| /* |
| * 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.nonstiff; |
| |
| import org.apache.commons.math4.legacy.exception.DimensionMismatchException; |
| import org.apache.commons.math4.legacy.exception.MaxCountExceededException; |
| import org.apache.commons.math4.legacy.exception.NoBracketingException; |
| import org.apache.commons.math4.legacy.exception.NumberIsTooSmallException; |
| import org.apache.commons.math4.legacy.linear.Array2DRowRealMatrix; |
| import org.apache.commons.math4.legacy.ode.ExpandableStatefulODE; |
| import org.apache.commons.math4.legacy.ode.MultistepIntegrator; |
| |
| |
| /** Base class for {@link AdamsBashforthIntegrator Adams-Bashforth} and |
| * {@link AdamsMoultonIntegrator Adams-Moulton} integrators. |
| * @since 2.0 |
| */ |
| public abstract class AdamsIntegrator extends MultistepIntegrator { |
| |
| /** Transformer. */ |
| private final AdamsNordsieckTransformer transformer; |
| |
| /** |
| * Build an Adams integrator with the given order and step control parameters. |
| * @param name name of the method |
| * @param nSteps number of steps of the method excluding the one being computed |
| * @param order order of the method |
| * @param minStep minimal step (sign is irrelevant, regardless of |
| * integration direction, forward or backward), the last step can |
| * be smaller than this |
| * @param maxStep maximal step (sign is irrelevant, regardless of |
| * integration direction, forward or backward), the last step can |
| * be smaller than this |
| * @param scalAbsoluteTolerance allowed absolute error |
| * @param scalRelativeTolerance allowed relative error |
| * @exception NumberIsTooSmallException if order is 1 or less |
| */ |
| public AdamsIntegrator(final String name, final int nSteps, final int order, |
| final double minStep, final double maxStep, |
| final double scalAbsoluteTolerance, |
| final double scalRelativeTolerance) |
| throws NumberIsTooSmallException { |
| super(name, nSteps, order, minStep, maxStep, |
| scalAbsoluteTolerance, scalRelativeTolerance); |
| transformer = AdamsNordsieckTransformer.getInstance(nSteps); |
| } |
| |
| /** |
| * Build an Adams integrator with the given order and step control parameters. |
| * @param name name of the method |
| * @param nSteps number of steps of the method excluding the one being computed |
| * @param order order of the method |
| * @param minStep minimal step (sign is irrelevant, regardless of |
| * integration direction, forward or backward), the last step can |
| * be smaller than this |
| * @param maxStep maximal step (sign is irrelevant, regardless of |
| * integration direction, forward or backward), the last step can |
| * be smaller than this |
| * @param vecAbsoluteTolerance allowed absolute error |
| * @param vecRelativeTolerance allowed relative error |
| * @exception IllegalArgumentException if order is 1 or less |
| */ |
| public AdamsIntegrator(final String name, final int nSteps, final int order, |
| final double minStep, final double maxStep, |
| final double[] vecAbsoluteTolerance, |
| final double[] vecRelativeTolerance) |
| throws IllegalArgumentException { |
| super(name, nSteps, order, minStep, maxStep, |
| vecAbsoluteTolerance, vecRelativeTolerance); |
| transformer = AdamsNordsieckTransformer.getInstance(nSteps); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public abstract void integrate(ExpandableStatefulODE equations, double t) |
| throws NumberIsTooSmallException, DimensionMismatchException, |
| MaxCountExceededException, NoBracketingException; |
| |
| /** {@inheritDoc} */ |
| @Override |
| protected Array2DRowRealMatrix initializeHighOrderDerivatives(final double h, final double[] t, |
| final double[][] y, |
| final double[][] yDot) { |
| return transformer.initializeHighOrderDerivatives(h, t, y, yDot); |
| } |
| |
| /** Update the high order scaled derivatives for Adams integrators (phase 1). |
| * <p>The complete update of high order derivatives has a form similar to: |
| * <div style="white-space: pre"><code> |
| * 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> |
| * </code></div> |
| * this method computes the P<sup>-1</sup> A P r<sub>n</sub> part. |
| * @param highOrder high order scaled derivatives |
| * (h<sup>2</sup>/2 y'', ... h<sup>k</sup>/k! y(k)) |
| * @return updated high order derivatives |
| * @see #updateHighOrderDerivativesPhase2(double[], double[], Array2DRowRealMatrix) |
| */ |
| public Array2DRowRealMatrix updateHighOrderDerivativesPhase1(final Array2DRowRealMatrix highOrder) { |
| return transformer.updateHighOrderDerivativesPhase1(highOrder); |
| } |
| |
| /** Update the high order scaled derivatives Adams integrators (phase 2). |
| * <p>The complete update of high order derivatives has a form similar to: |
| * <div style="white-space: pre"><code> |
| * 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> |
| * </code></div> |
| * this method computes the (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u part. |
| * <p>Phase 1 of the update must already have been performed.</p> |
| * @param start first order scaled derivatives at step start |
| * @param end first order scaled derivatives at step end |
| * @param highOrder high order scaled derivatives, will be modified |
| * (h<sup>2</sup>/2 y'', ... h<sup>k</sup>/k! y(k)) |
| * @see #updateHighOrderDerivativesPhase1(Array2DRowRealMatrix) |
| */ |
| public void updateHighOrderDerivativesPhase2(final double[] start, |
| final double[] end, |
| final Array2DRowRealMatrix highOrder) { |
| transformer.updateHighOrderDerivativesPhase2(start, end, highOrder); |
| } |
| |
| } |