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Added a way to specify a custom root solver to find events in ODE integration. 

JIRA: MATH-586

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1135726 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe 2011-06-14 18:05:56 +00:00
parent 046a2ed6db
commit 7629512cbc
6 changed files with 56 additions and 8 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

15
src/main/java/org/apache/commons/math/ode/AbstractIntegrator.java
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@ -28,6 +28,8 @@ import java.util.TreeSet;
import org.apache.commons.math.ConvergenceException;
import org.apache.commons.math.MaxEvaluationsExceededException;
import org.apache.commons.math.analysis.solvers.BrentSolver;
import org.apache.commons.math.analysis.solvers.UnivariateRealSolver;
import org.apache.commons.math.exception.MathUserException;
import org.apache.commons.math.exception.util.LocalizedFormats;
import org.apache.commons.math.ode.events.EventException;
@ -123,7 +125,18 @@ public abstract class AbstractIntegrator implements FirstOrderIntegrator {
final double maxCheckInterval,
final double convergence,
final int maxIterationCount) {
eventsStates.add(new EventState(handler, maxCheckInterval, convergence, maxIterationCount));
addEventHandler(handler, maxCheckInterval, convergence,
maxIterationCount, new BrentSolver(convergence));
}
/** {@inheritDoc} */
public void addEventHandler(final EventHandler handler,
final double maxCheckInterval,
final double convergence,
final int maxIterationCount,
final UnivariateRealSolver solver) {
eventsStates.add(new EventState(handler, maxCheckInterval, convergence,
maxIterationCount, solver));
}
/** {@inheritDoc} */

23
src/main/java/org/apache/commons/math/ode/ODEIntegrator.java
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@ -19,6 +19,8 @@ package org.apache.commons.math.ode;
import java.util.Collection;
import org.apache.commons.math.analysis.solvers.UnivariateRealSolver;
import org.apache.commons.math.analysis.solvers.BrentSolver;
import org.apache.commons.math.ode.events.EventHandler;
import org.apache.commons.math.ode.sampling.StepHandler;
@ -62,7 +64,9 @@ public interface ODEIntegrator {
*/
void clearStepHandlers();
/** Add an event handler to the integrator.
/** Add an event handler to the integrator. Uses a {@link BrentSolver}
* with an absolute accuracy equal to the given convergence threshold,
* as root-finding algorithm to detect the state events.
* @param handler event handler
* @param maxCheckInterval maximal time interval between switching
* function checks (this interval prevents missing sign changes in
@ -76,6 +80,23 @@ public interface ODEIntegrator {
void addEventHandler(EventHandler handler, double maxCheckInterval,
double convergence, int maxIterationCount);
/** Add an event handler to the integrator.
* @param handler event handler
* @param maxCheckInterval maximal time interval between switching
* function checks (this interval prevents missing sign changes in
* case the integration steps becomes very large)
* @param convergence convergence threshold in the event time search
* @param maxIterationCount upper limit of the iteration count in
* the event time search
* @param solver The root-finding algorithm to use to detect the state
* events.
* @see #getEventHandlers()
* @see #clearEventHandlers()
*/
void addEventHandler(EventHandler handler, double maxCheckInterval,
double convergence, int maxIterationCount,
UnivariateRealSolver solver);
/** Get all the event handlers that have been added to the integrator.
* @return an unmodifiable collection of the added events handlers
* @see #addEventHandler(EventHandler, double, double, int)

11
src/main/java/org/apache/commons/math/ode/events/EventState.java
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@ -19,7 +19,7 @@ package org.apache.commons.math.ode.events;
import org.apache.commons.math.ConvergenceException;
import org.apache.commons.math.analysis.UnivariateRealFunction;
import org.apache.commons.math.analysis.solvers.BrentSolver;
import org.apache.commons.math.analysis.solvers.UnivariateRealSolver;
import org.apache.commons.math.exception.MathInternalError;
import org.apache.commons.math.exception.MathUserException;
import org.apache.commons.math.ode.sampling.StepInterpolator;
@ -81,6 +81,9 @@ public class EventState {
/** Next action indicator. */
private int nextAction;
/** Root-finding algorithm to use to detect state events. */
private final UnivariateRealSolver solver;
/** Simple constructor.
* @param handler event handler
* @param maxCheckInterval maximal time interval between switching
@ -89,13 +92,16 @@ public class EventState {
* @param convergence convergence threshold in the event time search
* @param maxIterationCount upper limit of the iteration count in
* the event time search
* @param solver Root-finding algorithm to use to detect state events
*/
public EventState(final EventHandler handler, final double maxCheckInterval,
final double convergence, final int maxIterationCount) {
final double convergence, final int maxIterationCount,
final UnivariateRealSolver solver) {
this.handler = handler;
this.maxCheckInterval = maxCheckInterval;
this.convergence = FastMath.abs(convergence);
this.maxIterationCount = maxIterationCount;
this.solver = solver;
// some dummy values ...
t0 = Double.NaN;
@ -235,7 +241,6 @@ public class EventState {
}
}
};
final BrentSolver solver = new BrentSolver(convergence);
if (ga * gb >= 0) {
// this is a corner case:

7
src/main/java/org/apache/commons/math/ode/nonstiff/GraggBulirschStoerIntegrator.java
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@ -17,6 +17,7 @@
package org.apache.commons.math.ode.nonstiff;
import org.apache.commons.math.analysis.solvers.UnivariateRealSolver;
import org.apache.commons.math.exception.MathUserException;
import org.apache.commons.math.ode.FirstOrderDifferentialEquations;
import org.apache.commons.math.ode.IntegratorException;
@ -347,8 +348,10 @@ public class GraggBulirschStoerIntegrator extends AdaptiveStepsizeIntegrator {
public void addEventHandler(final EventHandler function,
final double maxCheckInterval,
final double convergence,
final int maxIterationCount) {
super.addEventHandler(function, maxCheckInterval, convergence, maxIterationCount);
final int maxIterationCount,
final UnivariateRealSolver solver) {
super.addEventHandler(function, maxCheckInterval, convergence,
maxIterationCount, solver);
// reinitialize the arrays
initializeArrays();

3
src/site/xdoc/changes.xml
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@ -52,6 +52,9 @@ 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-586" due-to="Dennis Hendriks">
Added a way to specify a custom root solver to find events in ODE integration.
</action>
<action dev="psteitz" type="fix" issue="MATH-540">
Fixed error in javadoc describing Integer distribution inverse cumulative
probability API.

5
src/test/java/org/apache/commons/math/ode/events/EventStateTest.java
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@ -19,6 +19,7 @@ package org.apache.commons.math.ode.events;
import org.apache.commons.math.ConvergenceException;
import org.apache.commons.math.analysis.solvers.BrentSolver;
import org.apache.commons.math.exception.MathUserException;
import org.apache.commons.math.ode.sampling.AbstractStepInterpolator;
import org.apache.commons.math.ode.sampling.DummyStepInterpolator;
@ -47,7 +48,9 @@ public class EventStateTest {
};
final double tolerance = 0.1;
EventState es = new EventState(closeEventsGenerator, 1.5 * gap, tolerance, 10);
EventState es = new EventState(closeEventsGenerator, 1.5 * gap,
tolerance, 10,
new BrentSolver(tolerance));
AbstractStepInterpolator interpolator =
new DummyStepInterpolator(new double[0], new double[0], true);