Mercurial > hg > de.mpg.mpiwg.itgroup.digilib.plugin
view libs/commons-math-2.1/docs/apidocs/src-html/org/apache/commons/math/ode/nonstiff/AdamsIntegrator.html @ 13:cbf34dd4d7e6
commons-math-2.1 added
author | dwinter |
---|---|
date | Tue, 04 Jan 2011 10:02:07 +0100 |
parents | |
children |
line wrap: on
line source
<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.nonstiff;<a name="line.18"></a> <FONT color="green">019</FONT> <a name="line.19"></a> <FONT color="green">020</FONT> import org.apache.commons.math.linear.Array2DRowRealMatrix;<a name="line.20"></a> <FONT color="green">021</FONT> import org.apache.commons.math.ode.DerivativeException;<a name="line.21"></a> <FONT color="green">022</FONT> import org.apache.commons.math.ode.FirstOrderDifferentialEquations;<a name="line.22"></a> <FONT color="green">023</FONT> import org.apache.commons.math.ode.IntegratorException;<a name="line.23"></a> <FONT color="green">024</FONT> import org.apache.commons.math.ode.MultistepIntegrator;<a name="line.24"></a> <FONT color="green">025</FONT> <a name="line.25"></a> <FONT color="green">026</FONT> <a name="line.26"></a> <FONT color="green">027</FONT> /** Base class for {@link AdamsBashforthIntegrator Adams-Bashforth} and<a name="line.27"></a> <FONT color="green">028</FONT> * {@link AdamsMoultonIntegrator Adams-Moulton} integrators.<a name="line.28"></a> <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> <FONT color="green">030</FONT> * @since 2.0<a name="line.30"></a> <FONT color="green">031</FONT> */<a name="line.31"></a> <FONT color="green">032</FONT> public abstract class AdamsIntegrator extends MultistepIntegrator {<a name="line.32"></a> <FONT color="green">033</FONT> <a name="line.33"></a> <FONT color="green">034</FONT> /** Transformer. */<a name="line.34"></a> <FONT color="green">035</FONT> private final AdamsNordsieckTransformer transformer;<a name="line.35"></a> <FONT color="green">036</FONT> <a name="line.36"></a> <FONT color="green">037</FONT> /**<a name="line.37"></a> <FONT color="green">038</FONT> * Build an Adams integrator with the given order and step control prameters.<a name="line.38"></a> <FONT color="green">039</FONT> * @param name name of the method<a name="line.39"></a> <FONT color="green">040</FONT> * @param nSteps number of steps of the method excluding the one being computed<a name="line.40"></a> <FONT color="green">041</FONT> * @param order order of the method<a name="line.41"></a> <FONT color="green">042</FONT> * @param minStep minimal step (must be positive even for backward<a name="line.42"></a> <FONT color="green">043</FONT> * integration), the last step can be smaller than this<a name="line.43"></a> <FONT color="green">044</FONT> * @param maxStep maximal step (must be positive even for backward<a name="line.44"></a> <FONT color="green">045</FONT> * integration)<a name="line.45"></a> <FONT color="green">046</FONT> * @param scalAbsoluteTolerance allowed absolute error<a name="line.46"></a> <FONT color="green">047</FONT> * @param scalRelativeTolerance allowed relative error<a name="line.47"></a> <FONT color="green">048</FONT> * @exception IllegalArgumentException if order is 1 or less<a name="line.48"></a> <FONT color="green">049</FONT> */<a name="line.49"></a> <FONT color="green">050</FONT> public AdamsIntegrator(final String name, final int nSteps, final int order,<a name="line.50"></a> <FONT color="green">051</FONT> final double minStep, final double maxStep,<a name="line.51"></a> <FONT color="green">052</FONT> final double scalAbsoluteTolerance,<a name="line.52"></a> <FONT color="green">053</FONT> final double scalRelativeTolerance)<a name="line.53"></a> <FONT color="green">054</FONT> throws IllegalArgumentException {<a name="line.54"></a> <FONT color="green">055</FONT> super(name, nSteps, order, minStep, maxStep,<a name="line.55"></a> <FONT color="green">056</FONT> scalAbsoluteTolerance, scalRelativeTolerance);<a name="line.56"></a> <FONT color="green">057</FONT> transformer = AdamsNordsieckTransformer.getInstance(nSteps);<a name="line.57"></a> <FONT color="green">058</FONT> }<a name="line.58"></a> <FONT color="green">059</FONT> <a name="line.59"></a> <FONT color="green">060</FONT> /**<a name="line.60"></a> <FONT color="green">061</FONT> * Build an Adams integrator with the given order and step control parameters.<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> * @param nSteps number of steps of the method excluding the one being computed<a name="line.63"></a> <FONT color="green">064</FONT> * @param order order of the method<a name="line.64"></a> <FONT color="green">065</FONT> * @param minStep minimal step (must be positive even for backward<a name="line.65"></a> <FONT color="green">066</FONT> * integration), the last step can be smaller than this<a name="line.66"></a> <FONT color="green">067</FONT> * @param maxStep maximal step (must be positive even for backward<a name="line.67"></a> <FONT color="green">068</FONT> * integration)<a name="line.68"></a> <FONT color="green">069</FONT> * @param vecAbsoluteTolerance allowed absolute error<a name="line.69"></a> <FONT color="green">070</FONT> * @param vecRelativeTolerance allowed relative error<a name="line.70"></a> <FONT color="green">071</FONT> * @exception IllegalArgumentException if order is 1 or less<a name="line.71"></a> <FONT color="green">072</FONT> */<a name="line.72"></a> <FONT color="green">073</FONT> public