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Removed the requiresDenseOutput method from the StepHandler interface. Now integrators always

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consider dense output is required and set up the appropriate state interpolators, so step
handlers can rely on them.

JIRA: MATH-596, MATH-604

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1139831 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe 2011-06-26 16:26:48 +00:00
parent c005c8d4da
commit 57e2712f50
25 changed files with 51 additions and 228 deletions
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16
src/main/java/org/apache/commons/math/ode/AbstractIntegrator.java
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@ -153,22 +153,6 @@ public abstract class AbstractIntegrator implements FirstOrderIntegrator {
eventsStates.clear();
}
/** Check if dense output is needed.
* @return true if there is at least one event handler or if
* one of the step handlers requires dense output
*/
protected boolean requiresDenseOutput() {
if (!eventsStates.isEmpty()) {
return true;
}
for (StepHandler handler : stepHandlers) {
if (handler.requiresDenseOutput()) {
return true;
}
}
return false;
}
/** {@inheritDoc} */
public double getCurrentStepStart() {
return stepStart;

10
src/main/java/org/apache/commons/math/ode/ContinuousOutputModel.java
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@ -167,16 +167,6 @@ public class ContinuousOutputModel
}
/** Determines whether this handler needs dense output.
* <p>The essence of this class is to provide dense output over all
* steps, hence it requires the internal steps to provide themselves
* dense output. The method therefore returns always true.</p>
* @return always true
*/
public boolean requiresDenseOutput() {
return true;
}
/** Reset the step handler.
* Initialize the internal data as required before the first step is
* handled.

5
src/main/java/org/apache/commons/math/ode/MultistepIntegrator.java
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@ -383,11 +383,6 @@ public abstract class MultistepIntegrator extends AdaptiveStepsizeIntegrator {
}
/** {@inheritDoc} */
public boolean requiresDenseOutput() {
return true;
}
/** {@inheritDoc} */
public void reset() {
// nothing to do

12
src/main/java/org/apache/commons/math/ode/nonstiff/EmbeddedRungeKuttaIntegrator.java
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@ -20,8 +20,6 @@ package org.apache.commons.math.ode.nonstiff;
import org.apache.commons.math.exception.MathUserException;
import org.apache.commons.math.ode.FirstOrderDifferentialEquations;
import org.apache.commons.math.ode.IntegratorException;
import org.apache.commons.math.ode.sampling.AbstractStepInterpolator;
import org.apache.commons.math.ode.sampling.DummyStepInterpolator;
import org.apache.commons.math.ode.sampling.StepHandler;
import org.apache.commons.math.util.FastMath;
@ -211,14 +209,8 @@ public abstract class EmbeddedRungeKuttaIntegrator
final double[] yDotTmp = new double[y0.length];
// set up an interpolator sharing the integrator arrays
AbstractStepInterpolator interpolator;
if (requiresDenseOutput()) {
final RungeKuttaStepInterpolator rki = (RungeKuttaStepInterpolator) prototype.copy();
rki.reinitialize(this, yTmp, yDotK, forward);
interpolator = rki;
} else {
interpolator = new DummyStepInterpolator(yTmp, yDotK[stages - 1], forward);
}
final RungeKuttaStepInterpolator interpolator = (RungeKuttaStepInterpolator) prototype.copy();
interpolator.reinitialize(this, yTmp, yDotK, forward);
interpolator.storeTime(t0);
// set up integration control objects

40
src/main/java/org/apache/commons/math/ode/nonstiff/GraggBulirschStoerIntegrator.java
View File

