整理

include/boost/numeric/odeint/integrate/check_adapter.hpp

@@ -0,0 +1,222 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/integrate/check_adapter.hpp
+
+ [begin_description]
+ Adapters to add checking facility to stepper and observer
+ [end_description]
+
+ Copyright 2015 Mario Mulansky
+
+ 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)
+ */
+
+#ifndef BOOST_NUMERIC_ODEINT_INTEGRATE_CHECK_ADAPTER_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_INTEGRATE_CHECK_ADAPTER_HPP_INCLUDED
+
+#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
+#include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
+
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+
+template<class Stepper, class Checker,
+         class StepperCategory = typename base_tag<typename Stepper::stepper_category>::type>
+class checked_stepper;
+
+
+/**
+ * \brief Adapter to combine basic stepper and checker.
+ */
+template<class Stepper, class Checker>
+class checked_stepper<Stepper, Checker, stepper_tag>
+{
+
+public:
+    typedef Stepper stepper_type;
+    typedef Checker checker_type;
+    // forward stepper typedefs
+    typedef typename stepper_type::state_type state_type;
+    typedef typename stepper_type::value_type value_type;
+    typedef typename stepper_type::deriv_type deriv_type;
+    typedef typename stepper_type::time_type time_type;
+
+private:
+    stepper_type &m_stepper;
+    checker_type &m_checker;
+
+public:
+    /**
+     * \brief Construct the checked_stepper.
+     */
+    checked_stepper(stepper_type &stepper, checker_type &checker)
+            : m_stepper(stepper), m_checker(checker) { }
+
+    /**
+     * \brief forward of the do_step method
+     */
+    template<class System, class StateInOut>
+    void do_step(System system, StateInOut &state, const time_type t, const time_type dt)
+    {
+        // do the step
+        m_stepper.do_step(system, state, t, dt);
+        // call the checker
+        m_checker();
+    }
+};
+
+
+/**
+ * \brief Adapter to combine controlled stepper and checker.
+ */
+template<class ControlledStepper, class Checker>
+class checked_stepper<ControlledStepper, Checker, controlled_stepper_tag>
+{
+
+public:
+    typedef ControlledStepper stepper_type;
+    typedef Checker checker_type;
+    // forward stepper typedefs
+    typedef typename stepper_type::state_type state_type;
+    typedef typename stepper_type::value_type value_type;
+    typedef typename stepper_type::deriv_type deriv_type;
+    typedef typename stepper_type::time_type time_type;
+
+private:
+    stepper_type &m_stepper;
+    checker_type &m_checker;
+
+public:
+    /**
+     * \brief Construct the checked_stepper.
+     */
+    checked_stepper(stepper_type &stepper, checker_type &checker)
+            : m_stepper(stepper), m_checker(checker) { }
+
+    /**
+     * \brief forward of the do_step method
+     */
+    template< class System , class StateInOut >
+    controlled_step_result try_step( System system , StateInOut &state , time_type &t , time_type &dt )
+    {
+        // do the step
+        if( m_stepper.try_step(system, state, t, dt) == success )
+        {
+            // call the checker if step was successful
+            m_checker();
+            return success;
+        } else
+        {
+            // step failed -> return fail
+            return fail;
+        }
+    }
+};
+
+
+/**
+ * \brief Adapter to combine dense out stepper and checker.
+ */
+template<class DenseOutStepper, class Checker>
+class checked_stepper<DenseOutStepper, Checker, dense_output_stepper_tag>
+{
+
+public:
+    typedef DenseOutStepper stepper_type;
+    typedef Checker checker_type;
+    // forward stepper typedefs
+    typedef typename stepper_type::state_type state_type;
+    typedef typename stepper_type::value_type value_type;
+    typedef typename stepper_type::deriv_type deriv_type;
+    typedef typename stepper_type::time_type time_type;
+
+private:
+    stepper_type &m_stepper;
+    checker_type &m_checker;
+
+public:
+    /**
+     * \brief Construct the checked_stepper.
+     */
+    checked_stepper(stepper_type &stepper, checker_type &checker)
+            : m_stepper(stepper), m_checker(checker) { }
+
+
+    template< class System >
+    std::pair< time_type , time_type > do_step( System system )
+    {
+        m_checker();
+        return m_stepper.do_step(system);
+    }
+
+    /* provide the remaining dense out stepper interface */
+    template< class StateType >
+    void initialize( const StateType &x0 , time_type t0 , time_type dt0 )
+    { m_stepper.initialize(x0, t0, dt0); }
+
+
+    template< class StateOut >
+    void calc_state( time_type t , StateOut &x ) const
+    { m_stepper.calc_state(t, x); }
+
+    template< class StateOut >
+    void calc_state( time_type t , const StateOut &x ) const
+    { m_stepper.calc_state(t, x); }
+
+    const state_type& current_state( void ) const
+    { return m_stepper.current_state(); }
+
+    time_type current_time( void ) const
+    { return m_stepper.current_time(); }
+
+    const state_type& previous_state( void ) const
+    { return m_stepper.previous_state(); }
+
+    time_type previous_time( void ) const
+    { return m_stepper.previous_time(); }
+
+    time_type current_time_step( void ) const
+    { return m_stepper.current_time_step(); }
+
+};
+
+
+/**
+ * \brief Adapter to combine observer and checker.
+ */
+template<class Observer, class Checker>
+class checked_observer
+{
+public:
+    typedef Observer observer_type;
+    typedef Checker checker_type;
+
+private:
+    observer_type &m_observer;
+    checker_type &m_checker;
+
+public:
+    checked_observer(observer_type &observer, checker_type &checker)
+            : m_observer(observer), m_checker(checker)
+    {}
+
+    template< class State , class Time >
+    void operator()(const State& state, Time t) const
+    {
+        // call the observer
+        m_observer(state, t);
+        // reset the checker
+        m_checker.reset();
+    }
+};
+
+
+} // namespace odeint
+} // namespace numeric
+} // namespace boost
+
+#endif

include/boost/numeric/odeint/integrate/detail/functors.hpp

@@ -0,0 +1,70 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/integrate/detail/functors.hpp
+
+ [begin_description]
+ some functors for the iterator based integrate routines
+ [end_description]
+
+ Copyright 2009-2013 Karsten Ahnert
+ Copyright 2009-2013 Mario Mulansky
+
+ 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)
+ */
+
+
+#ifndef BOOST_NUMERIC_ODEINT_INTEGRATE_DETAIL_FUNCTORS_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_INTEGRATE_DETAIL_FUNCTORS_HPP_INCLUDED
+
+#include <utility>
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+namespace detail {
+
+
+template< class Observer >
+struct obs_caller {
+
+    size_t &m_n;
+    Observer m_obs;
+
+    obs_caller( size_t &m , Observer &obs ) : m_n(m) , m_obs( obs ) {}
+
+    template< class State , class Time >
+    void operator()( std::pair< const State & , const Time & > x )
+    {
+        typedef typename odeint::unwrap_reference< Observer >::type observer_type;
+        observer_type &obs = m_obs;
+        obs( x.first , x.second );
+        m_n++;
+    }
+};
+
+template< class Observer , class Time >
+struct obs_caller_time {
+
+    Time &m_t;
+    Observer m_obs;
+
+    obs_caller_time( Time &t , Observer &obs ) : m_t(t) , m_obs( obs ) {}
+
+    template< class State >
+    void operator()( std::pair< const State & , const Time & > x )
+    {
+        typedef typename odeint::unwrap_reference< Observer >::type observer_type;
+        observer_type &obs = m_obs;
+        obs( x.first , x.second );
+        m_t = x.second;
+    }
+};
+
+} // namespace detail
+} // namespace odeint
+} // namespace numeric
+} // namespace boost
+
+#endif // BOOST_NUMERIC_ODEINT_INTEGRATE_DETAIL_FUNCTORS_HPP_INCLUDED

