commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/ode/ExpandableStatefulODE.java - commons-math - Git at Google

 /*
  * Licensed to the Apache Software Foundation (ASF) under one or more
  * contributor license agreements.  See the NOTICE file distributed with
  * this work for additional information regarding copyright ownership.
  * The ASF licenses this file to You under the Apache License, Version 2.0
  * (the "License"); you may not use this file except in compliance with
  * the License.  You may obtain a copy of the License at
  *
  *      http://www.apache.org/licenses/LICENSE-2.0
  *
  * Unless required by applicable law or agreed to in writing, software
  * distributed under the License is distributed on an "AS IS" BASIS,
  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  * See the License for the specific language governing permissions and
  * limitations under the License.
  */
 package org.apache.commons.math4.legacy.ode;

 import java.util.ArrayList;
 import java.util.List;

 import org.apache.commons.math4.legacy.exception.DimensionMismatchException;
 import org.apache.commons.math4.legacy.exception.MaxCountExceededException;


 /**
  * This class represents a combined set of first order differential equations,
  * with at least a primary set of equations expandable by some sets of secondary
  * equations.
  * <p>
  * One typical use case is the computation of the Jacobian matrix for some ODE.
  * In this case, the primary set of equations corresponds to the raw ODE, and we
  * add to this set another bunch of secondary equations which represent the Jacobian
  * matrix of the primary set.
  * </p>
  * <p>
  * We want the integrator to use <em>only</em> the primary set to estimate the
  * errors and hence the step sizes. It should <em>not</em> use the secondary
  * equations in this computation. The {@link AbstractIntegrator integrator} will
  * be able to know where the primary set ends and so where the secondary sets begin.
  * </p>
  *
  * @see FirstOrderDifferentialEquations
  * @see JacobianMatrices
  *
  * @since 3.0
  */

 public class ExpandableStatefulODE {

     /** Primary differential equation. */
     private final FirstOrderDifferentialEquations primary;

     /** Mapper for primary equation. */
     private final EquationsMapper primaryMapper;

     /** Time. */
     private double time;

     /** State. */
     private final double[] primaryState;

     /** State derivative. */
     private final double[] primaryStateDot;

     /** Components of the expandable ODE. */
     private List<SecondaryComponent> components;

     /** Build an expandable set from its primary ODE set.
      * @param primary the primary set of differential equations to be integrated.
      */
     public ExpandableStatefulODE(final FirstOrderDifferentialEquations primary) {
         final int n          = primary.getDimension();
         this.primary         = primary;
         this.primaryMapper   = new EquationsMapper(0, n);
         this.time            = Double.NaN;
         this.primaryState    = new double[n];
         this.primaryStateDot = new double[n];
         this.components      = new ArrayList<>();
     }

     /** Get the primary set of differential equations.
      * @return primary set of differential equations
      */
     public FirstOrderDifferentialEquations getPrimary() {
         return primary;
     }

     /** Return the dimension of the complete set of equations.
      * <p>
      * The complete set of equations correspond to the primary set plus all secondary sets.
      * </p>
      * @return dimension of the complete set of equations
      */
     public int getTotalDimension() {
         if (components.isEmpty()) {
             // there are no secondary equations, the complete set is limited to the primary set
             return primaryMapper.getDimension();
         } else {
             // there are secondary equations, the complete set ends after the last set
             final EquationsMapper lastMapper = components.get(components.size() - 1).mapper;
             return lastMapper.getFirstIndex() + lastMapper.getDimension();
         }
     }

     /** Get the current time derivative of the complete state vector.
      * @param t current value of the independent <I>time</I> variable
      * @param y array containing the current value of the complete state vector
      * @param yDot placeholder array where to put the time derivative of the complete state vector
      * @exception MaxCountExceededException if the number of functions evaluations is exceeded
      * @exception DimensionMismatchException if arrays dimensions do not match equations settings
      */
     public void computeDerivatives(final double t, final double[] y, final double[] yDot)
         throws MaxCountExceededException, DimensionMismatchException {

