simplified Nordsieck transformer
extended its domain to handle several layouts for multistep state git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@770179 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Luc Maisonobe
parent
f692b4d384
commit
d34584bb62
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@ -19,59 +19,63 @@ package org.apache.commons.math.ode;
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import java.io.Serializable;
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import java.math.BigInteger;
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import java.util.Arrays;
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import org.apache.commons.math.fraction.BigFraction;
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import org.apache.commons.math.linear.DefaultFieldMatrixPreservingVisitor;
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import org.apache.commons.math.linear.FieldMatrix;
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import org.apache.commons.math.linear.FieldMatrixImpl;
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import org.apache.commons.math.linear.RealMatrix;
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import org.apache.commons.math.linear.RealMatrixImpl;
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import org.apache.commons.math.linear.decomposition.FieldDecompositionSolver;
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import org.apache.commons.math.linear.decomposition.FieldLUDecompositionImpl;
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/**
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* This class transforms state history between multistep (with or without
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* derivatives) and Nordsieck forms.
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* <p>
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* {@link MultistepIntegrator multistep integrators} use state history
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* from several previous steps to compute the current state. They may also use
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* the first derivative of current state. All states are separated by a fixed
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* step size h from each other. Since these methods are based on polynomial
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* interpolation, the information from the previous state may be represented
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* in another equivalent way: using the state higher order derivatives at
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* current step rather. This class transforms state history between these three
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* equivalent forms.
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* <p>
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* <p>
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* The supported forms for a dimension n history are:
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* <ul>
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* <li>multistep without derivatives:<br/>
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* <pre>
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* y<sub>k</sub>, y<sub>k-1</sub> ... y<sub>k-(n-2), y<sub>k-(n-1)</sub>
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* </pre>
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* </li>
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* <li>multistep with first derivative at current step:<br/>
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* <pre>
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* y<sub>k</sub>, y'<sub>k</sub>, y<sub>k-1</sub> ... y<sub>k-(n-2)</sub>
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* </pre>
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* </li>
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* <li>Nordsieck:
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* <pre>
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* y<sub>k</sub>, h y'<sub>k</sub>, h<sup>2</sup>/2 y''<sub>k</sub> ... h<sup>n-1</sup>/(n-1)! yn-1<sub>k</sub>
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* </pre>
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* </li>
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* </ul>
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* In these expressions, y<sub>k</sub> is the state at the current step. For each p,
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* y<sub>k-p</sub> is the state at the p<sup>th</sup> previous step. y'<sub>k</sub>,
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* y''<sub>k</sub> ... yn-1<sub>k</sub> are respectively the first, second, ...
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* (n-1)<sup>th</sup> derivatives of the state at current step and h is the fixed
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* step size.
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* {@link MultistepIntegrator multistep integrators} use state and state
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* derivative history from several previous steps to compute the current state.
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* All states are separated by a fixed step size h from each other. Since these
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* methods are based on polynomial interpolation, the information from the
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* previous states may be represented in another equivalent way: using the state
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* higher order derivatives at current step only. This class transforms state
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* history between these equivalent forms.
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* </p>
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* <p>
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* The transforms are exact for polynomials.
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* The general multistep form for a dimension n state history at step k is
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* composed of q-p previous states followed by s-r previous scaled derivatives
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* with n = (q-p) + (s-r):
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* <pre>
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* y<sub>k-p</sub>, y<sub>k-(p+1)</sub> ... y<sub>k-(q-1)</sub>
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* h y'<sub>k-r</sub>, h y'<sub>k-(r+1)</sub> ... h y'<sub>k-(s-1)</sub>
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* </pre>
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* As an example, the {@link
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* org.apache.commons.math.ode.nonstiff.AdamsBashforthIntegrator Adams-Bashforth}
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* integrator uses p=1, q=2, r=1, s=n. The {@link
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* org.apache.commons.math.ode.nonstiff.AdamsMoultonIntegrator Adams-Moulton}
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* integrator uses p=1, q=2, r=0, s=n-1.
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* </p>
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* <p>
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* The Nordsieck form for a dimension n state history at step k is composed of the
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* current state followed by n-1 current scaled derivatives:
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* <pre>
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* y<sub>k</sub>
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* h y'<sub>k</sub>, h<sup>2</sup>/2 y''<sub>k</sub> ... h<sup>n-1</sup>/(n-1)! yn-1<sub>k</sub>
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* </pre>
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* Where y'<sub>k</sub>, y''<sub>k</sub> ... yn-1<sub>k</sub> are respectively the
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* first, second, ... (n-1)<sup>th</sup> derivatives of the state at current step
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* and h is the fixed step size.
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* </p>
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* <p>
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* In Nordsieck form, the state history can be converted from step size h to step
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* size h' by rescaling each component by 1, h'/h, (h'/h)<sup>2</sup> ...
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* size h' by scaling each component by 1, h'/h, (h'/h)<sup>2</sup> ...
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* (h'/h)<sup>n-1</sup>.
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* </p>
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* <p>
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* The transform between general multistep and Nordsieck forms is exact for
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* polynomials.
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* </p>
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* <p>
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* Instances of this class are guaranteed to be immutable.
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* </p>
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* @see org.apache.commons.math.ode.MultistepIntegrator
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@ -83,279 +87,129 @@ import org.apache.commons.math.linear.RealMatrixImpl;
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public class NordsieckTransformer implements Serializable {
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/** Serializable version identifier. */
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private static final long serialVersionUID = -2707468304560314664L;
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/** Nordsieck to Multistep without derivatives matrix. */
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private final RealMatrix matNtoMWD;
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/** Multistep without derivatives to Nordsieck matrix. */
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private final RealMatrix matMWDtoN;
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private static final long serialVersionUID = 2216907099394084076L;
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/** Nordsieck to Multistep matrix. */
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private final RealMatrix matNtoM;
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private final RealMatrix nordsieckToMultistep;
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/** Multistep to Nordsieck matrix. */
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private final RealMatrix matMtoN;
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private final RealMatrix multistepToNordsieck;
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/**
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* Build a transformer for a specified order.
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* @param n dimension of the history
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* <p>states considered are y<sub>k-p</sub>, y<sub>k-(p+1)</sub> ...
