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Commons Math example source code file (AdamsIntegrator.java)

This example Commons Math source code file (AdamsIntegrator.java) is included in the DevDaily.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

Java - Commons Math tags/keywords

adamsintegrator, adamsintegrator, adamsnordsiecktransformer, array2drowrealmatrix, array2drowrealmatrix, derivativeexception, firstorderdifferentialequations, illegalargumentexception, illegalargumentexception, integratorexception, multistepintegrator, override, string, string

The Commons Math AdamsIntegrator.java source code

/*
 * 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.math.ode.nonstiff;

import org.apache.commons.math.linear.Array2DRowRealMatrix;
import org.apache.commons.math.ode.DerivativeException;
import org.apache.commons.math.ode.FirstOrderDifferentialEquations;
import org.apache.commons.math.ode.IntegratorException;
import org.apache.commons.math.ode.MultistepIntegrator;


/** Base class for {@link AdamsBashforthIntegrator Adams-Bashforth} and
 * {@link AdamsMoultonIntegrator Adams-Moulton} integrators.
 * @version $Revision: 790368 $ $Date: 2009-07-01 16:31:50 -0400 (Wed, 01 Jul 2009) $
 * @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 prameters.
     * @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 (must be positive even for backward
     * integration), the last step can be smaller than this
     * @param maxStep maximal step (must be positive even for backward
     * integration)
     * @param scalAbsoluteTolerance allowed absolute error
     * @param scalRelativeTolerance 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 scalAbsoluteTolerance,
                           final double scalRelativeTolerance)
        throws IllegalArgumentException {
        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 (must be positive even for backward
     * integration), the last step can be smaller than this
     * @param maxStep maximal step (must be positive even for backward
     * integration)
     * @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 double integrate(final FirstOrderDifferentialEquations equations,
                                     final double t0, final double[] y0,
                                     final double t, final double[] y)
        throws DerivativeException, IntegratorException;

    /** {@inheritDoc} */
    @Override
    protected Array2DRowRealMatrix initializeHighOrderDerivatives(final double[] first,
                                                        final double[][] multistep) {
        return transformer.initializeHighOrderDerivatives(first, multistep);
    }

    /** Update the high order scaled derivatives for Adams integrators (phase 1).
     * <p>The complete update of high order derivatives has a form similar to:
     * <pre>
     * r<sub>n+1 = (s1(n) - s1(n+1)) P-1 u + P-1 A P rn
     * </pre>
     * this method computes the P<sup>-1 A P rn part.

* @param highOrder high order scaled derivatives * (h<sup>2/2 y'', ... hk/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: * <pre> * r<sub>n+1 = (s1(n) - s1(n+1)) P-1 u + P-1 A P rn * </pre> * this method computes the (s<sub>1(n) - s1(n+1)) P-1 u part.

* <p>Phase 1 of the update must already have been performed.

* @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>2/2 y'', ... hk/k! y(k)) * @see #updateHighOrderDerivativesPhase1(Array2DRowRealMatrix) */ public void updateHighOrderDerivativesPhase2(final double[] start, final double[] end, final Array2DRowRealMatrix highOrder) { transformer.updateHighOrderDerivativesPhase2(start, end, highOrder); } }

Other Commons Math examples (source code examples)

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