adams_bashforth_moulton.hpp 12 KB

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  1. /*
  2. [auto_generated]
  3. boost/numeric/odeint/stepper/adams_bashforth_moulton.hpp
  4. [begin_description]
  5. Implementation of the Adams-Bashforth-Moulton method, a predictor-corrector multistep method.
  6. [end_description]
  7. Copyright 2011-2013 Karsten Ahnert
  8. Copyright 2011-2013 Mario Mulansky
  9. Copyright 2012 Christoph Koke
  10. Distributed under the Boost Software License, Version 1.0.
  11. (See accompanying file LICENSE_1_0.txt or
  12. copy at http://www.boost.org/LICENSE_1_0.txt)
  13. */
  14. #ifndef BOOST_NUMERIC_ODEINT_STEPPER_ADAMS_BASHFORTH_MOULTON_HPP_INCLUDED
  15. #define BOOST_NUMERIC_ODEINT_STEPPER_ADAMS_BASHFORTH_MOULTON_HPP_INCLUDED
  16. #include <boost/numeric/odeint/util/bind.hpp>
  17. #include <boost/numeric/odeint/stepper/stepper_categories.hpp>
  18. #include <boost/numeric/odeint/algebra/range_algebra.hpp>
  19. #include <boost/numeric/odeint/algebra/default_operations.hpp>
  20. #include <boost/numeric/odeint/algebra/algebra_dispatcher.hpp>
  21. #include <boost/numeric/odeint/algebra/operations_dispatcher.hpp>
  22. #include <boost/numeric/odeint/util/state_wrapper.hpp>
  23. #include <boost/numeric/odeint/util/resizer.hpp>
  24. #include <boost/numeric/odeint/stepper/adams_bashforth.hpp>
  25. #include <boost/numeric/odeint/stepper/adams_moulton.hpp>
  26. namespace boost {
  27. namespace numeric {
  28. namespace odeint {
  29. template<
  30. size_t Steps ,
  31. class State ,
  32. class Value = double ,
  33. class Deriv = State ,
  34. class Time = Value ,
  35. class Algebra = typename algebra_dispatcher< State >::algebra_type ,
  36. class Operations = typename operations_dispatcher< State >::operations_type ,
  37. class Resizer = initially_resizer,
  38. class InitializingStepper = runge_kutta4< State , Value , Deriv , Time , Algebra , Operations, Resizer >
  39. >
  40. class adams_bashforth_moulton
  41. {
  42. #ifndef DOXYGEN_SKIP
  43. static_assert(( Steps > 0 && Steps < 9 ), "Must have between 1 and 8 steps inclusive");
  44. #endif
  45. public :
  46. typedef State state_type;
  47. typedef state_wrapper< state_type > wrapped_state_type;
  48. typedef Value value_type;
  49. typedef Deriv deriv_type;
  50. typedef state_wrapper< deriv_type > wrapped_deriv_type;
  51. typedef Time time_type;
  52. typedef Algebra algebra_type;
  53. typedef Operations operations_type;
  54. typedef Resizer resizer_type;
  55. typedef stepper_tag stepper_category;
  56. typedef InitializingStepper initializing_stepper_type;
  57. static const size_t steps = Steps;
  58. #ifndef DOXYGEN_SKIP
  59. typedef adams_bashforth< steps , state_type , value_type , deriv_type , time_type , algebra_type , operations_type , resizer_type, initializing_stepper_type > adams_bashforth_type;
  60. typedef adams_moulton< steps , state_type , value_type , deriv_type , time_type , algebra_type , operations_type , resizer_type > adams_moulton_type;
  61. typedef adams_bashforth_moulton< steps , state_type , value_type , deriv_type , time_type , algebra_type , operations_type , resizer_type , initializing_stepper_type> stepper_type;
  62. #endif //DOXYGEN_SKIP
  63. typedef unsigned short order_type;
  64. static const order_type order_value = steps;
  65. /** \brief Constructs the adams_bashforth class. */
  66. adams_bashforth_moulton( void )
  67. : m_adams_bashforth() , m_adams_moulton( m_adams_bashforth.algebra() )
  68. , m_x() , m_resizer()
  69. { }
  70. adams_bashforth_moulton( const algebra_type &algebra )
  71. : m_adams_bashforth( algebra ) , m_adams_moulton( m_adams_bashforth.algebra() )
  72. , m_x() , m_resizer()
  73. { }
  74. order_type order( void ) const { return order_value; }
  75. template< class System , class StateInOut >
  76. void do_step( System system , StateInOut &x , time_type t , time_type dt )
  77. {
  78. do_step_impl1( system , x , t , dt );
  79. }
  80. /**
  81. * \brief Second version to solve the forwarding problem, can be called with Boost.Range as StateInOut.
