// David Eberly, Geometric Tools, Redmond WA 98052 // Copyright (c) 1998-2020 // Distributed under the Boost Software License, Version 1.0. // https://www.boost.org/LICENSE_1_0.txt // https://www.geometrictools.com/License/Boost/LICENSE_1_0.txt // Version: 4.0.2019.08.13 #pragma once #include #include // The TVector template parameter allows you to create solvers with // Vector when the dimension N is known at compile time or // GVector when the dimension N is known at run time. Both classes // have 'int GetSize() const' that allow OdeSolver-derived classes to query // for the dimension. The TMatrix parameter must be either Matrix // or GMatrix accordingly. // // The function F(t,x) has input t, a scalar, and input x, an N-vector. // The first derivative matrix with respect to x is DF(t,x), an // N-by-N matrix. Entry DF(r,c) is the derivative of F[r] with // respect to x[c]. namespace WwiseGTE { template class OdeImplicitEuler : public OdeSolver { public: // Construction and destruction. virtual ~OdeImplicitEuler() = default; OdeImplicitEuler(Real tDelta, std::function const& F, std::function const& DF) : OdeSolver(tDelta, F), mDerivativeFunction(DF) { } // Estimate x(t + tDelta) from x(t) using dx/dt = F(t,x). You may // allow xIn and xOut to be the same object. virtual void Update(Real tIn, TVector const& xIn, Real& tOut, TVector& xOut) override { TVector fVector = this->mFunction(tIn, xIn); TMatrix dfMatrix = mDerivativeFunction(tIn, xIn); TMatrix dgMatrix = TMatrix::Identity() - this->mTDelta * dfMatrix; TMatrix dgInverse = Inverse(dgMatrix); fVector = dgInverse * fVector; tOut = tIn + this->mTDelta; xOut = xIn + this->mTDelta * fVector; } private: std::function mDerivativeFunction; }; }