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Diffstat (limited to 'src/main/java/org/apache/commons/math3/ode/ParameterJacobianWrapper.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/ode/ParameterJacobianWrapper.java | 103 |
1 files changed, 103 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/ode/ParameterJacobianWrapper.java b/src/main/java/org/apache/commons/math3/ode/ParameterJacobianWrapper.java new file mode 100644 index 0000000..351d829 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/ode/ParameterJacobianWrapper.java @@ -0,0 +1,103 @@ +/* + * 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.MaxCountExceededException; + +import java.util.Arrays; +import java.util.Collection; +import java.util.HashMap; +import java.util.Map; + +/** + * Wrapper class to compute Jacobian matrices by finite differences for ODE which do not compute + * them by themselves. + * + * @since 3.0 + */ +class ParameterJacobianWrapper implements ParameterJacobianProvider { + + /** Main ODE set. */ + private final FirstOrderDifferentialEquations fode; + + /** + * Raw ODE without Jacobian computation skill to be wrapped into a ParameterJacobianProvider. + */ + private final ParameterizedODE pode; + + /** Steps for finite difference computation of the Jacobian df/dp w.r.t. parameters. */ + private final Map<String, Double> hParam; + + /** + * Wrap a {@link ParameterizedODE} into a {@link ParameterJacobianProvider}. + * + * @param fode main first order differential equations set + * @param pode secondary problem, without parameter Jacobian computation skill + * @param paramsAndSteps parameters and steps to compute the Jacobians df/dp + * @see JacobianMatrices#setParameterStep(String, double) + */ + ParameterJacobianWrapper( + final FirstOrderDifferentialEquations fode, + final ParameterizedODE pode, + final ParameterConfiguration[] paramsAndSteps) { + this.fode = fode; + this.pode = pode; + this.hParam = new HashMap<String, Double>(); + + // set up parameters for jacobian computation + for (final ParameterConfiguration param : paramsAndSteps) { + final String name = param.getParameterName(); + if (pode.isSupported(name)) { + hParam.put(name, param.getHP()); + } + } + } + + /** {@inheritDoc} */ + public Collection<String> getParametersNames() { + return pode.getParametersNames(); + } + + /** {@inheritDoc} */ + public boolean isSupported(String name) { + return pode.isSupported(name); + } + + /** {@inheritDoc} */ + public void computeParameterJacobian( + double t, double[] y, double[] yDot, String paramName, double[] dFdP) + throws DimensionMismatchException, MaxCountExceededException { + + final int n = fode.getDimension(); + if (pode.isSupported(paramName)) { + final double[] tmpDot = new double[n]; + + // compute the jacobian df/dp w.r.t. parameter + final double p = pode.getParameter(paramName); + final double hP = hParam.get(paramName); + pode.setParameter(paramName, p + hP); + fode.computeDerivatives(t, y, tmpDot); + for (int i = 0; i < n; ++i) { + dFdP[i] = (tmpDot[i] - yDot[i]) / hP; + } + pode.setParameter(paramName, p); + } else { + Arrays.fill(dFdP, 0, n, 0.0); + } + } +} |