1/* Boost numeric test of the rosenbrock4 stepper test file
2
3 Copyright 2012 Karsten Ahnert
4 Copyright 2012 Mario Mulansky
5
6 Distributed under the Boost Software License, Version 1.0.
7 (See accompanying file LICENSE_1_0.txt or
8 copy at http://www.boost.org/LICENSE_1_0.txt)
9*/
10
11// disable checked iterator warning for msvc
12#include <boost/config.hpp>
13#ifdef BOOST_MSVC
14 #pragma warning(disable:4996)
15#endif
16
17#define BOOST_TEST_MODULE numeric_rosenbrock
18
19#include <iostream>
20#include <cmath>
21
22#include <array>
23
24#include <boost/test/unit_test.hpp>
25
26#include <boost/numeric/odeint/stepper/rosenbrock4.hpp>
27#include <boost/numeric/ublas/vector.hpp>
28#include <boost/numeric/ublas/matrix.hpp>
29
30using namespace boost::unit_test;
31using namespace boost::numeric::odeint;
32
33typedef double value_type;
34typedef boost::numeric::ublas::vector< value_type > state_type;
35typedef boost::numeric::ublas::matrix< value_type > matrix_type;
36
37// harmonic oscillator, analytic solution x[0] = sin( t )
38struct sys
39{
40 void operator()( const state_type &x , state_type &dxdt , const value_type &t ) const
41 {
42 dxdt( 0 ) = x( 1 );
43 dxdt( 1 ) = -x( 0 );
44 }
45};
46
47struct jacobi
48{
49 void operator()( const state_type &x , matrix_type &jacobi , const value_type &t , state_type &dfdt ) const
50 {
51 jacobi( 0 , 0 ) = 0;
52 jacobi( 0 , 1 ) = 1;
53 jacobi( 1 , 0 ) = -1;
54 jacobi( 1 , 1 ) = 0;
55 dfdt( 0 ) = 0.0;
56 dfdt( 1 ) = 0.0;
57 }
58};
59
60
61BOOST_AUTO_TEST_SUITE( numeric_rosenbrock4 )
62
63BOOST_AUTO_TEST_CASE( rosenbrock4_numeric_test )
64{
65 typedef rosenbrock4< value_type > stepper_type;
66 stepper_type stepper;
67
68 const int o = stepper.order()+1;
69
70 state_type x0( 2 ) , x1( 2 );
71 x0(0) = 0.0; x0(1) = 1.0;
72
73 double dt = 0.5;
74
75 stepper.do_step( system: std::make_pair( x: sys() , y: jacobi() ) , x: x0 , t: 0.0 , xout&: x1 , dt );
76 const double f = 2.0 * std::abs( x: std::sin(x: dt) - x1(0) ) / std::pow( x: dt , y: o );
77
78 std::cout << o << " , " << f << std::endl;
79
80 while( f*std::pow( x: dt , y: o ) > 1E-16 )
81 {
82 stepper.do_step( system: std::make_pair( x: sys() , y: jacobi() ) , x: x0 , t: 0.0 , xout&: x1 , dt );
83 std::cout << "Testing dt=" << dt << std::endl;
84 BOOST_CHECK_SMALL( std::abs( std::sin(dt) - x1(0) ) , f*std::pow( dt , o ) );
85 dt *= 0.5;
86 }
87}
88
89BOOST_AUTO_TEST_SUITE_END()
90

source code of boost/libs/numeric/odeint/test/numeric/rosenbrock.cpp