added overflow exception to other integrate funcs

following the previous additions for integrate_const now also
integrate_n_steps and integrate_times support max_step overflow
exceptions.
This commit is contained in:
Mario Mulansky 2015-10-08 12:57:56 +02:00
parent 44576c3dab
commit fa6a914f1a
8 changed files with 238 additions and 45 deletions

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@ -7,7 +7,7 @@
[end_description] [end_description]
Copyright 2011-2013 Karsten Ahnert Copyright 2011-2013 Karsten Ahnert
Copyright 2011-2012 Mario Mulansky Copyright 2011-2015 Mario Mulansky
Copyright 2012 Christoph Koke Copyright 2012 Christoph Koke
Distributed under the Boost Software License, Version 1.0. Distributed under the Boost Software License, Version 1.0.

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@ -6,7 +6,7 @@
integrate const implementation integrate const implementation
[end_description] [end_description]
Copyright 2012 Mario Mulansky Copyright 2012-2015 Mario Mulansky
Copyright 2012 Christoph Koke Copyright 2012 Christoph Koke
Copyright 2012 Karsten Ahnert Copyright 2012 Karsten Ahnert
@ -92,8 +92,9 @@ size_t integrate_const(
obs( start_state , time ); obs( start_state , time );
chk.reset(); // reset after each observation chk.reset(); // reset after each observation
// integrate_adaptive_checked uses the given checker to throw if an overflow occurs // integrate_adaptive_checked uses the given checker to throw if an overflow occurs
real_steps += detail::integrate_adaptive_checked( stepper , system , start_state , time , time+time_step , dt , real_steps += detail::integrate_adaptive_checked(stepper, system, start_state, time,
null_observer() , checker ); static_cast<Time>(time + time_step), dt,
null_observer(), checker);
// direct computation of the time avoids error propagation happening when using time += dt // direct computation of the time avoids error propagation happening when using time += dt
// we need clumsy type analysis to get boost units working here // we need clumsy type analysis to get boost units working here
step++; step++;

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@ -31,20 +31,20 @@ namespace odeint {
namespace detail { namespace detail {
// forward declaration // forward declaration
template< class Stepper , class System , class State , class Time , class Observer > template< class Stepper , class System , class State , class Time , class Observer , class StepOverflowChecker >
size_t integrate_adaptive( size_t integrate_adaptive_checked(
Stepper stepper , System system , State &start_state , Stepper stepper , System system , State &start_state ,
Time &start_time , Time end_time , Time &dt , Time &start_time , Time end_time , Time &dt ,
Observer observer , controlled_stepper_tag Observer observer , StepOverflowChecker checker
); );
/* basic version */ /* basic version */
template< class Stepper , class System , class State , class Time , class Observer> template< class Stepper , class System , class State , class Time , class Observer , class StepOverflowChecker >
Time integrate_n_steps( Time integrate_n_steps(
Stepper stepper , System system , State &start_state , Stepper stepper , System system , State &start_state ,
Time start_time , Time dt , size_t num_of_steps , Time start_time , Time dt , size_t num_of_steps ,
Observer observer , stepper_tag ) Observer observer , StepOverflowChecker /* checker */ , stepper_tag )
{ {
typename odeint::unwrap_reference< Observer >::type &obs = observer; typename odeint::unwrap_reference< Observer >::type &obs = observer;
typename odeint::unwrap_reference< Stepper >::type &st = stepper; typename odeint::unwrap_reference< Stepper >::type &st = stepper;
@ -66,13 +66,14 @@ Time integrate_n_steps(
/* controlled version */ /* controlled version */
template< class Stepper , class System , class State , class Time , class Observer> template< class Stepper , class System , class State , class Time , class Observer , class StepOverflowChecker >
Time integrate_n_steps( Time integrate_n_steps(
Stepper stepper , System system , State &start_state , Stepper stepper , System system , State &start_state ,
Time start_time , Time dt , size_t num_of_steps , Time start_time , Time dt , size_t num_of_steps ,
Observer observer , controlled_stepper_tag ) Observer observer , StepOverflowChecker checker , controlled_stepper_tag )
{ {
typename odeint::unwrap_reference< Observer >::type &obs = observer; typename odeint::unwrap_reference< Observer >::type &obs = observer;
typename odeint::unwrap_reference< StepOverflowChecker >::type &chk = checker;
Time time = start_time; Time time = start_time;
Time time_step = dt; Time time_step = dt;
