odeint/test/numeric/rosenbrock.cpp
akumta 2ae720f494 Update rosenbrock.cpp
Update for ticket# 10929.
2015-02-25 12:26:51 -08:00

90 lines
2.3 KiB
C++

/* Boost numeric test of the rosenbrock4 stepper test file
Copyright 2012 Karsten Ahnert
Copyright 2012 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)
*/
// disable checked iterator warning for msvc
#include <boost/config.hpp>
#ifdef BOOST_MSVC
#pragma warning(disable:4996)
#endif
#define BOOST_TEST_MODULE numeric_rosenbrock
#include <iostream>
#include <cmath>
#include <boost/array.hpp>
#include <boost/test/unit_test.hpp>
#include <boost/numeric/odeint/stepper/rosenbrock4.hpp>
#include <boost/numeric/ublas/vector.hpp>
#include <boost/numeric/ublas/matrix.hpp>
using namespace boost::unit_test;
using namespace boost::numeric::odeint;
typedef double value_type;
typedef boost::numeric::ublas::vector< value_type > state_type;
typedef boost::numeric::ublas::matrix< value_type > matrix_type;
// harmonic oscillator, analytic solution x[0] = sin( t )
struct sys
{
void operator()( const state_type &x , state_type &dxdt , const value_type &t ) const
{
dxdt( 0 ) = x( 1 );
dxdt( 1 ) = -x( 0 );
}
};
struct jacobi
{
void operator()( const state_type &x , matrix_type &jacobi , const value_type &t , state_type &dfdt ) const
{
jacobi( 0 , 0 ) = 0;
jacobi( 0 , 1 ) = 1;
jacobi( 1 , 0 ) = -1;
jacobi( 1 , 1 ) = 0;
dfdt( 0 ) = 0.0;
dfdt( 1 ) = 0.0;
}
};
BOOST_AUTO_TEST_SUITE( numeric_rosenbrock4 )
BOOST_AUTO_TEST_CASE( rosenbrock4_numeric_test )
{
typedef rosenbrock4< value_type > stepper_type;
stepper_type stepper;
const int o = stepper.order()+1;
state_type x0( 2 ) , x1( 2 );
x0(0) = 0.0; x0(1) = 1.0;
double dt = 0.5;
stepper.do_step( std::make_pair( sys() , jacobi() ) , x0 , 0.0 , x1 , dt );
const double f = 2.0 * std::abs( std::sin(dt) - x1(0) ) / std::pow( dt , o );
std::cout << o << " , " << f << std::endl;
while( f*std::pow( dt , o ) > 1E-16 )
{
stepper.do_step( std::make_pair( sys() , jacobi() ) , x0 , 0.0 , x1 , dt );
std::cout << "Testing dt=" << dt << std::endl;
BOOST_CHECK_SMALL( std::abs( std::sin(dt) - x1(0) ) , f*std::pow( dt , o ) );
dt *= 0.5;
}
}
BOOST_AUTO_TEST_SUITE_END()