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commons-math-2.1 added
| author | dwinter |
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| date | Tue, 04 Jan 2011 10:02:07 +0100 |
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<HTML> <BODY BGCOLOR="white"> <PRE> <FONT color="green">001</FONT> /*<a name="line.1"></a> <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a> <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a> <FONT color="green">008</FONT> *<a name="line.8"></a> <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> <FONT color="green">010</FONT> *<a name="line.10"></a> <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a> <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a> <FONT color="green">016</FONT> */<a name="line.16"></a> <FONT color="green">017</FONT> <a name="line.17"></a> <FONT color="green">018</FONT> package org.apache.commons.math.ode;<a name="line.18"></a> <FONT color="green">019</FONT> <a name="line.19"></a> <FONT color="green">020</FONT> import java.util.ArrayList;<a name="line.20"></a> <FONT color="green">021</FONT> import java.util.Collection;<a name="line.21"></a> <FONT color="green">022</FONT> import java.util.Collections;<a name="line.22"></a> <FONT color="green">023</FONT> <a name="line.23"></a> <FONT color="green">024</FONT> import org.apache.commons.math.MaxEvaluationsExceededException;<a name="line.24"></a> <FONT color="green">025</FONT> import org.apache.commons.math.ode.events.CombinedEventsManager;<a name="line.25"></a> <FONT color="green">026</FONT> import org.apache.commons.math.ode.events.EventHandler;<a name="line.26"></a> <FONT color="green">027</FONT> import org.apache.commons.math.ode.events.EventState;<a name="line.27"></a> <FONT color="green">028</FONT> import org.apache.commons.math.ode.sampling.StepHandler;<a name="line.28"></a> <FONT color="green">029</FONT> <a name="line.29"></a> <FONT color="green">030</FONT> /**<a name="line.30"></a> <FONT color="green">031</FONT> * Base class managing common boilerplate for all integrators.<a name="line.31"></a> <FONT color="green">032</FONT> * @version $Revision: 811827 $ $Date: 2009-09-06 11:32:50 -0400 (Sun, 06 Sep 2009) $<a name="line.32"></a> <FONT color="green">033</FONT> * @since 2.0<a name="line.33"></a> <FONT color="green">034</FONT> */<a name="line.34"></a> <FONT color="green">035</FONT> public abstract class AbstractIntegrator implements FirstOrderIntegrator {<a name="line.35"></a> <FONT color="green">036</FONT> <a name="line.36"></a> <FONT color="green">037</FONT> /** Step handler. */<a name="line.37"></a> <FONT color="green">038</FONT> protected Collection<StepHandler> stepHandlers;<a name="line.38"></a> <FONT color="green">039</FONT> <a name="line.39"></a> <FONT color="green">040</FONT> /** Current step start time. */<a name="line.40"></a> <FONT color="green">041</FONT> protected double stepStart;<a name="line.41"></a> <FONT color="green">042</FONT> <a name="line.42"></a> <FONT color="green">043</FONT> /** Current stepsize. */<a name="line.43"></a> <FONT color="green">044</FONT> protected double stepSize;<a name="line.44"></a> <FONT color="green">045</FONT> <a name="line.45"></a> <FONT color="green">046</FONT> /** Events handlers manager. */<a name="line.46"></a> <FONT color="green">047</FONT> protected CombinedEventsManager eventsHandlersManager;<a name="line.47"></a> <FONT color="green">048</FONT> <a name="line.48"></a> <FONT color="green">049</FONT> /** Name of the method. */<a name="line.49"></a> <FONT color="green">050</FONT> private final String name;<a name="line.50"></a> <FONT color="green">051</FONT> <a name="line.51"></a> <FONT