Mercurial > hg > de.mpg.mpiwg.itgroup.digilib.plugin

comparison libs/commons-math-2.1/docs/apidocs/src-html/org/apache/commons/math/ode/nonstiff/AdamsIntegrator.html @ 13:cbf34dd4d7e6

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
commons-math-2.1 added
author dwinter
date Tue, 04 Jan 2011 10:02:07 +0100
parents
children
comparison
equal deleted inserted replaced
12:970d26a94fb7 13:cbf34dd4d7e6
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.nonstiff;<a name="line.18"></a>
22 <FONT color="green">019</FONT> <a name="line.19"></a>
23 <FONT color="green">020</FONT> import org.apache.commons.math.linear.Array2DRowRealMatrix;<a name="line.20"></a>
24 <FONT color="green">021</FONT> import org.apache.commons.math.ode.DerivativeException;<a name="line.21"></a>
25 <FONT color="green">022</FONT> import org.apache.commons.math.ode.FirstOrderDifferentialEquations;<a name="line.22"></a>
26 <FONT color="green">023</FONT> import org.apache.commons.math.ode.IntegratorException;<a name="line.23"></a>
27 <FONT color="green">024</FONT> import org.apache.commons.math.ode.MultistepIntegrator;<a name="line.24"></a>
28 <FONT color="green">025</FONT> <a name="line.25"></a>
29 <FONT color="green">026</FONT> <a name="line.26"></a>
30 <FONT color="green">027</FONT> /** Base class for {@link AdamsBashforthIntegrator Adams-Bashforth} and<a name="line.27"></a>
31 <FONT color="green">028</FONT> * {@link AdamsMoultonIntegrator Adams-Moulton} integrators.<a name="line.28"></a>
32 <FONT color="green">029</FONT> * @version $Revision: 790368 $ $Date: 2009-07-01 16:31:50 -0400 (Wed, 01 Jul 2009) $<a name="line.29"></a>
33 <FONT color="green">030</FONT> * @since 2.0<a name="line.30"></a>
34 <FONT color="green">031</FONT> */<a name="line.31"></a>
35 <FONT color="green">032</FONT> public abstract class AdamsIntegrator extends MultistepIntegrator {<a name="line.32"></a>
36 <FONT color="green">033</FONT> <a name="line.33"></a>
37 <FONT color="green">034</FONT> /** Transformer. */<a name="line.34"></a>
38 <FONT color="green">035</FONT> private final AdamsNordsieckTransformer transformer;<a name="line.35"></a>
39 <FONT color="green">036</FONT> <a name="line.36"></a>
40 <FONT color="green">037</FONT> /**<a name="line.37"></a>
41 <FONT color="green">038</FONT> * Build an Adams integrator with the given order and step control prameters.<a name="line.38"></a>
42 <FONT color="green">039</FONT> * @param name name of the method<a name="line.39"></a>
43 <FONT color="green">040</FONT> * @param nSteps number of steps of the method excluding the one being computed<a name="line.40"></a>
44 <FONT color="green">041</FONT> * @param order order of the method<a name="line.41"></a>
45 <FONT color="green">042</FONT> * @param minStep minimal step (must be positive even for backward<a name="line.42"></a>
46 <FONT color="green">043</FONT> * integration), the last step can be smaller than this<a name="line.43"></a>
47 <FONT color="green">044</FONT> * @param maxStep maximal step (must be positive even for backward<a name="line.44"></a>
48 <FONT color="green">045</FONT> * integration)<a name="line.45"></a>
49 <FONT color="green">046</FONT> * @param scalAbsoluteTolerance allowed absolute error<a name="line.46"></a>
50 <FONT color="green">047</FONT> * @param scalRelativeTolerance allowed relative error<a name="line.47"></a>
51 <FONT color="green">048</FONT> * @exception IllegalArgumentException if order is 1 or less<a name="line.48"></a>
52 <FONT color="green">049</FONT> */<a name="line.49"></a>
53 <FONT color="green">050</FONT> public AdamsIntegrator(final String name, final int nSteps, final int order,<a name="line.50"></a>
54 <FONT color="green">051</FONT> final double minStep, final double maxStep,<a name="line.51"></a>
55 <FONT color="green">052</FONT> final double scalAbsoluteTolerance,<a name="line.52"></a>
56 <FONT color="green">053</FONT> final double scalRelativeTolerance)<a name="line.53"></a>
57 <FONT color="green">054</FONT> throws IllegalArgumentException {<a name="line.54"></a>
