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With inspiration from other libraries
/*
* 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
* limitations under the License.
*/
package org.apache.commons.math3.ode.nonstiff;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.MaxCountExceededException;
import org.apache.commons.math3.exception.NoBracketingException;
import org.apache.commons.math3.exception.NumberIsTooSmallException;
import org.apache.commons.math3.linear.Array2DRowRealMatrix;
import org.apache.commons.math3.ode.ExpandableStatefulODE;
import org.apache.commons.math3.ode.MultistepIntegrator;
/** Base class for {@link AdamsBashforthIntegrator Adams-Bashforth} and
* {@link AdamsMoultonIntegrator Adams-Moulton} integrators.
* @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 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 (sign is irrelevant, regardless of
* integration direction, forward or backward), the last step can
* be smaller than this
* @param maxStep maximal step (sign is irrelevant, regardless of
* integration direction, forward or backward), the last step can
* be smaller than this
* @param scalAbsoluteTolerance allowed absolute error
* @param scalRelativeTolerance allowed relative error
* @exception NumberIsTooSmallException 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 NumberIsTooSmallException {
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 (sign is irrelevant, regardless of
* integration direction, forward or backward), the last step can
* be smaller than this
* @param maxStep maximal step (sign is irrelevant, regardless of
* integration direction, forward or backward), the last step can
* be smaller than this
* @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 void integrate(final ExpandableStatefulODE equations, final double t)
throws NumberIsTooSmallException, DimensionMismatchException,
MaxCountExceededException, NoBracketingException;
/** {@inheritDoc} */
@Override
protected Array2DRowRealMatrix initializeHighOrderDerivatives(final double h, final double[] t,
final double[][] y,
final double[][] yDot) {
return transformer.initializeHighOrderDerivatives(h, t, y, yDot);
}
/** 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);
}
}