include/boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp

@@ -0,0 +1,161 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp
+
+ [begin_description]
+ Default Integrate adaptive implementation.
+ [end_description]
+
+ Copyright 2011-2013 Karsten Ahnert
+ Copyright 2011-2015 Mario Mulansky
+ Copyright 2012 Christoph Koke
+
+ 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)
+ */
+
+
+#ifndef BOOST_NUMERIC_ODEINT_INTEGRATE_DETAIL_INTEGRATE_ADAPTIVE_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_INTEGRATE_DETAIL_INTEGRATE_ADAPTIVE_HPP_INCLUDED
+
+#include <stdexcept>
+
+#include <boost/throw_exception.hpp>
+
+#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
+#include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
+#include <boost/numeric/odeint/integrate/max_step_checker.hpp>
+#include <boost/numeric/odeint/integrate/detail/integrate_const.hpp>
+#include <boost/numeric/odeint/util/bind.hpp>
+#include <boost/numeric/odeint/util/unwrap_reference.hpp>
+#include <boost/numeric/odeint/util/copy.hpp>
+
+#include <boost/numeric/odeint/util/detail/less_with_sign.hpp>
+
+
+#include <iostream>
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+namespace detail {
+
+// forward declaration
+template< class Stepper , class System , class State , class Time , class Observer >
+size_t integrate_const(
+        Stepper stepper , System system , State &start_state ,
+        Time start_time , Time end_time , Time dt ,
+        Observer observer , stepper_tag );
+
+/*
+ * integrate_adaptive for simple stepper is basically an integrate_const + some last step
+ */
+template< class Stepper , class System , class State , class Time , class Observer >
+size_t integrate_adaptive(
+        Stepper stepper , System system , State &start_state ,
+        Time start_time , Time end_time , Time dt ,
+        Observer observer , stepper_tag
+)
+{
+    size_t steps = detail::integrate_const( stepper , system , start_state , start_time ,
+                                            end_time , dt , observer , stepper_tag() );
+    typename odeint::unwrap_reference< Observer >::type &obs = observer;
+    typename odeint::unwrap_reference< Stepper >::type &st = stepper;
+
+    Time end = start_time + dt*steps;
+    if( less_with_sign( end , end_time , dt ) )
+    {   //make a last step to end exactly at end_time
+        st.do_step( system , start_state , end , end_time - end );
+        steps++;
+        obs( start_state , end_time );
+    }
+    return steps;
+}
+
+
+/*
+ * integrate adaptive for controlled stepper
+ */
+template< class Stepper , class System , class State , class Time , class Observer >
+size_t integrate_adaptive(
+        Stepper stepper , System system , State &start_state ,
+        Time &start_time , Time end_time , Time &dt ,
+        Observer observer , controlled_stepper_tag
+)
+{
+    typename odeint::unwrap_reference< Observer >::type &obs = observer;
+    typename odeint::unwrap_reference< Stepper >::type &st = stepper;
+
+    failed_step_checker fail_checker;  // to throw a runtime_error if step size adjustment fails
+    size_t count = 0;
+    while( less_with_sign( start_time , end_time , dt ) )
+    {
+        obs( start_state , start_time );
+        if( less_with_sign( end_time , static_cast<Time>(start_time + dt) , dt ) )
+        {
+            dt = end_time - start_time;
+        }
+
+        controlled_step_result res;
+        do
+        {
+            res = st.try_step( system , start_state , start_time , dt );
+            fail_checker();  // check number of failed steps
+        }
+        while( res == fail );
+        fail_checker.reset();  // if we reach here, the step was successful -> reset fail checker
+
+        ++count;
+    }
+    obs( start_state , start_time );
+    return count;
+}
+
+
+/*
+ * integrate adaptive for dense output steppers
+ *
+ * step size control is used if the stepper supports it
+ */
+template< class Stepper , class System , class State , class Time , class Observer >
+size_t integrate_adaptive(
+        Stepper stepper , System system , State &start_state ,
+        Time start_time , Time end_time , Time dt ,
+        Observer observer , dense_output_stepper_tag )
+{
+    typename odeint::unwrap_reference< Observer >::type &obs = observer;
+    typename odeint::unwrap_reference< Stepper >::type &st = stepper;
+
+    size_t count = 0;
+    st.initialize( start_state , start_time , dt );
+
+    while( less_with_sign( st.current_time() , end_time , st.current_time_step() ) )
+    {
+        while( less_eq_with_sign( static_cast<Time>(st.current_time() + st.current_time_step()) ,
+               end_time ,
+               st.current_time_step() ) )
+        {   //make sure we don't go beyond the end_time
+            obs( st.current_state() , st.current_time() );
+            st.do_step( system );
+            ++count;
+        }
+        // calculate time step to arrive exactly at end time
+        st.initialize( st.current_state() , st.current_time() , static_cast<Time>(end_time - st.current_time()) );
+    }
+    obs( st.current_state() , st.current_time() );
+    // overwrite start_state with the final point
+    boost::numeric::odeint::copy( st.current_state() , start_state );
+    return count;
+}
+
+
+
+
+} // namespace detail
+} // namespace odeint
+} // namespace numeric
+} // namespace boost
+
+
+#endif // BOOST_NUMERIC_ODEINT_INTEGRATE_DETAIL_INTEGRATE_ADAPTIVE_HPP_INCLUDED

