WSJT-X/boost/libs/numeric/odeint/examples/mtl/implicit_euler_mtl.cpp

325 lines
7.4 KiB
C++

/*
* Copyright 2012 Karsten Ahnert
* Copyright 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)
*/
#include <iostream>
#include <fstream>
#include <utility>
#include "time.h"
#include <boost/numeric/odeint.hpp>
#include <boost/phoenix/phoenix.hpp>
#include <boost/numeric/mtl/mtl.hpp>
#include <boost/numeric/odeint/external/mtl4/implicit_euler_mtl4.hpp>
using namespace std;
using namespace boost::numeric::odeint;
namespace phoenix = boost::phoenix;
typedef mtl::dense_vector< double > vec_mtl4;
typedef mtl::compressed2D< double > mat_mtl4;
typedef boost::numeric::ublas::vector< double > vec_ublas;
typedef boost::numeric::ublas::matrix< double > mat_ublas;
// two systems defined 1 & 2 both are mostly sparse with the number of element variable
struct system1_mtl4
{
void operator()( const vec_mtl4 &x , vec_mtl4 &dxdt , double t )
{
int size = mtl::size(x);
dxdt[ 0 ] = -0.06*x[0];
for (int i =1; i< size ; ++i){
dxdt[ i ] = 4.2*x[i-1]-2.2*x[i]*x[i];
}
}
};
struct jacobi1_mtl4
{
void operator()( const vec_mtl4 &x , mat_mtl4 &J , const double &t )
{
int size = mtl::size(x);
mtl::matrix::inserter<mat_mtl4> ins(J);
ins[0][0]=-0.06;
for (int i =1; i< size ; ++i)
{
ins[i][i-1] = + 4.2;
ins[i][i] = -4.2*x[i];
}
}
};
struct system1_ublas
{
void operator()( const vec_ublas &x , vec_ublas &dxdt , double t )
{
int size = x.size();
dxdt[ 0 ] = -0.06*x[0];
for (int i =1; i< size ; ++i){
dxdt[ i ] = 4.2*x[i-1]-2.2*x[i]*x[i];
}
}
};
struct jacobi1_ublas
{
void operator()( const vec_ublas &x , mat_ublas &J , const double &t )
{
int size = x.size();
// mtl::matrix::inserter<mat_mtl4> ins(J);
J(0,0)=-0.06;
for (int i =1; i< size ; ++i){
//ins[i][0]=120.0*x[i];
J(i,i-1) = + 4.2;
J(i,i) = -4.2*x[i];
}
}
};
struct system2_mtl4
{
void operator()( const vec_mtl4 &x , vec_mtl4 &dxdt , double t )
{
int size = mtl::size(x);
for (int i =0; i< size/5 ; i+=5){
dxdt[ i ] = -0.5*x[i];
dxdt[i+1]= +25*x[i+1]*x[i+2]-740*x[i+3]*x[i+3]+4.2e-2*x[i];
dxdt[i+2]= +25*x[i]*x[i]-740*x[i+3]*x[i+3];
dxdt[i+3]= -25*x[i+1]*x[i+2]+740*x[i+3]*x[i+3];
dxdt[i+4] = 0.250*x[i]*x[i+1]-44.5*x[i+3];
}
}
};
struct jacobi2_mtl4
{
void operator()( const vec_mtl4 &x , mat_mtl4 &J , const double &t )
{
int size = mtl::size(x);
mtl::matrix::inserter<mat_mtl4> ins(J);
for (int i =0; i< size/5 ; i+=5){
ins[ i ][i] = -0.5;
ins[i+1][i+1]=25*x[i+2];
ins[i+1][i+2] = 25*x[i+1];
ins[i+1][i+3] = -740*2*x[i+3];
ins[i+1][i] =+4.2e-2;
ins[i+2][i]= 50*x[i];
ins[i+2][i+3]= -740*2*x[i+3];
ins[i+3][i+1] = -25*x[i+2];
ins[i+3][i+2] = -25*x[i+1];
ins[i+3][i+3] = +740*2*x[i+3];
ins[i+4][i] = 0.25*x[i+1];
ins[i+4][i+1] =0.25*x[i];
ins[i+4][i+3]=-44.5;
}
}
};
struct system2_ublas
{
void operator()( const vec_ublas &x , vec_ublas &dxdt , double t )
{
int size = x.size();
for (int i =0; i< size/5 ; i+=5){
dxdt[ i ] = -4.2e-2*x[i];
dxdt[i+1]= +25*x[i+1]*x[i+2]-740*x[i+3]*x[i+3]+4.2e-2*x[i];
dxdt[i+2]= +25*x[i]*x[i]-740*x[i+3]*x[i+3];
dxdt[i+3]= -25*x[i+1]*x[i+2]+740*x[i+3]*x[i+3];
dxdt[i+4] = 0.250*x[i]*x[i+1]-44.5*x[i+3];
}
}
};
struct jacobi2_ublas
{
