implicit_euler_mtl.cpp 7.4 KB

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  1. /*
  2. * Copyright 2012 Karsten Ahnert
  3. * Copyright 2012 Mario Mulansky
  4. *
  5. * Distributed under the Boost Software License, Version 1.0.
  6. * (See accompanying file LICENSE_1_0.txt or
  7. * copy at http://www.boost.org/LICENSE_1_0.txt)
  8. */
  9. #include <iostream>
  10. #include <fstream>
  11. #include <utility>
  12. #include "time.h"
  13. #include <boost/numeric/odeint.hpp>
  14. #include <boost/phoenix/phoenix.hpp>
  15. #include <boost/numeric/mtl/mtl.hpp>
  16. #include <boost/numeric/odeint/external/mtl4/implicit_euler_mtl4.hpp>
  17. using namespace std;
  18. using namespace boost::numeric::odeint;
  19. namespace phoenix = boost::phoenix;
  20. typedef mtl::dense_vector< double > vec_mtl4;
  21. typedef mtl::compressed2D< double > mat_mtl4;
  22. typedef boost::numeric::ublas::vector< double > vec_ublas;
  23. typedef boost::numeric::ublas::matrix< double > mat_ublas;
  24. // two systems defined 1 & 2 both are mostly sparse with the number of element variable
  25. struct system1_mtl4
  26. {
  27. void operator()( const vec_mtl4 &x , vec_mtl4 &dxdt , double t )
  28. {
  29. int size = mtl::size(x);
  30. dxdt[ 0 ] = -0.06*x[0];
  31. for (int i =1; i< size ; ++i){
  32. dxdt[ i ] = 4.2*x[i-1]-2.2*x[i]*x[i];
  33. }
  34. }
  35. };
  36. struct jacobi1_mtl4
  37. {
  38. void operator()( const vec_mtl4 &x , mat_mtl4 &J , const double &t )
  39. {
  40. int size = mtl::size(x);
  41. mtl::matrix::inserter<mat_mtl4> ins(J);
  42. ins[0][0]=-0.06;
  43. for (int i =1; i< size ; ++i)
  44. {
  45. ins[i][i-1] = + 4.2;
  46. ins[i][i] = -4.2*x[i];
  47. }
  48. }
  49. };
  50. struct system1_ublas
  51. {
  52. void operator()( const vec_ublas &x , vec_ublas &dxdt , double t )
  53. {
  54. int size = x.size();
  55. dxdt[ 0 ] = -0.06*x[0];
  56. for (int i =1; i< size ; ++i){
  57. dxdt[ i ] = 4.2*x[i-1]-2.2*x[i]*x[i];
  58. }
  59. }
  60. };
  61. struct jacobi1_ublas
  62. {
  63. void operator()( const vec_ublas &x , mat_ublas &J , const double &t )
  64. {
  65. int size = x.size();
  66. // mtl::matrix::inserter<mat_mtl4> ins(J);
  67. J(0,0)=-0.06;
  68. for (int i =1; i< size ; ++i){
  69. //ins[i][0]=120.0*x[i];
  70. J(i,i-1) = + 4.2;
  71. J(i,i) = -4.2*x[i];
  72. }
  73. }
  74. };
  75. struct system2_mtl4
  76. {
  77. void operator()( const vec_mtl4 &x , vec_mtl4 &dxdt , double t )
  78. {
  79. int size = mtl::size(x);
  80. for (int i =0; i< size/5 ; i+=5){
  81. dxdt[ i ] = -0.5*x[i];
  82. dxdt[i+1]= +25*x[i+1]*x[i+2]-740*x[i+3]*x[i+3]+4.2e-2*x[i];
  83. dxdt[i+2]= +25*x[i]*x[i]-740*x[i+3]*x[i+3];
  84. dxdt[i+3]= -25*x[i+1]*x[i+2]+740*x[i+3]*x[i+3];
  85. dxdt[i+4] = 0.250*x[i]*x[i+1]-44.5*x[i+3];
  86. }
  87. }
  88. };
  89. struct jacobi2_mtl4
  90. {
  91. void operator()( const vec_mtl4 &x , mat_mtl4 &J , const double &t )
  92. {
  93. int size = mtl::size(x);
  94. mtl::matrix::inserter<mat_mtl4> ins(J);
  95. for (int i =0; i< size/5 ; i+=5){
  96. ins[ i ][i] = -0.5;
  97. ins[i+1][i+1]=25*x[i+2];
  98. ins[i+1][i+2] = 25*x[i+1];
  99. ins[i+1][i+3] = -740*2*x[i+3];
  100. ins[i+1][i] =+4.2e-2;
  101. ins[i+2][i]= 50*x[i];
  102. ins[i+2][i+3]= -740*2*x[i+3];
  103. ins[i+3][i+1] = -25*x[i+2];
  104. ins[i+3][i+2] = -25*x[i+1];
  105. ins[i+3][i+3] = +740*2*x[i+3];
  106. ins[i+4][i] = 0.25*x[i+1];
  107. ins[i+4][i+1] =0.25*x[i];
  108. ins[i+4][i+3]=-44.5;
  109. }
  110. }
  111. };
  112. struct system2_ublas
  113. {
  114. void operator()( const vec_ublas &x , vec_ublas &dxdt , double t )
  115. {
  116. int size = x.size();
  117. for (int i =0; i< size/5 ; i+=5){
  118. dxdt[ i ] = -4.2e-2*x[i];
  119. dxdt[i+1]= +25*x[i+1]*x[i+2]-740*x[i+3]*x[i+3]+4.2e-2*x[i];
  120. dxdt[i+2]= +25*x[i]*x[i]-740*x[i+3]*x[i+3];
  121. dxdt[i+3]= -25*x[i+1]*x[i+2]+740*x[i+3]*x[i+3];
  122. dxdt[i+4] = 0.250*x[i]*x[i+1]-44.5*x[i+3];
