added a general test utility for checking derivatives consistency across all step interpolators
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780511 13f79535-47bb-0310-9956-ffa450edef68
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/*
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* Licensed to the Apache Software Foundation (ASF) under one or more
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* contributor license agreements. See the NOTICE file distributed with
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* this work for additional information regarding copyright ownership.
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* The ASF licenses this file to You under the Apache License, Version 2.0
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* (the "License"); you may not use this file except in compliance with
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* the License. You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package org.apache.commons.math.ode.sampling;
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import static org.junit.Assert.assertEquals;
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import org.apache.commons.math.ode.DerivativeException;
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import org.apache.commons.math.ode.FirstOrderIntegrator;
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import org.apache.commons.math.ode.IntegratorException;
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import org.apache.commons.math.ode.nonstiff.TestProblemAbstract;
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public class StepInterpolatorTestUtils {
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public static void checkDerivativesConsistency(final FirstOrderIntegrator integrator,
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final TestProblemAbstract problem,
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final double threshold)
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throws DerivativeException, IntegratorException {
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integrator.addStepHandler(new StepHandler() {
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private static final long serialVersionUID = 2462564234755682953L;
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public boolean requiresDenseOutput() {
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return true;
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}
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public void handleStep(StepInterpolator interpolator, boolean isLast)
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throws DerivativeException {
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final double h = 0.001 * (interpolator.getCurrentTime() - interpolator.getPreviousTime());
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final double t = interpolator.getCurrentTime() - 300 * h;
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if (Math.abs(h) < 10 * Math.ulp(t)) {
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return;
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}
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interpolator.setInterpolatedTime(t - 4 * h);
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final double[] yM4h = interpolator.getInterpolatedState().clone();
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interpolator.setInterpolatedTime(t - 3 * h);
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final double[] yM3h = interpolator.getInterpolatedState().clone();
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interpolator.setInterpolatedTime(t - 2 * h);
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final double[] yM2h = interpolator.getInterpolatedState().clone();
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interpolator.setInterpolatedTime(t - h);
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final double[] yM1h = interpolator.getInterpolatedState().clone();
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interpolator.setInterpolatedTime(t + h);
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final double[] yP1h = interpolator.getInterpolatedState().clone();
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interpolator.setInterpolatedTime(t + 2 * h);
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final double[] yP2h = interpolator.getInterpolatedState().clone();
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interpolator.setInterpolatedTime(t + 3 * h);
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final double[] yP3h = interpolator.getInterpolatedState().clone();
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interpolator.setInterpolatedTime(t + 4 * h);
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final double[] yP4h = interpolator.getInterpolatedState().clone();
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interpolator.setInterpolatedTime(t);
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final double[] yDot = interpolator.getInterpolatedDerivatives();
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for (int i = 0; i < yDot.length; ++i) {
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final double approYDot = ( -3 * (yP4h[i] - yM4h[i]) +
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32 * (yP3h[i] - yM3h[i]) +
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-168 * (yP2h[i] - yM2h[i]) +
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672 * (yP1h[i] - yM1h[i])) / (840 * h);
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assertEquals(approYDot, yDot[i], threshold);
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}
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}
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public void reset() {
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}
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});
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integrator.integrate(problem,
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problem.getInitialTime(), problem.getInitialState(),
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problem.getFinalTime(), new double[problem.getDimension()]);
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}
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}
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