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comparison libs/commons-math-2.1/docs/apidocs/src-html/org/apache/commons/math/ode/jacobians/FirstOrderIntegratorWithJacobians.html @ 13:cbf34dd4d7e6
commons-math-2.1 added
| author | dwinter |
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| date | Tue, 04 Jan 2011 10:02:07 +0100 |
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| 12:970d26a94fb7 | 13:cbf34dd4d7e6 |
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| 1 <HTML> | |
| 2 <BODY BGCOLOR="white"> | |
| 3 <PRE> | |
| 4 <FONT color="green">001</FONT> /*<a name="line.1"></a> | |
| 5 <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> | |
| 6 <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> | |
| 7 <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a> | |
| 8 <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> | |
| 9 <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> | |
| 10 <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a> | |
| 11 <FONT color="green">008</FONT> *<a name="line.8"></a> | |
| 12 <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> | |
| 13 <FONT color="green">010</FONT> *<a name="line.10"></a> | |
| 14 <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> | |
| 15 <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> | |
| 16 <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> | |
| 17 <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a> | |
| 18 <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a> | |
| 19 <FONT color="green">016</FONT> */<a name="line.16"></a> | |
| 20 <FONT color="green">017</FONT> <a name="line.17"></a> | |
| 21 <FONT color="green">018</FONT> package org.apache.commons.math.ode.jacobians;<a name="line.18"></a> | |
| 22 <FONT color="green">019</FONT> <a name="line.19"></a> | |
| 23 <FONT color="green">020</FONT> import java.io.IOException;<a name="line.20"></a> | |
| 24 <FONT color="green">021</FONT> import java.io.ObjectInput;<a name="line.21"></a> | |
| 25 <FONT color="green">022</FONT> import java.io.ObjectOutput;<a name="line.22"></a> | |
| 26 <FONT color="green">023</FONT> import java.lang.reflect.Array;<a name="line.23"></a> | |
| 27 <FONT color="green">024</FONT> import java.util.ArrayList;<a name="line.24"></a> | |
| 28 <FONT color="green">025</FONT> import java.util.Collection;<a name="line.25"></a> | |
| 29 <FONT color="green">026</FONT> <a name="line.26"></a> | |
| 30 <FONT color="green">027</FONT> import org.apache.commons.math.MathRuntimeException;<a name="line.27"></a> | |
| 31 <FONT color="green">028</FONT> import org.apache.commons.math.MaxEvaluationsExceededException;<a name="line.28"></a> | |
| 32 <FONT color="green">029</FONT> import org.apache.commons.math.ode.DerivativeException;<a name="line.29"></a> | |
| 33 <FONT color="green">030</FONT> import org.apache.commons.math.ode.FirstOrderDifferentialEquations;<a name="line.30"></a> | |
| 34 <FONT color="green">031</FONT> import org.apache.commons.math.ode.FirstOrderIntegrator;<a name="line.31"></a> | |
| 35 <FONT color="green">032</FONT> import org.apache.commons.math.ode.IntegratorException;<a name="line.32"></a> | |
| 36 <FONT color="green">033</FONT> import org.apache.commons.math.ode.events.EventException;<a name="line.33"></a> | |
| 37 <FONT color="green">034</FONT> import org.apache.commons.math.ode.events.EventHandler;<a name="line.34"></a> | |
| 38 <FONT color="green">035</FONT> import org.apache.commons.math.ode.sampling.StepHandler;<a name="line.35"></a> | |
| 39 <FONT color="green">036</FONT> import org.apache.commons.math.ode.sampling.StepInterpolator;<a name="line.36"></a> | |
| 40 <FONT color="green">037</FONT> <a name="line.37"></a> | |
| 41 <FONT color="green">038</FONT> /** This class enhances a first order integrator for differential equations to<a name="line.38"></a> | |
| 42 <FONT color="green">039</FONT> * compute also partial derivatives of the solution with respect to initial state<a name="line.39"></a> | |
| 43 <FONT color="green">040</FONT> * and parameters.<a name="line.40"></a> | |
| 44 <FONT color="green">041</FONT> * <p>In order to compute both the state and its derivatives, the ODE problem<a name="line.41"></a> | |
| 45 <FONT color="green">042</FONT> * is extended with jacobians of the raw ODE and the variational equations are<a name="line.42"></a> | |
| 46 <FONT color="green">043</FONT> * added to form a new compound problem of higher dimension. If the original ODE<a name="line.43"></a> | |
| 47 <FONT color="green">044</FONT> * problem has dimension n and there are p parameters, the compound problem will<a name="line.44"></a> | |
| 48 <FONT color="green">045</FONT> * have dimension n &times; (1 + n + p).</p><a name="line.45"></a> | |
| 49 <FONT color="green">046</FONT> * @see ParameterizedODE<a name="line.46"></a> | |
| 50 <FONT color="green">047</FONT> * @see ODEWithJacobians<a name="line.47"></a> | |
| 51 <FONT color="green">048</FONT> * @version $Revision: 927342 $ $Date: 2010-03-25 06:55:55 -0400 (Thu, 25 Mar 2010) $<a name="line.48"></a> | |
| 52 <FONT color="green">049</FONT> * @since 2.1<a name="line.49"></a> | |
| 53 <FONT color="green">050</FONT> */<a name="line.50"></a> | |
| 54 <FONT color="green">051</FONT> public class FirstOrderIntegratorWithJacobians {<a name="line.51"></a> | |
| 55 <FONT color="green">052</FONT> <a name="line.52"></a> | |
| 56 <FONT color="green">053</FONT> /** Underlying integrator for compound problem. */<a name="line.53"></a> | |
| 57 <FONT color="green">054</FONT> private final FirstOrderIntegrator integrator;<a name="line.54"></a> | |
| 58 <FONT color="green">055</FONT> <a name="line.55"></a> | |
| 59 <FONT color="green">056</FONT> /** Raw equations to integrate. */<a name="line.56"></a> | |
| 60 <FONT color="green">057</FONT> private final ODEWithJacobians ode;<a name="line.57"></a> | |
| 61 <FONT color="green">058</FONT> <a name="line.58"></a> | |
| 62 <FONT color="green">059</FONT> /** Maximal number of evaluations allowed. */<a name="line.59"></a> | |
| 63 <FONT color="green">060</FONT> private int maxEvaluations;<a name="line.60"></a> | |
| 64 <FONT color="green">061</FONT> <a name="line.61"></a> | |
| 65 <FONT color="green">062</FONT> /** Number of evaluations already performed. */<a name="line.62"></a> | |
| 66 <FONT color="green">063</FONT> private int evaluations;<a name="line.63"></a> | |
| 67 <FONT color="green">064</FONT> <a name="line.64"></a> | |
| 68 <FONT color="green">065</FONT> /** Build an enhanced integrator using internal differentiation to compute jacobians.<a name="line.65"></a> | |
| 69 <FONT color="green">066</FONT> * @param integrator underlying integrator to solve the compound problem<a name="line.66"></a> | |
| 70 <FONT color="green">067</FONT> * @param ode original problem (f in the equation y' = f(t, y))<a name="line.67"></a> | |
| 71 <FONT color="green">068</FONT> * @param p parameters array (may be null if {@link<a name="line.68"></a> | |
| 72 <FONT color="green">069</FONT> * ParameterizedODE#getParametersDimension()<a name="line.69"></a> | |
| 73 <FONT color="green">070</FONT> * getParametersDimension()} from original problem is zero)<a name="line.70"></a> | |
| 74 <FONT color="green">071</FONT> * @param hY step sizes to use for computing the jacobian df/dy, must have the<a name="line.71"></a> | |
| 75 <FONT color="green">072</FONT> * same dimension as the original problem<a name="line.72"></a> | |
| 76 <FONT color="green">073</FONT> * @param hP step sizes to use for computing the jacobian df/dp, must have the<a name="line.73"></a> | |
| 77 <FONT color="green">074</FONT> * same dimension as the original problem parameters dimension<a name="line.74"></a> | |
| 78 <FONT color="green">075</FONT> * @see #FirstOrderIntegratorWithJacobians(FirstOrderIntegrator,<a name="line.75"></a> | |
| 79 <FONT color="green">076</FONT> * ODEWithJacobians)<a name="line.76"></a> | |
| 80 <FONT color="green">077</FONT> */<a name="line.77"></a> | |
| 81 <FONT color="green">078</FONT> public FirstOrderIntegratorWithJacobians(final FirstOrderIntegrator integrator,<a name="line.78"></a> | |
| 82 <FONT color="green">079</FONT> final ParameterizedODE ode,<a name="line.79"></a> | |
| 83 <FONT color="green">080</FONT> final double[] p, final double[] hY, final double[] hP) {<a name="line.80"></a> | |
| 84 <FONT color="green">081</FONT> checkDimension(ode.getDimension(), hY);<a name="line.81"></a> | |
| 85 <FONT color="green">082</FONT> checkDimension(ode.getParametersDimension(), p);<a name="line.82"></a> | |
| 86 <FONT color="green">083</FONT> checkDimension(ode.getParametersDimension(), hP);<a name="line.83"></a> | |
| 87 <FONT color="green">084</FONT> this.integrator = integrator;<a name="line.84"></a> | |
| 88 <FONT color="green">085</FONT> this.ode = new FiniteDifferencesWrapper(ode, p, hY, hP);<a name="line.85"></a> | |
| 89 <FONT color="green">086</FONT> setMaxEvaluations(-1);<a name="line.86"></a> | |
| 90 <FONT color="green">087</FONT> }<a name="line.87"></a> | |
| 91 <FONT color="green">088</FONT> <a name="line.88"></a> | |
| 92 <FONT color="green">089</FONT> /** Build an enhanced integrator using ODE builtin jacobian computation features.<a name="line.89"></a> | |
| 93 <FONT color="green">090</FONT> * @param integrator underlying integrator to solve the compound problem<a name="line.90"></a> | |
| 94 <FONT color="green">091</FONT> * @param ode original problem, which can compute the jacobians by itself<a name="line.91"></a> | |
| 95 <FONT color="green">092</FONT> * @see #FirstOrderIntegratorWithJacobians(FirstOrderIntegrator,<a name="line.92"></a> | |
| 96 <FONT color="green">093</FONT> * ParameterizedODE, double[], double[], double[])<a name="line.93"></a> | |
| 97 <FONT color="green">094</FONT> */<a name="line.94"></a> | |
| 98 <FONT color="green">095</FONT> public FirstOrderIntegratorWithJacobians(final FirstOrderIntegrator integrator,<a name="line.95"></a> | |
| 99 <FONT color="green">096</FONT> final ODEWithJacobians ode) {<a name="line.96"></a> | |
| 100 <FONT color="green">097</FONT> this.integrator = integrator;<a name="line.97"></a> | |
| 101 <FONT color="green">098</FONT> this.ode = ode;<a name="line.98"></a> | |
| 102 <FONT color="green">099</FONT> setMaxEvaluations(-1);<a name="line.99"></a> | |
| 103 <FONT color="green">100</FONT> }<a name="line.100"></a> | |
| 104 <FONT color="green">101</FONT> <a name="line.101"></a> | |
| 105 <FONT color="green">102</FONT> /** Add a step handler to this integrator.<a name="line.102"></a> | |