color="green">052</FONT> /** Maximal number of evaluations allowed. */<a name="line.52"></a> <FONT color="green">053</FONT> private int maxEvaluations;<a name="line.53"></a> <FONT color="green">054</FONT> <a name="line.54"></a> <FONT color="green">055</FONT> /** Number of evaluations already performed. */<a name="line.55"></a> <FONT color="green">056</FONT> private int evaluations;<a name="line.56"></a> <FONT color="green">057</FONT> <a name="line.57"></a> <FONT color="green">058</FONT> /** Differential equations to integrate. */<a name="line.58"></a> <FONT color="green">059</FONT> private transient FirstOrderDifferentialEquations equations;<a name="line.59"></a> <FONT color="green">060</FONT> <a name="line.60"></a> <FONT color="green">061</FONT> /** Build an instance.<a name="line.61"></a> <FONT color="green">062</FONT> * @param name name of the method<a name="line.62"></a> <FONT color="green">063</FONT> */<a name="line.63"></a> <FONT color="green">064</FONT> public AbstractIntegrator(final String name) {<a name="line.64"></a> <FONT color="green">065</FONT> this.name = name;<a name="line.65"></a> <FONT color="green">066</FONT> stepHandlers = new ArrayList<StepHandler>();<a name="line.66"></a> <FONT color="green">067</FONT> stepStart = Double.NaN;<a name="line.67"></a> <FONT color="green">068</FONT> stepSize = Double.NaN;<a name="line.68"></a> <FONT color="green">069</FONT> eventsHandlersManager = new CombinedEventsManager();<a name="line.69"></a> <FONT color="green">070</FONT> setMaxEvaluations(-1);<a name="line.70"></a> <FONT color="green">071</FONT> resetEvaluations();<a name="line.71"></a> <FONT color="green">072</FONT> }<a name="line.72"></a> <FONT color="green">073</FONT> <a name="line.73"></a> <FONT color="green">074</FONT> /** Build an instance with a null name.<a name="line.74"></a> <FONT color="green">075</FONT> */<a name="line.75"></a> <FONT color="green">076</FONT> protected AbstractIntegrator() {<a name="line.76"></a> <FONT color="green">077</FONT> this(null);<a name="line.77"></a> <FONT color="green">078</FONT> }<a name="line.78"></a> <FONT color="green">079</FONT> <a name="line.79"></a> <FONT color="green">080</FONT> /** {@inheritDoc} */<a name="line.80"></a> <FONT color="green">081</FONT> public String getName() {<a name="line.81"></a> <FONT color="green">082</FONT> return name;<a name="line.82"></a> <FONT color="green">083</FONT> }<a name="line.83"></a> <FONT color="green">084</FONT> <a name="line.84"></a> <FONT color="green">085</FONT> /** {@inheritDoc} */<a name="line.85"></a> <FONT color="green">086</FONT> public void addStepHandler(final StepHandler handler) {<a name="line.86"></a> <FONT color="green">087</FONT> stepHandlers.add(handler);<a name="line.87"></a> <FONT color="green">088</FONT> }<a name="line.88"></a> <FONT color="green">089</FONT> <a name="line.89"></a> <FONT color="green">090</FONT> /** {@inheritDoc} */<a name="line.90"></a> <FONT color="green">091</FONT> public Collection<StepHandler> getStepHandlers() {<a name="line.91"></a> <FONT color="green">092</FONT> return Collections.unmodifiableCollection(stepHandlers);<a name="line.92"></a> <FONT color="green">093</FONT> }<a name="line.93"></a> <FONT color="green">094</FONT> <a name="line.94"></a> <FONT color="green">095</FONT> /** {@inheritDoc} */<a name="line.95"></a> <FONT color="green">096</FONT> public void clearStepHandlers() {<a name="line.96"></a> <FONT color="green">097</FONT> stepHandlers.clear();<a name="line.97"></a> <FONT color="green">098</FONT> }<a name="line.98"></a> <FONT color="green">099</FONT> <a name="line.99"></a> <FONT color="green">100</FONT> /** {@inheritDoc} */<a