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.sampling;
19
20 import java.io.IOException;
21 import java.io.ObjectInput;
22 import java.io.ObjectOutput;
23 import java.util.Arrays;
24
25 import org.apache.commons.math4.legacy.exception.MaxCountExceededException;
26 import org.apache.commons.math4.legacy.linear.Array2DRowRealMatrix;
27 import org.apache.commons.math4.legacy.ode.EquationsMapper;
28 import org.apache.commons.math4.core.jdkmath.JdkMath;
29
30 /**
31 * This class implements an interpolator for integrators using Nordsieck representation.
32 *
33 * <p>This interpolator computes dense output around the current point.
34 * The interpolation equation is based on Taylor series formulas.
35 *
36 * @see org.apache.commons.math4.legacy.ode.nonstiff.AdamsBashforthIntegrator
37 * @see org.apache.commons.math4.legacy.ode.nonstiff.AdamsMoultonIntegrator
38 * @since 2.0
39 */
40
41 public class NordsieckStepInterpolator extends AbstractStepInterpolator {
42
43 /** Serializable version identifier. */
44 private static final long serialVersionUID = -7179861704951334960L;
45
46 /** State variation. */
47 protected double[] stateVariation;
48
49 /** Step size used in the first scaled derivative and Nordsieck vector. */
50 private double scalingH;
51
52 /** Reference time for all arrays.
53 * <p>Sometimes, the reference time is the same as previousTime,
54 * sometimes it is the same as currentTime, so we use a separate
55 * field to avoid any confusion.
56 * </p>
57 */
58 private double referenceTime;
59
60 /** First scaled derivative. */
61 private double[] scaled;
62
63 /** Nordsieck vector. */
64 private Array2DRowRealMatrix nordsieck;
65
66 /** Simple constructor.
67 * This constructor builds an instance that is not usable yet, the
68 * {@link AbstractStepInterpolator#reinitialize} method should be called
69 * before using the instance in order to initialize the internal arrays. This
70 * constructor is used only in order to delay the initialization in
71 * some cases.
72 */
73 public NordsieckStepInterpolator() {
74 }
75
76 /** Copy constructor.
77 * @param interpolator interpolator to copy from. The copy is a deep
78 * copy: its arrays are separated from the original arrays of the
79 * instance
80 */
81 public NordsieckStepInterpolator(final NordsieckStepInterpolator interpolator) {
82 super(interpolator);
83 scalingH = interpolator.scalingH;
84 referenceTime = interpolator.referenceTime;
85 if (interpolator.scaled != null) {
86 scaled = interpolator.scaled.clone();
87 }
88 if (interpolator.nordsieck != null) {
89 nordsieck = new Array2DRowRealMatrix(interpolator.nordsieck.getDataRef(), true);
90 }
91 if (interpolator.stateVariation != null) {
92 stateVariation = interpolator.stateVariation.clone();
93 }
94 }
95
96 /** {@inheritDoc} */
97 @Override
98 protected StepInterpolator doCopy() {
99 return new NordsieckStepInterpolator(this);
100 }
101
102 /** Reinitialize the instance.
103 * <p>Beware that all arrays <em>must</em> be references to integrator
104 * arrays, in order to ensure proper update without copy.</p>
105 * @param y reference to the integrator array holding the state at
106 * the end of the step
107 * @param forward integration direction indicator
108 * @param primaryMapper equations mapper for the primary equations set
109 * @param secondaryMappers equations mappers for the secondary equations sets
110 */
111 @Override
112 public void reinitialize(final double[] y, final boolean forward,
113 final EquationsMapper primaryMapper,
114 final EquationsMapper[] secondaryMappers) {
115 super.reinitialize(y, forward, primaryMapper, secondaryMappers);
116 stateVariation = new double[y.length];
117 }
118
119 /** Reinitialize the instance.
120 * <p>Beware that all arrays <em>must</em> be references to integrator
121 * arrays, in order to ensure proper update without copy.</p>
122 * @param time time at which all arrays are defined
123 * @param stepSize step size used in the scaled and Nordsieck arrays
124 * @param scaledDerivative reference to the integrator array holding the first
125 * scaled derivative
126 * @param nordsieckVector reference to the integrator matrix holding the
127 * Nordsieck vector
128 */
129 public void reinitialize(final double time, final double stepSize,
130 final double[] scaledDerivative,
131 final Array2DRowRealMatrix nordsieckVector) {
132 this.referenceTime = time;
133 this.scalingH = stepSize;
134 this.scaled = scaledDerivative;
135 this.nordsieck = nordsieckVector;
136
137 // make sure the state and derivatives will depend on the new arrays
138 setInterpolatedTime(getInterpolatedTime());
139 }
140
141 /** Rescale the instance.
