From 69273dca6188a3d7d629d0d32dcf9cdb5b6c1036 Mon Sep 17 00:00:00 2001
From: Luc Maisonobe <luc@apache.org>
Date: Wed, 8 Oct 2014 14:25:05 +0200
Subject: [PATCH] fixed too long first step in fixed Runge-Kutta integrators.

This change is similar to the one done two years ago for adaptive step sizes integrator.

JIRA: MATH-727
---
 .../ode/nonstiff/RungeKuttaIntegrator.java    | 14 ++++++++++-
 .../ClassicalRungeKuttaIntegratorTest.java    | 24 +++++++++++++++++++
 2 files changed, 37 insertions(+), 1 deletion(-)

diff --git a/src/main/java/org/apache/commons/math3/ode/nonstiff/RungeKuttaIntegrator.java b/src/main/java/org/apache/commons/math3/ode/nonstiff/RungeKuttaIntegrator.java
index 68bd8b029..5f7d5d88a 100644
--- a/src/main/java/org/apache/commons/math3/ode/nonstiff/RungeKuttaIntegrator.java
+++ b/src/main/java/org/apache/commons/math3/ode/nonstiff/RungeKuttaIntegrator.java
@@ -119,7 +119,19 @@ public abstract class RungeKuttaIntegrator extends AbstractIntegrator {
 
     // set up integration control objects
     stepStart = equations.getTime();
-    stepSize  = forward ? step : -step;
+    if (forward) {
+        if (stepStart + step >= t) {
+            stepSize = t - stepStart;
+        } else {
+            stepSize = step;
+        }
+    } else {
+        if (stepStart - step <= t) {
+            stepSize = t - stepStart;
+        } else {
+            stepSize = -step;
+        }
+    }
     initIntegration(equations.getTime(), y0, t);
 
     // main integration loop
diff --git a/src/test/java/org/apache/commons/math3/ode/nonstiff/ClassicalRungeKuttaIntegratorTest.java b/src/test/java/org/apache/commons/math3/ode/nonstiff/ClassicalRungeKuttaIntegratorTest.java
index 8136596f9..c52768052 100644
--- a/src/test/java/org/apache/commons/math3/ode/nonstiff/ClassicalRungeKuttaIntegratorTest.java
+++ b/src/test/java/org/apache/commons/math3/ode/nonstiff/ClassicalRungeKuttaIntegratorTest.java
@@ -310,4 +310,28 @@ public class ClassicalRungeKuttaIntegratorTest {
       }, 0.0, new double[] { 0.0 }, 5.0, new double[1]);
   }
 
+  @Test
+  public void testTooLargeFirstStep() {
+
+      RungeKuttaIntegrator integ = new ClassicalRungeKuttaIntegrator(0.5);
+      final double start = 0.0;
+      final double end   = 0.001;
+      FirstOrderDifferentialEquations equations = new FirstOrderDifferentialEquations() {
+
+          public int getDimension() {
+              return 1;
+          }
+
+          public void computeDerivatives(double t, double[] y, double[] yDot) {
+              Assert.assertTrue(t >= FastMath.nextAfter(start, Double.NEGATIVE_INFINITY));
+              Assert.assertTrue(t <= FastMath.nextAfter(end,   Double.POSITIVE_INFINITY));
+              yDot[0] = -100.0 * y[0];
+          }
+
+      };
+
+      integ.integrate(equations, start, new double[] { 1.0 }, end, new double[1]);
+
+  }
+
 }