void operator()( const vec_ublas &x , mat_ublas &J , const double &t )
{
int size = x.size();
for (int i =0; i< size/5 ; i+=5){
J(i ,i) = -4.2e-2;
J(i+1,i+1)=25*x[i+2];
J(i+1,i+2) = 25*x[i+1];
J(i+1,i+3) = -740*2*x[i+3];
J(i+1,i) =+4.2e-2;
J(i+2,i)= 50*x[i];
J(i+2,i+3)= -740*2*x[i+3];
J(i+3,i+1) = -25*x[i+2];
J(i+3,i+2) = -25*x[i+1];
J(i+3,i+3) = +740*2*x[i+3];
J(i+4,i) = 0.25*x[i+1];
J(i+4,i+1) =0.25*x[i];
J(i+4,i+3)=-44.5;
}
}
};
void testRidiculouslyMassiveArray( int size )
{
typedef boost::numeric::odeint::implicit_euler_mtl4 < double > mtl4stepper;
typedef boost::numeric::odeint::implicit_euler< double > booststepper;
vec_mtl4 x(size , 0.0);
x[0]=1;
double dt = 0.02;
double endtime = 10.0;
clock_t tstart_mtl4 = clock();
size_t num_of_steps_mtl4 = integrate_const(
mtl4stepper() ,
make_pair( system1_mtl4() , jacobi1_mtl4() ) ,
x , 0.0 , endtime , dt );
clock_t tend_mtl4 = clock() ;
clog << x[0] << endl;
clog << num_of_steps_mtl4 << " time elapsed: " << (double)(tend_mtl4-tstart_mtl4 )/CLOCKS_PER_SEC << endl;
vec_ublas x_ublas(size , 0.0);
x_ublas[0]=1;
clock_t tstart_boost = clock();
size_t num_of_steps_ublas = integrate_const(
booststepper() ,
make_pair( system1_ublas() , jacobi1_ublas() ) ,
x_ublas , 0.0 , endtime , dt );
clock_t tend_boost = clock() ;
clog << x_ublas[0] << endl;
clog << num_of_steps_ublas << " time elapsed: " << (double)(tend_boost-tstart_boost)/CLOCKS_PER_SEC<< endl;
clog << "dt_ublas/dt_mtl4 = " << (double)( tend_boost-tstart_boost )/( tend_mtl4-tstart_mtl4 ) << endl << endl;
return ;
}
void testRidiculouslyMassiveArray2( int size )
{
typedef boost::numeric::odeint::implicit_euler_mtl4 < double > mtl4stepper;
typedef boost::numeric::odeint::implicit_euler< double > booststepper;
vec_mtl4 x(size , 0.0);
x[0]=100;
double dt = 0.01;
double endtime = 10.0;
clock_t tstart_mtl4 = clock();
size_t num_of_steps_mtl4 = integrate_const(
mtl4stepper() ,
make_pair( system1_mtl4() , jacobi1_mtl4() ) ,
x , 0.0 , endtime , dt );
clock_t tend_mtl4 = clock() ;
clog << x[0] << endl;
clog << num_of_steps_mtl4 << " time elapsed: " << (double)(tend_mtl4-tstart_mtl4 )/CLOCKS_PER_SEC << endl;
vec_ublas x_ublas(size , 0.0);
x_ublas[0]=100;
clock_t tstart_boost = clock();
size_t num_of_steps_ublas = integrate_const(
booststepper() ,
make_pair( system1_ublas() , jacobi1_ublas() ) ,
x_ublas , 0.0 , endtime , dt );
clock_t tend_boost = clock() ;
clog << x_ublas[0] << endl;
clog << num_of_steps_ublas << " time elapsed: " << (double)(tend_boost-tstart_boost)/CLOCKS_PER_SEC<< endl;
clog << "dt_ublas/dt_mtl4 = " << (double)( tend_boost-tstart_boost )/( tend_mtl4-tstart_mtl4 ) << endl << endl;
return ;
}
int main( int argc , char **argv )
{
std::vector< size_t > length;
length.push_back( 8 );
length.push_back( 16 );
length.push_back( 32 );
length.push_back( 64 );
length.push_back( 128 );
length.push_back( 256 );
for( size_t i=0 ; i<length.size() ; ++i )
{
clog << "Testing with size " << length[i] << endl;
testRidiculouslyMassiveArray( length[i] );
}
clog << endl << endl;
for( size_t i=0 ; i<length.size() ; ++i )
{
clog << "Testing with size " << length[i] << endl;
testRidiculouslyMassiveArray2( length[i] );
}
}