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integrate_ode.hpp
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1 #ifndef STAN_MATH_PRIM_ARR_FUNCTOR_INTEGRATE_ODE_HPP
2 #define STAN_MATH_PRIM_ARR_FUNCTOR_INTEGRATE_ODE_HPP
3
4 #include <stan/math/prim/scal/fun/value_of.hpp>
5 #include <stan/math/prim/scal/err/check_less.hpp>
6 #include <stan/math/prim/scal/err/check_finite.hpp>
7 #include <stan/math/prim/scal/err/check_nonzero_size.hpp>
8 #include <stan/math/prim/mat/err/check_ordered.hpp>
9 #include <stan/math/prim/scal/meta/return_type.hpp>
10 #include <stan/math/prim/arr/functor/coupled_ode_system.hpp>
11 #include <stan/math/prim/arr/functor/coupled_ode_observer.hpp>
12 #include <boost/numeric/odeint.hpp>
13 #include <ostream>
14 #include <vector>
15
16 namespace stan {
17
18 namespace math {
19
58 template <typename F, typename T1, typename T2>
59 std::vector<std::vector<typename stan::return_type<T1, T2>::type> >
60 integrate_ode(const F& f,
61 const std::vector<T1> y0,
62 const double t0,
63 const std::vector<double>& ts,
64 const std::vector<T2>& theta,
65 const std::vector<double>& x,
66 const std::vector<int>& x_int,
67 std::ostream* msgs) {
68 using boost::numeric::odeint::integrate_times;
69 using boost::numeric::odeint::make_dense_output;
70 using boost::numeric::odeint::runge_kutta_dopri5;
71
72 stan::math::check_finite("integrate_ode", "initial state", y0);
73 stan::math::check_finite("integrate_ode", "initial time", t0);
74 stan::math::check_finite("integrate_ode", "times", ts);
75 stan::math::check_finite("integrate_ode", "parameter vector", theta);
76 stan::math::check_finite("integrate_ode", "continuous data", x);
77
78 stan::math::check_nonzero_size("integrate_ode", "times", ts);
79 stan::math::check_nonzero_size("integrate_ode", "initial state", y0);
80 stan::math::check_ordered("integrate_ode", "times", ts);
81 stan::math::check_less("integrate_ode", "initial time", t0, ts[0]);
82
83 const double absolute_tolerance = 1e-6;
84 const double relative_tolerance = 1e-6;
85 const double step_size = 0.1;
86
87 // creates basic or coupled system by template specializations
88 coupled_ode_system<F, T1, T2>
89 coupled_system(f, y0, theta, x, x_int, msgs);
90
91 // first time in the vector must be time of initial state
92 std::vector<double> ts_vec(ts.size() + 1);
93 ts_vec[0] = t0;
94 for (size_t n = 0; n < ts.size(); n++)
95 ts_vec[n+1] = ts[n];
96
97 std::vector<std::vector<double> > y_coupled(ts_vec.size());
98 coupled_ode_observer observer(y_coupled);
99
100 // the coupled system creates the coupled initial state
101 std::vector<double> initial_coupled_state
102 = coupled_system.initial_state();
103
104 integrate_times(make_dense_output(absolute_tolerance,
105 relative_tolerance,
106 runge_kutta_dopri5<std::vector<double>,
107 double,
108 std::vector<double>,
109 double>() ),
110 coupled_system,
111 initial_coupled_state,
112 boost::begin(ts_vec), boost::end(ts_vec),
113 step_size,
114 observer);
115
116 // remove the first state corresponding to the initial value
117 y_coupled.erase(y_coupled.begin());
118
119 // the coupled system also encapsulates the decoupling operation
120 return coupled_system.decouple_states(y_coupled);
121 }
122
123 }
124
125 }
126
127 #endif
stan::math::check_less
bool check_less(const char *function, const char *name, const T_y &y, const T_high &high)
Return true if y is strictly less than high.
Definition: check_less.hpp:81
return_type.hpp
coupled_ode_observer.hpp
check_ordered.hpp
stan::math::check_nonzero_size
bool check_nonzero_size(const char *function, const char *name, const T_y &y)
Return true if the specified matrix/vector is of non-zero size.
Definition: check_nonzero_size.hpp:31
stan::math::coupled_ode_observer
Observer for the coupled states.
Definition: coupled_ode_observer.hpp:15
stan::math::check_ordered
bool check_ordered(const char *function, const char *name, const Eigen::Matrix< T_y, Eigen::Dynamic, 1 > &y)
Return true if the specified vector is sorted into strictly increasing order.
Definition: check_ordered.hpp:31
stan::math::e
double e()
Return the base of the natural logarithm.
Definition: constants.hpp:95
stan::math::check_finite
bool check_finite(const char *function, const char *name, const T_y &y)
Return true if y is finite.
Definition: check_finite.hpp:62
check_finite.hpp
stan::math::coupled_ode_system
Base template class for a coupled ordinary differential equation system, which adds sensitivities to ...
Definition: coupled_ode_system.hpp:26
coupled_ode_system.hpp
stan::math::integrate_ode
std::vector< std::vector< typename stan::return_type< T1, T2 >::type > > integrate_ode(const F &f, const std::vector< T1 > y0, const double t0, const std::vector< double > &ts, const std::vector< T2 > &theta, const std::vector< double > &x, const std::vector< int > &x_int, std::ostream *msgs)
Return the solutions for the specified system of ordinary differential equations given the specified ...
Definition: integrate_ode.hpp:60
value_of.hpp
check_nonzero_size.hpp
check_less.hpp

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