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0016 #ifndef BOOST_NUMERIC_ODEINT_STEPPER_EXTRAPOLATION_STEPPER_HPP_INCLUDED
0017 #define BOOST_NUMERIC_ODEINT_STEPPER_EXTRAPOLATION_STEPPER_HPP_INCLUDED
0018
0019 #include <iostream>
0020
0021 #include <algorithm>
0022
0023 #include <boost/config.hpp> // for min/max guidelines
0024 #include <boost/static_assert.hpp>
0025
0026 #include <boost/numeric/odeint/util/bind.hpp>
0027 #include <boost/numeric/odeint/util/unwrap_reference.hpp>
0028
0029 #include <boost/numeric/odeint/stepper/base/explicit_error_stepper_base.hpp>
0030 #include <boost/numeric/odeint/stepper/modified_midpoint.hpp>
0031 #include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
0032 #include <boost/numeric/odeint/algebra/range_algebra.hpp>
0033 #include <boost/numeric/odeint/algebra/default_operations.hpp>
0034 #include <boost/numeric/odeint/algebra/algebra_dispatcher.hpp>
0035 #include <boost/numeric/odeint/algebra/operations_dispatcher.hpp>
0036
0037 #include <boost/numeric/odeint/util/state_wrapper.hpp>
0038 #include <boost/numeric/odeint/util/is_resizeable.hpp>
0039 #include <boost/numeric/odeint/util/resizer.hpp>
0040 #include <boost/numeric/odeint/util/unit_helper.hpp>
0041 #include <boost/numeric/odeint/util/detail/less_with_sign.hpp>
0042
0043 namespace boost
0044 {
0045 namespace numeric
0046 {
0047 namespace odeint
0048 {
0049
0050 template < unsigned short Order, class State, class Value = double,
0051 class Deriv = State, class Time = Value,
0052 class Algebra = typename algebra_dispatcher< State >::algebra_type,
0053 class Operations =
0054 typename operations_dispatcher< State >::operations_type,
0055 class Resizer = initially_resizer >
0056 #ifndef DOXYGEN_SKIP
0057 class extrapolation_stepper
0058 : public explicit_error_stepper_base<
0059 extrapolation_stepper< Order, State, Value, Deriv, Time, Algebra,
0060 Operations, Resizer >,
0061 Order, Order, Order - 2, State, Value, Deriv, Time, Algebra,
0062 Operations, Resizer >
0063 #else
0064 class extrapolation_stepper : public explicit_error_stepper_base
0065 #endif
0066 {
0067
0068 private:
0069
0070 BOOST_STATIC_ASSERT_MSG(
0071 ( ( Order % 2 ) == 0 ) && ( Order > 2 ),
0072 "extrapolation_stepper requires even Order larger than 2" );
0073
0074 public:
0075 #ifndef DOXYGEN_SKIP
0076 typedef explicit_error_stepper_base<
0077 extrapolation_stepper< Order, State, Value, Deriv, Time, Algebra,
0078 Operations, Resizer >,
0079 Order, Order, Order - 2, State, Value, Deriv, Time, Algebra, Operations,
0080 Resizer > stepper_base_type;
0081 #else
0082 typedef explicit_error_stepper_base< extrapolation_stepper< ... >, ... >
0083 stepper_base_type;
0084 #endif
0085
0086 typedef typename stepper_base_type::state_type state_type;
0087 typedef typename stepper_base_type::value_type value_type;
0088 typedef typename stepper_base_type::deriv_type deriv_type;
0089 typedef typename stepper_base_type::time_type time_type;
0090 typedef typename stepper_base_type::algebra_type algebra_type;
0091 typedef typename stepper_base_type::operations_type operations_type;
0092 typedef typename stepper_base_type::resizer_type resizer_type;
0093
0094 #ifndef DOXYGEN_SKIP
0095 typedef typename stepper_base_type::stepper_type stepper_type;
0096 typedef typename stepper_base_type::wrapped_state_type wrapped_state_type;
0097 typedef typename stepper_base_type::wrapped_deriv_type wrapped_deriv_type;
0098
0099 typedef std::vector< value_type > value_vector;
0100 typedef std::vector< value_vector > value_matrix;
0101 typedef std::vector< size_t > int_vector;
0102 typedef std::vector< wrapped_state_type > state_table_type;
0103 typedef modified_midpoint< state_type, value_type, deriv_type, time_type,
0104 algebra_type, operations_type,
0105 resizer_type > midpoint_stepper_type;
0106
0107 #endif
0108
0109 typedef unsigned short order_type;
0110 static const order_type order_value = stepper_base_type::order_value;
0111 static const order_type stepper_order_value =
0112 stepper_base_type::stepper_order_value;
0113 static const order_type error_order_value =
0114 stepper_base_type::error_order_value;
0115
0116 const static size_t m_k_max = ( order_value - 2 ) / 2;
0117
0118 extrapolation_stepper( const algebra_type &algebra = algebra_type() )
0119 : stepper_base_type( algebra ), m_interval_sequence( m_k_max + 1 ),
0120 m_coeff( m_k_max + 1 ), m_table( m_k_max )
0121 {
0122 for ( unsigned short i = 0; i < m_k_max + 1; i++ )
0123 {
0124 m_interval_sequence[i] = 2 * ( i + 1 );
0125 m_coeff[i].resize( i );
0126 for ( size_t k = 0; k < i; ++k )
0127 {
0128 const value_type r =
0129 static_cast< value_type >( m_interval_sequence[i] ) /
