id,summary,reporter,owner,description,type,status,milestone,component,version,severity,resolution,keywords,cc
11535,standard integrate_times function causes tiny time steps,gaiwa84@…,karsten,"Hello!

While implementing a new algorithm, I discovered that the function boost::numeric::odeint::detail::integrate_times(...) produces tiny time steps due to numerical accuracy issues (the relative error dt/t < 1e-18 for type long double with 18 significant digits). After changing the function as below, the runge_kutta4 algorithm became about 15% faster for my problem at the same accuracy. But maybe I am missing the reason for the old implementation?

Here is the new code with the old stuff commented out:


{{{
/*
 * integrate_times for simple stepper
 */
template< class Stepper , class System , class State , class TimeIterator , class Time , class Observer >
size_t integrate_times(
        Stepper stepper , System system , State &start_state ,
        TimeIterator start_time , TimeIterator end_time , Time dt ,
        Observer observer , stepper_tag
)
{
    BOOST_USING_STD_MIN();

    typename odeint::unwrap_reference< Observer >::type &obs = observer;

    size_t steps = 0;
    Time current_dt = dt;
    while( true )
    {
        Time current_time = *start_time++;
        obs( start_state , current_time );
        if( start_time == end_time )
            break;
//         while( less_with_sign( current_time , *start_time , current_dt ) )
//         {
            current_dt = min BOOST_PREVENT_MACRO_SUBSTITUTION ( dt , *start_time - current_time );
            stepper.do_step( system , start_state , current_time , current_dt );
//             current_time += current_dt;
	    current_time = *start_time; //THIS IS NEW!
            steps++;
//         }
    }
    return steps;
}

}}}",Bugs,new,To Be Determined,odeint,Boost 1.58.0,Optimization,,,