Boost C++ Libraries

...one of the most highly regarded and expertly designed C++ library projects in the world. Herb Sutter and Andrei Alexandrescu, C++ Coding Standards

This is the documentation for an old version of Boost. Click here to view this page for the latest version.
Boost C++ Libraries Home Libraries People FAQ More

PrevUpHomeNext

Class template bulirsch_stoer

boost::numeric::odeint::bulirsch_stoer — The Bulirsch-Stoer algorithm.

Synopsis

// In header: <boost/numeric/odeint/stepper/bulirsch_stoer.hpp>

template<typename State, typename Value = double, typename Deriv = State, 
         typename Time = Value, 
         typename Algebra = typename algebra_dispatcher< State >::algebra_type, 
         typename Operations = typename operations_dispatcher< State >::operations_type, 
         typename Resizer = initially_resizer> 
class bulirsch_stoer {
public:
  // types
  typedef State      state_type;     
  typedef Value      value_type;     
  typedef Deriv      deriv_type;     
  typedef Time       time_type;      
  typedef Algebra    algebra_type;   
  typedef Operations operations_type;
  typedef Resizer    resizer_type;   

  // construct/copy/destruct
  bulirsch_stoer(value_type = 1E-6, value_type = 1E-6, value_type = 1.0, 
                 value_type = 1.0);

  // public member functions
  template<typename System, typename StateInOut> 
    controlled_step_result 
    try_step(System, StateInOut &, time_type &, time_type &);
  template<typename System, typename StateInOut> 
    controlled_step_result 
    try_step(System, const StateInOut &, time_type &, time_type &);
  template<typename System, typename StateInOut, typename DerivIn> 
    controlled_step_result 
    try_step(System, StateInOut &, const DerivIn &, time_type &, time_type &);
  template<typename System, typename StateIn, typename StateOut> 
    boost::disable_if< boost::is_same< StateIn, time_type >, controlled_step_result >::type 
    try_step(System, const StateIn &, time_type &, StateOut &, time_type &);
  template<typename System, typename StateIn, typename DerivIn, 
           typename StateOut> 
    controlled_step_result 
    try_step(System, const StateIn &, const DerivIn &, time_type &, 
             StateOut &, time_type &);
  void reset();
  template<typename StateIn> void adjust_size(const StateIn &);

  // private member functions
  template<typename StateIn> bool resize_m_dxdt(const StateIn &);
  template<typename StateIn> bool resize_m_xnew(const StateIn &);
  template<typename StateIn> bool resize_impl(const StateIn &);
  template<typename System, typename StateInOut> 
    controlled_step_result 
    try_step_v1(System, StateInOut &, time_type &, time_type &);
  template<typename StateInOut> 
    void extrapolate(size_t, state_table_type &, const value_matrix &, 
                     StateInOut &);
  time_type calc_h_opt(time_type, value_type, size_t) const;
  controlled_step_result 
  set_k_opt(size_t, const inv_time_vector &, const time_vector &, time_type &);
  bool in_convergence_window(size_t) const;
  bool should_reject(value_type, size_t) const;

  // public data members
  static const size_t m_k_max;
};

Description

The Bulirsch-Stoer is a controlled stepper that adjusts both step size and order of the method. The algorithm uses the modified midpoint and a polynomial extrapolation compute the solution.

Template Parameters

  1. typename State

    The state type.

  2. typename Value = double

    The value type.

  3. typename Deriv = State

    The type representing the time derivative of the state.

  4. typename Time = Value

    The time representing the independent variable - the time.

  5. typename Algebra = typename algebra_dispatcher< State >::algebra_type

    The algebra type.

  6. typename Operations = typename operations_dispatcher< State >::operations_type

    The operations type.

  7. typename Resizer = initially_resizer

    The resizer policy type.

bulirsch_stoer public construct/copy/destruct

  1. bulirsch_stoer(value_type eps_abs = 1E-6, value_type eps_rel = 1E-6, 
                   value_type factor_x = 1.0, value_type factor_dxdt = 1.0);
    Constructs the bulirsch_stoer class, including initialization of the error bounds.

    Parameters:

    eps_abs

    Absolute tolerance level.

    eps_rel

    Relative tolerance level.

    factor_dxdt

    Factor for the weight of the derivative.

    factor_x

    Factor for the weight of the state.

bulirsch_stoer public member functions

  1. template<typename System, typename StateInOut> 
      controlled_step_result 
      try_step(System system, StateInOut & x, time_type & t, time_type & dt);
  2. template<typename System, typename StateInOut> 
      controlled_step_result 
      try_step(System system, const StateInOut & x, time_type & t, time_type & dt);
    Second version to solve the forwarding problem, can be used with Boost.Range as StateInOut.
  3. template<typename System, typename StateInOut, typename DerivIn> 
      controlled_step_result 
      try_step(System system, StateInOut & x, const DerivIn & dxdt, time_type & t, 
               time_type & dt);
  4. template<typename System, typename StateIn, typename StateOut> 
      boost::disable_if< boost::is_same< StateIn, time_type >, controlled_step_result >::type 
      try_step(System system, const StateIn & in, time_type & t, StateOut & out, 
               time_type & dt);
  5. template<typename System, typename StateIn, typename DerivIn, 
             typename StateOut> 
      controlled_step_result 
      try_step(System system, const StateIn & in, const DerivIn & dxdt, 
               time_type & t, StateOut & out, time_type & dt);
  6. void reset();
    Resets the internal state of the stepper.
  7. template<typename StateIn> void adjust_size(const StateIn & x);
    Adjust the size of all temporaries in the stepper manually.

    Parameters:

    x

    A state from which the size of the temporaries to be resized is deduced.

bulirsch_stoer private member functions

  1. template<typename StateIn> bool resize_m_dxdt(const StateIn & x);
  2. template<typename StateIn> bool resize_m_xnew(const StateIn & x);
  3. template<typename StateIn> bool resize_impl(const StateIn & x);
  4. template<typename System, typename StateInOut> 
      controlled_step_result 
      try_step_v1(System system, StateInOut & x, time_type & t, time_type & dt);
  5. template<typename StateInOut> 
      void extrapolate(size_t k, state_table_type & table, 
                       const value_matrix & coeff, StateInOut & xest);
  6. time_type calc_h_opt(time_type h, value_type error, size_t k) const;
  7. controlled_step_result 
    set_k_opt(size_t k, const inv_time_vector & work, const time_vector & h_opt, 
              time_type & dt);
  8. bool in_convergence_window(size_t k) const;
  9. bool should_reject(value_type error, size_t k) const;

PrevUpHomeNext