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/examples/openmp/lorenz_ensemble.cpp b/examples/openmp/lorenz_ensemble.cpp
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+++ b/examples/openmp/lorenz_ensemble.cpp
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+/* Boost libs/numeric/odeint/examples/openmp/lorenz_ensemble.cpp
+
+ Copyright 2013 Karsten Ahnert
+ Copyright 2013 Mario Mulansky
+ Copyright 2013 Pascal Germroth
+
+ Parallelized Lorenz ensembles
+
+ 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 <omp.h>
+#include <vector>
+#include <iostream>
+#include <iterator>
+#include <boost/numeric/odeint.hpp>
+#include <boost/numeric/odeint/external/openmp/openmp.hpp>
+#include <boost/lexical_cast.hpp>
+#include "point_type.hpp"
+
+using namespace std;
+using namespace boost::numeric::odeint;
+
+typedef point<double, 3> point_type;
+typedef vector< point_type > inner_state_type;
+typedef openmp_state<point_type> state_type;
+
+const double sigma = 10.0;
+const double b = 8.0 / 3.0;
+
+
+struct sys_func {
+    const vector<double> &R;
+    sys_func( vector<double> &R ) : R(R) {}
+
+    void operator()( const state_type &x , state_type &dxdt , double t ) const {
+#       pragma omp parallel for
+        for(size_t j = 0 ; j < x.size() ; j++) {
+            size_t offset = 0;
+            for(size_t i = 0 ; i < j ; i++)
+                offset += x[i].size();
+
+            for(size_t i = 0 ; i < x[j].size() ; i++) {
+                const point_type &xi = x[j][i];
+                point_type &dxdti = dxdt[j][i];
+                dxdti[0] = -sigma * (xi[0] - xi[1]);
+                dxdti[1] = R[offset + i] * xi[0] - xi[1] - xi[0] * xi[2];
+                dxdti[2] = -b * xi[2] + xi[0] * xi[1];
+            }
+        }
+    }
+};
+
+
+int main(int argc, char **argv) {
+    size_t n = 1024;
+    if(argc > 1) n = boost::lexical_cast<size_t>(argv[1]);
+
+    vector<double> R(n);
+    const double Rmin = 0.1, Rmax = 50.0;
+#   pragma omp parallel for
+    for(size_t i = 0 ; i < n ; i++)
+        R[i] = Rmin + (Rmax - Rmin) / (n - 1) * i;
+
+    vector<point_type> inner(n, point_type(10, 10, 10));
+    state_type state;
+    split(inner, state);
+
+    cerr << "openmp_state split " << n << " into";
+    for(size_t i = 0 ; i != state.size() ; i++)
+        cerr << ' ' << state[i].size();
+    cerr << endl;
+
+    typedef runge_kutta4< state_type, double > stepper;
+
+    const double t_max = 10.0, dt = 0.01;
+
+    integrate_const(
+        stepper(),
+        sys_func(R),
+        state,
+        0.0, t_max, dt
+    );
+
+    unsplit(state, inner);
+    std::copy( inner.begin(), inner.end(), ostream_iterator<point_type>(cout, "\n") );
+
+    return 0;
+}