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Diffstat (limited to 'src/main/java/org/apache/commons/math3/ode/ContinuousOutputModel.java')
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diff --git a/src/main/java/org/apache/commons/math3/ode/ContinuousOutputModel.java b/src/main/java/org/apache/commons/math3/ode/ContinuousOutputModel.java new file mode 100644 index 0000000..6bb637d --- /dev/null +++ b/src/main/java/org/apache/commons/math3/ode/ContinuousOutputModel.java @@ -0,0 +1,435 @@ +/* + * 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.math3.ode; + +import org.apache.commons.math3.exception.DimensionMismatchException; +import org.apache.commons.math3.exception.MathIllegalArgumentException; +import org.apache.commons.math3.exception.MaxCountExceededException; +import org.apache.commons.math3.exception.util.LocalizedFormats; +import org.apache.commons.math3.ode.sampling.StepHandler; +import org.apache.commons.math3.ode.sampling.StepInterpolator; +import org.apache.commons.math3.util.FastMath; + +import java.io.Serializable; +import java.util.ArrayList; +import java.util.List; + +/** + * This class stores all information provided by an ODE integrator during the integration process + * and build a continuous model of the solution from this. + * + * <p>This class act as a step handler from the integrator point of view. It is called iteratively + * during the integration process and stores a copy of all steps information in a sorted collection + * for later use. Once the integration process is over, the user can use the {@link + * #setInterpolatedTime setInterpolatedTime} and {@link #getInterpolatedState getInterpolatedState} + * to retrieve this information at any time. It is important to wait for the integration to be over + * before attempting to call {@link #setInterpolatedTime setInterpolatedTime} because some internal + * variables are set only once the last step has been handled. + * + * <p>This is useful for example if the main loop of the user application should remain independent + * from the integration process or if one needs to mimic the behaviour of an analytical model + * despite a numerical model is used (i.e. one needs the ability to get the model value at any time + * or to navigate through the data). + * + * <p>If problem modeling is done with several separate integration phases for contiguous intervals, + * the same ContinuousOutputModel can be used as step handler for all integration phases as long as + * they are performed in order and in the same direction. As an example, one can extrapolate the + * trajectory of a satellite with one model (i.e. one set of differential equations) up to the + * beginning of a maneuver, use another more complex model including thrusters modeling and accurate + * attitude control during the maneuver, and revert to the first model after the end of the + * maneuver. If the same continuous output model handles the steps of all integration phases, the + * user do not need to bother when the maneuver begins or ends, he has all the data available in a + * transparent manner. + * + * <p>An important feature of this class is that it implements the <code>Serializable</code> + * interface. This means that the result of an integration can be serialized and reused later (if + * stored into a persistent medium like a filesystem or a database) or elsewhere (if sent to another + * application). Only the result of the integration is stored, there is no reference to the + * integrated problem by itself. + * + * <p>One should be aware that the amount of data stored in a ContinuousOutputModel instance can be + * important if the state vector is large, if the integration interval is long or if the steps are + * small (which can result from small tolerance settings in {@link + * org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeIntegrator adaptive step size + * integrators}). + * + * @see StepHandler + * @see StepInterpolator + * @since 1.2 + */ +public class ContinuousOutputModel implements StepHandler, Serializable { + + /** Serializable version identifier */ + private static final long serialVersionUID = -1417964919405031606L; + + /** Initial integration time. */ + private double initialTime; + + /** Final integration time. */ + private double finalTime; + + /** Integration direction indicator. */ + private boolean forward; + + /** Current interpolator index. */ + private int index; + + /** Steps table. */ + private List<StepInterpolator> steps; + + /** Simple constructor. Build an empty continuous output model. */ + public ContinuousOutputModel() { + steps = new ArrayList<StepInterpolator>(); + initialTime = Double.NaN; + finalTime = Double.NaN; + forward = true; + index = 0; + } + + /** + * Append another model at the end of the instance. + * + * @param model model to add at the end of the instance + * @exception MathIllegalArgumentException if the model to append is not compatible with the + * instance (dimension of the state vector, propagation direction, hole between the dates) + * @exception MaxCountExceededException if the number of functions evaluations is exceeded + * during step finalization + */ + public void append(final ContinuousOutputModel model) + throws MathIllegalArgumentException, MaxCountExceededException { + + if (model.steps.size() == 0) { + return; + } + + if (steps.size() == 0) { + initialTime = model.initialTime; + forward = model.forward; + } else { + + if (getInterpolatedState().length != model.getInterpolatedState().length) { + throw new DimensionMismatchException( + model.getInterpolatedState().length, getInterpolatedState().length); + } + + if (forward ^ model.forward) { + throw new MathIllegalArgumentException( + LocalizedFormats.PROPAGATION_DIRECTION_MISMATCH); + } + + final StepInterpolator lastInterpolator = steps.get(index); + final double current = lastInterpolator.getCurrentTime(); + final double previous = lastInterpolator.getPreviousTime(); + final double step = current - previous; + final double gap = model.getInitialTime() - current; + if (FastMath.abs(gap) > 1.0e-3 * FastMath.abs(step)) { + throw new MathIllegalArgumentException( + LocalizedFormats.HOLE_BETWEEN_MODELS_TIME_RANGES, FastMath.abs(gap)); + } + } + + for (StepInterpolator interpolator : model.steps) { + steps.add(interpolator.copy()); + } + + index = steps.size() - 1; + finalTime = (steps.get(index)).getCurrentTime(); + } + + /** {@inheritDoc} */ + public void init(double t0, double[] y0, double t) { + initialTime = Double.NaN; + finalTime = Double.NaN; + forward = true; + index = 0; + steps.clear(); + } + + /** + * Handle the last accepted step. A copy of the information provided by the last step is stored + * in the instance for later use. + * + * @param interpolator interpolator for the last accepted step. + * @param isLast true if the step is the last one + * @exception MaxCountExceededException if the number of functions evaluations is exceeded + * during step finalization + */ + public void handleStep(final StepInterpolator interpolator, final boolean isLast) + throws MaxCountExceededException { + + if (steps.size() == 0) { + initialTime = interpolator.getPreviousTime(); + forward = interpolator.isForward(); + } + + steps.add(interpolator.copy()); + + if (isLast) { + finalTime = interpolator.getCurrentTime(); + index = steps.size() - 1; + } + } + + /** + * Get the initial integration time. + * + * @return initial integration time + */ + public double getInitialTime() { + return initialTime; + } + + /** + * Get the final integration time. + * + * @return final integration time + */ + public double getFinalTime() { + return finalTime; + } + + /** + * Get the time of the interpolated point. If {@link #setInterpolatedTime} has not been called, + * it returns the final integration time. + * + * @return interpolation point time + */ + public double getInterpolatedTime() { + return steps.get(index).getInterpolatedTime(); + } + + /** + * Set the time of the interpolated point. + * + * <p>This method should <strong>not</strong> be called before the integration is over because + * some internal variables are set only once the last step has been handled. + * + * <p>Setting the time outside of the integration interval is now allowed, but should be used + * with care since the accuracy of the interpolator will probably be very poor far from this + * interval. This allowance has been added to simplify implementation of search algorithms near + * the interval endpoints. + * + * <p>Note that each time this method is called, the internal arrays returned in {@link + * #getInterpolatedState()}, {@link #getInterpolatedDerivatives()} and {@link + * #getInterpolatedSecondaryState(int)} <em>will</em> be overwritten. So if their content must + * be preserved across several calls, user must copy them. + * + * @param time time of the interpolated point + * @see #getInterpolatedState() + * @see #getInterpolatedDerivatives() + * @see #getInterpolatedSecondaryState(int) + */ + public void setInterpolatedTime(final double time) { + + // initialize the search with the complete steps table + int iMin = 0; + final StepInterpolator sMin = steps.get(iMin); + double tMin = 0.5 * (sMin.getPreviousTime() + sMin.getCurrentTime()); + + int iMax = steps.size() - 1; + final StepInterpolator sMax = steps.get(iMax); + double tMax = 0.5 * (sMax.getPreviousTime() + sMax.getCurrentTime()); + + // handle points outside of the integration interval + // or in the first and last step + if (locatePoint(time, sMin) <= 0) { + index = iMin; + sMin.setInterpolatedTime(time); + return; + } + if (locatePoint(time, sMax) >= 0) { + index = iMax; + sMax.setInterpolatedTime(time); + return; + } + + // reduction of the table slice size + while (iMax - iMin > 5) { + + // use the last estimated index as the splitting index + final StepInterpolator si = steps.get(index); + final int location = locatePoint(time, si); + if (location < 0) { + iMax = index; + tMax = 0.5 * (si.getPreviousTime() + si.getCurrentTime()); + } else if (location > 0) { + iMin = index; + tMin = 0.5 * (si.getPreviousTime() + si.getCurrentTime()); + } else { + // we have found the target step, no need to continue searching + si.setInterpolatedTime(time); + return; + } + + // compute a new estimate of the index in the reduced table slice + final int iMed = (iMin + iMax) / 2; + final StepInterpolator sMed = steps.get(iMed); + final double tMed = 0.5 * (sMed.getPreviousTime() + sMed.getCurrentTime()); + + if ((FastMath.abs(tMed - tMin) < 1e-6) || (FastMath.abs(tMax - tMed) < 1e-6)) { + // too close to the bounds, we estimate using a simple dichotomy + index = iMed; + } else { + // estimate the index using a reverse quadratic polynom + // (reverse means we have i = P(t), thus allowing to simply + // compute index = P(time) rather than solving a quadratic equation) + final double d12 = tMax - tMed; + final double d23 = tMed - tMin; + final double d13 = tMax - tMin; + final double dt1 = time - tMax; + final double dt2 = time - tMed; + final double dt3 = time - tMin; + final double iLagrange = + ((dt2 * dt3 * d23) * iMax + - (dt1 * dt3 * d13) * iMed + + (dt1 * dt2 * d12) * iMin) + / (d12 * d23 * d13); + index = (int) FastMath.rint(iLagrange); + } + + // force the next size reduction to be at least one tenth + final int low = FastMath.max(iMin + 1, (9 * iMin + iMax) / 10); + final int high = FastMath.min(iMax - 1, (iMin + 9 * iMax) / 10); + if (index < low) { + index = low; + } else if (index > high) { + index = high; + } + } + + // now the table slice is very small, we perform an iterative search + index = iMin; + while ((index <= iMax) && (locatePoint(time, steps.get(index)) > 0)) { + ++index; + } + + steps.get(index).setInterpolatedTime(time); + } + + /** + * Get the state vector of the interpolated point. + * + * <p>The returned vector is a reference to a reused array, so it should not be modified and it + * should be copied if it needs to be preserved across several calls to the associated {@link + * #setInterpolatedTime(double)} method. + * + * @return state vector at time {@link #getInterpolatedTime} + * @exception MaxCountExceededException if the number of functions evaluations is exceeded + * @see #setInterpolatedTime(double) + * @see #getInterpolatedDerivatives() + * @see #getInterpolatedSecondaryState(int) + * @see #getInterpolatedSecondaryDerivatives(int) + */ + public double[] getInterpolatedState() throws MaxCountExceededException { + return steps.get(index).getInterpolatedState(); + } + + /** + * Get the derivatives of the state vector of the interpolated point. + * + * <p>The returned vector is a reference to a reused array, so it should not be modified and it + * should be copied if it needs to be preserved across several calls to the associated {@link + * #setInterpolatedTime(double)} method. + * + * @return derivatives of the state vector at time {@link #getInterpolatedTime} + * @exception MaxCountExceededException if the number of functions evaluations is exceeded + * @see #setInterpolatedTime(double) + * @see #getInterpolatedState() + * @see #getInterpolatedSecondaryState(int) + * @see #getInterpolatedSecondaryDerivatives(int) + * @since 3.4 + */ + public double[] getInterpolatedDerivatives() throws MaxCountExceededException { + return steps.get(index).getInterpolatedDerivatives(); + } + + /** + * Get the interpolated secondary state corresponding to the secondary equations. + * + * <p>The returned vector is a reference to a reused array, so it should not be modified and it + * should be copied if it needs to be preserved across several calls to the associated {@link + * #setInterpolatedTime(double)} method. + * + * @param secondaryStateIndex index of the secondary set, as returned by {@link + * org.apache.commons.math3.ode.ExpandableStatefulODE#addSecondaryEquations( + * org.apache.commons.math3.ode.SecondaryEquations) + * ExpandableStatefulODE.addSecondaryEquations(SecondaryEquations)} + * @return interpolated secondary state at the current interpolation date + * @see #setInterpolatedTime(double) + * @see #getInterpolatedState() + * @see #getInterpolatedDerivatives() + * @see #getInterpolatedSecondaryDerivatives(int) + * @since 3.2 + * @exception MaxCountExceededException if the number of functions evaluations is exceeded + */ + public double[] getInterpolatedSecondaryState(final int secondaryStateIndex) + throws MaxCountExceededException { + return steps.get(index).getInterpolatedSecondaryState(secondaryStateIndex); + } + + /** + * Get the interpolated secondary derivatives corresponding to the secondary equations. + * + * <p>The returned vector is a reference to a reused array, so it should not be modified and it + * should be copied if it needs to be preserved across several calls to the associated {@link + * #setInterpolatedTime(double)} method. + * + * @param secondaryStateIndex index of the secondary set, as returned by {@link + * org.apache.commons.math3.ode.ExpandableStatefulODE#addSecondaryEquations( + * org.apache.commons.math3.ode.SecondaryEquations) + * ExpandableStatefulODE.addSecondaryEquations(SecondaryEquations)} + * @return interpolated secondary derivatives at the current interpolation date + * @see #setInterpolatedTime(double) + * @see #getInterpolatedState() + * @see #getInterpolatedDerivatives() + * @see #getInterpolatedSecondaryState(int) + * @since 3.4 + * @exception MaxCountExceededException if the number of functions evaluations is exceeded + */ + public double[] getInterpolatedSecondaryDerivatives(final int secondaryStateIndex) + throws MaxCountExceededException { + return steps.get(index).getInterpolatedSecondaryDerivatives(secondaryStateIndex); + } + + /** + * Compare a step interval and a double. + * + * @param time point to locate + * @param interval step interval + * @return -1 if the double is before the interval, 0 if it is in the interval, and +1 if it is + * after the interval, according to the interval direction + */ + private int locatePoint(final double time, final StepInterpolator interval) { + if (forward) { + if (time < interval.getPreviousTime()) { + return -1; + } else if (time > interval.getCurrentTime()) { + return +1; + } else { + return 0; + } + } + if (time > interval.getPreviousTime()) { + return -1; + } else if (time < interval.getCurrentTime()) { + return +1; + } else { + return 0; + } + } +} |