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* y<sub>k-(q-1)</sub> and scaled derivatives considered are
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* h y'<sub>k-r</sub>, h y'<sub>k-(r+1)</sub> ... h y'<sub>k-(s-1)</sub>
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* @param p start state index offset in multistep form
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* @param q end state index offset in multistep form
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* @param r start state derivative index offset in multistep form
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* @param s end state derivative index offset in multistep form
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*/
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public NordsieckTransformer(final int n) {
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// from Nordsieck to multistep without derivatives
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final BigInteger[][] bigNtoMWD = buildNordsieckToMultistepWithoutDerivatives(n);
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double[][] dataNtoMWD = new double[n][n];
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for (int i = 0; i < n; ++i) {
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double[] dRow = dataNtoMWD[i];
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BigInteger[] bRow = bigNtoMWD[i];
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for (int j = 0; j < n; ++j) {
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dRow[j] = bRow[j].doubleValue();
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}
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}
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matNtoMWD = new RealMatrixImpl(dataNtoMWD, false);
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// from multistep without derivatives to Nordsieck
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final BigFraction[][] bigToN = buildMultistepWithoutDerivativesToNordsieck(n);
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double[][] dataMWDtoN = new double[n][n];
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for (int i = 0; i < n; ++i) {
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double[] dRow = dataMWDtoN[i];
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BigFraction[] bRow = bigToN[i];
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for (int j = 0; j < n; ++j) {
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dRow[j] = bRow[j].doubleValue();
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}
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}
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matMWDtoN = new RealMatrixImpl(dataMWDtoN, false);
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public NordsieckTransformer(final int p, final int q, final int r, final int s) {
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// from Nordsieck to multistep
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final BigInteger[][] bigNtoM = buildNordsieckToMultistep(n);
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double[][] dataNtoM = new double[n][n];
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for (int i = 0; i < n; ++i) {
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double[] dRow = dataNtoM[i];
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BigInteger[] bRow = bigNtoM[i];
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for (int j = 0; j < n; ++j) {
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dRow[j] = bRow[j].doubleValue();
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}
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}
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matNtoM = new RealMatrixImpl(dataNtoM, false);
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final FieldMatrix<BigFraction> bigNtoM = buildNordsieckToMultistep(p, q, r, s);
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Convertor convertor = new Convertor();
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bigNtoM.walkInOptimizedOrder(convertor);
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nordsieckToMultistep = convertor.getConvertedMatrix();
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// from multistep to Nordsieck
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convertMWDtNtoMtN(bigToN);
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double[][] dataMtoN = new double[n][n];
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for (int i = 0; i < n; ++i) {
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double[] dRow = dataMtoN[i];
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BigFraction[] bRow = bigToN[i];
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for (int j = 0; j < n; ++j) {
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dRow[j] = bRow[j].doubleValue();
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}
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}
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matMtoN = new RealMatrixImpl(dataMtoN, false);
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}
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/**
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* Build the transform from Nordsieck to multistep without derivatives.
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* @param n dimension of the history
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* @return transform from Nordsieck to multistep without derivatives
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*/
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public static BigInteger[][] buildNordsieckToMultistepWithoutDerivatives(final int n) {
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final BigInteger[][] array = new BigInteger[n][n];
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// row 0: [1 0 0 0 ... 0 ]
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array[0][0] = BigInteger.ONE;
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Arrays.fill(array[0], 1, n, BigInteger.ZERO);
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// the following expressions are direct applications of Taylor series
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// rows 1 to n-1: aij = (-i)^j
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// [ 1 -1 1 -1 1 ...]
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// [ 1 -2 4 -8 16 ...]
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// [ 1 -3 9 -27 81 ...]
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// [ 1 -4 16 -64 256 ...]
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for (int i = 1; i < n; ++i) {
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final BigInteger[] row = array[i];
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final BigInteger factor = BigInteger.valueOf(-i);
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BigInteger aj = BigInteger.ONE;
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for (int j = 0; j < n; ++j) {
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row[j] = aj;
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aj = aj.multiply(factor);
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}
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}
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return array;
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}
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/**
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* Build the transform from multistep without derivatives to Nordsieck.
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* @param n dimension of the history
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* @return transform from multistep without derivatives to Nordsieck
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*/
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public static BigFraction[][] buildMultistepWithoutDerivativesToNordsieck(final int n) {
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final BigInteger[][] iArray = new BigInteger[n][n];
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// row 0: [1 0 0 0 ... 0 ]
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iArray[0][0] = BigInteger.ONE;
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Arrays.fill(iArray[0], 1, n, BigInteger.ZERO);
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// We use recursive definitions of triangular integer series for each column.
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// For example column 0 of matrices of increasing dimensions are:
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// 1/0! for dimension 1
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// 1/1!, 1/1! for dimension 2
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// 2/2!, 3/2!, 1/2! for dimension 3
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// 6/3!, 11/3!, 6/3!, 1/3! for dimension 4
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// 24/4!, 50/4!, 35/4!, 10/4!, 1/4! for dimension 5
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// The numerators are the Stirling numbers of the first kind, (A008275 in
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// Sloane's encyclopedia http://www.research.att.com/~njas/sequences/A008275)
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// with a multiplicative factor of +/-1 (which we will write +/-binomial(n-1, 0)).
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// In the same way, column 1 is A049444 with a multiplicative factor of
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// +/-binomial(n-1, 1) and column 2 is A123319 with a multiplicative factor of
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// +/-binomial(n-1, 2). The next columns are defined by similar definitions but
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// are not identified in Sloane's encyclopedia.
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// Another interesting observation is that for each dimension k, the last column
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// (except the initial 0) is a copy of the first column of the dimension k-1 matrix,
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// possibly with an opposite sign (i.e. these columns are also linked to Stirling
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// numbers of the first kind).
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for (int i = 1; i < n; ++i) {
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final BigInteger bigI = BigInteger.valueOf(i);
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// row i
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BigInteger[] rowK = iArray[i];
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BigInteger[] rowKm1 = iArray[i - 1];
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for (int j = 0; j < i; ++j) {
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rowK[j] = BigInteger.ONE;
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}
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rowK[i] = rowKm1[0];
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// rows i-1 to 1
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for (int k = i - 1; k > 0; --k) {
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// select rows
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rowK = rowKm1;
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rowKm1 = iArray[k - 1];
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// apply recursive defining formula
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for (int j = 0; j < i; ++j) {
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rowK[j] = rowK[j].multiply(bigI).add(rowKm1[j]);
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}
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// initialize new last column
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rowK[i] = rowKm1[0];
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}
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rowKm1[0] = rowKm1[0].multiply(bigI);
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}
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// apply column specific factors
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final BigInteger factorial = iArray[0][0];
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final BigFraction[][] fArray = new BigFraction[n][n];
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for (int i = 0; i < n; ++i) {
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final BigFraction[] fRow = fArray[i];
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final BigInteger[] iRow = iArray[i];
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BigInteger binomial = BigInteger.ONE;
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for (int j = 0; j < n; ++j) {
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fRow[j] = new BigFraction(binomial.multiply(iRow[j]), factorial);
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binomial = binomial.negate().multiply(BigInteger.valueOf(n - j - 1)).divide(BigInteger.valueOf(j + 1));
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}
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}
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return fArray;
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final FieldDecompositionSolver<BigFraction> solver =
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new FieldLUDecompositionImpl<BigFraction>(bigNtoM).getSolver();
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final FieldMatrix<BigFraction> bigMtoN = solver.getInverse();
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convertor = new Convertor();
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bigMtoN.walkInOptimizedOrder(convertor);
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multistepToNordsieck = convertor.getConvertedMatrix();
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}
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/**
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* Build the transform from Nordsieck to multistep.
