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fixed an Adams-Moulton order error, it was one unit too large 

and inconsistent with the order of the underlying predictor

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@768565 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe 2009-04-25 16:59:19 +00:00
parent 5548ffccb2
commit 97bbb9cf25
2 changed files with 16 additions and 16 deletions
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10
src/java/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegrator.java
View File

@ -83,7 +83,7 @@ public class AdamsMoultonIntegrator extends MultistepIntegrator {
super(METHOD_NAME, order + 1, new AdamsMoultonStepInterpolator()); super(METHOD_NAME, order + 1, new AdamsMoultonStepInterpolator());
// compute the integration coefficients // compute the integration coefficients
int[][] bdArray = AdamsBashforthIntegrator.computeBackwardDifferencesArray(order + 1); int[][] bdArray = AdamsBashforthIntegrator.computeBackwardDifferencesArray(order);
Fraction[] gamma = AdamsBashforthIntegrator.computeGammaArray(order); Fraction[] gamma = AdamsBashforthIntegrator.computeGammaArray(order);
predictorCoeffs = new double[order]; predictorCoeffs = new double[order];
@ -97,10 +97,10 @@ public class AdamsMoultonIntegrator extends MultistepIntegrator {
} }
Fraction[] gammaStar = computeGammaStarArray(order); Fraction[] gammaStar = computeGammaStarArray(order);
correctorCoeffs = new double[order + 1]; correctorCoeffs = new double[order];
for (int i = 0; i <= order; ++i) { for (int i = 0; i < order; ++i) {
Fraction fCorrector = Fraction.ZERO; Fraction fCorrector = Fraction.ZERO;
for (int j = i; j <= order; ++j) { for (int j = i; j < order; ++j) {
Fraction f = new Fraction(bdArray[j][i], 1); Fraction f = new Fraction(bdArray[j][i], 1);
fCorrector = fCorrector.add(gammaStar[j].multiply(f)); fCorrector = fCorrector.add(gammaStar[j].multiply(f));
} }
@ -272,7 +272,7 @@ public class AdamsMoultonIntegrator extends MultistepIntegrator {
* @param order order of the integration method * @param order order of the integration method
* @return gamma star coefficients array * @return gamma star coefficients array
*/ */
static Fraction[] computeGammaStarArray(final int order) { public static Fraction[] computeGammaStarArray(final int order) {
// create the array // create the array
Fraction[] gammaStarArray = new Fraction[order + 1]; Fraction[] gammaStarArray = new Fraction[order + 1];

22
src/test/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegratorTest.java
View File