| 106 <FONT color="green">103</FONT> * <p>The handler will be called by the integrator for each accepted<a name="line.103"></a> | |
| 107 <FONT color="green">104</FONT> * step.</p><a name="line.104"></a> | |
| 108 <FONT color="green">105</FONT> * @param handler handler for the accepted steps<a name="line.105"></a> | |
| 109 <FONT color="green">106</FONT> * @see #getStepHandlers()<a name="line.106"></a> | |
| 110 <FONT color="green">107</FONT> * @see #clearStepHandlers()<a name="line.107"></a> | |
| 111 <FONT color="green">108</FONT> */<a name="line.108"></a> | |
| 112 <FONT color="green">109</FONT> public void addStepHandler(StepHandlerWithJacobians handler) {<a name="line.109"></a> | |
| 113 <FONT color="green">110</FONT> final int n = ode.getDimension();<a name="line.110"></a> | |
| 114 <FONT color="green">111</FONT> final int k = ode.getParametersDimension();<a name="line.111"></a> | |
| 115 <FONT color="green">112</FONT> integrator.addStepHandler(new StepHandlerWrapper(handler, n, k));<a name="line.112"></a> | |
| 116 <FONT color="green">113</FONT> }<a name="line.113"></a> | |
| 117 <FONT color="green">114</FONT> <a name="line.114"></a> | |
| 118 <FONT color="green">115</FONT> /** Get all the step handlers that have been added to the integrator.<a name="line.115"></a> | |
| 119 <FONT color="green">116</FONT> * @return an unmodifiable collection of the added events handlers<a name="line.116"></a> | |
| 120 <FONT color="green">117</FONT> * @see #addStepHandler(StepHandlerWithJacobians)<a name="line.117"></a> | |
| 121 <FONT color="green">118</FONT> * @see #clearStepHandlers()<a name="line.118"></a> | |
| 122 <FONT color="green">119</FONT> */<a name="line.119"></a> | |
| 123 <FONT color="green">120</FONT> public Collection<StepHandlerWithJacobians> getStepHandlers() {<a name="line.120"></a> | |
| 124 <FONT color="green">121</FONT> final Collection<StepHandlerWithJacobians> handlers =<a name="line.121"></a> | |
| 125 <FONT color="green">122</FONT> new ArrayList<StepHandlerWithJacobians>();<a name="line.122"></a> | |
| 126 <FONT color="green">123</FONT> for (final StepHandler handler : integrator.getStepHandlers()) {<a name="line.123"></a> | |
| 127 <FONT color="green">124</FONT> if (handler instanceof StepHandlerWrapper) {<a name="line.124"></a> | |
| 128 <FONT color="green">125</FONT> handlers.add(((StepHandlerWrapper) handler).getHandler());<a name="line.125"></a> | |
| 129 <FONT color="green">126</FONT> }<a name="line.126"></a> | |
| 130 <FONT color="green">127</FONT> }<a name="line.127"></a> | |
| 131 <FONT color="green">128</FONT> return handlers;<a name="line.128"></a> | |
| 132 <FONT color="green">129</FONT> }<a name="line.129"></a> | |
| 133 <FONT color="green">130</FONT> <a name="line.130"></a> | |
| 134 <FONT color="green">131</FONT> /** Remove all the step handlers that have been added to the integrator.<a name="line.131"></a> | |
| 135 <FONT color="green">132</FONT> * @see #addStepHandler(StepHandlerWithJacobians)<a name="line.132"></a> | |
| 136 <FONT color="green">133</FONT> * @see #getStepHandlers()<a name="line.133"></a> | |
| 137 <FONT color="green">134</FONT> */<a name="line.134"></a> | |
| 138 <FONT color="green">135</FONT> public void clearStepHandlers() {<a name="line.135"></a> | |
| 139 <FONT color="green">136</FONT> integrator.clearStepHandlers();<a name="line.136"></a> | |
| 140 <FONT color="green">137</FONT> }<a name="line.137"></a> | |
| 141 <FONT color="green">138</FONT> <a name="line.138"></a> | |
| 142 <FONT color="green">139</FONT> /** Add an event handler to the integrator.<a name="line.139"></a> | |
| 143 <FONT color="green">140</FONT> * @param handler event handler<a name="line.140"></a> | |
| 144 <FONT color="green">141</FONT> * @param maxCheckInterval maximal time interval between switching<a name="line.141"></a> | |
| 145 <FONT color="green">142</FONT> * function checks (this interval prevents missing sign changes in<a name="line.142"></a> | |
| 146 <FONT color="green">143</FONT> * case the integration steps becomes very large)<a name="line.143"></a> | |
| 147 <FONT color="green">144</FONT> * @param convergence convergence threshold in the event time search<a name="line.144"></a> | |
| 148 <FONT color="green">145</FONT> * @param maxIterationCount upper limit of the iteration count in<a name="line.145"></a> | |
| 149 <FONT color="green">146</FONT> * the event time search<a name="line.146"></a> | |
| 150 <FONT color="green">147</FONT> * @see #getEventHandlers()<a name="line.147"></a> | |
| 151 <FONT color="green">148</FONT> * @see #clearEventHandlers()<a name="line.148"></a> | |
| 152 <FONT color="green">149</FONT> */<a name="line.149"></a> | |
| 153 <FONT color="green">150</FONT> public void addEventHandler(EventHandlerWithJacobians handler,<a name="line.150"></a> | |
| 154 <FONT color="green">151</FONT> double maxCheckInterval,<a name="line.151"></a> | |
| 155 <FONT color="green">152</FONT> double convergence,<a name="line.152"></a> | |
| 156 <FONT color="green">153</FONT> int maxIterationCount) {<a name="line.153"></a> | |
| 157 <FONT color="green">154</FONT> final int n = ode.getDimension();<a name="line.154"></a> | |
| 158 <FONT color="green">155</FONT> final int k = ode.getParametersDimension();<a name="line.155"></a> | |
| 159 <FONT color="green">156</FONT> integrator.addEventHandler(new EventHandlerWrapper(handler, n, k),<a name="line.156"></a> | |
| 160 <FONT color="green">157</FONT> maxCheckInterval, convergence, maxIterationCount);<a name="line.157"></a> | |
| 161 <FONT color="green">158</FONT> }<a name="line.158"></a> | |
| 162 <FONT color="green">159</FONT> <a name="line.159"></a> | |
| 163 <FONT color="green">160</FONT> /** Get all the event handlers that have been added to the integrator.<a name="line.160"></a> | |
| 164 <FONT color="green">161</FONT> * @return an unmodifiable collection of the added events handlers<a name="line.161"></a> | |
| 165 <FONT color="green">162</FONT> * @see #addEventHandler(EventHandlerWithJacobians, double, double, int)<a name="line.162"></a> | |
| 166 <FONT color="green">163</FONT> * @see #clearEventHandlers()<a name="line.163"></a> | |
| 167 <FONT color="green">164</FONT> */<a name="line.164"></a> | |
| 168 <FONT color="green">165</FONT> public Collection<EventHandlerWithJacobians> getEventHandlers() {<a name="line.165"></a> | |
| 169 <FONT color="green">166</FONT> final Collection<EventHandlerWithJacobians> handlers =<a name="line.166"></a> | |
| 170 <FONT color="green">167</FONT> new ArrayList<EventHandlerWithJacobians>();<a name="line.167"></a> | |
| 171 <FONT color="green">168</FONT> for (final EventHandler handler : integrator.getEventHandlers()) {<a name="line.168"></a> | |
| 172 <FONT color="green">169</FONT> if (handler instanceof EventHandlerWrapper) {<a name="line.169"></a> | |
| 173 <FONT color="green">170</FONT> handlers.add(((EventHandlerWrapper) handler).getHandler());<a name="line.170"></a> | |
| 174 <FONT color="green">171</FONT> }<a name="line.171"></a> | |
| 175 <FONT color="green">172</FONT> }<a name="line.172"></a> | |
| 176 <FONT color="green">173</FONT> return handlers;<a name="line.173"></a> | |
| 177 <FONT color="green">174</FONT> }<a name="line.174"></a> | |
| 178 <FONT color="green">175</FONT> <a name="line.175"></a> | |
| 179 <FONT color="green">176</FONT> /** Remove all the event handlers that have been added to the integrator.<a name="line.176"></a> | |
| 180 <FONT color="green">177</FONT> * @see #addEventHandler(EventHandlerWithJacobians, double, double, int)<a name="line.177"></a> | |
| 181 <FONT color="green">178</FONT> * @see #getEventHandlers()<a name="line.178"></a> | |
| 182 <FONT color="green">179</FONT> */<a name="line.179"></a> | |
| 183 <FONT color="green">180</FONT> public void clearEventHandlers() {<a name="line.180"></a> | |
| 184 <FONT color="green">181</FONT> integrator.clearEventHandlers();<a name="line.181"></a> | |
| 185 <FONT color="green">182</FONT> }<a name="line.182"></a> | |
| 186 <FONT color="green">183</FONT> <a name="line.183"></a> | |
| 187 <FONT color="green">184</FONT> /** Integrate the differential equations and the variational equations up to the given time.<a name="line.184"></a> | |
| 188 <FONT color="green">185</FONT> * <p>This method solves an Initial Value Problem (IVP) and also computes the derivatives<a name="line.185"></a> | |
| 189 <FONT color="green">186</FONT> * of the solution with respect to initial state and parameters. This can be used as<a name="line.186"></a> | |
| 190 <FONT color="green">187</FONT> * a basis to solve Boundary Value Problems (BVP).</p><a name="line.187"></a> | |
| 191 <FONT color="green">188</FONT> * <p>Since this method stores some internal state variables made<a name="line.188"></a> | |
| 192 <FONT color="green">189</FONT> * available in its public interface during integration ({@link<a name="line.189"></a> | |
| 193 <FONT color="green">190</FONT> * #getCurrentSignedStepsize()}), it is <em>not</em> thread-safe.</p><a name="line.190"></a> | |
| 194 <FONT color="green">191</FONT> * @param t0 initial time<a name="line.191"></a> | |
| 195 <FONT color="green">192</FONT> * @param y0 initial value of the state vector at t0<a name="line.192"></a> | |
| 196 <FONT color="green">193</FONT> * @param dY0dP initial value of the state vector derivative with respect to the<a name="line.193"></a> | |
| 197 <FONT color="green">194</FONT> * parameters at t0<a name="line.194"></a> | |
| 198 <FONT color="green">195</FONT> * @param t target time for the integration<a name="line.195"></a> | |
| 199 <FONT color="green">196</FONT> * (can be set to a value smaller than <code>t0</code> for backward integration)<a name="line.196"></a> | |
| 200 <FONT color="green">197</FONT> * @param y placeholder where to put the state vector at each successful<a name="line.197"></a> | |
| 201 <FONT color="green">198</FONT> * step (and hence at the end of integration), can be the same object as y0<a name="line.198"></a> | |
| 202 <FONT color="green">199</FONT> * @param dYdY0 placeholder where to put the state vector derivative with respect<a name="line.199"></a> | |
| 203 <FONT color="green">200</FONT> * to the initial state (dy[i]/dy0[j] is in element array dYdY0[i][j]) at each successful<a name="line.200"></a> | |
| 204 <FONT color="green">201</FONT> * step (and hence at the end of integration)<a name="line.201"></a> | |
| 205 <FONT color="green">202</FONT> * @param dYdP placeholder where to put the state vector derivative with respect<a name="line.202"></a> | |
| 206 <FONT color="green">203</FONT> * to the parameters (dy[i]/dp[j] is in element array dYdP[i][j]) at each successful<a name="line.203"></a> | |
