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/* [auto_generated] boost/numeric/odeint/stepper/implicit_euler.hpp [begin_description] Impementation of the implicit Euler method. Works with ublas::vector as state type. [end_description] Copyright 2010-2012 Mario Mulansky Copyright 2010-2012 Karsten Ahnert 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_IMPLICIT_EULER_HPP_INCLUDED #define BOOST_NUMERIC_ODEINT_STEPPER_IMPLICIT_EULER_HPP_INCLUDED #include <utility> #include <boost/numeric/odeint/util/bind.hpp> #include <boost/numeric/odeint/util/unwrap_reference.hpp> #include <boost/numeric/odeint/stepper/stepper_categories.hpp> #include <boost/numeric/odeint/util/ublas_wrapper.hpp> #include <boost/numeric/odeint/util/is_resizeable.hpp> #include <boost/numeric/odeint/util/resizer.hpp> #include <boost/numeric/ublas/vector.hpp> #include <boost/numeric/ublas/matrix.hpp> #include <boost/numeric/ublas/lu.hpp> namespace boost { namespace numeric { namespace odeint { template< class ValueType , class Resizer = initially_resizer > class implicit_euler { public: typedef ValueType value_type; typedef value_type time_type; typedef boost::numeric::ublas::vector< value_type > state_type; typedef state_wrapper< state_type > wrapped_state_type; typedef state_type deriv_type; typedef state_wrapper< deriv_type > wrapped_deriv_type; typedef boost::numeric::ublas::matrix< value_type > matrix_type; typedef state_wrapper< matrix_type > wrapped_matrix_type; typedef boost::numeric::ublas::permutation_matrix< size_t > pmatrix_type; typedef state_wrapper< pmatrix_type > wrapped_pmatrix_type; typedef Resizer resizer_type; typedef stepper_tag stepper_category; typedef implicit_euler< ValueType , Resizer > stepper_type; implicit_euler( value_type epsilon = 1E-6 ) : m_epsilon( epsilon ) { } template< class System > void do_step( System system , state_type &x , time_type t , time_type dt ) { typedef typename odeint::unwrap_reference< System >::type system_type; typedef typename odeint::unwrap_reference< typename system_type::first_type >::type deriv_func_type; typedef typename odeint::unwrap_reference< typename system_type::second_type >::type jacobi_func_type; system_type &sys = system; deriv_func_type &deriv_func = sys.first; jacobi_func_type &jacobi_func = sys.second; m_resizer.adjust_size( x , detail::bind( &stepper_type::template resize_impl<state_type> , detail::ref( *this ) , detail::_1 ) ); for( size_t i=0 ; i<x.size() ; ++i ) m_pm.m_v[i] = i; t += dt; // apply first Newton step deriv_func( x , m_dxdt.m_v , t ); m_b.m_v = dt * m_dxdt.m_v; jacobi_func( x , m_jacobi.m_v , t ); m_jacobi.m_v *= dt; m_jacobi.m_v -= boost::numeric::ublas::identity_matrix< value_type >( x.size() ); solve( m_b.m_v , m_jacobi.m_v ); m_x.m_v = x - m_b.m_v; // iterate Newton until some precision is reached // ToDo: maybe we should apply only one Newton step -> linear implicit one-step scheme while( boost::numeric::ublas::norm_2( m_b.m_v ) > m_epsilon ) { deriv_func( m_x.m_v , m_dxdt.m_v , t ); m_b.m_v = x - m_x.m_v + dt*m_dxdt.m_v; // simplified version, only the first Jacobian is used // jacobi( m_x , m_jacobi , t ); // m_jacobi *= dt; // m_jacobi -= boost::numeric::ublas::identity_matrix< value_type >( x.size() ); solve( m_b.m_v , m_jacobi.m_v ); m_x.m_v -= m_b.m_v; } x = m_x.m_v; } template< class StateType > void adjust_size( const StateType &x ) { resize_impl( x ); } private: template< class StateIn > bool resize_impl( const StateIn &x ) { bool resized = false; resized |= adjust_size_by_resizeability( m_dxdt , x , typename is_resizeable<deriv_type>::type() ); resized |= adjust_size_by_resizeability( m_x , x , typename is_resizeable<state_type>::type() ); resized |= adjust_size_by_resizeability( m_b , x , typename is_resizeable<deriv_type>::type() ); resized |= adjust_size_by_resizeability( m_jacobi , x , typename is_resizeable<matrix_type>::type() ); resized |= adjust_size_by_resizeability( m_pm , x , typename is_resizeable<pmatrix_type>::type() ); return resized; } void solve( state_type &x , matrix_type &m ) { int res = boost::numeric::ublas::lu_factorize( m , m_pm.m_v ); if( res != 0 ) std::exit(0); boost::numeric::ublas::lu_substitute( m , m_pm.m_v , x ); } private: value_type m_epsilon; resizer_type m_resizer; wrapped_deriv_type m_dxdt; wrapped_state_type m_x; wrapped_deriv_type m_b; wrapped_matrix_type m_jacobi; wrapped_pmatrix_type m_pm; }; } // odeint } // numeric } // boost #endif // BOOST_NUMERIC_ODEINT_STEPPER_IMPLICIT_EULER_HPP_INCLUDED