         // compute derivatives of the primary equations
         primaryMapper.extractEquationData(y, primaryState);
         primary.computeDerivatives(t, primaryState, primaryStateDot);

         // Add contribution for secondary equations
         for (final SecondaryComponent component : components) {
             component.mapper.extractEquationData(y, component.state);
             component.equation.computeDerivatives(t, primaryState, primaryStateDot,
                                                   component.state, component.stateDot);
             component.mapper.insertEquationData(component.stateDot, yDot);
         }

         primaryMapper.insertEquationData(primaryStateDot, yDot);

     }

     /** Add a set of secondary equations to be integrated along with the primary set.
      * @param secondary secondary equations set
      * @return index of the secondary equation in the expanded state
      */
     public int addSecondaryEquations(final SecondaryEquations secondary) {

         final int firstIndex;
         if (components.isEmpty()) {
             // lazy creation of the components list
             components = new ArrayList<>();
             firstIndex = primary.getDimension();
         } else {
             final SecondaryComponent last = components.get(components.size() - 1);
             firstIndex = last.mapper.getFirstIndex() + last.mapper.getDimension();
         }

         components.add(new SecondaryComponent(secondary, firstIndex));

         return components.size() - 1;

     }

     /** Get an equations mapper for the primary equations set.
      * @return mapper for the primary set
      * @see #getSecondaryMappers()
      */
     public EquationsMapper getPrimaryMapper() {
         return primaryMapper;
     }

     /** Get the equations mappers for the secondary equations sets.
      * @return equations mappers for the secondary equations sets
      * @see #getPrimaryMapper()
      */
     public EquationsMapper[] getSecondaryMappers() {
         final EquationsMapper[] mappers = new EquationsMapper[components.size()];
         for (int i = 0; i < mappers.length; ++i) {
             mappers[i] = components.get(i).mapper;
         }
         return mappers;
     }

     /** Set current time.
      * @param time current time
      */
     public void setTime(final double time) {
         this.time = time;
     }

     /** Get current time.
      * @return current time
      */
     public double getTime() {
         return time;
     }

     /** Set primary part of the current state.
      * @param primaryState primary part of the current state
      * @throws DimensionMismatchException if the dimension of the array does not
      * match the primary set
      */
     public void setPrimaryState(final double[] primaryState) throws DimensionMismatchException {

         // safety checks
         if (primaryState.length != this.primaryState.length) {
             throw new DimensionMismatchException(primaryState.length, this.primaryState.length);
         }

         // set the data
         System.arraycopy(primaryState, 0, this.primaryState, 0, primaryState.length);

     }

     /** Get primary part of the current state.
      * @return primary part of the current state
      */
     public double[] getPrimaryState() {
         return primaryState.clone();
     }

     /** Get primary part of the current state derivative.
      * @return primary part of the current state derivative
      */
     public double[] getPrimaryStateDot() {
         return primaryStateDot.clone();
     }

     /** Set secondary part of the current state.
      * @param index index of the part to set as returned by {@link
      * #addSecondaryEquations(SecondaryEquations)}
      * @param secondaryState secondary part of the current state
      * @throws DimensionMismatchException if the dimension of the partial state does not
      * match the selected equations set dimension
      */
     public void setSecondaryState(final int index, final double[] secondaryState)
         throws DimensionMismatchException {

         // get either the secondary state
         double[] localArray = components.get(index).state;

         // safety checks
         if (secondaryState.length != localArray.length) {
             throw new DimensionMismatchException(secondaryState.length, localArray.length);
         }

         // set the data
         System.arraycopy(secondaryState, 0, localArray, 0, secondaryState.length);

     }

     /** Get secondary part of the current state.
      * @param index index of the part to set as returned by {@link
      * #addSecondaryEquations(SecondaryEquations)}
      * @return secondary part of the current state
      */
     public double[] getSecondaryState(final int index) {
         return components.get(index).state.clone();
     }