include/boost/numeric/odeint/integrate/detail/integrate_const.hpp

@@ -0,0 +1,167 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/integrate/detail/integrate_const.hpp
+
+ [begin_description]
+ integrate const implementation
+ [end_description]
+
+ Copyright 2012-2015 Mario Mulansky
+ Copyright 2012 Christoph Koke
+ Copyright 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)
+ */
+
+#ifndef BOOST_NUMERIC_ODEINT_INTEGRATE_DETAIL_INTEGRATE_CONST_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_INTEGRATE_DETAIL_INTEGRATE_CONST_HPP_INCLUDED
+
+#include <boost/numeric/odeint/util/unwrap_reference.hpp>
+#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
+#include <boost/numeric/odeint/util/unit_helper.hpp>
+#include <boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp>
+
+#include <boost/numeric/odeint/util/detail/less_with_sign.hpp>
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+namespace detail {
+
+// forward declaration
+template< class Stepper , class System , class State , class Time , class Observer >
+size_t integrate_adaptive(
+        Stepper stepper , System system , State &start_state ,
+        Time &start_time , Time end_time , Time &dt ,
+        Observer observer , controlled_stepper_tag
+);
+
+
+template< class Stepper , class System , class State , class Time , class Observer >
+size_t integrate_const(
+        Stepper stepper , System system , State &start_state ,
+        Time start_time , Time end_time , Time dt ,
+        Observer observer , stepper_tag
+)
+{
+
+    typename odeint::unwrap_reference< Observer >::type &obs = observer;
+    typename odeint::unwrap_reference< Stepper >::type &st = stepper;
+
+    Time time = start_time;
+    int step = 0;
+    // cast time+dt explicitely in case of expression templates (e.g. multiprecision)
+    while( less_eq_with_sign( static_cast<Time>(time+dt) , end_time , dt ) )
+    {
+        obs( start_state , time );
+        st.do_step( system , start_state , 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
+        ++step;
+        time = start_time + static_cast< typename unit_value_type<Time>::type >(step) * dt;
+    }
+    obs( start_state , time );
+
+    return step;
+}
+
+
+
+template< class Stepper , class System , class State , class Time , class Observer >
+size_t integrate_const(
+        Stepper stepper , System system , State &start_state ,
+        Time start_time , Time end_time , Time dt ,
+        Observer observer , controlled_stepper_tag
+)
+{
+    typename odeint::unwrap_reference< Observer >::type &obs = observer;
+
+    Time time = start_time;
+    const Time time_step = dt;
+    int real_steps = 0;
+    int step = 0;
+    
+    while( less_eq_with_sign( static_cast<Time>(time+time_step) , end_time , dt ) )
+    {
+        obs( start_state , time );
+        // integrate_adaptive_checked uses the given checker to throw if an overflow occurs
+        real_steps += detail::integrate_adaptive(stepper, system, start_state, time,
+                                                 static_cast<Time>(time + time_step), dt,
+                                                 null_observer(), controlled_stepper_tag());
+        // direct computation of the time avoids error propagation happening when using time += dt
+        // we need clumsy type analysis to get boost units working here
+        step++;
+        time = start_time + static_cast< typename unit_value_type<Time>::type >(step) * time_step;
+    }
+    obs( start_state , time );
+
+    return real_steps;
+}
+
+
+template< class Stepper , class System , class State , class Time , class Observer >
+size_t integrate_const(
+        Stepper stepper , System system , State &start_state ,
+        Time start_time , Time end_time , Time dt ,
+        Observer observer , dense_output_stepper_tag
+)
+{
+    typename odeint::unwrap_reference< Observer >::type &obs = observer;
+    typename odeint::unwrap_reference< Stepper >::type &st = stepper;
+
+    Time time = start_time;
+    
+    st.initialize( start_state , time , dt );
+    obs( start_state , time );
+    time += dt;
+
+    int obs_step( 1 );
+    int real_step( 0 );
+    
+    while( less_eq_with_sign( static_cast<Time>(time+dt) , end_time , dt ) )
+    {
+        while( less_eq_with_sign( time , st.current_time() , dt ) )
+        {
+            st.calc_state( time , start_state );
+            obs( start_state , time );
+            ++obs_step;
+            // direct computation of the time avoids error propagation happening when using time += dt
+            // we need clumsy type analysis to get boost units working here
+            time = start_time + static_cast< typename unit_value_type<Time>::type >(obs_step) * dt;
+        }
+        // we have not reached the end, do another real step
+        if( less_with_sign( static_cast<Time>(st.current_time()+st.current_time_step()) ,
+                            end_time ,
+                            st.current_time_step() ) )
+        {
+            while( less_eq_with_sign( st.current_time() , time , dt ) )
+            {
+                st.do_step( system );
+                ++real_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
+            st.initialize( st.current_state() , st.current_time() , end_time - st.current_time() );
+            st.do_step( system );
+            ++real_step;
+        }
+        
+    }
+    // last observation, if we are still in observation interval
+    // might happen due to finite precision problems when computing the the time
+    if( less_eq_with_sign( time , end_time , dt ) )
+    {
+        st.calc_state( time , start_state );
+        obs( start_state , time );
+    }
+    
+    return real_step;
+}
+
+
+} } } }
+
+#endif

include/boost/numeric/odeint/integrate/detail/integrate_n_steps.hpp

@@ -0,0 +1,161 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/integrate/detail/integrate_n_steps.hpp
+
+ [begin_description]
+ integrate steps implementation
+ [end_description]
+
+ Copyright 2012-2015 Mario Mulansky
+ Copyright 2012 Christoph Koke
+ Copyright 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)
+ */
+
+#ifndef BOOST_NUMERIC_ODEINT_INTEGRATE_DETAIL_INTEGRATE_N_STEPS_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_INTEGRATE_DETAIL_INTEGRATE_N_STEPS_HPP_INCLUDED
+
+#include <boost/numeric/odeint/util/unwrap_reference.hpp>
+#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
+#include <boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp>
+#include <boost/numeric/odeint/util/unit_helper.hpp>
+
+#include <boost/numeric/odeint/util/detail/less_with_sign.hpp>
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+namespace detail {
+
+// forward declaration
+template< class Stepper , class System , class State , class Time , class Observer >
+size_t integrate_adaptive_checked(
+        Stepper stepper , System system , State &start_state ,
+        Time &start_time , Time end_time , Time &dt ,
+        Observer observer, controlled_stepper_tag
+);
+
+
+/* basic version */
+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 , stepper_tag )
+{
+    typename odeint::unwrap_reference< Observer >::type &obs = observer;
+    typename odeint::unwrap_reference< Stepper >::type &st = stepper;
+
+    Time time = start_time;
+
+    for( size_t step = 0; step < num_of_steps ; ++step )
+    {
+        obs( start_state , time );
+        st.do_step( system , start_state , 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
+        time = start_time + static_cast< typename unit_value_type<Time>::type >( step+1 ) * dt;
+    }
+    obs( start_state , time );
+
+    return time;
+}
+
+
+/* controlled version */
+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 , controlled_stepper_tag )
+{
+    typename odeint::unwrap_reference< Observer >::type &obs = observer;
+
+    Time time = start_time;
+    Time time_step = dt;
+
+    for( size_t step = 0; step < num_of_steps ; ++step )
+    {
+        obs( start_state , time );
+        // integrate_adaptive_checked uses the given checker to throw if an overflow occurs
+        detail::integrate_adaptive(stepper, system, start_state, time, static_cast<Time>(time + time_step), dt,
+                                   null_observer(), controlled_stepper_tag());
+        // direct computation of the time avoids error propagation happening when using time += dt
+        // 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;
+    }
+    obs( start_state , time );
+
+    return time;
+}
+
+
+/* dense output version */
+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 , dense_output_stepper_tag )
+{
+    typename odeint::unwrap_reference< Observer >::type &obs = observer;
+    typename odeint::unwrap_reference< Stepper >::type &st = stepper;
+
+    Time time = start_time;
+    const Time end_time = start_time + static_cast< typename unit_value_type<Time>::type >(num_of_steps) * dt;
+
+    st.initialize( start_state , time , dt );
+
+    size_t step = 0;
+
+    while( step < num_of_steps )
+    {
+        while( less_with_sign( time , st.current_time() , st.current_time_step() ) )
+        {
+            st.calc_state( time , start_state );
+            obs( start_state , time );
+            ++step;
+            // direct computation of the time avoids error propagation happening when using time += dt
+            // we need clumsy type analysis to get boost units working here
+            time = start_time + static_cast< typename unit_value_type<Time>::type >(step) * dt;
+        }
+
+        // we have not reached the end, do another real step
+        if( less_with_sign( static_cast<Time>(st.current_time()+st.current_time_step()) ,
+                            end_time ,
+                            st.current_time_step() ) )
+        {
+            st.do_step( system );
+        }
+        else if( less_with_sign( st.current_time() , end_time , st.current_time_step() ) )
+        { // 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.do_step( system );
+        }
+    }
+
+    // make sure we really end exactly where we should end
+    while( st.current_time() < end_time )
+    {
+        if( less_with_sign( end_time ,
+                            static_cast<Time>(st.current_time()+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.do_step( system );
+    }
+
+    // observation at final point
+    obs( st.current_state() , end_time );
+
+    return time;
+}
+
+
+}
+}
+}
+}
+
+#endif /* BOOST_NUMERIC_ODEINT_INTEGRATE_DETAIL_INTEGRATE_N_STEPS_HPP_INCLUDED */