@ -80,8 +81,10 @@ Time integrate_n_steps(
for( size_t step = 0; step < num_of_steps ; ++step ) for( size_t step = 0; step < num_of_steps ; ++step )
{ {
obs( start_state , time ); obs( start_state , time );
detail::integrate_adaptive( stepper , system , start_state , time , static_cast<Time>(time+time_step) , dt , chk.reset(); // reset after each observation
null_observer() , controlled_stepper_tag() ); // integrate_adaptive_checked uses the given checker to throw if an overflow occurs
detail::integrate_adaptive_checked(stepper, system, start_state, time, static_cast<Time>(time + time_step), dt,
null_observer(), checker);
// direct computation of the time avoids error propagation happening when using time += dt // direct computation of the time avoids error propagation happening when using time += dt
// we need clumsy type analysis to get boost units working here // we need clumsy type analysis to get boost units working here
time = start_time + static_cast< typename unit_value_type<Time>::type >(step+1) * time_step; time = start_time + static_cast< typename unit_value_type<Time>::type >(step+1) * time_step;
@ -93,14 +96,15 @@ Time integrate_n_steps(
/* dense output version */ /* dense output version */
template< class Stepper , class System , class State , class Time , class Observer> template< class Stepper , class System , class State , class Time , class Observer , class StepOverflowChecker >
Time integrate_n_steps( Time integrate_n_steps(
Stepper stepper , System system , State &start_state , Stepper stepper , System system , State &start_state ,
Time start_time , Time dt , size_t num_of_steps , Time start_time , Time dt , size_t num_of_steps ,
Observer observer , dense_output_stepper_tag ) Observer observer , StepOverflowChecker checker , dense_output_stepper_tag )
{ {
typename odeint::unwrap_reference< Observer >::type &obs = observer; typename odeint::unwrap_reference< Observer >::type &obs = observer;
typename odeint::unwrap_reference< Stepper >::type &st = stepper; typename odeint::unwrap_reference< Stepper >::type &st = stepper;
typename odeint::unwrap_reference< StepOverflowChecker >::type &chk = checker;
Time time = start_time; Time time = start_time;
const Time end_time = start_time + static_cast< typename unit_value_type<Time>::type >(num_of_steps) * dt; const Time end_time = start_time + static_cast< typename unit_value_type<Time>::type >(num_of_steps) * dt;
@ -115,6 +119,7 @@ Time integrate_n_steps(
{ {
st.calc_state( time , start_state ); st.calc_state( time , start_state );
obs( start_state , time ); obs( start_state , time );
chk.reset(); // reset checker after every observer call
++step; ++step;
// direct computation of the time avoids error propagation happening when using time += dt // direct computation of the time avoids error propagation happening when using time += dt
// we need clumsy type analysis to get boost units working here // we need clumsy type analysis to get boost units working here
@ -127,14 +132,17 @@ Time integrate_n_steps(
st.current_time_step() ) ) st.current_time_step() ) )
{ {
st.do_step( system ); st.do_step( system );
chk(); // potential check for too much work exception
} }
else if( less_with_sign( st.current_time() , end_time , st.current_time_step() ) ) else if( less_with_sign( st.current_time() , end_time , st.current_time_step() ) )
{ // do the last step ending exactly on the end point { // do the last step ending exactly on the end point
st.initialize( st.current_state() , st.current_time() , static_cast<Time>(end_time - st.current_time()) ); st.initialize( st.current_state() , st.current_time() , static_cast<Time>(end_time - st.current_time()) );
st.do_step( system ); st.do_step( system );
chk();
} }
} }
// make sure we really end exactly where we should end
while( st.current_time() < end_time ) while( st.current_time() < end_time )
{ {
if( less_with_sign( end_time , if( less_with_sign( end_time ,
@ -142,9 +150,10 @@ Time integrate_n_steps(
st.current_time_step() ) ) st.current_time_step() ) )
st.initialize( st.current_state() , st.current_time() , static_cast<Time>(end_time - st.current_time()) ); st.initialize( st.current_state() , st.current_time() , static_cast<Time>(end_time - st.current_time()) );
st.do_step( system ); st.do_step( system );
chk();
} }
// observation at end point, only if we ended exactly on the end-point (or above due to finite precision) // observation at final point
obs( st.current_state() , end_time ); obs( st.current_state() , end_time );
return time; return time;

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@ -6,7 +6,7 @@
Default integrate times implementation. Default integrate times implementation.
