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Improved rk4 integration to allow longer time interval than 1 step.
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@ -10,18 +10,33 @@ int integrate_rk4(
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const Matrix<Type, M, 1> & y0,
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const Matrix<Type, N, 1> & u,
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Type t0,
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Type h,
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Type tf,
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Type h0,
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Matrix<Type, M, 1> & y1
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)
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{
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// https://en.wikipedia.org/wiki/Runge%E2%80%93Kutta_methods
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Type t1 = t0;
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y1 = y0;
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Type h = h0;
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Vector<Type, M> k1, k2, k3, k4;
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k1 = f(t0, y0, u);
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k2 = f(t0 + h/2, y0 + k1*h/2, u);
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k3 = f(t0 + h/2, y0 + k2*h/2, u);
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k4 = f(t0 + h, y0 + k3*h, u);
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y1 = y0 + (k1 + k2*2 + k3*2 + k4)*(h/6);
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if (tf < t0) return -1; // make sure t1 > t0
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while (t1 < tf) {
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if (t1 + h0 < tf) {
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h = h0;
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} else {
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h = tf - t1;
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}
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k1 = f(t1, y1, u);
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k2 = f(t1 + h/2, y1 + k1*h/2, u);
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k3 = f(t1 + h/2, y1 + k2*h/2, u);
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k4 = f(t1 + h, y1 + k3*h, u);
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y1 += (k1 + k2*2 + k3*2 + k4)*(h/6);
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t1 += h;
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}
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return 0;
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}
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} // namespace matrix
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// vim: set et fenc=utf-8 ff=unix sts=0 sw=4 ts=4 :
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@ -8,17 +8,20 @@ using namespace matrix;
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Vector<float, 6> f(float t, const Matrix<float, 6, 1> & y, const Matrix<float, 3, 1> & u);
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Vector<float, 6> f(float t, const Matrix<float, 6, 1> & y, const Matrix<float, 3, 1> & u) {
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return ones<float, 6, 1>();
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float v = -sinf(t);
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return v*ones<float, 6, 1>();
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}
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int main()
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{
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Vector<float, 6> y = ones<float, 6, 1>();
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Vector<float, 3> u = ones<float, 3, 1>();
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float t = 1;
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float h = 0.1f;
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integrate_rk4(f, y, u, t, h, y);
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TEST(isEqual(y, (ones<float, 6, 1>()*1.1f)));
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float t0 = 0;
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float tf = 2;
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float h = 0.001f;
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integrate_rk4(f, y, u, t0, tf, h, y);
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float v = 1 + cosf(tf) - cosf(t0);
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TEST(isEqual(y, (ones<float, 6, 1>()*v)));
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return 0;
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}
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