include/boost/numeric/odeint/integrate/detail/integrate_times.hpp

@@ -0,0 +1,179 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/integrate/detail/integrate_times.hpp
+
+ [begin_description]
+ Default integrate times implementation.
+ [end_description]
+
+ Copyright 2011-2015 Mario Mulansky
+ Copyright 2012 Karsten Ahnert
+ Copyright 2012 Christoph Koke
+
+ 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)
+ */
+
+
+#ifndef BOOST_NUMERIC_ODEINT_INTEGRATE_DETAIL_INTEGRATE_TIMES_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_INTEGRATE_DETAIL_INTEGRATE_TIMES_HPP_INCLUDED
+
+#include <stdexcept>
+
+#include <boost/config.hpp>
+#include <boost/throw_exception.hpp>
+#include <boost/numeric/odeint/util/unwrap_reference.hpp>
+#include <boost/numeric/odeint/stepper/controlled_step_result.hpp>
+#include <boost/numeric/odeint/util/detail/less_with_sign.hpp>
+#include <boost/numeric/odeint/integrate/max_step_checker.hpp>
+
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+namespace detail {
+
+
+
+/*
+ * integrate_times for simple stepper
+ */
+template<class Stepper, class System, class State, class TimeIterator, class Time, class Observer>
+size_t integrate_times(
+        Stepper stepper , System system , State &start_state ,
+        TimeIterator start_time , TimeIterator end_time , Time dt ,
+        Observer observer , stepper_tag
+)
+{
+    typedef typename odeint::unwrap_reference< Stepper >::type stepper_type;
+    typedef typename odeint::unwrap_reference< Observer >::type observer_type;
+
+    stepper_type &st = stepper;
+    observer_type &obs = observer;
+    typedef typename unit_value_type<Time>::type time_type;
+
+    size_t steps = 0;
+    Time current_dt = dt;
+    while( true )
+    {
+        Time current_time = *start_time++;
+        obs( start_state , current_time );
+        if( start_time == end_time )
+            break;
+        while( less_with_sign( current_time , static_cast<time_type>(*start_time) , current_dt ) )
+        {
+            current_dt = min_abs( dt , *start_time - current_time );
+            st.do_step( system , start_state , current_time , current_dt );
+            current_time += current_dt;
+            steps++;
+        }
+    }
+    return steps;
+}
+
+/*
+ * integrate_times for controlled stepper
+ */
+template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer >
+size_t integrate_times(
+        Stepper stepper , System system , State &start_state ,
+        TimeIterator start_time , TimeIterator end_time , Time dt ,
+        Observer observer , controlled_stepper_tag
+)
+{
+    typename odeint::unwrap_reference< Observer >::type &obs = observer;
+    typename odeint::unwrap_reference< Stepper >::type &st = stepper;
+    typedef typename unit_value_type<Time>::type time_type;
+
+    failed_step_checker fail_checker;  // to throw a runtime_error if step size adjustment fails
+    size_t steps = 0;
+    while( true )
+    {
+        Time current_time = *start_time++;
+        obs( start_state , current_time );
+        if( start_time == end_time )
+            break;
+        while( less_with_sign( current_time , static_cast<time_type>(*start_time) , dt ) )
+        {
+            // adjust stepsize to end up exactly at the observation point
+            Time current_dt = min_abs( dt , *start_time - current_time );
+            if( st.try_step( system , start_state , current_time , current_dt ) == success )
+            {
+                ++steps;
+                // successful step -> reset the fail counter, see #173
+                fail_checker.reset();
+                // continue with the original step size if dt was reduced due to observation
+                dt = max_abs( dt , current_dt );
+            }
+            else
+            {
+                fail_checker();  // check for possible overflow of failed steps in step size adjustment
+                dt = current_dt;
+            }
+        }
+    }
+    return steps;
+}
+
+/*
+ * integrate_times for dense output stepper
+ */
+template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer >
+size_t integrate_times(
+        Stepper stepper , System system , State &start_state ,
+        TimeIterator start_time , TimeIterator end_time , Time dt ,
+        Observer observer , dense_output_stepper_tag
+)
+{
+    typename odeint::unwrap_reference< Observer >::type &obs = observer;
+    typename odeint::unwrap_reference< Stepper >::type &st = stepper;
+
+    typedef typename unit_value_type<Time>::type time_type;
+
+    if( start_time == end_time )
+        return 0;
+
+    TimeIterator last_time_iterator = end_time;
+    --last_time_iterator;
+    Time last_time_point = static_cast<time_type>(*last_time_iterator);
+
+    st.initialize( start_state , *start_time , dt );
+    obs( start_state , *start_time++ );
+
+    size_t count = 0;
+    while( start_time != end_time )
+    {
+        while( ( start_time != end_time ) && less_eq_with_sign( static_cast<time_type>(*start_time) , st.current_time() , st.current_time_step() ) )
+        {
+            st.calc_state( *start_time , start_state );
+            obs( start_state , *start_time );
+            start_time++;
+        }
+
+        // we have not reached the end, do another real step
+        if( less_eq_with_sign( st.current_time() + st.current_time_step() ,
+                               last_time_point ,
+                               st.current_time_step() ) )
+        {
+            st.do_step( system );
+            ++count;
+        }
+        else if( start_time != end_time )
+        { // 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.do_step( system );
+            ++count;
+        }
+    }
+    return count;
+}
+
+
+} // namespace detail
+} // namespace odeint
+} // namespace numeric
+} // namespace boost
+
+
+#endif // BOOST_NUMERIC_ODEINT_INTEGRATE_DETAIL_INTEGRATE_ADAPTIVE_HPP_INCLUDED

include/boost/numeric/odeint/integrate/integrate.hpp

@@ -0,0 +1,133 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/integrate/integrate.hpp
+
+ [begin_description]
+ Convenience methods which choose the stepper for the current ODE.
+ [end_description]
+
+ Copyright 2011-2013 Karsten Ahnert
+ Copyright 2011-2012 Mario Mulansky
+
+ 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)
+ */
+
+
+#ifndef BOOST_NUMERIC_ODEINT_INTEGRATE_INTEGRATE_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_INTEGRATE_INTEGRATE_HPP_INCLUDED
+
+#include <boost/utility/enable_if.hpp>
+
+#include <boost/numeric/odeint/stepper/runge_kutta_dopri5.hpp>
+#include <boost/numeric/odeint/stepper/controlled_runge_kutta.hpp>
+#include <boost/numeric/odeint/integrate/null_observer.hpp>
+#include <boost/numeric/odeint/integrate/integrate_adaptive.hpp>
+
+// for has_value_type trait
+#include <boost/numeric/odeint/algebra/detail/extract_value_type.hpp>
+
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+
+
+/*
+ * ToDo :
+ *
+ * determine type of dxdt for units
+ *
+ */
+template< class System , class State , class Time , class Observer >
+typename boost::enable_if< typename has_value_type<State>::type , size_t >::type
+integrate( System system , State &start_state , Time start_time , Time end_time , Time dt , Observer observer )
+{
+    typedef controlled_runge_kutta< runge_kutta_dopri5< State , typename State::value_type , State , Time > > stepper_type;
+    return integrate_adaptive( stepper_type() , system , start_state , start_time , end_time , dt , observer );
+}
+
+template< class Value , class System , class State , class Time , class Observer >
+size_t 
+integrate( System system , State &start_state , Time start_time , Time end_time , Time dt , Observer observer )
+{
+    typedef controlled_runge_kutta< runge_kutta_dopri5< State , Value , State , Time > > stepper_type;
+    return integrate_adaptive( stepper_type() , system , start_state , start_time , end_time , dt , observer );
+}
+
+
+
+
+/*
+ * the two overloads are needed in order to solve the forwarding problem
+ */
+template< class System , class State , class Time >
+size_t integrate( System system , State &start_state , Time start_time , Time end_time , Time dt )
+{
+    return integrate( system , start_state , start_time , end_time , dt , null_observer() );
+}
+
+template< class Value , class System , class State , class Time >
+size_t integrate( System system , State &start_state , Time start_time , Time end_time , Time dt )
+{
+    return integrate< Value >( system , start_state , start_time , end_time , dt , null_observer() );
+}
+
+
+
+/**
+ * \fn integrate( System system , State &start_state , Time start_time , Time end_time , Time dt , Observer observer )
+ * \brief Integrates the ODE.
+ *
+ * Integrates the ODE given by system from start_time to end_time starting 
+ * with start_state as initial condition and dt as initial time step.
+ * This function uses a dense output dopri5 stepper and performs an adaptive
+ * integration with step size control, thus dt changes during the integration.
+ * This method uses standard error bounds of 1E-6.
+ * After each step, the observer is called.
+ * 
+ * \attention A second version of this function template exists which explicitly
+ * expects the value type as template parameter, i.e. integrate< double >( sys , x , t0 , t1 , dt , obs );
+ *
+ * \param system The system function to solve, hence the r.h.s. of the 
+ * ordinary differential equation.
+ * \param start_state The initial state.
+ * \param start_time Start time of the integration.
+ * \param end_time End time of the integration.
+ * \param dt Initial step size, will be adjusted during the integration.
+ * \param observer Observer that will be called after each time step.
+ * \return The number of steps performed.
+ */
+
+
+/**
+ * \fn integrate( System system , State &start_state , Time start_time , Time end_time , Time dt )
+ * \brief Integrates the ODE without observer calls.
+ *
+ * Integrates the ODE given by system from start_time to end_time starting 
+ * with start_state as initial condition and dt as initial time step.
+ * This function uses a dense output dopri5 stepper and performs an adaptive
+ * integration with step size control, thus dt changes during the integration.
+ * This method uses standard error bounds of 1E-6.
+ * No observer is called.
+ * 
+ * \attention A second version of this function template exists which explicitly
+ * expects the value type as template parameter, i.e. integrate< double >( sys , x , t0 , t1 , dt );
+ *
+ * \param system The system function to solve, hence the r.h.s. of the 
+ * ordinary differential equation.
+ * \param start_state The initial state.
+ * \param start_time Start time of the integration.
+ * \param end_time End time of the integration.
+ * \param dt Initial step size, will be adjusted during the integration.
+ * \return The number of steps performed.
+ */
+
+} // namespace odeint
+} // namespace numeric
+} // namespace boost
+
+
+
+#endif // BOOST_NUMERIC_ODEINT_INTEGRATE_INTEGRATE_HPP_INCLUDED

