boost/numeric/odeint/stepper/rosenbrock4_controller.hpp
/*
[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;
}
private:
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