Add Heun's method.

1 files changed, 37 insertions, 0 deletions

diff --git a/tests/Heun.cpp b/tests/Heun.cpp
new file mode 100644
index 0000000..758524b
--- /dev/null
+++ b/tests/Heun.cpp
@@ -0,0 +1,37 @@
+#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::HeunIntegrator integrator(f);
+  integrator.y(1.0).x(0.0).h(0.02);
+
+  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;
+
+  double error = std::fabs(expected - actual)/expected;
+  if (error > 1.4e-4) {
+    std::cerr << "Error:     " << 100.0*error << "%" << std::endl;
+    return EXIT_FAILURE;
+  } else {
+    std::cout << "Error:     " << 100.0*error << "%" << std::endl;
+    return EXIT_SUCCESS;
+  }
+}