numerics/rosenbrock.h

// -*- c++ -*-

// +--------------------------------------------------------------------+
// | This file is part of MathTL - the Mathematical Template Library    |
// |                                                                    |
// | Copyright (c) 2002-2009                                            |
// | Thorsten Raasch, Manuel Werner                                     |
// +--------------------------------------------------------------------+

#ifndef _MATHTL_ROSENBROCK_H
#define _MATHTL_ROSENBROCK_H

#include <algebra/triangular_matrix.h>
#include <algebra/vector.h>

namespace MathTL
{
  template <class VECTOR, class IVP>
  class Rosenbrock
  {
  public:
    enum Method {
      Euler,  // s=1, p=1, L-stable
      ROS2,   // s=2, p=2, L-stable
      ROS3,   // s=3, p=3, L-stable, stiffly accurate
      ROWDA3, // s=3, p=3, L-stable
      RODAS3  // s=4, p=3, L-stable, stiffly accurate
    };

    Rosenbrock(const Method method = Euler);

    void increment(const IVP& ivp,
                   const double t_m, const VECTOR& u_m,
                   const double tau,
                   VECTOR& u_mplus1) const;
    
    void increment(const IVP& ivp,
                   const double t_m, const VECTOR& u_m,
                   const double tau,
                   VECTOR& u_mplus1,
                   VECTOR& error_estimate) const;
  protected:
    LowerTriangularMatrix<double> alpha_, gamma_;
    Vector<double> b_;

    Method method_;
  };
}

// include implementation
#include "numerics/rosenbrock.cpp"

#endif