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+/*
+ * 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.nonstiff;
+
+import org.apache.commons.math3.util.FastMath;
+
+
+/**
+ * This class implements the 5(4) Higham and Hall integrator for
+ * Ordinary Differential Equations.
+ *
+ * <p>This integrator is an embedded Runge-Kutta integrator
+ * of order 5(4) used in local extrapolation mode (i.e. the solution
+ * is computed using the high order formula) with stepsize control
+ * (and automatic step initialization) and continuous output. This
+ * method uses 7 functions evaluations per step.</p>
+ *
+ * @since 1.2
+ */
+
+public class HighamHall54Integrator extends EmbeddedRungeKuttaIntegrator {
+
+ /** Integrator method name. */
+ private static final String METHOD_NAME = "Higham-Hall 5(4)";
+
+ /** Time steps Butcher array. */
+ private static final double[] STATIC_C = {
+ 2.0/9.0, 1.0/3.0, 1.0/2.0, 3.0/5.0, 1.0, 1.0
+ };
+
+ /** Internal weights Butcher array. */
+ private static final double[][] STATIC_A = {
+ {2.0/9.0},
+ {1.0/12.0, 1.0/4.0},
+ {1.0/8.0, 0.0, 3.0/8.0},
+ {91.0/500.0, -27.0/100.0, 78.0/125.0, 8.0/125.0},
+ {-11.0/20.0, 27.0/20.0, 12.0/5.0, -36.0/5.0, 5.0},
+ {1.0/12.0, 0.0, 27.0/32.0, -4.0/3.0, 125.0/96.0, 5.0/48.0}
+ };
+
+ /** Propagation weights Butcher array. */
+ private static final double[] STATIC_B = {
+ 1.0/12.0, 0.0, 27.0/32.0, -4.0/3.0, 125.0/96.0, 5.0/48.0, 0.0
+ };
+
+ /** Error weights Butcher array. */
+ private static final double[] STATIC_E = {
+ -1.0/20.0, 0.0, 81.0/160.0, -6.0/5.0, 25.0/32.0, 1.0/16.0, -1.0/10.0
+ };
+
+ /** Simple constructor.
+ * Build a fifth order Higham and Hall integrator with the given step bounds
+ * @param minStep minimal step (sign is irrelevant, regardless of
+ * integration direction, forward or backward), the last step can
+ * be smaller than this
+ * @param maxStep maximal step (sign is irrelevant, regardless of
+ * integration direction, forward or backward), the last step can
+ * be smaller than this
+ * @param scalAbsoluteTolerance allowed absolute error
+ * @param scalRelativeTolerance allowed relative error
+ */
+ public HighamHall54Integrator(final double minStep, final double maxStep,
+ final double scalAbsoluteTolerance,
+ final double scalRelativeTolerance) {
+ super(METHOD_NAME, false, STATIC_C, STATIC_A, STATIC_B, new HighamHall54StepInterpolator(),
+ minStep, maxStep, scalAbsoluteTolerance, scalRelativeTolerance);
+ }
+
+ /** Simple constructor.
+ * Build a fifth order Higham and Hall integrator with the given step bounds
+ * @param minStep minimal step (sign is irrelevant, regardless of
+ * integration direction, forward or backward), the last step can
+ * be smaller than this
+ * @param maxStep maximal step (sign is irrelevant, regardless of
+ * integration direction, forward or backward), the last step can
+ * be smaller than this
+ * @param vecAbsoluteTolerance allowed absolute error
+ * @param vecRelativeTolerance allowed relative error
+ */
+ public HighamHall54Integrator(final double minStep, final double maxStep,
+ final double[] vecAbsoluteTolerance,
+ final double[] vecRelativeTolerance) {
+ super(METHOD_NAME, false, STATIC_C, STATIC_A, STATIC_B, new HighamHall54StepInterpolator(),
+ minStep, maxStep, vecAbsoluteTolerance, vecRelativeTolerance);
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ public int getOrder() {
+ return 5;
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ protected double estimateError(final double[][] yDotK,
+ final double[] y0, final double[] y1,
+ final double h) {
+
+ double error = 0;
+
+ for (int j = 0; j < mainSetDimension; ++j) {
+ double errSum = STATIC_E[0] * yDotK[0][j];
+ for (int l = 1; l < STATIC_E.length; ++l) {
+ errSum += STATIC_E[l] * yDotK[l][j];
+ }
+
+ final double yScale = FastMath.max(FastMath.abs(y0[j]), FastMath.abs(y1[j]));
+ final double tol = (vecAbsoluteTolerance == null) ?
+ (scalAbsoluteTolerance + scalRelativeTolerance * yScale) :
+ (vecAbsoluteTolerance[j] + vecRelativeTolerance[j] * yScale);
+ final double ratio = h * errSum / tol;
+ error += ratio * ratio;
+
+ }
+
+ return FastMath.sqrt(error / mainSetDimension);
+
+ }
+
+}