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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
* limitations under the License.
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package org.apache.commons.math3.ode;
import java.util.ArrayList;
import java.util.List;
import org.apache.commons.math3.RealFieldElement;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.MathIllegalArgumentException;
import org.apache.commons.math3.exception.MaxCountExceededException;
import org.apache.commons.math3.exception.util.LocalizedFormats;
import org.apache.commons.math3.ode.sampling.FieldStepHandler;
import org.apache.commons.math3.ode.sampling.FieldStepInterpolator;
import org.apache.commons.math3.util.FastMath;
This class stores all information provided by an ODE integrator
during the integration process and build a continuous model of the
solution from this.
This class act as a step handler from the integrator point of view. It is called iteratively during the integration process and stores a copy of all steps information in a sorted collection for later use. Once the integration process is over, the user can use the getInterpolatedState
method to retrieve this information at any time. It is important to wait for the integration to be over before attempting to call getInterpolatedState(RealFieldElement)
because some internal variables are set only once the last step has been handled.
This is useful for example if the main loop of the user
application should remain independent from the integration process
or if one needs to mimic the behaviour of an analytical model
despite a numerical model is used (i.e. one needs the ability to
get the model value at any time or to navigate through the
data).
If problem modeling is done with several separate
integration phases for contiguous intervals, the same
ContinuousOutputModel can be used as step handler for all
integration phases as long as they are performed in order and in
the same direction. As an example, one can extrapolate the
trajectory of a satellite with one model (i.e. one set of
differential equations) up to the beginning of a maneuver, use
another more complex model including thrusters modeling and
accurate attitude control during the maneuver, and revert to the
first model after the end of the maneuver. If the same continuous
output model handles the steps of all integration phases, the user
do not need to bother when the maneuver begins or ends, he has all
the data available in a transparent manner.
One should be aware that the amount of data stored in a ContinuousOutputFieldModel instance can be important if the state vector is large, if the integration interval is long or if the steps are small (which can result from small tolerance settings in adaptive
step size integrators
).
Type parameters: - <T> – the type of the field elements
See Also: Since: 3.6
/**
* This class stores all information provided by an ODE integrator
* during the integration process and build a continuous model of the
* solution from this.
*
* <p>This class act as a step handler from the integrator point of
* view. It is called iteratively during the integration process and
* stores a copy of all steps information in a sorted collection for
* later use. Once the integration process is over, the user can use
* the {@link #getInterpolatedState(RealFieldElement) getInterpolatedState}
* method to retrieve this information at any time. It is important to wait
* for the integration to be over before attempting to call {@link
* #getInterpolatedState(RealFieldElement)} because some internal
* variables are set only once the last step has been handled.</p>
*
* <p>This is useful for example if the main loop of the user
* application should remain independent from the integration process
* or if one needs to mimic the behaviour of an analytical model
* despite a numerical model is used (i.e. one needs the ability to
* get the model value at any time or to navigate through the
* data).</p>
*
* <p>If problem modeling is done with several separate
* integration phases for contiguous intervals, the same
* ContinuousOutputModel can be used as step handler for all
* integration phases as long as they are performed in order and in
* the same direction. As an example, one can extrapolate the
* trajectory of a satellite with one model (i.e. one set of
* differential equations) up to the beginning of a maneuver, use
* another more complex model including thrusters modeling and
* accurate attitude control during the maneuver, and revert to the
* first model after the end of the maneuver. If the same continuous
* output model handles the steps of all integration phases, the user
* do not need to bother when the maneuver begins or ends, he has all
* the data available in a transparent manner.</p>
*
* <p>One should be aware that the amount of data stored in a
* ContinuousOutputFieldModel instance can be important if the state vector
* is large, if the integration interval is long or if the steps are
* small (which can result from small tolerance settings in {@link
* org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeFieldIntegrator adaptive
* step size integrators}).</p>
*
* @see FieldStepHandler
* @see FieldStepInterpolator
* @param <T> the type of the field elements
* @since 3.6
*/
public class ContinuousOutputFieldModel<T extends RealFieldElement<T>>
implements FieldStepHandler<T> {
Initial integration time. /** Initial integration time. */
private T initialTime;
Final integration time. /** Final integration time. */
private T finalTime;
Integration direction indicator. /** Integration direction indicator. */
private boolean forward;
Current interpolator index. /** Current interpolator index. */
private int index;
Steps table. /** Steps table. */
private List<FieldStepInterpolator<T>> steps;
Simple constructor.
Build an empty continuous output model.
/** Simple constructor.
* Build an empty continuous output model.
