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<title>Using arbitrary precision floating point types</title>
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<div class="titlepage"><div><div><h3 class="title">
<a name="boost_numeric_odeint.tutorial.using_arbitrary_precision_floating_point_types"></a><a class="link" href="using_arbitrary_precision_floating_point_types.html" title="Using arbitrary precision floating point types">Using
arbitrary precision floating point types</a>
</h3></div></div></div>
<p>
Sometimes one needs results with higher precision than provided by the standard
floating point types. As odeint allows to configure the fundamental numerical
type, it is well suited to be run with arbitrary precision types. Therefore,
one only needs a library that provides a type representing values with arbitrary
precision and the fundamental operations for those values. <a href="http://www.boost.org/doc/libs/release/libs/multiprecision/" target="_top">Boost.Multiprecision</a>
is a boost library that does exactly this. Making use of <a href="http://www.boost.org/doc/libs/release/libs/multiprecision/" target="_top">Boost.Multiprecision</a>
to solve odes with odeint is very simple, as the following example shows.
</p>
<p>
Here we use <code class="computeroutput"><span class="identifier">cpp_dec_float_50</span></code>
as the fundamental value type, which ensures exact computations up to 50
decimal digits.
</p>
<p>
</p>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">numeric</span><span class="special">/</span><span class="identifier">odeint</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span>
<span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">multiprecision</span><span class="special">/</span><span class="identifier">cpp_dec_float</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span>
<span class="keyword">using</span> <span class="keyword">namespace</span> <span class="identifier">std</span><span class="special">;</span>
<span class="keyword">using</span> <span class="keyword">namespace</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">numeric</span><span class="special">::</span><span class="identifier">odeint</span><span class="special">;</span>
<span class="keyword">typedef</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">multiprecision</span><span class="special">::</span><span class="identifier">cpp_dec_float_50</span> <span class="identifier">value_type</span><span class="special">;</span>
<span class="keyword">typedef</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">array</span><span class="special">&lt;</span> <span class="identifier">value_type</span> <span class="special">,</span> <span class="number">3</span> <span class="special">&gt;</span> <span class="identifier">state_type</span><span class="special">;</span>
</pre>
<p>
</p>
<p>
As exemplary ODE again the lorenz system is chosen, but here we have to make
sure all constants are initialized as high precision values.
</p>
<p>
</p>
<pre class="programlisting"><span class="keyword">struct</span> <span class="identifier">lorenz</span>
<span class="special">{</span>
<span class="keyword">void</span> <span class="keyword">operator</span><span class="special">()(</span> <span class="keyword">const</span> <span class="identifier">state_type</span> <span class="special">&amp;</span><span class="identifier">x</span> <span class="special">,</span> <span class="identifier">state_type</span> <span class="special">&amp;</span><span class="identifier">dxdt</span> <span class="special">,</span> <span class="identifier">value_type</span> <span class="identifier">t</span> <span class="special">)</span> <span class="keyword">const</span>
<span class="special">{</span>
<span class="keyword">const</span> <span class="identifier">value_type</span> <span class="identifier">sigma</span><span class="special">(</span> <span class="number">10</span> <span class="special">);</span>
<span class="keyword">const</span> <span class="identifier">value_type</span> <span class="identifier">R</span><span class="special">(</span> <span class="number">28</span> <span class="special">);</span>
<span class="keyword">const</span> <span class="identifier">value_type</span> <span class="identifier">b</span><span class="special">(</span> <span class="identifier">value_type</span><span class="special">(</span> <span class="number">8</span> <span class="special">)</span> <span class="special">/</span> <span class="identifier">value_type</span><span class="special">(</span> <span class="number">3</span> <span class="special">)</span> <span class="special">);</span>
<span class="identifier">dxdt</span><span class="special">[</span><span class="number">0</span><span class="special">]</span> <span class="special">=</span> <span class="identifier">sigma</span> <span class="special">*</span> <span class="special">(</span> <span class="identifier">x</span><span class="special">[</span><span class="number">1</span><span class="special">]</span> <span class="special">-</span> <span class="identifier">x</span><span class="special">[</span><span class="number">0</span><span class="special">]</span> <span class="special">);</span>