     /** Get secondary part of the current state derivative.
      * @param index index of the part to set as returned by {@link
      * #addSecondaryEquations(SecondaryEquations)}
      * @return secondary part of the current state derivative
      */
     public double[] getSecondaryStateDot(final int index) {
         return components.get(index).stateDot.clone();
     }

     /** Set the complete current state.
      * @param completeState complete current state to copy data from
      * @throws DimensionMismatchException if the dimension of the complete state does not
      * match the complete equations sets dimension
      */
     public void setCompleteState(final double[] completeState)
         throws DimensionMismatchException {

         // safety checks
         if (completeState.length != getTotalDimension()) {
             throw new DimensionMismatchException(completeState.length, getTotalDimension());
         }

         // set the data
         primaryMapper.extractEquationData(completeState, primaryState);
         for (final SecondaryComponent component : components) {
             component.mapper.extractEquationData(completeState, component.state);
         }

     }

     /** Get the complete current state.
      * @return complete current state
      * @throws DimensionMismatchException if the dimension of the complete state does not
      * match the complete equations sets dimension
      */
     public double[] getCompleteState() throws DimensionMismatchException {

         // allocate complete array
         double[] completeState = new double[getTotalDimension()];

         // set the data
         primaryMapper.insertEquationData(primaryState, completeState);
         for (final SecondaryComponent component : components) {
             component.mapper.insertEquationData(component.state, completeState);
         }

         return completeState;

     }

     /** Components of the compound stateful ODE. */
     private static class SecondaryComponent {

         /** Secondary differential equation. */
         private final SecondaryEquations equation;

         /** Mapper between local and complete arrays. */
         private final EquationsMapper mapper;

         /** State. */
         private final double[] state;

         /** State derivative. */
         private final double[] stateDot;

         /** Simple constructor.
          * @param equation secondary differential equation
          * @param firstIndex index to use for the first element in the complete arrays
          */
         SecondaryComponent(final SecondaryEquations equation, final int firstIndex) {
             final int n   = equation.getDimension();
             this.equation = equation;
             mapper        = new EquationsMapper(firstIndex, n);
             state         = new double[n];
             stateDot      = new double[n];
         }

     }

 }
	/*
	* Licensed to the Apache Software Foundation (ASF) under one or more
	* contributor license agreements. See the NOTICE file distributed with
	* this work for additional information regarding copyright ownership.
	* The ASF licenses this file to You under the Apache License, Version 2.0
	* (the "License"); you may not use this file except in compliance with
	* the License. You may obtain a copy of the License at
	*
	* http://www.apache.org/licenses/LICENSE-2.0
	*
	* Unless required by applicable law or agreed to in writing, software
	* distributed under the License is distributed on an "AS IS" BASIS,
	* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
	* See the License for the specific language governing permissions and
	* limitations under the License.
	*/
	package org.apache.commons.math4.legacy.ode;

	import java.util.ArrayList;
	import java.util.List;

	import org.apache.commons.math4.legacy.exception.DimensionMismatchException;
	import org.apache.commons.math4.legacy.exception.MaxCountExceededException;


	/**
	* This class represents a combined set of first order differential equations,
	* with at least a primary set of equations expandable by some sets of secondary
	* equations.
	* <p>
	* One typical use case is the computation of the Jacobian matrix for some ODE.
	* In this case, the primary set of equations corresponds to the raw ODE, and we
	* add to this set another bunch of secondary equations which represent the Jacobian
	* matrix of the primary set.
	* </p>
	* <p>
	* We want the integrator to use <em>only</em> the primary set to estimate the
	* errors and hence the step sizes. It should <em>not</em> use the secondary
	* equations in this computation. The {@link AbstractIntegrator integrator} will
	* be able to know where the primary set ends and so where the secondary sets begin.
	* </p>
	*
	* @see FirstOrderDifferentialEquations
	* @see JacobianMatrices
	*
	* @since 3.0
	*/

	public class ExpandableStatefulODE {

	/** Primary differential equation. */
	private final FirstOrderDifferentialEquations primary;

	/** Mapper for primary equation. */
	private final EquationsMapper primaryMapper;

	/** Time. */
	private double time;

