123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240 |
- /*
- [auto_generated]
- boost/numeric/odeint/stepper/rosenbrock4_controller.hpp
- [begin_description]
- Controller for the Rosenbrock4 method.
- [end_description]
- Copyright 2011-2012 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_CONTROLLER_HPP_INCLUDED
- #define BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_CONTROLLER_HPP_INCLUDED
- #include <boost/config.hpp>
- #include <boost/numeric/odeint/util/bind.hpp>
- #include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
- #include <boost/numeric/odeint/stepper/stepper_categories.hpp>
- #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>
- namespace boost {
- namespace numeric {
- namespace odeint {
- template< class Stepper >
- class rosenbrock4_controller
- {
- private:
- public:
- typedef Stepper stepper_type;
- typedef typename stepper_type::value_type value_type;
- typedef typename stepper_type::state_type state_type;
- typedef typename stepper_type::wrapped_state_type wrapped_state_type;
- typedef typename stepper_type::time_type time_type;
- typedef typename stepper_type::deriv_type deriv_type;
- typedef typename stepper_type::wrapped_deriv_type wrapped_deriv_type;
- typedef typename stepper_type::resizer_type resizer_type;
- typedef controlled_stepper_tag stepper_category;
- 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_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 )
- {
- BOOST_USING_STD_MAX();
- using std::abs;
- using std::sqrt;
-
- const size_t n = x.size();
- value_type err = 0.0 , sk = 0.0;
- for( size_t i=0 ; i<n ; ++i )
- {
- sk = m_atol + m_rtol * max BOOST_PREVENT_MACRO_SUBSTITUTION ( abs( xold[i] ) , abs( x[i] ) );
- err += xerr[i] * xerr[i] / sk / sk;
- }
- return sqrt( err / value_type( n ) );
- }
- value_type last_error( void ) const
- {
- return m_err_old;
- }
- template< class System >
- boost::numeric::odeint::controlled_step_result
- try_step( System sys , state_type &x , time_type &t , time_type &dt )
- {
- m_xnew_resizer.adjust_size( x , detail::bind( &controller_type::template resize_m_xnew< state_type > , detail::ref( *this ) , detail::_1 ) );
- boost::numeric::odeint::controlled_step_result res = try_step( sys , x , t , m_xnew.m_v , dt );
- if( res == success )
- {
- boost::numeric::odeint::copy( m_xnew.m_v , x );
- }
- return res;
- }
- template< class System >
- 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;
- static const value_type safe = 0.9 , fac1 = 5.0 , fac2 = 1.0 / 6.0;
- m_xerr_resizer.adjust_size( x , detail::bind( &controller_type::template resize_m_xerr< state_type > , detail::ref( *this ) , detail::_1 ) );
- m_stepper.do_step( sys , x , t , xout , dt , m_xerr.m_v );
- value_type err = error( xout , x , m_xerr.m_v );
- value_type fac = max BOOST_PREVENT_MACRO_SUBSTITUTION (
- fac2 , min BOOST_PREVENT_MACRO_SUBSTITUTION (
- fac1 ,
- static_cast< value_type >( pow( err , 0.25 ) / safe ) ) );
- value_type dt_new = dt / fac;
- if ( err <= 1.0 )
- {
- if( m_first_step )
- {
- m_first_step = false;
- }
- else
- {
- value_type fac_pred = ( m_dt_old / dt ) * pow( err * err / m_err_old , 0.25 ) / safe;
- fac_pred = max BOOST_PREVENT_MACRO_SUBSTITUTION (
- fac2 , min BOOST_PREVENT_MACRO_SUBSTITUTION ( fac1 , fac_pred ) );
- fac = max BOOST_PREVENT_MACRO_SUBSTITUTION ( fac , fac_pred );
- dt_new = dt / fac;
- }
- m_dt_old = dt;
- m_err_old = max BOOST_PREVENT_MACRO_SUBSTITUTION ( static_cast< value_type >( 0.01 ) , err );
- if( m_last_rejected )
- dt_new = ( dt >= 0.0 ?
- min BOOST_PREVENT_MACRO_SUBSTITUTION ( dt_new , dt ) :
- max BOOST_PREVENT_MACRO_SUBSTITUTION ( dt_new , dt ) );
- t += dt;
- // limit step size to max_dt
- if( m_max_dt != static_cast<time_type>(0) )
- {
- dt = detail::min_abs(m_max_dt, dt_new);
- } else {
- dt = dt_new;
- }
- m_last_rejected = false;
- return success;
- }
- else
- {
- dt = dt_new;
- m_last_rejected = true;
- return fail;
- }
- }
- template< class StateType >
- void adjust_size( const StateType &x )
- {
- resize_m_xerr( x );
- resize_m_xnew( x );
- }
- stepper_type& stepper( void )
- {
- return m_stepper;
- }
- const stepper_type& stepper( void ) const
- {
- return m_stepper;
- }
- protected:
- template< class StateIn >
- bool resize_m_xerr( const StateIn &x )
- {
- return adjust_size_by_resizeability( m_xerr , x , typename is_resizeable<state_type>::type() );
- }
- template< class StateIn >
- bool resize_m_xnew( const StateIn &x )
- {
- return adjust_size_by_resizeability( m_xnew , x , typename is_resizeable<state_type>::type() );
- }
- stepper_type m_stepper;
- resizer_type m_xerr_resizer;
- resizer_type m_xnew_resizer;
- 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;
- };
- } // namespace odeint
- } // namespace numeric
- } // namespace boost
- #endif // BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_CONTROLLER_HPP_INCLUDED
|