| 207 <FONT color="green">204</FONT> * step (and hence at the end of integration)<a name="line.204"></a> | |
| 208 <FONT color="green">205</FONT> * @return stop time, will be the same as target time if integration reached its<a name="line.205"></a> | |
| 209 <FONT color="green">206</FONT> * target, but may be different if some event handler stops it at some point.<a name="line.206"></a> | |
| 210 <FONT color="green">207</FONT> * @throws IntegratorException if the integrator cannot perform integration<a name="line.207"></a> | |
| 211 <FONT color="green">208</FONT> * @throws DerivativeException this exception is propagated to the caller if<a name="line.208"></a> | |
| 212 <FONT color="green">209</FONT> * the underlying user function triggers one<a name="line.209"></a> | |
| 213 <FONT color="green">210</FONT> */<a name="line.210"></a> | |
| 214 <FONT color="green">211</FONT> public double integrate(final double t0, final double[] y0, final double[][] dY0dP,<a name="line.211"></a> | |
| 215 <FONT color="green">212</FONT> final double t, final double[] y,<a name="line.212"></a> | |
| 216 <FONT color="green">213</FONT> final double[][] dYdY0, final double[][] dYdP)<a name="line.213"></a> | |
| 217 <FONT color="green">214</FONT> throws DerivativeException, IntegratorException {<a name="line.214"></a> | |
| 218 <FONT color="green">215</FONT> <a name="line.215"></a> | |
| 219 <FONT color="green">216</FONT> final int n = ode.getDimension();<a name="line.216"></a> | |
| 220 <FONT color="green">217</FONT> final int k = ode.getParametersDimension();<a name="line.217"></a> | |
| 221 <FONT color="green">218</FONT> checkDimension(n, y0);<a name="line.218"></a> | |
| 222 <FONT color="green">219</FONT> checkDimension(n, y);<a name="line.219"></a> | |
| 223 <FONT color="green">220</FONT> checkDimension(n, dYdY0);<a name="line.220"></a> | |
| 224 <FONT color="green">221</FONT> checkDimension(n, dYdY0[0]);<a name="line.221"></a> | |
| 225 <FONT color="green">222</FONT> if (k != 0) {<a name="line.222"></a> | |
| 226 <FONT color="green">223</FONT> checkDimension(n, dY0dP);<a name="line.223"></a> | |
| 227 <FONT color="green">224</FONT> checkDimension(k, dY0dP[0]);<a name="line.224"></a> | |
| 228 <FONT color="green">225</FONT> checkDimension(n, dYdP);<a name="line.225"></a> | |
| 229 <FONT color="green">226</FONT> checkDimension(k, dYdP[0]);<a name="line.226"></a> | |
| 230 <FONT color="green">227</FONT> }<a name="line.227"></a> | |
| 231 <FONT color="green">228</FONT> <a name="line.228"></a> | |
| 232 <FONT color="green">229</FONT> // set up initial state, including partial derivatives<a name="line.229"></a> | |
| 233 <FONT color="green">230</FONT> // the compound state z contains the raw state y and its derivatives<a name="line.230"></a> | |
| 234 <FONT color="green">231</FONT> // with respect to initial state y0 and to parameters p<a name="line.231"></a> | |
| 235 <FONT color="green">232</FONT> // y[i] is stored in z[i]<a name="line.232"></a> | |
| 236 <FONT color="green">233</FONT> // dy[i]/dy0[j] is stored in z[n + i * n + j]<a name="line.233"></a> | |
| 237 <FONT color="green">234</FONT> // dy[i]/dp[j] is stored in z[n * (n + 1) + i * k + j]<a name="line.234"></a> | |
| 238 <FONT color="green">235</FONT> final double[] z = new double[n * (1 + n + k)];<a name="line.235"></a> | |
| 239 <FONT color="green">236</FONT> System.arraycopy(y0, 0, z, 0, n);<a name="line.236"></a> | |
| 240 <FONT color="green">237</FONT> for (int i = 0; i < n; ++i) {<a name="line.237"></a> | |
| 241 <FONT color="green">238</FONT> <a name="line.238"></a> | |
| 242 <FONT color="green">239</FONT> // set diagonal element of dy/dy0 to 1.0 at t = t0<a name="line.239"></a> | |
| 243 <FONT color="green">240</FONT> z[i * (1 + n) + n] = 1.0;<a name="line.240"></a> | |
| 244 <FONT color="green">241</FONT> <a name="line.241"></a> | |
| 245 <FONT color="green">242</FONT> // set initial derivatives with respect to parameters<a name="line.242"></a> | |
| 246 <FONT color="green">243</FONT> System.arraycopy(dY0dP[i], 0, z, n * (n + 1) + i * k, k);<a name="line.243"></a> | |
| 247 <FONT color="green">244</FONT> <a name="line.244"></a> | |
| 248 <FONT color="green">245</FONT> }<a name="line.245"></a> | |
| 249 <FONT color="green">246</FONT> <a name="line.246"></a> | |
| 250 <FONT color="green">247</FONT> // integrate the compound state variational equations<a name="line.247"></a> | |
| 251 <FONT color="green">248</FONT> evaluations = 0;<a name="line.248"></a> | |
| 252 <FONT color="green">249</FONT> final double stopTime = integrator.integrate(new MappingWrapper(), t0, z, t, z);<a name="line.249"></a> | |
| 253 <FONT color="green">250</FONT> <a name="line.250"></a> | |
| 254 <FONT color="green">251</FONT> // dispatch the final compound state into the state and partial derivatives arrays<a name="line.251"></a> | |
| 255 <FONT color="green">252</FONT> dispatchCompoundState(z, y, dYdY0, dYdP);<a name="line.252"></a> | |
| 256 <FONT color="green">253</FONT> <a name="line.253"></a> | |
| 257 <FONT color="green">254</FONT> return stopTime;<a name="line.254"></a> | |
| 258 <FONT color="green">255</FONT> <a name="line.255"></a> | |
| 259 <FONT color="green">256</FONT> }<a name="line.256"></a> | |
| 260 <FONT color="green">257</FONT> <a name="line.257"></a> | |
| 261 <FONT color="green">258</FONT> /** Dispatch a compound state array into state and jacobians arrays.<a name="line.258"></a> | |
| 262 <FONT color="green">259</FONT> * @param z compound state<a name="line.259"></a> | |
| 263 <FONT color="green">260</FONT> * @param y raw state array to fill<a name="line.260"></a> | |
| 264 <FONT color="green">261</FONT> * @param dydy0 jacobian array to fill<a name="line.261"></a> | |
| 265 <FONT color="green">262</FONT> * @param dydp jacobian array to fill<a name="line.262"></a> | |
| 266 <FONT color="green">263</FONT> */<a name="line.263"></a> | |
| 267 <FONT color="green">264</FONT> private static void dispatchCompoundState(final double[] z, final double[] y,<a name="line.264"></a> | |
| 268 <FONT color="green">265</FONT> final double[][] dydy0, final double[][] dydp) {<a name="line.265"></a> | |
| 269 <FONT color="green">266</FONT> <a name="line.266"></a> | |
| 270 <FONT color="green">267</FONT> final int n = y.length;<a name="line.267"></a> | |
| 271 <FONT color="green">268</FONT> final int k = dydp[0].length;<a name="line.268"></a> | |
| 272 <FONT color="green">269</FONT> <a name="line.269"></a> | |
| 273 <FONT color="green">270</FONT> // state<a name="line.270"></a> | |
| 274 <FONT color="green">271</FONT> System.arraycopy(z, 0, y, 0, n);<a name="line.271"></a> | |
| 275 <FONT color="green">272</FONT> <a name="line.272"></a> | |
| 276 <FONT color="green">273</FONT> // jacobian with respect to initial state<a name="line.273"></a> | |
| 277 <FONT color="green">274</FONT> for (int i = 0; i < n; ++i) {<a name="line.274"></a> | |
| 278 <FONT color="green">275</FONT> System.arraycopy(z, n * (i + 1), dydy0[i], 0, n);<a name="line.275"></a> | |
| 279 <FONT color="green">276</FONT> }<a name="line.276"></a> | |
| 280 <FONT color="green">277</FONT> <a name="line.277"></a> | |
| 281 <FONT color="green">278</FONT> // jacobian with respect to parameters<a name="line.278"></a> | |
| 282 <FONT color="green">279</FONT> for (int i = 0; i < n; ++i) {<a name="line.279"></a> | |
| 283 <FONT color="green">280</FONT> System.arraycopy(z, n * (n + 1) + i * k, dydp[i], 0, k);<a name="line.280"></a> | |
| 284 <FONT color="green">281</FONT> }<a name="line.281"></a> | |
| 285 <FONT color="green">282</FONT> <a name="line.282"></a> | |
| 286 <FONT color="green">283</FONT> }<a name="line.283"></a> | |
| 287 <FONT color="green">284</FONT> <a name="line.284"></a> | |
| 288 <FONT color="green">285</FONT> /** Get the current value of the step start time t<sub>i</sub>.<a name="line.285"></a> | |
| 289 <FONT color="green">286</FONT> * <p>This method can be called during integration (typically by<a name="line.286"></a> | |
| 290 <FONT color="green">287</FONT> * the object implementing the {@link FirstOrderDifferentialEquations<a name="line.287"></a> | |
| 291 <FONT color="green">288</FONT> * differential equations} problem) if the value of the current step that<a name="line.288"></a> | |
| 292 <FONT color="green">289</FONT> * is attempted is needed.</p><a name="line.289"></a> | |
| 293 <FONT color="green">290</FONT> * <p>The result is undefined if the method is called outside of<a name="line.290"></a> | |
| 294 <FONT color="green">291</FONT> * calls to <code>integrate</code>.</p><a name="line.291"></a> | |
| 295 <FONT color="green">292</FONT> * @return current value of the step start time t<sub>i</sub><a name="line.292"></a> | |
| 296 <FONT color="green">293</FONT> */<a name="line.293"></a> | |
| 297 <FONT color="green">294</FONT> public double getCurrentStepStart() {<a name="line.294"></a> | |
| 298 <FONT color="green">295</FONT> return integrator.getCurrentStepStart();<a name="line.295"></a> | |
| 299 <FONT color="green">296</FONT> }<a name="line.296"></a> | |
| 300 <FONT color="green">297</FONT> <a name="line.297"></a> | |
| 301 <FONT color="green">298</FONT> /** Get the current signed value of the integration stepsize.<a name="line.298"></a> | |
| 302 <FONT color="green">299</FONT> * <p>This method can be called during integration (typically by<a name="line.299"></a> | |
| 303 <FONT color="green">300</FONT> * the object implementing the {@link FirstOrderDifferentialEquations<a name="line.300"></a> | |
| 304 <FONT color="green">301</FONT> * differential equations} problem) if the signed value of the current stepsize<a name="line.301"></a> | |
| 305 <FONT color="green">302</FONT> * that is tried is needed.</p><a name="line.302"></a> | |
| 306 <FONT color="green">303</FONT> * <p>The result is undefined if the method is called outside of<a name="line.303"></a> | |
| 307 <FONT color="green">304</FONT> * calls to <code>integrate</code>.</p><a name="line.304"></a> | |
| 308 <FONT color="green">305</FONT> * @return current signed value of the stepsize<a name="line.305"></a> | |
| 309 <FONT color="green">306</FONT> */<a name="line.306"></a> | |
| 310 <FONT color="green">307</FONT> public double getCurrentSignedStepsize() {<a name="line.307"></a> | |
| 311 <FONT color="green">308</FONT> return integrator.getCurrentSignedStepsize();<a name="line.308"></a> | |
| 312 <FONT color="green">309</FONT> }<a name="line.309"></a> | |
| 313 <FONT color="green">310</FONT> <a name="line.310"></a> | |