@ -23,7 +23,6 @@ import org.apache.commons.math.ode.FirstOrderDifferentialEquations;
import org.apache.commons.math.ode.IntegratorException;
import org.apache.commons.math.ode.events.EventHandler;
import org.apache.commons.math.ode.sampling.AbstractStepInterpolator;
import org.apache.commons.math.ode.sampling.DummyStepInterpolator;
import org.apache.commons.math.ode.sampling.StepHandler;
import org.apache.commons.math.util.FastMath;
@ -372,16 +371,9 @@ public class GraggBulirschStoerIntegrator extends AdaptiveStepsizeIntegrator {
optimalStep = new double[size];
}
if (requiresDenseOutput()) {
// step size sequence: 2, 6, 10, 14, ...
for (int k = 0; k < size; ++k) {
// step size sequence: 2, 6, 10, 14, ...
for (int k = 0; k < size; ++k) {
sequence[k] = 4 * k + 2;
}
} else {
// step size sequence: 2, 4, 6, 8, ...
for (int k = 0; k < size; ++k) {
sequence[k] = 2 * (k + 1);
}
}
// initialize the order selection cost array
@ -592,18 +584,8 @@ public class GraggBulirschStoerIntegrator extends AdaptiveStepsizeIntegrator {
System.arraycopy(y0, 0, y, 0, y0.length);
}
double[] yDot1 = new double[y0.length];
double[][] yMidDots = null;
final boolean denseOutput = requiresDenseOutput();
if (denseOutput) {
yMidDots = new double[1 + 2 * sequence.length][];
for (int j = 0; j < yMidDots.length; ++j) {
yMidDots[j] = new double[y0.length];
}
} else {
yMidDots = new double[1][];
yMidDots[0] = new double[y0.length];
}
final double[] yDot1 = new double[y0.length];
final double[][] yMidDots = new double[1 + 2 * sequence.length][y0.length];
// initial scaling
final double[] scale = new double[mainSetDimension];
@ -618,14 +600,10 @@ public class GraggBulirschStoerIntegrator extends AdaptiveStepsizeIntegrator {
(int) FastMath.floor(0.5 - 0.6 * log10R)));
// set up an interpolator sharing the integrator arrays
AbstractStepInterpolator interpolator = null;
if (denseOutput) {
interpolator = new GraggBulirschStoerStepInterpolator(y, yDot0,
y1, yDot1,
yMidDots, forward);
} else {
interpolator = new DummyStepInterpolator(y, yDot1, forward);
}
final AbstractStepInterpolator interpolator =
new GraggBulirschStoerStepInterpolator(y, yDot0,
y1, yDot1,
yMidDots, forward);
interpolator.storeTime(t0);
stepStart = t0;
@ -817,7 +795,7 @@ public class GraggBulirschStoerIntegrator extends AdaptiveStepsizeIntegrator {
// dense output handling
double hInt = getMaxStep();
if (denseOutput && ! reject) {
if (! reject) {
// extrapolate state at middle point of the step
for (int j = 1; j <= k; ++j) {

12
src/main/java/org/apache/commons/math/ode/nonstiff/RungeKuttaIntegrator.java
View File

@ -22,8 +22,6 @@ import org.apache.commons.math.exception.MathUserException;
import org.apache.commons.math.ode.AbstractIntegrator;
import org.apache.commons.math.ode.FirstOrderDifferentialEquations;
import org.apache.commons.math.ode.IntegratorException;
import org.apache.commons.math.ode.sampling.AbstractStepInterpolator;
import org.apache.commons.math.ode.sampling.DummyStepInterpolator;
import org.apache.commons.math.ode.sampling.StepHandler;
import org.apache.commons.math.util.FastMath;
@ -115,14 +113,8 @@ public abstract class RungeKuttaIntegrator extends AbstractIntegrator {
final double[] yDotTmp = new double[y0.length];
// set up an interpolator sharing the integrator arrays
AbstractStepInterpolator interpolator;
if (requiresDenseOutput()) {
final RungeKuttaStepInterpolator rki = (RungeKuttaStepInterpolator) prototype.copy();
rki.reinitialize(this, yTmp, yDotK, forward);
interpolator = rki;
} else {
interpolator = new DummyStepInterpolator(yTmp, yDotK[stages - 1], forward);
}
final RungeKuttaStepInterpolator interpolator = (RungeKuttaStepInterpolator) prototype.copy();
interpolator.reinitialize(this, yTmp, yDotK, forward);
interpolator.storeTime(t0);
// set up integration control objects

8
src/main/java/org/apache/commons/math/ode/sampling/DummyStepHandler.java
View File

@ -50,14 +50,6 @@ public class DummyStepHandler implements StepHandler {
return LazyHolder.INSTANCE;
}
/** Determines whether this handler needs dense output.
* Since this handler does nothing, it does not require dense output.
* @return always false
*/
public boolean requiresDenseOutput() {
return false;
}
/** Reset the step handler.
* Initialize the internal data as required before the first step is
* handled.