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* @param n dimension of the history
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* <p>states considered are y<sub>k-p</sub>, y<sub>k-(p+1)</sub> ...
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* y<sub>k-(q-1)</sub> and scaled derivatives considered are
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* h y'<sub>k-r</sub>, h y'<sub>k-(r+1)</sub> ... h y'<sub>k-(s-1)</sub>
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* @param p start state index offset in multistep form
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* @param q end state index offset in multistep form
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* @param r start state derivative index offset in multistep form
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* @param s end state derivative index offset in multistep form
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* @return transform from Nordsieck to multistep
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*/
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public static BigInteger[][] buildNordsieckToMultistep(final int n) {
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public static FieldMatrix<BigFraction> buildNordsieckToMultistep(final int p, final int q,
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final int r, final int s) {
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final BigInteger[][] array = new BigInteger[n][n];
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// row 0: [1 0 0 0 ... 0 ]
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array[0][0] = BigInteger.ONE;
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Arrays.fill(array[0], 1, n, BigInteger.ZERO);
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if (n > 1) {
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// row 1: [0 1 0 0 ... 0 ]
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array[1][0] = BigInteger.ZERO;
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array[1][1] = BigInteger.ONE;
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Arrays.fill(array[1], 2, n, BigInteger.ZERO);
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final int n = (q - p) + (s - r);
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final BigFraction[][] array = new BigFraction[n][n];
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int i = 0;
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for (int l = p; l < q; ++l) {
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// handle previous state y<sub>(k-l)</sub>
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// the following expressions are direct applications of Taylor series
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// rows 2 to n-1: aij = (1-i)^j
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// [ 1 -1 1 -1 1 ...]
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// [ 1 -2 4 -8 16 ...]
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// [ 1 -3 9 -27 81 ...]
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// [ 1 -4 16 -64 256 ...]
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for (int i = 2; i < n; ++i) {
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final BigInteger[] row = array[i];
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final BigInteger factor = BigInteger.valueOf(1 - i);
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BigInteger aj = BigInteger.ONE;
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// y<sub>k-1</sub>: [ 1 -1 1 -1 1 ...]
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// y<sub>k-2</sub>: [ 1 -2 4 -8 16 ...]
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// y<sub>k-3</sub>: [ 1 -3 9 -27 81 ...]
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// y<sub>k-4</sub>: [ 1 -4 16 -64 256 ...]
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final BigFraction[] row = array[i++];
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final BigInteger factor = BigInteger.valueOf(-l);
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BigInteger al = BigInteger.ONE;
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for (int j = 0; j < n; ++j) {
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row[j] = aj;
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aj = aj.multiply(factor);
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row[j] = new BigFraction(al, BigInteger.ONE);
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al = al.multiply(factor);
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}
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}
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for (int l = r; l < s; ++l) {
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// handle previous state scaled derivative h y'<sub>(k-l)</sub>
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// the following expressions are direct applications of Taylor series
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// h y'<sub>k-1</sub>: [ 0 1 -2 3 -4 5 ...]
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// h y'<sub>k-2</sub>: [ 0 1 -4 6 -8 10 ...]
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// h y'<sub>k-3</sub>: [ 0 1 -6 9 -12 15 ...]
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// h y'<sub>k-4</sub>: [ 0 1 -8 12 -16 20 ...]
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final BigFraction[] row = array[i++];
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final BigInteger factor = BigInteger.valueOf(-l);
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row[0] = BigFraction.ZERO;
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BigInteger al = BigInteger.ONE;
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for (int j = 1; j < n; ++j) {
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row[j] = new BigFraction(al.multiply(BigInteger.valueOf(j)), BigInteger.ONE);
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al = al.multiply(factor);
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}
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}
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return array;
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return new FieldMatrixImpl<BigFraction>(array, false);
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}
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/**
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* Build the transform from multistep to Nordsieck.
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* @param n dimension of the history
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* @return transform from multistep to Nordsieck
|
||||
/** Convertor for {@link FieldMatrix}/{@link BigFraction}. */
|
||||
private static class Convertor extends DefaultFieldMatrixPreservingVisitor<BigFraction> {
|
||||
|
||||
/** Serializable version identifier. */
|
||||
private static final long serialVersionUID = -1799685632320460982L;
|
||||
|
||||
/** Converted array. */
|
||||
private double[][] data;
|
||||
|
||||
/** Simple constructor. */
|
||||
public Convertor() {
|
||||
super(BigFraction.ZERO);
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
@Override
|
||||
public void start(int rows, int columns,
|
||||
int startRow, int endRow, int startColumn, int endColumn) {
|
||||
data = new double[rows][columns];
|
||||
}
|
||||
|
||||
/** {@inheritDoc} */
|
||||
@Override
|
||||
public void visit(int row, int column, BigFraction value) {
|
||||
data[row][column] = value.doubleValue();
|
||||
}
|
||||
|
||||
/** Get the converted matrix.
|
||||
* @return converted matrix
|
||||
*/
|
||||
public static BigFraction[][] buildMultistepToNordsieck(final int n) {
|
||||
final BigFraction[][] array = buildMultistepWithoutDerivativesToNordsieck(n);
|
||||
convertMWDtNtoMtN(array);
|
||||
return array;
|
||||
}
|
||||
|
||||
/**
|
||||
* Convert a transform from multistep without derivatives to Nordsieck to
|
||||
* multistep to Nordsieck.
