boost.cxx 0.0.2 → 1.90.1

package/boost/numeric/odeint/stepper/modified_midpoint.hpp

@@ -0,0 +1,315 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/stepper/modified_midpoint.hpp
+
+ [begin_description]
+ Modified midpoint method for the use in Burlish-Stoer stepper.
+ [end_description]
+
+ Copyright 2011-2013 Mario Mulansky
+ Copyright 2011-2013 Karsten Ahnert
+ 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_MODIFIED_MIDPOINT_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_STEPPER_MODIFIED_MIDPOINT_HPP_INCLUDED
+
+#include <vector>
+
+#include <boost/numeric/odeint/stepper/base/explicit_stepper_base.hpp>
+#include <boost/numeric/odeint/util/resizer.hpp>
+#include <boost/numeric/odeint/util/is_resizeable.hpp>
+#include <boost/numeric/odeint/algebra/range_algebra.hpp>
+#include <boost/numeric/odeint/algebra/default_operations.hpp>
+#include <boost/numeric/odeint/algebra/algebra_dispatcher.hpp>
+#include <boost/numeric/odeint/algebra/operations_dispatcher.hpp>
+#include <boost/numeric/odeint/util/copy.hpp>
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+
+template<
+class State ,
+class Value = double ,
+class Deriv = State ,
+class Time = Value ,
+class Algebra = typename algebra_dispatcher< State >::algebra_type ,
+class Operations = typename operations_dispatcher< State >::operations_type ,
+class Resizer = initially_resizer
+>
+#ifndef DOXYGEN_SKIP
+class modified_midpoint
+: public explicit_stepper_base<
+  modified_midpoint< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
+  2 , State , Value , Deriv , Time , Algebra , Operations , Resizer >
+#else
+class modified_midpoint : public explicit_stepper_base
+#endif
+{
+
+public :
+
+    typedef explicit_stepper_base<
+    modified_midpoint< State , Value , Deriv , Time , Algebra , Operations , Resizer > ,
+    2 , State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_base_type;
+
+    typedef typename stepper_base_type::state_type state_type;
+    typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
+    typedef typename stepper_base_type::value_type value_type;
+    typedef typename stepper_base_type::deriv_type deriv_type;
+    typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
+    typedef typename stepper_base_type::time_type time_type;
+    typedef typename stepper_base_type::algebra_type algebra_type;
+    typedef typename stepper_base_type::operations_type operations_type;
+    typedef typename stepper_base_type::resizer_type resizer_type;
+    typedef typename stepper_base_type::stepper_type stepper_type;
+
+
+    modified_midpoint( unsigned short steps = 2 , const algebra_type &algebra = algebra_type() )
+    : stepper_base_type( algebra ) , m_steps( steps )
+    { }
+
+    template< class System , class StateIn , class DerivIn , class StateOut >
+    void do_step_impl( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt )
+    {
+        static const value_type val1 = static_cast< value_type >( 1 );
+        static const value_type val05 = static_cast< value_type >( 1 ) / static_cast< value_type >( 2 );
+
+        m_resizer.adjust_size(in, [this](auto&& arg) { return this->resize_impl<StateIn>(std::forward<decltype(arg)>(arg)); });
+
+        const time_type h = dt /  static_cast<value_type>( m_steps );
+        const time_type h2 = static_cast<value_type>(2) * h;
+
+        typename odeint::unwrap_reference< System >::type &sys = system;
+
+        time_type th = t + h;
+
+        // m_x1 = x + h*dxdt
+        stepper_base_type::m_algebra.for_each3( m_x1.m_v , in , dxdt ,
+                typename operations_type::template scale_sum2< value_type , time_type >( val1 , h ) );
+
+        sys( m_x1.m_v , m_dxdt.m_v , th );
+
+        boost::numeric::odeint::copy( in , m_x0.m_v );
