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126 lines
7.3 KiB
Plaintext
126 lines
7.3 KiB
Plaintext
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[/============================================================================
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Boost.odeint
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Copyright 2011 Mario Mulansky
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Copyright 2012 Karsten Ahnert
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Copyright 2013 Pascal Germroth
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Use, modification and distribution is subject to the Boost Software License,
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Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at
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http://www.boost.org/LICENSE_1_0.txt)
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=============================================================================/]
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[section State Algebra Operations]
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[note The following does not apply to implicit steppers like implicit_euler or Rosenbrock 4 as there the `state_type` can not be changed from `ublas::vector` and no algebra/operations are used.]
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[heading Description]
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The `State`, `Algebra` and `Operations` together define a concept describing how the mathematical vector operations required for the stepper algorithms are performed.
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The typical vector operation done within steppers is
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['*y* = __Sigma __alpha[sub i] [*x[sub i]]].
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The `State` represents the state variable of an ODE, usually denoted with /x/.
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Algorithmically, the state is often realized as a `vector< double >` or `array< double , N >`, however, the genericity of odeint enables you to basically use anything as a state type.
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The algorithmic counterpart of such mathematical expressions is divided into two parts.
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First, the `Algebra` is used to account for the vector character of the equation.
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In the case of a `vector` as state type this means the `Algebra` is responsible for iteration over all vector elements.
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Second, the `Operations` are used to represent the actual operation applied to each of the vector elements.
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So the `Algebra` iterates over all elements of the `State`s and calls an operation taken from the `Operations` for each element.
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This is where `State`, `Algebra` and `Operations` have to work together to make odeint running.
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Please have a look at the `range_algebra` and `default_operations` to see an example how this is implemented.
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In the following we describe how `State`, `Algebra` and `Operations` are used together within the stepper implementations.
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[section Operations]
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[heading Notation]
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[variablelist
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[[`Operations`] [The operations type]]
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[/[`Time`] [A type representing the time type of steppers]]
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[[`Value1`, ... , `ValueN`] [Types representing the value or time type of stepper]]
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[[`Scale`] [Type of the scale operation]]
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[[`scale`] [Object of type `Scale`]]
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[[[^ScaleSum['N]]] [Type that represents a general scale_sum operation, [^/N/] should be replaced by a number from 1 to 14.]]
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[[[^scale_sum['N]]] [Object of type [^ScaleSum['N]], [^/N/] should be replaced by a number from 1 to 14.]]
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[[`ScaleSumSwap2`] [Type of the scale sum swap operation]]
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[[`scale_sum_swap2`] [Object of type `ScaleSumSwap2`]]
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[[`a1, a2, ...`] [Objects of type `Value1`, `Value2`, ...]]
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[[`y, x1, x2, ...`] [Objects of `State`'s value type]]
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]
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[heading Valid Expressions]
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[table
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[[Name] [Expression] [Type] [Semantics]]
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[[Get scale operation] [`Operations::scale< Value >`] [`Scale`] [Get `Scale` from `Operations`]]
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[[`Scale` constructor] [`Scale< Value >( a )`] [`Scale`] [Constructs a `Scale` object]]
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[[`Scale` operation] [`scale( x )`] [`void`] [Calculates `x *= a`]]
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[[Get general `scale_sum` operation] [[^Operations::scale_sum['N]< Value1 , ... , ValueN >]] [[^ScaleSum['N]]] [Get the [^ScaleSum['N]] type from `Operations`, [^/N/] should be replaced by a number from 1 to 14.]]
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[[`scale_sum` constructor] [[^ScaleSum['N]< Value1 , ... , ValueN >( a1 , ... , aN )]] [[^ScaleSum['N]]] [Constructs a `scale_sum` object given [^/N/] parameter values with [^/N/] between 1 and 14.]]
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[[`scale_sum` operation] [[^scale_sum['N]( y , x1 , ... , xN )]] [`void`] [Calculates `y = a1*x1 + a2*x2 + ... + aN*xN`. Note that this is an [^/N/+1]-ary function call.]]