[end_description] [end_description]
Copyright 2011-2012 Mario Mulansky Copyright 2011-2015 Mario Mulansky
Copyright 2012 Karsten Ahnert Copyright 2012 Karsten Ahnert
Copyright 2012 Christoph Koke Copyright 2012 Christoph Koke
@ -38,15 +38,16 @@ namespace detail {
/* /*
* integrate_times for simple stepper * integrate_times for simple stepper
*/ */
template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer > template<class Stepper, class System, class State, class TimeIterator, class Time, class Observer, class StepOverflowChecker>
size_t integrate_times( size_t integrate_times(
Stepper stepper , System system , State &start_state , Stepper stepper , System system , State &start_state ,
TimeIterator start_time , TimeIterator end_time , Time dt , TimeIterator start_time , TimeIterator end_time , Time dt ,
Observer observer , stepper_tag Observer observer , StepOverflowChecker checker , stepper_tag
) )
{ {
typename odeint::unwrap_reference< Observer >::type &obs = observer; typename odeint::unwrap_reference< Observer >::type &obs = observer;
typename odeint::unwrap_reference< Stepper >::type &st = stepper; typename odeint::unwrap_reference< Stepper >::type &st = stepper;
typename odeint::unwrap_reference< StepOverflowChecker >::type &chk = checker;
typedef typename unit_value_type<Time>::type time_type; typedef typename unit_value_type<Time>::type time_type;
size_t steps = 0; size_t steps = 0;
@ -55,12 +56,14 @@ size_t integrate_times(
{ {
Time current_time = *start_time++; Time current_time = *start_time++;
obs( start_state , current_time ); obs( start_state , current_time );
chk.reset(); // reset after each observer call
if( start_time == end_time ) if( start_time == end_time )
break; break;
while( less_with_sign( current_time , static_cast<time_type>(*start_time) , current_dt ) ) while( less_with_sign( current_time , static_cast<time_type>(*start_time) , current_dt ) )
{ {
current_dt = min_abs( dt , *start_time - current_time ); current_dt = min_abs( dt , *start_time - current_time );
st.do_step( system , start_state , current_time , current_dt ); st.do_step( system , start_state , current_time , current_dt );
chk(); // check for potential too many steps exception
current_time += current_dt; current_time += current_dt;
steps++; steps++;
} }
@ -71,17 +74,19 @@ size_t integrate_times(
/* /*
* integrate_times for controlled stepper * integrate_times for controlled stepper
*/ */
template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer > template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer , class StepOverflowChecker >
size_t integrate_times( size_t integrate_times(
Stepper stepper , System system , State &start_state , Stepper stepper , System system , State &start_state ,
TimeIterator start_time , TimeIterator end_time , Time dt , TimeIterator start_time , TimeIterator end_time , Time dt ,
Observer observer , controlled_stepper_tag Observer observer , StepOverflowChecker checker , controlled_stepper_tag
) )
{ {
typename odeint::unwrap_reference< Observer >::type &obs = observer; typename odeint::unwrap_reference< Observer >::type &obs = observer;
typename odeint::unwrap_reference< Stepper >::type &st = stepper; typename odeint::unwrap_reference< Stepper >::type &st = stepper;
typename odeint::unwrap_reference< StepOverflowChecker >::type &chk = checker;
typedef typename unit_value_type<Time>::type time_type; typedef typename unit_value_type<Time>::type time_type;
// ToDo: refactor this into a separate max_step_checker
const size_t max_attempts = 1000; const size_t max_attempts = 1000;
const char *error_string = "Integrate adaptive : Maximal number of iterations reached. A step size could not be found."; const char *error_string = "Integrate adaptive : Maximal number of iterations reached. A step size could not be found.";
size_t steps = 0; size_t steps = 0;
@ -90,6 +95,7 @@ size_t integrate_times(
size_t fail_steps = 0; size_t fail_steps = 0;
Time current_time = *start_time++; Time current_time = *start_time++;
obs( start_state , current_time ); obs( start_state , current_time );
chk.reset(); // reset after each observer call
if( start_time == end_time ) if( start_time == end_time )
break; break;
while( less_with_sign( current_time , static_cast<time_type>(*start_time) , dt ) ) while( less_with_sign( current_time , static_cast<time_type>(*start_time) , dt ) )
@ -109,6 +115,8 @@ size_t integrate_times(
++fail_steps; ++fail_steps;
dt = current_dt; dt = current_dt;
} }
chk(); // check for potential step overflow exception
// ToDo: The following should be part of another checker
