Add CK45 method.

4 files changed, 198 insertions, 1 deletions

diff --git a/src/vZ.hpp b/src/vZ.hpp
index 7f72407..afce2d4 100644
--- a/src/vZ.hpp
+++ b/src/vZ.hpp
@@ -35,5 +35,6 @@
 #include <vZ/HE12.hpp>
 #include <vZ/BS23.hpp>
 #include <vZ/RKF45.hpp>
+#include <vZ/CK45.hpp>
 
 #endif // VZ_HPP
diff --git a/src/vZ/CK45.hpp b/src/vZ/CK45.hpp
new file mode 100644
index 0000000..333e451
--- /dev/null
+++ b/src/vZ/CK45.hpp
@@ -0,0 +1,154 @@
+/*************************************************************************
+ * Copyright (C) 2009-2010 Tavian Barnes <tavianator@gmail.com>          *
+ *                                                                       *
+ * This file is part of The vZ Library.                                  *
+ *                                                                       *
+ * The vZ Library is free software; you can redistribute it and/or       *
+ * modify it under the terms of the GNU Lesser General Public License as *
+ * published by the Free Software Foundation; either version 3 of the    *
+ * License, or (at your option) any later version.                       *
+ *                                                                       *
+ * The vZ Library is distributed in the hope that it will be useful, but *
+ * WITHOUT ANY WARRANTY; without even the implied warranty of            *
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU     *
+ * Lesser General Public License for more details.                       *
+ *                                                                       *
+ * You should have received a copy of the GNU Lesser General Public      *
+ * License along with this program.  If not, see                         *
+ * <http://www.gnu.org/licenses/>.                                       *
+ *************************************************************************/
+
+#ifndef VZ_CK45_HPP
+#define VZ_CK45_HPP
+
+namespace vZ
+{
+  // Cash-Karp method
+  //
+  // Fifth-order with embedded fourth-order
+  // Its tableau is:
+  //
+  //   0     |
+  //   1/5   |  1/5
+  //   3/10  |  3/40       9/40
+  //   3/5   |  3/10      -9/10     6/5
+  //   1     | -11/54      5/2     -70/27       35/27
+  //   7/8   | 1631/55296  175/512  575/13824   44275/110592 253/4096
+  //   ------+-----------------------------------------------------------------
+  //   b     | 37/378      0        250/621     125/594      0         512/1771
+  //   b*    | 2825/27648  0        18575/48384 13525/55296  277/14336 1/4
+  template <typename Y>
+  class GenericCK45Integrator : public GenericAdaptiveIntegrator<Y>
+  {
+  public:
+    typedef typename GenericAdaptiveIntegrator<Y>::Scalar   Scalar;
+    typedef typename GenericAdaptiveIntegrator<Y>::Function Function;
+
+    GenericCK45Integrator(Function f)
+      : GenericAdaptiveIntegrator<Y>(f, 5, s_a, s_b, s_bStar) { }
+    ~GenericCK45Integrator() { }
+
+  private:
+    typedef typename GenericAdaptiveIntegrator<Y>::ACoefficients ACoefficients;
+    typedef typename GenericAdaptiveIntegrator<Y>::BCoefficients BCoefficients;
+
+    static ACoefficients s_a;
+    static BCoefficients s_b;
+    static BCoefficients s_bStar;
+
+    static Scalar s_a2Arr[1];
+    static Scalar s_a3Arr[2];
+    static Scalar s_a4Arr[3];
+    static Scalar s_a5Arr[4];
+    static Scalar s_a6Arr[5];
+    static std::vector<Scalar> s_aArr[5];
+    static Scalar s_bArr[6];
+    static Scalar s_bStarArr[6];
+  };
+
+  // Type alias
+  typedef GenericCK45Integrator<double> CK45Integrator;
+
+  // Implementation
+
+  template <typename Y>
+  typename GenericCK45Integrator<Y>::Scalar
+  GenericCK45Integrator<Y>::s_a2Arr[1] = {
+    Scalar(1)/Scalar(5)
+  };
+  template <typename Y>
+  typename GenericCK45Integrator<Y>::Scalar
+  GenericCK45Integrator<Y>::s_a3Arr[2] = {
+    Scalar(3)/Scalar(40), Scalar(9)/Scalar(40)
+  };
+  template <typename Y>
+  typename GenericCK45Integrator<Y>::Scalar
+  GenericCK45Integrator<Y>::s_a4Arr[3] = {
+     Scalar(3)/Scalar(10),