142 * <p>Since the scaled and Nordsieck arrays are shared with the caller,
143 * this method has the side effect of rescaling this arrays in the caller too.</p>
144 * @param stepSize new step size to use in the scaled and Nordsieck arrays
145 */
146 public void rescale(final double stepSize) {
147
148 final double ratio = stepSize / scalingH;
149 for (int i = 0; i < scaled.length; ++i) {
150 scaled[i] *= ratio;
151 }
152
153 final double[][] nData = nordsieck.getDataRef();
154 double power = ratio;
155 for (int i = 0; i < nData.length; ++i) {
156 power *= ratio;
157 final double[] nDataI = nData[i];
158 for (int j = 0; j < nDataI.length; ++j) {
159 nDataI[j] *= power;
160 }
161 }
162
163 scalingH = stepSize;
164 }
165
166 /**
167 * Get the state vector variation from current to interpolated state.
168 * <p>This method is aimed at computing y(t<sub>interpolation</sub>)
169 * -y(t<sub>current</sub>) accurately by avoiding the cancellation errors
170 * that would occur if the subtraction were performed explicitly.</p>
171 * <p>The returned vector is a reference to a reused array, so
172 * it should not be modified and it should be copied if it needs
173 * to be preserved across several calls.</p>
174 * @return state vector at time {@link #getInterpolatedTime}
175 * @see #getInterpolatedDerivatives()
176 * @exception MaxCountExceededException if the number of functions evaluations is exceeded
177 */
178 public double[] getInterpolatedStateVariation() throws MaxCountExceededException {
179 // compute and ignore interpolated state
180 // to make sure state variation is computed as a side effect
181 getInterpolatedState();
182 return stateVariation;
183 }
184
185 /** {@inheritDoc} */
186 @Override
187 protected void computeInterpolatedStateAndDerivatives(final double theta, final double oneMinusThetaH) {
188
189 final double x = interpolatedTime - referenceTime;
190 final double normalizedAbscissa = x / scalingH;
191
192 Arrays.fill(stateVariation, 0.0);
193 Arrays.fill(interpolatedDerivatives, 0.0);
194
195 // apply Taylor formula from high order to low order,
196 // for the sake of numerical accuracy
197 final double[][] nData = nordsieck.getDataRef();
198 for (int i = nData.length - 1; i >= 0; --i) {
199 final int order = i + 2;
200 final double[] nDataI = nData[i];
201 final double power = JdkMath.pow(normalizedAbscissa, order);
202 for (int j = 0; j < nDataI.length; ++j) {
203 final double d = nDataI[j] * power;
204 stateVariation[j] += d;
205 interpolatedDerivatives[j] += order * d;
206 }
207 }
208
209 for (int j = 0; j < currentState.length; ++j) {
210 stateVariation[j] += scaled[j] * normalizedAbscissa;
211 interpolatedState[j] = currentState[j] + stateVariation[j];
212 interpolatedDerivatives[j] =
213 (interpolatedDerivatives[j] + scaled[j] * normalizedAbscissa) / x;
214 }
215 }
216
217 /** {@inheritDoc} */
218 @Override
219 public void writeExternal(final ObjectOutput out)
220 throws IOException {
221
222 // save the state of the base class
223 writeBaseExternal(out);
224
225 // save the local attributes
226 out.writeDouble(scalingH);
227 out.writeDouble(referenceTime);
228
229 final int n = (currentState == null) ? -1 : currentState.length;
230 if (scaled == null) {
231 out.writeBoolean(false);
232 } else {
233 out.writeBoolean(true);
234 for (int j = 0; j < n; ++j) {
235 out.writeDouble(scaled[j]);
236 }
237 }
238
239 if (nordsieck == null) {
240 out.writeBoolean(false);
241 } else {
242 out.writeBoolean(true);
243 out.writeObject(nordsieck);
244 }
245
246 // we don't save state variation, it will be recomputed
247 }
248
249 /** {@inheritDoc} */
250 @Override
251 public void readExternal(final ObjectInput in)
252 throws IOException, ClassNotFoundException {
253
254 // read the base class
255 final double t = readBaseExternal(in);
256
257 // read the local attributes
258 scalingH = in.readDouble();
259 referenceTime = in.readDouble();
260
261 final int n = (currentState == null) ? -1 : currentState.length;
262 final boolean hasScaled = in.readBoolean();
263 if (hasScaled) {
264 scaled = new double[n];
265 for (int j = 0; j < n; ++j) {
266 scaled[j] = in.readDouble();
267 }
268 } else {
269 scaled = null;
270 }
271
272 final boolean hasNordsieck = in.readBoolean();
273 if (hasNordsieck) {
274 nordsieck = (Array2DRowRealMatrix) in.readObject();
275 } else {
276 nordsieck = null;
277 }
278
279 if (hasScaled && hasNordsieck) {
280 // we can now set the interpolated time and state
281 stateVariation = new double[n];
282 setInterpolatedTime(t);
283 } else {
284 stateVariation = null;
285 }
286 }
287 }