include/boost/numeric/odeint/integrate/integrate_adaptive.hpp

@@ -0,0 +1,127 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/integrate/integrate_adaptive.hpp
+
+ [begin_description]
+ Adaptive integration of ODEs.
+ [end_description]
+
+ Copyright 2011-2013 Karsten Ahnert
+ Copyright 2011-2015 Mario Mulansky
+
+ 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)
+ */
+
+
+#ifndef BOOST_NUMERIC_ODEINT_INTEGRATE_INTEGRATE_ADAPTIVE_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_INTEGRATE_INTEGRATE_ADAPTIVE_HPP_INCLUDED
+
+#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
+#include <boost/numeric/odeint/integrate/null_observer.hpp>
+#include <boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp>
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+
+
+/*
+ * the two overloads are needed in order to solve the forwarding problem
+ */
+template< class Stepper , class System , class State , class Time , class Observer >
+size_t integrate_adaptive(
+        Stepper stepper , System system , State &start_state ,
+        Time start_time , Time end_time , Time dt ,
+        Observer observer )
+{
+    typedef typename odeint::unwrap_reference< Stepper >::type::stepper_category stepper_category;
+    return detail::integrate_adaptive(
+            stepper , system , start_state ,
+            start_time , end_time , dt ,
+            observer , stepper_category() );
+
+    /*
+     * Suggestion for a new extendable version:
+     *
+     * integrator_adaptive< Stepper , System, State , Time , Observer , typename Stepper::stepper_category > integrator;
+     * return integrator.run( stepper , system , start_state , start_time , end_time , dt , observer );
+     */
+}
+
+/**
+ * \brief Second version to solve the forwarding problem,
+ * can be called with Boost.Range as start_state.
+ */
+template< class Stepper , class System , class State , class Time , class Observer >
+size_t integrate_adaptive(
+        Stepper stepper , System system , const State &start_state ,
+        Time start_time , Time end_time , Time dt ,
+        Observer observer )
+{
+    typedef typename odeint::unwrap_reference< Stepper >::type::stepper_category stepper_category;
+    return detail::integrate_adaptive(
+            stepper , system , start_state ,
+            start_time , end_time , dt ,
+            observer , stepper_category() );
+}
+
+
+
+
+/**
+ * \brief integrate_adaptive without an observer.
+ */
+template< class Stepper , class System , class State , class Time >
+size_t integrate_adaptive(
+        Stepper stepper , System system , State &start_state ,
+        Time start_time , Time end_time , Time dt )
+{
+    return integrate_adaptive( stepper , system , start_state , start_time , end_time , dt , null_observer() );
+}
+
+/**
+ * \brief Second version to solve the forwarding problem,
+ * can be called with Boost.Range as start_state.
+ */
+template< class Stepper , class System , class State , class Time >
+size_t integrate_adaptive(
+        Stepper stepper , System system , const State &start_state ,
+        Time start_time , Time end_time , Time dt )
+{
+    return integrate_adaptive( stepper , system , start_state , start_time , end_time , dt , null_observer() );
+}
+
+
+/************* DOXYGEN ************/
+
+    /** 
+     * \fn integrate_adaptive( Stepper stepper , System system , State &start_state , Time start_time , Time end_time , Time dt , Observer observer )
+     * \brief Integrates the ODE with adaptive step size.
+     * 
+     * This function integrates the ODE given by system with the given stepper.
+     * The observer is called after each step. If the stepper has no error 
+     * control, the step size remains constant and the observer is called at
+     * equidistant time points t0+n*dt. If the stepper is a ControlledStepper,
+     * the step size is adjusted and the observer is called in non-equidistant
+     * intervals.
+     *
+     * \param stepper The stepper to be used for numerical integration.
+     * \param system Function/Functor defining the rhs of the ODE.
+     * \param start_state The initial condition x0.
+     * \param start_time The initial time t0.
+     * \param end_time The final integration time tend.
+     * \param dt The time step between observer calls, _not_ necessarily the 
+     * time step of the integration.
+     * \param observer Function/Functor called at equidistant time intervals.
+     * \return The number of steps performed.
+     */
+
+} // namespace odeint
+} // namespace numeric
+} // namespace boost
+
+
+
+#endif // BOOST_NUMERIC_ODEINT_INTEGRATE_INTEGRATE_ADAPTIVE_HPP_INCLUDED

