1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
|
/*
[auto_generated]
libs/numeric/odeint/test/integrate_overflow.cpp
[begin_description]
This file tests the overflow exception of the integrate functions.
[end_description]
Copyright 2015 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)
*/
#define BOOST_TEST_MODULE odeint_integrate_overflow
#include <boost/test/unit_test.hpp>
#include <utility>
#include <iostream>
#include <vector>
#include <vector>
#include <cmath>
#include <iostream>
#include <boost/iterator/counting_iterator.hpp>
#include <boost/numeric/odeint.hpp>
using namespace boost::numeric::odeint;
typedef double value_type;
typedef std::vector< value_type > state_type;
// the famous lorenz system as usual
void lorenz( const state_type &x , state_type &dxdt , const value_type t )
{
//const value_type sigma( 10.0 );
const value_type R( 28.0 );
const value_type b( value_type( 8.0 ) / value_type( 3.0 ) );
// first component trivial
dxdt[0] = 1.0; //sigma * ( x[1] - x[0] );
dxdt[1] = R * x[0] - x[1] - x[0] * x[2];
dxdt[2] = -b * x[2] + x[0] * x[1];
}
struct push_back_time
{
std::vector< double >& m_times;
push_back_time( std::vector< double > × )
: m_times( times ) { }
void operator()( const state_type &x , double t )
{
m_times.push_back( t );
}
};
typedef runge_kutta_dopri5<state_type> stepper_type;
typedef runge_kutta_cash_karp54<state_type> cash_karp_type;
BOOST_AUTO_TEST_SUITE( integrate_overflow )
BOOST_AUTO_TEST_CASE( test_integrate_const )
{
state_type x(3, 5.0);
std::vector<double> times;
// check the function signatures with normal stepper
integrate_const(stepper_type(), lorenz, x, 0.0, 10.0, 1.0);
integrate_const(stepper_type(), lorenz, x, 0.0, 10.0, 1.0, null_observer());
// no exceptions expected for normal steppers
integrate_const(stepper_type(), lorenz, x, 0.0, 10.0, 1.0, null_observer(), max_step_checker(10));
// check exceptions for controlled stepper
integrate_const(make_controlled<stepper_type>(1E-5, 1E-5), lorenz, x, 0.0, 10.0, 1.0);
// very small error terms -> standard overflow threshold of 500 should fire an exception
BOOST_CHECK_THROW(integrate_const(make_controlled<stepper_type>(1E-15, 1E-15), lorenz, x,
0.0, 10.0, 1.0, push_back_time(times), max_step_checker()),
std::runtime_error);
// small threshold of 10 -> larger error still gives an exception
BOOST_CHECK_THROW(integrate_const(make_controlled<stepper_type>(1E-5, 1E-5), lorenz, x,
0.0, 10.0, 1.0, push_back_time(times), max_step_checker(10)),
std::runtime_error);
// check exceptions for dense output stepper
integrate_const(make_dense_output<stepper_type>(1E-5, 1E-5), lorenz, x, 0.0, 10.0, 1.0);
integrate_const(make_dense_output<stepper_type>(1E-5, 1E-5), lorenz, x, 0.0, 10.0, 1.0);
// very small error terms -> standard overflow threshold of 500 should fire an exception
BOOST_CHECK_THROW(integrate_const(make_dense_output<stepper_type>(1E-15, 1E-15), lorenz, x,
0.0, 10.0, 1.0, push_back_time(times), max_step_checker()),
std::runtime_error);
// small threshold of 10 -> larger error still gives an exception
BOOST_CHECK_THROW(integrate_const(make_dense_output<stepper_type>(1E-5, 1E-5), lorenz, x,
0.0, 10.0, 1.0, push_back_time(times), max_step_checker(10)),
std::runtime_error);
}
BOOST_AUTO_TEST_CASE( test_integrate_n_steps )
{
state_type x(3, 5.0);
std::vector<double> times;
// check the function signatures with normal stepper
integrate_n_steps(stepper_type(), lorenz, x, 0.0, 1.0, 10);
integrate_n_steps(stepper_type(), lorenz, x, 0.0, 1.0, 10, null_observer());
// no exceptions expected for normal steppers
integrate_n_steps(stepper_type(), lorenz, x, 0.0, 1.0, 10, null_observer(), max_step_checker(10));
// check exceptions for controlled stepper
integrate_n_steps(make_controlled<stepper_type>(1E-5, 1E-5), lorenz, x, 0.0, 1.0, 10);
// very small error terms -> standard overflow threshold of 500 should fire an exception
