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The Apache Commons Math project is a library of lightweight, self-contained mathematics and statistics components addressing the most common practical problems not immediately available in the Java programming language or commons-lang.

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/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * 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
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
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package org.apache.commons.math3.ode.sampling;

import java.io.IOException;
import java.io.ObjectInput;
import java.io.ObjectOutput;

import org.apache.commons.math3.exception.MaxCountExceededException;
import org.apache.commons.math3.ode.EquationsMapper;

/** This abstract class represents an interpolator over the last step
 * during an ODE integration.
 *
 * 

The various ODE integrators provide objects extending this class * to the step handlers. The handlers can use these objects to * retrieve the state vector at intermediate times between the * previous and the current grid points (dense output).

* * @see org.apache.commons.math3.ode.FirstOrderIntegrator * @see org.apache.commons.math3.ode.SecondOrderIntegrator * @see StepHandler * * @since 1.2 * */ public abstract class AbstractStepInterpolator implements StepInterpolator { /** current time step */ protected double h; /** current state */ protected double[] currentState; /** interpolated time */ protected double interpolatedTime; /** interpolated state */ protected double[] interpolatedState; /** interpolated derivatives */ protected double[] interpolatedDerivatives; /** interpolated primary state */ protected double[] interpolatedPrimaryState; /** interpolated primary derivatives */ protected double[] interpolatedPrimaryDerivatives; /** interpolated secondary state */ protected double[][] interpolatedSecondaryState; /** interpolated secondary derivatives */ protected double[][] interpolatedSecondaryDerivatives; /** global previous time */ private double globalPreviousTime; /** global current time */ private double globalCurrentTime; /** soft previous time */ private double softPreviousTime; /** soft current time */ private double softCurrentTime; /** indicate if the step has been finalized or not. */ private boolean finalized; /** integration direction. */ private boolean forward; /** indicator for dirty state. */ private boolean dirtyState; /** Equations mapper for the primary equations set. */ private EquationsMapper primaryMapper; /** Equations mappers for the secondary equations sets. */ private EquationsMapper[] secondaryMappers; /** Simple constructor. * This constructor builds an instance that is not usable yet, the * {@link #reinitialize} method should be called before using the * instance in order to initialize the internal arrays. This * constructor is used only in order to delay the initialization in * some cases. As an example, the {@link * org.apache.commons.math3.ode.nonstiff.EmbeddedRungeKuttaIntegrator} * class uses the prototyping design pattern to create the step * interpolators by cloning an uninitialized model and latter * initializing the copy. */ protected AbstractStepInterpolator() { globalPreviousTime = Double.NaN; globalCurrentTime = Double.NaN; softPreviousTime = Double.NaN; softCurrentTime = Double.NaN; h = Double.NaN; interpolatedTime = Double.NaN; currentState = null; finalized = false; this.forward = true; this.dirtyState = true; primaryMapper = null; secondaryMappers = null; allocateInterpolatedArrays(-1); } /** Simple constructor. * @param y reference to the integrator array holding the state at * the end of the step * @param forward integration direction indicator * @param primaryMapper equations mapper for the primary equations set * @param secondaryMappers equations mappers for the secondary equations sets */ protected AbstractStepInterpolator(final double[] y, final boolean forward, final EquationsMapper primaryMapper, final EquationsMapper[] secondaryMappers) { globalPreviousTime = Double.NaN; globalCurrentTime = Double.NaN; softPreviousTime = Double.NaN; softCurrentTime = Double.NaN; h = Double.NaN; interpolatedTime = Double.NaN; currentState = y; finalized = false; this.forward = forward; this.dirtyState = true; this.primaryMapper = primaryMapper; this.secondaryMappers = (secondaryMappers == null) ? null : secondaryMappers.clone(); allocateInterpolatedArrays(y.length); } /** Copy constructor. *

The copied interpolator should have been finalized before the * copy, otherwise the copy will not be able to perform correctly * any derivative computation and will throw a {@link * NullPointerException} later. Since we don't want this constructor * to throw the exceptions finalization may involve and since we * don't want this method to modify the state of the copied * interpolator, finalization is not done * automatically, it remains under user control.

*

The copy is a deep copy: its arrays are separated from the * original arrays of the instance.

