 ) ) , + a42 ( static_cast< value_type >( 0.2896124015972201e+01 ) ) , + a43 ( static_cast< value_type >( 0.9986419139977817e+00 ) ) , + c51 ( static_cast< value_type >( 0.7496443313967647e+01 ) ) , + c52 ( static_cast< value_type >( -0.1024680431464352e+02 ) ) , + c53 ( static_cast< value_type >( -0.3399990352819905e+02 ) ) , + c54 ( static_cast< value_type >( 0.1170890893206160e+02 ) ) , + a51 ( static_cast< value_type >( 0.1221224509226641e+01 ) ) , + a52 ( static_cast< value_type >( 0.6019134481288629e+01 ) ) , + a53 ( static_cast< value_type >( 0.1253708332932087e+02 ) ) , + a54 ( static_cast< value_type >( -0.6878860361058950e+00 ) ) , + c61 ( static_cast< value_type >( 0.8083246795921522e+01 ) ) , + c62 ( static_cast< value_type >( -0.7981132988064893e+01 ) ) , + c63 ( static_cast< value_type >( -0.3152159432874371e+02 ) ) , + c64 ( static_cast< value_type >( 0.1631930543123136e+02 ) ) , + c65 ( static_cast< value_type >( -0.6058818238834054e+01 ) ) , + d21 ( static_cast< value_type >( 0.1012623508344586e+02 ) ) , + d22 ( static_cast< value_type >( -0.7487995877610167e+01 ) ) , + d23 ( static_cast< value_type >( -0.3480091861555747e+02 ) ) , + d24 ( static_cast< value_type >( -0.7992771707568823e+01 ) ) , + d25 ( static_cast< value_type >( 0.1025137723295662e+01 ) ) , + d31 ( static_cast< value_type >( -0.6762803392801253e+00 ) ) , + d32 ( static_cast< value_type >( 0.6087714651680015e+01 ) ) , + d33 ( static_cast< value_type >( 0.1643084320892478e+02 ) ) , + d34 ( static_cast< value_type >( 0.2476722511418386e+02 ) ) , + d35 ( static_cast< value_type >( -0.6594389125716872e+01 ) ) + {} + + const value_type gamma; + const value_type d1 , d2 , d3 , d4; + const value_type c2 , c3 , c4; + const value_type c21 ; + const value_type a21; + const value_type c31 , c32; + const value_type a31 , a32; + const value_type c41 , c42 , c43; + const value_type a41 , a42 , a43; + const value_type c51 , c52 , c53 , c54; + const value_type a51 , a52 , a53 , a54; + const value_type c61 , c62 , c63 , c64 , c65; + const value_type d21 , d22 , d23 , d24 , d25; + const value_type d31 , d32 , d33 , d34 , d35; + + static const order_type stepper_order = 4; + static const order_type error_order = 3; +}; + + + +template< class Value , class Coefficients = default_rosenbrock_coefficients< Value > , class Resizer = initially_resizer > +class rosenbrock4 +{ +private: + +public: + + typedef Value value_type; + typedef boost::numeric::ublas::vector< value_type > state_type; + typedef state_type deriv_type; + typedef value_type time_type; + typedef boost::numeric::ublas::matrix< value_type > matrix_type; + typedef boost::numeric::ublas::permutation_matrix< size_t > pmatrix_type; + typedef Resizer resizer_type; + typedef Coefficients rosenbrock_coefficients; + typedef stepper_tag stepper_category; + typedef unsigned short order_type; + + typedef state_wrapper< state_type > wrapped_state_type; + typedef state_wrapper< deriv_type > wrapped_deriv_type; + typedef state_wrapper< matrix_type > wrapped_matrix_type; + typedef state_wrapper< pmatrix_type > wrapped_pmatrix_type; + + typedef rosenbrock4< Value , Coefficients , Resizer > stepper_type; + + const static order_type stepper_order = rosenbrock_coefficients::stepper_order; + const static order_type error_order = rosenbrock_coefficients::error_order; + + rosenbrock4( void ) + : m_resizer() , m_x_err_resizer() , + m_jac() , m_pm() , + m_dfdt() , m_dxdt() , m_dxdtnew() , + m_g1() , m_g2() , m_g3() , m_g4() , m_g5() , + m_cont3() , m_cont4() , m_xtmp() , m_x_err() , + m_coef() + { } + + + order_type order() const { return stepper_order; } + + template< class System > + void do_step( System system , const state_type &x , time_type t , state_type &xout , time_type dt , state_type &xerr ) + { + // get the system and jacobi function + typedef typename odeint::unwrap_reference< System >::type system_type; + typedef typename odeint::unwrap_reference< typename system_type::first_type >::type deriv_func_type; + typedef typename odeint::unwrap_reference< typename system_type::second_type >::type jacobi_func_type; + system_type &sys = system; + deriv_func_type &deriv_func = sys.first; + jacobi_func_type &jacobi_func = sys.second; + + const size_t n = x.size(); + + m_resizer.adjust_size( x , detail::bind( &stepper_type::template resize_impl<state_type> , detail::ref( *this ) , detail::_1 ) ); + + for( size_t i=0 ; i<n ; ++i ) + m_pm.m_v( i ) = i; + + deriv_func( x , m_dxdt.m_v , t ); + jacobi_func( x , m_jac.m_v , t , m_dfdt.m_v ); + + m_jac.m_v *= -1.0; + m_jac.m_v += 1.0 / m_coef.gamma / dt * boost::numeric::ublas::identity_matrix< value_type >( n ); + boost::numeric::ublas::lu_factorize( m_jac.m_v , m_pm.m_v ); + + for( size_t i=0 ; i<n ; ++i ) + m_g1.m_v[i] = m_dxdt.m_v[i] + dt * m_coef.d1 * m_dfdt.m_v[i]; + boost::numeric::ublas::lu_substitute( m_jac.m_v , m_pm.m_v , m_g1.m_v ); + + + for( size_t i=0 ; i<n ; ++i ) + m_xtmp.m_v[i] = x[i] + m_coef.a21 * m_g1.m_v[i]; + deriv_func( m_xtmp.m_v , m_dxdtnew.m_v , t + m_coef.c2 * dt ); + for( size_t i=0 ; i<n ; ++i ) + m_g2.m_v[i] = m_dxdtnew.m_v[i] + dt * m_coef.d2 * m_dfdt.m_v[i] + m_coef.c21 * m_g1.m_v[i] / dt; + boost::numeric::ublas::lu_substitute( m_jac.m_v , m_pm.m_v , m_g2.m_v ); + + + for( size_t i=0 ; i<n ; ++i ) + m_xtmp.m_v[i] = x[i] + m_coef.a31 * m_g1.m_v[i] + m_coef.a32 * m_g2.m_v[i]; + deriv_func( m_xtmp.m_v , m_dxdtnew.m_v , t + m_coef.c3 * dt ); + for( size_t i=0 ; i<n ; ++i ) + m_g3.m_v[i] = m_dxdtnew.m_v[i] + dt * m_coef.d3 * m_dfdt.m_v[i] + ( m_coef.c31 * m_g1.m_v[i] + m_coef.c32 * m_g2.m_v[i] ) / dt; + boost::numeric::ublas::lu_substitute( m_jac.m_v , m_pm.m_v , m_g3.m_v ); + + + for( size_t i=0 ; i<n ; ++i ) + m_xtmp.m_v[i] = x[i] + m_coef.a41 * m_g1.m_v[i] + m_coef.a42 * m_g2.m_v[i] + m_coef.a43 * m_g3.m_v[i]; + deriv_func( m_xtmp.m_v , m_dxdtnew.m_v , t + m_coef.c4 * dt ); + for( size_t i=0 ; i<n ; ++i ) + m_g4.m_v[i] = m_dxdtnew.m_v[i] + dt * m_coef.d4 * m_dfdt.m_v[i] + ( m_coef.c41 * m_g1.m_v[i] + m_coef.c42 * m_g2.m_v[i] + m_coef.c43 * m_g3.m_v[i] ) / dt; + boost::numeric::ublas::lu_substitute( m_jac.m_v , m_pm.m_v , m_g4.m_v ); + + + for( size_t i=0 ; i<n ; ++i ) + m_xtmp.m_v[i] = x[i] + m_coef.a51 * m_g1.m_v[i] + m_coef.a52 * m_g2.m_v[i] + m_coef.a53 * m_g3.m_v[i] + m_coef.a54 * m_g4.m_v[i]; + deriv_func( m_xtmp.m_v , m_dxdtnew.m_v , t + dt ); + for( size_t i=0 ; i<n ; ++i ) + m_g5.m_v[i] = m_dxdtnew.m_v[i] + ( m_coef.c51 * m_g1.m_v[i] + m_coef.c52 * m_g2.m_v[i] + m_coef.c53 * m_g3.m_v[i] + m_coef.c54 * m_g4.m_v[i] ) / dt; + boost::numeric::ublas::lu_substitute( m_jac.m_v , m_pm.m_v , m_g5.m_v ); + + for( size_t i=0 ; i<n ; ++i ) + m_xtmp.m_v[i] += m_g5.m_v[i]; + deriv_func( m_xtmp.m_v , m_dxdtnew.m_v , t + dt ); + for( size_t i=0 ; i<n ; ++i ) + xerr[i] = m_dxdtnew.m_v[i] + ( m_coef.c61 * m_g1.m_v[i] + m_coef.c62 * m_g2.m_v[i] + m_coef.c63 * m_g3.m_v[i] + m_coef.c64 * m_g4.m_v[i] + m_coef.c65 * m_g5.m_v[i] ) / dt; + boost::numeric::ublas::lu_substitute( m_jac.m_v , m_pm.m_v , xerr ); + + for( size_t i=0 ; i<n ; ++i ) + xout[i] = m_xtmp.m_v[i] + xerr[i]; + } + + template< class System > + void do_step( System system , state_type &x , time_type t , time_type dt , state_type &xerr ) + { + do_step( system , x , t , x , dt , xerr ); + } + + /* + * do_step without error output - just calls above functions with and neglects the error estimate + */ + template< class System > + void