AdamsIntegrator.java
- /*
- * 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.
- */
- package org.apache.commons.math4.legacy.ode.nonstiff;
- import org.apache.commons.math4.legacy.exception.DimensionMismatchException;
- import org.apache.commons.math4.legacy.exception.MaxCountExceededException;
- import org.apache.commons.math4.legacy.exception.NoBracketingException;
- import org.apache.commons.math4.legacy.exception.NumberIsTooSmallException;
- import org.apache.commons.math4.legacy.linear.Array2DRowRealMatrix;
- import org.apache.commons.math4.legacy.ode.ExpandableStatefulODE;
- import org.apache.commons.math4.legacy.ode.MultistepIntegrator;
- /** Base class for {@link AdamsBashforthIntegrator Adams-Bashforth} and
- * {@link AdamsMoultonIntegrator Adams-Moulton} integrators.
- * @since 2.0
- */
- public abstract class AdamsIntegrator extends MultistepIntegrator {
- /** Transformer. */
- private final AdamsNordsieckTransformer transformer;
- /**
- * 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.
- * @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} */
- @Override
- public abstract void integrate(ExpandableStatefulODE equations, double t)
- throws NumberIsTooSmallException, DimensionMismatchException,
- MaxCountExceededException, NoBracketingException;
- /** {@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).
- * <p>The complete update of high order derivatives has a form similar to:
- * <div style="white-space: pre"><code>
- * 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>
- * </code></div>
- * this method computes the P<sup>-1</sup> A P r<sub>n</sub> part.
- * @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).
- * <p>The complete update of high order derivatives has a form similar to:
- * <div style="white-space: pre"><code>
- * 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>
- * </code></div>
- * this method computes the (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u part.
- * <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);
- }
- }