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Subject: [Boost-commit] svn:boost r58941 - in sandbox/odeint: boost/numeric/odeint libs/numeric/odeint/doc libs/numeric/odeint/doc/html libs/numeric/odeint/doc/html/odeint libs/numeric/odeint/examples
From: mario.mulansky_at_[hidden]
Date: 2010-01-12 09:41:44

Author: mariomulansky
Date: 2010-01-12 09:41:42 EST (Tue, 12 Jan 2010)
New Revision: 58941
URL: http://svn.boost.org/trac/boost/changeset/58941

Log:
bugfixes in adaptive_integration
Added:
   sandbox/odeint/libs/numeric/odeint/doc/html/odeint/
   sandbox/odeint/libs/numeric/odeint/doc/html/odeint/quick_guide.html (contents, props changed)
Text files modified:
   sandbox/odeint/boost/numeric/odeint/controlled_stepper_standard.hpp | 9 ++++---
   sandbox/odeint/boost/numeric/odeint/integrator_adaptive_stepsize.hpp | 41 ++++++++++++++++----------------
   sandbox/odeint/boost/numeric/odeint/observer.hpp | 36 ++++++++++------------------
   sandbox/odeint/libs/numeric/odeint/doc/html/index.html | 40 ++++++++++++++++++++++++++-----
   sandbox/odeint/libs/numeric/odeint/doc/html/standalone_HTML.manifest | 1
   sandbox/odeint/libs/numeric/odeint/doc/odeint.qbk | 50 +++++++++++++++++++++++++++++++++++++++
   sandbox/odeint/libs/numeric/odeint/examples/Jamfile | 2 +
   7 files changed, 124 insertions(+), 55 deletions(-)

Modified: sandbox/odeint/boost/numeric/odeint/controlled_stepper_standard.hpp
==============================================================================
--- sandbox/odeint/boost/numeric/odeint/controlled_stepper_standard.hpp (original)
+++ sandbox/odeint/boost/numeric/odeint/controlled_stepper_standard.hpp 2010-01-12 09:41:42 EST (Tue, 12 Jan 2010)
@@ -15,6 +15,7 @@
#define BOOST_NUMERIC_ODEINT_CONTROLLED_STEPPER_STANDARD_HPP

#include <cmath> // for pow( ) and abs()
+#include <algorithm>
#include <complex>

#include <boost/concept_check.hpp>
@@ -107,7 +108,7 @@
 err = m_eps_abs + m_eps_rel * (
 m_a_x * std::abs(*x_start++) +
 m_a_dxdt * dt * std::abs(*dxdt_start++) );
- max_rel_err = max( std::abs(*x_err_start++)/err , max_rel_err );
+ max_rel_err = std::max( std::abs(*x_err_start++)/err , max_rel_err );
 }
 return max_rel_err;
 }
@@ -160,8 +161,8 @@
 {
 // error too large - decrease dt
 // limit scaling factor to 0.2
- dt *= max( 0.9*pow(max_rel_err , -1.0/(m_stepper.order_error()-1.0)),
- 0.2 );
+ dt *= std::max( 0.9*pow(max_rel_err , -1.0/(m_stepper.order_error()-1.0)),
+ 0.2 );

 // reset state
 x = m_x_tmp;
@@ -174,7 +175,7 @@
 //error too small - increase dt and keep the evolution
 t += dt;
 // limit scaling factor to 5.0
- dt *= min( 0.9*pow(max_rel_err , -1.0/m_stepper.order()), 5.0 );
+ dt *= std::min( 0.9*pow(max_rel_err , -1.0/m_stepper.order()), 5.0 );
 return step_size_increased;
 }
 else