AdamsIntegrator(final String name, final int nSteps, final int order,<a name="line.73"></a> <FONT color="green">074</FONT> final double minStep, final double maxStep,<a name="line.74"></a> <FONT color="green">075</FONT> final double[] vecAbsoluteTolerance,<a name="line.75"></a> <FONT color="green">076</FONT> final double[] vecRelativeTolerance)<a name="line.76"></a> <FONT color="green">077</FONT> throws IllegalArgumentException {<a name="line.77"></a> <FONT color="green">078</FONT> super(name, nSteps, order, minStep, maxStep,<a name="line.78"></a> <FONT color="green">079</FONT> vecAbsoluteTolerance, vecRelativeTolerance);<a name="line.79"></a> <FONT color="green">080</FONT> transformer = AdamsNordsieckTransformer.getInstance(nSteps);<a name="line.80"></a> <FONT color="green">081</FONT> }<a name="line.81"></a> <FONT color="green">082</FONT> <a name="line.82"></a> <FONT color="green">083</FONT> /** {@inheritDoc} */<a name="line.83"></a> <FONT color="green">084</FONT> @Override<a name="line.84"></a> <FONT color="green">085</FONT> public abstract double integrate(final FirstOrderDifferentialEquations equations,<a name="line.85"></a> <FONT color="green">086</FONT> final double t0, final double[] y0,<a name="line.86"></a> <FONT color="green">087</FONT> final double t, final double[] y)<a name="line.87"></a> <FONT color="green">088</FONT> throws DerivativeException, IntegratorException;<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> @Override<a name="line.91"></a> <FONT color="green">092</FONT> protected Array2DRowRealMatrix initializeHighOrderDerivatives(final double[] first,<a name="line.92"></a> <FONT color="green">093</FONT> final double[][] multistep) {<a name="line.93"></a> <FONT color="green">094</FONT> return transformer.initializeHighOrderDerivatives(first, multistep);<a name="line.94"></a> <FONT color="green">095</FONT> }<a name="line.95"></a> <FONT color="green">096</FONT> <a name="line.96"></a> <FONT color="green">097</FONT> /** Update the high order scaled derivatives for Adams integrators (phase 1).<a name="line.97"></a> <FONT color="green">098</FONT> * <p>The complete update of high order derivatives has a form similar to:<a name="line.98"></a> <FONT color="green">099</FONT> * <pre><a name="line.99"></a> <FONT color="green">100</FONT> * r<sub>n+1</sub> = (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u + P<sup>-1</sup> A P r<sub>n</sub><a name="line.100"></a> <FONT color="green">101</FONT> * </pre><a name="line.101"></a> <FONT color="green">102</FONT> * this method computes the P<sup>-1</sup> A P r<sub>n</sub> part.</p><a name="line.102"></a> <FONT color="green">103</FONT> * @param highOrder high order scaled derivatives<a name="line.103"></a> <FONT color="green">104</FONT> * (h<sup>2</sup>/2 y'', ... h<sup>k</sup>/k! y(k))<a name="line.104"></a> <FONT color="green">105</FONT> * @return updated high order derivatives<a name="line.105"></a> <FONT color="green">106</FONT> * @see #updateHighOrderDerivativesPhase2(double[], double[], Array2DRowRealMatrix)<a name="line.106"></a> <FONT color="green">107</FONT> */<a name="line.107"></a> <FONT color="green">108</FONT> public Array2DRowRealMatrix updateHighOrderDerivativesPhase1(final Array2DRowRealMatrix highOrder) {<a name="line.108"></a> <FONT color="green">109</FONT> return transformer.updateHighOrderDerivativesPhase1(highOrder);<a name="line.109"></a> <FONT color="green">110</FONT> }<a name="line.110"></a> <FONT color="green">111</FONT> <a name="line.111"></a> <FONT color="green">112</FONT> /** Update the high order scaled derivatives Adams integrators (phase 2).<a name="line.112"></a> <FONT color="green">113</FONT> * <p>The complete update of high order derivatives has a form similar to:<a name="line.113"></a> <FONT color="green">114</FONT> * <pre><a name="line.114"></a> <FONT color="green">115</FONT> * r<sub>n+1</sub> = (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u + P<sup>-1</sup> A P r<sub>n</sub><a name="line.115"></a> <FONT color="green">116</FONT> * </pre><a name="line.116"></a> <FONT color="green">117</FONT> * this method computes the (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u part.</p><a name="line.117"></a> <FONT color="green">118</FONT> * <p>Phase 1 of the update must already have been performed.</p><a name="line.118"></a> <FONT color="green">119</FONT> * @param start first order scaled derivatives at step start<a name="line.119"></a> <FONT color="green">120</FONT> * @param end first order scaled derivatives at step end<a name="line.120"></a> <FONT color="green">121</FONT> * @param highOrder high order scaled derivatives, will be modified<a name="line.121"></a> <FONT color="green">122</FONT> * (h<sup>2</sup>/2 y'', ... h<sup>k</sup>/k! y(k))<a name="line.122"></a> <FONT color="green">123</FONT> * @see #updateHighOrderDerivativesPhase1(Array2DRowRealMatrix)<a name="line.123"></a> <FONT color="green">124</FONT> */<a name="line.124"></a> <FONT color="green">125</FONT> public void updateHighOrderDerivativesPhase2(final double[] start,<a name="line.125"></a> <FONT color="green">126</FONT> final double[] end,<a name="line.126"></a> <FONT color="green">127</FONT> final Array2DRowRealMatrix highOrder) {<a name="line.127"></a> <FONT color="green">128</FONT> transformer.updateHighOrderDerivativesPhase2(start, end, highOrder);<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> }<a name="line.131"></a> </PRE> </BODY> </HTML>