Squashed 'third_party/boostorg/odeint/' content from commit 6ff2719
Change-Id: If4892e29c1a5e6cf3a7aa51486a2725c251b0c7d
git-subtree-dir: third_party/boostorg/odeint
git-subtree-split: 6ff2719b6907b86596c3d43e88c1bcfdf29df560
diff --git a/test/numeric/rosenbrock.cpp b/test/numeric/rosenbrock.cpp
new file mode 100644
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+++ b/test/numeric/rosenbrock.cpp
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+/* Boost numeric test of the rosenbrock4 stepper test file
+
+ 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)
+*/
+
+// disable checked iterator warning for msvc
+#include <boost/config.hpp>
+#ifdef BOOST_MSVC
+ #pragma warning(disable:4996)
+#endif
+
+#define BOOST_TEST_MODULE numeric_rosenbrock
+
+#include <iostream>
+#include <cmath>
+
+#include <boost/array.hpp>
+
+#include <boost/test/unit_test.hpp>
+
+#include <boost/numeric/odeint/stepper/rosenbrock4.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;
+
+// harmonic oscillator, analytic solution x[0] = sin( t )
+struct sys
+{
+ void operator()( const state_type &x , state_type &dxdt , const value_type &t ) const
+ {
+ dxdt( 0 ) = x( 1 );
+ dxdt( 1 ) = -x( 0 );
+ }
+};
+
+struct jacobi
+{
+ void operator()( const state_type &x , matrix_type &jacobi , const value_type &t , state_type &dfdt ) const
+ {
+ jacobi( 0 , 0 ) = 0;
+ jacobi( 0 , 1 ) = 1;
+ jacobi( 1 , 0 ) = -1;
+ jacobi( 1 , 1 ) = 0;
+ dfdt( 0 ) = 0.0;
+ dfdt( 1 ) = 0.0;
+ }
+};
+
+
+BOOST_AUTO_TEST_SUITE( numeric_rosenbrock4 )
+
+BOOST_AUTO_TEST_CASE( rosenbrock4_numeric_test )
+{
+ typedef rosenbrock4< value_type > stepper_type;
+ stepper_type stepper;
+
+ const int o = stepper.order()+1;
+
+ state_type x0( 2 ) , x1( 2 );
+ x0(0) = 0.0; x0(1) = 1.0;
+
+ double dt = 0.5;
+
+ stepper.do_step( std::make_pair( sys() , jacobi() ) , x0 , 0.0 , x1 , dt );
+ const double f = 2.0 * std::abs( std::sin(dt) - x1(0) ) / std::pow( dt , o );
+
+ std::cout << o << " , " << f << std::endl;
+
+ while( f*std::pow( dt , o ) > 1E-16 )
+ {
+ stepper.do_step( std::make_pair( sys() , jacobi() ) , x0 , 0.0 , x1 , dt );
+ std::cout << "Testing dt=" << dt << std::endl;
+ BOOST_CHECK_SMALL( std::abs( std::sin(dt) - x1(0) ) , f*std::pow( dt , o ) );
+ dt *= 0.5;
+ }
+}
+
+BOOST_AUTO_TEST_SUITE_END()