Merge pull request #19 from boostorg/from_headmyshoulder

Merge from headmyshoulder/odeint-v2

.travis.yml

@@ -19,7 +19,7 @@ addons:
 
 env:
  - CXXSTD=""
- - CXXSTD="cxxflags='-std=c++0x'"
+ - CXXSTD="-std=c++0x"
 
 # For now disable gcc on osx as g++4.8 is not yet available
 matrix:
@@ -28,21 +28,19 @@ matrix:
       compiler: gcc
 
 before_install:
-# 1.55: http://sourceforge.net/projects/boost/files/boost/1.55.0/boost_1_55_0.tar.bz2/download
-# 1.57: http://sourceforge.net/projects/boost/files/boost/1.57.0/boost_1_57_0.tar.bz2/download
 # 1.58: http://downloads.sourceforge.net/project/boost/boost/1.58.0/boost_1_58_0.tar.bz2\?r\=\&ts\=1435589970\&use_mirror\=garr
- - wget http://downloads.sourceforge.net/project/boost/boost/1.58.0/boost_1_58_0.tar.bz2\?r\=\&ts\=1435589970\&use_mirror\=garr -O /tmp/boost.tar.bz2
+# 1.63: https://sourceforge.net/projects/boost/files/boost/1.63.0/boost_1_63_0.tar.bz2/download?use_mirror=superb-dca2
+ - wget https://sourceforge.net/projects/boost/files/boost/1.63.0/boost_1_63_0.tar.bz2/download?use_mirror=superb-dca2 -O /tmp/boost.tar.bz2
  - tar jxf /tmp/boost.tar.bz2
- - mv boost_1_58_0 $PWD/boost-trunk
+ - mv boost_1_63_0 $PWD/boost-trunk
-# patch the boost build system - not neccessary with 1.58 anymore
-# - patch $PWD/boost-trunk/tools/build/v2/build/toolset.jam toolset.jam.patch
  - export BOOST_ROOT="$PWD/boost-trunk"
 
  - cd $BOOST_ROOT
  - ./bootstrap.sh
  - cd $TRAVIS_BUILD_DIR
  - if [ "$TRAVIS_OS_NAME" = "osx" ] && [ "$CC" = "gcc" ]; then export CC=gcc-4.8; fi
+ - echo $CC
  - $CC --version
 
 script:
- - $BOOST_ROOT/b2 toolset=$CC $CXXSTD
+ - $BOOST_ROOT/b2 toolset=$CC cxxflags='$CXXSTD' -j2

README.md

@@ -1,3 +1,3 @@
-[![Bitdeli Badge](https://d2weczhvl823v0.cloudfront.net/headmyshoulder/odeint-v2/trend.png)](https://bitdeli.com/free "Bitdeli Badge")
+[![Build Status](https://travis-ci.org/headmyshoulder/odeint-v2.svg?branch=master)](https://travis-ci.org/headmyshoulder/odeint-v2)
 
 odeint is a highly flexible library for solving ordinary differential equations.

include/boost/numeric/odeint/integrate/integrate_n_steps.hpp

@@ -23,6 +23,7 @@
 #include <boost/numeric/odeint/stepper/stepper_categories.hpp>
 #include <boost/numeric/odeint/integrate/null_observer.hpp>
 #include <boost/numeric/odeint/integrate/detail/integrate_n_steps.hpp>
+#include <boost/numeric/odeint/integrate/check_adapter.hpp>
 
 namespace boost {
 namespace numeric {

include/boost/numeric/odeint/stepper/adams_bashforth_moulton.hpp

@@ -150,6 +150,12 @@ public :
     }
 
 
+    void reset(void)
+    {
+        m_adams_bashforth.reset();
+    }
+
+
 
 private:
     
@@ -175,7 +181,7 @@ private:
         {
             m_resizer.adjust_size( in , detail::bind( &stepper_type::template resize_impl< StateInOut > , detail::ref( *this ) , detail::_1 ) );        
             m_adams_bashforth.do_step( system , in , t , m_x.m_v , dt );
-            m_adams_moulton.do_step( system , in , m_x.m_v , t , out , dt , m_adams_bashforth.step_storage() );
+            m_adams_moulton.do_step( system , in , m_x.m_v , t+dt , out , dt , m_adams_bashforth.step_storage() );
         }
         else
         {
@@ -293,6 +299,11 @@ private:
      * \param dt The step size.
      */
 
