Commit Graph

1937 Commits

Author SHA1 Message Date
Luc Maisonobe a70c0de4a2 added support for max number of evaluations to ODE integrators
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@783103 13f79535-47bb-0310-9956-ffa450edef68
2009-06-09 19:33:19 +00:00
Luc Maisonobe 23055a70ce removed unneeded import
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@783044 13f79535-47bb-0310-9956-ffa450edef68
2009-06-09 15:36:29 +00:00
Luc Maisonobe d96d9b3b15 removed unneeded import
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@783041 13f79535-47bb-0310-9956-ffa450edef68
2009-06-09 15:34:55 +00:00
William Barker d088734d25 Serialization changes for optimization.
Still need to add junit test, but for this it doesn't look like a blocker.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@782468 13f79535-47bb-0310-9956-ffa450edef68
2009-06-07 21:24:18 +00:00
Luc Maisonobe aaf87073b5 changed again the Adams-Bashforth and Adams-Moulton integrators
they now both use Nordsieck representation
this is the first really usable implementation, it still integrates only with fixed stepsize,
but thanks to Nordsieck representation they will be improved to adaptive stepsize soon

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@782442 13f79535-47bb-0310-9956-ffa450edef68
2009-06-07 19:19:35 +00:00
Luc Maisonobe 677c5e1ab9 removed step interpolator prototype
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@782438 13f79535-47bb-0310-9956-ffa450edef68
2009-06-07 19:15:14 +00:00
Luc Maisonobe 2138d3bfba added serialization test
changed tests to Junit 4

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@782435 13f79535-47bb-0310-9956-ffa450edef68
2009-06-07 19:13:17 +00:00
Luc Maisonobe 6dec8fa07d improved max errors computations: previously, NaN values induces the error update to be skipped, thus leading to artificially good results
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@782434 13f79535-47bb-0310-9956-ffa450edef68
2009-06-07 19:12:18 +00:00
Luc Maisonobe d2429d337c updated step interpolators implementations tests to latest interface changes
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@782433 13f79535-47bb-0310-9956-ffa450edef68
2009-06-07 19:10:23 +00:00
Luc Maisonobe 5124ebc4c2 updated step interpolators implementations to latest interface changes
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@782432 13f79535-47bb-0310-9956-ffa450edef68
2009-06-07 19:08:26 +00:00
Luc Maisonobe 7de1b628c6 added a lazy evaluation for step interpolators
moved the possible exceptions from setInterpolatedTime (which now does almost nothing) to getInterpolatedState and getInterpolatedDerivatives (which now do the evaluations)
renamed an internal function to make sure people overriding it don't forget to set the derivatives


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@782431 13f79535-47bb-0310-9956-ffa450edef68
2009-06-07 19:04:37 +00:00
Luc Maisonobe edb1f394c0 removed a print
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@781847 13f79535-47bb-0310-9956-ffa450edef68
2009-06-04 20:18:50 +00:00
Luc Maisonobe 6b547ba222 fixed detection of not positive definite matrices
JIRA: MATH-274

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@781845 13f79535-47bb-0310-9956-ffa450edef68
2009-06-04 20:07:29 +00:00
Luc Maisonobe 59434c2dce Fixed a wrong check for basic variables
JIRA: MATH-273

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@781304 13f79535-47bb-0310-9956-ffa450edef68
2009-06-03 09:06:08 +00:00
Luc Maisonobe 10cdc1066f fixed javadoc link
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@781167 13f79535-47bb-0310-9956-ffa450edef68
2009-06-02 21:02:14 +00:00
Luc Maisonobe 2e55dbbe69 removed unneeded import statement
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@781160 13f79535-47bb-0310-9956-ffa450edef68
2009-06-02 20:46:45 +00:00
Luc Maisonobe 4db6140e9a reenabled tests
removed a development test that was committed by error

