Commit Graph

5802 Commits

Author SHA1 Message Date
Luc Maisonobe b051dbda7c Converted constants for embedded Runge-Kutta integrators. 2015-11-29 18:09:21 +01:00
Luc Maisonobe 1aad860959 Converted constants for Runge-Kutta integrators. 2015-11-29 18:08:23 +01:00
Luc Maisonobe 449e071b05 Removed step interpolator prototyping.
We can just use a factory method in the integrator for building an
interpolator each time we integrate.

In the long term, we will even recreate it at each step so the
interpolator can be immutable.
2015-11-29 18:07:17 +01:00
Luc Maisonobe 9672bdfd3c Replaced static double array constants with field constants.
This will allow for example setting up ode integrators using Dfp
instances with increased accuracy, including for the ode coefficients
themselves.
2015-11-29 18:04:39 +01:00
Phil Steitz aeb21bb4bd Update javadoc; use += for jitter. 2015-11-27 12:49:45 -07:00
Phil Steitz ff35e6f27e Removed trailing spaces. No code change. 2015-11-27 11:10:39 -07:00
Phil Steitz 654d7232e5 Modified KolmogororSmirnovTest 2-sample test to use random jitter to break ties in input data. JIRA: MATH-1246. 2015-11-26 18:31:34 -07:00
Phil Steitz 3cfafe0510 Pass rng to EnumeratedRealDistribution used by bootstrap. 2015-11-24 06:20:48 -07:00
Thomas Neidhart fe23c9b04a [MATH-1294] Fix potential race condition in PolynomialUtils. Thanks to Kamil Włodarczyk 2015-11-23 23:16:58 +01:00
Phil Steitz 978f89c753 Fixed syntax / coding errors to make tests agree exactly with Java tests; added missing tests to testAll. 2015-11-23 14:06:20 -07:00
Luc Maisonobe 7954482001 Prepared tests for field-based ODE. 2015-11-22 20:49:53 +01:00
Luc Maisonobe 4b698fbf79 Restrictied fields visibility in tests. 2015-11-22 20:49:16 +01:00
Phil Steitz 35f32170b9 Removed trailing spaces. 2015-11-22 12:43:07 -07:00
Phil Steitz fbc327e9e3 Added bootstrap method to KolmogorovSmirnovTest. JIRA: MATH-1246. 2015-11-22 12:41:00 -07:00
Luc Maisonobe a15e4901bb Simplified ODE test harness. 2015-11-22 17:22:36 +01:00
Luc Maisonobe d75f5090e3 Use a top level interface for bracketed real field solver. 2015-11-22 16:24:15 +01:00
Luc Maisonobe 1b2ba24395 Merge remote-tracking branch 'origin/MATH_3_X' into field-ode 2015-11-22 16:09:56 +01:00
Luc Maisonobe 5bdce0892a Field-based version of Dormand-Prince 5(4) method for solving ODE. 2015-11-17 20:54:13 +01:00
Luc Maisonobe b990f6f2ad Field-based version of Higham-Hall 5(4) method for solving ODE. 2015-11-17 18:25:02 +01:00
Phil Steitz d3911464f5 Renamed FieldUnivariateFunction to RealFieldUnivariateFunction. 2015-11-15 15:30:49 -07:00
Phil Steitz 3d055c620c Completed cleanup of flawed fix for MATH-1246. 2015-11-15 15:03:38 -07:00
Luc Maisonobe 779e52410e Field-based version of Dormand-Prince 8(5, 3) method for solving ODE. 2015-11-15 21:58:17 +01:00
Luc Maisonobe e3827069cf Added field-based continuous output throughout integration range. 2015-11-15 21:27:32 +01:00
Phil Steitz a6b74ac508 Added missing @since tags. 2015-11-15 13:24:06 -07:00
Luc Maisonobe f614f73de9 Added forgotten copy method in FieldStepInterpolator interface. 2015-11-15 20:51:12 +01:00
Phil Steitz b38ce47047 Added @since tags, cleaned up code. JIRA: MATH-1287 2015-11-15 10:56:43 -07:00
Luc Maisonobe d3fb47063e Intermediate level implementations of variable-step Runge-Kutta methods. 2015-11-15 15:56:52 +01:00
Luc Maisonobe 04feb99603 Avoid spurious array copy. 2015-11-15 15:33:21 +01:00
Luc Maisonobe 96bdfe27f9 The full set of derivatives are needed in Runge-Kutta. 2015-11-15 15:16:54 +01:00
Luc Maisonobe 5f2459ded2 Added min/max utility methods for RealField elements. 2015-11-15 14:54:49 +01:00
Luc Maisonobe 23f3ca423f Field-based version of Luther method for solving ODE. 2015-11-15 14:03:03 +01:00
Luc Maisonobe b41ef1abd1 Field-based version of 3/8 method for solving ODE. 2015-11-15 11:54:32 +01:00