| 314 <FONT color="green">311</FONT> /** Set the maximal number of differential equations function evaluations.<a name="line.311"></a> | |
| 315 <FONT color="green">312</FONT> * <p>The purpose of this method is to avoid infinite loops which can occur<a name="line.312"></a> | |
| 316 <FONT color="green">313</FONT> * for example when stringent error constraints are set or when lots of<a name="line.313"></a> | |
| 317 <FONT color="green">314</FONT> * discrete events are triggered, thus leading to many rejected steps.</p><a name="line.314"></a> | |
| 318 <FONT color="green">315</FONT> * @param maxEvaluations maximal number of function evaluations (negative<a name="line.315"></a> | |
| 319 <FONT color="green">316</FONT> * values are silently converted to maximal integer value, thus representing<a name="line.316"></a> | |
| 320 <FONT color="green">317</FONT> * almost unlimited evaluations)<a name="line.317"></a> | |
| 321 <FONT color="green">318</FONT> */<a name="line.318"></a> | |
| 322 <FONT color="green">319</FONT> public void setMaxEvaluations(int maxEvaluations) {<a name="line.319"></a> | |
| 323 <FONT color="green">320</FONT> this.maxEvaluations = (maxEvaluations < 0) ? Integer.MAX_VALUE : maxEvaluations;<a name="line.320"></a> | |
| 324 <FONT color="green">321</FONT> }<a name="line.321"></a> | |
| 325 <FONT color="green">322</FONT> <a name="line.322"></a> | |
| 326 <FONT color="green">323</FONT> /** Get the maximal number of functions evaluations.<a name="line.323"></a> | |
| 327 <FONT color="green">324</FONT> * @return maximal number of functions evaluations<a name="line.324"></a> | |
| 328 <FONT color="green">325</FONT> */<a name="line.325"></a> | |
| 329 <FONT color="green">326</FONT> public int getMaxEvaluations() {<a name="line.326"></a> | |
| 330 <FONT color="green">327</FONT> return maxEvaluations;<a name="line.327"></a> | |
| 331 <FONT color="green">328</FONT> }<a name="line.328"></a> | |
| 332 <FONT color="green">329</FONT> <a name="line.329"></a> | |
| 333 <FONT color="green">330</FONT> /** Get the number of evaluations of the differential equations function.<a name="line.330"></a> | |
| 334 <FONT color="green">331</FONT> * <p><a name="line.331"></a> | |
| 335 <FONT color="green">332</FONT> * The number of evaluations corresponds to the last call to the<a name="line.332"></a> | |
| 336 <FONT color="green">333</FONT> * <code>integrate</code> method. It is 0 if the method has not been called yet.<a name="line.333"></a> | |
| 337 <FONT color="green">334</FONT> * </p><a name="line.334"></a> | |
| 338 <FONT color="green">335</FONT> * @return number of evaluations of the differential equations function<a name="line.335"></a> | |
| 339 <FONT color="green">336</FONT> */<a name="line.336"></a> | |
| 340 <FONT color="green">337</FONT> public int getEvaluations() {<a name="line.337"></a> | |
| 341 <FONT color="green">338</FONT> return evaluations;<a name="line.338"></a> | |
| 342 <FONT color="green">339</FONT> }<a name="line.339"></a> | |
| 343 <FONT color="green">340</FONT> <a name="line.340"></a> | |
| 344 <FONT color="green">341</FONT> /** Check array dimensions.<a name="line.341"></a> | |
| 345 <FONT color="green">342</FONT> * @param expected expected dimension<a name="line.342"></a> | |
| 346 <FONT color="green">343</FONT> * @param array (may be null if expected is 0)<a name="line.343"></a> | |
| 347 <FONT color="green">344</FONT> * @throws IllegalArgumentException if the array dimension does not match the expected one<a name="line.344"></a> | |
| 348 <FONT color="green">345</FONT> */<a name="line.345"></a> | |
| 349 <FONT color="green">346</FONT> private void checkDimension(final int expected, final Object array)<a name="line.346"></a> | |
| 350 <FONT color="green">347</FONT> throws IllegalArgumentException {<a name="line.347"></a> | |
| 351 <FONT color="green">348</FONT> int arrayDimension = (array == null) ? 0 : Array.getLength(array);<a name="line.348"></a> | |
| 352 <FONT color="green">349</FONT> if (arrayDimension != expected) {<a name="line.349"></a> | |
| 353 <FONT color="green">350</FONT> throw MathRuntimeException.createIllegalArgumentException(<a name="line.350"></a> | |
| 354 <FONT color="green">351</FONT> "dimension mismatch {0} != {1}", arrayDimension, expected);<a name="line.351"></a> | |
| 355 <FONT color="green">352</FONT> }<a name="line.352"></a> | |
| 356 <FONT color="green">353</FONT> }<a name="line.353"></a> | |
| 357 <FONT color="green">354</FONT> <a name="line.354"></a> | |
| 358 <FONT color="green">355</FONT> /** Wrapper class used to map state and jacobians into compound state. */<a name="line.355"></a> | |
| 359 <FONT color="green">356</FONT> private class MappingWrapper implements FirstOrderDifferentialEquations {<a name="line.356"></a> | |
| 360 <FONT color="green">357</FONT> <a name="line.357"></a> | |
| 361 <FONT color="green">358</FONT> /** Current state. */<a name="line.358"></a> | |
| 362 <FONT color="green">359</FONT> private final double[] y;<a name="line.359"></a> | |
| 363 <FONT color="green">360</FONT> <a name="line.360"></a> | |
| 364 <FONT color="green">361</FONT> /** Time derivative of the current state. */<a name="line.361"></a> | |
| 365 <FONT color="green">362</FONT> private final double[] yDot;<a name="line.362"></a> | |
| 366 <FONT color="green">363</FONT> <a name="line.363"></a> | |
| 367 <FONT color="green">364</FONT> /** Derivatives of yDot with respect to state. */<a name="line.364"></a> | |
| 368 <FONT color="green">365</FONT> private final double[][] dFdY;<a name="line.365"></a> | |
| 369 <FONT color="green">366</FONT> <a name="line.366"></a> | |
| 370 <FONT color="green">367</FONT> /** Derivatives of yDot with respect to parameters. */<a name="line.367"></a> | |
| 371 <FONT color="green">368</FONT> private final double[][] dFdP;<a name="line.368"></a> | |
| 372 <FONT color="green">369</FONT> <a name="line.369"></a> | |
| 373 <FONT color="green">370</FONT> /** Simple constructor.<a name="line.370"></a> | |
| 374 <FONT color="green">371</FONT> */<a name="line.371"></a> | |
| 375 <FONT color="green">372</FONT> public MappingWrapper() {<a name="line.372"></a> | |
| 376 <FONT color="green">373</FONT> <a name="line.373"></a> | |
| 377 <FONT color="green">374</FONT> final int n = ode.getDimension();<a name="line.374"></a> | |
| 378 <FONT color="green">375</FONT> final int k = ode.getParametersDimension();<a name="line.375"></a> | |
| 379 <FONT color="green">376</FONT> y = new double[n];<a name="line.376"></a> | |
| 380 <FONT color="green">377</FONT> yDot = new double[n];<a name="line.377"></a> | |
| 381 <FONT color="green">378</FONT> dFdY = new double[n][n];<a name="line.378"></a> | |
| 382 <FONT color="green">379</FONT> dFdP = new double[n][k];<a name="line.379"></a> | |
| 383 <FONT color="green">380</FONT> <a name="line.380"></a> | |
| 384 <FONT color="green">381</FONT> }<a name="line.381"></a> | |
| 385 <FONT color="green">382</FONT> <a name="line.382"></a> | |
| 386 <FONT color="green">383</FONT> /** {@inheritDoc} */<a name="line.383"></a> | |
| 387 <FONT color="green">384</FONT> public int getDimension() {<a name="line.384"></a> | |
| 388 <FONT color="green">385</FONT> final int n = y.length;<a name="line.385"></a> | |
| 389 <FONT color="green">386</FONT> final int k = dFdP[0].length;<a name="line.386"></a> | |
| 390 <FONT color="green">387</FONT> return n * (1 + n + k);<a name="line.387"></a> | |
| 391 <FONT color="green">388</FONT> }<a name="line.388"></a> | |
| 392 <FONT color="green">389</FONT> <a name="line.389"></a> | |
| 393 <FONT color="green">390</FONT> /** {@inheritDoc} */<a name="line.390"></a> | |
| 394 <FONT color="green">391</FONT> public void computeDerivatives(final double t, final double[] z, final double[] zDot)<a name="line.391"></a> | |
| 395 <FONT color="green">392</FONT> throws DerivativeException {<a name="line.392"></a> | |
| 396 <FONT color="green">393</FONT> <a name="line.393"></a> | |
| 397 <FONT color="green">394</FONT> final int n = y.length;<a name="line.394"></a> | |
| 398 <FONT color="green">395</FONT> final int k = dFdP[0].length;<a name="line.395"></a> | |
| 399 <FONT color="green">396</FONT> <a name="line.396"></a> | |
| 400 <FONT color="green">397</FONT> // compute raw ODE and its jacobians: dy/dt, d[dy/dt]/dy0 and d[dy/dt]/dp<a name="line.397"></a> | |
| 401 <FONT color="green">398</FONT> System.arraycopy(z, 0, y, 0, n);<a name="line.398"></a> | |
| 402 <FONT color="green">399</FONT> if (++evaluations > maxEvaluations) {<a name="line.399"></a> | |
| 403 <FONT color="green">400</FONT> throw new DerivativeException(new MaxEvaluationsExceededException(maxEvaluations));<a name="line.400"></a> | |
| 404 <FONT color="green">401</FONT> }<a name="line.401"></a> | |
| 405 <FONT color="green">402</FONT> ode.computeDerivatives(t, y, yDot);<a name="line.402"></a> | |
| 406 <FONT color="green">403</FONT> ode.computeJacobians(t, y, yDot, dFdY, dFdP);<a name="line.403"></a> | |
| 407 <FONT color="green">404</FONT> <a name="line.404"></a> | |
| 408 <FONT color="green">405</FONT> // state part of the compound equations<a name="line.405"></a> | |
| 409 <FONT color="green">406</FONT> System.arraycopy(yDot, 0, zDot, 0, n);<a name="line.406"></a> | |
| 410 <FONT color="green">407</FONT> <a name="line.407"></a> | |
| 411 <FONT color="green">408</FONT> // variational equations: from d[dy/dt]/dy0 to d[dy/dy0]/dt<a name="line.408"></a> | |
| 412 <FONT color="green">409</FONT> for (int i = 0; i < n; ++i) {<a name="line.409"></a> | |
| 413 <FONT color="green">410</FONT> final double[] dFdYi = dFdY[i];<a name="line.410"></a> | |
| 414 <FONT color="green">411</FONT> for (int j = 0; j < n; ++j) {<a name="line.411"></a> | |
| 415 <FONT color="green">412</FONT> double s = 0;<a name="line.412"></a> | |
| 416 <FONT color="green">413</FONT> final int startIndex = n + j;<a name="line.413"></a> | |
| 417 <FONT color="green">414</FONT> int zIndex = startIndex;<a name="line.414"></a> | |
| 418 <FONT color="green">415</FONT> for (int l = 0; l < n; ++l) {<a name="line.415"></a> | |
| 419 <FONT color="green">416</FONT> s += dFdYi[l] * z[zIndex];<a name="line.416"></a> | |
| 420 <FONT color="green">417</FONT> zIndex += n;<a name="line.417"></a> | |
| 421 <FONT color="green">418</FONT> }<a name="line.418"></a> | |
| 422 <FONT color="green">419</FONT> zDot[startIndex + i * n] = s;<a name="line.419"></a> | |
| 423 <FONT color="green">420</FONT> }<a name="line.420"></a> | |
| 424 <FONT color="green">421</FONT> }<a name="line.421"></a> | |
| 425 <FONT color="green">422</FONT> <a name="line.422"></a> | |