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@781159 13f79535-47bb-0310-9956-ffa450edef68
2009-06-02 20:45:53 +00:00
Luc Maisonobe 1cdc029378 fixed event handling during multistep restart phase,
the interpolator used for regular integration and the interpolator used during restart went out of sync

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@781158 13f79535-47bb-0310-9956-ffa450edef68
2009-06-02 20:43:59 +00:00
Luc Maisonobe b2fa57cbfe fixed corner cases when events occur right at integration start
(which in fact always happen when a resetting event forces a restart just after the event has occurred)

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@781157 13f79535-47bb-0310-9956-ffa450edef68
2009-06-02 20:42:15 +00:00
Luc Maisonobe ebd8043bee fixed an infinite loop error that occurred when an event that reset the state occurs exactly at multistep initialisation start
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@781156 13f79535-47bb-0310-9956-ffa450edef68
2009-06-02 20:39:41 +00:00
Luc Maisonobe ed813abf79 Fixed a problem when setting some variables (several variables were set instead of only one)
JIRA: MATH-272

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@781135 13f79535-47bb-0310-9956-ffa450edef68
2009-06-02 19:37:30 +00:00
Luc Maisonobe ca9d46257a merged the decomposition package back to the linear package.
This will allow later improvements as decomposition algorithms
will be able to see implementation details when more efficient
matrices implementations (for example based on blas) are added

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@781122 13f79535-47bb-0310-9956-ffa450edef68
2009-06-02 18:53:23 +00:00
Luc Maisonobe 2e4082e52f fixed serialization problems
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780976 13f79535-47bb-0310-9956-ffa450edef68
2009-06-02 09:06:26 +00:00
Luc Maisonobe 86b19c0e8e removed unneeded import statements
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780975 13f79535-47bb-0310-9956-ffa450edef68
2009-06-02 09:05:37 +00:00
Luc Maisonobe aa9e72afa8 added utility methods to help serialize/deserialize classes that
have RealVector/RealMatrix fields (possibly final) since the
top level interfaces are not serializable anymore

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780974 13f79535-47bb-0310-9956-ffa450edef68
2009-06-02 09:03:31 +00:00
Luc Maisonobe d9a1181fad fixed javadoc copy/paste error
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780973 13f79535-47bb-0310-9956-ffa450edef68
2009-06-02 09:01:23 +00:00
William Barker 83dd172df8 More serialization changes.
Not clear what I should do with RandomAdaptor.  So I've let it remained broken (no public no-opt construtor, but Serializable).

Feel free to -1 anything that I've stripped Serializable from and you care about, but I think I've been pretty conservative.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780933 13f79535-47bb-0310-9956-ffa450edef68
2009-06-02 04:39:12 +00:00
Luc Maisonobe b507b231f0 fixed javadoc warnings
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780674 13f79535-47bb-0310-9956-ffa450edef68
2009-06-01 15:10:55 +00:00
Luc Maisonobe f930f13e4e fixed javadoc
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780645 13f79535-47bb-0310-9956-ffa450edef68
2009-06-01 13:24:19 +00:00
Luc Maisonobe 419531014a remove impossible serialization
(function is no more serializable)