58 <FONT color="green">055</FONT> super(name, nSteps, order, minStep, maxStep,<a name="line.55"></a>
59 <FONT color="green">056</FONT> scalAbsoluteTolerance, scalRelativeTolerance);<a name="line.56"></a>
60 <FONT color="green">057</FONT> transformer = AdamsNordsieckTransformer.getInstance(nSteps);<a name="line.57"></a>
61 <FONT color="green">058</FONT> }<a name="line.58"></a>
62 <FONT color="green">059</FONT> <a name="line.59"></a>
63 <FONT color="green">060</FONT> /**<a name="line.60"></a>
64 <FONT color="green">061</FONT> * Build an Adams integrator with the given order and step control parameters.<a name="line.61"></a>
65 <FONT color="green">062</FONT> * @param name name of the method<a name="line.62"></a>
66 <FONT color="green">063</FONT> * @param nSteps number of steps of the method excluding the one being computed<a name="line.63"></a>
67 <FONT color="green">064</FONT> * @param order order of the method<a name="line.64"></a>
68 <FONT color="green">065</FONT> * @param minStep minimal step (must be positive even for backward<a name="line.65"></a>
69 <FONT color="green">066</FONT> * integration), the last step can be smaller than this<a name="line.66"></a>
70 <FONT color="green">067</FONT> * @param maxStep maximal step (must be positive even for backward<a name="line.67"></a>
71 <FONT color="green">068</FONT> * integration)<a name="line.68"></a>
72 <FONT color="green">069</FONT> * @param vecAbsoluteTolerance allowed absolute error<a name="line.69"></a>
73 <FONT color="green">070</FONT> * @param vecRelativeTolerance allowed relative error<a name="line.70"></a>
74 <FONT color="green">071</FONT> * @exception IllegalArgumentException if order is 1 or less<a name="line.71"></a>
75 <FONT color="green">072</FONT> */<a name="line.72"></a>
76 <FONT color="green">073</FONT> public AdamsIntegrator(final String name, final int nSteps, final int order,<a name="line.73"></a>
77 <FONT color="green">074</FONT> final double minStep, final double maxStep,<a name="line.74"></a>
78 <FONT color="green">075</FONT> final double[] vecAbsoluteTolerance,<a name="line.75"></a>
79 <FONT color="green">076</FONT> final double[] vecRelativeTolerance)<a name="line.76"></a>
80 <FONT color="green">077</FONT> throws IllegalArgumentException {<a name="line.77"></a>
81 <FONT color="green">078</FONT> super(name, nSteps, order, minStep, maxStep,<a name="line.78"></a>
82 <FONT color="green">079</FONT> vecAbsoluteTolerance, vecRelativeTolerance);<a name="line.79"></a>
83 <FONT color="green">080</FONT> transformer = AdamsNordsieckTransformer.getInstance(nSteps);<a name="line.80"></a>
84 <FONT color="green">081</FONT> }<a name="line.81"></a>
85 <FONT color="green">082</FONT> <a name="line.82"></a>
86 <FONT color="green">083</FONT> /** {@inheritDoc} */<a name="line.83"></a>
87 <FONT color="green">084</FONT> @Override<a name="line.84"></a>
88 <FONT color="green">085</FONT> public abstract double integrate(final FirstOrderDifferentialEquations equations,<a name="line.85"></a>
89 <FONT color="green">086</FONT> final double t0, final double[] y0,<a name="line.86"></a>
90 <FONT color="green">087</FONT> final double t, final double[] y)<a name="line.87"></a>
91 <FONT color="green">088</FONT> throws DerivativeException, IntegratorException;<a name="line.88"></a>
92 <FONT color="green">089</FONT> <a name="line.89"></a>
93 <FONT color="green">090</FONT> /** {@inheritDoc} */<a name="line.90"></a>
94 <FONT color="green">091</FONT> @Override<a name="line.91"></a>
95 <FONT color="green">092</FONT> protected Array2DRowRealMatrix initializeHighOrderDerivatives(final double[] first,<a name="line.92"></a>
96 <FONT color="green">093</FONT> final double[][] multistep) {<a name="line.93"></a>
97 <FONT color="green">094</FONT> return transformer.initializeHighOrderDerivatives(first, multistep);<a name="line.94"></a>
98 <FONT color="green">095</FONT> }<a name="line.95"></a>
99 <FONT color="green">096</FONT> <a name="line.96"></a>
