1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17
18 package org.apache.commons.math.ode.nonstiff;
19
20 import org.apache.commons.math.linear.Array2DRowRealMatrix;
21 import org.apache.commons.math.ode.DerivativeException;
22 import org.apache.commons.math.ode.FirstOrderDifferentialEquations;
23 import org.apache.commons.math.ode.IntegratorException;
24 import org.apache.commons.math.ode.MultistepIntegrator;
25
26
27 /** Base class for {@link AdamsBashforthIntegrator Adams-Bashforth} and
28 * {@link AdamsMoultonIntegrator Adams-Moulton} integrators.
29 * @version $Revision: 790368 $ $Date: 2009-07-01 16:31:50 -0400 (Wed, 01 Jul 2009) $
30 * @since 2.0
31 */
32 public abstract class AdamsIntegrator extends MultistepIntegrator {
33
34 /** Transformer. */
35 private final AdamsNordsieckTransformer transformer;
36
37 /**
38 * Build an Adams integrator with the given order and step control prameters.
39 * @param name name of the method
40 * @param nSteps number of steps of the method excluding the one being computed
41 * @param order order of the method
42 * @param minStep minimal step (must be positive even for backward
43 * integration), the last step can be smaller than this
44 * @param maxStep maximal step (must be positive even for backward
45 * integration)
46 * @param scalAbsoluteTolerance allowed absolute error
47 * @param scalRelativeTolerance allowed relative error
48 * @exception IllegalArgumentException if order is 1 or less
49 */
50 public AdamsIntegrator(final String name, final int nSteps, final int order,
51 final double minStep, final double maxStep,
52 final double scalAbsoluteTolerance,
53 final double scalRelativeTolerance)
54 throws IllegalArgumentException {
55 super(name, nSteps, order, minStep, maxStep,
56 scalAbsoluteTolerance, scalRelativeTolerance);
57 transformer = AdamsNordsieckTransformer.getInstance(nSteps);
58 }
59
60 /**
61 * Build an Adams integrator with the given order and step control parameters.
62 * @param name name of the method
63 * @param nSteps number of steps of the method excluding the one being computed
64 * @param order order of the method
65 * @param minStep minimal step (must be positive even for backward
66 * integration), the last step can be smaller than this
67 * @param maxStep maximal step (must be positive even for backward
68 * integration)
69 * @param vecAbsoluteTolerance allowed absolute error
70 * @param vecRelativeTolerance allowed relative error
71 * @exception IllegalArgumentException if order is 1 or less
72 */
73 public AdamsIntegrator(final String name, final int nSteps, final int order,
74 final double minStep, final double maxStep,
75 final double[] vecAbsoluteTolerance,
76 final double[] vecRelativeTolerance)
77 throws IllegalArgumentException {
78 super(name, nSteps, order, minStep, maxStep,
79 vecAbsoluteTolerance, vecRelativeTolerance);
80 transformer = AdamsNordsieckTransformer.getInstance(nSteps);
81 }
82
83 /** {@inheritDoc} */
84 @Override
85 public abstract double integrate(final FirstOrderDifferentialEquations equations,
86 final double t0, final double[] y0,
87 final double t, final double[] y)
88 throws DerivativeException, IntegratorException;
89
90 /** {@inheritDoc} */
91 @Override
92 protected Array2DRowRealMatrix initializeHighOrderDerivatives(final double[] first,
93 final double[][] multistep) {
94 return transformer.initializeHighOrderDerivatives(first, multistep);
95 }
96
97 /** Update the high order scaled derivatives for Adams integrators (phase 1).
98 * <p>The complete update of high order derivatives has a form similar to:
99 * <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 }