BOOST_CHECK_THROW(integrate_n_steps(make_controlled<stepper_type>(1E-15, 1E-15), lorenz, x,
0.0, 1.0, 10, push_back_time(times), max_step_checker()),
std::runtime_error);
// small threshold of 10 -> larger error still gives an exception
BOOST_CHECK_THROW(integrate_n_steps(make_controlled<stepper_type>(1E-5, 1E-5), lorenz, x,
0.0, 1.0, 10, push_back_time(times), max_step_checker(10)),
std::runtime_error);
// check exceptions for dense output stepper
integrate_n_steps(make_dense_output<stepper_type>(1E-5, 1E-5), lorenz, x, 0.0, 1.0, 10);
integrate_n_steps(make_dense_output<stepper_type>(1E-5, 1E-5), lorenz, x, 0.0, 1.0, 10, push_back_time(times));
// very small error terms -> standard overflow threshold of 500 should fire an exception
BOOST_CHECK_THROW(integrate_n_steps(make_dense_output<stepper_type>(1E-15, 1E-15), lorenz, x,
0.0, 1.0, 10, push_back_time(times), max_step_checker()),
std::runtime_error);
// small threshold of 10 -> larger error still gives an exception
BOOST_CHECK_THROW(integrate_n_steps(make_dense_output<stepper_type>(1E-5, 1E-5), lorenz, x,
0.0, 1.0, 10, push_back_time(times), max_step_checker(10)),
std::runtime_error);
}
BOOST_AUTO_TEST_CASE( test_integrate_times )
{
state_type x(3, 5.0);
std::vector<double> times;
boost::counting_iterator<int> t0(0);
boost::counting_iterator<int> t1(10);
// check the function signatures with normal stepper
integrate_times(stepper_type(), lorenz, x, t0, t1, 1.0 , push_back_time(times));
// no exceptions expected for big enough step size
integrate_times(stepper_type(), lorenz, x, t0, t1, 1.0 , push_back_time(times), max_step_checker(10));
// if dt*max_steps < observer time difference we expect an exception
BOOST_CHECK_THROW(integrate_times(stepper_type(), lorenz, x, t0, t1, 0.01, push_back_time(times),
max_step_checker(10)),
std::runtime_error);
// check exceptions for controlled stepper
// no exception if no checker is provided
integrate_times(make_controlled<stepper_type>(1E-5, 1E-5), lorenz, x, t0, t1, 1.0 , push_back_time(times));
// very small error terms -> standard overflow threshold of 500 should fire an exception
BOOST_CHECK_THROW(integrate_times(make_controlled<stepper_type>(1E-15, 1E-15), lorenz, x,
t0, t1, 1.0 , push_back_time(times), max_step_checker()),
std::runtime_error);
// small threshold of 10 -> larger error still gives an exception
BOOST_CHECK_THROW(integrate_times(make_controlled<stepper_type>(1E-5, 1E-5), lorenz, x,
t0, t1, 1.0 , push_back_time(times), max_step_checker(10)),
std::runtime_error);
// check cash karp controlled stepper
// no exception if no checker is provided
integrate_times(make_controlled<cash_karp_type>(1E-5, 1E-5), lorenz, x, t0, t1, 1.0 , push_back_time(times));
// very small error terms -> standard overflow threshold of 500 should fire an exception
BOOST_CHECK_THROW(integrate_times(make_controlled<cash_karp_type>(1E-15, 1E-15), lorenz, x,
t0, t1, 1.0 , push_back_time(times), max_step_checker()),
std::runtime_error);
// small threshold of 10 -> larger error still gives an exception
BOOST_CHECK_THROW(integrate_times(make_controlled<cash_karp_type>(1E-5, 1E-5), lorenz, x,
t0, t1, 1.0 , push_back_time(times), max_step_checker(10)),
std::runtime_error);
// check exceptions for dense output stepper
integrate_times(make_dense_output<stepper_type>(1E-5, 1E-5), lorenz, x, t0, t1, 1.0 ,
push_back_time(times));
// very small error terms -> standard overflow threshold of 500 should fire an exception
BOOST_CHECK_THROW(integrate_times(make_dense_output<stepper_type>(1E-15, 1E-15), lorenz, x,
t0, t1, 1.0 , push_back_time(times), max_step_checker()),
std::runtime_error);
// small threshold of 10 -> larger error still gives an exception
BOOST_CHECK_THROW(integrate_times(make_dense_output<stepper_type>(1E-5, 1E-5), lorenz, x,
t0, t1, 1.0 , push_back_time(times), max_step_checker(10)),
std::runtime_error);
}
BOOST_AUTO_TEST_SUITE_END()
|
