Merge commit '4ebe6417a5fce5f0994fc0c31bebf732be96a07c' as 'boost'

boost/libs/numeric/odeint/test/implicit_euler.cpp

@@ -0,0 +1,86 @@
+/*
+ [auto_generated]
+ libs/numeric/odeint/test/implicit_euler.cpp
+
+ [begin_description]
+ This file tests the implicit Euler stepper.
+ [end_description]
+
+ Copyright 2010-2011 Mario Mulansky
+ Copyright 2010-2012 Karsten Ahnert
+
+ Distributed under the Boost Software License, Version 1.0.
+ (See accompanying file LICENSE_1_0.txt or
+ copy at http://www.boost.org/LICENSE_1_0.txt)
+ */
+
+
+// disable checked iterator warning for msvc
+#include <boost/config.hpp>
+#ifdef BOOST_MSVC
+    #pragma warning(disable:4996)
+#endif
+
+#define BOOST_TEST_MODULE odeint_implicit_euler
+
+#include <boost/test/unit_test.hpp>
+
+#include <utility>
+#include <iostream>
+
+#include <boost/numeric/odeint/stepper/implicit_euler.hpp>
+//#include <boost/numeric/odeint/util/ublas_resize.hpp>
+
+#include <boost/numeric/ublas/vector.hpp>
+#include <boost/numeric/ublas/matrix.hpp>
+
+using namespace boost::unit_test;
+using namespace boost::numeric::odeint;
+
+typedef double value_type;
+typedef boost::numeric::ublas::vector< value_type > state_type;
+typedef boost::numeric::ublas::matrix< value_type > matrix_type;
+
+/* use functors, because functions don't work with msvc 10, I guess this is a bug */
+struct sys
+{
+    void operator()( const state_type &x , state_type &dxdt , const value_type t ) const
+    {
+        dxdt( 0 ) = x( 0 ) + 2 * x( 1 );
+        dxdt( 1 ) = x( 1 );
+    }
+};
+
+struct jacobi 
+{
+    void operator()( const state_type &x , matrix_type &jacobi , const value_type t ) const
+    {
+        jacobi( 0 , 0 ) = 1;
+        jacobi( 0 , 1 ) = 2;
+        jacobi( 1 , 0 ) = 0;
+        jacobi( 1 , 1 ) = 1;
+    }
+};
+
+BOOST_AUTO_TEST_SUITE( implicit_euler_test )
+
+BOOST_AUTO_TEST_CASE( test_euler )
+{
+    implicit_euler< value_type > stepper;
+    state_type x( 2 );
+    x(0) = 0.0; x(1) = 1.0;
+
+    value_type eps = 1E-12;
+
+    /* make_pair doesn't work with function pointers on msvc 10 */
+    stepper.do_step( std::make_pair( sys() , jacobi() ) , x , 0.0 , 0.1 );
+
+    using std::abs;
+
+    // compare with analytic solution of above system
+    BOOST_CHECK_MESSAGE( abs( x(0) - 20.0/81.0 ) < eps , x(0) - 20.0/81.0 );
+    BOOST_CHECK_MESSAGE( abs( x(1) - 10.0/9.0 ) < eps , x(0) - 10.0/9.0 );
+
+}
+
+BOOST_AUTO_TEST_SUITE_END()