org.apache.commons.math3.ode
Class JacobianMatrices

java.lang.Object
  extended by org.apache.commons.math3.ode.JacobianMatrices

public class JacobianMatrices
extends Object

This class defines a set of secondary equations to compute the Jacobian matrices with respect to the initial state vector and, if any, to some parameters of the primary ODE set.

It is intended to be packed into an ExpandableStatefulODE in conjunction with a primary set of ODE, which may be:

In order to compute Jacobian matrices with respect to some parameters of the primary ODE set, the following parameter Jacobian providers may be set:

Since:
3.0
Version:
$Id: JacobianMatrices.java 1422447 2012-12-16 01:38:40Z psteitz $
See Also:
ExpandableStatefulODE, FirstOrderDifferentialEquations, MainStateJacobianProvider, ParameterJacobianProvider, ParameterizedODE

Nested Class Summary
static class JacobianMatrices.MismatchedEquations
          Special exception for equations mismatch.
 
Constructor Summary
JacobianMatrices(FirstOrderDifferentialEquations fode, double[] hY, String... parameters)
          Simple constructor for a secondary equations set computing Jacobian matrices.
JacobianMatrices(MainStateJacobianProvider jode, String... parameters)
          Simple constructor for a secondary equations set computing Jacobian matrices.
 
Method Summary
 void addParameterJacobianProvider(ParameterJacobianProvider provider)
          Add a parameter Jacobian provider.
 void getCurrentMainSetJacobian(double[][] dYdY0)
          Get the current value of the Jacobian matrix with respect to state.
 void getCurrentParameterJacobian(String pName, double[] dYdP)
          Get the current value of the Jacobian matrix with respect to one parameter.
 void registerVariationalEquations(ExpandableStatefulODE expandable)
          Register the variational equations for the Jacobians matrices to the expandable set.
 void setInitialMainStateJacobian(double[][] dYdY0)
          Set the initial value of the Jacobian matrix with respect to state.
 void setInitialParameterJacobian(String pName, double[] dYdP)
          Set the initial value of a column of the Jacobian matrix with respect to one parameter.
 void setParameterizedODE(ParameterizedODE parameterizedOde)
          Set a parameter Jacobian provider.
 void setParameterStep(String parameter, double hP)
          Set the step associated to a parameter in order to compute by finite difference the Jacobian matrix.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

JacobianMatrices

public JacobianMatrices(FirstOrderDifferentialEquations fode,
                        double[] hY,
                        String... parameters)
                 throws DimensionMismatchException
Simple constructor for a secondary equations set computing Jacobian matrices.

Parameters must belong to the supported ones given by Parameterizable.getParametersNames(), so the primary set of differential equations must be Parameterizable.

Note that each selection clears the previous selected parameters.

Parameters:
fode - the primary first order differential equations set to extend
hY - step used for finite difference computation with respect to state vector
parameters - parameters to consider for Jacobian matrices processing (may be null if parameters Jacobians is not desired)
Throws:
DimensionMismatchException - if there is a dimension mismatch between the steps array hY and the equation dimension

JacobianMatrices

public JacobianMatrices(MainStateJacobianProvider jode,
                        String... parameters)
Simple constructor for a secondary equations set computing Jacobian matrices.

Parameters must belong to the supported ones given by Parameterizable.getParametersNames(), so the primary set of differential equations must be Parameterizable.

Note that each selection clears the previous selected parameters.

Parameters:
jode - the primary first order differential equations set to extend
parameters - parameters to consider for Jacobian matrices processing (may be null if parameters Jacobians is not desired)
Method Detail

registerVariationalEquations

public void registerVariationalEquations(ExpandableStatefulODE expandable)
                                  throws DimensionMismatchException,
                                         JacobianMatrices.MismatchedEquations
Register the variational equations for the Jacobians matrices to the expandable set.

Parameters:
expandable - expandable set into which variational equations should be registered
Throws:
DimensionMismatchException - if the dimension of the partial state does not match the selected equations set dimension
JacobianMatrices.MismatchedEquations - if the primary set of the expandable set does not match the one used to build the instance
See Also:
ExpandableStatefulODE.addSecondaryEquations(SecondaryEquations)

addParameterJacobianProvider

public void addParameterJacobianProvider(ParameterJacobianProvider provider)
Add a parameter Jacobian provider.

Parameters:
provider - the parameter Jacobian provider to compute exactly the parameter Jacobian matrix

setParameterizedODE

public void setParameterizedODE(ParameterizedODE parameterizedOde)
Set a parameter Jacobian provider.

Parameters:
parameterizedOde - the parameterized ODE to compute the parameter Jacobian matrix using finite differences

setParameterStep

public void setParameterStep(String parameter,
                             double hP)
                      throws UnknownParameterException
Set the step associated to a parameter in order to compute by finite difference the Jacobian matrix.

Needed if and only if the primary ODE set is a ParameterizedODE.

Given a non zero parameter value pval for the parameter, a reasonable value for such a step is pval * FastMath.sqrt(Precision.EPSILON).

A zero value for such a step doesn't enable to compute the parameter Jacobian matrix.

Parameters:
parameter - parameter to consider for Jacobian processing
hP - step for Jacobian finite difference computation w.r.t. the specified parameter
Throws:
UnknownParameterException - if the parameter is not supported
See Also:
ParameterizedODE

setInitialMainStateJacobian

public void setInitialMainStateJacobian(double[][] dYdY0)
                                 throws DimensionMismatchException
Set the initial value of the Jacobian matrix with respect to state.

If this method is not called, the initial value of the Jacobian matrix with respect to state is set to identity.

Parameters:
dYdY0 - initial Jacobian matrix w.r.t. state
Throws:
DimensionMismatchException - if matrix dimensions are incorrect

setInitialParameterJacobian

public void setInitialParameterJacobian(String pName,
                                        double[] dYdP)
                                 throws UnknownParameterException,
                                        DimensionMismatchException
Set the initial value of a column of the Jacobian matrix with respect to one parameter.

If this method is not called for some parameter, the initial value of the column of the Jacobian matrix with respect to this parameter is set to zero.

Parameters:
pName - parameter name
dYdP - initial Jacobian column vector with respect to the parameter
Throws:
UnknownParameterException - if a parameter is not supported
DimensionMismatchException - if the column vector does not match state dimension

getCurrentMainSetJacobian

public void getCurrentMainSetJacobian(double[][] dYdY0)
Get the current value of the Jacobian matrix with respect to state.

Parameters:
dYdY0 - current Jacobian matrix with respect to state.

getCurrentParameterJacobian

public void getCurrentParameterJacobian(String pName,
                                        double[] dYdP)
Get the current value of the Jacobian matrix with respect to one parameter.

Parameters:
pName - name of the parameter for the computed Jacobian matrix
dYdP - current Jacobian matrix with respect to the named parameter


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