Raymond | dee0849 | 2015-04-02 10:43:13 -0700 | [diff] [blame] | 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.sampling; |
| 19 | |
| 20 | import java.io.IOException; |
| 21 | import java.io.ObjectInput; |
| 22 | import java.io.ObjectOutput; |
| 23 | import java.util.Arrays; |
| 24 | |
| 25 | import org.apache.commons.math.ode.DerivativeException; |
| 26 | import org.apache.commons.math.linear.Array2DRowRealMatrix; |
| 27 | import org.apache.commons.math.util.FastMath; |
| 28 | |
| 29 | /** |
| 30 | * This class implements an interpolator for integrators using Nordsieck representation. |
| 31 | * |
| 32 | * <p>This interpolator computes dense output around the current point. |
| 33 | * The interpolation equation is based on Taylor series formulas. |
| 34 | * |
| 35 | * @see org.apache.commons.math.ode.nonstiff.AdamsBashforthIntegrator |
| 36 | * @see org.apache.commons.math.ode.nonstiff.AdamsMoultonIntegrator |
| 37 | * @version $Revision: 1073158 $ $Date: 2011-02-21 22:46:52 +0100 (lun. 21 févr. 2011) $ |
| 38 | * @since 2.0 |
| 39 | */ |
| 40 | |
| 41 | public class NordsieckStepInterpolator extends AbstractStepInterpolator { |
| 42 | |
| 43 | /** Serializable version identifier */ |
| 44 | private static final long serialVersionUID = -7179861704951334960L; |
| 45 | |
| 46 | /** State variation. */ |
| 47 | protected double[] stateVariation; |
| 48 | |
| 49 | /** Step size used in the first scaled derivative and Nordsieck vector. */ |
| 50 | private double scalingH; |
| 51 | |
| 52 | /** Reference time for all arrays. |
| 53 | * <p>Sometimes, the reference time is the same as previousTime, |
| 54 | * sometimes it is the same as currentTime, so we use a separate |
| 55 | * field to avoid any confusion. |
| 56 | * </p> |
| 57 | */ |
| 58 | private double referenceTime; |
| 59 | |
| 60 | /** First scaled derivative. */ |
| 61 | private double[] scaled; |
| 62 | |
| 63 | /** Nordsieck vector. */ |
| 64 | private Array2DRowRealMatrix nordsieck; |
| 65 | |
| 66 | /** Simple constructor. |
| 67 | * This constructor builds an instance that is not usable yet, the |
| 68 | * {@link AbstractStepInterpolator#reinitialize} method should be called |
| 69 | * before using the instance in order to initialize the internal arrays. This |
| 70 | * constructor is used only in order to delay the initialization in |
| 71 | * some cases. |
| 72 | */ |
| 73 | public NordsieckStepInterpolator() { |
| 74 | } |
| 75 | |
| 76 | /** Copy constructor. |
| 77 | * @param interpolator interpolator to copy from. The copy is a deep |
| 78 | * copy: its arrays are separated from the original arrays of the |
| 79 | * instance |
| 80 | */ |
| 81 | public NordsieckStepInterpolator(final NordsieckStepInterpolator interpolator) { |
| 82 | super(interpolator); |
| 83 | scalingH = interpolator.scalingH; |
| 84 | referenceTime = interpolator.referenceTime; |
| 85 | if (interpolator.scaled != null) { |
| 86 | scaled = interpolator.scaled.clone(); |
| 87 | } |
| 88 | if (interpolator.nordsieck != null) { |
| 89 | nordsieck = new Array2DRowRealMatrix(interpolator.nordsieck.getDataRef(), true); |
| 90 | } |
| 91 | if (interpolator.stateVariation != null) { |
| 92 | stateVariation = interpolator.stateVariation.clone(); |
| 93 | } |
| 94 | } |
| 95 | |
| 96 | /** {@inheritDoc} */ |
| 97 | @Override |
| 98 | protected StepInterpolator doCopy() { |
| 99 | return new NordsieckStepInterpolator(this); |
| 100 | } |
| 101 | |
| 102 | /** Reinitialize the instance. |
| 103 | * <p>Beware that all arrays <em>must</em> be references to integrator |