Modified: sandbox/odeint/boost/numeric/odeint/integrator_adaptive_stepsize.hpp
==============================================================================
--- sandbox/odeint/boost/numeric/odeint/integrator_adaptive_stepsize.hpp (original)
+++ sandbox/odeint/boost/numeric/odeint/integrator_adaptive_stepsize.hpp 2010-01-12 09:41:42 EST (Tue, 12 Jan 2010)
@@ -75,7 +75,7 @@
 {
 return integrate_adaptive(
 stepper, system ,
- state, start_time , end_time,
+ state, start_time , end_time, dt,
 do_nothing_observer<
 typename ControlledStepper::time_type ,
 typename ControlledStepper::container_type ,
@@ -102,25 +102,23 @@
 template<
 class ControlledStepper,
 class DynamicalSystem,
- class TimeSequence,
- class InsertIterator
+ class TimeInsertIterator,
+ class StateInsertIterator
>
 size_t integrate(
 ControlledStepper &stepper,
 DynamicalSystem &system,
 typename ControlledStepper::container_type &state,
- TimeSequence &times,
+ typename ControlledStepper::time_type start,
+ typename ControlledStepper::time_type end,
 typename ControlledStepper::time_type dt,
- InsertIterator state_inserter)
+ TimeInsertIterator time_inserter,
+ StateInsertIterator state_inserter)
 {
- if( times.empty() ) return 0;
- else
- {
- state_copy_observer<InsertIterator, TimeSequence>
- observer(times, state_inserter);
- return integrate_adaptive(stepper, system, state,
- times.front() , times.back(), dt , observer);
- }
+ state_copy_observer<TimeInsertIterator, StateInsertIterator>
+ observer(time_inserter, state_inserter);
+ return integrate_adaptive(stepper, system, state,
+ start , end, dt , observer);
 }

@@ -133,15 +131,17 @@
 template<
 class DynamicalSystem,
 class ContainerType,
- class InsertIterator,
- class TimeSequence,
+ class TimeInsertIterator,
+ class StateInsertIterator,
 class T
>
 size_t integrate(
 DynamicalSystem &system,
- ContainerType &x,
- TimeSequence &times,
- InsertIterator state_inserter,
+ ContainerType &x,
+ T start ,
+ T end ,
+ TimeInsertIterator time_inserter,
+ StateInsertIterator state_inserter,
 T dt = 1E-4,
 T eps_abs = 1E-6,
 T eps_rel = 1E-7,
@@ -149,7 +149,7 @@
 T a_dxdt = 1.0
 )
 {
- typedef stepper_euler< ContainerType , T > stepper_type;
+ typedef stepper_rk5_ck< ContainerType , T > stepper_type;
 // we use cash karp stepper as base stepper
 stepper_type stepper_cash_karp;
 // we use the standard controller for this adaptive integrator
@@ -158,7 +158,8 @@
 // initialized with values from above

 // call the normal integrator
- return integrate(controlled_stepper, system, x, times, dt, state_inserter);
+ return integrate(controlled_stepper, system, x,
+ start, end, dt, time_inserter, state_inserter);
 }

Modified: sandbox/odeint/boost/numeric/odeint/observer.hpp
==============================================================================
--- sandbox/odeint/boost/numeric/odeint/observer.hpp (original)
+++ sandbox/odeint/boost/numeric/odeint/observer.hpp 2010-01-12 09:41:42 EST (Tue, 12 Jan 2010)
@@ -20,47 +20,37 @@
namespace odeint {

- template< class Time , class Container , class System >
+ template< class Time, class Container , class System >
 inline void do_nothing_observer( Time , Container& , System& )
 {
 }


- template< class InsertIterator, class TimeSequence = std::vector<double> >
+ template< class TimeInsertIterator, class StateInsertIterator >
 class state_copy_observer
 {

 private:

- TimeSequence &m_times;
- InsertIterator m_state_inserter;
- typename TimeSequence::iterator m_time_iter;
-
- typedef typename TimeSequence::value_type time_type;
-
+ TimeInsertIterator m_time_inserter;
+ StateInsertIterator m_state_inserter;

 public:

- state_copy_observer( TimeSequence &times ,
- InsertIterator state_inserter )
- : m_times(times),
- m_state_inserter(state_inserter),
- m_time_iter(m_times.begin())
+ state_copy_observer( TimeInsertIterator time_inserter ,
+ StateInsertIterator state_inserter )
+ : m_time_inserter(time_inserter),
+ m_state_inserter(state_inserter)
 { }

- void reset( void ) { m_time_iter = m_times.begin(); }
+ void reset( void ) { }

- template< class Container, class System >
- void operator () (time_type t, Container &state, System &system )
+ template< class Time, class Container, class System >
+ void operator () (Time t, Container &state, System &system )
 {
- if( ( m_time_iter != m_times.end() ) &&
- ( t >= *m_time_iter ) )
- {
- // we've reached the next time point
- *m_state_inserter++ = state; // insert the state
- m_time_iter++; // next time point
- }
+ *m_time_inserter++ = t; // insert time
+ *m_state_inserter++ = state; // insert state
 }
 };

