boost.cxx 0.0.2 → 1.90.1

package/boost/numeric/odeint/stepper/rosenbrock4_controller.hpp

@@ -0,0 +1,240 @@
+/*
+ [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, [this](auto&& arg) { return this->resize_m_xnew<state_type>(std::forward<decltype(arg)>(arg)); });
+        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, [this](auto&& arg) { return this->resize_m_xerr<state_type>(std::forward<decltype(arg)>(arg)); });
+
+        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

package/boost/numeric/odeint/stepper/rosenbrock4_dense_output.hpp

@@ -0,0 +1,204 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/stepper/rosenbrock4_dense_output.hpp
+
+ [begin_description]
+ Dense output for Rosenbrock 4.
+ [end_description]
+
+ Copyright 2011-2012 Karsten Ahnert
+ Copyright 2011-2015 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_DENSE_OUTPUT_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_DENSE_OUTPUT_HPP_INCLUDED
+
+
+#include <utility>
+
+#include <boost/numeric/odeint/util/bind.hpp>
+
+#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 {
+namespace odeint {
+
+template< class ControlledStepper >
+class rosenbrock4_dense_output
+{
+
+public:
+
+    typedef ControlledStepper controlled_stepper_type;
+    typedef typename unwrap_reference< controlled_stepper_type >::type unwrapped_controlled_stepper_type;
+    typedef typename unwrapped_controlled_stepper_type::stepper_type 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 dense_output_stepper_tag stepper_category;
+
+    typedef rosenbrock4_dense_output< ControlledStepper > dense_output_stepper_type;
+
+    rosenbrock4_dense_output( const controlled_stepper_type &stepper = controlled_stepper_type() )
+    : m_stepper( stepper ) , 
+      m_x1() , m_x2() , 
+      m_current_state_x1( true ) ,
+      m_t() , m_t_old() , m_dt()
+    {
+    }
+
+
+
+    template< class StateType >
+    void initialize( const StateType &x0 , time_type t0 , time_type dt0 )
+    {
+        m_resizer.adjust_size(x0, [this](auto&& arg) { return this->resize_impl<StateType>(std::forward<decltype(arg)>(arg)); });
+        get_current_state() = x0;
+        m_t = t0;
+        m_dt = dt0;
+    }
+
+    template< class System >
+    std::pair< time_type , time_type > do_step( System system )
+    {
+        unwrapped_controlled_stepper_type &stepper = m_stepper;
+        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;
+        do
+        {
+            res = stepper.try_step( system , get_current_state() , m_t , get_old_state() , m_dt );
+            fail_checker();  // check for overflow of failed steps
+        }
+        while( res == fail );
+        stepper.stepper().prepare_dense_output();
+        this->toggle_current_state();
+        return std::make_pair( m_t_old , m_t );
+    }
+
+
+    /*
+     * The two overloads are needed in order to solve the forwarding problem.
+     */
+    template< class StateOut >
+    void calc_state( time_type t , StateOut &x )
+    {
+        unwrapped_controlled_stepper_type &stepper = m_stepper;
+        stepper.stepper().calc_state( t , x , get_old_state() , m_t_old , get_current_state() , m_t );
+    }
+
+    template< class StateOut >
+    void calc_state( time_type t , const StateOut &x )
+    {
+        unwrapped_controlled_stepper_type &stepper = m_stepper;
+        stepper.stepper().calc_state( t , x , get_old_state() , m_t_old , get_current_state() , m_t );
+    }
+
+
+    template< class StateType >
+    void adjust_size( const StateType &x )
+    {
+        unwrapped_controlled_stepper_type &stepper = m_stepper;
+        stepper.adjust_size( x );
+        resize_impl( x );
+    }
+
+
+
+
+    const state_type& current_state( void ) const
+    {
+        return get_current_state();
+    }
+
+    time_type current_time( void ) const
+    {
+        return m_t;
+    }
+
+    const state_type& previous_state( void ) const
+    {
+        return get_old_state();
+    }
+
+    time_type previous_time( void ) const
+    {
+        return m_t_old;
+    }
+
+    time_type current_time_step( void ) const
+    {
+        return m_dt;
+    }
+
+
+
+
+private:
+
+    state_type& get_current_state( void )
+    {
+        return m_current_state_x1 ? m_x1.m_v : m_x2.m_v ;
+    }
+    
+    const state_type& get_current_state( void ) const
+    {
+        return m_current_state_x1 ? m_x1.m_v : m_x2.m_v ;
+    }
+    
+    state_type& get_old_state( void )
+    {
+        return m_current_state_x1 ? m_x2.m_v : m_x1.m_v ;
+    }
+    
+    const state_type& get_old_state( void ) const
+    {
+        return m_current_state_x1 ? m_x2.m_v : m_x1.m_v ;
+    }
+
+    void toggle_current_state( void )
+    {
+        m_current_state_x1 = ! m_current_state_x1;
+    }
+
+
+    template< class StateIn >
+    bool resize_impl( const StateIn &x )
+    {
+        bool resized = false;
+        resized |= adjust_size_by_resizeability( m_x1 , x , typename is_resizeable<state_type>::type() );
+        resized |= adjust_size_by_resizeability( m_x2 , x , typename is_resizeable<state_type>::type() );
+        return resized;
+    }
+
+
+    controlled_stepper_type m_stepper;
+    resizer_type m_resizer;
+    wrapped_state_type m_x1 , m_x2;
+    bool m_current_state_x1;
+    time_type m_t , m_t_old , m_dt;
+};
+
+
+
+} // namespace odeint
+} // namespace numeric
+} // namespace boost
+
+
+#endif // BOOST_NUMERIC_ODEINT_STEPPER_ROSENBROCK4_DENSE_OUTPUT_HPP_INCLUDED

