Add Heun-Euler adaptive method.

2 files changed, 42 insertions, 1 deletions

diff --git a/tests/HE12.cpp b/tests/HE12.cpp
new file mode 100644
index 0000000..9a556ef
--- /dev/null
+++ b/tests/HE12.cpp
@@ -0,0 +1,39 @@
+#include "vZ.hpp"
+#include <cmath>
+#include <cstdlib>
+#include <iostream>
+#include <iomanip>
+
+// y' = y (y == C*exp(t))
+double
+f(double t, double y)
+{
+  return y;
+}
+
+int
+main()
+{
+  double tol = 1e-6;
+  vZ::HE12Integrator integrator(f);
+  integrator.atol(tol).rtol(tol).y(1.0).x(0.0).h(0.02);
+
+  integrator.integrate(2.0);
+
+  double actual   = integrator.y();
+  double expected = std::exp(2.0);
+
+  std::cout << std::setprecision(10)
+            << "Numerical: " << actual << std::endl
+            << "Expected:  " << expected  << std::endl
+            << "h:         " << integrator.h() << std::endl;
+
+  double error = std::fabs(expected - actual)/expected;
+  if (error > 8.7e-7) {
+    std::cerr << "Error:     " << 100.0*error << "%" << std::endl;
+    return EXIT_FAILURE;
+  } else {
+    std::cout << "Error:     " << 100.0*error << "%" << std::endl;
+    return EXIT_SUCCESS;
+  }
+}
diff --git a/tests/Makefile.am b/tests/Makefile.am
index 0baa463..e3c7601 100644
--- a/tests/Makefile.am
+++ b/tests/Makefile.am
@@ -22,10 +22,12 @@ INCLUDES = -I$(top_srcdir)/src
 check_PROGRAMS = Euler-test                                                    \
                  Midpoint-test                                                 \
                  Heun-test                                                     \
-                 RK4-test
+                 RK4-test                                                      \
+                 HE12-test
 TESTS          = $(check_PROGRAMS)
 
 Euler_test_SOURCES    = Euler.cpp
 Midpoint_test_SOURCES = Midpoint.cpp
 Heun_test_SOURCES     = Heun.cpp
 RK4_test_SOURCES      = RK4.cpp
+HE12_test_SOURCES     = HE12.cpp