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780644 13f79535-47bb-0310-9956-ffa450edef68
2009-06-01 13:23:17 +00:00
Luc Maisonobe 3442dcd54a updated filter after replacement of MultistepStepInterpolator by NordsieckStepInterpolator
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780643 13f79535-47bb-0310-9956-ffa450edef68
2009-06-01 13:21:03 +00:00
Luc Maisonobe 72db912bd8 removed unneeded import statements
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780637 13f79535-47bb-0310-9956-ffa450edef68
2009-06-01 12:48:32 +00:00
William Barker 8da2927ec6 Serialization changes for stats
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780541 13f79535-47bb-0310-9956-ffa450edef68
2009-06-01 00:47:02 +00:00
William Barker ffd4d14d50 change to Java 5 compatible
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780534 13f79535-47bb-0310-9956-ffa450edef68
2009-06-01 00:09:00 +00:00
William Barker 6fecb32ad6 Clean up linear serialization tests
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780521 13f79535-47bb-0310-9956-ffa450edef68
2009-05-31 22:18:18 +00:00
Luc Maisonobe 5881224dcf added an error message for Adams-Bashforth and Adams-Moulton integrators
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780518 13f79535-47bb-0310-9956-ffa450edef68
2009-05-31 22:14:31 +00:00
Luc Maisonobe 8de68c4404 removed obsolete NordsieckTransformer
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780517 13f79535-47bb-0310-9956-ffa450edef68
2009-05-31 22:11:21 +00:00
Luc Maisonobe 8b63564297 removed obsolete MultiStepInterpolator
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780516 13f79535-47bb-0310-9956-ffa450edef68
2009-05-31 22:10:02 +00:00
Luc Maisonobe eb17807a47 removed obsolete MultiStepInterpolator
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780515 13f79535-47bb-0310-9956-ffa450edef68
2009-05-31 22:08:32 +00:00
Luc Maisonobe e33f09ce4f completely redesigned Adams-Bashforth and Adams-Moulton integrators
they are now provided by a single class and use the Nordsieck form
with higher derivatives at current step instead of classical form
with only first derivatives but at several steps.
The implementation is simpler for both the integrators and the step
interpolator and it allows a future enhancement with adaptive stepsize.

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780514 13f79535-47bb-0310-9956-ffa450edef68
2009-05-31 22:07:26 +00:00
Luc Maisonobe 2c1d911e2a added a step interpolator for multistep methods in Nordsieck form
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780513 13f79535-47bb-0310-9956-ffa450edef68
2009-05-31 22:02:30 +00:00
Luc Maisonobe 273892eeca updated tests to take into account serialization changes and the new
derivatives consistency check
these tests have been converted to Junit4

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780512 13f79535-47bb-0310-9956-ffa450edef68
2009-05-31 22:01:17 +00:00
Luc Maisonobe 5c8715be36 added a general test utility for checking derivatives consistency across all step interpolators
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780511 13f79535-47bb-0310-9956-ffa450edef68
2009-05-31 21:59:03 +00:00
Luc Maisonobe 542632042d added a new test problem with polynomial behavior
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780510 13f79535-47bb-0310-9956-ffa450edef68
2009-05-31 21:56:52 +00:00
Luc Maisonobe 1745726d15 fixed serialization of step interpolators to allow processing them
before the associated integrator update their internal state
(i.e. when currentState is still null)

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780509 13f79535-47bb-0310-9956-ffa450edef68
2009-05-31 21:56:00 +00:00
Luc Maisonobe 65472945b6 added a missing @since
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780508 13f79535-47bb-0310-9956-ffa450edef68
2009-05-31 21:53:36 +00:00
Luc Maisonobe 4cc4579d39 use the conversion functions from MatrixUtils
git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780309 13f79535-47bb-0310-9956-ffa450edef68
2009-05-30 18:38:23 +00:00
Luc Maisonobe aea0ab1242 added conversion utility functions for
FieldMatrix<Fraction> to RealMatrix
  FieldMatrix<BigFraction> to RealMatrix

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@780308 13f79535-47bb-0310-9956-ffa450edef68
2009-05-30 18:36:18 +00:00
Luc Maisonobe 525418ab1c Added a way to retrieve the limited the number of functions evaluations in optimizers
(the limited number of iterations could already be retrieved)

git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@779284 13f79535-47bb-0310-9956-ffa450edef68
2009-05-27 19:47:27 +00:00
Luc Maisonobe 4a97160c1f Added a way to limit the number of functions evaluations in optimizers
(the number of iterations could already be limited)


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@779273 13f79535-47bb-0310-9956-ffa450edef68
2009-05-27 18:54:48 +00:00