  82. */
  83. template< class System , class StateInOut >
  84. void do_step( System system , const StateInOut &x , time_type t , time_type dt )
  85. {
  86. do_step_impl1( system , x , t , dt );
  87. }
  88. template< class System , class StateIn , class StateOut >
  89. void do_step( System system , const StateIn &in , time_type t , const StateOut &out , time_type dt )
  90. {
  91. do_step_impl2( system , in , t , out , dt );
  92. }
  93. /**
  94. * \brief Second version to solve the forwarding problem, can be called with Boost.Range as StateOut.
  95. */
  96. template< class System , class StateIn , class StateOut >
  97. void do_step( System system , const StateIn &in , time_type t , StateOut &out , time_type dt )
  98. {
  99. do_step_impl2( system , in ,t , out , dt );
  100. }
  101. template< class StateType >
  102. void adjust_size( const StateType &x )
  103. {
  104. m_adams_bashforth.adjust_size( x );
  105. m_adams_moulton.adjust_size( x );
  106. resize_impl( x );
  107. }
  108. template< class ExplicitStepper , class System , class StateIn >
  109. void initialize( ExplicitStepper explicit_stepper , System system , StateIn &x , time_type &t , time_type dt )
  110. {
  111. m_adams_bashforth.initialize( explicit_stepper , system , x , t , dt );
  112. }
  113. template< class System , class StateIn >
  114. void initialize( System system , StateIn &x , time_type &t , time_type dt )
  115. {
  116. m_adams_bashforth.initialize( system , x , t , dt );
  117. }
  118. void reset(void)
  119. {
  120. m_adams_bashforth.reset();
  121. }
  122. private:
  123. template< typename System , typename StateInOut >
  124. void do_step_impl1( System system , StateInOut &x , time_type t , time_type dt )
  125. {
  126. if( m_adams_bashforth.is_initialized() )
  127. {
  128. m_resizer.adjust_size(x, [this](auto&& arg) { return this->resize_impl<StateInOut>(std::forward<decltype(arg)>(arg)); });
  129. m_adams_bashforth.do_step( system , x , t , m_x.m_v , dt );
  130. m_adams_moulton.do_step( system , x , m_x.m_v , t+dt , x , dt , m_adams_bashforth.step_storage() );
  131. }
  132. else
  133. {
  134. m_adams_bashforth.do_step( system , x , t , dt );
  135. }
  136. }
  137. template< typename System , typename StateIn , typename StateInOut >
  138. void do_step_impl2( System system , StateIn const &in , time_type t , StateInOut & out , time_type dt )
  139. {
  140. if( m_adams_bashforth.is_initialized() )
  141. {
  142. m_resizer.adjust_size(in, [this](auto&& arg) { return this->resize_impl<StateIn>(std::forward<decltype(arg)>(arg)); });
  143. m_adams_bashforth.do_step( system , in , t , m_x.m_v , dt );
  144. m_adams_moulton.do_step( system , in , m_x.m_v , t+dt , out , dt , m_adams_bashforth.step_storage() );
  145. }
  146. else
  147. {
  148. m_adams_bashforth.do_step( system , in , t , out , dt );
  149. }
  150. }
  151. template< class StateIn >
  152. bool resize_impl( const StateIn &x )
  153. {
  154. return adjust_size_by_resizeability( m_x , x , typename is_resizeable< state_type >::type() );
  155. }
  156. adams_bashforth_type m_adams_bashforth;
  157. adams_moulton_type m_adams_moulton;
  158. wrapped_state_type m_x;
  159. resizer_type m_resizer;
  160. };
  161. /********* DOXYGEN ********/
  162. /**
  163. * \class adams_bashforth_moulton
  164. * \brief The Adams-Bashforth-Moulton multistep algorithm.
  165. *
  166. * The Adams-Bashforth method is a multi-step predictor-corrector algorithm
  167. * with configurable step number. The step number is specified as template
  168. * parameter Steps and it then uses the result from the previous Steps steps.
  169. * See also
  170. * <a href="http://en.wikipedia.org/wiki/Linear_multistep_method">en.wikipedia.org/wiki/Linear_multistep_method</a>.
