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* The ASF licenses this file to You under the Apache License, Version 2.0
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* 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.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 Adams-Bashforth
and Adams-Moulton
integrators. Since: 2.0
/** Base class for {@link AdamsBashforthIntegrator Adams-Bashforth} and
* {@link AdamsMoultonIntegrator Adams-Moulton} integrators.
* @since 2.0
*/
public abstract class AdamsIntegrator extends MultistepIntegrator {
Transformer. /** Transformer. */
private final AdamsNordsieckTransformer transformer;
Build an Adams integrator with the given order and step control parameters.
Params: - name – name of the method
- nSteps – number of steps of the method excluding the one being computed
- order – order of the method
- minStep – minimal step (sign is irrelevant, regardless of
integration direction, forward or backward), the last step can
be smaller than this
- maxStep – maximal step (sign is irrelevant, regardless of
integration direction, forward or backward), the last step can
be smaller than this
- scalAbsoluteTolerance – allowed absolute error
- scalRelativeTolerance – allowed relative error
Throws: - NumberIsTooSmallException – if order is 1 or less
/**
* 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.
Params: - name – name of the method
- nSteps – number of steps of the method excluding the one being computed
- order – order of the method
- minStep – minimal step (sign is irrelevant, regardless of
integration direction, forward or backward), the last step can
be smaller than this
- maxStep – maximal step (sign is irrelevant, regardless of
integration direction, forward or backward), the last step can
be smaller than this
- vecAbsoluteTolerance – allowed absolute error
- vecRelativeTolerance – allowed relative error
Throws: - IllegalArgumentException – if order is 1 or less
/**
* 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} /** {@inheritDoc} */
@Override
public abstract void integrate(final ExpandableStatefulODE equations, final double t)
throws NumberIsTooSmallException, DimensionMismatchException,
MaxCountExceededException, NoBracketingException;
{@inheritDoc} /** {@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.
Params: - highOrder – high order scaled derivatives
(h2/2 y'', ... hk/k! y(k))
See Also: Returns: updated high order derivatives
/** Update the high order scaled derivatives for Adams integrators (phase 1).
* <p>The complete update of high order derivatives has a form similar to:
* <pre>
* r<sub>n+1</sub> = (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u + P<sup>-1</sup> A P r<sub>n</sub>
* </pre>
* this method computes the P<sup>-1</sup> A P r<sub>n</sub> part.</p>
* @param highOrder high order scaled derivatives
* (h<sup>2</sup>/2 y'', ... h<sup>k</sup>/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.
Params: - start – first order scaled derivatives at step start
- end – first order scaled derivatives at step end
- highOrder – high order scaled derivatives, will be modified
(h2/2 y'', ... hk/k! y(k))
See Also:
/** Update the high order scaled derivatives Adams integrators (phase 2).
* <p>The complete update of high order derivatives has a form similar to:
* <pre>
* r<sub>n+1</sub> = (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u + P<sup>-1</sup> A P r<sub>n</sub>
* </pre>
* this method computes the (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u part.</p>
* <p>Phase 1 of the update must already have been performed.</p>
* @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
* (h<sup>2</sup>/2 y'', ... h<sup>k</sup>/k! y(k))
* @see #updateHighOrderDerivativesPhase1(Array2DRowRealMatrix)
*/
public void updateHighOrderDerivativesPhase2(final double[] start,
final double[] end,
final Array2DRowRealMatrix highOrder) {
transformer.updateHighOrderDerivativesPhase2(start, end, highOrder);
}
}