[Boost-commit] svn:boost r69999 - in sandbox/odeint/branches/karsten: . boost/numeric/odeint/integrate boost/numeric/odeint/integrate/detail boost/numeric/odeint/stepper libs/numeric/odeint/regression_test

Subject: [Boost-commit] svn:boost r69999 - in sandbox/odeint/branches/karsten: . boost/numeric/odeint/integrate boost/numeric/odeint/integrate/detail boost/numeric/odeint/stepper libs/numeric/odeint/regression_test
From: karsten.ahnert_at_[hidden]
Date: 2011-03-15 04:45:45

Author: karsten
Date: 2011-03-15 04:45:41 EDT (Tue, 15 Mar 2011)
New Revision: 69999
URL: http://svn.boost.org/trac/boost/changeset/69999

Log:
integrate functions
Text files modified: 
   sandbox/odeint/branches/karsten/TODO                                                         |     6 ++                                      
   sandbox/odeint/branches/karsten/boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp |    50 +++++++++++++++++---                    
   sandbox/odeint/branches/karsten/boost/numeric/odeint/integrate/detail/integrate_const.hpp    |    81 ++++++++++++++++++++++++----------      
   sandbox/odeint/branches/karsten/boost/numeric/odeint/integrate/integrate.hpp                 |    93 ++++++++++++++++++++++----------------- 
   sandbox/odeint/branches/karsten/boost/numeric/odeint/stepper/controlled_error_stepper.hpp    |     7 ++                                      
   sandbox/odeint/branches/karsten/libs/numeric/odeint/regression_test/integrate_functions.cpp  |    27 +++++++++++                             
   6 files changed, 187 insertions(+), 77 deletions(-)

Modified: sandbox/odeint/branches/karsten/TODO
==============================================================================
--- sandbox/odeint/branches/karsten/TODO	(original)
+++ sandbox/odeint/branches/karsten/TODO	2011-03-15 04:45:41 EDT (Tue, 15 Mar 2011)
@@ -9,9 +9,13 @@
   * test explicit stepper with ranges
   * split check_concepts into check_stepper_concept, check_error_stepper_concept, check_controlled_stepper_concept
   * include test/thrust in jam system, use system from
+* integrate functions
+  * check forwarding problem
+  * check where exactly the observer will be called (before, after each step?)
+* Factory functions for steppers, controlled_steppers, error_checker und dense_output_stepper
+* rename error_checker_standard to default_error_checker
 * implicit euler, include dfdt
 * same interface for implicit_euler and rosenbrock4
-* integrate functions
 DIFFICULT * finishing change of controlled_stepper to units
   * check if rosenbrock controller and controlled_stepper can both be used with the explicit steppers
   OK * move error_checker into controlled_stepper

Modified: sandbox/odeint/branches/karsten/boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp
==============================================================================
--- sandbox/odeint/branches/karsten/boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp	(original)
+++ sandbox/odeint/branches/karsten/boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp	2011-03-15 04:45:41 EDT (Tue, 15 Mar 2011)
@@ -13,8 +13,14 @@
 namespace odeint {
 namespace detail {
 
+
+
 template< class Stepper , class System , class State , class Time , class Observer >
-size_t integrate_adaptive( Stepper stepper , System system , State &start_state , Time start_time , const Time &end_time , Time dt , Observer &observer , stepper_tag )
+size_t integrate_adaptive(
+		Stepper stepper , System system , State &start_state ,
+		Time &start_time , const Time &end_time , Time &dt ,
+		Observer &observer , stepper_tag
+		)
 {
         size_t count = 0;
         while( start_time < end_time )
@@ -27,20 +33,46 @@
         return count;
 }
 
-template< class Stepper , class System , class State , class Time , class Observer >
-size_t integrate_adaptive( Stepper stepper , System system , State &start_state , const Time &start_time , const Time &end_time , const Time &dt , Observer &observer , error_stepper_tag )
-{
-	return 0;
-}
+
+
 
 template< class Stepper , class System , class State , class Time , class Observer >
-size_t integrate_adaptive( Stepper stepper , System system , State &start_state , const Time &start_time , const Time &end_time , const Time &dt , Observer observer , controlled_stepper_tag )
+size_t integrate_adaptive(
+		Stepper stepper , System system , State &start_state ,
+		Time &start_time , const Time &end_time , Time &dt ,
+		Observer observer , controlled_stepper_tag
+		)
 {
-	return 0;
+	size_t num_of_steps = 0;
+	while( start_time < end_time )
+	{
+		observer( start_time , start_state );
+		if( ( start_time + dt ) > end_time )
+		{
+			dt = end_time - start_time;
+		}
+
+		size_t trials = 0;
+		controlled_step_result res = success_step_size_unchanged;
+		do
+		{
+			res = stepper.try_step( system , start_state , start_time , dt );
+			++trials;
+		}
+		while( ( res == step_size_decreased ) && ( trials < 1000 ) );
+		++num_of_steps;
+	}
+	observer( start_time , start_state );
+	return num_of_steps;
 }
 
