Raw File
midpoint.R
.midp <- function(f, x0, xfinal, y0, nsteps) {
    # stopifnot(nsteps >= 2, x0 < xfinal, f(...) column vector)
    h <- (xfinal - x0) / nsteps
    x <- x0
    y1 <- y0
    y2 <- y1 + h * f(x, y1)

    for (i in 1:(nsteps-1)) {
        x <- x + h
        yy <- y1 + 2.0 * h * f(x, y2)
        y1 <- y2
        y2 <- yy
    }
    0.5*(y1 + y2 + h * f(x, yy))
}


midpoint <- function(f, t0, tfinal, y0, tol = 1e-07, kmax = 25) {
    stopifnot(is.numeric(y0), is.numeric(t0), length(t0) == 1,
              is.numeric(tfinal), length(tfinal) == 1)
    n <- length(y0)

    # Richardson extrapolation
    nsteps <- 2
    r <- matrix(NA, kmax, n)
    r[1, ] <- .midp(f, t0, tfinal, y0, nsteps)
    rold <- r[1, ]
    for (k in 2:kmax) {
        nsteps <- 2*nsteps
        r[k, 1:n] <- .midp(f, t0, tfinal, y0, nsteps)
        for (j in (k-1):1) {
            cc <- 4^(k-j)
            r[j, ] <- (cc * r[j+1, ] - r[j, ]) / (cc - 1.0)
        }
        dr <- r[1, ] - rold
        err <- sqrt(dot(dr, dr)/n)
        if (err < tol) break
        rold <- r[1, ]
    }
    return(r[1, ])
}


bulirsch_stoer <- function(f, t, y0, ..., tol = 1e-07) {
    stopifnot(is.numeric(t), is.numeric(y0))

    fun <- match.fun(f)
    f <- function(t, y) fun(t, y, ...)   # as row vector

    x <- t
    D <- length(f(x[1], y0))    # image of f
    if (length(y0) != D)
        stop("Argument 'y0' and 'f(..)' must be of the same length.")
    N <- length(x)              # no. of grid points
    if (N < 2)
        stop("Argument 't' must be a vector of length at least 2.")
    mtol <- tol / (N-1)

    z <- matrix(0, N, D)
    z[1, ] <- y0
    for (i in 2:N) {
        z[i, ] <- midpoint(f, x[i-1], x[i], z[i-1, ], tol = mtol)
    }
    return(z)
}
back to top