@ -46,25 +46,25 @@ public class AdamsMoultonIntegratorTest
public void testCorrectorCoefficients() { public void testCorrectorCoefficients() {
double[] coeffs1 = new AdamsMoultonIntegrator(1, 0.01).getCorrectorCoeffs(); double[] coeffs1 = new AdamsMoultonIntegrator(2, 0.01).getCorrectorCoeffs();
assertEquals(2, coeffs1.length); assertEquals(2, coeffs1.length);
assertEquals(1.0 / 2.0, coeffs1[0], 1.0e-16); assertEquals(1.0 / 2.0, coeffs1[0], 1.0e-16);
assertEquals(1.0 / 2.0, coeffs1[1], 1.0e-16); assertEquals(1.0 / 2.0, coeffs1[1], 1.0e-16);
double[] coeffs2 = new AdamsMoultonIntegrator(2, 0.01).getCorrectorCoeffs(); double[] coeffs2 = new AdamsMoultonIntegrator(3, 0.01).getCorrectorCoeffs();
assertEquals(3, coeffs2.length); assertEquals(3, coeffs2.length);
assertEquals( 5.0 / 12.0, coeffs2[0], 1.0e-16); assertEquals( 5.0 / 12.0, coeffs2[0], 1.0e-16);
assertEquals( 8.0 / 12.0, coeffs2[1], 1.0e-16); assertEquals( 8.0 / 12.0, coeffs2[1], 1.0e-16);
assertEquals(-1.0 / 12.0, coeffs2[2], 1.0e-16); assertEquals(-1.0 / 12.0, coeffs2[2], 1.0e-16);
double[] coeffs3 = new AdamsMoultonIntegrator(3, 0.01).getCorrectorCoeffs(); double[] coeffs3 = new AdamsMoultonIntegrator(4, 0.01).getCorrectorCoeffs();
assertEquals(4, coeffs3.length); assertEquals(4, coeffs3.length);
assertEquals( 9.0 / 24.0, coeffs3[0], 1.0e-16); assertEquals( 9.0 / 24.0, coeffs3[0], 1.0e-16);
assertEquals(19.0 / 24.0, coeffs3[1], 1.0e-16); assertEquals(19.0 / 24.0, coeffs3[1], 1.0e-16);
assertEquals(-5.0 / 24.0, coeffs3[2], 1.0e-16); assertEquals(-5.0 / 24.0, coeffs3[2], 1.0e-16);
assertEquals( 1.0 / 24.0, coeffs3[3], 1.0e-16); assertEquals( 1.0 / 24.0, coeffs3[3], 1.0e-16);
double[] coeffs4 = new AdamsMoultonIntegrator(4, 0.01).getCorrectorCoeffs(); double[] coeffs4 = new AdamsMoultonIntegrator(5, 0.01).getCorrectorCoeffs();
assertEquals(5, coeffs4.length); assertEquals(5, coeffs4.length);
assertEquals( 251.0 / 720.0, coeffs4[0], 1.0e-16); assertEquals( 251.0 / 720.0, coeffs4[0], 1.0e-16);
assertEquals( 646.0 / 720.0, coeffs4[1], 1.0e-16); assertEquals( 646.0 / 720.0, coeffs4[1], 1.0e-16);
@ -72,7 +72,7 @@ public class AdamsMoultonIntegratorTest
assertEquals( 106.0 / 720.0, coeffs4[3], 1.0e-16); assertEquals( 106.0 / 720.0, coeffs4[3], 1.0e-16);
assertEquals( -19.0 / 720.0, coeffs4[4], 1.0e-16); assertEquals( -19.0 / 720.0, coeffs4[4], 1.0e-16);
double[] coeffs5 = new AdamsMoultonIntegrator(5, 0.01).getCorrectorCoeffs(); double[] coeffs5 = new AdamsMoultonIntegrator(6, 0.01).getCorrectorCoeffs();
assertEquals(6, coeffs5.length); assertEquals(6, coeffs5.length);
assertEquals( 475.0 / 1440.0, coeffs5[0], 1.0e-16); assertEquals( 475.0 / 1440.0, coeffs5[0], 1.0e-16);
assertEquals(1427.0 / 1440.0, coeffs5[1], 1.0e-16); assertEquals(1427.0 / 1440.0, coeffs5[1], 1.0e-16);
@ -81,7 +81,7 @@ public class AdamsMoultonIntegratorTest
assertEquals(-173.0 / 1440.0, coeffs5[4], 1.0e-16); assertEquals(-173.0 / 1440.0, coeffs5[4], 1.0e-16);
assertEquals( 27.0 / 1440.0, coeffs5[5], 1.0e-16); assertEquals( 27.0 / 1440.0, coeffs5[5], 1.0e-16);
double[] coeffs6 = new AdamsMoultonIntegrator(6, 0.01).getCorrectorCoeffs(); double[] coeffs6 = new AdamsMoultonIntegrator(7, 0.01).getCorrectorCoeffs();
assertEquals(7, coeffs6.length); assertEquals(7, coeffs6.length);
assertEquals( 19087.0 / 60480.0, coeffs6[0], 1.0e-16); assertEquals( 19087.0 / 60480.0, coeffs6[0], 1.0e-16);
assertEquals( 65112.0 / 60480.0, coeffs6[1], 1.0e-16); assertEquals( 65112.0 / 60480.0, coeffs6[1], 1.0e-16);
@ -91,7 +91,7 @@ public class AdamsMoultonIntegratorTest
assertEquals( 6312.0 / 60480.0, coeffs6[5], 1.0e-16); assertEquals( 6312.0 / 60480.0, coeffs6[5], 1.0e-16);
assertEquals( -863.0 / 60480.0, coeffs6[6], 1.0e-16); assertEquals( -863.0 / 60480.0, coeffs6[6], 1.0e-16);
double[] coeffs7 = new AdamsMoultonIntegrator(7, 0.01).getCorrectorCoeffs(); double[] coeffs7 = new AdamsMoultonIntegrator(8, 0.01).getCorrectorCoeffs();
assertEquals(8, coeffs7.length); assertEquals(8, coeffs7.length);
assertEquals( 36799.0 / 120960.0, coeffs7[0], 1.0e-16); assertEquals( 36799.0 / 120960.0, coeffs7[0], 1.0e-16);
assertEquals( 139849.0 / 120960.0, coeffs7[1], 1.0e-16); assertEquals( 139849.0 / 120960.0, coeffs7[1], 1.0e-16);
@ -102,7 +102,7 @@ public class AdamsMoultonIntegratorTest
assertEquals( -11351.0 / 120960.0, coeffs7[6], 1.0e-16); assertEquals( -11351.0 / 120960.0, coeffs7[6], 1.0e-16);
assertEquals( 1375.0 / 120960.0, coeffs7[7], 1.0e-16); assertEquals( 1375.0 / 120960.0, coeffs7[7], 1.0e-16);
double[] coeffs8 = new AdamsMoultonIntegrator(8, 0.01).getCorrectorCoeffs(); double[] coeffs8 = new AdamsMoultonIntegrator(9, 0.01).getCorrectorCoeffs();
assertEquals(9, coeffs8.length); assertEquals(9, coeffs8.length);
assertEquals( 1070017.0 / 3628800.0, coeffs8[0], 1.0e-16); assertEquals( 1070017.0 / 3628800.0, coeffs8[0], 1.0e-16);
assertEquals( 4467094.0 / 3628800.0, coeffs8[1], 1.0e-16); assertEquals( 4467094.0 / 3628800.0, coeffs8[1], 1.0e-16);
@ -183,9 +183,9 @@ public class AdamsMoultonIntegratorTest
pb.getInitialTime(), pb.getInitialState(), pb.getInitialTime(), pb.getInitialState(),
pb.getFinalTime(), new double[pb.getDimension()]); pb.getFinalTime(), new double[pb.getDimension()]);
assertTrue(handler.getLastError() < 7.0e-12); assertTrue(handler.getLastError() < 3.0e-10);
assertTrue(handler.getMaximalValueError() < 4.0e-11); assertTrue(handler.getMaximalValueError() < 2.0e-9);
assertEquals(0, handler.getMaximalTimeError(), 1.0e-14); assertEquals(0, handler.getMaximalTimeError(), 1.0e-15);
assertEquals("Adams-Moulton", integ.getName()); assertEquals("Adams-Moulton", integ.getName());
} }