+
+        unsigned short i = 1;
+        while( i != m_steps )
+        {
+            // general step
+            //tmp = m_x1; m_x1 = m_x0 + h2*m_dxdt; m_x0 = tmp
+            stepper_base_type::m_algebra.for_each3( m_x1.m_v , m_x0.m_v , m_dxdt.m_v ,
+                    typename operations_type::template scale_sum_swap2< value_type , time_type >( val1 , h2 ) );
+            th += h;
+            sys( m_x1.m_v , m_dxdt.m_v , th);
+            i++;
+        }
+
+        // last step
+        // x = 0.5*( m_x0 + m_x1 + h*m_dxdt )
+        stepper_base_type::m_algebra.for_each4( out , m_x0.m_v , m_x1.m_v , m_dxdt.m_v ,
+                typename operations_type::template scale_sum3< value_type , value_type , time_type >( val05 , val05 , val05*h ) );
+    }
+
+
+    void set_steps( unsigned short steps )
+    {   m_steps = steps; }
+
+
+    unsigned short steps( void ) const
+    {   return m_steps; }
+
+
+    template< class StateIn >
+    void adjust_size( const StateIn &x )
+    {
+        resize_impl( x );
+        stepper_base_type::adjust_size( x );
+    }
+
+private:
+
+    template< class StateIn >
+    bool resize_impl( const StateIn &x )
+    {
+        bool resized( false );
+        resized |= adjust_size_by_resizeability( m_x0 , x , typename is_resizeable<state_type>::type() );
+        resized |= adjust_size_by_resizeability( m_x1 , x , typename is_resizeable<state_type>::type() );
+        resized |= adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() );
+        return resized;
+    }
+
+
+    unsigned short m_steps;
+
+    resizer_type m_resizer;
+
+    wrapped_state_type m_x0;
+    wrapped_state_type m_x1;
+    wrapped_deriv_type m_dxdt;
+
+};
+
+
+/* Modified midpoint which stores derivatives and state at dt/2 in some external storage for later usage in dense output calculation
+ * This Stepper is for use in Bulirsch Stoer only. It DOES NOT meet any stepper concept.
+ */
+template<
+class State ,
+class Value = double ,
+class Deriv = State ,
+class Time = Value ,
+class Algebra = typename algebra_dispatcher< State >::algebra_type ,
+class Operations = typename operations_dispatcher< State >::operations_type ,
+class Resizer = initially_resizer
+>
+class modified_midpoint_dense_out
+{
+
+public :
+
+    typedef State state_type;
+    typedef Value value_type;
+    typedef Deriv deriv_type;
+    typedef Time time_type;
+    typedef Algebra algebra_type;
+    typedef Operations operations_type;
+    typedef Resizer resizer_type;
+    typedef state_wrapper< state_type > wrapped_state_type;
+    typedef state_wrapper< deriv_type > wrapped_deriv_type;
+
+    typedef modified_midpoint_dense_out< State , Value , Deriv , Time , Algebra , Operations , Resizer > stepper_type;
+    typedef std::vector< wrapped_deriv_type > deriv_table_type;
+
+    modified_midpoint_dense_out( unsigned short steps = 2 , const algebra_type &algebra = algebra_type() )
+    : m_algebra( algebra ) , m_steps( steps )
+    { }
+
+    /*
+     * performs a modified midpoint step with m_steps intermediate points
+     * stores approximation for x(t+dt/2) in x_mp and all evaluated function results in derivs
+     *
+     */
+
+    template< class System , class StateIn , class DerivIn , class StateOut >
+    void do_step( System system , const StateIn &in , const DerivIn &dxdt , time_type t , StateOut &out , time_type dt ,
+            state_type &x_mp , deriv_table_type &derivs )
+    {
+
+        static const value_type val1 = static_cast< value_type >( 1 );
+        static const value_type val05 = static_cast< value_type >( 1 ) / static_cast< value_type >( 2 );
+
+        m_resizer.adjust_size(in, [this](auto&& arg) { return this->resize<StateIn>(std::forward<decltype(arg)>(arg)); });