<span class="identifier">dxdt</span><span class="special">[</span><span class="number">1</span><span class="special">]</span> <span class="special">=</span> <span class="identifier">R</span> <span class="special">*</span> <span class="identifier">x</span><span class="special">[</span><span class="number">0</span><span class="special">]</span> <span class="special">-</span> <span class="identifier">x</span><span class="special">[</span><span class="number">1</span><span class="special">]</span> <span class="special">-</span> <span class="identifier">x</span><span class="special">[</span><span class="number">0</span><span class="special">]</span> <span class="special">*</span> <span class="identifier">x</span><span class="special">[</span><span class="number">2</span><span class="special">];</span>
<span class="identifier">dxdt</span><span class="special">[</span><span class="number">2</span><span class="special">]</span> <span class="special">=</span> <span class="special">-</span><span class="identifier">b</span> <span class="special">*</span> <span class="identifier">x</span><span class="special">[</span><span class="number">2</span><span class="special">]</span> <span class="special">+</span> <span class="identifier">x</span><span class="special">[</span><span class="number">0</span><span class="special">]</span> <span class="special">*</span> <span class="identifier">x</span><span class="special">[</span><span class="number">1</span><span class="special">];</span>
<span class="special">}</span>
<span class="special">};</span>
</pre>
<p>
</p>
<p>
The actual integration then is straight forward:
</p>
<p>
</p>
<pre class="programlisting"><span class="identifier">state_type</span> <span class="identifier">x</span> <span class="special">=</span> <span class="special">{{</span> <span class="identifier">value_type</span><span class="special">(</span> <span class="number">10.0</span> <span class="special">)</span> <span class="special">,</span> <span class="identifier">value_type</span><span class="special">(</span> <span class="number">10.0</span> <span class="special">)</span> <span class="special">,</span> <span class="identifier">value_type</span><span class="special">(</span> <span class="number">10.0</span> <span class="special">)</span> <span class="special">}};</span>
<span class="identifier">cout</span><span class="special">.</span><span class="identifier">precision</span><span class="special">(</span> <span class="number">50</span> <span class="special">);</span>
<span class="identifier">integrate_const</span><span class="special">(</span> <span class="identifier">runge_kutta4</span><span class="special">&lt;</span> <span class="identifier">state_type</span> <span class="special">,</span> <span class="identifier">value_type</span> <span class="special">&gt;()</span> <span class="special">,</span>
<span class="identifier">lorenz</span><span class="special">()</span> <span class="special">,</span> <span class="identifier">x</span> <span class="special">,</span> <span class="identifier">value_type</span><span class="special">(</span> <span class="number">0.0</span> <span class="special">)</span> <span class="special">,</span> <span class="identifier">value_type</span><span class="special">(</span> <span class="number">10.0</span> <span class="special">)</span> <span class="special">,</span> <span class="identifier">value_type</span><span class="special">(</span> <span class="identifier">value_type</span><span class="special">(</span> <span class="number">1.0</span> <span class="special">)</span> <span class="special">/</span> <span class="identifier">value_type</span><span class="special">(</span> <span class="number">10.0</span> <span class="special">)</span> <span class="special">)</span> <span class="special">,</span>
<span class="identifier">streaming_observer</span><span class="special">(</span> <span class="identifier">cout</span> <span class="special">)</span> <span class="special">);</span>
</pre>
<p>
</p>
<p>
The full example can be found at <a href="https://github.com/headmyshoulder/odeint-v2/blob/master/examples/multiprecision/lorenz_mp.cpp" target="_top">lorenz_mp.cpp</a>.
Another example that compares the accuracy of the high precision type with
standard double can be found at <a href="https://github.com/headmyshoulder/odeint-v2/blob/master/examples/multiprecision/cmp_precision.cpp" target="_top">cmp_precision.cpp</a>.
</p>
<p>
Furthermore, odeint can also be run with other multiprecision libraries,
e.g. <a href="http://gmplib.org/" target="_top">gmp</a>. An example for this is
given in <a href="https://github.com/headmyshoulder/odeint-v2/blob/master/examples/gmpxx/lorenz_gmpxx.cpp" target="_top">lorenz_gmpxx.cpp</a>.
</p>
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Ahnert and Mario Mulansky<p>
Distributed under the Boost Software License, Version 1.0. (See accompanying
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
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