	/** State. */
	private final double[] primaryState;

	/** State derivative. */
	private final double[] primaryStateDot;

	/** Components of the expandable ODE. */
	private List<SecondaryComponent> components;

	/** Build an expandable set from its primary ODE set.
	* @param primary the primary set of differential equations to be integrated.
	*/
	public ExpandableStatefulODE(final FirstOrderDifferentialEquations primary) {
	final int n = primary.getDimension();
	this.primary = primary;
	this.primaryMapper = new EquationsMapper(0, n);
	this.time = Double.NaN;
	this.primaryState = new double[n];
	this.primaryStateDot = new double[n];
	this.components = new ArrayList<>();
	}

	/** Get the primary set of differential equations.
	* @return primary set of differential equations
	*/
	public FirstOrderDifferentialEquations getPrimary() {
	return primary;
	}

	/** Return the dimension of the complete set of equations.
	* <p>
	* The complete set of equations correspond to the primary set plus all secondary sets.
	* </p>
	* @return dimension of the complete set of equations
	*/
	public int getTotalDimension() {
	if (components.isEmpty()) {
	// there are no secondary equations, the complete set is limited to the primary set
	return primaryMapper.getDimension();
	} else {
	// there are secondary equations, the complete set ends after the last set
	final EquationsMapper lastMapper = components.get(components.size() - 1).mapper;
	return lastMapper.getFirstIndex() + lastMapper.getDimension();
	}
	}

	/** Get the current time derivative of the complete state vector.
	* @param t current value of the independent <I>time</I> variable
	* @param y array containing the current value of the complete state vector
	* @param yDot placeholder array where to put the time derivative of the complete state vector
	* @exception MaxCountExceededException if the number of functions evaluations is exceeded
	* @exception DimensionMismatchException if arrays dimensions do not match equations settings
	*/
	public void computeDerivatives(final double t, final double[] y, final double[] yDot)
	throws MaxCountExceededException, DimensionMismatchException {

	// compute derivatives of the primary equations
	primaryMapper.extractEquationData(y, primaryState);
	primary.computeDerivatives(t, primaryState, primaryStateDot);

	// Add contribution for secondary equations
	for (final SecondaryComponent component : components) {
	component.mapper.extractEquationData(y, component.state);
	component.equation.computeDerivatives(t, primaryState, primaryStateDot,
	component.state, component.stateDot);
	component.mapper.insertEquationData(component.stateDot, yDot);
	}

	primaryMapper.insertEquationData(primaryStateDot, yDot);

	}

	/** Add a set of secondary equations to be integrated along with the primary set.
	* @param secondary secondary equations set
	* @return index of the secondary equation in the expanded state
	*/
	public int addSecondaryEquations(final SecondaryEquations secondary) {

	final int firstIndex;
	if (components.isEmpty()) {
	// lazy creation of the components list
	components = new ArrayList<>();
	firstIndex = primary.getDimension();
	} else {
	final SecondaryComponent last = components.get(components.size() - 1);
	firstIndex = last.mapper.getFirstIndex() + last.mapper.getDimension();
	}

	components.add(new SecondaryComponent(secondary, firstIndex));

	return components.size() - 1;

	}

	/** Get an equations mapper for the primary equations set.
	* @return mapper for the primary set
	* @see #getSecondaryMappers()
	*/
	public EquationsMapper getPrimaryMapper() {
	return primaryMapper;
	}

	/** Get the equations mappers for the secondary equations sets.
	* @return equations mappers for the secondary equations sets
	* @see #getPrimaryMapper()
	*/
	public EquationsMapper[] getSecondaryMappers() {
	final EquationsMapper[] mappers = new EquationsMapper[components.size()];
	for (int i = 0; i < mappers.length; ++i) {
	mappers[i] = components.get(i).mapper;
	}
	return mappers;
	}

	/** Set current time.
	* @param time current time
	*/
	public void setTime(final double time) {
	this.time = time;
	}

	/** Get current time.
	* @return current time
	*/
	public double getTime() {
	return time;
	}

