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// Geometric Tools, LLC
// Copyright (c) 1998-2014
// Distributed under the Boost Software License, Version 1.0.
// http://www.boost.org/LICENSE_1_0.txt
// http://www.geometrictools.com/License/Boost/LICENSE_1_0.txt
//
// File Version: 5.0.2 (2011/07/09)
#include "Wm5MathematicsPCH.h"
#include "Wm5OdeImplicitEuler.h"
#include "Wm5LinearSystem.h"
namespace Wm5
{
//----------------------------------------------------------------------------
template <typename Real>
OdeImplicitEuler<Real>::OdeImplicitEuler (int dim, Real step,
typename OdeSolver<Real>::Function function,
DerivativeFunction derFunction, void* userData)
:
OdeSolver<Real>(dim, step, function, userData),
mDF(dim, dim),
mF(dim),
mIdentity(dim, dim)
{
mDerFunction = derFunction;
for (int i = 0; i < dim; ++i)
{
mIdentity[i][i] = (Real)1;
}
}
//----------------------------------------------------------------------------
template <typename Real>
OdeImplicitEuler<Real>::~OdeImplicitEuler ()
{
}
//----------------------------------------------------------------------------
template <typename Real>
void OdeImplicitEuler<Real>::Update (Real tIn, Real* xIn, Real& tOut,
Real* xOut)
{
mFunction(tIn, xIn, mUserData, mF);
mDerFunction(tIn, xIn, mUserData, mDF);
GMatrix<Real> DG = mIdentity - mStep*mDF;
GMatrix<Real> DGInverse(mDim, mDim);
bool invertible = LinearSystem<Real>().Inverse(DG, DGInverse);
if (invertible)
{
mF = DGInverse*mF;
for (int i = 0; i < mDim; ++i)
{
xOut[i] = xIn[i] + mStep*mF[i];
}
}
else
{
memcpy(xOut, xIn, mDim*sizeof(Real));
}
tOut = tIn + mStep;
}
//----------------------------------------------------------------------------
template <typename Real>
void OdeImplicitEuler<Real>::SetStepSize (Real step)
{
mStep = step;
}
//----------------------------------------------------------------------------
//----------------------------------------------------------------------------
// Explicit instantiation.
//----------------------------------------------------------------------------
template WM5_MATHEMATICS_ITEM
class OdeImplicitEuler<float>;
template WM5_MATHEMATICS_ITEM
class OdeImplicitEuler<double>;
//----------------------------------------------------------------------------
}
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