|
||||
* @param work array, contains tansform from multistep without derivatives
|
||||
* to Nordsieck on input, will be overwritten with tansform from multistep
|
||||
* to Nordsieck on output
|
||||
*/
|
||||
private static void convertMWDtNtoMtN(BigFraction[][] array) {
|
||||
|
||||
final int n = array.length;
|
||||
if (n == 1) {
|
||||
return;
|
||||
}
|
||||
|
||||
// the second row of the matrix without derivatives represents the linear equation:
|
||||
// hy' = a0 yk + a1 yk-1 + ... + a(n-1) yk-(n-1)
|
||||
// we solve it with respect to the oldest state yk-(n-1) and get
|
||||
// yk-(n-1) = -a0/a(n-1) yk + 1/a(n-1) hy' - a1/a(n-1) yk-1 - ...
|
||||
final BigFraction[] secondRow = array[1];
|
||||
final BigFraction[] solved = new BigFraction[n];
|
||||
final BigFraction f = secondRow[n - 1].reciprocal().negate();
|
||||
solved[0] = secondRow[0].multiply(f);
|
||||
solved[1] = f.negate();
|
||||
for (int j = 2; j < n; ++j) {
|
||||
solved[j] = secondRow[j - 1].multiply(f);
|
||||
}
|
||||
|
||||
// update the matrix so it expects hy' in second element
|
||||
// rather than yk-(n-1) in last elements when post-multiplied
|
||||
for (int i = 0; i < n; ++i) {
|
||||
final BigFraction[] rowI = array[i];
|
||||
final BigFraction last = rowI[n - 1];
|
||||
for (int j = n - 1; j > 1; --j) {
|
||||
rowI[j] = rowI[j - 1].add(last.multiply(solved[j]));
|
||||
}
|
||||
rowI[1] = last.multiply(solved[1]);
|
||||
rowI[0] = rowI[0].add(last.multiply(solved[0]));
|
||||
RealMatrix getConvertedMatrix() {
|
||||
return new RealMatrixImpl(data, false);
|
||||
}
|
||||
|
||||
}
|
||||
|
|
@ -364,148 +218,76 @@ public class NordsieckTransformer implements Serializable {
|
|||
* Transform a scalar state history from multistep form to Nordsieck form.
|
||||
* <p>
|
||||
* The input state history must be in multistep form with element 0 for
|
||||
* current state, element 1 for current state scaled first derivative, element
|
||||
* 2 for previous state ... element n-1 for (n-2)<sup>th</sup> previous state.
|
||||
* y<sub>k-p</sub>, element 1 for y<sub>k-(p+1)</sub> ... element q-p-1 for
|
||||
* y<sub>k-(q-1)</sub>, element q-p for h y'<sub>k-r</sub>, element q-p+1
|
||||
* for h y'<sub>k-(r+1)</sub> ... element n-1 for h y'<sub>k-(s-1)</sub>.
|
||||
* The output state history will be in Nordsieck form with element 0 for
|
||||
* current state, element 1 for current state scaled first derivative, element
|
||||
* 2 for current state scaled second derivative ... element n-1 for current state
|
||||
* scaled (n-1)<sup>th</sup> derivative.
|
||||
* y<sub>k</sub>, element 1 for h y'<sub>k</sub>, element 2 for
|
||||
* h<sup>2</sup>/2 y''<sub>k</sub> ... element n-1 for
|
||||
* h<sup>n-1</sup>/(n-1)! yn-1<sub>k</sub>.
|
||||
* </p>
|
||||
* @param multistepHistory scalar state history in multistep form
|
||||
* @return scalar state history in Nordsieck form
|
||||
*/
|
||||
public double[] multistepToNordsieck(final double[] multistepHistory) {
|
||||
return matMtoN.operate(multistepHistory);
|
||||
return multistepToNordsieck.operate(multistepHistory);
|
||||
}
|
||||
|
||||
/**
|
||||
* Transform a vectorial state history from multistep form to Nordsieck form.
|
||||
* <p>
|
||||
* The input state history must be in multistep form with row 0 for
|
||||
* current state, row 1 for current state scaled first derivative, row
|
||||
* 2 for previous state ... row n-1 for (n-2)<sup>th</sup> previous state.
|
||||
* y<sub>k-p</sub>, row 1 for y<sub>k-(p+1)</sub> ... row q-p-1 for
|
||||
* y<sub>k-(q-1)</sub>, row q-p for h y'<sub>k-r</sub>, row q-p+1
|
||||
* for h y'<sub>k-(r+1)</sub> ... row n-1 for h y'<sub>k-(s-1)</sub>.
|
||||
* The output state history will be in Nordsieck form with row 0 for
|
||||
* current state, row 1 for current state scaled first derivative, row
|
||||
* 2 for current state scaled second derivative ... row n-1 for current state
|
||||
* scaled (n-1)<sup>th</sup> derivative.
|
||||
* y<sub>k</sub>, row 1 for h y'<sub>k</sub>, row 2 for
|
||||
* h<sup>2</sup>/2 y''<sub>k</sub> ... row n-1 for
|
||||
* h<sup>n-1</sup>/(n-1)! yn-1<sub>k</sub>.
|
||||
* </p>
|
||||
* @param multistepHistory vectorial state history in multistep form
|
||||
* @return vectorial state history in Nordsieck form
|
||||
*/
|
||||
public RealMatrix multistepToNordsieck(final RealMatrix multistepHistory) {
|
||||
return matMtoN.multiply(multistepHistory);
|
||||
return multistepToNordsieck.multiply(multistepHistory);
|
||||
}
|
||||
|
||||
/**
|
||||
* Transform a scalar state history from Nordsieck form to multistep form.
|
||||
* <p>
|
||||
* The input state history must be in Nordsieck form with element 0 for
|
||||
* current state, element 1 for current state scaled first derivative, element
|
||||
* 2 for current state scaled second derivative ... element n-1 for current state
|
||||
* scaled (n-1)<sup>th</sup> derivative.
|
||||
* y<sub>k</sub>, element 1 for h y'<sub>k</sub>, element 2 for
|
||||
* h<sup>2</sup>/2 y''<sub>k</sub> ... element n-1 for
|
||||
* h<sup>n-1</sup>/(n-1)! yn-1<sub>k</sub>.
|
||||
* The output state history will be in multistep form with element 0 for
|
||||
* current state, element 1 for current state scaled first derivative, element
|
||||
* 2 for previous state ... element n-1 for (n-2)<sup>th</sup> previous state.
|
||||
* y<sub>k-p</sub>, element 1 for y<sub>k-(p+1)</sub> ... element q-p-1 for
|
||||
* y<sub>k-(q-1)</sub>, element q-p for h y'<sub>k-r</sub>, element q-p+1
|
||||
* for h y'<sub>k-(r+1)</sub> ... element n-1 for h y'<sub>k-(s-1)</sub>.