| 104 | * arrays, in order to ensure proper update without copy.</p> |
| 105 | * @param y reference to the integrator array holding the state at |
| 106 | * the end of the step |
| 107 | * @param forward integration direction indicator |
| 108 | */ |
| 109 | @Override |
| 110 | public void reinitialize(final double[] y, final boolean forward) { |
| 111 | super.reinitialize(y, forward); |
| 112 | stateVariation = new double[y.length]; |
| 113 | } |
| 114 | |
| 115 | /** Reinitialize the instance. |
| 116 | * <p>Beware that all arrays <em>must</em> be references to integrator |
| 117 | * arrays, in order to ensure proper update without copy.</p> |
| 118 | * @param time time at which all arrays are defined |
| 119 | * @param stepSize step size used in the scaled and nordsieck arrays |
| 120 | * @param scaledDerivative reference to the integrator array holding the first |
| 121 | * scaled derivative |
| 122 | * @param nordsieckVector reference to the integrator matrix holding the |
| 123 | * nordsieck vector |
| 124 | */ |
| 125 | public void reinitialize(final double time, final double stepSize, |
| 126 | final double[] scaledDerivative, |
| 127 | final Array2DRowRealMatrix nordsieckVector) { |
| 128 | this.referenceTime = time; |
| 129 | this.scalingH = stepSize; |
| 130 | this.scaled = scaledDerivative; |
| 131 | this.nordsieck = nordsieckVector; |
| 132 | |
| 133 | // make sure the state and derivatives will depend on the new arrays |
| 134 | setInterpolatedTime(getInterpolatedTime()); |
| 135 | |
| 136 | } |
| 137 | |
| 138 | /** Rescale the instance. |
| 139 | * <p>Since the scaled and Nordiseck arrays are shared with the caller, |
| 140 | * this method has the side effect of rescaling this arrays in the caller too.</p> |
| 141 | * @param stepSize new step size to use in the scaled and nordsieck arrays |
| 142 | */ |
| 143 | public void rescale(final double stepSize) { |
| 144 | |
| 145 | final double ratio = stepSize / scalingH; |
| 146 | for (int i = 0; i < scaled.length; ++i) { |
| 147 | scaled[i] *= ratio; |
| 148 | } |
| 149 | |
| 150 | final double[][] nData = nordsieck.getDataRef(); |
| 151 | double power = ratio; |
| 152 | for (int i = 0; i < nData.length; ++i) { |
| 153 | power *= ratio; |
| 154 | final double[] nDataI = nData[i]; |
| 155 | for (int j = 0; j < nDataI.length; ++j) { |
| 156 | nDataI[j] *= power; |
| 157 | } |
| 158 | } |
| 159 | |
| 160 | scalingH = stepSize; |
| 161 | |
| 162 | } |
| 163 | |
| 164 | /** |
| 165 | * Get the state vector variation from current to interpolated state. |
| 166 | * <p>This method is aimed at computing y(t<sub>interpolation</sub>) |
| 167 | * -y(t<sub>current</sub>) accurately by avoiding the cancellation errors |
| 168 | * that would occur if the subtraction were performed explicitly.</p> |
| 169 | * <p>The returned vector is a reference to a reused array, so |
| 170 | * it should not be modified and it should be copied if it needs |
| 171 | * to be preserved across several calls.</p> |
| 172 | * @return state vector at time {@link #getInterpolatedTime} |
| 173 | * @see #getInterpolatedDerivatives() |
| 174 | * @throws DerivativeException if this call induces an automatic |
| 175 | * step finalization that throws one |
| 176 | */ |
| 177 | public double[] getInterpolatedStateVariation() |
| 178 | throws DerivativeException { |
| 179 | // compute and ignore interpolated state |
| 180 | // to make sure state variation is computed as a side effect |
| 181 | getInterpolatedState(); |
| 182 | return stateVariation; |
| 183 | } |
| 184 | |