include/boost/numeric/odeint/integrate/integrate_const.hpp

@@ -0,0 +1,195 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/integrate/integrate_const.hpp
+
+ [begin_description]
+ Constant integration of ODEs, meaning that the state of the ODE is observed on constant time intervals.
+ The routines makes full use of adaptive and dense-output methods.
+ [end_description]
+
+ Copyright 2011-2013 Karsten Ahnert
+ Copyright 2011-2015 Mario Mulansky
+
+ 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)
+ */
+
+
+#ifndef BOOST_NUMERIC_ODEINT_INTEGRATE_INTEGRATE_CONST_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_INTEGRATE_INTEGRATE_CONST_HPP_INCLUDED
+
+#include <type_traits>
+
+#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
+#include <boost/numeric/odeint/integrate/null_observer.hpp>
+#include <boost/numeric/odeint/integrate/check_adapter.hpp>
+#include <boost/numeric/odeint/integrate/detail/integrate_const.hpp>
+#include <boost/numeric/odeint/integrate/detail/integrate_adaptive.hpp>
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+
+
+/*
+ * Integrates with constant time step dt.
+ */
+template<class Stepper, class System, class State, class Time, class Observer, class StepOverflowChecker>
+size_t integrate_const(
+        Stepper stepper, System system, State &start_state,
+        Time start_time, Time end_time, Time dt,
+        Observer observer, StepOverflowChecker checker
+) {
+    typedef typename odeint::unwrap_reference<Stepper>::type::stepper_category stepper_category;
+    // we want to get as fast as possible to the end
+    // no overflow checks needed
+    BOOST_IF_CONSTEXPR (std::is_same<null_observer, Observer>::value) {
+        return detail::integrate_adaptive(
+                stepper, system, start_state,
+                start_time, end_time, dt,
+                observer, stepper_category());
+    }
+    else {
+        // unwrap references
+        typedef typename odeint::unwrap_reference< Stepper >::type stepper_type;
+        typedef typename odeint::unwrap_reference< Observer >::type observer_type;
+        typedef typename odeint::unwrap_reference< StepOverflowChecker >::type checker_type;
+
+        return detail::integrate_const(checked_stepper<stepper_type, checker_type>(stepper, checker),
+                                       system, start_state,
+                                       start_time, end_time, dt,
+                                       checked_observer<observer_type, checker_type>(observer, checker),
+                                       stepper_category());
+    }
+}
+
+/**
+* \brief Second version to solve the forwarding problem,
+* can be called with Boost.Range as start_state.
+*/
+template<class Stepper, class System, class State, class Time, class Observer, class StepOverflowChecker >
+size_t integrate_const(
+        Stepper stepper, System system, const State &start_state,
+        Time start_time, Time end_time, Time dt,
+        Observer observer, StepOverflowChecker checker
+) {
+    typedef typename odeint::unwrap_reference<Stepper>::type::stepper_category stepper_category;
+    // we want to get as fast as possible to the end
+
+    BOOST_IF_CONSTEXPR (std::is_same<null_observer, Observer>::value) {
+        return detail::integrate_adaptive(
+                stepper, system, start_state,
+                start_time, end_time, dt,
+                observer, stepper_category());
+    }
+    else {
+        typedef typename odeint::unwrap_reference< Stepper >::type stepper_type;
+        typedef typename odeint::unwrap_reference< Observer >::type observer_type;
+        typedef typename odeint::unwrap_reference< StepOverflowChecker >::type checker_type;
+
+        return detail::integrate_const(checked_stepper<stepper_type, checker_type>(stepper, checker),
+                                       system, start_state,
+                                       start_time, end_time, dt,
+                                       checked_observer<observer_type, checker_type>(observer, checker),
+                                       stepper_category());
+    }
+}
+
+
+/**
+* \brief integrate_const without step overflow checker
+*/
+template<class Stepper, class System, class State, class Time, class Observer>
+size_t integrate_const(
+        Stepper stepper, System system, State &start_state,
+        Time start_time, Time end_time, Time dt, Observer observer)
+{
+    typedef typename odeint::unwrap_reference<Stepper>::type::stepper_category stepper_category;
+    return detail::integrate_const(stepper, system, start_state,
+                                   start_time, end_time, dt, observer, stepper_category());
+}
+
+/**
+* \brief Second version to solve the forwarding problem,
+* can be called with Boost.Range as start_state.
+*/
+template<class Stepper, class System, class State, class Time, class Observer>
+size_t integrate_const(
+        Stepper stepper, System system, const State &start_state,
+        Time start_time, Time end_time, Time dt, Observer observer
+) {
+    typedef typename odeint::unwrap_reference<Stepper>::type::stepper_category stepper_category;
+    return detail::integrate_const(stepper, system, start_state,
+                                   start_time, end_time, dt, observer, stepper_category());
+}
+
+
+/**
+* \brief integrate_const without observer calls
+*/
+template<class Stepper, class System, class State, class Time>
+size_t integrate_const(
+        Stepper stepper, System system, State &start_state,
+        Time start_time, Time end_time, Time dt
+) {
+    return integrate_const(stepper, system, start_state, start_time, end_time, dt, null_observer());
+}
+
+/**
+* \brief Second version to solve the forwarding problem,
+* can be called with Boost.Range as start_state.
+*/
+template<class Stepper, class System, class State, class Time>
+size_t integrate_const(
+        Stepper stepper, System system, const State &start_state,
+        Time start_time, Time end_time, Time dt
+) {
+    return integrate_const(stepper, system, start_state, start_time, end_time, dt, null_observer());
+}
+
+
+
+
+
+
+/********* DOXYGEN *********/
+/**
+ * \fn integrate_const( Stepper stepper , System system , State &start_state , Time start_time ,
+ *                      Time end_time , Time dt , Observer observer , StepOverflowChecker checker )
+ * \brief Integrates the ODE with constant step size.
+ *
+ * Integrates the ODE defined by system using the given stepper.
+ * This method ensures that the observer is called at constant intervals dt.
+ * If the Stepper is a normal stepper without step size control, dt is also
+ * used for the numerical scheme. If a ControlledStepper is provided, the
+ * algorithm might reduce the step size to meet the error bounds, but it is
+ * ensured that the observer is always called at equidistant time points
+ * t0 + n*dt. If a DenseOutputStepper is used, the step size also may vary
+ * and the dense output is used to call the observer at equidistant time
+ * points.
+ * If a max_step_checker is provided as StepOverflowChecker, a
+ * no_progress_error is thrown if too many steps (default: 500) are performed
+ * without progress, i.e. in between observer calls. If no checker is provided,
+ * no such overflow check is performed.
+ *
+ * \param stepper The stepper to be used for numerical integration.
+ * \param system Function/Functor defining the rhs of the ODE.
+ * \param start_state The initial condition x0.
+ * \param start_time The initial time t0.
+ * \param end_time The final integration time tend.
+ * \param dt The time step between observer calls, _not_ necessarily the
+ * time step of the integration.
+ * \param observer [optional] Function/Functor called at equidistant time intervals.
+ * \param checker [optional] Functor to check for step count overflows, if no
+ * checker is provided, no exception is thrown.
+ * \return The number of steps performed.
+ */
+
+} // namespace odeint
+} // namespace numeric
+} // namespace boost
+
+
+
+#endif // BOOST_NUMERIC_ODEINT_INTEGRATE_INTEGRATE_CONST_HPP_INCLUDED

