    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    }