* @param interpolator interpolator to copy from. */ protected AbstractStepInterpolator(final AbstractStepInterpolator interpolator) { globalPreviousTime = interpolator.globalPreviousTime; globalCurrentTime = interpolator.globalCurrentTime; softPreviousTime = interpolator.softPreviousTime; softCurrentTime = interpolator.softCurrentTime; h = interpolator.h; interpolatedTime = interpolator.interpolatedTime; if (interpolator.currentState == null) { currentState = null; primaryMapper = null; secondaryMappers = null; allocateInterpolatedArrays(-1); } else { currentState = interpolator.currentState.clone(); interpolatedState = interpolator.interpolatedState.clone(); interpolatedDerivatives = interpolator.interpolatedDerivatives.clone(); interpolatedPrimaryState = interpolator.interpolatedPrimaryState.clone(); interpolatedPrimaryDerivatives = interpolator.interpolatedPrimaryDerivatives.clone(); interpolatedSecondaryState = new double[interpolator.interpolatedSecondaryState.length][]; interpolatedSecondaryDerivatives = new double[interpolator.interpolatedSecondaryDerivatives.length][]; for (int i = 0; i < interpolatedSecondaryState.length; ++i) { interpolatedSecondaryState[i] = interpolator.interpolatedSecondaryState[i].clone(); interpolatedSecondaryDerivatives[i] = interpolator.interpolatedSecondaryDerivatives[i].clone(); } } finalized = interpolator.finalized; forward = interpolator.forward; dirtyState = interpolator.dirtyState; primaryMapper = interpolator.primaryMapper; secondaryMappers = (interpolator.secondaryMappers == null) ? null : interpolator.secondaryMappers.clone(); } /** Allocate the various interpolated states arrays. * @param dimension total dimension (negative if arrays should be set to null) */ private void allocateInterpolatedArrays(final int dimension) { if (dimension < 0) { interpolatedState = null; interpolatedDerivatives = null; interpolatedPrimaryState = null; interpolatedPrimaryDerivatives = null; interpolatedSecondaryState = null; interpolatedSecondaryDerivatives = null; } else { interpolatedState = new double[dimension]; interpolatedDerivatives = new double[dimension]; interpolatedPrimaryState = new double[primaryMapper.getDimension()]; interpolatedPrimaryDerivatives = new double[primaryMapper.getDimension()]; if (secondaryMappers == null) { interpolatedSecondaryState = null; interpolatedSecondaryDerivatives = null; } else { interpolatedSecondaryState = new double[secondaryMappers.length][]; interpolatedSecondaryDerivatives = new double[secondaryMappers.length][]; for (int i = 0; i < secondaryMappers.length; ++i) { interpolatedSecondaryState[i] = new double[secondaryMappers[i].getDimension()]; interpolatedSecondaryDerivatives[i] = new double[secondaryMappers[i].getDimension()]; } } } } /** Reinitialize the instance * @param y reference to the integrator array holding the state at the end of the step * @param isForward integration direction indicator * @param primary equations mapper for the primary equations set * @param secondary equations mappers for the secondary equations sets */ protected void reinitialize(final double[] y, final boolean isForward, final EquationsMapper primary, final EquationsMapper[] secondary) { globalPreviousTime = Double.NaN; globalCurrentTime = Double.NaN; softPreviousTime = Double.NaN; softCurrentTime = Double.NaN; h = Double.NaN; interpolatedTime = Double.NaN; currentState = y; finalized = false; this.forward = isForward; this.dirtyState = true; this.primaryMapper = primary; this.secondaryMappers = secondary.clone(); allocateInterpolatedArrays(y.length); } /** {@inheritDoc} */ public StepInterpolator copy() throws MaxCountExceededException { // finalize the step before performing copy finalizeStep(); // create the new independent instance return doCopy(); } /** Really copy the finalized instance. *

This method is called by {@link #copy()} after the * step has been finalized. It must perform a deep copy * to have an new instance completely independent for the * original instance. * @return a copy of the finalized instance */ protected abstract StepInterpolator doCopy(); /** Shift one step forward. * Copy the current time into the previous time, hence preparing the * interpolator for future calls to {@link #storeTime storeTime} */ public void shift() { globalPreviousTime = globalCurrentTime; softPreviousTime = globalPreviousTime; softCurrentTime = globalCurrentTime; } /** Store the current step time. * @param t current time */ public void storeTime(final double t) { globalCurrentTime = t; softCurrentTime = globalCurrentTime; h = globalCurrentTime - globalPreviousTime; setInterpolatedTime(t); // the step is not finalized anymore finalized = false; } /** Restrict step range to a limited part of the global step. *

