org.apache.commons.math3.ode.nonstiff
Class HighamHall54Integrator

java.lang.Object
  extended by org.apache.commons.math3.ode.AbstractIntegrator
      extended by org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeIntegrator
          extended by org.apache.commons.math3.ode.nonstiff.EmbeddedRungeKuttaIntegrator
              extended by org.apache.commons.math3.ode.nonstiff.HighamHall54Integrator
All Implemented Interfaces:
FirstOrderIntegrator, ODEIntegrator

public class HighamHall54Integrator
extends EmbeddedRungeKuttaIntegrator

This class implements the 5(4) Higham and Hall integrator for Ordinary Differential Equations.

This integrator is an embedded Runge-Kutta integrator of order 5(4) used in local extrapolation mode (i.e. the solution is computed using the high order formula) with stepsize control (and automatic step initialization) and continuous output. This method uses 7 functions evaluations per step.

Since:
1.2
Version:
$Id: HighamHall54Integrator.java 1416643 2012-12-03 19:37:14Z tn $

Field Summary
 
Fields inherited from class org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeIntegrator
mainSetDimension, scalAbsoluteTolerance, scalRelativeTolerance, vecAbsoluteTolerance, vecRelativeTolerance
 
Fields inherited from class org.apache.commons.math3.ode.AbstractIntegrator
isLastStep, resetOccurred, stepHandlers, stepSize, stepStart
 
Constructor Summary
HighamHall54Integrator(double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance)
          Simple constructor.
HighamHall54Integrator(double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance)
          Simple constructor.
 
Method Summary
protected  double estimateError(double[][] yDotK, double[] y0, double[] y1, double h)
          Compute the error ratio.
 int getOrder()
          Get the order of the method.
 
Methods inherited from class org.apache.commons.math3.ode.nonstiff.EmbeddedRungeKuttaIntegrator
getMaxGrowth, getMinReduction, getSafety, integrate, setMaxGrowth, setMinReduction, setSafety
 
Methods inherited from class org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeIntegrator
filterStep, getCurrentStepStart, getMaxStep, getMinStep, initializeStep, resetInternalState, sanityChecks, setInitialStepSize, setStepSizeControl, setStepSizeControl
 
Methods inherited from class org.apache.commons.math3.ode.AbstractIntegrator
acceptStep, addEventHandler, addEventHandler, addStepHandler, clearEventHandlers, clearStepHandlers, computeDerivatives, getCurrentSignedStepsize, getEvaluations, getEventHandlers, getMaxEvaluations, getName, getStepHandlers, initIntegration, integrate, setEquations, setMaxEvaluations, setStateInitialized
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

HighamHall54Integrator

public HighamHall54Integrator(double minStep,
                              double maxStep,
                              double scalAbsoluteTolerance,
                              double scalRelativeTolerance)
Simple constructor. Build a fifth order Higham and Hall integrator with the given step bounds

Parameters:
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

HighamHall54Integrator

public HighamHall54Integrator(double minStep,
                              double maxStep,
                              double[] vecAbsoluteTolerance,
                              double[] vecRelativeTolerance)
Simple constructor. Build a fifth order Higham and Hall integrator with the given step bounds

Parameters:
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
Method Detail

getOrder

public int getOrder()
Get the order of the method.

Specified by:
getOrder in class EmbeddedRungeKuttaIntegrator
Returns:
order of the method

estimateError

protected double estimateError(double[][] yDotK,
                               double[] y0,
                               double[] y1,
                               double h)
Compute the error ratio.

Specified by:
estimateError in class EmbeddedRungeKuttaIntegrator
Parameters:
yDotK - derivatives computed during the first stages
y0 - estimate of the step at the start of the step
y1 - estimate of the step at the end of the step
h - current step
Returns:
error ratio, greater than 1 if step should be rejected


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