0130 static_cast< value_type >( m_interval_sequence[k] );
0131 m_coeff[i][k] =
0132 static_cast< value_type >( 1 ) /
0133 ( r * r - static_cast< value_type >(
0134 1 ) );
0135 }
0136 }
0137 }
0138
0139 template < class System, class StateIn, class DerivIn, class StateOut,
0140 class Err >
0141 void do_step_impl( System system, const StateIn &in, const DerivIn &dxdt,
0142 time_type t, StateOut &out, time_type dt, Err &xerr )
0143 {
0144
0145
0146 do_step_impl( system, in, dxdt, t, out, dt );
0147
0148 static const value_type val1( 1.0 );
0149
0150 stepper_base_type::m_algebra.for_each3(
0151 xerr, out, m_table[0].m_v,
0152 typename operations_type::template scale_sum2<
0153 value_type, value_type >( val1, -val1 ) );
0154 }
0155
0156 template < class System, class StateInOut, class DerivIn, class Err >
0157 void do_step_impl_io( System system, StateInOut &inout, const DerivIn &dxdt,
0158 time_type t, time_type dt, Err &xerr )
0159 {
0160
0161 do_step_impl_io( system, inout, dxdt, t, dt );
0162
0163 static const value_type val1( 1.0 );
0164
0165 stepper_base_type::m_algebra.for_each3(
0166 xerr, inout, m_table[0].m_v,
0167 typename operations_type::template scale_sum2<
0168 value_type, value_type >( val1, -val1 ) );
0169 }
0170
0171 template < class System, class StateIn, class DerivIn, class StateOut >
0172 void do_step_impl( System system, const StateIn &in, const DerivIn &dxdt,
0173 time_type t, StateOut &out, time_type dt )
0174 {
0175 m_resizer.adjust_size(
0176 in, detail::bind( &stepper_type::template resize_impl< StateIn >,
0177 detail::ref( *this ), detail::_1 ) );
0178 size_t k = 0;
0179 m_midpoint.set_steps( m_interval_sequence[k] );
0180 m_midpoint.do_step( system, in, dxdt, t, out, dt );
0181 for ( k = 1; k <= m_k_max; ++k )
0182 {
0183 m_midpoint.set_steps( m_interval_sequence[k] );
0184 m_midpoint.do_step( system, in, dxdt, t, m_table[k - 1].m_v, dt );
0185 extrapolate( k, m_table, m_coeff, out );
0186 }
0187 }
0188
0189 template < class System, class StateInOut, class DerivIn >
0190 void do_step_impl_io( System system, StateInOut &inout, const DerivIn &dxdt,
0191 time_type t, time_type dt )
0192 {
0193
0194 m_xout_resizer.adjust_size(
0195 inout,
0196 detail::bind( &stepper_type::template resize_m_xout< StateInOut >,
0197 detail::ref( *this ), detail::_1 ) );
0198 do_step_impl( system, inout, dxdt, t, m_xout.m_v, dt );
0199 boost::numeric::odeint::copy( m_xout.m_v, inout );
0200 }
0201
0202 template < class System, class StateInOut, class DerivIn >
0203 void do_step_dxdt_impl( System system, StateInOut &x, const DerivIn &dxdt,
0204 time_type t, time_type dt )
0205 {
0206 do_step_impl_io( system , x , dxdt , t , dt );
0207 }
0208
0209 template < class System, class StateIn, class DerivIn, class StateOut >
0210 void do_step_dxdt_impl( System system, const StateIn &in,
0211 const DerivIn &dxdt, time_type t, StateOut &out,
0212 time_type dt )
0213 {
0214 do_step_impl( system , in , dxdt , t , out , dt );
0215 }
0216
0217
0218 template < class StateIn > void adjust_size( const StateIn &x )
0219 {
0220 resize_impl( x );
0221 m_midpoint.adjust_size( x );
0222 }
0223
0224 private:
0225 template < class StateIn > bool resize_impl( const StateIn &x )
0226 {
0227 bool resized( false );
0228 for ( size_t i = 0; i < m_k_max; ++i )
0229 resized |= adjust_size_by_resizeability(
0230 m_table[i], x, typename is_resizeable< state_type >::type() );
0231 return resized;
0232 }
0233
0234 template < class StateIn > bool resize_m_xout( const StateIn &x )
0235 {
0236 return adjust_size_by_resizeability(
0237 m_xout, x, typename is_resizeable< state_type >::type() );
0238 }
0239
0240 template < class StateInOut >
0241 void extrapolate( size_t k, state_table_type &table,
0242 const value_matrix &coeff, StateInOut &xest )
0243
0244
0245
0246 {
0247 static const value_type val1 = static_cast< value_type >( 1.0 );
0248
0249 for ( int j = k - 1; j > 0; --j )
0250 {
0251 stepper_base_type::m_algebra.for_each3(
0252 table[j - 1].m_v, table[j].m_v, table[j - 1].m_v,
0253 typename operations_type::template scale_sum2<
0254 value_type, value_type >( val1 + coeff[k][j],
0255 -coeff[k][j] ) );
0256 }
0257 stepper_base_type::m_algebra.for_each3(
0258 xest, table[0].m_v, xest,
0259 typename operations_type::template scale_sum2<
0260 value_type, value_type >( val1 + coeff[k][0], -coeff[k][0] ) );
0261 }
0262
0263 private:
0264 midpoint_stepper_type m_midpoint;
0265
0266 resizer_type m_resizer;
0267 resizer_type m_xout_resizer;
0268
0269 int_vector m_interval_sequence;
0270 value_matrix m_coeff;
0271
0272 wrapped_state_type m_xout;
0273 state_table_type m_table;
0274 };
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0290 }
0291 }
0292 }
0293 #endif