* This method can be used to restrict a step and make it appear * as if the original step was smaller. Calling this method * only changes the value returned by {@link #getPreviousTime()}, * it does not change any other property *

* @param softPreviousTime start of the restricted step * @since 2.2 */ public void setSoftPreviousTime(final double softPreviousTime) { this.softPreviousTime = softPreviousTime; } /** Restrict step range to a limited part of the global step. *

* This method can be used to restrict a step and make it appear * as if the original step was smaller. Calling this method * only changes the value returned by {@link #getCurrentTime()}, * it does not change any other property *

* @param softCurrentTime end of the restricted step * @since 2.2 */ public void setSoftCurrentTime(final double softCurrentTime) { this.softCurrentTime = softCurrentTime; } /** * Get the previous global grid point time. * @return previous global grid point time */ public double getGlobalPreviousTime() { return globalPreviousTime; } /** * Get the current global grid point time. * @return current global grid point time */ public double getGlobalCurrentTime() { return globalCurrentTime; } /** * Get the previous soft grid point time. * @return previous soft grid point time * @see #setSoftPreviousTime(double) */ public double getPreviousTime() { return softPreviousTime; } /** * Get the current soft grid point time. * @return current soft grid point time * @see #setSoftCurrentTime(double) */ public double getCurrentTime() { return softCurrentTime; } /** {@inheritDoc} */ public double getInterpolatedTime() { return interpolatedTime; } /** {@inheritDoc} */ public void setInterpolatedTime(final double time) { interpolatedTime = time; dirtyState = true; } /** {@inheritDoc} */ public boolean isForward() { return forward; } /** Compute the state and derivatives at the interpolated time. * This is the main processing method that should be implemented by * the derived classes to perform the interpolation. * @param theta normalized interpolation abscissa within the step * (theta is zero at the previous time step and one at the current time step) * @param oneMinusThetaH time gap between the interpolated time and * the current time * @exception MaxCountExceededException if the number of functions evaluations is exceeded */ protected abstract void computeInterpolatedStateAndDerivatives(double theta, double oneMinusThetaH) throws MaxCountExceededException; /** Lazy evaluation of complete interpolated state. * @exception MaxCountExceededException if the number of functions evaluations is exceeded */ private void evaluateCompleteInterpolatedState() throws MaxCountExceededException { // lazy evaluation of the state if (dirtyState) { final double oneMinusThetaH = globalCurrentTime - interpolatedTime; final double theta = (h == 0) ? 0 : (h - oneMinusThetaH) / h; computeInterpolatedStateAndDerivatives(theta, oneMinusThetaH); dirtyState = false; } } /** {@inheritDoc} */ public double[] getInterpolatedState() throws MaxCountExceededException { evaluateCompleteInterpolatedState(); primaryMapper.extractEquationData(interpolatedState, interpolatedPrimaryState); return interpolatedPrimaryState; } /** {@inheritDoc} */ public double[] getInterpolatedDerivatives() throws MaxCountExceededException { evaluateCompleteInterpolatedState(); primaryMapper.extractEquationData(interpolatedDerivatives, interpolatedPrimaryDerivatives); return interpolatedPrimaryDerivatives; } /** {@inheritDoc} */ public double[] getInterpolatedSecondaryState(final int index) throws MaxCountExceededException { evaluateCompleteInterpolatedState(); secondaryMappers[index].extractEquationData(interpolatedState, interpolatedSecondaryState[index]); return interpolatedSecondaryState[index]; } /** {@inheritDoc} */ public double[] getInterpolatedSecondaryDerivatives(final int index) throws MaxCountExceededException { evaluateCompleteInterpolatedState(); secondaryMappers[index].extractEquationData(interpolatedDerivatives, interpolatedSecondaryDerivatives[index]); return interpolatedSecondaryDerivatives[index]; } /** * Finalize the step. *

Some embedded Runge-Kutta integrators need fewer functions * evaluations than their counterpart step interpolators. These * interpolators should perform the last evaluations they need by * themselves only if they need them. This method triggers these * extra evaluations. It can be called directly by the user step * handler and it is called automatically if {@link * #setInterpolatedTime} is called.