package/boost/numeric/odeint/stepper/runge_kutta4.hpp

@@ -0,0 +1,181 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/stepper/runge_kutta4.hpp
+
+ [begin_description]
+ Implementation of the classical Runge-Kutta stepper with the generic stepper.
+ [end_description]
+
+ Copyright 2011-2013 Mario Mulansky
+ Copyright 2011-2013 Karsten Ahnert
+
+ 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_RUNGE_KUTTA4_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA4_HPP_INCLUDED
+
+
+
+
+#include <boost/fusion/container/vector.hpp>
+#include <boost/fusion/container/generation/make_vector.hpp>
+
+#include <boost/numeric/odeint/stepper/explicit_generic_rk.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 <array>
+
+#include <boost/numeric/odeint/util/resizer.hpp>
+
+
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+
+#ifndef DOXYGEN_SKIP
+template< class Value = double >
+struct rk4_coefficients_a1 : std::array< Value , 1 >
+{
+    rk4_coefficients_a1( void )
+    {
+        (*this)[0] = static_cast< Value >( 1 ) / static_cast< Value >( 2 );
+    }
+};
+
+template< class Value = double >
+struct rk4_coefficients_a2 : std::array< Value , 2 >
+{
+    rk4_coefficients_a2( void )
+    {
+        (*this)[0] = static_cast<Value>(0);
+        (*this)[1] = static_cast< Value >( 1 ) / static_cast< Value >( 2 );
+    }
+};
+
+
+template< class Value = double >
+struct rk4_coefficients_a3 : std::array< Value , 3 >
+{
+    rk4_coefficients_a3( void )
+            {
+        (*this)[0] = static_cast<Value>(0);
+        (*this)[1] = static_cast<Value>(0);
+        (*this)[2] = static_cast<Value>(1);
+            }
+};
+
+template< class Value = double >
+struct rk4_coefficients_b : std::array< Value , 4 >
+{
+    rk4_coefficients_b( void )
+    {
+        (*this)[0] = static_cast<Value>(1)/static_cast<Value>(6);
+        (*this)[1] = static_cast<Value>(1)/static_cast<Value>(3);
+        (*this)[2] = static_cast<Value>(1)/static_cast<Value>(3);
+        (*this)[3] = static_cast<Value>(1)/static_cast<Value>(6);
+    }
+};
+
+template< class Value = double >
+struct rk4_coefficients_c : std::array< Value , 4 >
+{
+    rk4_coefficients_c( void )
+    {
+        (*this)[0] = static_cast<Value>(0);
+        (*this)[1] = static_cast< Value >( 1 ) / static_cast< Value >( 2 );
+        (*this)[2] = static_cast< Value >( 1 ) / static_cast< Value >( 2 );
+        (*this)[3] = static_cast<Value>(1);
+    }
+};
+#endif
+
+
+
+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 runge_kutta4 : public explicit_generic_rk< 4 , 4 , State , Value , Deriv , Time ,
+Algebra , Operations , Resizer >
+#else
+class runge_kutta4 : public explicit_generic_rk
+#endif
+{
+
+public:
+
+#ifndef DOXYGEN_SKIP
+    typedef explicit_generic_rk< 4 , 4 , State , Value , Deriv , Time ,
+            Algebra , Operations , Resizer > stepper_base_type;
+#endif
+    typedef typename stepper_base_type::state_type 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::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;
+
+    #ifndef DOXYGEN_SKIP
+    typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
+    typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
+    typedef typename stepper_base_type::stepper_type stepper_type;
+    #endif
+
+    runge_kutta4( const algebra_type &algebra = algebra_type() ) : stepper_base_type(
+            boost::fusion::make_vector( rk4_coefficients_a1<Value>() , rk4_coefficients_a2<Value>() , rk4_coefficients_a3<Value>() ) ,
+            rk4_coefficients_b<Value>() , rk4_coefficients_c<Value>() , algebra )
+    { }
+
+};
+
+/**
+ * \class runge_kutta4
+ * \brief The classical Runge-Kutta stepper of fourth order.
+ *
+ * The Runge-Kutta method of fourth order is one standard method for
+ * solving ordinary differential equations and is widely used, see also
+ * <a href="http://en.wikipedia.org/wiki/Runge%E2%80%93Kutta_methods">en.wikipedia.org/wiki/Runge-Kutta_methods</a>
+ * The method is  explicit and fulfills the Stepper concept. Step size control
+ * or continuous output are not provided.
+ * 
+ * This class derives from explicit_stepper_base and inherits its interface via CRTP (current recurring template pattern).
+ * Furthermore, it derivs from explicit_generic_rk which is a generic Runge-Kutta algorithm. For more details see
+ * explicit_stepper_base and explicit_generic_rk.
+ *
+ * \tparam State The state type.
+ * \tparam Value The value type.
+ * \tparam Deriv The type representing the time derivative of the state.
+ * \tparam Time The time representing the independent variable - the time.
+ * \tparam Algebra The algebra type.
+ * \tparam Operations The operations type.
+ * \tparam Resizer The resizer policy type.
+ */
+
+/**
+ * \fn runge_kutta4::runge_kutta4( const algebra_type &algebra = algebra_type() )
+ * \brief Constructs the runge_kutta4 class. This constructor can be used as a default
+ * constructor if the algebra has a default constructor.
+ * \param algebra A copy of algebra is made and stored inside explicit_stepper_base.
+ */
+
+}
+}
+}
+
+
+#endif // BOOST_NUMERIC_ODEINT_STEPPER_RUNGE_KUTTA4_HPP_INCLUDED