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			297 lines
		
	
	
		
			10 KiB
		
	
	
	
		
			Plaintext
		
	
	
	
	
	
|  | /* | ||
|  |  Copyright 2011-2012 Karsten Ahnert | ||
|  |  Copyright 2011-2013 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) | ||
|  |  */ | ||
|  | 
 | ||
|  | #include <iostream> | ||
|  | #include <cmath> | ||
|  | #include <utility> | ||
|  | 
 | ||
|  | 
 | ||
|  | #include <thrust/device_vector.h> | ||
|  | #include <thrust/reduce.h> | ||
|  | #include <thrust/functional.h> | ||
|  | 
 | ||
|  | #include <boost/numeric/odeint.hpp> | ||
|  | 
 | ||
|  | #include <boost/numeric/odeint/external/thrust/thrust.hpp> | ||
|  | 
 | ||
|  | #include <boost/random/mersenne_twister.hpp> | ||
|  | #include <boost/random/uniform_real.hpp> | ||
|  | #include <boost/random/variate_generator.hpp> | ||
|  | 
 | ||
|  | 
 | ||
|  | using namespace std; | ||
|  | using namespace boost::numeric::odeint; | ||
|  | 
 | ||
|  | //change this to float if your device does not support double computation | ||
|  | typedef double value_type; | ||
|  | 
 | ||
|  | //change this to host_vector< ... > of you want to run on CPU | ||
|  | typedef thrust::device_vector< value_type > state_type; | ||
|  | typedef thrust::device_vector< size_t > index_vector_type; | ||
|  | // typedef thrust::host_vector< value_type > state_type; | ||
|  | // typedef thrust::host_vector< size_t > index_vector_type; | ||
|  | 
 | ||
|  | 
 | ||
|  | const value_type sigma = 10.0; | ||
|  | const value_type b = 8.0 / 3.0; | ||
|  | 
 | ||
|  | 
 | ||
|  | //[ thrust_lorenz_parameters_define_simple_system | ||
|  | struct lorenz_system | ||
|  | { | ||
|  |     struct lorenz_functor | ||
|  |     { | ||
|  |         template< class T > | ||
|  |         __host__ __device__ | ||
|  |         void operator()( T t ) const | ||
|  |         { | ||
|  |             // unpack the parameter we want to vary and the Lorenz variables | ||
|  |             value_type R = thrust::get< 3 >( t ); | ||
|  |             value_type x = thrust::get< 0 >( t ); | ||
|  |             value_type y = thrust::get< 1 >( t ); | ||
|  |             value_type z = thrust::get< 2 >( t ); | ||
|  |             thrust::get< 4 >( t ) = sigma * ( y - x ); | ||
|  |             thrust::get< 5 >( t ) = R * x - y - x * z; | ||
|  |             thrust::get< 6 >( t ) = -b * z + x * y ; | ||
|  | 
 | ||
|  |         } | ||
|  |     }; | ||
|  | 
 | ||
|  |     lorenz_system( size_t N , const state_type &beta ) | ||
|  |     : m_N( N ) , m_beta( beta ) { } | ||
|  | 
 | ||
|  |     template< class State , class Deriv > | ||
|  |     void operator()(  const State &x , Deriv &dxdt , value_type t ) const | ||
|  |     { | ||
|  |         thrust::for_each( | ||
|  |                 thrust::make_zip_iterator( thrust::make_tuple( | ||
|  |                         boost::begin( x ) , | ||
|  |                         boost::begin( x ) + m_N , | ||
|  |                         boost::begin( x ) + 2 * m_N , | ||
|  |                         m_beta.begin() , | ||
|  |                         boost::begin( dxdt ) , | ||
|  |                         boost::begin( dxdt ) + m_N , | ||
|  |                         boost::begin( dxdt ) + 2 * m_N  ) ) , | ||
|  |                 thrust::make_zip_iterator( thrust::make_tuple( | ||