+    -Scalar(9)/Scalar(10),
+     Scalar(6)/Scalar(5)
+  };
+  template <typename Y>
+  typename GenericCK45Integrator<Y>::Scalar
+  GenericCK45Integrator<Y>::s_a5Arr[4] = {
+    -Scalar(11)/Scalar(54),
+     Scalar(5)/Scalar(2),
+    -Scalar(70)/Scalar(27),
+     Scalar(35)/Scalar(27),
+  };
+  template <typename Y>
+  typename GenericCK45Integrator<Y>::Scalar
+  GenericCK45Integrator<Y>::s_a6Arr[5] = {
+    Scalar(1631)/Scalar(55296),
+    Scalar(175)/Scalar(512),
+    Scalar(575)/Scalar(13824),
+    Scalar(44275)/Scalar(110592),
+    Scalar(253)/Scalar(4096)
+  };
+
+  template <typename Y>
+  std::vector<typename GenericCK45Integrator<Y>::Scalar>
+  GenericCK45Integrator<Y>::s_aArr[5] = {
+    std::vector<Scalar>(s_a2Arr, s_a2Arr + 1),
+    std::vector<Scalar>(s_a3Arr, s_a3Arr + 2),
+    std::vector<Scalar>(s_a4Arr, s_a4Arr + 3),
+    std::vector<Scalar>(s_a5Arr, s_a5Arr + 4),
+    std::vector<Scalar>(s_a6Arr, s_a6Arr + 5)
+  };
+
+  template <typename Y>
+  typename GenericCK45Integrator<Y>::ACoefficients
+  GenericCK45Integrator<Y>::s_a(s_aArr, s_aArr + 5);
+
+  template <typename Y>
+  typename GenericCK45Integrator<Y>::Scalar
+  GenericCK45Integrator<Y>::s_bArr[6] = {
+    Scalar(37)/Scalar(378),
+    Scalar(0),
+    Scalar(250)/Scalar(621),
+    Scalar(125)/Scalar(594),
+    Scalar(0),
+    Scalar(512)/Scalar(1771),
+  };
+
+  template <typename Y>
+  typename GenericCK45Integrator<Y>::BCoefficients
+  GenericCK45Integrator<Y>::s_b(s_bArr, s_bArr + 6);
+
+  template <typename Y>
+  typename GenericCK45Integrator<Y>::Scalar
+  GenericCK45Integrator<Y>::s_bStarArr[6] = {
+    Scalar(2825)/Scalar(27648),
+    Scalar(0),
+    Scalar(18575)/Scalar(48384),
+    Scalar(13525)/Scalar(55296),
+    Scalar(277)/Scalar(14336),
+    Scalar(1)/Scalar(4)
+  };
+
+  template <typename Y>
+  typename GenericCK45Integrator<Y>::BCoefficients
+  GenericCK45Integrator<Y>::s_bStar(s_bStarArr, s_bStarArr + 6);
+}
+
+#endif // VZ_CK45_HPP
diff --git a/tests/CK45.cpp b/tests/CK45.cpp
new file mode 100644
index 0000000..e726bc6
--- /dev/null
+++ b/tests/CK45.cpp
@@ -0,0 +1,40 @@
+#include "vZ.hpp"
+#include <cmath>
+#include <cstdlib>
+#include <iostream>
+#include <iomanip>
+
+// y' = y (y == C*exp(t))
+double
+f(double t, double y)
+{
+  return y;
+}
+
+int
+main()
+{
+  vZ::CK45Integrator integrator(f);
+  integrator.tol(1e-6).y(1.0).x(0.0).h(0.06);
+
+  integrator.integrate(2.0);
+
+  double actual   = integrator.y();
+  double expected = std::exp(2.0);
+
+  std::cout << std::setprecision(10)
+            << "Numerical:  " << actual << std::endl
+            << "Expected:   " << expected  << std::endl
+            << "h:          " << integrator.h() << std::endl
+            << "Iterations: " << integrator.iterations() << std::endl
+            << "Rejections: " << integrator.rejections() << std::endl;
+
+  double error = std::fabs(expected - actual)/expected;
+  if (error > 2.7e-6) {
+    std::cerr << "Error:      " << 100.0*error << "%" << std::endl;
+    return EXIT_FAILURE;
+  } else {
+    std::cout << "Error:      " << 100.0*error << "%" << std::endl;
+    return EXIT_SUCCESS;
+  }
+}
diff --git a/tests/Makefile.am b/tests/Makefile.am
index f6ad25e..60e5cf3 100644
--- a/tests/Makefile.am
+++ b/tests/Makefile.am
@@ -25,7 +25,8 @@ check_PROGRAMS = Euler-test                                                    \
                  RK4-test                                                      \
                  HE12-test                                                     \
                  BS23-test                                                     \
-                 RKF45-test
+                 RKF45-test                                                    \
+                 CK45-test
 TESTS          = $(check_PROGRAMS)
 
 Euler_test_SOURCES    = Euler.cpp
@@ -35,3 +36,4 @@ RK4_test_SOURCES      = RK4.cpp
 HE12_test_SOURCES     = HE12.cpp
 BS23_test_SOURCES     = BS23.cpp
 RKF45_test_SOURCES    = RKF45.cpp
+CK45_test_SOURCES     = CK45.cpp