include/boost/numeric/odeint/integrate/integrate_n_steps.hpp

@@ -0,0 +1,178 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/integrate/integrate_n_steps.hpp
+
+ [begin_description]
+ Integration of n steps with constant time size. Adaptive and dense-output methods are fully supported.
+ [end_description]
+
+ Copyright 2011-2013 Karsten Ahnert
+ Copyright 2011-2015 Mario Mulansky
+
+ 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)
+ */
+
+
+#ifndef BOOST_NUMERIC_ODEINT_INTEGRATE_INTEGRATE_N_STEPS_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_INTEGRATE_INTEGRATE_N_STEPS_HPP_INCLUDED
+
+#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
+#include <boost/numeric/odeint/integrate/null_observer.hpp>
+#include <boost/numeric/odeint/integrate/detail/integrate_n_steps.hpp>
+#include <boost/numeric/odeint/integrate/check_adapter.hpp>
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+
+
+/*
+ * Integrates n steps
+ *
+ * the two overloads are needed in order to solve the forwarding problem
+ */
+template< class Stepper , class System , class State , class Time , class Observer , class StepOverflowChecker >
+Time integrate_n_steps(
+        Stepper stepper , System system , State &start_state ,
+        Time start_time , Time dt , size_t num_of_steps ,
+        Observer observer , StepOverflowChecker checker )
+{
+    // unwrap references
+    typedef typename odeint::unwrap_reference< Stepper >::type stepper_type;
+    typedef typename odeint::unwrap_reference< Observer >::type observer_type;
+    typedef typename odeint::unwrap_reference< StepOverflowChecker >::type checker_type;
+    typedef typename stepper_type::stepper_category stepper_category;
+
+    return detail::integrate_n_steps(
+                checked_stepper<stepper_type, checker_type>(stepper, checker),
+                system , start_state ,
+                start_time , dt , num_of_steps ,
+                checked_observer<observer_type, checker_type>(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 Time , class Observer , class StepOverflowChecker >
+Time integrate_n_steps(
+        Stepper stepper , System system , const State &start_state ,
+        Time start_time , Time dt , size_t num_of_steps ,
+        Observer observer , StepOverflowChecker checker )
+{
+    typedef typename odeint::unwrap_reference< Stepper >::type stepper_type;
+    typedef typename odeint::unwrap_reference< Observer >::type observer_type;
+    typedef typename odeint::unwrap_reference< StepOverflowChecker >::type checker_type;
+    typedef typename stepper_type::stepper_category stepper_category;
+
+    return detail::integrate_n_steps(
+            checked_stepper<stepper_type, checker_type>(stepper, checker),
+            system , start_state ,
+            start_time , dt , num_of_steps ,
+            checked_observer<observer_type, checker_type>(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 )
+{
+    typedef typename odeint::unwrap_reference<Stepper>::type::stepper_category stepper_category;
+
+    return detail::integrate_n_steps(
+            stepper , system , start_state ,
+            start_time , dt , num_of_steps ,
+            observer , stepper_category() );
+}
+
+/**
+* \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 )
+{
+    typedef typename odeint::unwrap_reference<Stepper>::type::stepper_category stepper_category;
+
+    return detail::integrate_n_steps(
+            stepper , system , start_state ,
+            start_time , dt , num_of_steps ,
+            observer , stepper_category() );
+}
+
+/**
+ * \brief The same function as above, but without observer calls.
+ */
+template< class Stepper , class System , class State , class Time >
+Time integrate_n_steps(
+        Stepper stepper , System system , State &start_state ,
+        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());
+}
+
+/**
+ * \brief Solves the forwarding problem, can be called with Boost.Range as start_state.
+ */
+template< class Stepper , class System , class State , class Time >
+Time integrate_n_steps(
+        Stepper stepper , System system , const State &start_state ,
+        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());
+}
+
+
+
+/************* DOXYGEN *************/
+    /**
+     * \fn Time integrate_n_steps( Stepper stepper , System system , State &start_state , Time start_time , Time dt , size_t num_of_steps , Observer observer )
+     * \brief Integrates the ODE with constant step size.
+     *
+     * This function is similar to integrate_const. The observer is called at
+     * equidistant time intervals t0 + n*dt.
+     * If the Stepper is a normal stepper without step size control, dt is also
+     * used for the numerical scheme. If a ControlledStepper is provided, the 
+     * algorithm might reduce the step size to meet the error bounds, but it is 
+     * ensured that the observer is always called at equidistant time points
+     * t0 + n*dt. If a DenseOutputStepper is used, the step size also may vary
+     * and the dense output is used to call the observer at equidistant time
+     * points. The final integration time is always t0 + num_of_steps*dt.
+     * If a max_step_checker is provided as StepOverflowChecker, a
+     * no_progress_errror is thrown if too many steps (default: 500) are
+     * performed without progress, i.e. in between observer calls. If no
+     * checker is provided, no such overflow check is performed.
+
+     *
+     * \param stepper The stepper to be used for numerical integration.
+     * \param system Function/Functor defining the rhs of the ODE.
+     * \param start_state The initial condition x0.
+     * \param start_time The initial time t0.
+     * \param dt The time step between observer calls, _not_ necessarily the 
+     * time step of the integration.
+     * \param num_of_steps Number of steps to be performed
+     * \param observer Function/Functor called at equidistant time intervals.
+     * \param checker [optional] Functor to check for step count overflows, if no
+     * checker is provided, no exception is thrown.
+     * \return The number of steps performed.
+     */
+
+
+
+} // namespace odeint
+} // namespace numeric
+} // namespace boost
+
+
+
+#endif // BOOST_NUMERIC_ODEINT_INTEGRATE_INTEGRATE_N_STEPS_HPP_INCLUDED

include/boost/numeric/odeint/integrate/integrate_times.hpp

@@ -0,0 +1,220 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/integrate/integrate_times.hpp
+
+ [begin_description]
+ Integration of ODEs with observation at user defined points
+ [end_description]
+
+ Copyright 2011-2013 Karsten Ahnert
+ Copyright 2011-2015 Mario Mulansky
+
+ 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)
+ */
+
+
+#ifndef BOOST_NUMERIC_ODEINT_INTEGRATE_INTEGRATE_TIMES_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_INTEGRATE_INTEGRATE_TIMES_HPP_INCLUDED
+
+#include <boost/range.hpp>
+
+#include <boost/numeric/odeint/stepper/stepper_categories.hpp>
+#include <boost/numeric/odeint/integrate/null_observer.hpp>
+#include <boost/numeric/odeint/integrate/check_adapter.hpp>
+#include <boost/numeric/odeint/integrate/detail/integrate_times.hpp>
+
+namespace boost {
+namespace numeric {
+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
+ */
+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 )
+{
+    // unwrap references
+    typedef typename odeint::unwrap_reference< Stepper >::type stepper_type;
+    typedef typename odeint::unwrap_reference< Observer >::type observer_type;
+    typedef typename odeint::unwrap_reference< StepOverflowChecker >::type checker_type;
+    typedef typename stepper_type::stepper_category stepper_category;
+
+    // pass on checked stepper and observer
+    // checked_stepper/observer use references internally, so passing by value is fine
+    return detail::integrate_times(
+            checked_stepper<stepper_type, checker_type>(stepper, checker) ,
+            system , start_state ,
+            times_start , times_end , dt ,
+            checked_observer<observer_type, checker_type>(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_type;
+    typedef typename odeint::unwrap_reference< Observer >::type observer_type;
+    typedef typename odeint::unwrap_reference< StepOverflowChecker >::type checker_type;
+    typedef typename stepper_type::stepper_category stepper_category;
+
+    stepper_type &st = stepper;
+    observer_type &obs = observer;
+    checker_type &chk = checker;
+
+    return detail::integrate_times(
+            checked_stepper<stepper_type, checker_type>(stepper, checker) ,
+            system , start_state ,
+            times_start , times_end , dt ,
+            checked_observer<observer_type, checker_type>(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 >
+size_t integrate_times(
+        Stepper stepper , System system , State &start_state ,
+        TimeIterator times_start , TimeIterator times_end , Time dt ,
+        Observer observer )
+{
+    typedef typename odeint::unwrap_reference< Stepper >::type::stepper_category stepper_category;
+    // simply don't use checked_* adapters
+    return detail::integrate_times(
+            stepper , system , start_state ,
+            times_start , times_end , dt ,
+            observer , 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 >
+size_t integrate_times(
+        Stepper stepper , System system , const State &start_state ,
+        TimeIterator times_start , TimeIterator times_end , Time dt ,
+        Observer observer )
+{
+    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 , 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 >
+size_t integrate_times(
+        Stepper stepper , System system , State &start_state ,
+        const TimeRange &times , Time dt ,
+        Observer observer )
+{
+    return integrate_times(
+            stepper , system , start_state ,
+            boost::begin( times ) , boost::end( times ) , dt , observer );
+}
+
+/**
+* \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 >
+size_t integrate_times(
+        Stepper stepper , System system , const State &start_state ,
+        const TimeRange &times , Time dt ,
+        Observer observer )
+{
+    return integrate_times(
+            stepper , system , start_state ,
+            boost::begin( times ) , boost::end( times ) , dt , observer);
+}
+
+
+/********* DOXYGEN ***********/
+
+    /**
+     * \fn size_t integrate_times( Stepper stepper , System system , State &start_state , TimeIterator times_start , TimeIterator times_end , Time dt , Observer observer )
+     * \brief Integrates the ODE with observer calls at given time points.
+     *
+     * Integrates the ODE given by system using the given stepper. This function
+     * does observer calls at the subsequent time points given by the range 
+     * times_start, times_end. If the stepper has not step size control, the 
+     * step size might be reduced occasionally to ensure observer calls exactly
+     * at the time points from the given sequence. If the stepper is a 
+     * ControlledStepper, the step size is adjusted to meet the error bounds, 
+     * but also might be reduced occasionally to ensure correct observer calls.
+     * If a DenseOutputStepper is provided, the dense output functionality is
+     * used to call the observer at the given times. The end time of the 
+     * integration is always *(end_time-1).
+     * If a max_step_checker is provided as StepOverflowChecker, a
+     * no_progress_error is thrown if too many steps (default: 500) are
+     * performed without progress, i.e. in between observer calls. If no
+     * checker is provided, no such overflow check is performed.
+     *
+     * \param stepper The stepper to be used for numerical integration.
+     * \param system Function/Functor defining the rhs of the ODE.
+     * \param start_state The initial condition x0.
+     * \param times_start Iterator to the start time
+     * \param times_end Iterator to the end time
+     * \param dt The time step between observer calls, _not_ necessarily the 
+     * time step of the integration.
+     * \param observer Function/Functor called at equidistant time intervals.
+     * \param checker [optional] Functor to check for step count overflows, if no
+     * checker is provided, no exception is thrown.
+     * \return The number of steps performed.
+     */
+
+
+
+} // namespace odeint
+} // namespace numeric
+} // namespace boost
+
+
+
+#endif // BOOST_NUMERIC_ODEINT_INTEGRATE_INTEGRATE_TIMES_HPP_INCLUDED

