tetrees/Plugins/Wwise/Source/AkAudio/Classes/GTE/Mathematics/OdeImplicitEuler.h

// 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 <Mathematics/GMatrix.h>
#include <Mathematics/OdeSolver.h>

// The TVector template parameter allows you to create solvers with
// Vector<N,Real> when the dimension N is known at compile time or
// GVector<Real> 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<N,N,Real>
// or GMatrix<Real> 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 <typename Real, typename TVector, typename TMatrix>
    class OdeImplicitEuler : public OdeSolver<Real, TVector>
    {
    public:
        // Construction and destruction.
        virtual ~OdeImplicitEuler() = default;

        OdeImplicitEuler(Real tDelta,
            std::function<TVector(Real, TVector const&)> const& F,
            std::function<TMatrix(Real, TVector const&)> const& DF)
            :
            OdeSolver<Real, TVector>(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<TMatrix(Real, TVector const&)> mDerivativeFunction;
    };
}