|
||||
* </p>
|
||||
* @param nordsieckHistory scalar state history in Nordsieck form
|
||||
* @return scalar state history in multistep form
|
||||
*/
|
||||
public double[] nordsieckToMultistep(final double[] nordsieckHistory) {
|
||||
return matNtoM.operate(nordsieckHistory);
|
||||
return nordsieckToMultistep.operate(nordsieckHistory);
|
||||
}
|
||||
|
||||
/**
|
||||
* Transform a vectorial state history from Nordsieck form to multistep form.
|
||||
* <p>
|
||||
* The input state history must be in Nordsieck form with row 0 for
|
||||
* current state, row 1 for current state scaled first derivative, row
|
||||
* 2 for current state scaled second derivative ... row n-1 for current state
|
||||
* scaled (n-1)<sup>th</sup> derivative.
|
||||
* y<sub>k</sub>, row 1 for h y'<sub>k</sub>, row 2 for
|
||||
* h<sup>2</sup>/2 y''<sub>k</sub> ... row n-1 for
|
||||
* h<sup>n-1</sup>/(n-1)! yn-1<sub>k</sub>.
|
||||
* The output state history will be in multistep form with row 0 for
|
||||
* current state, row 1 for current state scaled first derivative, row
|
||||
* 2 for previous state ... row n-1 for (n-2)<sup>th</sup> previous state.
|
||||
* y<sub>k-p</sub>, row 1 for y<sub>k-(p+1)</sub> ... row q-p-1 for
|
||||
* y<sub>k-(q-1)</sub>, row q-p for h y'<sub>k-r</sub>, row q-p+1
|
||||
* for h y'<sub>k-(r+1)</sub> ... row n-1 for h y'<sub>k-(s-1)</sub>.
|
||||
* </p>
|
||||
* @param nordsieckHistory vectorial state history in Nordsieck form
|
||||
* @return vectorial state history in multistep form
|
||||
*/
|
||||
public RealMatrix nordsieckToMultistep(final RealMatrix nordsieckHistory) {
|
||||
return matNtoM.multiply(nordsieckHistory);
|
||||
}
|
||||
|
||||
/**
|
||||
* Transform a scalar state history from multistep without derivatives form
|
||||
* to Nordsieck form.
|
||||
* <p>
|
||||
* The input state history must be in multistep without derivatives form with
|
||||
* element 0 for current state, element 1 for previous state ... element n-1
|
||||
* for (n-1)<sup>th</sup> previous state.
|
||||
* The output state history will be in Nordsieck form with element 0 for
|
||||
* current state, element 1 for current state scaled first derivative, element
|
||||
* 2 for current state scaled second derivative ... element n-1 for current state
|
||||
* scaled (n-1)<sup>th</sup> derivative.
|
||||
* </p>
|
||||
* @param mwdHistory scalar state history in multistep without derivatives form
|
||||
* @return scalar state history in Nordsieck form
|
||||
*/
|
||||
public double[] multistepWithoutDerivativesToNordsieck(final double[] mwdHistory) {
|
||||
return matMWDtoN.operate(mwdHistory);
|
||||
}
|
||||
|
||||
/**
|
||||
* Transform a vectorial state history from multistep without derivatives form
|
||||
* to Nordsieck form.
|
||||
* <p>
|
||||
* The input state history must be in multistep without derivatives form with
|
||||
* row 0 for current state, row 1 for previous state ... row n-1
|
||||
* for (n-1)<sup>th</sup> previous state.
|
||||
* The output state history will be in Nordsieck form with row 0 for
|
||||
* current state, row 1 for current state scaled first derivative, row
|
||||
* 2 for current state scaled second derivative ... row n-1 for current state
|
||||
* scaled (n-1)<sup>th</sup> derivative.
|
||||
* </p>
|
||||
* @param mwdHistory vectorial state history in multistep without derivatives form
|
||||
* @return vectorial state history in Nordsieck form
|
||||
*/
|
||||
public RealMatrix multistepWithoutDerivativesToNordsieck(final RealMatrix mwdHistory) {
|
||||
return matMWDtoN.multiply(mwdHistory);
|
||||
}
|
||||
|
||||
/**
|
||||
* Transform a scalar state history from Nordsieck form to multistep without
|
||||
* derivatives form.
|
||||
* <p>
|
||||
* The input state history must be in Nordsieck form with element 0 for
|
||||
* current state, element 1 for current state scaled first derivative, element
|
||||
* 2 for current state scaled second derivative ... element n-1 for current state
|
||||
* scaled (n-1)<sup>th</sup> derivative.
|
||||
* The output state history will be in multistep without derivatives form with
|
||||
* element 0 for current state, element 1 for previous state ... element n-1
|
||||
* for (n-1)<sup>th</sup> previous state.
|
||||
* </p>
|
||||
* @param nordsieckHistory scalar state history in Nordsieck form
|
||||
* @return scalar state history in multistep without derivatives form
|
||||
*/
|
||||
public double[] nordsieckToMultistepWithoutDerivatives(final double[] nordsieckHistory) {
|
||||
return matNtoMWD.operate(nordsieckHistory);
|
||||
}
|
||||
|
||||
/**
|
||||
* Transform a vectorial state history from Nordsieck form to multistep without
|
||||
* derivatives form.
|
||||
* <p>
|
||||
* The input state history must be in Nordsieck form with row 0 for
|
||||
* current state, row 1 for current state scaled first derivative, row
|
||||
* 2 for current state scaled second derivative ... row n-1 for current state
|
||||
* scaled (n-1)<sup>th</sup> derivative.
|
||||
* The output state history will be in multistep without derivatives form with
|
||||
* row 0 for current state, row 1 for previous state ... row n-1
|
||||
* for (n-1)<sup>th</sup> previous state.
