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.math.ode.nonstiff;
019
020 import org.apache.commons.math.linear.Array2DRowRealMatrix;
021 import org.apache.commons.math.ode.DerivativeException;
022 import org.apache.commons.math.ode.FirstOrderDifferentialEquations;
023 import org.apache.commons.math.ode.IntegratorException;
024 import org.apache.commons.math.ode.MultistepIntegrator;
025
026
027 /** Base class for {@link AdamsBashforthIntegrator Adams-Bashforth} and
028 * {@link AdamsMoultonIntegrator Adams-Moulton} integrators.
029 * @version $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 f??vr. 2011) $
030 * @since 2.0
031 */
032 public abstract class AdamsIntegrator extends MultistepIntegrator {
033
034 /** Transformer. */
035 private final AdamsNordsieckTransformer transformer;
036
037 /**
038 * Build an Adams integrator with the given order and step control prameters.
039 * @param name name of the method
040 * @param nSteps number of steps of the method excluding the one being computed
041 * @param order order of the method
042 * @param minStep minimal step (must be positive even for backward
043 * integration), the last step can be smaller than this
044 * @param maxStep maximal step (must be positive even for backward
045 * integration)
046 * @param scalAbsoluteTolerance allowed absolute error
047 * @param scalRelativeTolerance allowed relative error
048 * @exception IllegalArgumentException if order is 1 or less
049 */
050 public AdamsIntegrator(final String name, final int nSteps, final int order,
051 final double minStep, final double maxStep,
052 final double scalAbsoluteTolerance,
053 final double scalRelativeTolerance)
054 throws IllegalArgumentException {
055 super(name, nSteps, order, minStep, maxStep,
056 scalAbsoluteTolerance, scalRelativeTolerance);
057 transformer = AdamsNordsieckTransformer.getInstance(nSteps);
058 }
059
060 /**
061 * Build an Adams integrator with the given order and step control parameters.
062 * @param name name of the method
063 * @param nSteps number of steps of the method excluding the one being computed
064 * @param order order of the method
065 * @param minStep minimal step (must be positive even for backward
066 * integration), the last step can be smaller than this
067 * @param maxStep maximal step (must be positive even for backward
068 * integration)
069 * @param vecAbsoluteTolerance allowed absolute error
070 * @param vecRelativeTolerance allowed relative error
071 * @exception IllegalArgumentException if order is 1 or less
072 */
073 public AdamsIntegrator(final String name, final int nSteps, final int order,
074 final double minStep, final double maxStep,
075 final double[] vecAbsoluteTolerance,
076 final double[] vecRelativeTolerance)
077 throws IllegalArgumentException {
078 super(name, nSteps, order, minStep, maxStep,
079 vecAbsoluteTolerance, vecRelativeTolerance);
080 transformer = AdamsNordsieckTransformer.getInstance(nSteps);
081 }
082
083 /** {@inheritDoc} */
084 @Override
085 public abstract double integrate(final FirstOrderDifferentialEquations equations,
086 final double t0, final double[] y0,
087 final double t, final double[] y)
088 throws DerivativeException, IntegratorException;
089
090 /** {@inheritDoc} */
091 @Override
092 protected Array2DRowRealMatrix initializeHighOrderDerivatives(final double[] first,
093 final double[][] multistep) {
094 return transformer.initializeHighOrderDerivatives(first, multistep);
095 }
096
097 /** Update the high order scaled derivatives for Adams integrators (phase 1).
098 * <p>The complete update of high order derivatives has a form similar to:
099 * <pre>
100 * 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>
101 * </pre>
102 * this method computes the P<sup>-1</sup> A P r<sub>n</sub> part.</p>
103 * @param highOrder high order scaled derivatives
104 * (h<sup>2</sup>/2 y'', ... h<sup>k</sup>/k! y(k))
105 * @return updated high order derivatives
106 * @see #updateHighOrderDerivativesPhase2(double[], double[], Array2DRowRealMatrix)
107 */
108 public Array2DRowRealMatrix updateHighOrderDerivativesPhase1(final Array2DRowRealMatrix highOrder) {
109 return transformer.updateHighOrderDerivativesPhase1(highOrder);
110 }
111
112 /** Update the high order scaled derivatives Adams integrators (phase 2).
113 * <p>The complete update of high order derivatives has a form similar to:
114 * <pre>
115 * 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>
116 * </pre>
117 * this method computes the (s<sub>1</sub>(n) - s<sub>1</sub>(n+1)) P<sup>-1</sup> u part.</p>
118 * <p>Phase 1 of the update must already have been performed.</p>
119 * @param start first order scaled derivatives at step start
120 * @param end first order scaled derivatives at step end
121 * @param highOrder high order scaled derivatives, will be modified
122 * (h<sup>2</sup>/2 y'', ... h<sup>k</sup>/k! y(k))
123 * @see #updateHighOrderDerivativesPhase1(Array2DRowRealMatrix)
124 */
125 public void updateHighOrderDerivativesPhase2(final double[] start,
126 final double[] end,
127 final Array2DRowRealMatrix highOrder) {
128 transformer.updateHighOrderDerivativesPhase2(start, end, highOrder);
129 }
130
131 }