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/thrust/phase_oscillator_ensemble.cu b/examples/thrust/phase_oscillator_ensemble.cu
new file mode 100644
index 0000000..d678b8f
--- /dev/null
+++ b/examples/thrust/phase_oscillator_ensemble.cu
@@ -0,0 +1,280 @@
+/*
+ The example how the phase_oscillator ensemble can be implemented using CUDA and thrust
+
+ Copyright 2011-2013 Mario Mulansky
+ Copyright 2011 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)
+ */
+
+#include <iostream>
+#include <fstream>
+#include <cmath>
+#include <utility>
+
+#include <thrust/device_vector.h>
+#include <thrust/reduce.h>
+#include <thrust/functional.h>
+
+#include <boost/numeric/odeint.hpp>
+#include <boost/numeric/odeint/external/thrust/thrust.hpp>
+
+#include <boost/timer.hpp>
+#include <boost/random/cauchy_distribution.hpp>
+
+using namespace std;
+
+using namespace boost::numeric::odeint;
+
+/*
+ * Sorry for that dirty hack, but nvcc has large problems with boost::random.
+ *
+ * Nevertheless we need the cauchy distribution from boost::random, and therefore
+ * we need a generator. Here it is:
+ */
+struct drand48_generator
+{
+ typedef double result_type;
+ result_type operator()( void ) const { return drand48(); }
+ result_type min( void ) const { return 0.0; }
+ result_type max( void ) const { return 1.0; }
+};
+
+//[ thrust_phase_ensemble_state_type
+//change this to float if your device does not support double computation
+typedef double value_type;
+
+//change this to host_vector< ... > of you want to run on CPU
+typedef thrust::device_vector< value_type > state_type;
+// typedef thrust::host_vector< value_type > state_type;
+//]
+
+
+//[ thrust_phase_ensemble_mean_field_calculator
+struct mean_field_calculator
+{
+ struct sin_functor : public thrust::unary_function< value_type , value_type >
+ {
+ __host__ __device__
+ value_type operator()( value_type x) const
+ {
+ return sin( x );
+ }
+ };
+
+ struct cos_functor : public thrust::unary_function< value_type , value_type >
+ {
+ __host__ __device__
+ value_type operator()( value_type x) const
+ {
+ return cos( x );
+ }
+ };
+
+ static std::pair< value_type , value_type > get_mean( const state_type &x )
+ {
+ //[ thrust_phase_ensemble_sin_sum
+ value_type sin_sum = thrust::reduce(
+ thrust::make_transform_iterator( x.begin() , sin_functor() ) ,
+ thrust::make_transform_iterator( x.end() , sin_functor() ) );
+ //]
+ value_type cos_sum = thrust::reduce(
+ thrust::make_transform_iterator( x.begin() , cos_functor() ) ,
+ thrust::make_transform_iterator( x.end() , cos_functor() ) );
+
+ cos_sum /= value_type( x.size() );
+ sin_sum /= value_type( x.size() );
+
+ value_type K = sqrt( cos_sum * cos_sum + sin_sum * sin_sum );
+ value_type Theta = atan2( sin_sum , cos_sum );
+
+ return std::make_pair( K , Theta );
+ }
+};
+//]
+
+
+
+//[ thrust_phase_ensemble_sys_function
+class phase_oscillator_ensemble
+{
+
+public:
+
+ struct sys_functor
+ {
+ value_type m_K , m_Theta , m_epsilon;
+
+ sys_functor( value_type K , value_type Theta , value_type epsilon )
+ : m_K( K ) , m_Theta( Theta ) , m_epsilon( epsilon ) { }
+
+ template< class Tuple >
+ __host__ __device__
+ void operator()( Tuple t )
+ {
+ thrust::get<2>(t) = thrust::get<1>(t) + m_epsilon * m_K * sin( m_Theta - thrust::get<0>(t) );
+ }
+ };
+
+ // ...
+ //<-
+ phase_oscillator_ensemble( size_t N , value_type g = 1.0 , value_type epsilon = 1.0 )
+ : m_omega() , m_N( N ) , m_epsilon( epsilon )
+ {
+ create_frequencies( g );
+ }
+
+ void create_frequencies( value_type g )
+ {
+ boost::cauchy_distribution< value_type > cauchy( 0.0 , g );
+// boost::variate_generator< boost::mt19937&, boost::cauchy_distribution< value_type > > gen( rng , cauchy );
+ drand48_generator d48;
+ vector< value_type > omega( m_N );
+ for( size_t i=0 ; i<m_N ; ++i )
+ omega[i] = cauchy( d48 );
+// generate( omega.begin() , omega.end() , gen );
+ m_omega = omega;
+ }
+
+ void set_epsilon( value_type epsilon ) { m_epsilon = epsilon; }
+
+ value_type get_epsilon( void ) const { return m_epsilon; }
+ //->
+
+ void operator() ( const state_type &x , state_type &dxdt , const value_type dt ) const
+ {
+ std::pair< value_type , value_type > mean_field = mean_field_calculator::get_mean( x );
+
+ thrust::for_each(
+ thrust::make_zip_iterator( thrust::make_tuple( x.begin() , m_omega.begin() , dxdt.begin() ) ),
+ thrust::make_zip_iterator( thrust::make_tuple( x.end() , m_omega.end() , dxdt.end()) ) ,
+ sys_functor( mean_field.first , mean_field.second , m_epsilon )
+ );
+ }
+
+ // ...