if( fail_steps == max_attempts ) BOOST_THROW_EXCEPTION( std::overflow_error( error_string )); if( fail_steps == max_attempts ) BOOST_THROW_EXCEPTION( std::overflow_error( error_string ));
} }
} }
@ -118,15 +126,16 @@ size_t integrate_times(
/* /*
* integrate_times for dense output stepper * integrate_times for dense output stepper
*/ */
template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer > template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer , class StepOverflowChecker >
size_t integrate_times( size_t integrate_times(
Stepper stepper , System system , State &start_state , Stepper stepper , System system , State &start_state ,
TimeIterator start_time , TimeIterator end_time , Time dt , TimeIterator start_time , TimeIterator end_time , Time dt ,
Observer observer , dense_output_stepper_tag Observer observer , StepOverflowChecker checker , dense_output_stepper_tag
) )
{ {
typename odeint::unwrap_reference< Observer >::type &obs = observer; typename odeint::unwrap_reference< Observer >::type &obs = observer;
typename odeint::unwrap_reference< Stepper >::type &st = stepper; typename odeint::unwrap_reference< Stepper >::type &st = stepper;
typename odeint::unwrap_reference< StepOverflowChecker >::type &chk = checker;
typedef typename unit_value_type<Time>::type time_type; typedef typename unit_value_type<Time>::type time_type;
if( start_time == end_time ) if( start_time == end_time )
@ -138,6 +147,7 @@ size_t integrate_times(
st.initialize( start_state , *start_time , dt ); st.initialize( start_state , *start_time , dt );
obs( start_state , *start_time++ ); obs( start_state , *start_time++ );
chk.reset(); // reset after each observer call
size_t count = 0; size_t count = 0;
while( start_time != end_time ) while( start_time != end_time )
@ -146,6 +156,7 @@ size_t integrate_times(
{ {
st.calc_state( *start_time , start_state ); st.calc_state( *start_time , start_state );
obs( start_state , *start_time ); obs( start_state , *start_time );
chk.reset(); // reset after each observer call
start_time++; start_time++;
} }
@ -155,12 +166,14 @@ size_t integrate_times(
st.current_time_step() ) ) st.current_time_step() ) )
{ {
st.do_step( system ); st.do_step( system );
chk(); // check for potential step overflow exception
++count; ++count;
} }
else if( start_time != end_time ) else if( start_time != end_time )
{ // do the last step ending exactly on the end point { // do the last step ending exactly on the end point
st.initialize( st.current_state() , st.current_time() , last_time_point - st.current_time() ); st.initialize( st.current_state() , st.current_time() , last_time_point - st.current_time() );
st.do_step( system ); st.do_step( system );
chk(); // check for potential step overflow exception
++count; ++count;
} }
} }

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@ -22,6 +22,7 @@
#include <boost/numeric/odeint/stepper/stepper_categories.hpp> #include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/integrate/null_observer.hpp> #include <boost/numeric/odeint/integrate/null_observer.hpp>
#include <boost/numeric/odeint/integrate/null_checker.hpp>
#include <boost/numeric/odeint/integrate/detail/integrate_n_steps.hpp> #include <boost/numeric/odeint/integrate/detail/integrate_n_steps.hpp>
namespace boost { namespace boost {
@ -34,36 +35,58 @@ namespace odeint {
* *
* the two overloads are needed in order to solve the forwarding problem * the two overloads are needed in order to solve the forwarding problem
*/ */
template< class Stepper , class System , class State , class Time , class Observer> template< class Stepper , class System , class State , class Time , class Observer , class StepOverflowChecker >
Time integrate_n_steps( Time integrate_n_steps(
Stepper stepper , System system , State &start_state , Stepper stepper , System system , State &start_state ,
Time start_time , Time dt , size_t num_of_steps , Time start_time , Time dt , size_t num_of_steps ,
Observer observer ) Observer observer , StepOverflowChecker checker )
{ {
typedef typename odeint::unwrap_reference< Stepper >::type::stepper_category stepper_category; typedef typename odeint::unwrap_reference< Stepper >::type::stepper_category stepper_category;
return detail::integrate_n_steps( return detail::integrate_n_steps(
stepper , system , start_state , stepper , system , start_state ,
start_time , dt , num_of_steps , start_time , dt , num_of_steps ,
observer , stepper_category() ); observer , checker , stepper_category() );
} }
/** /**
* \brief Solves the forwarding problem, can be called with Boost.Range as start_state. * \brief Solves the forwarding problem, can be called with Boost.Range as start_state.