name="line.100"></a> <FONT color="green">101</FONT> public void addEventHandler(final EventHandler function,<a name="line.101"></a> <FONT color="green">102</FONT> final double maxCheckInterval,<a name="line.102"></a> <FONT color="green">103</FONT> final double convergence,<a name="line.103"></a> <FONT color="green">104</FONT> final int maxIterationCount) {<a name="line.104"></a> <FONT color="green">105</FONT> eventsHandlersManager.addEventHandler(function, maxCheckInterval,<a name="line.105"></a> <FONT color="green">106</FONT> convergence, maxIterationCount);<a name="line.106"></a> <FONT color="green">107</FONT> }<a name="line.107"></a> <FONT color="green">108</FONT> <a name="line.108"></a> <FONT color="green">109</FONT> /** {@inheritDoc} */<a name="line.109"></a> <FONT color="green">110</FONT> public Collection<EventHandler> getEventHandlers() {<a name="line.110"></a> <FONT color="green">111</FONT> return eventsHandlersManager.getEventsHandlers();<a name="line.111"></a> <FONT color="green">112</FONT> }<a name="line.112"></a> <FONT color="green">113</FONT> <a name="line.113"></a> <FONT color="green">114</FONT> /** {@inheritDoc} */<a name="line.114"></a> <FONT color="green">115</FONT> public void clearEventHandlers() {<a name="line.115"></a> <FONT color="green">116</FONT> eventsHandlersManager.clearEventsHandlers();<a name="line.116"></a> <FONT color="green">117</FONT> }<a name="line.117"></a> <FONT color="green">118</FONT> <a name="line.118"></a> <FONT color="green">119</FONT> /** Check if one of the step handlers requires dense output.<a name="line.119"></a> <FONT color="green">120</FONT> * @return true if one of the step handlers requires dense output<a name="line.120"></a> <FONT color="green">121</FONT> */<a name="line.121"></a> <FONT color="green">122</FONT> protected boolean requiresDenseOutput() {<a name="line.122"></a> <FONT color="green">123</FONT> for (StepHandler handler : stepHandlers) {<a name="line.123"></a> <FONT color="green">124</FONT> if (handler.requiresDenseOutput()) {<a name="line.124"></a> <FONT color="green">125</FONT> return true;<a name="line.125"></a> <FONT color="green">126</FONT> }<a name="line.126"></a> <FONT color="green">127</FONT> }<a name="line.127"></a> <FONT color="green">128</FONT> return false;<a name="line.128"></a> <FONT color="green">129</FONT> }<a name="line.129"></a> <FONT color="green">130</FONT> <a name="line.130"></a> <FONT color="green">131</FONT> /** {@inheritDoc} */<a name="line.131"></a> <FONT color="green">132</FONT> public double getCurrentStepStart() {<a name="line.132"></a> <FONT color="green">133</FONT> return stepStart;<a name="line.133"></a> <FONT color="green">134</FONT> }<a name="line.134"></a> <FONT color="green">135</FONT> <a name="line.135"></a> <FONT color="green">136</FONT> /** {@inheritDoc} */<a name="line.136"></a> <FONT color="green">137</FONT> public double getCurrentSignedStepsize() {<a name="line.137"></a> <FONT color="green">138</FONT> return stepSize;<a name="line.138"></a> <FONT color="green">139</FONT> }<a name="line.139"></a> <FONT color="green">140</FONT> <a name="line.140"></a> <FONT color="green">141</FONT> /** {@inheritDoc} */<a name="line.141"></a> <FONT color="green">142</FONT> public void setMaxEvaluations(int maxEvaluations) {<a name="line.142"></a> <FONT color="green">143</FONT> this.maxEvaluations = (maxEvaluations < 0) ? Integer.MAX_VALUE : maxEvaluations;<a name="line.143"></a> <FONT color="green">144</FONT> }<a name="line.144"></a> <FONT color="green">145</FONT> <a name="line.145"></a> <FONT color="green">146</FONT> /** {@inheritDoc} */<a name="line.146"></a> <FONT