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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Luc Maisonobe 2009-05-31 21:59:03 +00:00
parent 542632042d
commit 5c8715be36
1 changed files with 91 additions and 0 deletions

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/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
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* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.math.ode.sampling;
import static org.junit.Assert.assertEquals;
import org.apache.commons.math.ode.DerivativeException;
import org.apache.commons.math.ode.FirstOrderIntegrator;
import org.apache.commons.math.ode.IntegratorException;
import org.apache.commons.math.ode.nonstiff.TestProblemAbstract;
public class StepInterpolatorTestUtils {
public static void checkDerivativesConsistency(final FirstOrderIntegrator integrator,
final TestProblemAbstract problem,
final double threshold)
throws DerivativeException, IntegratorException {
integrator.addStepHandler(new StepHandler() {
private static final long serialVersionUID = 2462564234755682953L;
public boolean requiresDenseOutput() {
return true;
}
public void handleStep(StepInterpolator interpolator, boolean isLast)
throws DerivativeException {
final double h = 0.001 * (interpolator.getCurrentTime() - interpolator.getPreviousTime());
final double t = interpolator.getCurrentTime() - 300 * h;
if (Math.abs(h) < 10 * Math.ulp(t)) {
return;
}
interpolator.setInterpolatedTime(t - 4 * h);
final double[] yM4h = interpolator.getInterpolatedState().clone();
interpolator.setInterpolatedTime(t - 3 * h);
final double[] yM3h = interpolator.getInterpolatedState().clone();
interpolator.setInterpolatedTime(t - 2 * h);
final double[] yM2h = interpolator.getInterpolatedState().clone();
interpolator.setInterpolatedTime(t - h);
final double[] yM1h = interpolator.getInterpolatedState().clone();
interpolator.setInterpolatedTime(t + h);
final double[] yP1h = interpolator.getInterpolatedState().clone();
interpolator.setInterpolatedTime(t + 2 * h);
final double[] yP2h = interpolator.getInterpolatedState().clone();
interpolator.setInterpolatedTime(t + 3 * h);
final double[] yP3h = interpolator.getInterpolatedState().clone();
interpolator.setInterpolatedTime(t + 4 * h);
final double[] yP4h = interpolator.getInterpolatedState().clone();
interpolator.setInterpolatedTime(t);
final double[] yDot = interpolator.getInterpolatedDerivatives();
for (int i = 0; i < yDot.length; ++i) {
final double approYDot = ( -3 * (yP4h[i] - yM4h[i]) +
32 * (yP3h[i] - yM3h[i]) +
-168 * (yP2h[i] - yM2h[i]) +
672 * (yP1h[i] - yM1h[i])) / (840 * h);
assertEquals(approYDot, yDot[i], threshold);
}
}
public void reset() {
}
});
integrator.integrate(problem,
problem.getInitialTime(), problem.getInitialState(),
problem.getFinalTime(), new double[problem.getDimension()]);
}
}