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    }