color="green">147</FONT> public int getMaxEvaluations() {<a name="line.147"></a> <FONT color="green">148</FONT> return maxEvaluations;<a name="line.148"></a> <FONT color="green">149</FONT> }<a name="line.149"></a> <FONT color="green">150</FONT> <a name="line.150"></a> <FONT color="green">151</FONT> /** {@inheritDoc} */<a name="line.151"></a> <FONT color="green">152</FONT> public int getEvaluations() {<a name="line.152"></a> <FONT color="green">153</FONT> return evaluations;<a name="line.153"></a> <FONT color="green">154</FONT> }<a name="line.154"></a> <FONT color="green">155</FONT> <a name="line.155"></a> <FONT color="green">156</FONT> /** Reset the number of evaluations to zero.<a name="line.156"></a> <FONT color="green">157</FONT> */<a name="line.157"></a> <FONT color="green">158</FONT> protected void resetEvaluations() {<a name="line.158"></a> <FONT color="green">159</FONT> evaluations = 0;<a name="line.159"></a> <FONT color="green">160</FONT> }<a name="line.160"></a> <FONT color="green">161</FONT> <a name="line.161"></a> <FONT color="green">162</FONT> /** Set the differential equations.<a name="line.162"></a> <FONT color="green">163</FONT> * @param equations differential equations to integrate<a name="line.163"></a> <FONT color="green">164</FONT> * @see #computeDerivatives(double, double[], double[])<a name="line.164"></a> <FONT color="green">165</FONT> */<a name="line.165"></a> <FONT color="green">166</FONT> protected void setEquations(final FirstOrderDifferentialEquations equations) {<a name="line.166"></a> <FONT color="green">167</FONT> this.equations = equations;<a name="line.167"></a> <FONT color="green">168</FONT> }<a name="line.168"></a> <FONT color="green">169</FONT> <a name="line.169"></a> <FONT color="green">170</FONT> /** Compute the derivatives and check the number of evaluations.<a name="line.170"></a> <FONT color="green">171</FONT> * @param t current value of the independent <I>time</I> variable<a name="line.171"></a> <FONT color="green">172</FONT> * @param y array containing the current value of the state vector<a name="line.172"></a> <FONT color="green">173</FONT> * @param yDot placeholder array where to put the time derivative of the state vector<a name="line.173"></a> <FONT color="green">174</FONT> * @throws DerivativeException this exception is propagated to the caller if the<a name="line.174"></a> <FONT color="green">175</FONT> * underlying user function triggers one<a name="line.175"></a> <FONT color="green">176</FONT> */<a name="line.176"></a> <FONT color="green">177</FONT> public void computeDerivatives(final double t, final double[] y, final double[] yDot)<a name="line.177"></a> <FONT color="green">178</FONT> throws DerivativeException {<a name="line.178"></a> <FONT color="green">179</FONT> if (++evaluations > maxEvaluations) {<a name="line.179"></a> <FONT color="green">180</FONT> throw new DerivativeException(new MaxEvaluationsExceededException(maxEvaluations));<a name="line.180"></a> <FONT color="green">181</FONT> }<a name="line.181"></a> <FONT color="green">182</FONT> equations.computeDerivatives(t, y, yDot);<a name="line.182"></a> <FONT color="green">183</FONT> }<a name="line.183"></a> <FONT color="green">184</FONT> <a name="line.184"></a> <FONT color="green">185</FONT> /** Perform some sanity checks on the integration parameters.