*/
public ContinuousOutputFieldModel() {
steps = new ArrayList<FieldStepInterpolator<T>>();
initialTime = null;
finalTime = null;
forward = true;
index = 0;
}
Append another model at the end of the instance.
Params: - model – model to add at the end of the instance
Throws: - MathIllegalArgumentException – if the model to append is not
compatible with the instance (dimension of the state vector,
propagation direction, hole between the dates)
- DimensionMismatchException – if the dimensions of the states or
the number of secondary states do not match
- MaxCountExceededException – if the number of functions evaluations is exceeded
during step finalization
/** Append another model at the end of the instance.
* @param model model to add at the end of the instance
* @exception MathIllegalArgumentException if the model to append is not
* compatible with the instance (dimension of the state vector,
* propagation direction, hole between the dates)
* @exception DimensionMismatchException if the dimensions of the states or
* the number of secondary states do not match
* @exception MaxCountExceededException if the number of functions evaluations is exceeded
* during step finalization
*/
public void append(final ContinuousOutputFieldModel<T> model)
throws MathIllegalArgumentException, MaxCountExceededException {
if (model.steps.size() == 0) {
return;
}
if (steps.size() == 0) {
initialTime = model.initialTime;
forward = model.forward;
} else {
// safety checks
final FieldODEStateAndDerivative<T> s1 = steps.get(0).getPreviousState();
final FieldODEStateAndDerivative<T> s2 = model.steps.get(0).getPreviousState();
checkDimensionsEquality(s1.getStateDimension(), s2.getStateDimension());
checkDimensionsEquality(s1.getNumberOfSecondaryStates(), s2.getNumberOfSecondaryStates());
for (int i = 0; i < s1.getNumberOfSecondaryStates(); ++i) {
checkDimensionsEquality(s1.getSecondaryStateDimension(i), s2.getSecondaryStateDimension(i));
}
if (forward ^ model.forward) {
throw new MathIllegalArgumentException(LocalizedFormats.PROPAGATION_DIRECTION_MISMATCH);
}
final FieldStepInterpolator<T> lastInterpolator = steps.get(index);
final T current = lastInterpolator.getCurrentState().getTime();
final T previous = lastInterpolator.getPreviousState().getTime();
final T step = current.subtract(previous);
final T gap = model.getInitialTime().subtract(current);
if (gap.abs().subtract(step.abs().multiply(1.0e-3)).getReal() > 0) {
throw new MathIllegalArgumentException(LocalizedFormats.HOLE_BETWEEN_MODELS_TIME_RANGES,
gap.abs().getReal());
}
}
for (FieldStepInterpolator<T> interpolator : model.steps) {
steps.add(interpolator);
}
index = steps.size() - 1;
finalTime = (steps.get(index)).getCurrentState().getTime();
}
Check dimensions equality.
Params: - d1 – first dimension
- d2 – second dimansion
Throws: - DimensionMismatchException – if dimensions do not match
/** Check dimensions equality.
* @param d1 first dimension
* @param d2 second dimansion
* @exception DimensionMismatchException if dimensions do not match
*/
private void checkDimensionsEquality(final int d1, final int d2)
throws DimensionMismatchException {
if (d1 != d2) {
throw new DimensionMismatchException(d2, d1);
}
}
{@inheritDoc} /** {@inheritDoc} */
public void init(final FieldODEStateAndDerivative<T> initialState, final T t) {
initialTime = initialState.getTime();
finalTime = t;
forward = true;
index = 0;
steps.clear();
}
Handle the last accepted step.
A copy of the information provided by the last step is stored in
the instance for later use.
Params: - interpolator – interpolator for the last accepted step.
- isLast – true if the step is the last one
Throws: - MaxCountExceededException – if the number of functions evaluations is exceeded
during step finalization
/** Handle the last accepted step.
* A copy of the information provided by the last step is stored in
* the instance for later use.
* @param interpolator interpolator for the last accepted step.
* @param isLast true if the step is the last one
* @exception MaxCountExceededException if the number of functions evaluations is exceeded
* during step finalization
*/
public void handleStep(final FieldStepInterpolator<T> interpolator, final boolean isLast)
throws MaxCountExceededException {
if (steps.size() == 0) {
initialTime = interpolator.getPreviousState().getTime();
forward = interpolator.isForward();
}
steps.add(interpolator);
if (isLast) {
finalTime = interpolator.getCurrentState().getTime();
index = steps.size() - 1;
}
}
Get the initial integration time.
Returns: initial integration time
/**
* Get the initial integration time.
* @return initial integration time
*/
public T getInitialTime() {
return initialTime;
}
Get the final integration time.
Returns: final integration time
/**
* Get the final integration time.
