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/rosenbrock4_mp.cpp b/test/rosenbrock4_mp.cpp
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+/*
+ [auto_generated]
+ libs/numeric/odeint/test/rosenbrock4.cpp
+
+ [begin_description]
+ This file tests the Rosenbrock 4 stepper and its controller and dense output stepper.
+ [end_description]
+
+ Copyright 2009-2012 Karsten Ahnert
+ Copyright 2009-2012 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 odeint_rosenbrock4
+
+#include <utility>
+#include <iostream>
+
+#include <boost/test/unit_test.hpp>
+#include <boost/multiprecision/cpp_dec_float.hpp>
+
+#include <boost/numeric/odeint/stepper/rosenbrock4.hpp>
+#include <boost/numeric/odeint/stepper/rosenbrock4_controller.hpp>
+#include <boost/numeric/odeint/stepper/rosenbrock4_dense_output.hpp>
+
+#include <boost/numeric/ublas/vector.hpp>
+#include <boost/numeric/ublas/matrix.hpp>
+
+using namespace boost::unit_test;
+using namespace boost::numeric::odeint;
+
+typedef boost::multiprecision::cpp_dec_float_50 value_type;
+typedef boost::numeric::ublas::vector< value_type > state_type;
+typedef boost::numeric::ublas::matrix< value_type > matrix_type;
+
+
+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 , state_type &dfdt ) const
+    {
+        jacobi( 0 , 0 ) = 1;
+        jacobi( 0 , 1 ) = 2;
+        jacobi( 1 , 0 ) = 0;
+        jacobi( 1 , 1 ) = 1;
+        dfdt( 0 ) = 0.0;
+        dfdt( 1 ) = 0.0;
+    }
+};
+
+BOOST_AUTO_TEST_SUITE( rosenbrock4_test )
+
+BOOST_AUTO_TEST_CASE( test_rosenbrock4_stepper )
+{
+    typedef rosenbrock4< value_type > stepper_type;
+    stepper_type stepper;
+
+    typedef stepper_type::state_type state_type;
+    typedef stepper_type::value_type stepper_value_type;
+    typedef stepper_type::deriv_type deriv_type;
+    typedef stepper_type::time_type time_type;
+
+    state_type x( 2 ) , xerr( 2 );
+    x(0) = 0.0; x(1) = 1.0;
+
+    stepper.do_step( std::make_pair( sys() , jacobi() ) , x ,
+                     static_cast<value_type>(0.0) , static_cast<value_type>(0.1) , xerr );
+
+    stepper.do_step( std::make_pair( sys() , jacobi() ) , x ,
+                     static_cast<value_type>(0.0) , static_cast<value_type>(0.1) );
+
+//    using std::abs;
+//    value_type eps = 1E-12;
+//
+//    // compare with analytic solution of above system
+//    BOOST_CHECK_SMALL( abs( x(0) - 20.0/81.0 ) , eps );
+//    BOOST_CHECK_SMALL( abs( x(1) - 10.0/9.0 ) , eps );
+
+}
+
+BOOST_AUTO_TEST_CASE( test_rosenbrock4_controller )
+{
+    typedef rosenbrock4_controller< rosenbrock4< value_type > > stepper_type;
+    stepper_type stepper;
+
+    typedef stepper_type::state_type state_type;
+    typedef stepper_type::value_type stepper_value_type;
+    typedef stepper_type::deriv_type deriv_type;
+    typedef stepper_type::time_type time_type;
+
+    state_type x( 2 );
+    x( 0 ) = 0.0 ; x(1) = 1.0;
+
+    value_type t = 0.0 , dt = 0.01;
+    stepper.try_step( std::make_pair( sys() , jacobi() ) , x , t , dt );
+}
+
+BOOST_AUTO_TEST_CASE( test_rosenbrock4_dense_output )
+{
+    typedef rosenbrock4_dense_output< rosenbrock4_controller< rosenbrock4< value_type > > > stepper_type;
+    typedef rosenbrock4_controller< rosenbrock4< value_type > > controlled_stepper_type;
+    controlled_stepper_type  c_stepper;
+    stepper_type stepper( c_stepper );
+
+    typedef stepper_type::state_type state_type;
+    typedef stepper_type::value_type stepper_value_type;
+    typedef stepper_type::deriv_type deriv_type;
+    typedef stepper_type::time_type time_type;
+    state_type x( 2 );
+    x( 0 ) = 0.0 ; x(1) = 1.0;
+    stepper.initialize( x , 0.0 , 0.1 );
+    std::pair< value_type , value_type > tr = stepper.do_step( std::make_pair( sys() , jacobi() ) );
+    stepper.calc_state( 0.5 * ( tr.first + tr.second ) , x );
+}
+
+BOOST_AUTO_TEST_CASE( test_rosenbrock4_copy_dense_output )
+{
+    typedef rosenbrock4_controller< rosenbrock4< value_type > > controlled_stepper_type;
+    typedef rosenbrock4_dense_output< controlled_stepper_type > stepper_type;
+
+    controlled_stepper_type  c_stepper;
+    stepper_type stepper( c_stepper );
+    stepper_type stepper2( stepper );
+}
+
+BOOST_AUTO_TEST_SUITE_END()