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Diffstat (limited to 'src/main/java/org/apache/commons/math/ode/nonstiff/AdamsIntegrator.java')
| -rw-r--r-- | src/main/java/org/apache/commons/math/ode/nonstiff/AdamsIntegrator.java | 131 |
1 files changed, 131 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math/ode/nonstiff/AdamsIntegrator.java b/src/main/java/org/apache/commons/math/ode/nonstiff/AdamsIntegrator.java new file mode 100644 index 0000000..0b114f0 --- /dev/null +++ b/src/main/java/org/apache/commons/math/ode/nonstiff/AdamsIntegrator.java @@ -0,0 +1,131 @@ +/* + * 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.math.ode.nonstiff; + +import org.apache.commons.math.linear.Array2DRowRealMatrix; +import org.apache.commons.math.ode.DerivativeException; +import org.apache.commons.math.ode.FirstOrderDifferentialEquations; +import org.apache.commons.math.ode.IntegratorException; +import org.apache.commons.math.ode.MultistepIntegrator; + + +/** Base class for {@link AdamsBashforthIntegrator Adams-Bashforth} and + * {@link AdamsMoultonIntegrator Adams-Moulton} integrators. + * @version $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $ + * @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 prameters. + * @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 (must be positive even for backward + * integration), the last step can be smaller than this + * @param maxStep maximal step (must be positive even for backward + * integration) + * @param scalAbsoluteTolerance allowed absolute error + * @param scalRelativeTolerance 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 scalAbsoluteTolerance, + final double scalRelativeTolerance) + throws IllegalArgumentException { + 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 (must be positive even for backward + * integration), the last step can be smaller than this + * @param maxStep maximal step (must be positive even for backward + * integration) + * @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 double integrate(final FirstOrderDifferentialEquations equations, + final double t0, final double[] y0, + final double t, final double[] y) + throws DerivativeException, IntegratorException; + + /** {@inheritDoc} */ + @Override + protected Array2DRowRealMatrix initializeHighOrderDerivatives(final double[] first, + final double[][] multistep) { + return transformer.initializeHighOrderDerivatives(first, multistep); + } + + /** Update the high order scaled derivatives for Adams integrators (phase 1). + * <p>The complete update of high order derivatives has a form similar to: + * <pre> + * 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> + * </pre> + * this method computes the P<sup>-1</sup> A P r<sub>n</sub> part.</p> + * @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: + * <pre> + * 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> + * </pre> + * this method computes the (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u part.</p> + * <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); + } + +} |