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Added setters allowing to change the step size control parameters of adaptive step size ODE integrators 

Jira: MATH-563

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1096443 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe 2011-04-25 09:45:49 +00:00
parent 3bfed2129c
commit 9853e1ba0c
3 changed files with 74 additions and 29 deletions
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92
src/main/java/org/apache/commons/math/ode/nonstiff/AdaptiveStepsizeIntegrator.java
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@ -66,16 +66,16 @@ public abstract class AdaptiveStepsizeIntegrator
extends AbstractIntegrator {
/** Allowed absolute scalar error. */
protected final double scalAbsoluteTolerance;
protected double scalAbsoluteTolerance;
/** Allowed relative scalar error. */
protected final double scalRelativeTolerance;
protected double scalRelativeTolerance;
/** Allowed absolute vectorial error. */
protected final double[] vecAbsoluteTolerance;
protected double[] vecAbsoluteTolerance;
/** Allowed relative vectorial error. */
protected final double[] vecRelativeTolerance;
protected double[] vecRelativeTolerance;
/** Main set dimension. */
protected int mainSetDimension;
@ -84,10 +84,10 @@ public abstract class AdaptiveStepsizeIntegrator
private double initialStep;
/** Minimal step. */
private final double minStep;
private double minStep;
/** Maximal step. */
private final double maxStep;
private double maxStep;
/** Build an integrator with the given stepsize bounds.
* The default step handler does nothing.
@ -107,16 +107,7 @@ public abstract class AdaptiveStepsizeIntegrator
final double scalRelativeTolerance) {
super(name);
this.minStep = FastMath.abs(minStep);
this.maxStep = FastMath.abs(maxStep);
this.initialStep = -1.0;
this.scalAbsoluteTolerance = scalAbsoluteTolerance;
this.scalRelativeTolerance = scalRelativeTolerance;
this.vecAbsoluteTolerance = null;
this.vecRelativeTolerance = null;
setStepSizeControl(minStep, maxStep, scalAbsoluteTolerance, scalRelativeTolerance);
resetInternalState();
}
@ -139,20 +130,69 @@ public abstract class AdaptiveStepsizeIntegrator
final double[] vecRelativeTolerance) {
super(name);
this.minStep = minStep;
this.maxStep = maxStep;
this.initialStep = -1.0;
this.scalAbsoluteTolerance = 0;
this.scalRelativeTolerance = 0;
this.vecAbsoluteTolerance = vecAbsoluteTolerance.clone();
this.vecRelativeTolerance = vecRelativeTolerance.clone();
setStepSizeControl(minStep, maxStep, vecAbsoluteTolerance, vecRelativeTolerance);
resetInternalState();
}
/** Set the adaptive step size control parameters.
* <p>
* A side effect of this method is to also reset the initial
* step so it will be automatically computed by the integrator
* if {@link #setInitialStepSize(double) setInitialStepSize}
* is not called by the user.
* </p>
* @param minimalStep minimal step (must be positive even for backward
* integration), the last step can be smaller than this
* @param maximalStep maximal step (must be positive even for backward
* integration)
* @param absoluteTolerance allowed absolute error
* @param relativeTolerance allowed relative error
*/
public void setStepSizeControl(final double minimalStep, final double maximalStep,
final double absoluteTolerance,
final double relativeTolerance) {
minStep = FastMath.abs(minimalStep);
maxStep = FastMath.abs(maximalStep);
initialStep = -1;
scalAbsoluteTolerance = absoluteTolerance;
scalRelativeTolerance = relativeTolerance;
vecAbsoluteTolerance = null;
vecRelativeTolerance = null;
}
/** Set the adaptive step size control parameters.
* <p>
* A side effect of this method is to also reset the initial
* step so it will be automatically computed by the integrator
* if {@link #setInitialStepSize(double) setInitialStepSize}
* is not called by the user.
* </p>
* @param minimalStep minimal step (must be positive even for backward
* integration), the last step can be smaller than this
* @param maximalStep maximal step (must be positive even for backward
* integration)
* @param absoluteTolerance allowed absolute error
* @param relativeTolerance allowed relative error
*/
public void setStepSizeControl(final double minimalStep, final double maximalStep,
final double[] absoluteTolerance,
final double[] relativeTolerance) {
minStep = FastMath.abs(minimalStep);
maxStep = FastMath.abs(maximalStep);
initialStep = -1;
scalAbsoluteTolerance = 0;
scalRelativeTolerance = 0;
vecAbsoluteTolerance = absoluteTolerance.clone();
vecRelativeTolerance = relativeTolerance.clone();
}
/** Set the initial step size.
* <p>This method allows the user to specify an initial positive
* step size instead of letting the integrator guess it by

4
src/site/xdoc/changes.xml
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@ -52,6 +52,10 @@ 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="add" issue="MATH-563" >
Added setters allowing to change the step size control parameters of adaptive
step size ODE integrators
</action>
<action dev="luc" type="add" issue="MATH-557" >
Added a compareTo method to MathUtils that uses a number of ulps as a
tolerance error, and works well on all numbers, including normals, subnormals,

7
src/test/java/org/apache/commons/math/ode/nonstiff/DormandPrince853IntegratorTest.java
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@ -158,16 +158,17 @@ public class DormandPrince853IntegratorTest {
throws MathUserException, IntegratorException {
int previousCalls = Integer.MAX_VALUE;
AdaptiveStepsizeIntegrator integ =
new DormandPrince853Integrator(0, Double.POSITIVE_INFINITY,
Double.NaN, Double.NaN);
for (int i = -12; i < -2; ++i) {
TestProblem1 pb = new TestProblem1();
double minStep = 0;
double maxStep = pb.getFinalTime() - pb.getInitialTime();
double scalAbsoluteTolerance = FastMath.pow(10.0, i);
double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;
integ.setStepSizeControl(minStep, maxStep, scalAbsoluteTolerance, scalRelativeTolerance);
FirstOrderIntegrator integ = new DormandPrince853Integrator(minStep, maxStep,
scalAbsoluteTolerance,
scalRelativeTolerance);
TestProblemHandler handler = new TestProblemHandler(pb, integ);
integ.addStepHandler(handler);
integ.integrate(pb,