*

Once this method has been called, no other * evaluation will be performed on this step. If there is a need to * have some side effects between the step handler and the * differential equations (for example update some data in the * equations once the step has been done), it is advised to call * this method explicitly from the step handler before these side * effects are set up. If the step handler induces no side effect, * then this method can safely be ignored, it will be called * transparently as needed.

*

Warning: since the step interpolator provided * to the step handler as a parameter of the {@link * StepHandler#handleStep handleStep} is valid only for the duration * of the {@link StepHandler#handleStep handleStep} call, one cannot * simply store a reference and reuse it later. One should first * finalize the instance, then copy this finalized instance into a * new object that can be kept.

*

This method calls the protected doFinalize method * if it has never been called during this step and set a flag * indicating that it has been called once. It is the * doFinalize method which should perform the evaluations. * This wrapping prevents from calling doFinalize several * times and hence evaluating the differential equations too often. * Therefore, subclasses are not allowed not reimplement it, they * should rather reimplement doFinalize.

* @exception MaxCountExceededException if the number of functions evaluations is exceeded */ public final void finalizeStep() throws MaxCountExceededException { if (! finalized) { doFinalize(); finalized = true; } } /** * Really finalize the step. * The default implementation of this method does nothing. * @exception MaxCountExceededException if the number of functions evaluations is exceeded */ protected void doFinalize() throws MaxCountExceededException { } /** {@inheritDoc} */ public abstract void writeExternal(ObjectOutput out) throws IOException; /** {@inheritDoc} */ public abstract void readExternal(ObjectInput in) throws IOException, ClassNotFoundException; /** Save the base state of the instance. * This method performs step finalization if it has not been done * before. * @param out stream where to save the state * @exception IOException in case of write error */ protected void writeBaseExternal(final ObjectOutput out) throws IOException { if (currentState == null) { out.writeInt(-1); } else { out.writeInt(currentState.length); } out.writeDouble(globalPreviousTime); out.writeDouble(globalCurrentTime); out.writeDouble(softPreviousTime); out.writeDouble(softCurrentTime); out.writeDouble(h); out.writeBoolean(forward); out.writeObject(primaryMapper); out.write(secondaryMappers.length); for (final EquationsMapper mapper : secondaryMappers) { out.writeObject(mapper); } if (currentState != null) { for (int i = 0; i < currentState.length; ++i) { out.writeDouble(currentState[i]); } } out.writeDouble(interpolatedTime); // we do not store the interpolated state, // it will be recomputed as needed after reading try { // finalize the step (and don't bother saving the now true flag) finalizeStep(); } catch (MaxCountExceededException mcee) { final IOException ioe = new IOException(mcee.getLocalizedMessage()); ioe.initCause(mcee); throw ioe; } } /** Read the base state of the instance. * This method does neither set the interpolated * time nor state. It is up to the derived class to reset it * properly calling the {@link #setInterpolatedTime} method later, * once all rest of the object state has been set up properly. * @param in stream where to read the state from * @return interpolated time to be set later by the caller * @exception IOException in case of read error * @exception ClassNotFoundException if an equation mapper class * cannot be found */ protected double readBaseExternal(final ObjectInput in) throws IOException, ClassNotFoundException { final int dimension = in.readInt(); globalPreviousTime = in.readDouble(); globalCurrentTime = in.readDouble(); softPreviousTime = in.readDouble(); softCurrentTime = in.readDouble(); h = in.readDouble(); forward = in.readBoolean(); primaryMapper = (EquationsMapper) in.readObject(); secondaryMappers = new EquationsMapper[in.read()]; for (int i = 0; i < secondaryMappers.length; ++i) { secondaryMappers[i] = (EquationsMapper) in.readObject(); } dirtyState = true; if (dimension < 0) { currentState = null; } else { currentState = new double[dimension]; for (int i = 0; i < currentState.length; ++i) { currentState[i] = in.readDouble(); } } // we do NOT handle the interpolated time and state here interpolatedTime = Double.NaN; allocateInterpolatedArrays(dimension); finalized = true; return in.readDouble(); } }




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