do_step( System system , const state_type &x , time_type t , state_type &xout , time_type dt ) + { + m_x_err_resizer.adjust_size( x , detail::bind( &stepper_type::template resize_x_err<state_type> , detail::ref( *this ) , detail::_1 ) ); + do_step( system , x , t , xout , dt , m_x_err.m_v ); + } + + template< class System > + void do_step( System system , state_type &x , time_type t , time_type dt ) + { + m_x_err_resizer.adjust_size( x , detail::bind( &stepper_type::template resize_x_err<state_type> , detail::ref( *this ) , detail::_1 ) ); + do_step( system , x , t , dt , m_x_err.m_v ); + } + + void prepare_dense_output() + { + const size_t n = m_g1.m_v.size(); + for( size_t i=0 ; i<n ; ++i ) + { + m_cont3.m_v[i] = m_coef.d21 * m_g1.m_v[i] + m_coef.d22 * m_g2.m_v[i] + m_coef.d23 * m_g3.m_v[i] + m_coef.d24 * m_g4.m_v[i] + m_coef.d25 * m_g5.m_v[i]; + m_cont4.m_v[i] = m_coef.d31 * m_g1.m_v[i] + m_coef.d32 * m_g2.m_v[i] + m_coef.d33 * m_g3.m_v[i] + m_coef.d34 * m_g4.m_v[i] + m_coef.d35 * m_g5.m_v[i]; + } + } + + + void calc_state( time_type t , state_type &x , + const state_type &x_old , time_type t_old , + const state_type &x_new , time_type t_new ) + { + const size_t n = m_g1.m_v.size(); + time_type dt = t_new - t_old; + time_type s = ( t - t_old ) / dt; + time_type s1 = 1.0 - s; + for( size_t i=0 ; i<n ; ++i ) + x[i] = x_old[i] * s1 + s * ( x_new[i] + s1 * ( m_cont3.m_v[i] + s * m_cont4.m_v[i] ) ); + } + + + + template< class StateType > + void adjust_size( const StateType &x ) + { + resize_impl( x ); + resize_x_err( x ); + } + + +protected: + + template< class StateIn > + bool resize_impl( const StateIn &x ) + { + bool resized = false; + resized |= adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() ); + resized |= adjust_size_by_resizeability( m_dfdt , x , typename is_resizeable<deriv_type>::type() ); + resized |= adjust_size_by_resizeability( m_dxdtnew , x , typename is_resizeable<deriv_type>::type() ); + resized |= adjust_size_by_resizeability( m_xtmp , x , typename is_resizeable<state_type>::type() ); + resized |= adjust_size_by_resizeability( m_g1 , x , typename is_resizeable<state_type>::type() ); + resized |= adjust_size_by_resizeability( m_g2 , x , typename is_resizeable<state_type>::type() ); + resized |= adjust_size_by_resizeability( m_g3 , x , typename is_resizeable<state_type>::type() ); + resized |= adjust_size_by_resizeability( m_g4 , x , typename is_resizeable<state_type>::type() ); + resized |= adjust_size_by_resizeability( m_g5 , x , typename is_resizeable<state_type>::type() ); + resized |= adjust_size_by_resizeability( m_cont3 , x , typename is_resizeable<state_type>::type() ); + resized |= adjust_size_by_resizeability( m_cont4 , x , typename is_resizeable<state_type>::type() ); + resized |= adjust_size_by_resizeability( m_jac , x , typename is_resizeable<matrix_type>::type() ); + resized |= adjust_size_by_resizeability( m_pm , x , typename is_resizeable<pmatrix_type>::type() ); + return resized; + } + + template< class StateIn > + bool resize_x_err( const StateIn &x ) + { + return adjust_size_by_resizeability( m_x_err , x , typename is_resizeable<state_type>::type() ); + } + +private: + + + resizer_type m_resizer; + resizer_type m_x_err_resizer; + + wrapped_matrix_type m_jac; + wrapped_pmatrix_type m_pm; + wrapped_deriv_type m_dfdt , m_dxdt , m_dxdtnew; + wrapped_state_type m_g1 , m_g2 , m_g3 , m_g4 , m_g5; + wrapped_state_type m_cont3 , m_cont4; + wrapped_state_type m_xtmp; + wrapped_state_type m_x_err; + + const rosenbrock_coefficients m_coef; +}; + + +} // namespace odeint +} // namespace numeric +} // namespace boost + +#endif // BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_HPP_INCLUDED |