+
+
 template< class Stepper , class System , class State , class Time , class Observer >
-size_t integrate_adaptive( Stepper stepper , System system , State &start_state , const Time &start_time , const Time &end_time , const Time &dt , Observer observer , dense_output_stepper_tag )
+size_t integrate_adaptive(
+		Stepper stepper , System system , State &start_state ,
+		const Time &start_time , const Time &end_time , const Time &dt ,
+		Observer observer , dense_output_stepper_tag )
 {
         return 0;
 }

Modified: sandbox/odeint/branches/karsten/boost/numeric/odeint/integrate/detail/integrate_const.hpp
==============================================================================
--- sandbox/odeint/branches/karsten/boost/numeric/odeint/integrate/detail/integrate_const.hpp	(original)
+++ sandbox/odeint/branches/karsten/boost/numeric/odeint/integrate/detail/integrate_const.hpp	2011-03-15 04:45:41 EDT (Tue, 15 Mar 2011)
@@ -8,6 +8,9 @@
 #ifndef BOOST_NUMERIC_ODEINT_INTEGRATE_DETAIL_INTEGRATE_CONST_HPP_
 #define BOOST_NUMERIC_ODEINT_INTEGRATE_DETAIL_INTEGRATE_CONST_HPP_
 
+
+#include <boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp>
+
 #include <iostream>
 using namespace std;
 
@@ -17,8 +20,14 @@
 namespace odeint {
 namespace detail {
 
+
+
 template< class Stepper , class System , class State , class Time , class Observer >
-size_t integrate_const( Stepper stepper , System system , State &start_state , Time start_time , const Time &end_time , const Time &dt , Observer &observer , stepper_tag )
+size_t integrate_const(
+		Stepper stepper , System system , State &start_state ,
+		Time start_time , Time end_time , Time dt ,
+		Observer &observer , stepper_tag
+		)
 {
         while( start_time < end_time )
         {
@@ -30,41 +39,65 @@
         return 0;
 }
 
+
+
 template< class Stepper , class System , class State , class Time , class Observer >
-size_t integrate_const( Stepper stepper , System system , State &start_state , Time start_time , const Time &end_time , const Time &dt , Observer observer , controlled_stepper_tag )
+size_t integrate_const(
+		Stepper stepper , System system , State &start_state ,
+		Time &start_time , const Time &end_time , Time &dt ,
+		Observer observer , controlled_stepper_tag
+		)
 {
-	clog << "huhu" << endl;
+	size_t count = 0;
         Time time_step = dt;
         while( start_time < end_time )
         {
                 observer( start_time , start_state );
-		Time next_time = start_time + dt;
-		while( start_time < next_time )
-		{
-			if( ( start_time + time_step ) > next_time )
-			{
-				time_step = next_time - start_time;
-			}
-			size_t trials = 0;
-
-			// the following loop can maybe be taken from another integrate functions
-			controlled_step_result res = success_step_size_unchanged;
-			do
-			{
-				stepper.try_step( system , start_state , start_time , time_step );
-				++trials;
-			}
-			while( ( res == step_size_decreased ) || ( trials < 1000 ) );
-		}
+		Time next_time = start_time + time_step;
+		if( next_time > end_time ) next_time = end_time;
+		detail::integrate_adaptive(
+				stepper , system , start_state , start_time , next_time , dt ,
+				do_nothing_observer() , controlled_stepper_tag() );
+		++count;
         }
         observer( start_time , start_state );
-
-	return 0;
+	return count;
 }
 
+
+
 template< class Stepper , class System , class State , class Time , class Observer >
-size_t integrate_const( Stepper stepper , System system , State &start_state , const Time &start_time , const Time &end_time , const Time &dt , Observer observer , dense_output_stepper_tag )
+size_t integrate_const(
+		Stepper stepper , System system , State &start_state ,
+		Time start_time , Time end_time , Time dt ,
+		Observer observer , dense_output_stepper_tag )
 {
+	clog << "dense output" << endl;
+	stepper.initialize( start_state , start_time , dt );
+
+	size_t count = 0;
+	size_t count2 = 0;
+	while( start_time < end_time )
+	{
+		while( ( start_time < stepper.current_time() ) && ( start_time < end_time ) )
+		{
+			stepper.calc_state( start_time , start_state );
+			observer( start_time , start_state );
+			start_time += dt;
+			++count;
+		}
+
+		// we have not reached the end, do another real step
+		if( start_time < end_time )
+		{
+			stepper.do_step( system );
+			++count2;
+		}
+	}
+	clog << count2 << endl;
+	return count;
+
+
         observer( start_time , start_state );
         return 0;
 }