Modified: sandbox/odeint/libs/numeric/odeint/doc/html/index.html
==============================================================================
--- sandbox/odeint/libs/numeric/odeint/doc/html/index.html (original)
+++ sandbox/odeint/libs/numeric/odeint/doc/html/index.html 2010-01-12 09:41:42 EST (Tue, 12 Jan 2010)
@@ -5,6 +5,7 @@
<link rel="stylesheet" href="boostbook.css" type="text/css">
<meta name="generator" content="DocBook XSL Stylesheets V1.73.2">
<link rel="start" href="index.html" title="Chapter 1. boost.sandbox.numeric.odeint">
+<link rel="next" href="odeint/quick_guide.html" title="Quick Guide">
</head>
<body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
<table cellpadding="2" width="100%"><tr>
@@ -16,7 +17,7 @@
<td align="center">More</td>
</tr></table>
<hr>
-<div class="spirit-nav"></div>
+<div class="spirit-nav"><a accesskey="n" href="odeint/quick_guide.html"><img src="../../doc/html/images/next.png" alt="Next"></a></div>
<div class="chapter" lang="en">
<div class="titlepage"><div>
<div><h2 class="title">
@@ -29,7 +30,7 @@
</h3></div></div>
<div>Copyright © 2009 Karsten Ahnert and Mario Mulansky</div>
<div><div class="legalnotice">
-<a name="id325363"></a>
+<a name="id357869"></a>
 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)
 
@@ -37,7 +38,10 @@
</div></div>
<div class="toc">
Table of Contents
-<dl><dt>Overview</dt></dl>
+<dl>
+<dt>Overview</dt>
+<dt>Quick Guide</dt>
+</dl>
</div>
<div class="section" lang="en">
<div class="titlepage"><div><div><h2 class="title" style="clear: both">
@@ -57,7 +61,7 @@
 for real life problems and serves just as illustrative example. In odeint, the following algorithms are implemented:
 
<div class="table">
-<a name="id326850"></a>Table 1.1. Stepper Algorithms
+<a name="id326900"></a>Table 1.1. Stepper Algorithms
<div class="table-contents"><table class="table" summary="Stepper Algorithms">
<colgroup>
<col>
@@ -172,7 +176,7 @@
 </td>
<td>
 
- Yes (Order 5)
+ Yes (Order 8)
 
 </td>
</tr>
@@ -198,6 +202,28 @@
 
 </td>
</tr>
+<tr>
+<td>
+ 
+ Bulirsch-Stoer
+ 
+ </td>
+<td>
+ 
+ controlled_stepper_bs
+ 
+ </td>
+<td>
+ 
+ variable
+ 
+ </td>
+<td>
+ 
+ Controlled
+ 
+ </td>
+</tr>
</tbody>
</table></div>
</div>
@@ -205,10 +231,10 @@
</div>
</div>
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
-<td align="left">Last revised: January 03, 2010 at 17:51:02 GMT</td>
+<td align="left">Last revised: January 12, 2010 at 14:09:33 GMT</td>
<td align="right"><div class="copyright-footer"></div></td>
</tr></table>
<hr>
-<div class="spirit-nav"></div>
+<div class="spirit-nav"><a accesskey="n" href="odeint/quick_guide.html"><img src="../../doc/html/images/next.png" alt="Next"></a></div>
</body>
</html>

