embedded_solver.h

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/*
 * Copyright 2021 MusicScience37 (Kenta Kabashima)
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
#pragma once
 
#include <cmath>
#include <limits>
#include <optional>
#include <type_traits>  // IWYU pragma: keep
 
#include "num_collect/base/exception.h"
#include "num_collect/base/index_type.h"
#include "num_collect/base/precondition.h"
#include "num_collect/constants/one.h"   // IWYU pragma: keep
#include "num_collect/constants/zero.h"  // IWYU pragma: keep
#include "num_collect/logging/iterations/iteration_logger.h"
#include "num_collect/logging/logging_macros.h"
#include "num_collect/ode/concepts/embedded_formula.h"
#include "num_collect/ode/concepts/step_size_controller.h"
#include "num_collect/ode/error_tolerances.h"
#include "num_collect/ode/initial_step_size_calculator.h"
#include "num_collect/ode/pi_step_size_controller.h"
#include "num_collect/ode/solver_base.h"
#include "num_collect/util/is_eigen_vector.h"  // IWYU pragma: keep
 
namespace num_collect::ode {
 
template <concepts::embedded_formula Formula,
    concepts::step_size_controller StepSizeController =
        pi_step_size_controller<Formula>>
class embedded_solver
    : public solver_base<embedded_solver<Formula, StepSizeController>,
          Formula> {
public:
    using this_type = embedded_solver<Formula, StepSizeController>;
 
    using base_type =
        solver_base<embedded_solver<Formula, StepSizeController>, Formula>;
 
    using typename base_type::formula_type;
    using typename base_type::problem_type;
    using typename base_type::scalar_type;
    using typename base_type::variable_type;
 
    using step_size_controller_type = StepSizeController;
 
    static_assert(std::is_same_v<formula_type,
        typename step_size_controller_type::formula_type>);
 
    static constexpr index_type lesser_order = formula_type::lesser_order;
 
    using base_type::base_type;
    using base_type::formula;
    using base_type::problem;
 
    void init(scalar_type time, const variable_type& variable) {
        time_ = time;
        variable_ = variable;
        steps_ = 0;
 
        step_size_controller_.init();
 
        if (step_size_) {
            NUM_COLLECT_LOG_DEBUG(this->logger(),
                "Using user-specified initial step size {}.", *step_size_);
        } else {
            NUM_COLLECT_LOG_TRACE(
                this->logger(), "Automatically calculate initial step size.");
            step_size_ = initial_step_size_calculator<formula_type>().calculate(
                this->problem(), time_, variable_,
                step_size_controller_.limits(),
                step_size_controller_.tolerances());
            NUM_COLLECT_LOG_DEBUG(this->logger(),
                "Automatically selected initial step size {}.", *step_size_);
        }
    }
 
    void step() {
        NUM_COLLECT_PRECONDITION(step_size_, this->logger(),
            "Step size is not set yet. You may forget to call init "
            "function.");
 
        prev_variable_ = variable_;
 
        formula().step_embedded(
            time_, *step_size_, prev_variable_, variable_, error_);
        constexpr index_type max_retry = 10000;  // safe guard
        for (index_type i = 0; i < max_retry; ++i) {
            const scalar_type last_step_size = *step_size_;
            if (step_size_controller_.check_and_calc_next(
                    *step_size_, variable_, error_)) {
                time_ += last_step_size;
                ++steps_;
                last_step_size_ = last_step_size;
                return;
            }
            formula().step_embedded(
                time_, *step_size_, prev_variable_, variable_, error_);
        }
    }
 
    void configure_iteration_logger(
        logging::iterations::iteration_logger<this_type>& iteration_logger)
        const {
        iteration_logger.template append<index_type>(
            "Steps", &this_type::steps);
        iteration_logger.template append<scalar_type>("Time", &this_type::time);
        iteration_logger.template append<scalar_type>(
            "StepSize", &this_type::last_step_size);
        iteration_logger.template append<scalar_type>(
            "EstError", &this_type::error_norm);
    }
 
    [[nodiscard]] auto time() const -> scalar_type { return time_; }
 
    [[nodiscard]] auto variable() const -> const variable_type& {
        return variable_;
    }
 
    [[nodiscard]] auto step_size() const -> scalar_type {
        if (!step_size_) {
            return std::numeric_limits<scalar_type>::quiet_NaN();
        }
        return step_size_.value();
    }
 
    [[nodiscard]] auto last_step_size() const -> scalar_type {
        return last_step_size_;
    }
 
    [[nodiscard]] auto error_norm() const -> scalar_type {
        return norm(error_);
    }
 
    [[nodiscard]] auto steps() const -> index_type { return steps_; }
 
    auto step_size(scalar_type val) -> this_type& {
        NUM_COLLECT_PRECONDITION(val > static_cast<scalar_type>(0),
            this->logger(), "Step size must be a positive value.");
        step_size_ = val;
        return *this;
    }
 
    [[nodiscard]] auto step_size_controller() -> step_size_controller_type& {
        return step_size_controller_;
    }
 
    [[nodiscard]] auto step_size_controller() const
        -> const step_size_controller_type& {
        return step_size_controller_;
    }
 
    auto tolerances(const error_tolerances<variable_type>& val)
        -> embedded_solver& {
        step_size_controller_.tolerances(val);
        if constexpr (requires(formula_type& formula,
                          const error_tolerances<variable_type>& val) {
                          formula.tolerances(val);
                      }) {
            formula().tolerances(val);
        }
        return *this;
    }
 
private:
    [[nodiscard]] static auto norm(const variable_type& var) -> scalar_type {
        if constexpr (is_eigen_vector_v<variable_type>) {
            return var.norm();
        } else {
            using std::abs;
            return abs(var);
        }
    }
 
    variable_type prev_variable_{};
 
    variable_type variable_{};
 
    std::optional<scalar_type> step_size_{};
 
    scalar_type last_step_size_{std::numeric_limits<scalar_type>::quiet_NaN()};
 
    variable_type error_{};
 
    step_size_controller_type step_size_controller_{};
 
    scalar_type time_{};
 
    index_type steps_{};
};
 
}  // namespace num_collect::ode