Luc Maisonobe e0c0398cad Field-based version of Gill method for solving ODE. 2015-11-15 11:36:58 +01:00
Luc Maisonobe f4286ec262 Field-based version of classical Runge-Kutta method for solving ODE. 2015-11-15 11:17:05 +01:00
Luc Maisonobe d509c4a2a0 Field-based version of midpoint method for solving ODE. 2015-11-15 10:58:30 +01:00
Luc Maisonobe c89d2453c5 Fixed javadoc. 2015-11-15 10:44:13 +01:00
Luc Maisonobe 97a65021c7 Whitespace. 2015-11-15 10:41:39 +01:00
Luc Maisonobe ea0dabfd1b Field-based version of Euler method for solving ODE. 2015-11-15 10:39:26 +01:00
Luc Maisonobe 7ec2a6342b Intermediate level implementations of fixed-step Rung-Kutta methods. 2015-11-15 10:37:04 +01:00
Luc Maisonobe 8949c0b99f Integrator returns the full state, not only the time. 2015-11-15 10:35:50 +01:00
Luc Maisonobe 1e71453fa1 Step interpolator only needs the mapper, not the full equations. 2015-11-15 10:34:51 +01:00
Luc Maisonobe 0820cd68d3 Initialize primary and secondary equations at integration start. 2015-11-15 10:33:11 +01:00
Luc Maisonobe e55d38c43e Use MapArrays utility methods for building arrays. 2015-11-15 10:31:17 +01:00
Luc Maisonobe 70e48a02d0 Added init methods for primary and secondary ODE.
This addition is for consistency with other user-implemented interfaces
as step handlers and event handlers. However, since the equations have
only the state as input and the produce derivatives as output, their
init method also only uses state, as derivatives can be computed only
after equations have been initialized, not before.
2015-11-15 10:27:10 +01:00
Luc Maisonobe 136f644e22 Separate equations from mapper. 2015-11-14 14:52:09 +01:00
Luc Maisonobe ea4bea1d89 Implementation of the top level abstract classes in field ode.
This layer implements boilerplate code, mainly step handling and events
handling. It is independent of the type of integrator used. Below this
layer will be the real implementations (Runge-Kutta, embedded
runge-Kutta, Gragg-Bulirsch-Stoer, Adams, ...).
2015-11-13 21:10:16 +01:00
Luc Maisonobe 62ef50bc75 Top level integrator interface.
We have merged together what was initially in an integrator interface
and in an AbstractIntegrator class. The separation was only due to
backward compatibility issues which prevented to push some functions up
in the interface. A consequence was that users needed to use the
abstract class in their declaration as soon as they needed the
additional features ... which was most of the cases. We try to fix this
here. When 4.0 will be out, the same merging will be done in the
double[] implementation of ode.

JIRA: MATH-1288
2015-11-11 21:35:01 +01:00
Luc Maisonobe 89e6219689 Mapping between primary/secondary equations and flat arrays.
The API is much simpler than the one in the current double[]
implementation. We do not mix anymore the equations and the state.

JIRA: MATH-1288
2015-11-11 21:30:48 +01:00
Luc Maisonobe b5fd9b58db Interface and enum for event handling.
This corresponds to an improved g-stop feature. It basically allow to
manage discrete events that occur during ode integration. when the event
occurs, user can decide to log it and continue, or to change the
dynamics of a problem (for example to handle derivatives
discontinuities) or even to stop the integration before its target date
(for example when the exact final date cannot be known beforehand but is
discovered on the fly). It is the second major feature of our ode
package.
2015-11-11 21:28:02 +01:00
Luc Maisonobe 5c647c12e6 Interfaces and normalizer for step handling.
This corresponds to a continuous output feature. It basically allow to
navigate throughout current step instead of having only discrete grid
points. It is a major feature of our ode package.

JIRA: MATH-1288
2015-11-11 21:23:35 +01:00