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package org.apache.commons.math3.ode.sampling;

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

import org.apache.commons.math3.exception.MaxCountExceededException;
import org.apache.commons.math3.linear.Array2DRowRealMatrix;
import org.apache.commons.math3.ode.EquationsMapper;
import org.apache.commons.math3.util.FastMath;

This class implements an interpolator for integrators using Nordsieck representation.

This interpolator computes dense output around the current point. The interpolation equation is based on Taylor series formulas.

See Also:
Since:2.0
/** * This class implements an interpolator for integrators using Nordsieck representation. * * <p>This interpolator computes dense output around the current point. * The interpolation equation is based on Taylor series formulas. * * @see org.apache.commons.math3.ode.nonstiff.AdamsBashforthIntegrator * @see org.apache.commons.math3.ode.nonstiff.AdamsMoultonIntegrator * @since 2.0 */
public class NordsieckStepInterpolator extends AbstractStepInterpolator {
Serializable version identifier
/** Serializable version identifier */
private static final long serialVersionUID = -7179861704951334960L;
State variation.
/** State variation. */
protected double[] stateVariation;
Step size used in the first scaled derivative and Nordsieck vector.
/** Step size used in the first scaled derivative and Nordsieck vector. */
private double scalingH;
Reference time for all arrays.

Sometimes, the reference time is the same as previousTime, sometimes it is the same as currentTime, so we use a separate field to avoid any confusion.

/** Reference time for all arrays. * <p>Sometimes, the reference time is the same as previousTime, * sometimes it is the same as currentTime, so we use a separate * field to avoid any confusion. * </p> */
private double referenceTime;
First scaled derivative.
/** First scaled derivative. */
private double[] scaled;
Nordsieck vector.
/** Nordsieck vector. */
private Array2DRowRealMatrix nordsieck;
Simple constructor. This constructor builds an instance that is not usable yet, the AbstractStepInterpolator.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.
/** Simple constructor. * This constructor builds an instance that is not usable yet, the * {@link AbstractStepInterpolator#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. */
public NordsieckStepInterpolator() { }
Copy constructor.
Params:
  • interpolator – interpolator to copy from. The copy is a deep copy: its arrays are separated from the original arrays of the instance
/** Copy constructor. * @param interpolator interpolator to copy from. The copy is a deep * copy: its arrays are separated from the original arrays of the * instance */
public NordsieckStepInterpolator(final NordsieckStepInterpolator interpolator) { super(interpolator); scalingH = interpolator.scalingH; referenceTime = interpolator.referenceTime; if (interpolator.scaled != null) { scaled = interpolator.scaled.clone(); } if (interpolator.nordsieck != null) { nordsieck = new Array2DRowRealMatrix(interpolator.nordsieck.getDataRef(), true); } if (interpolator.stateVariation != null) { stateVariation = interpolator.stateVariation.clone(); } }
{@inheritDoc}
/** {@inheritDoc} */
@Override protected StepInterpolator doCopy() { return new NordsieckStepInterpolator(this); }
Reinitialize the instance.

Beware that all arrays must be references to integrator arrays, in order to ensure proper update without copy.

Params:
  • y – reference to the integrator array holding the state at the end of the step
  • forward – integration direction indicator
  • primaryMapper – equations mapper for the primary equations set
  • secondaryMappers – equations mappers for the secondary equations sets
/** Reinitialize the instance. * <p>Beware that all arrays <em>must</em> be references to integrator * arrays, in order to ensure proper update without copy.</p> * @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 */
@Override public void reinitialize(final double[] y, final boolean forward, final EquationsMapper primaryMapper, final EquationsMapper[] secondaryMappers) { super.reinitialize(y, forward, primaryMapper, secondaryMappers); stateVariation = new double[y.length]; }
Reinitialize the instance.

Beware that all arrays must be references to integrator arrays, in order to ensure proper update without copy.

Params:
  • time – time at which all arrays are defined
  • stepSize – step size used in the scaled and Nordsieck arrays
  • scaledDerivative – reference to the integrator array holding the first scaled derivative
  • nordsieckVector – reference to the integrator matrix holding the Nordsieck vector
/** Reinitialize the instance. * <p>Beware that all arrays <em>must</em> be references to integrator * arrays, in order to ensure proper update without copy.</p> * @param time time at which all arrays are defined * @param stepSize step size used in the scaled and Nordsieck arrays * @param scaledDerivative reference to the integrator array holding the first * scaled derivative * @param nordsieckVector reference to the integrator matrix holding the * Nordsieck vector */
public void reinitialize(final double time, final double stepSize, final double[] scaledDerivative, final Array2DRowRealMatrix nordsieckVector) { this.referenceTime = time; this.scalingH = stepSize; this.scaled = scaledDerivative; this.nordsieck = nordsieckVector; // make sure the state and derivatives will depend on the new arrays setInterpolatedTime(getInterpolatedTime()); }
Rescale the instance.

