001 /* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017 018 package org.apache.commons.math3.ode.nonstiff; 019 020 import org.apache.commons.math3.exception.DimensionMismatchException; 021 import org.apache.commons.math3.exception.MaxCountExceededException; 022 import org.apache.commons.math3.exception.NoBracketingException; 023 import org.apache.commons.math3.exception.NumberIsTooSmallException; 024 import org.apache.commons.math3.linear.Array2DRowRealMatrix; 025 import org.apache.commons.math3.ode.ExpandableStatefulODE; 026 import org.apache.commons.math3.ode.MultistepIntegrator; 027 028 029 /** Base class for {@link AdamsBashforthIntegrator Adams-Bashforth} and 030 * {@link AdamsMoultonIntegrator Adams-Moulton} integrators. 031 * @version $Id: AdamsIntegrator.java 1416643 2012-12-03 19:37:14Z tn $ 032 * @since 2.0 033 */ 034 public abstract class AdamsIntegrator extends MultistepIntegrator { 035 036 /** Transformer. */ 037 private final AdamsNordsieckTransformer transformer; 038 039 /** 040 * Build an Adams integrator with the given order and step control parameters. 041 * @param name name of the method 042 * @param nSteps number of steps of the method excluding the one being computed 043 * @param order order of the method 044 * @param minStep minimal step (sign is irrelevant, regardless of 045 * integration direction, forward or backward), the last step can 046 * be smaller than this 047 * @param maxStep maximal step (sign is irrelevant, regardless of 048 * integration direction, forward or backward), the last step can 049 * be smaller than this 050 * @param scalAbsoluteTolerance allowed absolute error 051 * @param scalRelativeTolerance allowed relative error 052 * @exception NumberIsTooSmallException if order is 1 or less 053 */ 054 public AdamsIntegrator(final String name, final int nSteps, final int order, 055 final double minStep, final double maxStep, 056 final double scalAbsoluteTolerance, 057 final double scalRelativeTolerance) 058 throws NumberIsTooSmallException { 059 super(name, nSteps, order, minStep, maxStep, 060 scalAbsoluteTolerance, scalRelativeTolerance); 061 transformer = AdamsNordsieckTransformer.getInstance(nSteps); 062 } 063 064 /** 065 * Build an Adams integrator with the given order and step control parameters. 066 * @param name name of the method 067 * @param nSteps number of steps of the method excluding the one being computed 068 * @param order order of the method 069 * @param minStep minimal step (sign is irrelevant, regardless of 070 * integration direction, forward or backward), the last step can 071 * be smaller than this 072 * @param maxStep maximal step (sign is irrelevant, regardless of 073 * integration direction, forward or backward), the last step can 074 * be smaller than this 075 * @param vecAbsoluteTolerance allowed absolute error 076 * @param vecRelativeTolerance allowed relative error 077 * @exception IllegalArgumentException if order is 1 or less 078 */ 079 public AdamsIntegrator(final String name, final int nSteps, final int order, 080 final double minStep, final double maxStep, 081 final double[] vecAbsoluteTolerance, 082 final double[] vecRelativeTolerance) 083 throws IllegalArgumentException { 084 super(name, nSteps, order, minStep, maxStep, 085 vecAbsoluteTolerance, vecRelativeTolerance); 086 transformer = AdamsNordsieckTransformer.getInstance(nSteps); 087 } 088 089 /** {@inheritDoc} */ 090 @Override 091 public abstract void integrate(final ExpandableStatefulODE equations, final double t) 092 throws NumberIsTooSmallException, DimensionMismatchException, 093 MaxCountExceededException, NoBracketingException; 094 095 /** {@inheritDoc} */ 096 @Override 097 protected Array2DRowRealMatrix initializeHighOrderDerivatives(final double h, final double[] t, 098 final double[][] y, 099 final double[][] yDot) { 100 return transformer.initializeHighOrderDerivatives(h, t, y, yDot); 101 } 102 103 /** Update the high order scaled derivatives for Adams integrators (phase 1). 104 * <p>The complete update of high order derivatives has a form similar to: 105 * <pre> 106 * 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> 107 * </pre> 108 * this method computes the P<sup>-1</sup> A P r<sub>n</sub> part.</p> 109 * @param highOrder high order scaled derivatives 110 * (h<sup>2</sup>/2 y'', ... h<sup>k</sup>/k! y(k)) 111 * @return updated high order derivatives 112 * @see #updateHighOrderDerivativesPhase2(double[], double[], Array2DRowRealMatrix) 113 */ 114 public Array2DRowRealMatrix updateHighOrderDerivativesPhase1(final Array2DRowRealMatrix highOrder) { 115 return transformer.updateHighOrderDerivativesPhase1(highOrder); 116 } 117 118 /** Update the high order scaled derivatives Adams integrators (phase 2). 119 * <p>The complete update of high order derivatives has a form similar to: 120 * <pre> 121 * 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> 122 * </pre> 123 * this method computes the (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u part.</p> 124 * <p>Phase 1 of the update must already have been performed.</p> 125 * @param start first order scaled derivatives at step start 126 * @param end first order scaled derivatives at step end 127 * @param highOrder high order scaled derivatives, will be modified 128 * (h<sup>2</sup>/2 y'', ... h<sup>k</sup>/k! y(k)) 129 * @see #updateHighOrderDerivativesPhase1(Array2DRowRealMatrix) 130 */ 131 public void updateHighOrderDerivativesPhase2(final double[] start, 132 final double[] end, 133 final Array2DRowRealMatrix highOrder) { 134 transformer.updateHighOrderDerivativesPhase2(start, end, highOrder); 135 } 136 137 }