|  |                         boost::begin( x ) + m_N , | ||
|  |                         boost::begin( x ) + 2 * m_N , | ||
|  |                         boost::begin( x ) + 3 * m_N , | ||
|  |                         m_beta.begin() , | ||
|  |                         boost::begin( dxdt ) + m_N , | ||
|  |                         boost::begin( dxdt ) + 2 * m_N , | ||
|  |                         boost::begin( dxdt ) + 3 * m_N  ) ) , | ||
|  |                 lorenz_functor() ); | ||
|  |     } | ||
|  |     size_t m_N; | ||
|  |     const state_type &m_beta; | ||
|  | }; | ||
|  | //] | ||
|  | 
 | ||
|  | struct lorenz_perturbation_system | ||
|  | { | ||
|  |     struct lorenz_perturbation_functor | ||
|  |     { | ||
|  |         template< class T > | ||
|  |         __host__ __device__ | ||
|  |         void operator()( T t ) const | ||
|  |         { | ||
|  |             value_type R = thrust::get< 1 >( t ); | ||
|  |             value_type x = thrust::get< 0 >( thrust::get< 0 >( t ) ); | ||
|  |             value_type y = thrust::get< 1 >( thrust::get< 0 >( t ) ); | ||
|  |             value_type z = thrust::get< 2 >( thrust::get< 0 >( t ) ); | ||
|  |             value_type dx = thrust::get< 3 >( thrust::get< 0 >( t ) ); | ||
|  |             value_type dy = thrust::get< 4 >( thrust::get< 0 >( t ) ); | ||
|  |             value_type dz = thrust::get< 5 >( thrust::get< 0 >( t ) ); | ||
|  |             thrust::get< 0 >( thrust::get< 2 >( t ) ) = sigma * ( y - x ); | ||
|  |             thrust::get< 1 >( thrust::get< 2 >( t ) ) = R * x - y - x * z; | ||
|  |             thrust::get< 2 >( thrust::get< 2 >( t ) ) = -b * z + x * y ; | ||
|  |             thrust::get< 3 >( thrust::get< 2 >( t ) ) = sigma * ( dy - dx ); | ||
|  |             thrust::get< 4 >( thrust::get< 2 >( t ) ) = ( R - z ) * dx - dy - x * dz; | ||
|  |             thrust::get< 5 >( thrust::get< 2 >( t ) ) = y * dx + x * dy - b * dz; | ||
|  |         } | ||
|  |     }; | ||
|  | 
 | ||
|  |     lorenz_perturbation_system( size_t N , const state_type &beta ) | ||
|  |     : m_N( N ) , m_beta( beta ) { } | ||
|  | 
 | ||
|  |     template< class State , class Deriv > | ||
|  |     void operator()(  const State &x , Deriv &dxdt , value_type t ) const | ||
|  |     { | ||
|  |         thrust::for_each( | ||
|  |                 thrust::make_zip_iterator( thrust::make_tuple( | ||
|  |                         thrust::make_zip_iterator( thrust::make_tuple( | ||
|  |                                 boost::begin( x ) , | ||
|  |                                 boost::begin( x ) + m_N , | ||
|  |                                 boost::begin( x ) + 2 * m_N , | ||
|  |                                 boost::begin( x ) + 3 * m_N , | ||
|  |                                 boost::begin( x ) + 4 * m_N , | ||
|  |                                 boost::begin( x ) + 5 * m_N ) ) , | ||
|  |                         m_beta.begin() , | ||
|  |                         thrust::make_zip_iterator( thrust::make_tuple( | ||
|  |                                 boost::begin( dxdt ) , | ||
|  |                                 boost::begin( dxdt ) + m_N , | ||
|  |                                 boost::begin( dxdt ) + 2 * m_N , | ||
|  |                                 boost::begin( dxdt ) + 3 * m_N , | ||
|  |                                 boost::begin( dxdt ) + 4 * m_N , | ||