Modified: sandbox/odeint/branches/karsten/boost/numeric/odeint/integrate/integrate.hpp
==============================================================================
--- sandbox/odeint/branches/karsten/boost/numeric/odeint/integrate/integrate.hpp	(original)
+++ sandbox/odeint/branches/karsten/boost/numeric/odeint/integrate/integrate.hpp	2011-03-15 04:45:41 EDT (Tue, 15 Mar 2011)
@@ -1,6 +1,16 @@
 /*
  * integrate_const.hpp
  *
+ *
+ * Overview:
+ *
+ * size_t integrate( stepper , system , start_state , start_time , end_time , dt , observer );
+ *
+ * Time integrate_n_steps( stepper , system , start_state , start_time , dt , num_of_steps , observer );
+ *
+ * size_t integrate_adaptive( stepper , system , start_state , start_time , end_time , start_dt , observer );
+ *
+ *
  *  Created on: Jan 31, 2011
  *      Author: karsten
  */
@@ -20,17 +30,6 @@
 namespace odeint {
 
 
-/*
-
-Overview:
-
-size_t integrate( stepper , system , start_state , start_time , end_time , dt , observer );
-
-Time integrate_n_steps( stepper , system , start_state , start_time , dt , num_of_steps , observer );
-
-size_t integrate_adaptive( stepper , system , start_state , start_time , end_time , start_dt , observer );
-
-*/
 
 
 
@@ -39,65 +38,77 @@
  * Integrates with constant time step dt.
  */
 template< class Stepper , class System , class State , class Time , class Observer >
-size_t integrate( Stepper stepper , System system , State &start_state , const Time &start_time , const Time &end_time , const Time &dt , Observer observer )
+size_t integrate(
+		Stepper stepper , System system , State &start_state ,
+		Time start_time , Time end_time , Time dt ,
+		Observer observer
+		)
 {
         // we want to get as fast as possible to the end
         if( boost::is_same< do_nothing_observer , Observer >::value )
         {
-		return detail::integrate_adaptive( stepper , system , start_state , start_time , end_time  , dt , observer , typename Stepper::stepper_category() );
+		return detail::integrate_adaptive(
+				stepper , system , start_state ,
+				start_time , end_time  , dt ,
+				observer , typename Stepper::stepper_category() );
         }
         else
         {
-		return detail::integrate_const( stepper , system , start_state , start_time , end_time  , dt , observer , typename Stepper::stepper_category() );
+		return detail::integrate_const(
+				stepper , system , start_state ,
+				start_time , end_time  , dt ,
+				observer , typename Stepper::stepper_category() );
         }
 }
 
+
+
+
+/*
+ * Integrates n steps
+ */
 template< class Stepper , class System , class State , class Time , class Observer >
-Time integrate_n_steps( Stepper stepper , System system , State &start_state , const Time &start_time , const Time &dt , size_t num_of_steps , Observer observer )
+Time integrate_n_steps(
+		Stepper stepper , System system , State &start_state ,
+		Time start_time , Time dt , size_t num_of_steps ,
+		Observer observer )
 {
         Time end_time = dt * num_of_steps;
 
         // we want to get as fast as possible to the end
         if( boost::is_same< do_nothing_observer , Observer >::type::value )
         {
-		detail::integrate_adaptive( stepper , system , start_state , start_time , end_time  , dt , observer , typename Stepper::stepper_category() );
+		detail::integrate_adaptive(
+				stepper , system , start_state ,
+				start_time , end_time  , dt ,
+				observer , typename Stepper::stepper_category() );
         }
         else
         {
-		detail::integrate_const( stepper , system , start_state , start_time , end_time  , dt , observer , typename Stepper::stepper_category() );
+		detail::integrate_const(
+				stepper , system , start_state ,
+				start_time , end_time  , dt ,
+				observer , typename Stepper::stepper_category() );
         }
         return end_time;
 }
 
-template< class Stepper , class System , class State , class Time , class Observer >
-size_t integrate_adaptive( Stepper stepper , System system , State &start_state , const Time &start_time , const Time &end_time , const Time &dt , Observer observer )
-{
-	return detail::integrate_adaptive( stepper , system , start_state , start_time , end_time , dt , observer , typename Stepper::stepper_category() );
-}
-
-
-
 
 
 
 
 
