Dynamic Eigen vectors in Boost::odeint

Question

I am trying to use dynamic Eigen matrices and vectors with boost::odeint. The reason is that I want to solve a problem defined by user input of arbitrary size. The problem can be captured in a state space equation in the following form: x' = A*x + B*u (https://en.wikipedia.org/wiki/State-space_representation), which is basically the dxdt() function required for boost::odeint.

Following code is an example of what I am trying do:

#include <iostream>
#include <Eigen/Core>
#include <cstdlib>
#include <boost/numeric/odeint.hpp>
#include <boost/numeric/odeint/external/eigen/eigen_algebra.hpp>

typedef Eigen::VectorXd state_type;

state_type x;
Eigen::MatrixXd A;

void ODE_function (const state_type &x, state_type &dxdt, double)
{
    dxdt = A * x;
}

void write_states(const state_type &x, const double t)
{
    std::cout << t << "\t";
    for (int i = 0; i < x.size(); i++)
    {
        std::cout << *(x.data()+i) << "\t";
    }
    std::cout << std::endl;
}

int main()
{
    int nr_of_states;

    std::cout << "How many (random) states would you like to simulate?: ";
    std::cin >> nr_of_states;
    std::cout << std::endl;

    x = state_type(nr_of_states);
    A = Eigen::MatrixXd(nr_of_states, nr_of_states);

    srand(365);

    for (int i = 0; i < A.size(); i++)
    {
        *(A.data()+i) = ((double)rand()/(double)RAND_MAX);
    }

    for (int i = 0; i < x.size(); i++)
    {
        *(x.data()+i) = i;
    }

    typedef runge_kutta_dopri5<state_type, double, state_type, double, vector_space_algebra> stepper;
    integrate_adaptive(stepper(), ODE_function, x, 0.0, 25.0, 0.1, write_states);

    std::cout <<std::endl << "final state vector: " << std::endl << x << std::endl;

    return 0;
}

The user can input the amount of states in the system, accordingly the state matrix A and the initial state values are assigned arbitrary values for brevity of the example. Boost::odeint is then used to solve the state space equation. Compiling above code fails, returning the following error message:

cc1plus.exe: out of memory allocating 174479 bytes

Everything compiles fine when I exclude the following two blocks of code:

#include <boost/numeric/odeint.hpp>
#include <boost/numeric/odeint/external/eigen/eigen_algebra.hpp>

and

typedef runge_kutta_dopri5<state_type, double, state_type, double, vector_space_algebra> stepper;
integrate_adaptive(stepper(), ODE_function, x, 0.0, 100.0, 1.0, write_states);

If now only <boost/numeric/odeint.hpp> is included again, the same error message is returned by the compiler. I have tried to use UFT8 and UFT16 encoding on the source file, but to no avail.

I will be most gratefull to people that can help me with this problem with either suggestions or solutions

Knighthood

Your compiler is running out of memory. Make sure you are running a 64 bits compiler and that you have enough free RAM (say 3 or 4 GB). – Alvinaalvine

Yes, it seems that your compiler runs out of memory. I know that odeint might consume lots of memory if you are using boost.units within your state_type. It is strange that it happens with Eigen::matrixXd. Can you check how much memory your build is consuming? What kind of compiler are you using? – Halt

I used the GNU GCC compiler, changed it to MinGW 64 bit, it now compiles fine. Only thing missing in my code was to put everything in its right namespace: 'using namespace boost::numeric::odeint;'. Thank you ggael and headmyshoulder for your responses. – Knighthood