Luc Maisonobe
a70c0de4a2
added support for max number of evaluations to ODE integrators
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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
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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
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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.
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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,
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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
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(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
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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)
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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.
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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
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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
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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
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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
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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.
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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
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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
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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
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(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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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(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
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(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