| 426 <FONT color="green">423</FONT> // variational equations: from d[dy/dt]/dy0 and d[dy/dt]/dp to d[dy/dp]/dt<a name="line.423"></a> | |
| 427 <FONT color="green">424</FONT> for (int i = 0; i < n; ++i) {<a name="line.424"></a> | |
| 428 <FONT color="green">425</FONT> final double[] dFdYi = dFdY[i];<a name="line.425"></a> | |
| 429 <FONT color="green">426</FONT> final double[] dFdPi = dFdP[i];<a name="line.426"></a> | |
| 430 <FONT color="green">427</FONT> for (int j = 0; j < k; ++j) {<a name="line.427"></a> | |
| 431 <FONT color="green">428</FONT> double s = dFdPi[j];<a name="line.428"></a> | |
| 432 <FONT color="green">429</FONT> final int startIndex = n * (n + 1) + j;<a name="line.429"></a> | |
| 433 <FONT color="green">430</FONT> int zIndex = startIndex;<a name="line.430"></a> | |
| 434 <FONT color="green">431</FONT> for (int l = 0; l < n; ++l) {<a name="line.431"></a> | |
| 435 <FONT color="green">432</FONT> s += dFdYi[l] * z[zIndex];<a name="line.432"></a> | |
| 436 <FONT color="green">433</FONT> zIndex += k;<a name="line.433"></a> | |
| 437 <FONT color="green">434</FONT> }<a name="line.434"></a> | |
| 438 <FONT color="green">435</FONT> zDot[startIndex + i * k] = s;<a name="line.435"></a> | |
| 439 <FONT color="green">436</FONT> }<a name="line.436"></a> | |
| 440 <FONT color="green">437</FONT> }<a name="line.437"></a> | |
| 441 <FONT color="green">438</FONT> <a name="line.438"></a> | |
| 442 <FONT color="green">439</FONT> }<a name="line.439"></a> | |
| 443 <FONT color="green">440</FONT> <a name="line.440"></a> | |
| 444 <FONT color="green">441</FONT> }<a name="line.441"></a> | |
| 445 <FONT color="green">442</FONT> <a name="line.442"></a> | |
| 446 <FONT color="green">443</FONT> /** Wrapper class to compute jacobians by finite differences for ODE which do not compute them themselves. */<a name="line.443"></a> | |
| 447 <FONT color="green">444</FONT> private class FiniteDifferencesWrapper<a name="line.444"></a> | |
| 448 <FONT color="green">445</FONT> implements ODEWithJacobians {<a name="line.445"></a> | |
| 449 <FONT color="green">446</FONT> <a name="line.446"></a> | |
| 450 <FONT color="green">447</FONT> /** Raw ODE without jacobians computation. */<a name="line.447"></a> | |
| 451 <FONT color="green">448</FONT> private final ParameterizedODE ode;<a name="line.448"></a> | |
| 452 <FONT color="green">449</FONT> <a name="line.449"></a> | |
| 453 <FONT color="green">450</FONT> /** Parameters array (may be null if parameters dimension from original problem is zero) */<a name="line.450"></a> | |
| 454 <FONT color="green">451</FONT> private final double[] p;<a name="line.451"></a> | |
| 455 <FONT color="green">452</FONT> <a name="line.452"></a> | |
| 456 <FONT color="green">453</FONT> /** Step sizes to use for computing the jacobian df/dy. */<a name="line.453"></a> | |
| 457 <FONT color="green">454</FONT> private final double[] hY;<a name="line.454"></a> | |
| 458 <FONT color="green">455</FONT> <a name="line.455"></a> | |
| 459 <FONT color="green">456</FONT> /** Step sizes to use for computing the jacobian df/dp. */<a name="line.456"></a> | |
| 460 <FONT color="green">457</FONT> private final double[] hP;<a name="line.457"></a> | |
| 461 <FONT color="green">458</FONT> <a name="line.458"></a> | |
| 462 <FONT color="green">459</FONT> /** Temporary array for state derivatives used to compute jacobians. */<a name="line.459"></a> | |
| 463 <FONT color="green">460</FONT> private final double[] tmpDot;<a name="line.460"></a> | |
| 464 <FONT color="green">461</FONT> <a name="line.461"></a> | |
| 465 <FONT color="green">462</FONT> /** Simple constructor.<a name="line.462"></a> | |
| 466 <FONT color="green">463</FONT> * @param ode original ODE problem, without jacobians computations<a name="line.463"></a> | |
| 467 <FONT color="green">464</FONT> * @param p parameters array (may be null if parameters dimension from original problem is zero)<a name="line.464"></a> | |
| 468 <FONT color="green">465</FONT> * @param hY step sizes to use for computing the jacobian df/dy<a name="line.465"></a> | |
| 469 <FONT color="green">466</FONT> * @param hP step sizes to use for computing the jacobian df/dp<a name="line.466"></a> | |
| 470 <FONT color="green">467</FONT> */<a name="line.467"></a> | |
| 471 <FONT color="green">468</FONT> public FiniteDifferencesWrapper(final ParameterizedODE ode,<a name="line.468"></a> | |
| 472 <FONT color="green">469</FONT> final double[] p, final double[] hY, final double[] hP) {<a name="line.469"></a> | |
| 473 <FONT color="green">470</FONT> this.ode = ode;<a name="line.470"></a> | |
| 474 <FONT color="green">471</FONT> this.p = p.clone();<a name="line.471"></a> | |
| 475 <FONT color="green">472</FONT> this.hY = hY.clone();<a name="line.472"></a> | |
| 476 <FONT color="green">473</FONT> this.hP = hP.clone();<a name="line.473"></a> | |
| 477 <FONT color="green">474</FONT> tmpDot = new double[ode.getDimension()];<a name="line.474"></a> | |
| 478 <FONT color="green">475</FONT> }<a name="line.475"></a> | |
| 479 <FONT color="green">476</FONT> <a name="line.476"></a> | |
| 480 <FONT color="green">477</FONT> /** {@inheritDoc} */<a name="line.477"></a> | |
| 481 <FONT color="green">478</FONT> public int getDimension() {<a name="line.478"></a> | |
| 482 <FONT color="green">479</FONT> return ode.getDimension();<a name="line.479"></a> | |
| 483 <FONT color="green">480</FONT> }<a name="line.480"></a> | |
| 484 <FONT color="green">481</FONT> <a name="line.481"></a> | |
| 485 <FONT color="green">482</FONT> /** {@inheritDoc} */<a name="line.482"></a> | |
| 486 <FONT color="green">483</FONT> public void computeDerivatives(double t, double[] y, double[] yDot) throws DerivativeException {<a name="line.483"></a> | |
| 487 <FONT color="green">484</FONT> // this call to computeDerivatives has already been counted,<a name="line.484"></a> | |
| 488 <FONT color="green">485</FONT> // we must not increment the counter again<a name="line.485"></a> | |
| 489 <FONT color="green">486</FONT> ode.computeDerivatives(t, y, yDot);<a name="line.486"></a> | |
| 490 <FONT color="green">487</FONT> }<a name="line.487"></a> | |
| 491 <FONT color="green">488</FONT> <a name="line.488"></a> | |
| 492 <FONT color="green">489</FONT> /** {@inheritDoc} */<a name="line.489"></a> | |
| 493 <FONT color="green">490</FONT> public int getParametersDimension() {<a name="line.490"></a> | |
| 494 <FONT color="green">491</FONT> return ode.getParametersDimension();<a name="line.491"></a> | |
| 495 <FONT color="green">492</FONT> }<a name="line.492"></a> | |
| 496 <FONT color="green">493</FONT> <a name="line.493"></a> | |
| 497 <FONT color="green">494</FONT> /** {@inheritDoc} */<a name="line.494"></a> | |
| 498 <FONT color="green">495</FONT> public void computeJacobians(double t, double[] y, double[] yDot,<a name="line.495"></a> | |
| 499 <FONT color="green">496</FONT> double[][] dFdY, double[][] dFdP)<a name="line.496"></a> | |
| 500 <FONT color="green">497</FONT> throws DerivativeException {<a name="line.497"></a> | |
| 501 <FONT color="green">498</FONT> <a name="line.498"></a> | |
| 502 <FONT color="green">499</FONT> final int n = hY.length;<a name="line.499"></a> | |
| 503 <FONT color="green">500</FONT> final int k = hP.length;<a name="line.500"></a> | |
| 504 <FONT color="green">501</FONT> <a name="line.501"></a> | |
| 505 <FONT color="green">502</FONT> evaluations += n + k;<a name="line.502"></a> | |
| 506 <FONT color="green">503</FONT> if (evaluations > maxEvaluations) {<a name="line.503"></a> | |
| 507 <FONT color="green">504</FONT> throw new DerivativeException(new MaxEvaluationsExceededException(maxEvaluations));<a name="line.504"></a> | |
| 508 <FONT color="green">505</FONT> }<a name="line.505"></a> | |
| 509 <FONT color="green">506</FONT> <a name="line.506"></a> | |
| 510 <FONT color="green">507</FONT> // compute df/dy where f is the ODE and y is the state array<a name="line.507"></a> | |
| 511 <FONT color="green">508</FONT> for (int j = 0; j < n; ++j) {<a name="line.508"></a> | |
| 512 <FONT color="green">509</FONT> final double savedYj = y[j];<a name="line.509"></a> | |
| 513 <FONT color="green">510</FONT> y[j] += hY[j];<a name="line.510"></a> | |
| 514 <FONT color="green">511</FONT> ode.computeDerivatives(t, y, tmpDot);<a name="line.511"></a> | |
| 515 <FONT color="green">512</FONT> for (int i = 0; i < n; ++i) {<a name="line.512"></a> | |
| 516 <FONT color="green">513</FONT> dFdY[i][j] = (tmpDot[i] - yDot[i]) / hY[j];<a name="line.513"></a> | |
| 517 <FONT color="green">514</FONT> }<a name="line.514"></a> | |
| 518 <FONT color="green">515</FONT> y[j] = savedYj;<a name="line.515"></a> | |
| 519 <FONT color="green">516</FONT> }<a name="line.516"></a> | |
| 520 <FONT color="green">517</FONT> <a name="line.517"></a> | |
| 521 <FONT color="green">518</FONT> // compute df/dp where f is the ODE and p is the parameters array<a name="line.518"></a> | |
| 522 <FONT color="green">519</FONT> for (int j = 0; j < k; ++j) {<a name="line.519"></a> | |
| 523 <FONT color="green">520</FONT> ode.setParameter(j, p[j] + hP[j]);<a name="line.520"></a> | |
| 524 <FONT color="green">521</FONT> ode.computeDerivatives(t, y, tmpDot);<a name="line.521"></a> | |
| 525 <FONT color="green">522</FONT> for (int i = 0; i < n; ++i) {<a name="line.522"></a> | |
| 526 <FONT color="green">523</FONT> dFdP[i][j] = (tmpDot[i] - yDot[i]) / hP[j];<a name="line.523"></a> | |
| 527 <FONT color="green">524</FONT> }<a name="line.524"></a> | |
| 528 <FONT color="green">525</FONT> ode.setParameter(j, p[j]);<a name="line.525"></a> | |
| 529 <FONT color="green">526</FONT> }<a name="line.526"></a> | |
| 530 <FONT color="green">527</FONT> <a name="line.527"></a> | |
| 531 <FONT color="green">528</FONT> }<a name="line.528"></a> | |
| 532 <FONT color="green">529</FONT> <a name="line.529"></a> | |
| 533 <FONT color="green">530</FONT> }<a name="line.530"></a> | |
| 534 <FONT color="green">531</FONT> <a name="line.531"></a> | |
| 535 <FONT color="green">532</FONT> /** Wrapper for step handlers. */<a name="line.532"></a> | |
| 536 <FONT color="green">533</FONT> private static class StepHandlerWrapper implements StepHandler {<a name="line.533"></a> | |
| 537 <FONT color="green">534</FONT> <a name="line.534"></a> | |
| 538 <FONT color="green">535</FONT> /** Underlying step handler with jacobians. */<a name="line.535"></a> | |
| 539 <FONT color="green">536</FONT> private final StepHandlerWithJacobians handler;<a name="line.536"></a> | |
| 540 <FONT color="green">537</FONT> <a name="line.537"></a> | |