Added: sandbox/odeint/libs/numeric/odeint/doc/html/odeint/quick_guide.html
==============================================================================
--- (empty file)
+++ sandbox/odeint/libs/numeric/odeint/doc/html/odeint/quick_guide.html 2010-01-12 09:41:42 EST (Tue, 12 Jan 2010)
@@ -0,0 +1,132 @@
+<html>
+<head>
+<meta http-equiv="Content-Type" content="text/html; charset=ISO-8859-1">
+<title>Quick Guide</title>
+<link rel="stylesheet" href="../boostbook.css" type="text/css">
+<meta name="generator" content="DocBook XSL Stylesheets V1.73.2">
+<link rel="start" href="../index.html" title="Chapter 1. boost.sandbox.numeric.odeint">
+<link rel="up" href="../index.html" title="Chapter 1. boost.sandbox.numeric.odeint">
+<link rel="prev" href="../index.html" title="Chapter 1. boost.sandbox.numeric.odeint">
+</head>
+<body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
+<table cellpadding="2" width="100%"><tr>
+<td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../boost.png"></td>
+<td align="center">Home</td>
+<td align="center">Libraries</td>
+<td align="center">People</td>
+<td align="center">FAQ</td>
+<td align="center">More</td>
+</tr></table>
+<hr>
+<div class="spirit-nav">
+<a accesskey="p" href="../index.html"><img src="../../../doc/html/images/prev.png" alt="Prev"></a><a accesskey="u" href="../index.html"><img src="../../../doc/html/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../doc/html/images/home.png" alt="Home"></a>
+</div>
+<div class="section" lang="en">
+<div class="titlepage"><div><div><h2 class="title" style="clear: both">
+<a name="odeint.quick_guide"></a><a class="link" href="quick_guide.html" title="Quick Guide">Quick Guide</a>
+</h2></div></div></div>
+
+ This section gives a quick introduction to the most important features of the
+ library using a number of instructive examples. Image, for example, you want
+ to numerically integrate a harmonic oscillator with friction. The equations
+ of motion are given by x'' = -x + gamma x'. This can be transformed to a system
+ of two first-order differential equations with new variables x and p=x'. To
+ apply numerical integration one first has to design the right hand side of
+ the equation w' = f(w) where in this case w = (x,p):
+ 
+
+ 
+
+
+
+<pre class="programlisting">/* The type of container used to hold the state vector */
+typedef std::vector<double> state_type;
+
+const double gam = 0.15;
+
+/* The rhs of x' = f(x) */
+void harmonic_oscillator(const state_type &x, state_type &dxdt, const double t)
+{
+ dxdt[0] = x[1];
+ dxdt[1] = -x[0] - gam*x[1];
+}
+</pre>
+
+ 
+
+ 
+
+ Here we chose vector<double> as the
+ state type, but others are also possible, for example tr1/array<double,2>.
+ Odeint is designed in such a way that it works with basically any container
+ that can be accessed via iterators. The parameter structure of the function
+ is crucial: the integration methods will always call them iin the form f(x, dxdt, t). So even if there is no explicit time
+ dependence, one has to define t as a function
+ parameter.
+ 
+
+ Now, we have to define the initial state from which the integration should
+ start:
+ 
+
+ 
+
+
+
+<pre class="programlisting">state_type x(2);
+x[0] = 1.0; // start at x=1.0, p=0.0
+x[1] = 0.0;
+</pre>
+
+ 
+
+ 
+
+ For the integration itself we'll use the <code class="computeroutput">integrate</code>
+ function, which is a convenient way to get quick results. It is based on the
+ error-controlled <code class="computeroutput">runge_kutta_rk5_ck</code>
+ stepper (5th order) and uses adaptive stepsize. The results are stored into
+ two InsertIterators (time and state) that must be provided.
+ 
+
+ 
+
+
+
+<pre class="programlisting">vector<double> times;
+vector<state_type> x_t_vec;
+
+size_t steps = integrate( harmonic_oscillator ,
+ x , 0.0 , 10.0 ,
+ back_inserter( times ) ,
+ back_inserter( x_t_vec ) );
+</pre>
+
+ 
+
+ 
+
+ The integrate function expects as parameters the rhs of the ode as defined
+ above, the initial state x, the start- and end-time of the integration and
+ two InsertIterators for the times and states where the current time and the
+ current state after each timestep is stored. Note, that <code class="computeroutput">integrate</code>
+ uses an adaptive stepsize during the integration steps so the time points will
+ not be equally spaced. The integration returns the number of steps that were
+ applied. Note, that in total steps+1 elements will be inserted into times and
+ x_t_vec as the initial time and state are inserted before the first step.
+ 
+</div>
+<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
+<td align="left"></td>
+<td align="right"><div class="copyright-footer">Copyright © 2009 Karsten Ahnert and Mario Mulansky
+ 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)
+ 
+</div></td>
+</tr></table>
+<hr>
+<div class="spirit-nav">
+<a accesskey="p" href="../index.html"><img src="../../../doc/html/images/prev.png" alt="Prev"></a><a accesskey="u" href="../index.html"><img src="../../../doc/html/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../doc/html/images/home.png" alt="Home"></a>
+</div>
+</body>
+</html>

