001/* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017 018package org.apache.commons.math3.ode.nonstiff; 019 020import org.apache.commons.math3.exception.DimensionMismatchException; 021import org.apache.commons.math3.exception.MaxCountExceededException; 022import org.apache.commons.math3.exception.NoBracketingException; 023import org.apache.commons.math3.exception.NumberIsTooSmallException; 024import org.apache.commons.math3.linear.Array2DRowRealMatrix; 025import org.apache.commons.math3.ode.ExpandableStatefulODE; 026import org.apache.commons.math3.ode.MultistepIntegrator; 027 028 029/** Base class for {@link AdamsBashforthIntegrator Adams-Bashforth} and 030 * {@link AdamsMoultonIntegrator Adams-Moulton} integrators. 031 * @since 2.0 032 */ 033public abstract class AdamsIntegrator extends MultistepIntegrator { 034 035 /** Transformer. */ 036 private final AdamsNordsieckTransformer transformer; 037 038 /** 039 * Build an Adams integrator with the given order and step control parameters. 040 * @param name name of the method 041 * @param nSteps number of steps of the method excluding the one being computed 042 * @param order order of the method 043 * @param minStep minimal step (sign is irrelevant, regardless of 044 * integration direction, forward or backward), the last step can 045 * be smaller than this 046 * @param maxStep maximal step (sign is irrelevant, regardless of 047 * integration direction, forward or backward), the last step can 048 * be smaller than this 049 * @param scalAbsoluteTolerance allowed absolute error 050 * @param scalRelativeTolerance allowed relative error 051 * @exception NumberIsTooSmallException if order is 1 or less 052 */ 053 public AdamsIntegrator(final String name, final int nSteps, final int order, 054 final double minStep, final double maxStep, 055 final double scalAbsoluteTolerance, 056 final double scalRelativeTolerance) 057 throws NumberIsTooSmallException { 058 super(name, nSteps, order, minStep, maxStep, 059 scalAbsoluteTolerance, scalRelativeTolerance); 060 transformer = AdamsNordsieckTransformer.getInstance(nSteps); 061 } 062 063 /** 064 * Build an Adams integrator with the given order and step control parameters. 065 * @param name name of the method 066 * @param nSteps number of steps of the method excluding the one being computed 067 * @param order order of the method 068 * @param minStep minimal step (sign is irrelevant, regardless of 069 * integration direction, forward or backward), the last step can 070 * be smaller than this 071 * @param maxStep maximal step (sign is irrelevant, regardless of 072 * integration direction, forward or backward), the last step can 073 * be smaller than this 074 * @param vecAbsoluteTolerance allowed absolute error 075 * @param vecRelativeTolerance allowed relative error 076 * @exception IllegalArgumentException if order is 1 or less 077 */ 078 public AdamsIntegrator(final String name, final int nSteps, final int order, 079 final double minStep, final double maxStep, 080 final double[] vecAbsoluteTolerance, 081 final double[] vecRelativeTolerance) 082 throws IllegalArgumentException { 083 super(name, nSteps, order, minStep, maxStep, 084 vecAbsoluteTolerance, vecRelativeTolerance); 085 transformer = AdamsNordsieckTransformer.getInstance(nSteps); 086 } 087 088 /** {@inheritDoc} */ 089 @Override 090 public abstract void integrate(final ExpandableStatefulODE equations, final double t) 091 throws NumberIsTooSmallException, DimensionMismatchException, 092 MaxCountExceededException, NoBracketingException; 093 094 /** {@inheritDoc} */ 095 @Override 096 protected Array2DRowRealMatrix initializeHighOrderDerivatives(final double h, final double[] t, 097 final double[][] y, 098 final double[][] yDot) { 099 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 * <pre> 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 * </pre> 107 * this method computes the P<sup>-1</sup> A P r<sub>n</sub> part.</p> 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 * <pre> 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 * </pre> 122 * this method computes the (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u part.</p> 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 } 135 136}