+
+        const time_type h = dt / static_cast<value_type>( m_steps );
+        const time_type h2 = static_cast<value_type>( 2 ) * h;
+
+        typename odeint::unwrap_reference< System >::type &sys = system;
+
+        time_type th = t + h;
+
+        // m_x1 = x + h*dxdt
+        m_algebra.for_each3( m_x1.m_v , in , dxdt ,
+                typename operations_type::template scale_sum2< value_type , time_type >( val1 , h ) );
+
+        if( m_steps == 2 )
+            // result of first step already gives approximation at the center of the interval
+            boost::numeric::odeint::copy( m_x1.m_v , x_mp );
+
+        sys( m_x1.m_v , derivs[0].m_v , th );
+
+        boost::numeric::odeint::copy( in , m_x0.m_v );
+
+        unsigned short i = 1;
+        while( i != m_steps )
+        {
+            // general step
+            //tmp = m_x1; m_x1 = m_x0 + h2*m_dxdt; m_x0 = tmp
+            m_algebra.for_each3( m_x1.m_v , m_x0.m_v , derivs[i-1].m_v ,
+                    typename operations_type::template scale_sum_swap2< value_type , time_type >( val1 , h2 ) );
+            if( i == m_steps/2-1 )
+                // save approximation at the center of the interval
+                boost::numeric::odeint::copy( m_x1.m_v , x_mp );
+
+            th += h;
+            sys( m_x1.m_v , derivs[i].m_v , th);
+            i++;
+        }
+
+        // last step
+        // x = 0.5*( m_x0 + m_x1 + h*m_dxdt )
+        m_algebra.for_each4( out , m_x0.m_v , m_x1.m_v , derivs[m_steps-1].m_v ,
+                typename operations_type::template scale_sum3< value_type , value_type , time_type >( val05 , val05 , val05*h ) );
+    }
+
+
+    void set_steps( unsigned short steps )
+    {   m_steps = steps; }
+
+
+    unsigned short steps( void ) const
+    {   return m_steps; }
+
+
+    template< class StateIn >
+    bool resize( const StateIn &x )
+    {
+        bool resized( false );
+        resized |= adjust_size_by_resizeability( m_x0 , x , typename is_resizeable<state_type>::type() );
+        resized |= adjust_size_by_resizeability( m_x1 , x , typename is_resizeable<state_type>::type() );
+        return resized;
+    }
+
+    template< class StateIn >
+    void adjust_size( const StateIn &x )
+    {
+        resize( x );
+    }
+
+private:
+
+    algebra_type m_algebra;
+
+    unsigned short m_steps;
+
+    resizer_type m_resizer;
+
+    wrapped_state_type m_x0;
+    wrapped_state_type m_x1;
+
+};
+
+
+
+/********** DOXYGEN ***********/
+
+/**
+ * \class modified_midpoint
+ *
+ * Implementation of the modified midpoint method with a configurable 
+ * number of intermediate steps. This class is used by the Bulirsch-Stoer
+ * algorithm and is not meant for direct usage.
+ */
+
+
+/**
+ * \class modified_midpoint_dense_out
+ *
+ * Implementation of the modified midpoint method with a configurable 
+ * number of intermediate steps. This class is used by the dense output
+ * Bulirsch-Stoer algorithm and is not meant for direct usage.
+ * \note This stepper is for internal use only and does not meet 
+ * any stepper concept.
+ */
+
+
+}
+}
+}
+
+#endif // BOOST_NUMERIC_ODEINT_STEPPER_MODIFIED_MIDPOINT_HPP_INCLUDED

package/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, [this](auto&& arg) { return this->resize_impl<state_type>(std::forward<decltype(arg)>(arg)); });
+
+        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, [this](auto&& arg) { return this->resize_x_err<state_type>(std::forward<decltype(arg)>(arg)); });
+        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, [this](auto&& arg) { return this->resize_x_err<state_type>(std::forward<decltype(arg)>(arg)); });
+        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