10
src/main/java/org/apache/commons/math/ode/sampling/StepHandler.java
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@ -41,16 +41,6 @@ import org.apache.commons.math.exception.MathUserException;
public interface StepHandler {
/** Determines whether this handler needs dense output.
* <p>This method allows the integrator to avoid performing extra
* computation if the handler does not need dense output. If this
* method returns false, the integrator will call the {@link
* #handleStep} method with a {@link DummyStepInterpolator} rather
* than a custom interpolator.</p>
* @return true if the handler needs dense output
*/
boolean requiresDenseOutput();
/** Reset the step handler.
* Initialize the internal data as required before the first step is
* handled.

10
src/main/java/org/apache/commons/math/ode/sampling/StepNormalizer.java
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@ -171,16 +171,6 @@ public class StepNormalizer implements StepHandler {
reset();
}
/** Determines whether this handler needs dense output.
* This handler needs dense output in order to provide data at
* regularly spaced steps regardless of the steps the integrator
* uses, so this method always returns true.
* @return always true
*/
public boolean requiresDenseOutput() {
return true;
}
/** Reset the step handler.
* Initialize the internal data as required before the first step is
* handled.

5
src/site/xdoc/changes.xml
View File

@ -52,6 +52,11 @@ The <action> type attribute can be add,update,fix,remove.
If the output is not quite correct, check for invisible trailing spaces!
-->
<release version="3.0" date="TBD" description="TBD">
<action dev="luc" type="fix" issue="MATH-596,MATH-604">
Removed the requiresDenseOutput method from the StepHandler interface. Now integrators always
consider dense output is required and set up the appropriate state interpolators, so step
handlers can rely on them.
</action>
<action dev="eran" type="add" issue="MATH-599" due-to="Dennis Hendriks">
Modified "SecantSolver" to comply with the original algorithm. Added several
secant-based solvers.

2
src/site/xdoc/userguide/ode.xml
View File

@ -130,8 +130,6 @@ dp853.integrate(ode, 0.0, y, 16.0, y); // now y contains final state at time t=1
StepHandler stepHandler = new StepHandler() {
public void reset() {}
public boolean requiresDenseOutput() { return false; }
public void handleStep(StepInterpolator interpolator, boolean isLast) throws MathUserException {
double t = interpolator.getCurrentTime();
double[] y = interpolator.getInterpolatedState();

4
src/test/java/org/apache/commons/math/ode/TestProblemHandler.java
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@ -60,10 +60,6 @@ public class TestProblemHandler
reset();
}
public boolean requiresDenseOutput() {
return true;
}
public void reset() {
maxValueError = 0;
maxTimeError = 0;

6
src/test/java/org/apache/commons/math/ode/nonstiff/ClassicalRungeKuttaIntegratorTest.java
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@ -251,9 +251,6 @@ public class ClassicalRungeKuttaIntegratorTest {
this.pb = pb;
reset();
}
public boolean requiresDenseOutput() {
return false;
}
public void reset() {
maxError = 0;
}
@ -292,9 +289,6 @@ public class ClassicalRungeKuttaIntegratorTest {
1.0e-12);
}
}
public boolean requiresDenseOutput() {
return false;
}
public void reset() {
}
});

10
src/test/java/org/apache/commons/math/ode/nonstiff/DormandPrince54IntegratorTest.java
View File

@ -137,10 +137,6 @@ public class DormandPrince54IntegratorTest {
this.minStep = minStep;
}
public boolean requiresDenseOutput() {
return false;
}
public void reset() {
}
@ -284,9 +280,6 @@ public class DormandPrince54IntegratorTest {
this.pb = pb;
reset();
}
public boolean requiresDenseOutput() {
return true;
}
public void reset() {
nbSteps = 0;
maxError = 0;
@ -328,9 +321,6 @@ public class DormandPrince54IntegratorTest {
minStep = 0;
maxStep = 0;
}
public boolean requiresDenseOutput() {
return false;
}
public void reset() {
firstTime = true;
minStep = 0;

3
src/test/java/org/apache/commons/math/ode/nonstiff/DormandPrince54StepInterpolatorTest.java
View File

@ -136,9 +136,6 @@ public class DormandPrince54StepInterpolatorTest {
}
}
}
public boolean requiresDenseOutput() {
return true;
}
public void reset() {
}
});

54
src/test/java/org/apache/commons/math/ode/nonstiff/DormandPrince853IntegratorTest.java
View File