| 541 <FONT color="green">538</FONT> /** Dimension of the original ODE. */<a name="line.538"></a> | |
| 542 <FONT color="green">539</FONT> private final int n;<a name="line.539"></a> | |
| 543 <FONT color="green">540</FONT> <a name="line.540"></a> | |
| 544 <FONT color="green">541</FONT> /** Number of parameters. */<a name="line.541"></a> | |
| 545 <FONT color="green">542</FONT> private final int k;<a name="line.542"></a> | |
| 546 <FONT color="green">543</FONT> <a name="line.543"></a> | |
| 547 <FONT color="green">544</FONT> /** Simple constructor.<a name="line.544"></a> | |
| 548 <FONT color="green">545</FONT> * @param handler underlying step handler with jacobians<a name="line.545"></a> | |
| 549 <FONT color="green">546</FONT> * @param n dimension of the original ODE<a name="line.546"></a> | |
| 550 <FONT color="green">547</FONT> * @param k number of parameters<a name="line.547"></a> | |
| 551 <FONT color="green">548</FONT> */<a name="line.548"></a> | |
| 552 <FONT color="green">549</FONT> public StepHandlerWrapper(final StepHandlerWithJacobians handler,<a name="line.549"></a> | |
| 553 <FONT color="green">550</FONT> final int n, final int k) {<a name="line.550"></a> | |
| 554 <FONT color="green">551</FONT> this.handler = handler;<a name="line.551"></a> | |
| 555 <FONT color="green">552</FONT> this.n = n;<a name="line.552"></a> | |
| 556 <FONT color="green">553</FONT> this.k = k;<a name="line.553"></a> | |
| 557 <FONT color="green">554</FONT> }<a name="line.554"></a> | |
| 558 <FONT color="green">555</FONT> <a name="line.555"></a> | |
| 559 <FONT color="green">556</FONT> /** Get the underlying step handler with jacobians.<a name="line.556"></a> | |
| 560 <FONT color="green">557</FONT> * @return underlying step handler with jacobians<a name="line.557"></a> | |
| 561 <FONT color="green">558</FONT> */<a name="line.558"></a> | |
| 562 <FONT color="green">559</FONT> public StepHandlerWithJacobians getHandler() {<a name="line.559"></a> | |
| 563 <FONT color="green">560</FONT> return handler;<a name="line.560"></a> | |
| 564 <FONT color="green">561</FONT> }<a name="line.561"></a> | |
| 565 <FONT color="green">562</FONT> <a name="line.562"></a> | |
| 566 <FONT color="green">563</FONT> /** {@inheritDoc} */<a name="line.563"></a> | |
| 567 <FONT color="green">564</FONT> public void handleStep(StepInterpolator interpolator, boolean isLast)<a name="line.564"></a> | |
| 568 <FONT color="green">565</FONT> throws DerivativeException {<a name="line.565"></a> | |
| 569 <FONT color="green">566</FONT> handler.handleStep(new StepInterpolatorWrapper(interpolator, n, k), isLast);<a name="line.566"></a> | |
| 570 <FONT color="green">567</FONT> }<a name="line.567"></a> | |
| 571 <FONT color="green">568</FONT> <a name="line.568"></a> | |
| 572 <FONT color="green">569</FONT> /** {@inheritDoc} */<a name="line.569"></a> | |
| 573 <FONT color="green">570</FONT> public boolean requiresDenseOutput() {<a name="line.570"></a> | |
| 574 <FONT color="green">571</FONT> return handler.requiresDenseOutput();<a name="line.571"></a> | |
| 575 <FONT color="green">572</FONT> }<a name="line.572"></a> | |
| 576 <FONT color="green">573</FONT> <a name="line.573"></a> | |
| 577 <FONT color="green">574</FONT> /** {@inheritDoc} */<a name="line.574"></a> | |
| 578 <FONT color="green">575</FONT> public void reset() {<a name="line.575"></a> | |
| 579 <FONT color="green">576</FONT> handler.reset();<a name="line.576"></a> | |
| 580 <FONT color="green">577</FONT> }<a name="line.577"></a> | |
| 581 <FONT color="green">578</FONT> <a name="line.578"></a> | |
| 582 <FONT color="green">579</FONT> }<a name="line.579"></a> | |
| 583 <FONT color="green">580</FONT> <a name="line.580"></a> | |
| 584 <FONT color="green">581</FONT> /** Wrapper for step interpolators. */<a name="line.581"></a> | |
| 585 <FONT color="green">582</FONT> private static class StepInterpolatorWrapper<a name="line.582"></a> | |
| 586 <FONT color="green">583</FONT> implements StepInterpolatorWithJacobians {<a name="line.583"></a> | |
| 587 <FONT color="green">584</FONT> <a name="line.584"></a> | |
| 588 <FONT color="green">585</FONT> /** Wrapped interpolator. */<a name="line.585"></a> | |
| 589 <FONT color="green">586</FONT> private StepInterpolator interpolator;<a name="line.586"></a> | |
| 590 <FONT color="green">587</FONT> <a name="line.587"></a> | |
| 591 <FONT color="green">588</FONT> /** State array. */<a name="line.588"></a> | |
| 592 <FONT color="green">589</FONT> private double[] y;<a name="line.589"></a> | |
| 593 <FONT color="green">590</FONT> <a name="line.590"></a> | |
| 594 <FONT color="green">591</FONT> /** Jacobian with respect to initial state dy/dy0. */<a name="line.591"></a> | |
| 595 <FONT color="green">592</FONT> private double[][] dydy0;<a name="line.592"></a> | |
| 596 <FONT color="green">593</FONT> <a name="line.593"></a> | |
| 597 <FONT color="green">594</FONT> /** Jacobian with respect to parameters dy/dp. */<a name="line.594"></a> | |
| 598 <FONT color="green">595</FONT> private double[][] dydp;<a name="line.595"></a> | |
| 599 <FONT color="green">596</FONT> <a name="line.596"></a> | |
| 600 <FONT color="green">597</FONT> /** Time derivative of the state array. */<a name="line.597"></a> | |
| 601 <FONT color="green">598</FONT> private double[] yDot;<a name="line.598"></a> | |
| 602 <FONT color="green">599</FONT> <a name="line.599"></a> | |
| 603 <FONT color="green">600</FONT> /** Time derivative of the sacobian with respect to initial state dy/dy0. */<a name="line.600"></a> | |
| 604 <FONT color="green">601</FONT> private double[][] dydy0Dot;<a name="line.601"></a> | |
| 605 <FONT color="green">602</FONT> <a name="line.602"></a> | |
| 606 <FONT color="green">603</FONT> /** Time derivative of the jacobian with respect to parameters dy/dp. */<a name="line.603"></a> | |
| 607 <FONT color="green">604</FONT> private double[][] dydpDot;<a name="line.604"></a> | |
| 608 <FONT color="green">605</FONT> <a name="line.605"></a> | |
| 609 <FONT color="green">606</FONT> /** Simple constructor.<a name="line.606"></a> | |
| 610 <FONT color="green">607</FONT> * <p>This constructor is used only for externalization. It does nothing.</p><a name="line.607"></a> | |
| 611 <FONT color="green">608</FONT> */<a name="line.608"></a> | |
| 612 <FONT color="green">609</FONT> @SuppressWarnings("unused")<a name="line.609"></a> | |
| 613 <FONT color="green">610</FONT> public StepInterpolatorWrapper() {<a name="line.610"></a> | |
| 614 <FONT color="green">611</FONT> }<a name="line.611"></a> | |
| 615 <FONT color="green">612</FONT> <a name="line.612"></a> | |
| 616 <FONT color="green">613</FONT> /** Simple constructor.<a name="line.613"></a> | |
| 617 <FONT color="green">614</FONT> * @param interpolator wrapped interpolator<a name="line.614"></a> | |
| 618 <FONT color="green">615</FONT> * @param n dimension of the original ODE<a name="line.615"></a> | |
| 619 <FONT color="green">616</FONT> * @param k number of parameters<a name="line.616"></a> | |
| 620 <FONT color="green">617</FONT> */<a name="line.617"></a> | |
| 621 <FONT color="green">618</FONT> public StepInterpolatorWrapper(final StepInterpolator interpolator,<a name="line.618"></a> | |
| 622 <FONT color="green">619</FONT> final int n, final int k) {<a name="line.619"></a> | |
| 623 <FONT color="green">620</FONT> this.interpolator = interpolator;<a name="line.620"></a> | |
| 624 <FONT color="green">621</FONT> y = new double[n];<a name="line.621"></a> | |
| 625 <FONT color="green">622</FONT> dydy0 = new double[n][n];<a name="line.622"></a> | |
| 626 <FONT color="green">623</FONT> dydp = new double[n][k];<a name="line.623"></a> | |
| 627 <FONT color="green">624</FONT> yDot = new double[n];<a name="line.624"></a> | |
| 628 <FONT color="green">625</FONT> dydy0Dot = new double[n][n];<a name="line.625"></a> | |
| 629 <FONT color="green">626</FONT> dydpDot = new double[n][k];<a name="line.626"></a> | |
| 630 <FONT color="green">627</FONT> }<a name="line.627"></a> | |
| 631 <FONT color="green">628</FONT> <a name="line.628"></a> | |
| 632 <FONT color="green">629</FONT> /** {@inheritDoc} */<a name="line.629"></a> | |
| 633 <FONT color="green">630</FONT> public void setInterpolatedTime(double time) {<a name="line.630"></a> | |
| 634 <FONT color="green">631</FONT> interpolator.setInterpolatedTime(time);<a name="line.631"></a> | |
| 635 <FONT color="green">632</FONT> }<a name="line.632"></a> | |
| 636 <FONT color="green">633</FONT> <a name="line.633"></a> | |
| 637 <FONT color="green">634</FONT> /** {@inheritDoc} */<a name="line.634"></a> | |
| 638 <FONT color="green">635</FONT> public boolean isForward() {<a name="line.635"></a> | |
| 639 <FONT color="green">636</FONT> return interpolator.isForward();<a name="line.636"></a> | |
| 640 <FONT color="green">637</FONT> }<a name="line.637"></a> | |
| 641 <FONT color="green">638</FONT> <a name="line.638"></a> | |
| 642 <FONT color="green">639</FONT> /** {@inheritDoc} */<a name="line.639"></a> | |
| 643 <FONT color="green">640</FONT> public double getPreviousTime() {<a name="line.640"></a> | |
| 644 <FONT color="green">641</FONT> return interpolator.getPreviousTime();<a name="line.641"></a> | |
| 645 <FONT color="green">642</FONT> }<a name="line.642"></a> | |
| 646 <FONT color="green">643</FONT> <a name="line.643"></a> | |
| 647 <FONT color="green">644</FONT> /** {@inheritDoc} */<a name="line.644"></a> | |
| 648 <FONT color="green">645</FONT> public double getInterpolatedTime() {<a name="line.645"></a> | |
| 649 <FONT color="green">646</FONT> return interpolator.getInterpolatedTime();<a name="line.646"></a> | |
| 650 <FONT color="green">647</FONT> }<a name="line.647"></a> | |
| 651 <FONT color="green">648</FONT> <a name="line.648"></a> | |
| 652 <FONT color="green">649</FONT> /** {@inheritDoc} */<a name="line.649"></a> | |
| 653 <FONT color="green">650</FONT> public double[] getInterpolatedY() throws DerivativeException {<a name="line.650"></a> | |
| 654 <FONT color="green">651</FONT> double[] extendedState = interpolator.getInterpolatedState();<a name="line.651"></a> | |
| 655 <FONT color="green">652</FONT> System.arraycopy(extendedState, 0, y, 0, y.length);<a name="line.652"></a> | |
| 656 <FONT color="green">653</FONT> return y;<a name="line.653"></a> | |
| 657 <FONT color="green">654</FONT> }<a name="line.654"></a> | |
| 658 <FONT color="green">655</FONT> <a name="line.655"></a> | |
| 659 <FONT color="green">656</FONT> /** {@inheritDoc} */<a name="line.656"></a> | |
| 660 <FONT color="green">657</FONT> public double[][] getInterpolatedDyDy0() throws DerivativeException {<a name="line.657"></a> | |
