| /* |
| [auto_generated] |
| libs/numeric/odeint/test/implicit_euler.cpp |
| |
| [begin_description] |
| This file tests the implicit Euler stepper. |
| [end_description] |
| |
| Copyright 2010-2011 Mario Mulansky |
| Copyright 2010-2012 Karsten Ahnert |
| |
| 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) |
| */ |
| |
| |
| // disable checked iterator warning for msvc |
| #include <boost/config.hpp> |
| #ifdef BOOST_MSVC |
| #pragma warning(disable:4996) |
| #endif |
| |
| #define BOOST_TEST_MODULE odeint_implicit_euler |
| |
| #include <boost/test/unit_test.hpp> |
| |
| #include <utility> |
| #include <iostream> |
| |
| #include <boost/numeric/odeint/stepper/implicit_euler.hpp> |
| //#include <boost/numeric/odeint/util/ublas_resize.hpp> |
| |
| #include <boost/numeric/ublas/vector.hpp> |
| #include <boost/numeric/ublas/matrix.hpp> |
| |
| using namespace boost::unit_test; |
| using namespace boost::numeric::odeint; |
| |
| typedef double value_type; |
| typedef boost::numeric::ublas::vector< value_type > state_type; |
| typedef boost::numeric::ublas::matrix< value_type > matrix_type; |
| |
| /* use functors, because functions don't work with msvc 10, I guess this is a bug */ |
| struct sys |
| { |
| void operator()( const state_type &x , state_type &dxdt , const value_type t ) const |
| { |
| dxdt( 0 ) = x( 0 ) + 2 * x( 1 ); |
| dxdt( 1 ) = x( 1 ); |
| } |
| }; |
| |
| struct jacobi |
| { |
| void operator()( const state_type &x , matrix_type &jacobi , const value_type t ) const |
| { |
| jacobi( 0 , 0 ) = 1; |
| jacobi( 0 , 1 ) = 2; |
| jacobi( 1 , 0 ) = 0; |
| jacobi( 1 , 1 ) = 1; |
| } |
| }; |
| |
| BOOST_AUTO_TEST_SUITE( implicit_euler_test ) |
| |
| BOOST_AUTO_TEST_CASE( test_euler ) |
| { |
| implicit_euler< value_type > stepper; |
| state_type x( 2 ); |
| x(0) = 0.0; x(1) = 1.0; |
| |
| value_type eps = 1E-12; |
| |
| /* make_pair doesn't work with function pointers on msvc 10 */ |
| stepper.do_step( std::make_pair( sys() , jacobi() ) , x , 0.0 , 0.1 ); |
| |
| using std::abs; |
| |
| // compare with analytic solution of above system |
| BOOST_CHECK_MESSAGE( abs( x(0) - 20.0/81.0 ) < eps , x(0) - 20.0/81.0 ); |
| BOOST_CHECK_MESSAGE( abs( x(1) - 10.0/9.0 ) < eps , x(0) - 10.0/9.0 ); |
| |
| } |
| |
| BOOST_AUTO_TEST_SUITE_END() |