Modified: sandbox/odeint/libs/numeric/odeint/doc/html/standalone_HTML.manifest
==============================================================================
--- sandbox/odeint/libs/numeric/odeint/doc/html/standalone_HTML.manifest (original)
+++ sandbox/odeint/libs/numeric/odeint/doc/html/standalone_HTML.manifest 2010-01-12 09:41:42 EST (Tue, 12 Jan 2010)
@@ -1 +1,2 @@
index.html
+odeint/quick_guide.html

Modified: sandbox/odeint/libs/numeric/odeint/doc/odeint.qbk
==============================================================================
--- sandbox/odeint/libs/numeric/odeint/doc/odeint.qbk (original)
+++ sandbox/odeint/libs/numeric/odeint/doc/odeint.qbk 2010-01-12 09:41:42 EST (Tue, 12 Jan 2010)
@@ -36,8 +36,56 @@
 [[Euler] [stepper_euler] [1] [No]]
 [[Runge-Kutta 4] [stepper_rk4] [4] [No]]
 [[Runge-Kutta Cash-Karp] [stepper_rk5_ck] [5] [Yes (Order 4)]]
- [[Runge-Kutta Fehlberg] [stepper_rk78_fehlberg] [7] [Yes (Order 5)]]
+ [[Runge-Kutta Fehlberg] [stepper_rk78_fehlberg] [7] [Yes (Order 8)]]
 [[Midpoint] [stepper_midpoint] [variable] [No]]
+ [[Bulirsch-Stoer] [controlled_stepper_bs] [variable] [Controlled]]
]

[endsect]
+
+[section Quick Guide]
+This section gives a quick introduction to the most important features of the
+library using a number of instructive examples.
+Image, for example, you want to numerically integrate a harmonic oscillator
+with friction. The equations of motion are given by x'' = -x + gamma x'.
+This can be transformed to a system of two first-order differential equations
+with new variables x and p=x'. To apply numerical integration one first has to
+design the right hand side of the equation w' = f(w) where in this case
+w = (x,p):
+
+[import ../examples/doc_harm_osc.cpp]
+[rhs_function]
+
+Here we chose [*vector<double>] as the state type, but others are also possible,
+for example [*tr1/array<double,2>]. Odeint is designed in such a way that it
+works with basically any container that can be accessed via iterators.
+The parameter structure of the function is crucial: the integration methods will
+always call them iin the form [*f(x, dxdt, t)]. So even if there is no explicit
+time dependence, one has to define [*t] as a function parameter.
+
+Now, we have to define the initial state from which the integration should start:
+
+[state_initialization]
+
+For the integration itself we'll use the
+[funcref boost::numeric::odeint::integrate integrate] function, which is a
+convenient way to get quick results. It is based on the error-controlled
+[classref boost::numeric::odeint::runge_kutta_rk5_ck runge_kutta_rk5_ck] stepper
+(5th order) and uses adaptive stepsize.
+The results are stored into two InsertIterators (time and state) that must be
+provided.
+
+[integration]
+
+The integrate function expects as parameters the rhs of the ode as defined
+above, the initial state x, the start- and end-time of the integration and two
+InsertIterators for the times and states where the current time and the current
+state after each timestep is stored.
+Note, that [funcref boost::numeric::odeint::integrate integrate] uses an
+adaptive stepsize during the integration steps so the time points will not be
+equally spaced.
+The integration returns the number of steps that were applied.
+Note, that in total steps+1 elements will be inserted into times and x_t_vec as
+the initial time and state are inserted before the first step.
+
+[endsect]
\ No newline at end of file

Modified: sandbox/odeint/libs/numeric/odeint/examples/Jamfile
==============================================================================
--- sandbox/odeint/libs/numeric/odeint/examples/Jamfile (original)
+++ sandbox/odeint/libs/numeric/odeint/examples/Jamfile 2010-01-12 09:41:42 EST (Tue, 12 Jan 2010)
@@ -25,3 +25,5 @@
exe lorenz_stepper : lorenz_stepper.cpp ;
exe pendulum_vibrating_pivot : pendulum_vibrating_pivot.cpp ;
exe dnls_stepper_compare : dnls_stepper_compare.cpp ;
+
+exe doc_harm_osc : doc_harm_osc.cpp ;
\ No newline at end of file

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