*/ */
template< class Stepper , class System , class State , class Time , class Observer > template< class Stepper , class System , class State , class Time , class Observer , class StepOverflowChecker >
Time integrate_n_steps( Time integrate_n_steps(
Stepper stepper , System system , const State &start_state , Stepper stepper , System system , const State &start_state ,
Time start_time , Time dt , size_t num_of_steps , Time start_time , Time dt , size_t num_of_steps ,
Observer observer ) Observer observer , StepOverflowChecker checker )
{ {
typedef typename odeint::unwrap_reference< Stepper >::type::stepper_category stepper_category; typedef typename odeint::unwrap_reference< Stepper >::type::stepper_category stepper_category;
return detail::integrate_n_steps( return detail::integrate_n_steps(
stepper , system , start_state , stepper , system , start_state ,
start_time , dt , num_of_steps , start_time , dt , num_of_steps ,
observer , stepper_category() ); observer , checker , stepper_category() );
} }
/**
* \brief The same function as above, but without checker.
*/
template< class Stepper , class System , class State , class Time , class Observer >
Time integrate_n_steps(
Stepper stepper , System system , State &start_state ,
Time start_time , Time dt , size_t num_of_steps , Observer observer )
{
return integrate_n_steps(stepper, system, start_state, start_time, dt, num_of_steps, observer, null_checker());
}
/**
* \brief Solves the forwarding problem, can be called with Boost.Range as start_state.
*/
template< class Stepper , class System , class State , class Time , class Observer >
Time integrate_n_steps(
Stepper stepper , System system , const State &start_state ,
Time start_time , Time dt , size_t num_of_steps , Observer observer )
{
return integrate_n_steps(stepper, system, start_state, start_time, dt, num_of_steps, observer, null_checker());
}
/** /**
* \brief The same function as above, but without observer calls. * \brief The same function as above, but without observer calls.
*/ */
@ -72,7 +95,8 @@ Time integrate_n_steps(
Stepper stepper , System system , State &start_state , Stepper stepper , System system , State &start_state ,
Time start_time , Time dt , size_t num_of_steps ) Time start_time , Time dt , size_t num_of_steps )
{ {
return integrate_n_steps( stepper , system , start_state , start_time , dt , num_of_steps , null_observer() ); return integrate_n_steps(stepper, system, start_state, start_time, dt, num_of_steps, null_observer(),
null_checker());
} }
/** /**
@ -83,7 +107,8 @@ Time integrate_n_steps(
Stepper stepper , System system , const State &start_state , Stepper stepper , System system , const State &start_state ,
Time start_time , Time dt , size_t num_of_steps ) Time start_time , Time dt , size_t num_of_steps )
{ {
return integrate_n_steps( stepper , system , start_state , start_time , dt , num_of_steps , null_observer() ); return integrate_n_steps(stepper, system, start_state, start_time, dt, num_of_steps, null_observer(),
null_checker());
} }

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@ -24,6 +24,7 @@
#include <boost/numeric/odeint/stepper/stepper_categories.hpp> #include <boost/numeric/odeint/stepper/stepper_categories.hpp>
#include <boost/numeric/odeint/integrate/null_observer.hpp> #include <boost/numeric/odeint/integrate/null_observer.hpp>
#include <boost/numeric/odeint/integrate/null_checker.hpp>
#include <boost/numeric/odeint/integrate/detail/integrate_times.hpp> #include <boost/numeric/odeint/integrate/detail/integrate_times.hpp>
namespace boost { namespace boost {
@ -32,8 +33,72 @@ namespace odeint {
/* /*
* \brief Integrates while calling the observer at the time points given by sequence [times_start, time_end)
* the two overloads are needed in order to solve the forwarding problem * the two overloads are needed in order to solve the forwarding problem
*/ */
template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer , class StepOverflowChecker >
size_t integrate_times(
Stepper stepper , System system , State &start_state ,
TimeIterator times_start , TimeIterator times_end , Time dt ,
Observer observer , StepOverflowChecker checker )
{
typedef typename odeint::unwrap_reference< Stepper >::type::stepper_category stepper_category;
return detail::integrate_times(
stepper , system , start_state ,
times_start , times_end , dt ,
observer , checker , stepper_category() );
}
/**
* \brief Solves the forwarding problem, can be called with Boost.Range as start_state.