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[[Get scale sum swap operation] [`Operations::scale_sum_swap2< Value1 , Value2 >`] [`ScaleSumSwap2`] [Get scale sum swap from operations]]
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[[`ScaleSumSwap2` constructor] [`ScaleSumSwap2< Value1 , Value2 >( a1 , a2 )`] [`ScaleSumSwap2`] [Constructor]]
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[[`ScaleSumSwap2` operation] [`scale_sum_swap2( x1 , x2 , x3 )`] [`void`] [Calculates `tmp = x1`, `x1 = a1*x2 + a2*x3` and `x2 = tmp`.]]
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]
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[endsect]
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[section Algebra]
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[heading Notation]
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[variablelist
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[[`State`] [The state type]]
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[[`Algebra`] [The algebra type]]
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[[[^Operation['N]]] [An [^/N/]-ary operation type, [^/N/] should be a number from 1 to 14.]]
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[[`algebra`] [Object of type `Algebra`]]
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[[[^operation['N]]] [Object of type [^Operation['N]]]]
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[[`y, x1, x2, ...`] [Objects of type `State`]]
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]
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[heading Valid Expressions]
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[table
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[[Name] [Expression] [Type] [Semantics]]
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[[Vector Operation with arity 2] [`algebra.for_each2( y , x , operation2 )`] [void] [Calls `operation2( y_i , x_i )` for each element `y_i` of `y` and `x_i` of `x`.]]
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[[Vector Operation with arity 3] [`algebra.for_each3( y , x1 , x2 , operation3 )`] [void] [Calls `operation3( y_i , x1_i , x2_i )` for each element `y_i` of `y` and `x1_i` of `x1` and `x2_i` of `x2`.]]
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[[Vector Operation with arity [^/N/]] [[^algebra.for_each['N]( y , x1 , ... , xN , operation['N] )]] [void] [Calls [^operation['N]( y_i , x1_i , ... , xN_i )] for each element `y_i` of `y` and `x1_i` of `x1` and so on. [^/N/] should be replaced by a number between 1 and 14.]]
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]
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[endsect]
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[section Pre-Defined implementations]
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As standard configuration odeint uses the `range_algebra` and `default_operations` which suffices most situations.
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However, a few more possibilities exist either to gain better performance or to ensure interoperability with other libraries.
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In the following we list the existing `Algebra`/`Operations` configurations that can be used in the steppers.
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[table
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[[`State`] [`Algebra`] [`Operations`] [Remarks]]
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[[Anything supporting __boost_range, like `std::vector`, `std::list`, `boost::array`,... based on a `value_type` that supports operators +,* (typically `double`)] [`range_algebra`] [`default_operations`] [Standard implementation, applicable for most typical situations.]]
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[[`boost::array` based on a `value_type` that supports operators +,*] [`array_algebra`] [`default_operations`] [Special implementation for boost::array with better performance than `range_algebra`]]
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[[Anything that defines operators + within itself and * with scalar (Mathematically spoken, anything that is a vector space).] [`vector_space_algebra`] [`default_operations`] [For the use of __controlled_stepper, the template `vector_space_reduce` has to be instantiated.]]
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[[`thrust::device_vector`, `thrust::host_vector`] [`thrust_algebra`] [`thrust_operations`] [For running odeint on CUDA devices by using __thrust]]
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[[Any RandomAccessRange] [`openmp_range_algebra`] [`default_operations`] [OpenMP-parallelised range algebra]]
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[[`openmp_state`] [`openmp_algebra`] [`default_operations`] [OpenMP-parallelised algebra for split data]]
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[[`boost::array` or anything which allocates the elements in a C-like manner] [`vector_space_algebra`] [`mkl_operations`] [Using the __intel_mkl in odeint for maximum performance. Currently, only the RK4 stepper is supported.]]
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]
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[endsect]
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[section Example expressions]
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[table
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[[Name] [Expression] [Type] [Semantics]]
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[[Vector operation] [`algebra.for_each3( y , x1 , x2 , Operations::scale_sum2< Value1 , Value2 >( a1 , a2 ) )`] [void] [Calculates ['*y* = a1 *x1* + a2 *x2*]]]
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]
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[endsect]
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[endsect]
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