@ -27,8 +27,6 @@ import org.apache.commons.math.ode.TestProblem4;
import org.apache.commons.math.ode.TestProblem5;
import org.apache.commons.math.ode.TestProblemHandler;
import org.apache.commons.math.ode.events.EventHandler;
import org.apache.commons.math.ode.nonstiff.DormandPrince853Integrator;
import org.apache.commons.math.ode.sampling.DummyStepHandler;
import org.apache.commons.math.ode.sampling.StepHandler;
import org.apache.commons.math.ode.sampling.StepInterpolator;
import org.apache.commons.math.util.FastMath;
@ -292,37 +290,6 @@ public class DormandPrince853IntegratorTest {
Assert.assertEquals("Dormand-Prince 8 (5, 3)", integ.getName());
}
@Test
public void testNoDenseOutput()
throws MathUserException, IntegratorException {
TestProblem1 pb1 = new TestProblem1();
TestProblem1 pb2 = pb1.copy();
double minStep = 0.1 * (pb1.getFinalTime() - pb1.getInitialTime());
double maxStep = pb1.getFinalTime() - pb1.getInitialTime();
double scalAbsoluteTolerance = 1.0e-4;
double scalRelativeTolerance = 1.0e-4;
FirstOrderIntegrator integ = new DormandPrince853Integrator(minStep, maxStep,
scalAbsoluteTolerance,
scalRelativeTolerance);
integ.addStepHandler(DummyStepHandler.getInstance());
integ.integrate(pb1,
pb1.getInitialTime(), pb1.getInitialState(),
pb1.getFinalTime(), new double[pb1.getDimension()]);
int callsWithoutDenseOutput = pb1.getCalls();
Assert.assertEquals(integ.getEvaluations(), callsWithoutDenseOutput);
integ.addStepHandler(new InterpolatingStepHandler());
integ.integrate(pb2,
pb2.getInitialTime(), pb2.getInitialState(),
pb2.getFinalTime(), new double[pb2.getDimension()]);
int callsWithDenseOutput = pb2.getCalls();
Assert.assertEquals(integ.getEvaluations(), callsWithDenseOutput);
Assert.assertTrue(callsWithDenseOutput > callsWithoutDenseOutput);
}
@Test
public void testUnstableDerivative()
throws MathUserException, IntegratorException {
@ -340,9 +307,6 @@ public class DormandPrince853IntegratorTest {
this.pb = pb;
reset();
}
public boolean requiresDenseOutput() {
return true;
}
public void reset() {
nbSteps = 0;
maxError = 0;
@ -382,9 +346,6 @@ public class DormandPrince853IntegratorTest {
public VariableHandler() {
reset();
}
public boolean requiresDenseOutput() {
return false;
}
public void reset() {
firstTime = true;
minStep = 0;
@ -418,19 +379,4 @@ public class DormandPrince853IntegratorTest {
private double maxStep = 0;
}
private static class InterpolatingStepHandler implements StepHandler {
public boolean requiresDenseOutput() {
return true;
}
public void reset() {
}
public void handleStep(StepInterpolator interpolator,
boolean isLast)
throws MathUserException {
double prev = interpolator.getPreviousTime();
double curr = interpolator.getCurrentTime();
interpolator.setInterpolatedTime(0.5*(prev + curr));
}
}
}

3
src/test/java/org/apache/commons/math/ode/nonstiff/DormandPrince853StepInterpolatorTest.java
View File

@ -136,9 +136,6 @@ public class DormandPrince853StepInterpolatorTest {
}
}
}
public boolean requiresDenseOutput() {
return true;
}
public void reset() {
}
});

3
src/test/java/org/apache/commons/math/ode/nonstiff/EulerIntegratorTest.java
View File

@ -170,9 +170,6 @@ public class EulerIntegratorTest {
1.0e-12);
}
}
public boolean requiresDenseOutput() {
return false;
}
public void reset() {
}
});

6
src/test/java/org/apache/commons/math/ode/nonstiff/GillIntegratorTest.java
View File

@ -186,9 +186,6 @@ public class GillIntegratorTest {
this.pb = pb;
reset();
}
public boolean requiresDenseOutput() {
return false;
}
public void reset() {
maxError = 0;
}
@ -227,9 +224,6 @@ public class GillIntegratorTest {
1.0e-12);
}
}
public boolean requiresDenseOutput() {
return false;
}
public void reset() {
}
});

40
src/test/java/org/apache/commons/math/ode/nonstiff/GraggBulirschStoerIntegratorTest.java
View File