*/
template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer , class StepOverflowChecker >
size_t integrate_times(
Stepper stepper , System system , const State &start_state ,
TimeIterator times_start , TimeIterator times_end , Time dt ,
Observer observer , StepOverflowChecker checker )
{
typedef typename odeint::unwrap_reference< Stepper >::type::stepper_category stepper_category;
return detail::integrate_times(
stepper , system , start_state ,
times_start , times_end , dt ,
observer , checker , stepper_category() );
}
/**
* \brief The same function as above, but with the observation times given as range.
*/
template< class Stepper , class System , class State , class TimeRange , class Time , class Observer , class StepOverflowChecker >
size_t integrate_times(
Stepper stepper , System system , State &start_state ,
const TimeRange &times , Time dt ,
Observer observer , StepOverflowChecker checker )
{
return integrate_times(
stepper , system , start_state ,
boost::begin( times ) , boost::end( times ) , dt , observer , checker );
}
/**
* \brief Solves the forwarding problem, can be called with Boost.Range as start_state.
*/
template< class Stepper , class System , class State , class TimeRange , class Time , class Observer , class StepOverflowChecker >
size_t integrate_times(
Stepper stepper , System system , const State &start_state ,
const TimeRange &times , Time dt ,
Observer observer , StepOverflowChecker checker )
{
return integrate_times(
stepper , system , start_state ,
boost::begin( times ) , boost::end( times ) , dt , observer , checker );
}
/*
* The same functions as above, but without a StepOverflowChecker
*/
template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer > template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer >
size_t integrate_times( size_t integrate_times(
Stepper stepper , System system , State &start_state , Stepper stepper , System system , State &start_state ,
@ -44,12 +109,12 @@ size_t integrate_times(
return detail::integrate_times( return detail::integrate_times(
stepper , system , start_state , stepper , system , start_state ,
times_start , times_end , dt , times_start , times_end , dt ,
observer , stepper_category() ); observer , null_checker() , stepper_category() );
} }
/** /**
* \brief Solves the forwarding problem, can be called with Boost.Range as start_state. * \brief Solves the forwarding problem, can be called with Boost.Range as start_state.
*/ */
template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer > template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer >
size_t integrate_times( size_t integrate_times(
Stepper stepper , System system , const State &start_state , Stepper stepper , System system , const State &start_state ,
@ -60,12 +125,12 @@ size_t integrate_times(
return detail::integrate_times( return detail::integrate_times(
stepper , system , start_state , stepper , system , start_state ,
times_start , times_end , dt , times_start , times_end , dt ,
observer , stepper_category() ); observer , null_checker() , stepper_category() );
} }
/** /**
* \brief The same function as above, but without observer calls. * \brief The same function as above, but with the observation times given as range.