100 <FONT color="green">097</FONT> /** Update the high order scaled derivatives for Adams integrators (phase 1).<a name="line.97"></a>
101 <FONT color="green">098</FONT> * &lt;p&gt;The complete update of high order derivatives has a form similar to:<a name="line.98"></a>
102 <FONT color="green">099</FONT> * &lt;pre&gt;<a name="line.99"></a>
103 <FONT color="green">100</FONT> * r&lt;sub&gt;n+1&lt;/sub&gt; = (s&lt;sub&gt;1&lt;/sub&gt;(n) - s&lt;sub&gt;1&lt;/sub&gt;(n+1)) P&lt;sup&gt;-1&lt;/sup&gt; u + P&lt;sup&gt;-1&lt;/sup&gt; A P r&lt;sub&gt;n&lt;/sub&gt;<a name="line.100"></a>
104 <FONT color="green">101</FONT> * &lt;/pre&gt;<a name="line.101"></a>
105 <FONT color="green">102</FONT> * this method computes the P&lt;sup&gt;-1&lt;/sup&gt; A P r&lt;sub&gt;n&lt;/sub&gt; part.&lt;/p&gt;<a name="line.102"></a>
106 <FONT color="green">103</FONT> * @param highOrder high order scaled derivatives<a name="line.103"></a>
107 <FONT color="green">104</FONT> * (h&lt;sup&gt;2&lt;/sup&gt;/2 y'', ... h&lt;sup&gt;k&lt;/sup&gt;/k! y(k))<a name="line.104"></a>
108 <FONT color="green">105</FONT> * @return updated high order derivatives<a name="line.105"></a>
109 <FONT color="green">106</FONT> * @see #updateHighOrderDerivativesPhase2(double[], double[], Array2DRowRealMatrix)<a name="line.106"></a>
110 <FONT color="green">107</FONT> */<a name="line.107"></a>
111 <FONT color="green">108</FONT> public Array2DRowRealMatrix updateHighOrderDerivativesPhase1(final Array2DRowRealMatrix highOrder) {<a name="line.108"></a>
112 <FONT color="green">109</FONT> return transformer.updateHighOrderDerivativesPhase1(highOrder);<a name="line.109"></a>
113 <FONT color="green">110</FONT> }<a name="line.110"></a>
114 <FONT color="green">111</FONT> <a name="line.111"></a>
115 <FONT color="green">112</FONT> /** Update the high order scaled derivatives Adams integrators (phase 2).<a name="line.112"></a>
116 <FONT color="green">113</FONT> * &lt;p&gt;The complete update of high order derivatives has a form similar to:<a name="line.113"></a>
117 <FONT color="green">114</FONT> * &lt;pre&gt;<a name="line.114"></a>
118 <FONT color="green">115</FONT> * r&lt;sub&gt;n+1&lt;/sub&gt; = (s&lt;sub&gt;1&lt;/sub&gt;(n) - s&lt;sub&gt;1&lt;/sub&gt;(n+1)) P&lt;sup&gt;-1&lt;/sup&gt; u + P&lt;sup&gt;-1&lt;/sup&gt; A P r&lt;sub&gt;n&lt;/sub&gt;<a name="line.115"></a>
119 <FONT color="green">116</FONT> * &lt;/pre&gt;<a name="line.116"></a>
120 <FONT color="green">117</FONT> * this method computes the (s&lt;sub&gt;1&lt;/sub&gt;(n) - s&lt;sub&gt;1&lt;/sub&gt;(n+1)) P&lt;sup&gt;-1&lt;/sup&gt; u part.&lt;/p&gt;<a name="line.117"></a>
121 <FONT color="green">118</FONT> * &lt;p&gt;Phase 1 of the update must already have been performed.&lt;/p&gt;<a name="line.118"></a>
122 <FONT color="green">119</FONT> * @param start first order scaled derivatives at step start<a name="line.119"></a>
123 <FONT color="green">120</FONT> * @param end first order scaled derivatives at step end<a name="line.120"></a>
124 <FONT color="green">121</FONT> * @param highOrder high order scaled derivatives, will be modified<a name="line.121"></a>
125 <FONT color="green">122</FONT> * (h&lt;sup&gt;2&lt;/sup&gt;/2 y'', ... h&lt;sup&gt;k&lt;/sup&gt;/k! y(k))<a name="line.122"></a>
126 <FONT color="green">123</FONT> * @see #updateHighOrderDerivativesPhase1(Array2DRowRealMatrix)<a name="line.123"></a>
127 <FONT color="green">124</FONT> */<a name="line.124"></a>
128 <FONT color="green">125</FONT> public void updateHighOrderDerivativesPhase2(final double[] start,<a name="line.125"></a>
129 <FONT color="green">126</FONT> final double[] end,<a name="line.126"></a>
130 <FONT color="green">127</FONT> final Array2DRowRealMatrix highOrder) {<a name="line.127"></a>
131 <FONT color="green">128</FONT> transformer.updateHighOrderDerivativesPhase2(start, end, highOrder);<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> }<a name="line.131"></a>
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195 </PRE>
196 </BODY>
197 </HTML>