|  |                                 boost::begin( dxdt ) + 5 * m_N ) ) | ||
|  |                 ) ) , | ||
|  |                 thrust::make_zip_iterator( thrust::make_tuple( | ||
|  |                         thrust::make_zip_iterator( thrust::make_tuple( | ||
|  |                                 boost::begin( x ) + m_N , | ||
|  |                                 boost::begin( x ) + 2 * m_N , | ||
|  |                                 boost::begin( x ) + 3 * m_N , | ||
|  |                                 boost::begin( x ) + 4 * m_N , | ||
|  |                                 boost::begin( x ) + 5 * m_N , | ||
|  |                                 boost::begin( x ) + 6 * m_N ) ) , | ||
|  |                         m_beta.begin() , | ||
|  |                         thrust::make_zip_iterator( thrust::make_tuple( | ||
|  |                                 boost::begin( dxdt ) + m_N , | ||
|  |                                 boost::begin( dxdt ) + 2 * m_N , | ||
|  |                                 boost::begin( dxdt ) + 3 * m_N , | ||
|  |                                 boost::begin( dxdt ) + 4 * m_N , | ||
|  |                                 boost::begin( dxdt ) + 5 * m_N , | ||
|  |                                 boost::begin( dxdt ) + 6 * m_N  ) ) | ||
|  |                 ) ) , | ||
|  |                 lorenz_perturbation_functor() ); | ||
|  |     } | ||
|  | 
 | ||
|  |     size_t m_N; | ||
|  |     const state_type &m_beta; | ||
|  | }; | ||
|  | 
 | ||
|  | struct lyap_observer | ||
|  | { | ||
|  |     //[thrust_lorenz_parameters_observer_functor | ||
|  |     struct lyap_functor | ||
|  |     { | ||
|  |         template< class T > | ||
|  |         __host__ __device__ | ||
|  |         void operator()( T t ) const | ||
|  |         { | ||
|  |             value_type &dx = thrust::get< 0 >( t ); | ||
|  |             value_type &dy = thrust::get< 1 >( t ); | ||
|  |             value_type &dz = thrust::get< 2 >( t ); | ||
|  |             value_type norm = sqrt( dx * dx + dy * dy + dz * dz ); | ||
|  |             dx /= norm; | ||
|  |             dy /= norm; | ||
|  |             dz /= norm; | ||
|  |             thrust::get< 3 >( t ) += log( norm ); | ||
|  |         } | ||
|  |     }; | ||
|  |     //] | ||
|  | 
 | ||
|  |     lyap_observer( size_t N , size_t every = 100 ) | ||
|  |     : m_N( N ) , m_lyap( N ) , m_every( every ) , m_count( 0 ) | ||
|  |     { | ||
|  |         thrust::fill( m_lyap.begin() , m_lyap.end() , 0.0 ); | ||
|  |     } | ||
|  | 
 | ||
|  |     template< class Lyap > | ||
|  |     void fill_lyap( Lyap &lyap ) | ||
|  |     { | ||
|  |         thrust::copy( m_lyap.begin() , m_lyap.end() , lyap.begin() ); | ||
|  |         for( size_t i=0 ; i<lyap.size() ; ++i ) | ||
|  |             lyap[i] /= m_t_overall; | ||
|  |     } | ||
|  | 
 | ||
|  | 
 | ||
|  |     template< class State > | ||
|  |     void operator()( State &x , value_type t ) | ||
|  |     { | ||
|  |         if( ( m_count != 0 ) && ( ( m_count % m_every ) == 0 ) ) | ||
|  |         { | ||
|  |             thrust::for_each( | ||
|  |                     thrust::make_zip_iterator( thrust::make_tuple( | ||
|  |                             boost::begin( x ) + 3 * m_N , | ||
|  |                             boost::begin( x ) + 4 * m_N , | ||
|  |                             boost::begin( x ) + 5 * m_N , | ||