*/ */
template< class Stepper , class System , class State , class TimeRange , class Time , class Observer > template< class Stepper , class System , class State , class TimeRange , class Time , class Observer >
size_t integrate_times( size_t integrate_times(
Stepper stepper , System system , State &start_state , Stepper stepper , System system , State &start_state ,
@ -74,12 +139,12 @@ size_t integrate_times(
{ {
return integrate_times( return integrate_times(
stepper , system , start_state , stepper , system , start_state ,
boost::begin( times ) , boost::end( times ) , dt , observer ); boost::begin( times ) , boost::end( times ) , dt , observer , null_checker() );
} }
/** /**
* \brief Solves the forwarding problem, can be called with Boost.Range as start_state. * \brief Solves the forwarding problem, can be called with Boost.Range as start_state.
*/ */
template< class Stepper , class System , class State , class TimeRange , class Time , class Observer > template< class Stepper , class System , class State , class TimeRange , class Time , class Observer >
size_t integrate_times( size_t integrate_times(
Stepper stepper , System system , const State &start_state , Stepper stepper , System system , const State &start_state ,
@ -88,12 +153,10 @@ size_t integrate_times(
{ {
return integrate_times( return integrate_times(
stepper , system , start_state , stepper , system , start_state ,
boost::begin( times ) , boost::end( times ) , dt , observer ); boost::begin( times ) , boost::end( times ) , dt , observer , null_checker() );
} }
/********* DOXYGEN ***********/ /********* DOXYGEN ***********/
/** /**

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@ -45,6 +45,9 @@ namespace odeint {
reset(); reset();
} }
/**
* \brief Resets the max_step_checker by setting the internal counter to 0.
*/
void reset() void reset()
{ {
m_steps = 0; m_steps = 0;

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@ -27,6 +27,8 @@
#include <cmath> #include <cmath>
#include <iostream> #include <iostream>
#include <boost/iterator/counting_iterator.hpp>
#include <boost/numeric/odeint.hpp> #include <boost/numeric/odeint.hpp>
@ -77,11 +79,10 @@ BOOST_AUTO_TEST_CASE( test_integrate_const )
integrate_const(stepper_type(), lorenz, x, 0.0, 10.0, 1.0, null_observer()); integrate_const(stepper_type(), lorenz, x, 0.0, 10.0, 1.0, null_observer());
integrate_const(stepper_type(), lorenz, x, 0.0, 10.0, 1.0, null_observer(), null_checker()); integrate_const(stepper_type(), lorenz, x, 0.0, 10.0, 1.0, null_observer(), null_checker());
// no exceptions expected for normal steppers // no exceptions expected for normal steppers
integrate_const(stepper_type(), lorenz, x, 0.0, 10.0, 1.0, null_observer(), max_step_checker()); integrate_const(stepper_type(), lorenz, x, 0.0, 10.0, 1.0, null_observer(), max_step_checker(10));
// check exceptions for controlled stepper // check exceptions for controlled stepper
integrate_const(stepper_type(), lorenz, x, 0.0, 10.0, 1.0);
integrate_const(make_controlled<stepper_type>(1E-5, 1E-5), lorenz, x, 0.0, 10.0, 1.0); integrate_const(make_controlled<stepper_type>(1E-5, 1E-5), lorenz, x, 0.0, 10.0, 1.0);
// very small error terms -> standard overflow threshold of 500 should fire an exception // very small error terms -> standard overflow threshold of 500 should fire an exception
BOOST_CHECK_THROW(integrate_const(make_controlled<stepper_type>(1E-15, 1E-15), lorenz, x, BOOST_CHECK_THROW(integrate_const(make_controlled<stepper_type>(1E-15, 1E-15), lorenz, x,
@ -105,4 +106,82 @@ BOOST_AUTO_TEST_CASE( test_integrate_const )
std::overflow_error); std::overflow_error);
} }
BOOST_AUTO_TEST_CASE( test_integrate_n_steps )
{
state_type x(3, 5.0);
std::vector<double> times;
// check the function signatures with normal stepper
integrate_n_steps(stepper_type(), lorenz, x, 0.0, 1.0, 10);