	/** Set primary part of the current state.
	* @param primaryState primary part of the current state
	* @throws DimensionMismatchException if the dimension of the array does not
	* match the primary set
	*/
	public void setPrimaryState(final double[] primaryState) throws DimensionMismatchException {

	// safety checks
	if (primaryState.length != this.primaryState.length) {
	throw new DimensionMismatchException(primaryState.length, this.primaryState.length);
	}

	// set the data
	System.arraycopy(primaryState, 0, this.primaryState, 0, primaryState.length);

	}

	/** Get primary part of the current state.
	* @return primary part of the current state
	*/
	public double[] getPrimaryState() {
	return primaryState.clone();
	}

	/** Get primary part of the current state derivative.
	* @return primary part of the current state derivative
	*/
	public double[] getPrimaryStateDot() {
	return primaryStateDot.clone();
	}

	/** Set secondary part of the current state.
	* @param index index of the part to set as returned by {@link
	* #addSecondaryEquations(SecondaryEquations)}
	* @param secondaryState secondary part of the current state
	* @throws DimensionMismatchException if the dimension of the partial state does not
	* match the selected equations set dimension
	*/
	public void setSecondaryState(final int index, final double[] secondaryState)
	throws DimensionMismatchException {

	// get either the secondary state
	double[] localArray = components.get(index).state;

	// safety checks
	if (secondaryState.length != localArray.length) {
	throw new DimensionMismatchException(secondaryState.length, localArray.length);
	}

	// set the data
	System.arraycopy(secondaryState, 0, localArray, 0, secondaryState.length);

	}

	/** Get secondary part of the current state.
	* @param index index of the part to set as returned by {@link
	* #addSecondaryEquations(SecondaryEquations)}
	* @return secondary part of the current state
	*/
	public double[] getSecondaryState(final int index) {
	return components.get(index).state.clone();
	}

	/** Get secondary part of the current state derivative.
	* @param index index of the part to set as returned by {@link
	* #addSecondaryEquations(SecondaryEquations)}
	* @return secondary part of the current state derivative
	*/
	public double[] getSecondaryStateDot(final int index) {
	return components.get(index).stateDot.clone();
	}

	/** Set the complete current state.
	* @param completeState complete current state to copy data from
	* @throws DimensionMismatchException if the dimension of the complete state does not
	* match the complete equations sets dimension
	*/
	public void setCompleteState(final double[] completeState)
	throws DimensionMismatchException {

	// safety checks
	if (completeState.length != getTotalDimension()) {
	throw new DimensionMismatchException(completeState.length, getTotalDimension());
	}

	// set the data
	primaryMapper.extractEquationData(completeState, primaryState);
	for (final SecondaryComponent component : components) {
	component.mapper.extractEquationData(completeState, component.state);
	}

	}

	/** Get the complete current state.
	* @return complete current state
	* @throws DimensionMismatchException if the dimension of the complete state does not
	* match the complete equations sets dimension
	*/
	public double[] getCompleteState() throws DimensionMismatchException {

	// allocate complete array
	double[] completeState = new double[getTotalDimension()];

	// set the data
	primaryMapper.insertEquationData(primaryState, completeState);
	for (final SecondaryComponent component : components) {
	component.mapper.insertEquationData(component.state, completeState);
	}

	return completeState;

	}

	/** Components of the compound stateful ODE. */
	private static class SecondaryComponent {

	/** Secondary differential equation. */
	private final SecondaryEquations equation;

	/** Mapper between local and complete arrays. */
	private final EquationsMapper mapper;

	/** State. */
	private final double[] state;

	/** State derivative. */
	private final double[] stateDot;

	/** Simple constructor.
	* @param equation secondary differential equation
	* @param firstIndex index to use for the first element in the complete arrays
	*/
	SecondaryComponent(final SecondaryEquations equation, final int firstIndex) {
	final int n = equation.getDimension();
	this.equation = equation;
	mapper = new EquationsMapper(firstIndex, n);
	state = new double[n];
	stateDot = new double[n];
	}

	}

	}