|  |                             m_lyap.begin() ) ) , | ||
|  |                     thrust::make_zip_iterator( thrust::make_tuple( | ||
|  |                             boost::begin( x ) + 4 * m_N , | ||
|  |                             boost::begin( x ) + 5 * m_N , | ||
|  |                             boost::begin( x ) + 6 * m_N , | ||
|  |                             m_lyap.end() ) ) , | ||
|  |                     lyap_functor() ); | ||
|  |             clog << t << "\n"; | ||
|  |         } | ||
|  |         ++m_count; | ||
|  |         m_t_overall = t; | ||
|  |     } | ||
|  | 
 | ||
|  |     size_t m_N; | ||
|  |     state_type m_lyap; | ||
|  |     size_t m_every; | ||
|  |     size_t m_count; | ||
|  |     value_type m_t_overall; | ||
|  | }; | ||
|  | 
 | ||
|  | const size_t N = 1024*2; | ||
|  | const value_type dt = 0.01; | ||
|  | 
 | ||
|  | 
 | ||
|  | int main( int arc , char* argv[] ) | ||
|  | { | ||
|  |     int driver_version , runtime_version; | ||
|  |     cudaDriverGetVersion( &driver_version ); | ||
|  |     cudaRuntimeGetVersion ( &runtime_version ); | ||
|  |     cout << driver_version << "\t" << runtime_version << endl; | ||
|  | 
 | ||
|  | 
 | ||
|  |     //[ thrust_lorenz_parameters_define_beta | ||
|  |     vector< value_type > beta_host( N ); | ||
|  |     const value_type beta_min = 0.0 , beta_max = 56.0; | ||
|  |     for( size_t i=0 ; i<N ; ++i ) | ||
|  |         beta_host[i] = beta_min + value_type( i ) * ( beta_max - beta_min ) / value_type( N - 1 ); | ||
|  | 
 | ||
|  |     state_type beta = beta_host; | ||
|  |     //] | ||
|  | 
 | ||
|  |     //[ thrust_lorenz_parameters_integration | ||
|  |     state_type x( 6 * N ); | ||
|  | 
 | ||
|  |     // initialize x,y,z | ||
|  |     thrust::fill( x.begin() , x.begin() + 3 * N , 10.0 ); | ||
|  | 
 | ||
|  |     // initial dx | ||
|  |     thrust::fill( x.begin() + 3 * N , x.begin() + 4 * N , 1.0 ); | ||
|  | 
 | ||
|  |     // initialize dy,dz | ||
|  |     thrust::fill( x.begin() + 4 * N , x.end() , 0.0 ); | ||
|  | 
 | ||
|  | 
 | ||
|  |     // create error stepper, can be used with make_controlled or make_dense_output | ||
|  |     typedef runge_kutta_dopri5< state_type , value_type , state_type , value_type > stepper_type; | ||
|  | 
 | ||
|  | 
 | ||
|  |     lorenz_system lorenz( N , beta ); | ||
|  |     lorenz_perturbation_system lorenz_perturbation( N , beta ); | ||
|  |     lyap_observer obs( N , 1 ); | ||
|  | 
 | ||
|  |     // calculate transients | ||
|  |     integrate_adaptive( make_controlled( 1.0e-6 , 1.0e-6 , stepper_type() ) , lorenz , std::make_pair( x.begin() , x.begin() + 3 * N ) , 0.0 , 10.0 , dt ); | ||
|  | 
 | ||
|  |     // calculate the Lyapunov exponents -- the main loop | ||
|  |     double t = 0.0; | ||
|  |     while( t < 10000.0 ) | ||
|  |     { | ||
|  |         integrate_adaptive( make_controlled( 1.0e-6 , 1.0e-6 , stepper_type() ) , lorenz_perturbation , x , t , t + 1.0 , 0.1 ); | ||
|  |         t += 1.0; | ||
|  |         obs( x , t ); | ||
|  |     } | ||
|  | 
 | ||
|  |     vector< value_type > lyap( N ); | ||
|  |     obs.fill_lyap( lyap ); | ||
|  | 
 | ||
|  |     for( size_t i=0 ; i<N ; ++i ) | ||
|  |         cout << beta_host[i] << "\t" << lyap[i] << "\n"; | ||
|  |     //] | ||
|  | 
 | ||
|  |     return 0; | ||
|  | } |