include/boost/numeric/odeint/integrate/max_step_checker.hpp

@@ -0,0 +1,114 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/integrate/max_step_checker.hpp
+
+ [begin_description]
+ Throws exception if too many steps are performed.
+ [end_description]
+
+ Copyright 2015 Mario Mulansky
+
+ 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)
+ */
+
+
+#ifndef BOOST_NUMERIC_ODEINT_INTEGRATE_MAX_STEP_CHECKER_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_INTEGRATE_MAX_STEP_CHECKER_HPP_INCLUDED
+
+#include <stdexcept>
+#include <cstdio>
+
+#include <boost/throw_exception.hpp>
+#include <boost/numeric/odeint/util/odeint_error.hpp>
+
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+
+/**
+ * \brief A class for performing overflow checks on the step count in integrate functions.
+ *
+ * Provide an instance of this class to integrate functions if you want to throw a runtime error if
+ * too many steps are performed without progress during the integrate routine.
+ */
+class max_step_checker
+{
+public:
+
+protected:
+    const int m_max_steps;
+    int m_steps;
+
+public:
+    /**
+     * \brief Construct the max_step_checker.
+     * max_steps is the maximal number of iterations allowed before runtime_error is thrown.
+     */
+    max_step_checker(const int max_steps = 500)
+        : m_max_steps(max_steps)
+    {
+        reset();
+    }
+
+    /**
+     * \brief Resets the max_step_checker by setting the internal counter to 0.
+     */
+    void reset()
+    {
+        m_steps = 0;
+    }
+
+    /**
+     * \brief Increases the counter and performs the iteration check
+     */
+    void operator()(void)
+    {
+        if( m_steps++ >= m_max_steps )
+        {
+            char error_msg[200];
+            std::snprintf(error_msg, 200, "Max number of iterations exceeded (%d).", m_max_steps);
+            BOOST_THROW_EXCEPTION( no_progress_error(error_msg) );
+        }
+    }
+};
+
+
+/**
+ * \brief A class for performing overflow checks on the failed step count in step size adjustments.
+ *
+ * Used internally within the dense output stepper and integrate routines.
+ */
+class failed_step_checker : public max_step_checker
+{
+
+public:
+    /**
+     * \brief Construct the failed_step_checker.
+     * max_steps is the maximal number of iterations allowed before runtime_error is thrown.
+     */
+    failed_step_checker(const int max_steps = 500)
+            : max_step_checker(max_steps)
+    {}
+
+    /**
+     * \brief Increases the counter and performs the iteration check
+     */
+    void operator()(void)
+    {
+        if( m_steps++ >= m_max_steps )
+        {
+            char error_msg[200];
+            std::snprintf(error_msg, 200, "Max number of iterations exceeded (%d). A new step size was not found.", m_max_steps);
+            BOOST_THROW_EXCEPTION( step_adjustment_error(error_msg) );
+        }
+    }
+};
+
+} // namespace odeint
+} // namespace numeric
+} // namespace boost
+
+#endif

include/boost/numeric/odeint/integrate/null_observer.hpp

@@ -0,0 +1,38 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/integrate/null_observer.hpp
+
+ [begin_description]
+ null_observer
+ [end_description]
+
+ Copyright 2011-2012 Karsten Ahnert
+ Copyright 2011-2012 Mario Mulansky
+
+ 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)
+ */
+
+
+#ifndef BOOST_NUMERIC_ODEINT_INTEGRATE_NULL_OBSERVER_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_INTEGRATE_NULL_OBSERVER_HPP_INCLUDED
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+
+struct null_observer
+{
+    template< class State , class Time >
+    void operator()( const State& /* x */ , Time /* t */ ) const
+    {
+
+    }
+};
+
+} // namespace odeint
+} // namespace numeric
+} // namespace boost
+
+#endif // BOOST_NUMERIC_ODEINT_INTEGRATE_NULL_OBSERVER_HPP_INCLUDED

include/boost/numeric/odeint/integrate/observer_collection.hpp

@@ -0,0 +1,55 @@
+/*
+ [auto_generated]
+ boost/numeric/odeint/integrate/observer_collection.hpp
+
+ [begin_description]
+ Collection of observers, which are all called during the evolution of the ODE.
+ [end_description]
+
+ Copyright 2011-2012 Karsten Ahnert
+ Copyright 2011-2012 Mario Mulansky
+
+ 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)
+ */
+
+
+#ifndef BOOST_NUMERIC_ODEINT_INTEGRATE_OBSERVER_COLLECTION_HPP_INCLUDED
+#define BOOST_NUMERIC_ODEINT_INTEGRATE_OBSERVER_COLLECTION_HPP_INCLUDED
+
+#include <vector>
+#include <functional>
+
+namespace boost {
+namespace numeric {
+namespace odeint {
+
+template< class State , class Time >
+class observer_collection
+{
+public:
+
+    typedef std::function< void( const State& , const Time& ) > observer_type;
+    typedef std::vector< observer_type > collection_type;
+
+    void operator()( const State& x , Time t )
+    {
+        for( size_t i=0 ; i<m_observers.size() ; ++i )
+            m_observers[i]( x , t );
+    }
+
+    collection_type& observers( void ) { return m_observers; }
+    const collection_type& observers( void ) const { return m_observers; }
+
+private:
+
+    collection_type m_observers;
+};
+
+} // namespace odeint
+} // namespace numeric
+} // namespace boost
+
+
+#endif // BOOST_NUMERIC_ODEINT_INTEGRATE_OBSERVER_COLLECTION_HPP_INCLUDED