+    /**
+     * \fn adams_bashforth_moulton::reset( void )
+     * \brief Resets the internal buffers of the stepper.
+     */
+
 
 } // odeint
 } // numeric

include/boost/numeric/odeint/stepper/bulirsch_stoer.hpp

@@ -98,6 +98,7 @@ public:
           m_interval_sequence( m_k_max+1 ) ,
           m_coeff( m_k_max+1 ) ,
           m_cost( m_k_max+1 ) ,
+          m_facmin_table( m_k_max+1 ) ,
           m_table( m_k_max ) ,
           STEPFAC1( 0.65 ) , STEPFAC2( 0.94 ) , STEPFAC3( 0.02 ) , STEPFAC4( 4.0 ) , KFAC1( 0.8 ) , KFAC2( 0.9 )
     {
@@ -112,21 +113,14 @@ public:
             else
                 m_cost[i] = m_cost[i-1] + m_interval_sequence[i];
             m_coeff[i].resize(i);
+            m_facmin_table[i] = pow BOOST_PREVENT_MACRO_SUBSTITUTION( STEPFAC3 , static_cast< value_type >(1) / static_cast< value_type >( 2*i+1 ) );
             for( size_t k = 0 ; k < i ; ++k  )
             {
                 const value_type r = static_cast< value_type >( m_interval_sequence[i] ) / static_cast< value_type >( m_interval_sequence[k] );
                 m_coeff[i][k] = 1.0 / ( r*r - static_cast< value_type >( 1.0 ) ); // coefficients for extrapolation
             }
-
-            // crude estimate of optimal order
-
-            m_current_k_opt = 4;
-            /* no calculation because log10 might not exist for value_type!
-            const value_type logfact( -log10( max BOOST_PREVENT_MACRO_SUBSTITUTION( eps_rel , static_cast< value_type >(1.0E-12) ) ) * 0.6 + 0.5 );
-            m_current_k_opt = max BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<value_type>( 1 ) , min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<value_type>( m_k_max-1 ) , logfact ));
-            */
         }
-
+        reset();
     }
 
 
@@ -282,7 +276,7 @@ public:
                         {
                             m_current_k_opt = min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<int>(m_k_max-1) , static_cast<int>(m_current_k_opt)+1 );
                             new_h = h_opt[k];
-                            new_h *= m_cost[m_current_k_opt]/m_cost[k];
+                            new_h *= static_cast<value_type>(m_cost[m_current_k_opt])/static_cast<value_type>(m_cost[k]);
                         } else
                             new_h = h_opt[m_current_k_opt];
                         break;
@@ -344,6 +338,12 @@ public:
     {
         m_first = true;
         m_last_step_rejected = false;
+        // crude estimate of optimal order
+        m_current_k_opt = 4;
+        /* no calculation because log10 might not exist for value_type!
+        const value_type logfact( -log10( max BOOST_PREVENT_MACRO_SUBSTITUTION( eps_rel , static_cast< value_type >(1.0E-12) ) ) * 0.6 + 0.5 );
+        m_current_k_opt = max BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<value_type>( 1 ) , min BOOST_PREVENT_MACRO_SUBSTITUTION( static_cast<value_type>( m_k_max-1 ) , logfact ));
+        */
     }
 
 
@@ -417,7 +417,7 @@ private:
         BOOST_USING_STD_MAX();
         using std::pow;
         value_type expo( 1.0/(2*k+1) );
-        value_type facmin = pow BOOST_PREVENT_MACRO_SUBSTITUTION( STEPFAC3 , expo );
+        value_type facmin = m_facmin_table[k];
         value_type fac;
         if (error == 0.0)
             fac=1.0/facmin;
@@ -506,6 +506,7 @@ private:
     int_vector m_interval_sequence; // stores the successive interval counts
     value_matrix m_coeff;
     int_vector m_cost; // costs for interval count
+    value_vector m_facmin_table; // for precomputed facmin to save pow calls
 