| 185 | /** {@inheritDoc} */ |
| 186 | @Override |
| 187 | protected void computeInterpolatedStateAndDerivatives(final double theta, final double oneMinusThetaH) { |
| 188 | |
| 189 | final double x = interpolatedTime - referenceTime; |
| 190 | final double normalizedAbscissa = x / scalingH; |
| 191 | |
| 192 | Arrays.fill(stateVariation, 0.0); |
| 193 | Arrays.fill(interpolatedDerivatives, 0.0); |
| 194 | |
| 195 | // apply Taylor formula from high order to low order, |
| 196 | // for the sake of numerical accuracy |
| 197 | final double[][] nData = nordsieck.getDataRef(); |
| 198 | for (int i = nData.length - 1; i >= 0; --i) { |
| 199 | final int order = i + 2; |
| 200 | final double[] nDataI = nData[i]; |
| 201 | final double power = FastMath.pow(normalizedAbscissa, order); |
| 202 | for (int j = 0; j < nDataI.length; ++j) { |
| 203 | final double d = nDataI[j] * power; |
| 204 | stateVariation[j] += d; |
| 205 | interpolatedDerivatives[j] += order * d; |
| 206 | } |
| 207 | } |
| 208 | |
| 209 | for (int j = 0; j < currentState.length; ++j) { |
| 210 | stateVariation[j] += scaled[j] * normalizedAbscissa; |
| 211 | interpolatedState[j] = currentState[j] + stateVariation[j]; |
| 212 | interpolatedDerivatives[j] = |
| 213 | (interpolatedDerivatives[j] + scaled[j] * normalizedAbscissa) / x; |
| 214 | } |
| 215 | |
| 216 | } |
| 217 | |
| 218 | /** {@inheritDoc} */ |
| 219 | @Override |
| 220 | public void writeExternal(final ObjectOutput out) |
| 221 | throws IOException { |
| 222 | |
| 223 | // save the state of the base class |
| 224 | writeBaseExternal(out); |
| 225 | |
| 226 | // save the local attributes |
| 227 | out.writeDouble(scalingH); |
| 228 | out.writeDouble(referenceTime); |
| 229 | |
| 230 | final int n = (currentState == null) ? -1 : currentState.length; |
| 231 | if (scaled == null) { |
| 232 | out.writeBoolean(false); |
| 233 | } else { |
| 234 | out.writeBoolean(true); |
| 235 | for (int j = 0; j < n; ++j) { |
| 236 | out.writeDouble(scaled[j]); |
| 237 | } |
| 238 | } |
| 239 | |
| 240 | if (nordsieck == null) { |
| 241 | out.writeBoolean(false); |
| 242 | } else { |
| 243 | out.writeBoolean(true); |
| 244 | out.writeObject(nordsieck); |
| 245 | } |
| 246 | |
| 247 | // we don't save state variation, it will be recomputed |
| 248 | |
| 249 | } |
| 250 | |
| 251 | /** {@inheritDoc} */ |
| 252 | @Override |
| 253 | public void readExternal(final ObjectInput in) |
| 254 | throws IOException, ClassNotFoundException { |
| 255 | |
| 256 | // read the base class |
| 257 | final double t = readBaseExternal(in); |
| 258 | |
| 259 | // read the local attributes |
| 260 | scalingH = in.readDouble(); |
| 261 | referenceTime = in.readDouble(); |
| 262 | |
| 263 | final int n = (currentState == null) ? -1 : currentState.length; |
| 264 | final boolean hasScaled = in.readBoolean(); |
| 265 | if (hasScaled) { |
| 266 | scaled = new double[n]; |
| 267 | for (int j = 0; j < n; ++j) { |
| 268 | scaled[j] = in.readDouble(); |
| 269 | } |
| 270 | } else { |
| 271 | scaled = null; |
| 272 | } |
| 273 | |
| 274 | final boolean hasNordsieck = in.readBoolean(); |
| 275 | if (hasNordsieck) { |
| 276 | nordsieck = (Array2DRowRealMatrix) in.readObject(); |
| 277 | } else { |
| 278 | nordsieck = null; |
| 279 | } |
| 280 | |
| 281 | if (hasScaled && hasNordsieck) { |
| 282 | // we can now set the interpolated time and state |
| 283 | stateVariation = new double[n]; |
| 284 | setInterpolatedTime(t); |
| 285 | } else { |
| 286 | stateVariation = null; |
| 287 | } |
| 288 | |
| 289 | } |
| 290 | |
| 291 | } |