<a name="line.185"></a> <FONT color="green">186</FONT> * @param ode differential equations set<a name="line.186"></a> <FONT color="green">187</FONT> * @param t0 start time<a name="line.187"></a> <FONT color="green">188</FONT> * @param y0 state vector at t0<a name="line.188"></a> <FONT color="green">189</FONT> * @param t target time for the integration<a name="line.189"></a> <FONT color="green">190</FONT> * @param y placeholder where to put the state vector<a name="line.190"></a> <FONT color="green">191</FONT> * @exception IntegratorException if some inconsistency is detected<a name="line.191"></a> <FONT color="green">192</FONT> */<a name="line.192"></a> <FONT color="green">193</FONT> protected void sanityChecks(final FirstOrderDifferentialEquations ode,<a name="line.193"></a> <FONT color="green">194</FONT> final double t0, final double[] y0,<a name="line.194"></a> <FONT color="green">195</FONT> final double t, final double[] y)<a name="line.195"></a> <FONT color="green">196</FONT> throws IntegratorException {<a name="line.196"></a> <FONT color="green">197</FONT> <a name="line.197"></a> <FONT color="green">198</FONT> if (ode.getDimension() != y0.length) {<a name="line.198"></a> <FONT color="green">199</FONT> throw new IntegratorException(<a name="line.199"></a> <FONT color="green">200</FONT> "dimensions mismatch: ODE problem has dimension {0}," +<a name="line.200"></a> <FONT color="green">201</FONT> " initial state vector has dimension {1}",<a name="line.201"></a> <FONT color="green">202</FONT> ode.getDimension(), y0.length);<a name="line.202"></a> <FONT color="green">203</FONT> }<a name="line.203"></a> <FONT color="green">204</FONT> <a name="line.204"></a> <FONT color="green">205</FONT> if (ode.getDimension() != y.length) {<a name="line.205"></a> <FONT color="green">206</FONT> throw new IntegratorException(<a name="line.206"></a> <FONT color="green">207</FONT> "dimensions mismatch: ODE problem has dimension {0}," +<a name="line.207"></a> <FONT color="green">208</FONT> " final state vector has dimension {1}",<a name="line.208"></a> <FONT color="green">209</FONT> ode.getDimension(), y.length);<a name="line.209"></a> <FONT color="green">210</FONT> }<a name="line.210"></a> <FONT color="green">211</FONT> <a name="line.211"></a> <FONT color="green">212</FONT> if (Math.abs(t - t0) <= 1.0e-12 * Math.max(Math.abs(t0), Math.abs(t))) {<a name="line.212"></a> <FONT color="green">213</FONT> throw new IntegratorException(<a name="line.213"></a> <FONT color="green">214</FONT> "too small integration interval: length = {0}",<a name="line.214"></a> <FONT color="green">215</FONT> Math.abs(t - t0));<a name="line.215"></a> <FONT color="green">216</FONT> }<a name="line.216"></a> <FONT color="green">217</FONT> <a name="line.217"></a> <FONT color="green">218</FONT> }<a name="line.218"></a> <FONT color="green">219</FONT> <a name="line.219"></a> <FONT color="green">220</FONT> /** Add an event handler for end time checking.<a name="line.220"></a> <FONT color="green">221</FONT> * <p>This method can be used to simplify handling of integration end time.<a name="line.221"></a> <FONT color="green">222</FONT> * It leverages the nominal stop condition with the exceptional stop<a name="line.222"></a> <FONT color="green">223</FONT> * conditions.</p><a name="line.223"></a> <FONT color="green">224</FONT> * @param startTime integration start time<a name="line.224"></a> <FONT color="green">225</FONT> * @param endTime desired end time<a name="line.225"></a> <FONT color="green">226</FONT> * @param manager manager containing the user-defined handlers<a name="line.226"></a> <FONT color="green">227</FONT> * @return a new manager containing all the user-defined handlers plus a<a name="line.227"></a> <FONT color="green">228</FONT> * dedicated manager triggering a stop event at entTime<a name="line.228"></a> <FONT color="green">229</FONT> */<a name="line.229"></a> <FONT color="green">230</FONT> protected CombinedEventsManager