-/*
- * Old integrate functions
- */
-
-// Constant integrator
-//size_t integrate_const( stepper , system , state , start_time , end_time , dt , observer );
-//size_t integrate_const( stepper , system , state , start_time , end_time , dt );
-//time_type integrate_const_steps( stepper , system , state , start_time , dt , num_of_steps , observer );
-//time_type integrate_const_steps( stepper , system , state , start_time , dt , num_of_steps );
-//
-//// Adaptive integrators
-//size_t integrate_adaptive( stepper, system , state , start_time , end_time , dt , observer );
-//size_t integrate_adaptive( stepper, system , state , start_time , end_time , dt );
-//size_t integrate( stepper ,  system , state , start_time , end_end , dt , time_inserter , state_inserter );
-//size_t integrate( system , state,start_time , end_time , time_inserter , state_inserter , dt = 1E-4 , eps_abs = 1E-6 , eps_rel = 1E-7 , a_x = 1.0 , a_dxdt = 1.0 );
-
+template< class Stepper , class System , class State , class Time , class Observer >
+size_t integrate_adaptive(
+		Stepper stepper , System system , State &start_state ,
+		Time start_time , Time end_time , Time dt ,
+		Observer observer )
+{
+	return detail::integrate_adaptive(
+			stepper , system , start_state ,
+			start_time , end_time , dt ,
+			observer , typename Stepper::stepper_category() );
+}
 
 
 

Modified: sandbox/odeint/branches/karsten/boost/numeric/odeint/stepper/controlled_error_stepper.hpp
==============================================================================
--- sandbox/odeint/branches/karsten/boost/numeric/odeint/stepper/controlled_error_stepper.hpp	(original)
+++ sandbox/odeint/branches/karsten/boost/numeric/odeint/stepper/controlled_error_stepper.hpp	2011-03-15 04:45:41 EDT (Tue, 15 Mar 2011)
@@ -55,7 +55,12 @@
         typedef Operations operations_type;
 
 
-	error_checker_standard( void ) : m_eps_abs( 1E-6 ) , m_eps_rel( 1E-6 ) , m_a_x( 1.0 ) , m_a_dxdt( 1.0 )
+	error_checker_standard(
+			value_type eps_abs = static_cast< value_type >( 1.0e-6 ) ,
+			value_type eps_rel = static_cast< value_type >( 1.0e-6 ) ,
+			value_type a_x = static_cast< value_type >( 1.0 ) ,
+			value_type a_dxdt = static_cast< value_type >( 1.0 ) )
+	: m_eps_abs( eps_abs ) , m_eps_rel( eps_rel ) , m_a_x( a_x ) , m_a_dxdt( a_dxdt )
         {}
 
 

Modified: sandbox/odeint/branches/karsten/libs/numeric/odeint/regression_test/integrate_functions.cpp
==============================================================================
--- sandbox/odeint/branches/karsten/libs/numeric/odeint/regression_test/integrate_functions.cpp	(original)
+++ sandbox/odeint/branches/karsten/libs/numeric/odeint/regression_test/integrate_functions.cpp	2011-03-15 04:45:41 EDT (Tue, 15 Mar 2011)
@@ -126,7 +126,32 @@
 //	integrate_n_steps( explicit_euler< state_type >() , lorenz() , x1 , 0.0 , 0.1 , 100 , cout << _1 << "\n" );
 //	integrate_adaptive( explicit_euler< state_type >() , lorenz() , x1 , 0.0 , 10.0 , 0.1 , cout << _1 << "\n" );
 
-	integrate( controlled_error_stepper< explicit_error_rk54_ck< state_type > >() , lorenz() , x1 , 0.0 , 10.0 , 0.01 , tmp_func() );
+
+
+
+	// works
+//	size_t num_of_steps = integrate(
+//			controlled_error_stepper< explicit_error_rk54_ck< state_type > >() ,
+//			lorenz() , x1 , 0.0 , 50.0 , 0.1 , tmp_func() );
+//	clog << num_of_steps << endl;
+
+	// works
+//	num_of_steps = integrate_adaptive(
+//			controlled_error_stepper< explicit_error_rk54_ck< state_type > >() ,
+//			lorenz() , x1 , 0.0 , 50.0 , 0.1 , tmp_func() );
+//	clog << num_of_steps << endl;
+
+
+	// seems to work, check
+	typedef explicit_error_dopri5< state_type > dopri5_type;
+	typedef controlled_error_stepper< dopri5_type > controlled_error_stepper_type;
+	typedef dense_output_controlled_explicit_fsal< controlled_error_stepper_type > stepper_type;
+
+	controlled_error_stepper_type controlled_stepper(
+			dopri5_type() , error_checker_standard< double >( 1.0e-1 , 0.1 ) );
+	size_t num_of_steps = integrate(
+			stepper_type( controlled_stepper ) , lorenz() , x1 , 0.0 , 50.0 , 0.001 , tmp_func() );
+	clog << num_of_steps << endl;