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Fixed a convergence discrepancy with respect to theory in Gragg-Bulirsch-Stoer integrator. 

JIRA: MATH-324


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@893281 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe 2009-12-22 19:30:10 +00:00
parent 204990415d
commit 95f2dd6f5f
3 changed files with 8 additions and 4 deletions
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2
src/main/java/org/apache/commons/math/ode/nonstiff/GraggBulirschStoerIntegrator.java
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@ -746,7 +746,7 @@ public class GraggBulirschStoerIntegrator extends AdaptiveStepsizeIntegrator {
// estimate if there is a chance convergence will // estimate if there is a chance convergence will
// be reached on next iteration, using the // be reached on next iteration, using the
// asymptotic evolution of error // asymptotic evolution of error
final double ratio = ((double) sequence [k] * sequence[k+1]) / final double ratio = ((double) sequence [targetIter] * sequence[targetIter + 1]) /
(sequence[0] * sequence[0]); (sequence[0] * sequence[0]);
if (error > ratio * ratio) { if (error > ratio * ratio) {
// we don't expect to converge on next iteration // we don't expect to converge on next iteration

4
src/site/xdoc/changes.xml
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@ -39,6 +39,10 @@ The <action> type attribute can be add,update,fix,remove.
</properties> </properties>
<body> <body>
<release version="2.1" date="TBD" description="TBD"> <release version="2.1" date="TBD" description="TBD">
<action dev="luc" type="fix" issue="MATH-324" due-to="Vincent Morand">
Fixed a convergence discrepancy with respect to theory in Gragg-Bulirsch-Stoer
integrator.
</action>
<action dev="luc" type="fix" due-to="Dimitri Pourbaix"> <action dev="luc" type="fix" due-to="Dimitri Pourbaix">
Fixed a wrong dimension check in SVD solver. Fixed a wrong dimension check in SVD solver.
</action> </action>

6
src/test/java/org/apache/commons/math/ode/nonstiff/GraggBulirschStoerStepInterpolatorTest.java
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@ -78,8 +78,8 @@ public class GraggBulirschStoerStepInterpolatorTest {
oos.writeObject(handler); oos.writeObject(handler);
} }
assertTrue(bos.size () > 34000); assertTrue(bos.size () > 33000);
assertTrue(bos.size () < 35000); assertTrue(bos.size () < 34000);
ByteArrayInputStream bis = new ByteArrayInputStream(bos.toByteArray()); ByteArrayInputStream bis = new ByteArrayInputStream(bos.toByteArray());
ObjectInputStream ois = new ObjectInputStream(bis); ObjectInputStream ois = new ObjectInputStream(bis);
@ -101,7 +101,7 @@ public class GraggBulirschStoerStepInterpolatorTest {
} }
} }
assertTrue(maxError < 5.0e-11); assertTrue(maxError < 5.0e-10);
} }