@ -18,6 +18,7 @@
package org.apache.commons.math.ode.nonstiff;
import org.apache.commons.math.exception.MathUserException;
import org.apache.commons.math.ode.FirstOrderDifferentialEquations;
import org.apache.commons.math.ode.FirstOrderIntegrator;
import org.apache.commons.math.ode.IntegratorException;
import org.apache.commons.math.ode.TestProblem1;
@ -285,14 +286,42 @@ public class GraggBulirschStoerIntegratorTest {
Assert.assertEquals(8.0, y[0], 1.0e-12);
}
@Test
public void testIssue596() throws MathUserException, IntegratorException {
FirstOrderIntegrator integ = new GraggBulirschStoerIntegrator(1e-10, 100.0, 1e-7, 1e-7);
integ.addStepHandler(new StepHandler() {
public void reset() {}
public void handleStep(StepInterpolator interpolator, boolean isLast) throws MathUserException {
double t = interpolator.getCurrentTime();
interpolator.setInterpolatedTime(t);
double[] y = interpolator.getInterpolatedState();
double[] yDot = interpolator.getInterpolatedDerivatives();
Assert.assertEquals(3.0 * t - 5.0, y[0], 1.0e-14);
Assert.assertEquals(3.0, yDot[0], 1.0e-14);
}
});
double[] y = {4.0};
double t0 = 3.0;
double tend = 10.0;
integ.integrate(new FirstOrderDifferentialEquations() {
public int getDimension() {
return 1;
}
public void computeDerivatives(double t, double[] y, double[] yDot) {
yDot[0] = 3.0;
}
}, t0, y, tend, y);
}
private static class KeplerStepHandler implements StepHandler {
public KeplerStepHandler(TestProblem3 pb) {
this.pb = pb;
reset();
}
public boolean requiresDenseOutput() {
return true;
}
public void reset() {
nbSteps = 0;
maxError = 0;
@ -332,9 +361,6 @@ public class GraggBulirschStoerIntegratorTest {
public VariableStepHandler() {
reset();
}
public boolean requiresDenseOutput() {
return false;
}
public void reset() {
firstTime = true;
minStep = 0;
@ -360,7 +386,7 @@ public class GraggBulirschStoerIntegratorTest {
if (isLast) {
Assert.assertTrue(minStep < 8.2e-3);
Assert.assertTrue(maxStep > 1.7);
Assert.assertTrue(maxStep > 1.5);
}
}
private boolean firstTime;

3
src/test/java/org/apache/commons/math/ode/nonstiff/GraggBulirschStoerStepInterpolatorTest.java
View File

@ -138,9 +138,6 @@ public class GraggBulirschStoerStepInterpolatorTest {
}
}
}
public boolean requiresDenseOutput() {
return true;
}
public void reset() {
}
});

3
src/test/java/org/apache/commons/math/ode/nonstiff/HighamHall54StepInterpolatorTest.java
View File

@ -136,9 +136,6 @@ public class HighamHall54StepInterpolatorTest {
}
}
}
public boolean requiresDenseOutput() {
return true;
}
public void reset() {
}
});

3
src/test/java/org/apache/commons/math/ode/nonstiff/MidpointIntegratorTest.java
View File

@ -170,9 +170,6 @@ public class MidpointIntegratorTest {
1.0e-12);
}
}
public boolean requiresDenseOutput() {
return false;
}
public void reset() {
}
});

7
src/test/java/org/apache/commons/math/ode/nonstiff/ThreeEighthesIntegratorTest.java
View File

@ -177,10 +177,6 @@ public class ThreeEighthesIntegratorTest {
maxError = 0;
}
public boolean requiresDenseOutput() {
return false;
}
public void reset() {
maxError = 0;
}
@ -222,9 +218,6 @@ public class ThreeEighthesIntegratorTest {
1.0e-12);
}
}
public boolean requiresDenseOutput() {
return false;
}
public void reset() {
}
});

4
src/test/java/org/apache/commons/math/ode/sampling/StepInterpolatorTestUtils.java
View File

@ -32,10 +32,6 @@ public class StepInterpolatorTestUtils {
throws MathUserException, IntegratorException {
integrator.addStepHandler(new StepHandler() {
public boolean requiresDenseOutput() {
return true;
}
public void handleStep(StepInterpolator interpolator, boolean isLast)
throws MathUserException {