1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17
18 package org.apache.commons.math4.legacy.ode.nonstiff;
19
20 import org.apache.commons.math4.legacy.exception.DimensionMismatchException;
21 import org.apache.commons.math4.legacy.exception.MaxCountExceededException;
22 import org.apache.commons.math4.legacy.exception.NoBracketingException;
23 import org.apache.commons.math4.legacy.exception.NumberIsTooSmallException;
24 import org.apache.commons.math4.legacy.linear.Array2DRowRealMatrix;
25 import org.apache.commons.math4.legacy.ode.ExpandableStatefulODE;
26 import org.apache.commons.math4.legacy.ode.MultistepIntegrator;
27
28
29 /** Base class for {@link AdamsBashforthIntegrator Adams-Bashforth} and
30 * {@link AdamsMoultonIntegrator Adams-Moulton} integrators.
31 * @since 2.0
32 */
33 public abstract class AdamsIntegrator extends MultistepIntegrator {
34
35 /** Transformer. */
36 private final AdamsNordsieckTransformer transformer;
37
38 /**
39 * Build an Adams integrator with the given order and step control parameters.
40 * @param name name of the method
41 * @param nSteps number of steps of the method excluding the one being computed
42 * @param order order of the method
43 * @param minStep minimal step (sign is irrelevant, regardless of
44 * integration direction, forward or backward), the last step can
45 * be smaller than this
46 * @param maxStep maximal step (sign is irrelevant, regardless of
47 * integration direction, forward or backward), the last step can
48 * be smaller than this
49 * @param scalAbsoluteTolerance allowed absolute error
50 * @param scalRelativeTolerance allowed relative error
51 * @exception NumberIsTooSmallException if order is 1 or less
52 */
53 public AdamsIntegrator(final String name, final int nSteps, final int order,
54 final double minStep, final double maxStep,
55 final double scalAbsoluteTolerance,
56 final double scalRelativeTolerance)
57 throws NumberIsTooSmallException {
58 super(name, nSteps, order, minStep, maxStep,
59 scalAbsoluteTolerance, scalRelativeTolerance);
60 transformer = AdamsNordsieckTransformer.getInstance(nSteps);
61 }
62
63 /**
64 * Build an Adams integrator with the given order and step control parameters.
65 * @param name name of the method
66 * @param nSteps number of steps of the method excluding the one being computed
67 * @param order order of the method
68 * @param minStep minimal step (sign is irrelevant, regardless of
69 * integration direction, forward or backward), the last step can
70 * be smaller than this
71 * @param maxStep maximal step (sign is irrelevant, regardless of
72 * integration direction, forward or backward), the last step can
73 * be smaller than this
74 * @param vecAbsoluteTolerance allowed absolute error
75 * @param vecRelativeTolerance allowed relative error
76 * @exception IllegalArgumentException if order is 1 or less
77 */
78 public AdamsIntegrator(final String name, final int nSteps, final int order,
79 final double minStep, final double maxStep,
80 final double[] vecAbsoluteTolerance,
81 final double[] vecRelativeTolerance)
82 throws IllegalArgumentException {
83 super(name, nSteps, order, minStep, maxStep,
84 vecAbsoluteTolerance, vecRelativeTolerance);
85 transformer = AdamsNordsieckTransformer.getInstance(nSteps);
86 }
87
88 /** {@inheritDoc} */
89 @Override
90 public abstract void integrate(ExpandableStatefulODE equations, double t)
91 throws NumberIsTooSmallException, DimensionMismatchException,
92 MaxCountExceededException, NoBracketingException;
93
94 /** {@inheritDoc} */
95 @Override
96 protected Array2DRowRealMatrix initializeHighOrderDerivatives(final double h, final double[] t,
97 final double[][] y,
98 final double[][] yDot) {
99 return transformer.initializeHighOrderDerivatives(h, t, y, yDot);
100 }
101
102 /** Update the high order scaled derivatives for Adams integrators (phase 1).
103 * <p>The complete update of high order derivatives has a form similar to:
104 * <div style="white-space: pre"><code>
105 * 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>
106 * </code></div>
107 * this method computes the P<sup>-1</sup> A P r<sub>n</sub> part.
108 * @param highOrder high order scaled derivatives
109 * (h<sup>2</sup>/2 y'', ... h<sup>k</sup>/k! y(k))
110 * @return updated high order derivatives
111 * @see #updateHighOrderDerivativesPhase2(double[], double[], Array2DRowRealMatrix)
112 */
113 public Array2DRowRealMatrix updateHighOrderDerivativesPhase1(final Array2DRowRealMatrix highOrder) {
114 return transformer.updateHighOrderDerivativesPhase1(highOrder);
115 }
116
117 /** Update the high order scaled derivatives Adams integrators (phase 2).
118 * <p>The complete update of high order derivatives has a form similar to:
119 * <div style="white-space: pre"><code>
120 * 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>
121 * </code></div>
122 * this method computes the (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u part.
123 * <p>Phase 1 of the update must already have been performed.</p>
124 * @param start first order scaled derivatives at step start
125 * @param end first order scaled derivatives at step end
126 * @param highOrder high order scaled derivatives, will be modified
127 * (h<sup>2</sup>/2 y'', ... h<sup>k</sup>/k! y(k))
128 * @see #updateHighOrderDerivativesPhase1(Array2DRowRealMatrix)
129 */
130 public void updateHighOrderDerivativesPhase2(final double[] start,
131 final double[] end,
132 final Array2DRowRealMatrix highOrder) {
133 transformer.updateHighOrderDerivativesPhase2(start, end, highOrder);
134 }
135 }