+ //<-
+private:
+
+ state_type m_omega;
+ const size_t m_N;
+ value_type m_epsilon;
+ //->
+};
+//]
+
+
+//[ thrust_phase_ensemble_observer
+struct statistics_observer
+{
+ value_type m_K_mean;
+ size_t m_count;
+
+ statistics_observer( void )
+ : m_K_mean( 0.0 ) , m_count( 0 ) { }
+
+ template< class State >
+ void operator()( const State &x , value_type t )
+ {
+ std::pair< value_type , value_type > mean = mean_field_calculator::get_mean( x );
+ m_K_mean += mean.first;
+ ++m_count;
+ }
+
+ value_type get_K_mean( void ) const { return ( m_count != 0 ) ? m_K_mean / value_type( m_count ) : 0.0 ; }
+
+ void reset( void ) { m_K_mean = 0.0; m_count = 0; }
+};
+//]
+
+
+
+// const size_t N = 16384 * 128;
+const size_t N = 16384;
+const value_type pi = 3.1415926535897932384626433832795029;
+const value_type dt = 0.1;
+const value_type d_epsilon = 0.1;
+const value_type epsilon_min = 0.0;
+const value_type epsilon_max = 5.0;
+const value_type t_transients = 10.0;
+const value_type t_max = 100.0;
+
+int main( int arc , char* argv[] )
+{
+ // initial conditions on host
+ vector< value_type > x_host( N );
+ for( size_t i=0 ; i<N ; ++i ) x_host[i] = 2.0 * pi * drand48();
+
+ //[ thrust_phase_ensemble_system_instance
+ phase_oscillator_ensemble ensemble( N , 1.0 );
+ //]
+
+
+
+ boost::timer timer;
+ boost::timer timer_local;
+ double dopri5_time = 0.0 , rk4_time = 0.0;
+ {
+ //[thrust_phase_ensemble_define_dopri5
+ typedef runge_kutta_dopri5< state_type , value_type , state_type , value_type > stepper_type;
+ //]
+
+ ofstream fout( "phase_ensemble_dopri5.dat" );
+ timer.restart();
+ for( value_type epsilon = epsilon_min ; epsilon < epsilon_max ; epsilon += d_epsilon )
+ {
+ ensemble.set_epsilon( epsilon );
+ statistics_observer obs;
+ state_type x = x_host;
+
+ timer_local.restart();
+
+ // calculate some transients steps
+ //[ thrust_phase_ensemble_integration
+ size_t steps1 = integrate_const( make_controlled( 1.0e-6 , 1.0e-6 , stepper_type() ) , boost::ref( ensemble ) , x , 0.0 , t_transients , dt );
+ //]
+
+ // integrate and compute the statistics
+ size_t steps2 = integrate_const( make_dense_output( 1.0e-6 , 1.0e-6 , stepper_type() ) , boost::ref( ensemble ) , x , 0.0 , t_max , dt , boost::ref( obs ) );
+
+ fout << epsilon << "\t" << obs.get_K_mean() << endl;
+ cout << "Dopri5 : " << epsilon << "\t" << obs.get_K_mean() << "\t" << timer_local.elapsed() << "\t" << steps1 << "\t" << steps2 << endl;
+ }
+ dopri5_time = timer.elapsed();
+ }
+
+
+
+ {
+ //[ thrust_phase_ensemble_define_rk4
+ typedef runge_kutta4< state_type , value_type , state_type , value_type > stepper_type;
+ //]
+
+ ofstream fout( "phase_ensemble_rk4.dat" );
+ timer.restart();
+ for( value_type epsilon = epsilon_min ; epsilon < epsilon_max ; epsilon += d_epsilon )
+ {
+ ensemble.set_epsilon( epsilon );
+ statistics_observer obs;
+ state_type x = x_host;
+
+ timer_local.restart();
+
+ // calculate some transients steps
+ size_t steps1 = integrate_const( stepper_type() , boost::ref( ensemble ) , x , 0.0 , t_transients , dt );
+
+ // integrate and compute the statistics
+ size_t steps2 = integrate_const( stepper_type() , boost::ref( ensemble ) , x , 0.0 , t_max , dt , boost::ref( obs ) );
+ fout << epsilon << "\t" << obs.get_K_mean() << endl;
+ cout << "RK4 : " << epsilon << "\t" << obs.get_K_mean() << "\t" << timer_local.elapsed() << "\t" << steps1 << "\t" << steps2 << endl;
+ }
+ rk4_time = timer.elapsed();
+ }
+
+ cout << "Dopri 5 : " << dopri5_time << " s\n";
+ cout << "RK4 : " << rk4_time << "\n";
+
+ return 0;
+}