integrate_n_steps(stepper_type(), lorenz, x, 0.0, 1.0, 10, null_observer());
integrate_n_steps(stepper_type(), lorenz, x, 0.0, 1.0, 10, null_observer(), null_checker());
// no exceptions expected for normal steppers
integrate_n_steps(stepper_type(), lorenz, x, 0.0, 1.0, 10, null_observer(), max_step_checker(10));
// check exceptions for controlled stepper
integrate_n_steps(make_controlled<stepper_type>(1E-5, 1E-5), lorenz, x, 0.0, 1.0, 10);
// very small error terms -> standard overflow threshold of 500 should fire an exception
BOOST_CHECK_THROW(integrate_n_steps(make_controlled<stepper_type>(1E-15, 1E-15), lorenz, x,
0.0, 1.0, 10, push_back_time(times), max_step_checker()),
std::overflow_error);
// small threshold of 10 -> larger error still gives an exception
BOOST_CHECK_THROW(integrate_n_steps(make_controlled<stepper_type>(1E-5, 1E-5), lorenz, x,
0.0, 1.0, 10, push_back_time(times), max_step_checker(10)),
std::overflow_error);
// check exceptions for dense output stepper
integrate_n_steps(make_dense_output<stepper_type>(1E-5, 1E-5), lorenz, x, 0.0, 1.0, 10);
integrate_n_steps(make_dense_output<stepper_type>(1E-5, 1E-5), lorenz, x, 0.0, 1.0, 10, push_back_time(times));
// very small error terms -> standard overflow threshold of 500 should fire an exception
BOOST_CHECK_THROW(integrate_n_steps(make_dense_output<stepper_type>(1E-15, 1E-15), lorenz, x,
0.0, 1.0, 10, push_back_time(times), max_step_checker()),
std::overflow_error);
// small threshold of 10 -> larger error still gives an exception
BOOST_CHECK_THROW(integrate_n_steps(make_dense_output<stepper_type>(1E-5, 1E-5), lorenz, x,
0.0, 1.0, 10, push_back_time(times), max_step_checker(10)),
std::overflow_error);
}
BOOST_AUTO_TEST_CASE( test_integrate_times )
{
state_type x(3, 5.0);
std::vector<double> times;
boost::counting_iterator<int> t0(0);
boost::counting_iterator<int> t1(10);
// check the function signatures with normal stepper
integrate_times(stepper_type(), lorenz, x, t0, t1, 1.0 , push_back_time(times));
integrate_times(stepper_type(), lorenz, x, t0, t1, 1.0 , push_back_time(times), null_checker());
// no exceptions expected for big enough step size
integrate_times(stepper_type(), lorenz, x, t0, t1, 1.0 , push_back_time(times), max_step_checker(10));
// if dt*max_steps < observer time difference we expect an exception
BOOST_CHECK_THROW(integrate_times(stepper_type(), lorenz, x, t0, t1, 0.01, push_back_time(times),
max_step_checker(10)),
std::overflow_error);
// check exceptions for controlled stepper
// no exception if no checker is provided
integrate_times(make_controlled<stepper_type>(1E-5, 1E-5), lorenz, x, t0, t1, 1.0 , push_back_time(times));
// very small error terms -> standard overflow threshold of 500 should fire an exception
BOOST_CHECK_THROW(integrate_times(make_controlled<stepper_type>(1E-15, 1E-15), lorenz, x,
t0, t1, 1.0 , push_back_time(times), max_step_checker()),
std::overflow_error);
// small threshold of 10 -> larger error still gives an exception
BOOST_CHECK_THROW(integrate_times(make_controlled<stepper_type>(1E-5, 1E-5), lorenz, x,
t0, t1, 1.0 , push_back_time(times), max_step_checker(10)),
std::overflow_error);
// check exceptions for dense output stepper
integrate_times(make_dense_output<stepper_type>(1E-5, 1E-5), lorenz, x, t0, t1, 1.0 , push_back_time(times));
// very small error terms -> standard overflow threshold of 500 should fire an exception
BOOST_CHECK_THROW(integrate_times(make_dense_output<stepper_type>(1E-15, 1E-15), lorenz, x,
t0, t1, 1.0 , push_back_time(times), max_step_checker()),
std::overflow_error);
// small threshold of 10 -> larger error still gives an exception
BOOST_CHECK_THROW(integrate_times(make_dense_output<stepper_type>(1E-5, 1E-5), lorenz, x,
t0, t1, 1.0 , push_back_time(times), max_step_checker(10)),
std::overflow_error);
}
BOOST_AUTO_TEST_SUITE_END() BOOST_AUTO_TEST_SUITE_END()