addEndTimeChecker(final double startTime,<a name="line.230"></a> <FONT color="green">231</FONT> final double endTime,<a name="line.231"></a> <FONT color="green">232</FONT> final CombinedEventsManager manager) {<a name="line.232"></a> <FONT color="green">233</FONT> CombinedEventsManager newManager = new CombinedEventsManager();<a name="line.233"></a> <FONT color="green">234</FONT> for (final EventState state : manager.getEventsStates()) {<a name="line.234"></a> <FONT color="green">235</FONT> newManager.addEventHandler(state.getEventHandler(),<a name="line.235"></a> <FONT color="green">236</FONT> state.getMaxCheckInterval(),<a name="line.236"></a> <FONT color="green">237</FONT> state.getConvergence(),<a name="line.237"></a> <FONT color="green">238</FONT> state.getMaxIterationCount());<a name="line.238"></a> <FONT color="green">239</FONT> }<a name="line.239"></a> <FONT color="green">240</FONT> newManager.addEventHandler(new EndTimeChecker(endTime),<a name="line.240"></a> <FONT color="green">241</FONT> Double.POSITIVE_INFINITY,<a name="line.241"></a> <FONT color="green">242</FONT> Math.ulp(Math.max(Math.abs(startTime), Math.abs(endTime))),<a name="line.242"></a> <FONT color="green">243</FONT> 100);<a name="line.243"></a> <FONT color="green">244</FONT> return newManager;<a name="line.244"></a> <FONT color="green">245</FONT> }<a name="line.245"></a> <FONT color="green">246</FONT> <a name="line.246"></a> <FONT color="green">247</FONT> /** Specialized event handler to stop integration. */<a name="line.247"></a> <FONT color="green">248</FONT> private static class EndTimeChecker implements EventHandler {<a name="line.248"></a> <FONT color="green">249</FONT> <a name="line.249"></a> <FONT color="green">250</FONT> /** Desired end time. */<a name="line.250"></a> <FONT color="green">251</FONT> private final double endTime;<a name="line.251"></a> <FONT color="green">252</FONT> <a name="line.252"></a> <FONT color="green">253</FONT> /** Build an instance.<a name="line.253"></a> <FONT color="green">254</FONT> * @param endTime desired time<a name="line.254"></a> <FONT color="green">255</FONT> */<a name="line.255"></a> <FONT color="green">256</FONT> public EndTimeChecker(final double endTime) {<a name="line.256"></a> <FONT color="green">257</FONT> this.endTime = endTime;<a name="line.257"></a> <FONT color="green">258</FONT> }<a name="line.258"></a> <FONT color="green">259</FONT> <a name="line.259"></a> <FONT color="green">260</FONT> /** {@inheritDoc} */<a name="line.260"></a> <FONT color="green">261</FONT> public int eventOccurred(double t, double[] y, boolean increasing) {<a name="line.261"></a> <FONT color="green">262</FONT> return STOP;<a name="line.262"></a> <FONT color="green">263</FONT> }<a name="line.263"></a> <FONT color="green">264</FONT> <a name="line.264"></a> <FONT color="green">265</FONT> /** {@inheritDoc} */<a name="line.265"></a> <FONT color="green">266</FONT> public double g(double t, double[] y) {<a name="line.266"></a> <FONT color="green">267</FONT> return t - endTime;<a name="line.267"></a> <FONT color="green">268</FONT> }<a name="line.268"></a> <FONT color="green">269</FONT> <a name="line.269"></a> <FONT color="green">270</FONT> /** {@inheritDoc} */<a name="line.270"></a> <FONT color="green">271</FONT> public void resetState(double t, double[] y) {<a name="line.271"></a> <FONT color="green">272</FONT> }<a name="line.272"></a> <FONT color="green">273</FONT> <a name="line.273"></a> <FONT color="green">274</FONT> }<a name="line.274"></a> <FONT color="green">275</FONT> <a name="line.275"></a> <FONT color="green">276</FONT> }<a name="line.276"></a> </PRE> </BODY> </HTML>