| 661 <FONT color="green">658</FONT> double[] extendedState = interpolator.getInterpolatedState();<a name="line.658"></a> | |
| 662 <FONT color="green">659</FONT> final int n = y.length;<a name="line.659"></a> | |
| 663 <FONT color="green">660</FONT> int start = n;<a name="line.660"></a> | |
| 664 <FONT color="green">661</FONT> for (int i = 0; i < n; ++i) {<a name="line.661"></a> | |
| 665 <FONT color="green">662</FONT> System.arraycopy(extendedState, start, dydy0[i], 0, n);<a name="line.662"></a> | |
| 666 <FONT color="green">663</FONT> start += n;<a name="line.663"></a> | |
| 667 <FONT color="green">664</FONT> }<a name="line.664"></a> | |
| 668 <FONT color="green">665</FONT> return dydy0;<a name="line.665"></a> | |
| 669 <FONT color="green">666</FONT> }<a name="line.666"></a> | |
| 670 <FONT color="green">667</FONT> <a name="line.667"></a> | |
| 671 <FONT color="green">668</FONT> /** {@inheritDoc} */<a name="line.668"></a> | |
| 672 <FONT color="green">669</FONT> public double[][] getInterpolatedDyDp() throws DerivativeException {<a name="line.669"></a> | |
| 673 <FONT color="green">670</FONT> double[] extendedState = interpolator.getInterpolatedState();<a name="line.670"></a> | |
| 674 <FONT color="green">671</FONT> final int n = y.length;<a name="line.671"></a> | |
| 675 <FONT color="green">672</FONT> final int k = dydp[0].length;<a name="line.672"></a> | |
| 676 <FONT color="green">673</FONT> int start = n * (n + 1);<a name="line.673"></a> | |
| 677 <FONT color="green">674</FONT> for (int i = 0; i < n; ++i) {<a name="line.674"></a> | |
| 678 <FONT color="green">675</FONT> System.arraycopy(extendedState, start, dydp[i], 0, k);<a name="line.675"></a> | |
| 679 <FONT color="green">676</FONT> start += k;<a name="line.676"></a> | |
| 680 <FONT color="green">677</FONT> }<a name="line.677"></a> | |
| 681 <FONT color="green">678</FONT> return dydp;<a name="line.678"></a> | |
| 682 <FONT color="green">679</FONT> }<a name="line.679"></a> | |
| 683 <FONT color="green">680</FONT> <a name="line.680"></a> | |
| 684 <FONT color="green">681</FONT> /** {@inheritDoc} */<a name="line.681"></a> | |
| 685 <FONT color="green">682</FONT> public double[] getInterpolatedYDot() throws DerivativeException {<a name="line.682"></a> | |
| 686 <FONT color="green">683</FONT> double[] extendedDerivatives = interpolator.getInterpolatedDerivatives();<a name="line.683"></a> | |
| 687 <FONT color="green">684</FONT> System.arraycopy(extendedDerivatives, 0, yDot, 0, yDot.length);<a name="line.684"></a> | |
| 688 <FONT color="green">685</FONT> return yDot;<a name="line.685"></a> | |
| 689 <FONT color="green">686</FONT> }<a name="line.686"></a> | |
| 690 <FONT color="green">687</FONT> <a name="line.687"></a> | |
| 691 <FONT color="green">688</FONT> /** {@inheritDoc} */<a name="line.688"></a> | |
| 692 <FONT color="green">689</FONT> public double[][] getInterpolatedDyDy0Dot() throws DerivativeException {<a name="line.689"></a> | |
| 693 <FONT color="green">690</FONT> double[] extendedDerivatives = interpolator.getInterpolatedDerivatives();<a name="line.690"></a> | |
| 694 <FONT color="green">691</FONT> final int n = y.length;<a name="line.691"></a> | |
| 695 <FONT color="green">692</FONT> int start = n;<a name="line.692"></a> | |
| 696 <FONT color="green">693</FONT> for (int i = 0; i < n; ++i) {<a name="line.693"></a> | |
| 697 <FONT color="green">694</FONT> System.arraycopy(extendedDerivatives, start, dydy0Dot[i], 0, n);<a name="line.694"></a> | |
| 698 <FONT color="green">695</FONT> start += n;<a name="line.695"></a> | |
| 699 <FONT color="green">696</FONT> }<a name="line.696"></a> | |
| 700 <FONT color="green">697</FONT> return dydy0Dot;<a name="line.697"></a> | |
| 701 <FONT color="green">698</FONT> }<a name="line.698"></a> | |
| 702 <FONT color="green">699</FONT> <a name="line.699"></a> | |
| 703 <FONT color="green">700</FONT> /** {@inheritDoc} */<a name="line.700"></a> | |
| 704 <FONT color="green">701</FONT> public double[][] getInterpolatedDyDpDot() throws DerivativeException {<a name="line.701"></a> | |
| 705 <FONT color="green">702</FONT> double[] extendedDerivatives = interpolator.getInterpolatedDerivatives();<a name="line.702"></a> | |
| 706 <FONT color="green">703</FONT> final int n = y.length;<a name="line.703"></a> | |
| 707 <FONT color="green">704</FONT> final int k = dydpDot[0].length;<a name="line.704"></a> | |
| 708 <FONT color="green">705</FONT> int start = n * (n + 1);<a name="line.705"></a> | |
| 709 <FONT color="green">706</FONT> for (int i = 0; i < n; ++i) {<a name="line.706"></a> | |
| 710 <FONT color="green">707</FONT> System.arraycopy(extendedDerivatives, start, dydpDot[i], 0, k);<a name="line.707"></a> | |
| 711 <FONT color="green">708</FONT> start += k;<a name="line.708"></a> | |
| 712 <FONT color="green">709</FONT> }<a name="line.709"></a> | |
| 713 <FONT color="green">710</FONT> return dydpDot;<a name="line.710"></a> | |
| 714 <FONT color="green">711</FONT> }<a name="line.711"></a> | |
| 715 <FONT color="green">712</FONT> <a name="line.712"></a> | |
| 716 <FONT color="green">713</FONT> /** {@inheritDoc} */<a name="line.713"></a> | |
| 717 <FONT color="green">714</FONT> public double getCurrentTime() {<a name="line.714"></a> | |
| 718 <FONT color="green">715</FONT> return interpolator.getCurrentTime();<a name="line.715"></a> | |
| 719 <FONT color="green">716</FONT> }<a name="line.716"></a> | |
| 720 <FONT color="green">717</FONT> <a name="line.717"></a> | |
| 721 <FONT color="green">718</FONT> /** {@inheritDoc} */<a name="line.718"></a> | |
| 722 <FONT color="green">719</FONT> public StepInterpolatorWithJacobians copy() throws DerivativeException {<a name="line.719"></a> | |
| 723 <FONT color="green">720</FONT> final int n = y.length;<a name="line.720"></a> | |
| 724 <FONT color="green">721</FONT> final int k = dydp[0].length;<a name="line.721"></a> | |
| 725 <FONT color="green">722</FONT> StepInterpolatorWrapper copied =<a name="line.722"></a> | |
| 726 <FONT color="green">723</FONT> new StepInterpolatorWrapper(interpolator.copy(), n, k);<a name="line.723"></a> | |
| 727 <FONT color="green">724</FONT> copyArray(y, copied.y);<a name="line.724"></a> | |
| 728 <FONT color="green">725</FONT> copyArray(dydy0, copied.dydy0);<a name="line.725"></a> | |
| 729 <FONT color="green">726</FONT> copyArray(dydp, copied.dydp);<a name="line.726"></a> | |
| 730 <FONT color="green">727</FONT> copyArray(yDot, copied.yDot);<a name="line.727"></a> | |
| 731 <FONT color="green">728</FONT> copyArray(dydy0Dot, copied.dydy0Dot);<a name="line.728"></a> | |
| 732 <FONT color="green">729</FONT> copyArray(dydpDot, copied.dydpDot);<a name="line.729"></a> | |
| 733 <FONT color="green">730</FONT> return copied;<a name="line.730"></a> | |
| 734 <FONT color="green">731</FONT> }<a name="line.731"></a> | |
| 735 <FONT color="green">732</FONT> <a name="line.732"></a> | |
| 736 <FONT color="green">733</FONT> /** {@inheritDoc} */<a name="line.733"></a> | |
| 737 <FONT color="green">734</FONT> public void writeExternal(ObjectOutput out) throws IOException {<a name="line.734"></a> | |
| 738 <FONT color="green">735</FONT> out.writeObject(interpolator);<a name="line.735"></a> | |
| 739 <FONT color="green">736</FONT> out.writeInt(y.length);<a name="line.736"></a> | |
| 740 <FONT color="green">737</FONT> out.writeInt(dydp[0].length);<a name="line.737"></a> | |
| 741 <FONT color="green">738</FONT> writeArray(out, y);<a name="line.738"></a> | |
| 742 <FONT color="green">739</FONT> writeArray(out, dydy0);<a name="line.739"></a> | |
| 743 <FONT color="green">740</FONT> writeArray(out, dydp);<a name="line.740"></a> | |
| 744 <FONT color="green">741</FONT> writeArray(out, yDot);<a name="line.741"></a> | |
| 745 <FONT color="green">742</FONT> writeArray(out, dydy0Dot);<a name="line.742"></a> | |
| 746 <FONT color="green">743</FONT> writeArray(out, dydpDot);<a name="line.743"></a> | |
| 747 <FONT color="green">744</FONT> }<a name="line.744"></a> | |
| 748 <FONT color="green">745</FONT> <a name="line.745"></a> | |
| 749 <FONT color="green">746</FONT> /** {@inheritDoc} */<a name="line.746"></a> | |
| 750 <FONT color="green">747</FONT> public void readExternal(ObjectInput in) throws IOException, ClassNotFoundException {<a name="line.747"></a> | |
| 751 <FONT color="green">748</FONT> interpolator = (StepInterpolator) in.readObject();<a name="line.748"></a> | |
| 752 <FONT color="green">749</FONT> final int n = in.readInt();<a name="line.749"></a> | |
| 753 <FONT color="green">750</FONT> final int k = in.readInt();<a name="line.750"></a> | |
| 754 <FONT color="green">751</FONT> y = new double[n];<a name="line.751"></a> | |
| 755 <FONT color="green">752</FONT> dydy0 = new double[n][n];<a name="line.752"></a> | |
| 756 <FONT color="green">753</FONT> dydp = new double[n][k];<a name="line.753"></a> | |
| 757 <FONT color="green">754</FONT> yDot = new double[n];<a name="line.754"></a> | |
| 758 <FONT color="green">755</FONT> dydy0Dot = new double[n][n];<a name="line.755"></a> | |
| 759 <FONT color="green">756</FONT> dydpDot = new double[n][k];<a name="line.756"></a> | |
| 760 <FONT color="green">757</FONT> readArray(in, y);<a name="line.757"></a> | |
| 761 <FONT color="green">758</FONT> readArray(in, dydy0);<a name="line.758"></a> | |
| 762 <FONT color="green">759</FONT> readArray(in, dydp);<a name="line.759"></a> | |
| 763 <FONT color="green">760</FONT> readArray(in, yDot);<a name="line.760"></a> | |
| 764 <FONT color="green">761</FONT> readArray(in, dydy0Dot);<a name="line.761"></a> | |
| 765 <FONT color="green">762</FONT> readArray(in, dydpDot);<a name="line.762"></a> | |
| 766 <FONT color="green">763</FONT> }<a name="line.763"></a> | |
| 767 <FONT color="green">764</FONT> <a name="line.764"></a> | |
| 768 <FONT color="green">765</FONT> /** Copy an array.<a name="line.765"></a> | |
| 769 <FONT color="green">766</FONT> * @param src source array<a name="line.766"></a> | |
| 770 <FONT color="green">767</FONT> * @param dest destination array<a name="line.767"></a> | |
| 771 <FONT color="green">768</FONT> */<a name="line.768"></a> | |
| 772 <FONT color="green">769</FONT> private static void copyArray(final double[] src, final double[] dest) {<a name="line.769"></a> | |
| 773 <FONT color="green">770</FONT> System.arraycopy(src, 0, dest, 0, src.length);<a name="line.770"></a> | |
| 774 <FONT color="green">771</FONT> }<a name="line.771"></a> | |
| 775 <FONT color="green">772</FONT> <a name="line.772"></a> | |
| 776 <FONT color="green">773</FONT> /** Copy an array.<a name="line.773"></a> | |