     state_table_type m_table; // sequence of states for extrapolation
 

include/boost/numeric/odeint/stepper/bulirsch_stoer_dense_out.hpp

@@ -110,6 +110,7 @@ public:
           m_interval_sequence( m_k_max+1 ) ,
           m_coeff( m_k_max+1 ) ,
           m_cost( m_k_max+1 ) ,
+          m_facmin_table( m_k_max+1 ) ,
           m_table( m_k_max ) ,
           m_mp_states( m_k_max+1 ) ,
           m_derivs( m_k_max+1 ) ,
@@ -125,9 +126,13 @@ public:
             m_interval_sequence[i] = 2 + 4*i;  // 2 6 10 14 ...
             m_derivs[i].resize( m_interval_sequence[i] );
             if( i == 0 )
+            {
                 m_cost[i] = m_interval_sequence[i];
-            else
+            } else
+            {
                 m_cost[i] = m_cost[i-1] + m_interval_sequence[i];
+            }
+            m_facmin_table[i] = pow BOOST_PREVENT_MACRO_SUBSTITUTION( STEPFAC3 , static_cast< value_type >(1) / static_cast< value_type >( 2*i+1 ) );
             m_coeff[i].resize(i);
             for( size_t k = 0 ; k < i ; ++k  )
             {
@@ -429,7 +434,7 @@ private:
         using std::pow;
 
         value_type expo = static_cast<value_type>(1)/(m_interval_sequence[k-1]);
-        value_type facmin = pow BOOST_PREVENT_MACRO_SUBSTITUTION( STEPFAC3 , expo );
+        value_type facmin = m_facmin_table[k];
         value_type fac;
         if (error == 0.0)
             fac = static_cast<value_type>(1)/facmin;
@@ -692,6 +697,7 @@ private:
     int_vector m_interval_sequence; // stores the successive interval counts
     value_matrix m_coeff;
     int_vector m_cost; // costs for interval count
+    value_vector m_facmin_table; // for precomputed facmin to save pow calls
 
     state_vector_type m_table; // sequence of states for extrapolation
 

include/boost/numeric/odeint/stepper/controlled_runge_kutta.hpp

@@ -143,7 +143,7 @@ public:
             error = max BOOST_PREVENT_MACRO_SUBSTITUTION (
                     static_cast<value_type>( pow( static_cast<value_type>(5.0) , -static_cast<value_type>(stepper_order) ) ) ,
                     error);
-            time_type dt_old = dt;
+            // time_type dt_old = dt;   unused variable warning 
             //error too small - increase dt and keep the evolution and limit scaling factor to 5.0
             dt *= static_cast<value_type>(9)/static_cast<value_type>(10) *
                   pow(error, static_cast<value_type>(-1) / stepper_order);

include/boost/numeric/odeint/stepper/rosenbrock4_controller.hpp

@@ -163,6 +163,8 @@ public:
             if( m_max_dt != static_cast<time_type>(0) )
             {
                 dt = detail::min_abs(m_max_dt, dt_new);
+            } else {
+                dt = dt_new;
             }
             m_last_rejected = false;
             return success;

test/adams_bashforth.cpp

@@ -208,8 +208,13 @@ BOOST_AUTO_TEST_CASE( test_auto_initialization )
     adams.do_step( lorenz() , x , 0.0 , x , 0.1 );
     BOOST_CHECK_EQUAL( adams.initializing_stepper().do_count , size_t( 2 ) );
 
+    adams.reset();
+
     adams.do_step( lorenz() , x , 0.0 , x , 0.1 );
-    BOOST_CHECK_EQUAL( adams.initializing_stepper().do_count , size_t( 2 ) );
+    BOOST_CHECK_EQUAL( adams.initializing_stepper().do_count , size_t( 3 ) );
+
+    adams.do_step( lorenz() , x , 0.0 , x , 0.1 );
+    BOOST_CHECK_EQUAL( adams.initializing_stepper().do_count , size_t( 4 ) );
 }
 
 BOOST_AUTO_TEST_CASE( test_manual_initialization )

test/adams_bashforth_moulton.cpp

@@ -104,8 +104,8 @@ BOOST_AUTO_TEST_CASE( test_instantiation )
     s4.do_step( lorenz() , x , t , dt );
     s5.do_step( lorenz() , x , t , dt );
     s6.do_step( lorenz() , x , t , dt );
-//  s7.do_step( lorenz() , x , t , dt );
+//    s7.do_step( lorenz() , x , t , dt );
-//  s8.do_step( lorenz() , x , t , dt );
+//    s8.do_step( lorenz() , x , t , dt );
 }
 