  171. * Currently, a maximum of Steps=8 is supported.
  172. * The method is explicit and fulfills the Stepper concept. Step size control
  173. * or continuous output are not provided.
  174. *
  175. * This class derives from algebra_base and inherits its interface via
  176. * CRTP (current recurring template pattern). For more details see
  177. * algebra_stepper_base.
  178. *
  179. * \tparam Steps The number of steps (maximal 8).
  180. * \tparam State The state type.
  181. * \tparam Value The value type.
  182. * \tparam Deriv The type representing the time derivative of the state.
  183. * \tparam Time The time representing the independent variable - the time.
  184. * \tparam Algebra The algebra type.
  185. * \tparam Operations The operations type.
  186. * \tparam Resizer The resizer policy type.
  187. * \tparam InitializingStepper The stepper for the first two steps.
  188. */
  189. /**
  190. * \fn adams_bashforth_moulton::adams_bashforth_moulton( const algebra_type &algebra )
  191. * \brief Constructs the adams_bashforth class. This constructor can be used as a default
  192. * constructor if the algebra has a default constructor.
  193. * \param algebra A copy of algebra is made and stored.
  194. */
  195. /**
  196. * \fn adams_bashforth_moulton::order( void ) const
  197. * \brief Returns the order of the algorithm, which is equal to the number of steps+1.
  198. * \return order of the method.
  199. */
  200. /**
  201. * \fn adams_bashforth_moulton::do_step( System system , StateInOut &x , time_type t , time_type dt )
  202. * \brief This method performs one step. It transforms the result in-place.
  203. *
  204. * \param system The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the
  205. * Simple System concept.
  206. * \param x The state of the ODE which should be solved. After calling do_step the result is updated in x.
  207. * \param t The value of the time, at which the step should be performed.
  208. * \param dt The step size.
  209. */
  210. /**
  211. * \fn adams_bashforth_moulton::do_step( System system , const StateIn &in , time_type t , const StateOut &out , time_type dt )
  212. * \brief The method performs one step with the stepper passed by Stepper. The state of the ODE is updated out-of-place.
  213. *
  214. * \param system The system function to solve, hence the r.h.s. of the ODE. It must fulfill the
  215. * Simple System concept.
  216. * \param in The state of the ODE which should be solved. in is not modified in this method
  217. * \param t The value of the time, at which the step should be performed.
  218. * \param out The result of the step is written in out.
  219. * \param dt The step size.
  220. */
  221. /**
  222. * \fn adams_bashforth_moulton::adjust_size( const StateType &x )
  223. * \brief Adjust the size of all temporaries in the stepper manually.
  224. * \param x A state from which the size of the temporaries to be resized is deduced.
  225. */
  226. /**
  227. * \fn adams_bashforth_moulton::initialize( ExplicitStepper explicit_stepper , System system , StateIn &x , time_type &t , time_type dt )
  228. * \brief Initialized the stepper. Does Steps-1 steps with the explicit_stepper to fill the buffer.
  229. * \note The state x and time t are updated to the values after Steps-1 initial steps.
  230. * \param explicit_stepper the stepper used to fill the buffer of previous step results
  231. * \param system The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the
  232. * Simple System concept.
  233. * \param x The initial state of the ODE which should be solved, updated after in this method.
  234. * \param t The initial time, updated in this method.
  235. * \param dt The step size.
  236. */
  237. /**
  238. * \fn adams_bashforth_moulton::initialize( System system , StateIn &x , time_type &t , time_type dt )
  239. * \brief Initialized the stepper. Does Steps-1 steps using the standard initializing stepper
  240. * of the underlying adams_bashforth stepper.
  241. * \param system The system function to solve, hence the r.h.s. of the ordinary differential equation. It must fulfill the
  242. * Simple System concept.
  243. * \param x The state of the ODE which should be solved. After calling do_step the result is updated in x.
  244. * \param t The value of the time, at which the step should be performed.
  245. * \param dt The step size.
  246. */
  247. /**
  248. * \fn adams_bashforth_moulton::reset( void )
  249. * \brief Resets the internal buffers of the stepper.
  250. */
  251. } // odeint
  252. } // numeric
  253. } // boost
  254. #endif // BOOST_NUMERIC_ODEINT_STEPPER_ADAMS_BASHFORTH_MOULTON_HPP_INCLUDED