test/implicit_euler.cpp

/*
 [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()