org.apache.commons.math.ode.nonstiff.AdamsIntegrator Maven / Gradle / Ivy
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* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
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* Unless required by applicable law or agreed to in writing, software
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package org.apache.commons.math.ode.nonstiff;
import org.apache.commons.math.linear.Array2DRowRealMatrix;
import org.apache.commons.math.ode.DerivativeException;
import org.apache.commons.math.ode.FirstOrderDifferentialEquations;
import org.apache.commons.math.ode.IntegratorException;
import org.apache.commons.math.ode.MultistepIntegrator;
/** Base class for {@link AdamsBashforthIntegrator Adams-Bashforth} and
* {@link AdamsMoultonIntegrator Adams-Moulton} integrators.
* @version $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $
* @since 2.0
*/
public abstract class AdamsIntegrator extends MultistepIntegrator {
/** Transformer. */
private final AdamsNordsieckTransformer transformer;
/**
* Build an Adams integrator with the given order and step control prameters.
* @param name name of the method
* @param nSteps number of steps of the method excluding the one being computed
* @param order order of the method
* @param minStep minimal step (must be positive even for backward
* integration), the last step can be smaller than this
* @param maxStep maximal step (must be positive even for backward
* integration)
* @param scalAbsoluteTolerance allowed absolute error
* @param scalRelativeTolerance allowed relative error
* @exception IllegalArgumentException if order is 1 or less
*/
public AdamsIntegrator(final String name, final int nSteps, final int order,
final double minStep, final double maxStep,
final double scalAbsoluteTolerance,
final double scalRelativeTolerance)
throws IllegalArgumentException {
super(name, nSteps, order, minStep, maxStep,
scalAbsoluteTolerance, scalRelativeTolerance);
transformer = AdamsNordsieckTransformer.getInstance(nSteps);
}
/**
* Build an Adams integrator with the given order and step control parameters.
* @param name name of the method
* @param nSteps number of steps of the method excluding the one being computed
* @param order order of the method
* @param minStep minimal step (must be positive even for backward
* integration), the last step can be smaller than this
* @param maxStep maximal step (must be positive even for backward
* integration)
* @param vecAbsoluteTolerance allowed absolute error
* @param vecRelativeTolerance allowed relative error
* @exception IllegalArgumentException if order is 1 or less
*/
public AdamsIntegrator(final String name, final int nSteps, final int order,
final double minStep, final double maxStep,
final double[] vecAbsoluteTolerance,
final double[] vecRelativeTolerance)
throws IllegalArgumentException {
super(name, nSteps, order, minStep, maxStep,
vecAbsoluteTolerance, vecRelativeTolerance);
transformer = AdamsNordsieckTransformer.getInstance(nSteps);
}
/** {@inheritDoc} */
@Override
public abstract double integrate(final FirstOrderDifferentialEquations equations,
final double t0, final double[] y0,
final double t, final double[] y)
throws DerivativeException, IntegratorException;
/** {@inheritDoc} */
@Override
protected Array2DRowRealMatrix initializeHighOrderDerivatives(final double[] first,
final double[][] multistep) {
return transformer.initializeHighOrderDerivatives(first, multistep);
}
/** Update the high order scaled derivatives for Adams integrators (phase 1).
* The complete update of high order derivatives has a form similar to:
*
* rn+1 = (s1(n) - s1(n+1)) P-1 u + P-1 A P rn
*
* this method computes the P-1 A P rn part.
* @param highOrder high order scaled derivatives
* (h2/2 y'', ... hk/k! y(k))
* @return updated high order derivatives
* @see #updateHighOrderDerivativesPhase2(double[], double[], Array2DRowRealMatrix)
*/
public Array2DRowRealMatrix updateHighOrderDerivativesPhase1(final Array2DRowRealMatrix highOrder) {
return transformer.updateHighOrderDerivativesPhase1(highOrder);
}
/** Update the high order scaled derivatives Adams integrators (phase 2).
* The complete update of high order derivatives has a form similar to:
*
* rn+1 = (s1(n) - s1(n+1)) P-1 u + P-1 A P rn
*
* this method computes the (s1(n) - s1(n+1)) P-1 u part.
* Phase 1 of the update must already have been performed.
* @param start first order scaled derivatives at step start
* @param end first order scaled derivatives at step end
* @param highOrder high order scaled derivatives, will be modified
* (h2/2 y'', ... hk/k! y(k))
* @see #updateHighOrderDerivativesPhase1(Array2DRowRealMatrix)
*/
public void updateHighOrderDerivativesPhase2(final double[] start,
final double[] end,
final Array2DRowRealMatrix highOrder) {
transformer.updateHighOrderDerivativesPhase2(start, end, highOrder);
}
}