explained test rationale
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@919172 13f79535-47bb-0310-9956-ffa450edef68
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@ -31,6 +31,15 @@ public class FirstOrderIntegratorWithJacobiansTest {
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@Test
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public void testLowAccuracyExternalDifferentiation()
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throws IntegratorException, DerivativeException {
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// this test does not really test FirstOrderIntegratorWithJacobians,
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// it only shows the WITHOUT this class, attempting to recover
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// the jacobians from external differentiation on simple integration
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// results with loo accuracy gives very poor results. In fact,
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// the curves dy/dp = g(b) when b varies from 2.88 to 3.08 are
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// essentially noise.
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// This test is taken from Heirer, Norsett and Wanner book
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// Solving Ordinary Differential Equations I (Nonstiff problems),
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// the curves dy/dp = g(b) are in figure 6.5
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FirstOrderIntegrator integ =
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new DormandPrince54Integrator(1.0e-8, 100.0, 1.0e-4, 1.0e-4);
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double hP = 1.0e-12;
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