* @return final integration time
*/
public T getFinalTime() {
return finalTime;
}
Get the state at interpolated time.
Params: - time – time of the interpolated point
Returns: state at interpolated time
/**
* Get the state at interpolated time.
* @param time time of the interpolated point
* @return state at interpolated time
*/
public FieldODEStateAndDerivative<T> getInterpolatedState(final T time) {
// initialize the search with the complete steps table
int iMin = 0;
final FieldStepInterpolator<T> sMin = steps.get(iMin);
T tMin = sMin.getPreviousState().getTime().add(sMin.getCurrentState().getTime()).multiply(0.5);
int iMax = steps.size() - 1;
final FieldStepInterpolator<T> sMax = steps.get(iMax);
T tMax = sMax.getPreviousState().getTime().add(sMax.getCurrentState().getTime()).multiply(0.5);
// handle points outside of the integration interval
// or in the first and last step
if (locatePoint(time, sMin) <= 0) {
index = iMin;
return sMin.getInterpolatedState(time);
}
if (locatePoint(time, sMax) >= 0) {
index = iMax;
return sMax.getInterpolatedState(time);
}
// reduction of the table slice size
while (iMax - iMin > 5) {
// use the last estimated index as the splitting index
final FieldStepInterpolator<T> si = steps.get(index);
final int location = locatePoint(time, si);
if (location < 0) {
iMax = index;
tMax = si.getPreviousState().getTime().add(si.getCurrentState().getTime()).multiply(0.5);
} else if (location > 0) {
iMin = index;
tMin = si.getPreviousState().getTime().add(si.getCurrentState().getTime()).multiply(0.5);
} else {
// we have found the target step, no need to continue searching
return si.getInterpolatedState(time);
}
// compute a new estimate of the index in the reduced table slice
final int iMed = (iMin + iMax) / 2;
final FieldStepInterpolator<T> sMed = steps.get(iMed);
final T tMed = sMed.getPreviousState().getTime().add(sMed.getCurrentState().getTime()).multiply(0.5);
if (tMed.subtract(tMin).abs().subtract(1.0e-6).getReal() < 0 ||
tMax.subtract(tMed).abs().subtract(1.0e-6).getReal() < 0) {
// too close to the bounds, we estimate using a simple dichotomy
index = iMed;
} else {
// estimate the index using a reverse quadratic polynomial
// (reverse means we have i = P(t), thus allowing to simply
// compute index = P(time) rather than solving a quadratic equation)
final T d12 = tMax.subtract(tMed);
final T d23 = tMed.subtract(tMin);
final T d13 = tMax.subtract(tMin);
final T dt1 = time.subtract(tMax);
final T dt2 = time.subtract(tMed);
final T dt3 = time.subtract(tMin);
final T iLagrange = dt2.multiply(dt3).multiply(d23).multiply(iMax).
subtract(dt1.multiply(dt3).multiply(d13).multiply(iMed)).
add( dt1.multiply(dt2).multiply(d12).multiply(iMin)).
divide(d12.multiply(d23).multiply(d13));
index = (int) FastMath.rint(iLagrange.getReal());
}
// force the next size reduction to be at least one tenth
final int low = FastMath.max(iMin + 1, (9 * iMin + iMax) / 10);
final int high = FastMath.min(iMax - 1, (iMin + 9 * iMax) / 10);
if (index < low) {
index = low;
} else if (index > high) {
index = high;
}
}
// now the table slice is very small, we perform an iterative search
index = iMin;
while (index <= iMax && locatePoint(time, steps.get(index)) > 0) {
++index;
}
return steps.get(index).getInterpolatedState(time);
}
Compare a step interval and a double.
Params: - time – point to locate
- interval – step interval
Returns: -1 if the double is before the interval, 0 if it is in
the interval, and +1 if it is after the interval, according to
the interval direction
/** Compare a step interval and a double.
* @param time point to locate
* @param interval step interval
* @return -1 if the double is before the interval, 0 if it is in
* the interval, and +1 if it is after the interval, according to
* the interval direction
*/
private int locatePoint(final T time, final FieldStepInterpolator<T> interval) {
if (forward) {
if (time.subtract(interval.getPreviousState().getTime()).getReal() < 0) {
return -1;
} else if (time.subtract(interval.getCurrentState().getTime()).getReal() > 0) {
return +1;
} else {
return 0;
}
}
if (time.subtract(interval.getPreviousState().getTime()).getReal() > 0) {
return -1;
} else if (time.subtract(interval.getCurrentState().getTime()).getReal() < 0) {
return +1;
} else {
return 0;
}
}
}