  123. }
  124. }
  125. };
  126. struct jacobi2_ublas
  127. {
  128. void operator()( const vec_ublas &x , mat_ublas &J , const double &t )
  129. {
  130. int size = x.size();
  131. for (int i =0; i< size/5 ; i+=5){
  132. J(i ,i) = -4.2e-2;
  133. J(i+1,i+1)=25*x[i+2];
  134. J(i+1,i+2) = 25*x[i+1];
  135. J(i+1,i+3) = -740*2*x[i+3];
  136. J(i+1,i) =+4.2e-2;
  137. J(i+2,i)= 50*x[i];
  138. J(i+2,i+3)= -740*2*x[i+3];
  139. J(i+3,i+1) = -25*x[i+2];
  140. J(i+3,i+2) = -25*x[i+1];
  141. J(i+3,i+3) = +740*2*x[i+3];
  142. J(i+4,i) = 0.25*x[i+1];
  143. J(i+4,i+1) =0.25*x[i];
  144. J(i+4,i+3)=-44.5;
  145. }
  146. }
  147. };
  148. void testRidiculouslyMassiveArray( int size )
  149. {
  150. typedef boost::numeric::odeint::implicit_euler_mtl4 < double > mtl4stepper;
  151. typedef boost::numeric::odeint::implicit_euler< double > booststepper;
  152. vec_mtl4 x(size , 0.0);
  153. x[0]=1;
  154. double dt = 0.02;
  155. double endtime = 10.0;
  156. clock_t tstart_mtl4 = clock();
  157. size_t num_of_steps_mtl4 = integrate_const(
  158. mtl4stepper() ,
  159. make_pair( system1_mtl4() , jacobi1_mtl4() ) ,
  160. x , 0.0 , endtime , dt );
  161. clock_t tend_mtl4 = clock() ;
  162. clog << x[0] << endl;
  163. clog << num_of_steps_mtl4 << " time elapsed: " << (double)(tend_mtl4-tstart_mtl4 )/CLOCKS_PER_SEC << endl;
  164. vec_ublas x_ublas(size , 0.0);
  165. x_ublas[0]=1;
  166. clock_t tstart_boost = clock();
  167. size_t num_of_steps_ublas = integrate_const(
  168. booststepper() ,
  169. make_pair( system1_ublas() , jacobi1_ublas() ) ,
  170. x_ublas , 0.0 , endtime , dt );
  171. clock_t tend_boost = clock() ;
  172. clog << x_ublas[0] << endl;
  173. clog << num_of_steps_ublas << " time elapsed: " << (double)(tend_boost-tstart_boost)/CLOCKS_PER_SEC<< endl;
  174. clog << "dt_ublas/dt_mtl4 = " << (double)( tend_boost-tstart_boost )/( tend_mtl4-tstart_mtl4 ) << endl << endl;
  175. return ;
  176. }
  177. void testRidiculouslyMassiveArray2( int size )
  178. {
  179. typedef boost::numeric::odeint::implicit_euler_mtl4 < double > mtl4stepper;
  180. typedef boost::numeric::odeint::implicit_euler< double > booststepper;
  181. vec_mtl4 x(size , 0.0);
  182. x[0]=100;
  183. double dt = 0.01;
  184. double endtime = 10.0;
  185. clock_t tstart_mtl4 = clock();
  186. size_t num_of_steps_mtl4 = integrate_const(
  187. mtl4stepper() ,
  188. make_pair( system1_mtl4() , jacobi1_mtl4() ) ,
  189. x , 0.0 , endtime , dt );
  190. clock_t tend_mtl4 = clock() ;
  191. clog << x[0] << endl;
  192. clog << num_of_steps_mtl4 << " time elapsed: " << (double)(tend_mtl4-tstart_mtl4 )/CLOCKS_PER_SEC << endl;
  193. vec_ublas x_ublas(size , 0.0);
  194. x_ublas[0]=100;
  195. clock_t tstart_boost = clock();
  196. size_t num_of_steps_ublas = integrate_const(
  197. booststepper() ,
  198. make_pair( system1_ublas() , jacobi1_ublas() ) ,
  199. x_ublas , 0.0 , endtime , dt );
  200. clock_t tend_boost = clock() ;
  201. clog << x_ublas[0] << endl;
  202. clog << num_of_steps_ublas << " time elapsed: " << (double)(tend_boost-tstart_boost)/CLOCKS_PER_SEC<< endl;
  203. clog << "dt_ublas/dt_mtl4 = " << (double)( tend_boost-tstart_boost )/( tend_mtl4-tstart_mtl4 ) << endl << endl;
  204. return ;
  205. }
  206. int main( int argc , char **argv )
  207. {
  208. std::vector< size_t > length;
  209. length.push_back( 8 );
  210. length.push_back( 16 );
  211. length.push_back( 32 );
  212. length.push_back( 64 );
  213. length.push_back( 128 );
  214. length.push_back( 256 );
  215. for( size_t i=0 ; i<length.size() ; ++i )
  216. {
  217. clog << "Testing with size " << length[i] << endl;
  218. testRidiculouslyMassiveArray( length[i] );
  219. }
  220. clog << endl << endl;
  221. for( size_t i=0 ; i<length.size() ; ++i )
  222. {
  223. clog << "Testing with size " << length[i] << endl;
  224. testRidiculouslyMassiveArray2( length[i] );
  225. }
  226. }