Since the scaled and Nordsieck arrays are shared with the caller, this method has the side effect of rescaling this arrays in the caller too.

Params:
  • stepSize – new step size to use in the scaled and Nordsieck arrays
/** Rescale the instance. * <p>Since the scaled and Nordsieck arrays are shared with the caller, * this method has the side effect of rescaling this arrays in the caller too.</p> * @param stepSize new step size to use in the scaled and Nordsieck arrays */
public void rescale(final double stepSize) { final double ratio = stepSize / scalingH; for (int i = 0; i < scaled.length; ++i) { scaled[i] *= ratio; } final double[][] nData = nordsieck.getDataRef(); double power = ratio; for (int i = 0; i < nData.length; ++i) { power *= ratio; final double[] nDataI = nData[i]; for (int j = 0; j < nDataI.length; ++j) { nDataI[j] *= power; } } scalingH = stepSize; }
Get the state vector variation from current to interpolated state.

This method is aimed at computing y(tinterpolation) -y(tcurrent) accurately by avoiding the cancellation errors that would occur if the subtraction were performed explicitly.

The returned vector is a reference to a reused array, so it should not be modified and it should be copied if it needs to be preserved across several calls.

Throws:
See Also:
Returns:state vector at time AbstractStepInterpolator.getInterpolatedTime
/** * Get the state vector variation from current to interpolated state. * <p>This method is aimed at computing y(t<sub>interpolation</sub>) * -y(t<sub>current</sub>) accurately by avoiding the cancellation errors * that would occur if the subtraction were performed explicitly.</p> * <p>The returned vector is a reference to a reused array, so * it should not be modified and it should be copied if it needs * to be preserved across several calls.</p> * @return state vector at time {@link #getInterpolatedTime} * @see #getInterpolatedDerivatives() * @exception MaxCountExceededException if the number of functions evaluations is exceeded */
public double[] getInterpolatedStateVariation() throws MaxCountExceededException { // compute and ignore interpolated state // to make sure state variation is computed as a side effect getInterpolatedState(); return stateVariation; }
{@inheritDoc}
/** {@inheritDoc} */
@Override protected void computeInterpolatedStateAndDerivatives(final double theta, final double oneMinusThetaH) { final double x = interpolatedTime - referenceTime; final double normalizedAbscissa = x / scalingH; Arrays.fill(stateVariation, 0.0); Arrays.fill(interpolatedDerivatives, 0.0); // apply Taylor formula from high order to low order, // for the sake of numerical accuracy final double[][] nData = nordsieck.getDataRef(); for (int i = nData.length - 1; i >= 0; --i) { final int order = i + 2; final double[] nDataI = nData[i]; final double power = FastMath.pow(normalizedAbscissa, order); for (int j = 0; j < nDataI.length; ++j) { final double d = nDataI[j] * power; stateVariation[j] += d; interpolatedDerivatives[j] += order * d; } } for (int j = 0; j < currentState.length; ++j) { stateVariation[j] += scaled[j] * normalizedAbscissa; interpolatedState[j] = currentState[j] + stateVariation[j]; interpolatedDerivatives[j] = (interpolatedDerivatives[j] + scaled[j] * normalizedAbscissa) / x; } }
{@inheritDoc}
/** {@inheritDoc} */
@Override public void writeExternal(final ObjectOutput out) throws IOException { // save the state of the base class writeBaseExternal(out); // save the local attributes out.writeDouble(scalingH); out.writeDouble(referenceTime); final int n = (currentState == null) ? -1 : currentState.length; if (scaled == null) { out.writeBoolean(false); } else { out.writeBoolean(true); for (int j = 0; j < n; ++j) { out.writeDouble(scaled[j]); } } if (nordsieck == null) { out.writeBoolean(false); } else { out.writeBoolean(true); out.writeObject(nordsieck); } // we don't save state variation, it will be recomputed }
{@inheritDoc}
/** {@inheritDoc} */
@Override public void readExternal(final ObjectInput in) throws IOException, ClassNotFoundException { // read the base class final double t = readBaseExternal(in); // read the local attributes scalingH = in.readDouble(); referenceTime = in.readDouble(); final int n = (currentState == null) ? -1 : currentState.length; final boolean hasScaled = in.readBoolean(); if (hasScaled) { scaled = new double[n]; for (int j = 0; j < n; ++j) { scaled[j] = in.readDouble(); } } else { scaled = null; } final boolean hasNordsieck = in.readBoolean(); if (hasNordsieck) { nordsieck = (Array2DRowRealMatrix) in.readObject(); } else { nordsieck = null; } if (hasScaled && hasNordsieck) { // we can now set the interpolated time and state stateVariation = new double[n]; setInterpolatedTime(t); } else { stateVariation = null; } } }