|
||||
* </p>
|
||||
* @param nordsieckHistory vectorial state history in Nordsieck form
|
||||
* @return vectorial state history in multistep without derivatives form
|
||||
*/
|
||||
public RealMatrix nordsieckToMultistepWithoutDerivatives(final RealMatrix nordsieckHistory) {
|
||||
return matNtoMWD.multiply(nordsieckHistory);
|
||||
return nordsieckToMultistep.multiply(nordsieckHistory);
|
||||
}
|
||||
|
||||
}
|
||||
|
|
|
|||
|
|
@ -17,7 +17,6 @@
|
|||
|
||||
package org.apache.commons.math.ode;
|
||||
|
||||
import java.math.BigInteger;
|
||||
import java.util.Random;
|
||||
|
||||
import junit.framework.Test;
|
||||
|
|
@ -26,6 +25,7 @@ import junit.framework.TestSuite;
|
|||
|
||||
import org.apache.commons.math.analysis.polynomials.PolynomialFunction;
|
||||
import org.apache.commons.math.fraction.BigFraction;
|
||||
import org.apache.commons.math.linear.FieldMatrix;
|
||||
import org.apache.commons.math.linear.RealMatrix;
|
||||
import org.apache.commons.math.linear.RealMatrixImpl;
|
||||
|
||||
|
|
@ -37,29 +37,39 @@ extends TestCase {
|
|||
}
|
||||
|
||||
public void testDimension2() {
|
||||
NordsieckTransformer transformer = new NordsieckTransformer(2);
|
||||
NordsieckTransformer transformer = new NordsieckTransformer(0, 2, 0, 0);
|
||||
double[] nordsieckHistory = new double[] { 1.0, 2.0 };
|
||||
double[] multistepHistory = new double[] { 1.0, -1.0 };
|
||||
checkVector(nordsieckHistory, transformer.multistepToNordsieck(multistepHistory));
|
||||
checkVector(multistepHistory, transformer.nordsieckToMultistep(nordsieckHistory));
|
||||
}
|
||||
|
||||
public void testDimension2Der() {
|
||||
NordsieckTransformer transformer = new NordsieckTransformer(0, 1, 0, 1);
|
||||
double[] nordsieckHistory = new double[] { 1.0, 2.0 };
|
||||
double[] mwdHistory = new double[] { 1.0, -1.0 };
|
||||
double[] multistepHistory = new double[] { 1.0, 2.0 };
|
||||
checkVector(nordsieckHistory, transformer.multistepWithoutDerivativesToNordsieck(mwdHistory));
|
||||
checkVector(mwdHistory, transformer.nordsieckToMultistepWithoutDerivatives(nordsieckHistory));
|
||||
checkVector(nordsieckHistory, transformer.multistepToNordsieck(multistepHistory));
|
||||
checkVector(multistepHistory, transformer.nordsieckToMultistep(nordsieckHistory));
|
||||
}
|
||||
|
||||
public void testDimension3() {
|
||||
NordsieckTransformer transformer = new NordsieckTransformer(3);
|
||||
NordsieckTransformer transformer = new NordsieckTransformer(0, 3, 0, 0);
|
||||
double[] nordsieckHistory = new double[] { 1.0, 4.0, 18.0 };
|
||||
double[] mwdHistory = new double[] { 1.0, 15.0, 65.0 };
|
||||
double[] multistepHistory = new double[] { 1.0, 4.0, 15.0 };
|
||||
checkVector(nordsieckHistory, transformer.multistepWithoutDerivativesToNordsieck(mwdHistory));
|
||||
checkVector(mwdHistory, transformer.nordsieckToMultistepWithoutDerivatives(nordsieckHistory));
|
||||
double[] multistepHistory = new double[] { 1.0, 15.0, 65.0 };
|
||||
checkVector(nordsieckHistory, transformer.multistepToNordsieck(multistepHistory));
|
||||
checkVector(multistepHistory, transformer.nordsieckToMultistep(nordsieckHistory));
|
||||
}
|
||||
|
||||
public void testDimension3Der() {
|
||||
NordsieckTransformer transformer = new NordsieckTransformer(0, 2, 0, 1);
|
||||
double[] nordsieckHistory = new double[] { 1.0, 4.0, 18.0 };
|
||||
double[] multistepHistory = new double[] { 1.0, 15.0, 4.0 };
|
||||
checkVector(nordsieckHistory, transformer.multistepToNordsieck(multistepHistory));
|
||||
checkVector(multistepHistory, transformer.nordsieckToMultistep(nordsieckHistory));
|
||||
}
|
||||
|
||||
public void testDimension7() {
|
||||
NordsieckTransformer transformer = new NordsieckTransformer(7);
|
||||
NordsieckTransformer transformer = new NordsieckTransformer(0, 7, 0, 0);
|
||||
RealMatrix nordsieckHistory =
|
||||
new RealMatrixImpl(new double[][] {
|
||||
{ 1, 2, 3 },
|
||||
|
|
@ -70,7 +80,7 @@ extends TestCase {
|
|||
{ 2, 0, 1 },
|
||||
{ 1, 1, 2 }
|
||||
}, false);
|
||||
RealMatrix mwdHistory =
|
||||
RealMatrix multistepHistory =
|
||||
new RealMatrixImpl(new double[][] {
|
||||
{ 1, 2, 3 },
|
||||
{ 4, 3, 6 },
|
||||
|
|
@ -80,183 +90,130 @@ extends TestCase {
|
|||
{ 10036, 15147, 29278 },
|
||||
{ 32449, 45608, 87951 }
|
||||
}, false);
|
||||
RealMatrix multistepHistory =
|
||||
new RealMatrixImpl(new double[][] {
|
||||
{ 1, 2, 3 },
|
||||
{ -2, 1, 0 },
|
||||
{ 4, 3, 6 },
|
||||
{ 25, 60, 127 },
|
||||
{ 340, 683, 1362 },
|
||||
{ 2329, 3918, 7635 },
|
||||
{ 10036, 15147, 29278 }
|
||||
}, false);
|
||||
|
||||
RealMatrix m = transformer.multistepWithoutDerivativesToNordsieck(mwdHistory);
|
||||
assertEquals(0.0, m.subtract(nordsieckHistory).getNorm(), 1.0e-11);
|
||||
m = transformer.nordsieckToMultistepWithoutDerivatives(nordsieckHistory);
|
||||
assertEquals(0.0, m.subtract(mwdHistory).getNorm(), 1.0e-11);
|
||||
m = transformer.multistepToNordsieck(multistepHistory);
|
||||
RealMatrix m = transformer.multistepToNordsieck(multistepHistory);