| 777 <FONT color="green">774</FONT> * @param src source array<a name="line.774"></a> | |
| 778 <FONT color="green">775</FONT> * @param dest destination array<a name="line.775"></a> | |
| 779 <FONT color="green">776</FONT> */<a name="line.776"></a> | |
| 780 <FONT color="green">777</FONT> private static void copyArray(final double[][] src, final double[][] dest) {<a name="line.777"></a> | |
| 781 <FONT color="green">778</FONT> for (int i = 0; i < src.length; ++i) {<a name="line.778"></a> | |
| 782 <FONT color="green">779</FONT> copyArray(src[i], dest[i]);<a name="line.779"></a> | |
| 783 <FONT color="green">780</FONT> }<a name="line.780"></a> | |
| 784 <FONT color="green">781</FONT> }<a name="line.781"></a> | |
| 785 <FONT color="green">782</FONT> <a name="line.782"></a> | |
| 786 <FONT color="green">783</FONT> /** Write an array.<a name="line.783"></a> | |
| 787 <FONT color="green">784</FONT> * @param out output stream<a name="line.784"></a> | |
| 788 <FONT color="green">785</FONT> * @param array array to write<a name="line.785"></a> | |
| 789 <FONT color="green">786</FONT> * @exception IOException if array cannot be read<a name="line.786"></a> | |
| 790 <FONT color="green">787</FONT> */<a name="line.787"></a> | |
| 791 <FONT color="green">788</FONT> private static void writeArray(final ObjectOutput out, final double[] array)<a name="line.788"></a> | |
| 792 <FONT color="green">789</FONT> throws IOException {<a name="line.789"></a> | |
| 793 <FONT color="green">790</FONT> for (int i = 0; i < array.length; ++i) {<a name="line.790"></a> | |
| 794 <FONT color="green">791</FONT> out.writeDouble(array[i]);<a name="line.791"></a> | |
| 795 <FONT color="green">792</FONT> }<a name="line.792"></a> | |
| 796 <FONT color="green">793</FONT> }<a name="line.793"></a> | |
| 797 <FONT color="green">794</FONT> <a name="line.794"></a> | |
| 798 <FONT color="green">795</FONT> /** Write an array.<a name="line.795"></a> | |
| 799 <FONT color="green">796</FONT> * @param out output stream<a name="line.796"></a> | |
| 800 <FONT color="green">797</FONT> * @param array array to write<a name="line.797"></a> | |
| 801 <FONT color="green">798</FONT> * @exception IOException if array cannot be read<a name="line.798"></a> | |
| 802 <FONT color="green">799</FONT> */<a name="line.799"></a> | |
| 803 <FONT color="green">800</FONT> private static void writeArray(final ObjectOutput out, final double[][] array)<a name="line.800"></a> | |
| 804 <FONT color="green">801</FONT> throws IOException {<a name="line.801"></a> | |
| 805 <FONT color="green">802</FONT> for (int i = 0; i < array.length; ++i) {<a name="line.802"></a> | |
| 806 <FONT color="green">803</FONT> writeArray(out, array[i]);<a name="line.803"></a> | |
| 807 <FONT color="green">804</FONT> }<a name="line.804"></a> | |
| 808 <FONT color="green">805</FONT> }<a name="line.805"></a> | |
| 809 <FONT color="green">806</FONT> <a name="line.806"></a> | |
| 810 <FONT color="green">807</FONT> /** Read an array.<a name="line.807"></a> | |
| 811 <FONT color="green">808</FONT> * @param in input stream<a name="line.808"></a> | |
| 812 <FONT color="green">809</FONT> * @param array array to read<a name="line.809"></a> | |
| 813 <FONT color="green">810</FONT> * @exception IOException if array cannot be read<a name="line.810"></a> | |
| 814 <FONT color="green">811</FONT> */<a name="line.811"></a> | |
| 815 <FONT color="green">812</FONT> private static void readArray(final ObjectInput in, final double[] array)<a name="line.812"></a> | |
| 816 <FONT color="green">813</FONT> throws IOException {<a name="line.813"></a> | |
| 817 <FONT color="green">814</FONT> for (int i = 0; i < array.length; ++i) {<a name="line.814"></a> | |
| 818 <FONT color="green">815</FONT> array[i] = in.readDouble();<a name="line.815"></a> | |
| 819 <FONT color="green">816</FONT> }<a name="line.816"></a> | |
| 820 <FONT color="green">817</FONT> }<a name="line.817"></a> | |
| 821 <FONT color="green">818</FONT> <a name="line.818"></a> | |
| 822 <FONT color="green">819</FONT> /** Read an array.<a name="line.819"></a> | |
| 823 <FONT color="green">820</FONT> * @param in input stream<a name="line.820"></a> | |
| 824 <FONT color="green">821</FONT> * @param array array to read<a name="line.821"></a> | |
| 825 <FONT color="green">822</FONT> * @exception IOException if array cannot be read<a name="line.822"></a> | |
| 826 <FONT color="green">823</FONT> */<a name="line.823"></a> | |
| 827 <FONT color="green">824</FONT> private static void readArray(final ObjectInput in, final double[][] array)<a name="line.824"></a> | |
| 828 <FONT color="green">825</FONT> throws IOException {<a name="line.825"></a> | |
| 829 <FONT color="green">826</FONT> for (int i = 0; i < array.length; ++i) {<a name="line.826"></a> | |
| 830 <FONT color="green">827</FONT> readArray(in, array[i]);<a name="line.827"></a> | |
| 831 <FONT color="green">828</FONT> }<a name="line.828"></a> | |
| 832 <FONT color="green">829</FONT> }<a name="line.829"></a> | |
| 833 <FONT color="green">830</FONT> <a name="line.830"></a> | |
| 834 <FONT color="green">831</FONT> }<a name="line.831"></a> | |
| 835 <FONT color="green">832</FONT> <a name="line.832"></a> | |
| 836 <FONT color="green">833</FONT> /** Wrapper for event handlers. */<a name="line.833"></a> | |
| 837 <FONT color="green">834</FONT> private static class EventHandlerWrapper implements EventHandler {<a name="line.834"></a> | |
| 838 <FONT color="green">835</FONT> <a name="line.835"></a> | |
| 839 <FONT color="green">836</FONT> /** Underlying event handler with jacobians. */<a name="line.836"></a> | |
| 840 <FONT color="green">837</FONT> private final EventHandlerWithJacobians handler;<a name="line.837"></a> | |
| 841 <FONT color="green">838</FONT> <a name="line.838"></a> | |
| 842 <FONT color="green">839</FONT> /** State array. */<a name="line.839"></a> | |
| 843 <FONT color="green">840</FONT> private double[] y;<a name="line.840"></a> | |
| 844 <FONT color="green">841</FONT> <a name="line.841"></a> | |
| 845 <FONT color="green">842</FONT> /** Jacobian with respect to initial state dy/dy0. */<a name="line.842"></a> | |
| 846 <FONT color="green">843</FONT> private double[][] dydy0;<a name="line.843"></a> | |
| 847 <FONT color="green">844</FONT> <a name="line.844"></a> | |
| 848 <FONT color="green">845</FONT> /** Jacobian with respect to parameters dy/dp. */<a name="line.845"></a> | |
| 849 <FONT color="green">846</FONT> private double[][] dydp;<a name="line.846"></a> | |
| 850 <FONT color="green">847</FONT> <a name="line.847"></a> | |
| 851 <FONT color="green">848</FONT> /** Simple constructor.<a name="line.848"></a> | |
| 852 <FONT color="green">849</FONT> * @param handler underlying event handler with jacobians<a name="line.849"></a> | |
| 853 <FONT color="green">850</FONT> * @param n dimension of the original ODE<a name="line.850"></a> | |
| 854 <FONT color="green">851</FONT> * @param k number of parameters<a name="line.851"></a> | |
| 855 <FONT color="green">852</FONT> */<a name="line.852"></a> | |
| 856 <FONT color="green">853</FONT> public EventHandlerWrapper(final EventHandlerWithJacobians handler,<a name="line.853"></a> | |
| 857 <FONT color="green">854</FONT> final int n, final int k) {<a name="line.854"></a> | |
| 858 <FONT color="green">855</FONT> this.handler = handler;<a name="line.855"></a> | |
| 859 <FONT color="green">856</FONT> y = new double[n];<a name="line.856"></a> | |
| 860 <FONT color="green">857</FONT> dydy0 = new double[n][n];<a name="line.857"></a> | |
| 861 <FONT color="green">858</FONT> dydp = new double[n][k];<a name="line.858"></a> | |
| 862 <FONT color="green">859</FONT> }<a name="line.859"></a> | |
| 863 <FONT color="green">860</FONT> <a name="line.860"></a> | |
| 864 <FONT color="green">861</FONT> /** Get the underlying event handler with jacobians.<a name="line.861"></a> | |
| 865 <FONT color="green">862</FONT> * @return underlying event handler with jacobians<a name="line.862"></a> | |
| 866 <FONT color="green">863</FONT> */<a name="line.863"></a> | |
| 867 <FONT color="green">864</FONT> public EventHandlerWithJacobians getHandler() {<a name="line.864"></a> | |
| 868 <FONT color="green">865</FONT> return handler;<a name="line.865"></a> | |
| 869 <FONT color="green">866</FONT> }<a name="line.866"></a> | |
| 870 <FONT color="green">867</FONT> <a name="line.867"></a> | |
| 871 <FONT color="green">868</FONT> /** {@inheritDoc} */<a name="line.868"></a> | |
| 872 <FONT color="green">869</FONT> public int eventOccurred(double t, double[] z, boolean increasing)<a name="line.869"></a> | |
| 873 <FONT color="green">870</FONT> throws EventException {<a name="line.870"></a> | |
| 874 <FONT color="green">871</FONT> dispatchCompoundState(z, y, dydy0, dydp);<a name="line.871"></a> | |
| 875 <FONT color="green">872</FONT> return handler.eventOccurred(t, y, dydy0, dydp, increasing);<a name="line.872"></a> | |
| 876 <FONT color="green">873</FONT> }<a name="line.873"></a> | |
| 877 <FONT color="green">874</FONT> <a name="line.874"></a> | |
| 878 <FONT color="green">875</FONT> /** {@inheritDoc} */<a name="line.875"></a> | |
| 879 <FONT color="green">876</FONT> public double g(double t, double[] z)<a name="line.876"></a> | |
| 880 <FONT color="green">877</FONT> throws EventException {<a name="line.877"></a> | |
| 881 <FONT color="green">878</FONT> dispatchCompoundState(z, y, dydy0, dydp);<a name="line.878"></a> | |
| 882 <FONT color="green">879</FONT> return handler.g(t, y, dydy0, dydp);<a name="line.879"></a> | |
| 883 <FONT color="green">880</FONT> }<a name="line.880"></a> | |
| 884 <FONT color="green">881</FONT> <a name="line.881"></a> | |
| 885 <FONT color="green">882</FONT> /** {@inheritDoc} */<a name="line.882"></a> | |
| 886 <FONT color="green">883</FONT> public void resetState(double t, double[] z)<a name="line.883"></a> | |
| 887 <FONT color="green">884</FONT> throws EventException {<a name="line.884"></a> | |
| 888 <FONT color="green">885</FONT> dispatchCompoundState(z, y, dydy0, dydp);<a name="line.885"></a> | |
| 889 <FONT color="green">886</FONT> handler.resetState(t, y, dydy0, dydp);<a name="line.886"></a> | |
| 890 <FONT color="green">887</FONT> }<a name="line.887"></a> | |
| 891 <FONT color="green">888</FONT> <a name="line.888"></a> | |
| 892 <FONT color="green">889</FONT> }<a name="line.889"></a> | |
| 893 <FONT color="green">890</FONT> <a name="line.890"></a> | |
| 894 <FONT color="green">891</FONT> }<a name="line.891"></a> | |
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| 955 </PRE> | |
| 956 </BODY> | |
| 957 </HTML> |