 

test/numeric/order_quadrature_formula.cpp

@@ -20,6 +20,8 @@
 #include <iostream>
 #include <cmath>
 
+#include "boost/format.hpp"
+
 #include <boost/test/unit_test.hpp>
 
 #include <boost/mpl/vector.hpp>

test/regression/Jamfile.v2

@@ -26,5 +26,6 @@ test-suite "odeint"
      [ run regression_147.cpp ]
      [ compile regression_149.cpp ]
      [ run regression_168.cpp ]
+     [ run regression_189.cpp ]
      : <testing.launcher>valgrind
      ;

test/regression/regression_189.cpp

@@ -0,0 +1,72 @@
+/*
+ 
+ [begin_description]
+ Test case for issue 189: 
+ Controlled Rosenbrock stepper fails to increase step size
+ [end_description]
+
+ Copyright 2016 Karsten Ahnert
+ Copyright 2016 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)
+ */
+ 
+#define BOOST_TEST_MODULE odeint_regression_189
+
+#include <boost/numeric/odeint.hpp>
+
+#include <boost/test/unit_test.hpp>
+#include <boost/phoenix/core.hpp>
+#include <boost/phoenix/operator.hpp>
+
+using namespace boost::numeric::odeint;
+namespace phoenix = boost::phoenix;
+
+typedef boost::numeric::ublas::vector< double > vector_type;
+typedef boost::numeric::ublas::matrix< double > matrix_type;
+
+struct stiff_system
+{
+    void operator()( const vector_type &x , vector_type &dxdt , double /* t */ )
+    {
+        dxdt[ 0 ] = -101.0 * x[ 0 ] - 100.0 * x[ 1 ];
+        dxdt[ 1 ] = x[ 0 ];
+    }
+};
+
+struct stiff_system_jacobi
+{
+    void operator()( const vector_type & /* x */ , matrix_type &J , const double & /* t */ , vector_type &dfdt )
+    {
+        J( 0 , 0 ) = -101.0;
+        J( 0 , 1 ) = -100.0;
+        J( 1 , 0 ) = 1.0;
+        J( 1 , 1 ) = 0.0;
+        dfdt[0] = 0.0;
+        dfdt[1] = 0.0;
+    }
+};
+
+
+BOOST_AUTO_TEST_CASE( regression_189 )
+{
+    vector_type x( 2 , 1.0 );
+
+    size_t num_of_steps = integrate_const( make_dense_output< rosenbrock4< double > >( 1.0e-6 , 1.0e-6 ) ,
+            std::make_pair( stiff_system() , stiff_system_jacobi() ) ,
+            x , 0.0 , 50.0 , 0.01 ,
+            std::cout << phoenix::arg_names::arg2 << " " << phoenix::arg_names::arg1[0] << "\n" );
+    // regression: number of steps should be 74
+    size_t num_of_steps_expected = 74;
+    BOOST_CHECK_EQUAL( num_of_steps , num_of_steps_expected );
+    
+    vector_type x2( 2 , 1.0 );
+
+    size_t num_of_steps2 = integrate_const( make_dense_output< runge_kutta_dopri5< vector_type > >( 1.0e-6 , 1.0e-6 ) ,
+            stiff_system() , x2 , 0.0 , 50.0 , 0.01 ,
+            std::cout << phoenix::arg_names::arg2 << " " << phoenix::arg_names::arg1[0] << "\n" );
+    num_of_steps_expected = 1531;
+    BOOST_CHECK_EQUAL( num_of_steps2 , num_of_steps_expected );
+}

test/runge_kutta_concepts.cpp

@@ -88,6 +88,7 @@ struct perform_stepper_test
     typedef T vector_space_type;
     void operator()( void ) const
     {
+        using std::abs;
         vector_space_type x;
         x = 2.0;
         Stepper stepper;

test/runge_kutta_controlled_concepts.cpp

@@ -87,6 +87,7 @@ struct perform_controlled_stepper_test
     typedef T vector_space_type;
     void operator()( void ) const
     {
+        using std::abs;
         vector_space_type x;
         x = 2.0;
         ControlledStepper controlled_stepper;
@@ -134,6 +135,7 @@ struct perform_controlled_stepper_test< ControlledStepper , vector_space_type >
 {
     void operator()( void ) const
     {
+        using std::abs;
         vector_space_type x;
         x = 2.0;
         ControlledStepper controlled_stepper;