|
||||
assertEquals(0.0, m.subtract(nordsieckHistory).getNorm(), 1.0e-11);
|
||||
m = transformer.nordsieckToMultistep(nordsieckHistory);
|
||||
assertEquals(0.0, m.subtract(multistepHistory).getNorm(), 1.0e-11);
|
||||
|
||||
}
|
||||
|
||||
public void testInverseWithoutDerivatives() {
|
||||
for (int n = 1; n < 20; ++n) {
|
||||
BigInteger[][] nTom =
|
||||
NordsieckTransformer.buildNordsieckToMultistepWithoutDerivatives(n);
|
||||
BigFraction[][] mTon =
|
||||
NordsieckTransformer.buildMultistepWithoutDerivativesToNordsieck(n);
|
||||
for (int i = 0; i < n; ++i) {
|
||||
for (int j = 0; j < n; ++j) {
|
||||
BigFraction s = BigFraction.ZERO;
|
||||
for (int k = 0; k < n; ++k) {
|
||||
s = s.add(mTon[i][k].multiply(nTom[k][j]));
|
||||
}
|
||||
assertEquals((i == j) ? BigFraction.ONE : BigFraction.ZERO, s);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
public void testDimension7Der() {
|
||||
NordsieckTransformer transformer = new NordsieckTransformer(0, 6, 0, 1);
|
||||
RealMatrix nordsieckHistory =
|
||||
new RealMatrixImpl(new double[][] {
|
||||
{ 1, 2, 3 },
|
||||
{ -2, 1, 0 },
|
||||
{ 1, 1, 1 },
|
||||
{ 0, -1, 1 },
|
||||
{ 1, -1, 2 },
|
||||
{ 2, 0, 1 },
|
||||
{ 1, 1, 2 }
|
||||
}, false);
|
||||
RealMatrix multistepHistory =
|
||||
new RealMatrixImpl(new double[][] {
|
||||
{ 1, 2, 3 },
|
||||
{ 4, 3, 6 },
|
||||
{ 25, 60, 127 },
|
||||
{ 340, 683, 1362 },
|
||||
{ 2329, 3918, 7635 },
|
||||
{ 10036, 15147, 29278 },
|
||||
{ -2, 1, 0 }
|
||||
}, false);
|
||||
|
||||
RealMatrix m = transformer.multistepToNordsieck(multistepHistory);
|
||||
assertEquals(0.0, m.subtract(nordsieckHistory).getNorm(), 1.0e-11);
|
||||
m = transformer.nordsieckToMultistep(nordsieckHistory);
|
||||
assertEquals(0.0, m.subtract(multistepHistory).getNorm(), 1.0e-11);
|
||||
|
||||
public void testInverse() {
|
||||
for (int n = 1; n < 20; ++n) {
|
||||
BigInteger[][] nTom =
|
||||
NordsieckTransformer.buildNordsieckToMultistep(n);
|
||||
BigFraction[][] mTon =
|
||||
NordsieckTransformer.buildMultistepToNordsieck(n);
|
||||
for (int i = 0; i < n; ++i) {
|
||||
for (int j = 0; j < n; ++j) {
|
||||
BigFraction s = BigFraction.ZERO;
|
||||
for (int k = 0; k < n; ++k) {
|
||||
s = s.add(mTon[i][k].multiply(nTom[k][j]));
|
||||
}
|
||||
assertEquals((i == j) ? BigFraction.ONE : BigFraction.ZERO, s);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public void testMatrices1() {
|
||||
checkMatrix(1, new int[][] { { 1 } },
|
||||
NordsieckTransformer.buildMultistepWithoutDerivativesToNordsieck(1));
|
||||
checkMatrix(new int[][] { { 1 } },
|
||||
NordsieckTransformer.buildNordsieckToMultistepWithoutDerivatives(1));
|
||||
checkMatrix(1, new int[][] { { 1 } },
|
||||
NordsieckTransformer.buildMultistepToNordsieck(1));
|
||||
checkMatrix(new int[][] { { 1 } },
|
||||
NordsieckTransformer.buildNordsieckToMultistep(1));
|
||||
NordsieckTransformer.buildNordsieckToMultistep(0, 1, 0, 0));
|
||||
}
|
||||
|
||||
public void testMatrices2() {
|
||||
checkMatrix(1, new int[][] { { 1, 0 }, { 1, -1 } },
|
||||
NordsieckTransformer.buildMultistepWithoutDerivativesToNordsieck(2));
|
||||
checkMatrix(new int[][] { { 1, 0 }, { 1, -1 } },
|
||||
NordsieckTransformer.buildNordsieckToMultistepWithoutDerivatives(2));
|
||||
checkMatrix(1, new int[][] { { 1, 0 }, { 0, 1 } },
|
||||
NordsieckTransformer.buildMultistepToNordsieck(2));
|
||||
checkMatrix(new int[][] { { 1, 0 }, { 0, 1 } },
|
||||
NordsieckTransformer.buildNordsieckToMultistep(2));
|
||||
NordsieckTransformer.buildNordsieckToMultistep(0, 2, 0, 0));
|
||||
}
|
||||
|
||||
public void testMatrices3() {
|
||||
checkMatrix(2, new int[][] { { 2, 0, 0 }, { 3, -4, 1 }, { 1, -2, 1 } },
|
||||
NordsieckTransformer.buildMultistepWithoutDerivativesToNordsieck(3));
|
||||
checkMatrix(new int[][] { { 1, 0, 0 }, { 1, -1, 1 }, { 1, -2, 4 } },
|
||||
NordsieckTransformer.buildNordsieckToMultistepWithoutDerivatives(3));
|
||||
checkMatrix(1, new int[][] { { 1, 0, 0 }, { 0, 1, 0 }, { -1, 1, 1} },
|
||||
NordsieckTransformer.buildMultistepToNordsieck(3));
|
||||
checkMatrix(new int[][] { { 1, 0, 0 }, { 0, 1, 0 }, { 1, -1, 1 } },
|
||||
NordsieckTransformer.buildNordsieckToMultistep(3));
|
||||
checkMatrix(1, new int[][] { { 1, 0, 0 }, { 1, -1, 1 }, { 1, -2, 4 } },
|
||||
NordsieckTransformer.buildNordsieckToMultistep(0, 3, 0, 0));
|
||||
}
|
||||
|
||||
public void testMatrices4() {
|
||||
checkMatrix(6, new int[][] { { 6, 0, 0, 0 }, { 11, -18, 9, -2 }, { 6, -15, 12, -3 }, { 1, -3, 3, -1 } },
|
||||
NordsieckTransformer.buildMultistepWithoutDerivativesToNordsieck(4));
|
||||
checkMatrix(new int[][] { { 1, 0, 0, 0 }, { 1, -1, 1, -1 }, { 1, -2, 4, -8 }, { 1, -3, 9, -27 } },
|
||||
NordsieckTransformer.buildNordsieckToMultistepWithoutDerivatives(4));
|
||||
checkMatrix(4, new int[][] { { 4, 0, 0, 0 }, { 0, 4, 0, 0 }, { -7, 6, 8, -1 }, { -3, 2, 4, -1 } },
|
||||
NordsieckTransformer.buildMultistepToNordsieck(4));
|
||||
checkMatrix(new int[][] { { 1, 0, 0, 0 }, { 0, 1, 0, 0 }, { 1, -1, 1, -1 }, { 1, -2, 4, -8 } },
|
||||
NordsieckTransformer.buildNordsieckToMultistep(4));
|
||||
checkMatrix(1, new int[][] { { 1, 0, 0, 0 }, { 1, -1, 1, -1 }, { 1, -2, 4, -8 }, { 1, -3, 9, -27 } },
|
||||
NordsieckTransformer.buildNordsieckToMultistep(0, 4, 0, 0));
|
||||
}
|
||||
|
||||
public void testPolynomial() {
|
||||
Random r = new Random(1847222905841997856l);
|
||||
for (int n = 2; n < 9; ++n) {
|
||||
Random random = new Random(1847222905841997856l);
|
||||
for (int n = 2; n < 10; ++n) {
|
||||
for (int m = 0; m < 10; ++m) {
|
||||
|
||||
// choose p, q, r, s
|
||||
int qMinusP = 1 + random.nextInt(n);
|
||||
int sMinusR = n - qMinusP;
|
||||
int p = random.nextInt(5) - 2; // possible values: -2, -1, 0, 1, 2
|
||||
int q = p + qMinusP;
|
||||
int r = random.nextInt(5) - 2; // possible values: -2, -1, 0, 1, 2
|
||||
int s = r + sMinusR;
|
||||
|
||||
// build a polynomial and its derivatives
|
||||
double[] coeffs = new double[n + 1];
|
||||
for (int i = 0; i < n; ++i) {
|
||||
coeffs[i] = 2 * r.nextDouble() - 1.0;
|
||||
coeffs[i] = 2.0 * random.nextDouble() - 1.0;
|
||||
}
|
||||
PolynomialFunction[] polynomials = new PolynomialFunction[n];
|
||||
polynomials[0] = new PolynomialFunction(coeffs);
|
||||
for (int k = 1; k < polynomials.length; ++k) {
|
||||
polynomials[k] = (PolynomialFunction) polynomials[k - 1].derivative();
|
||||
for (int i = 1; i < polynomials.length; ++i) {
|
||||
polynomials[i] = (PolynomialFunction) polynomials[i - 1].derivative();
|
||||
}
|
||||
|
||||
double x = 0.75;
|
||||
double h = 0.01;
|
||||
|
||||
// build a state history in multistep form
|
||||
double[] multistepHistory = new double[n];
|
||||
multistepHistory[0] = polynomials[0].value(1.0);
|
||||
multistepHistory[1] = h * polynomials[1].value(1.0);
|
||||
for (int i = 2; i < multistepHistory.length; ++i) {
|
||||
multistepHistory[i] = polynomials[0].value(1.0 - (i - 1) * h);
|
||||
for (int k = p; k < q; ++k) {
|
||||
multistepHistory[k-p] = polynomials[0].value(x - k * h);
|
||||
}
|
||||
|
||||
// build the same state history in multistep without derivatives form
|
||||
double[] mwdHistory = new double[n];
|
||||
for (int i = 0; i < multistepHistory.length; ++i) {
|
||||
mwdHistory[i] = polynomials[0].value(1.0 - i * h);
|
||||
for (int k = r; k < s; ++k) {
|
||||
multistepHistory[k + qMinusP - r] = h * polynomials[1].value(x - k * h);
|
||||
}
|
||||
|
||||
// build the same state history in Nordsieck form
|
||||
double[] nordsieckHistory = new double[n];
|
||||
double scale = 1.0;
|
||||
for (int i = 0; i < nordsieckHistory.length; ++i) {
|
||||
nordsieckHistory[i] = scale * polynomials[i].value(1.0);
|
||||
nordsieckHistory[i] = scale * polynomials[i].value(x);
|
||||
scale *= h / (i + 1);
|
||||
}
|
||||
|
||||
// check the transform is exact for these polynomials states
|
||||
NordsieckTransformer transformer = new NordsieckTransformer(n);
|
||||
checkVector(nordsieckHistory, transformer.multistepWithoutDerivativesToNordsieck(mwdHistory));
|
||||
checkVector(mwdHistory, transformer.nordsieckToMultistepWithoutDerivatives(nordsieckHistory));
|
||||
NordsieckTransformer transformer = new NordsieckTransformer(p, q, r, s);
|
||||
checkVector(nordsieckHistory, transformer.multistepToNordsieck(multistepHistory));
|
||||
checkVector(multistepHistory, transformer.nordsieckToMultistep(nordsieckHistory));
|
||||
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private void checkVector(double[] reference, double[] candidate) {
|
||||
assertEquals(reference.length, candidate.length);
|
||||
for (int i = 0; i < reference.length; ++i) {
|
||||
assertEquals(reference[i], candidate[i], 1.0e-14);
|
||||
assertEquals(reference[i], candidate[i], 2.0e-12);
|
||||
}
|
||||
}
|
||||
|
||||
private void checkMatrix(int[][] reference, BigInteger[][] candidate) {
|
||||
assertEquals(reference.length, candidate.length);
|
||||
private void checkMatrix(int denominator, int[][] reference, FieldMatrix<BigFraction> candidate) {
|
||||
assertEquals(reference.length, candidate.getRowDimension());
|
||||
for (int i = 0; i < reference.length; ++i) {
|
||||
int[] rRow = reference[i];
|
||||
BigInteger[] cRow = candidate[i];
|
||||
assertEquals(rRow.length, cRow.length);
|
||||
for (int j = 0; j < rRow.length; ++j) {
|
||||
assertEquals(rRow[j], cRow[j].intValue());
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
private void checkMatrix(int denominator, int[][] reference, BigFraction[][] candidate) {
|
||||
assertEquals(reference.length, candidate.length);
|
||||
for (int i = 0; i < reference.length; ++i) {
|
||||
int[] rRow = reference[i];
|
||||
BigFraction[] cRow = candidate[i];
|
||||
assertEquals(rRow.length, cRow.length);
|
||||
for (int j = 0; j < rRow.length; ++j) {
|
||||
assertEquals(new BigFraction(rRow[j], denominator), cRow[j]);
|
||||
assertEquals(new BigFraction(rRow[j], denominator), candidate.getEntry(i, j));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
|
|
|||
Loading…
Reference in New Issue