Modified: commons/proper/math/trunk/src/test/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegratorTest.java URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegratorTest.java?rev=786877&r1=786876&r2=786877&view=diff ============================================================================== --- commons/proper/math/trunk/src/test/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegratorTest.java (original) +++ commons/proper/math/trunk/src/test/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegratorTest.java Sat Jun 20 18:15:54 2009 @@ -29,137 +29,127 @@ import org.apache.commons.math.ode.DerivativeException; import org.apache.commons.math.ode.FirstOrderIntegrator; import org.apache.commons.math.ode.IntegratorException; -import org.apache.commons.math.ode.events.EventHandler; import org.junit.Test; public class AdamsMoultonIntegratorTest { @Test(expected=IntegratorException.class) - public void dimensionCheck() - throws DerivativeException, IntegratorException { + public void dimensionCheck() throws DerivativeException, IntegratorException { TestProblem1 pb = new TestProblem1(); - new AdamsMoultonIntegrator(3, 0.01).integrate(pb, - 0.0, new double[pb.getDimension()+10], - 1.0, new double[pb.getDimension()+10]); + FirstOrderIntegrator integ = + new AdamsMoultonIntegrator(3, 0.0, 1.0, 1.0e-10, 1.0e-10); + integ.integrate(pb, + 0.0, new double[pb.getDimension()+10], + 1.0, new double[pb.getDimension()+10]); } - @Test - public void decreasingSteps() - throws DerivativeException, IntegratorException { - - TestProblemAbstract[] problems = TestProblemFactory.getProblems(); - for (int k = 0; k < problems.length; ++k) { - - double previousError = Double.NaN; - for (int i = 6; i < 10; ++i) { - - TestProblemAbstract pb = (TestProblemAbstract) problems[k].clone(); - double step = (pb.getFinalTime() - pb.getInitialTime()) * Math.pow(2.0, -i); - - FirstOrderIntegrator integ = new AdamsMoultonIntegrator(5, step); - TestProblemHandler handler = new TestProblemHandler(pb, integ); - integ.addStepHandler(handler); - EventHandler[] functions = pb.getEventsHandlers(); - for (int l = 0; l < functions.length; ++l) { - integ.addEventHandler(functions[l], - Double.POSITIVE_INFINITY, 1.0e-3 * step, 1000); - } - double stopTime = integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(), - pb.getFinalTime(), new double[pb.getDimension()]); - if (functions.length == 0) { - assertEquals(pb.getFinalTime(), stopTime, 1.0e-10); - } - - double error = handler.getMaximalValueError(); - if ((i > 6) && !(pb instanceof TestProblem4) && !(pb instanceof TestProblem6)) { - assertTrue(error <= Math.abs(1.05 * previousError)); - } - previousError = error; + @Test(expected=IntegratorException.class) + public void testMinStep() throws DerivativeException, IntegratorException { - } + TestProblem1 pb = new TestProblem1(); + double minStep = 0.1 * (pb.getFinalTime() - pb.getInitialTime()); + double maxStep = pb.getFinalTime() - pb.getInitialTime(); + double[] vecAbsoluteTolerance = { 1.0e-15, 1.0e-16 }; + double[] vecRelativeTolerance = { 1.0e-15, 1.0e-16 }; - } + FirstOrderIntegrator integ = new AdamsMoultonIntegrator(5, minStep, maxStep, + vecAbsoluteTolerance, + vecRelativeTolerance); + TestProblemHandler handler = new TestProblemHandler(pb, integ); + integ.addStepHandler(handler); + integ.integrate(pb, + pb.getInitialTime(), pb.getInitialState(), + pb.getFinalTime(), new double[pb.getDimension()]); } @Test - public void smallStep() + public void testIncreasingTolerance() throws DerivativeException, IntegratorException { - TestProblem1 pb = new TestProblem1(); - double range = pb.getFinalTime() - pb.getInitialTime(); - double step = range * 0.001; + int previousCalls = Integer.MAX_VALUE; + for (int i = -12; i < -2; ++i) { + TestProblem1 pb = new TestProblem1(); + double minStep = 0; + double maxStep = pb.getFinalTime() - pb.getInitialTime(); + double scalAbsoluteTolerance = Math.pow(10.0, i); + double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance; - AdamsMoultonIntegrator integ = new AdamsMoultonIntegrator(3, step); - integ.setStarterIntegrator(new DormandPrince853Integrator(0, range, 1.0e-12, 1.0e-12)); - TestProblemHandler handler = new TestProblemHandler(pb, integ); - integ.addStepHandler(handler); - integ.integrate(pb, - pb.getInitialTime(), pb.getInitialState(), - pb.getFinalTime(), new double[pb.getDimension()]); + FirstOrderIntegrator integ = new AdamsMoultonIntegrator(5, minStep, maxStep, + scalAbsoluteTolerance, + scalRelativeTolerance); + TestProblemHandler handler = new TestProblemHandler(pb, integ); + integ.addStepHandler(handler); + integ.integrate(pb, + pb.getInitialTime(), pb.getInitialState(), + pb.getFinalTime(), new double[pb.getDimension()]); - assertTrue(handler.getLastError() < 2.0e-10); - assertTrue(handler.getMaximalValueError() < 1.0e-9); - assertEquals(0, handler.getMaximalTimeError(), 1.0e-15); - assertEquals("Adams-Moulton", integ.getName()); + // the 0.4 and 3.0 factors are only valid for this test + // and has been obtained from trial and error + // there is no general relation between local and global errors + assertTrue(handler.getMaximalValueError() > (0.4 * scalAbsoluteTolerance)); + assertTrue(handler.getMaximalValueError() < (3.0 * scalAbsoluteTolerance)); + assertEquals(0, handler.getMaximalTimeError(), 1.0e-16); + + int calls = pb.getCalls(); + assertEquals(integ.getEvaluations(), calls); + assertTrue(calls <= previousCalls); + previousCalls = calls; + + } } - @Test - public void bigStep() - throws DerivativeException, IntegratorException { + @Test(expected = DerivativeException.class) + public void exceedMaxEvaluations() throws DerivativeException, IntegratorException { TestProblem1 pb = new TestProblem1(); - double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.2; + double range = pb.getFinalTime() - pb.getInitialTime(); - FirstOrderIntegrator integ = new AdamsMoultonIntegrator(3, step); + AdamsMoultonIntegrator integ = new AdamsMoultonIntegrator(3, 0, range, 1.0e-12, 1.0e-12); TestProblemHandler handler = new TestProblemHandler(pb, integ); integ.addStepHandler(handler); + integ.setMaxEvaluations(650); integ.integrate(pb, - pb.getInitialTime(), pb.getInitialState(), - pb.getFinalTime(), new double[pb.getDimension()]); - - assertTrue(handler.getMaximalValueError() > 6.0e-6); + pb.getInitialTime(), pb.getInitialState(), + pb.getFinalTime(), new double[pb.getDimension()]); } @Test - public void backward() - throws DerivativeException, IntegratorException { + public void backward() throws DerivativeException, IntegratorException { TestProblem5 pb = new TestProblem5(); - double step = Math.abs(pb.getFinalTime() - pb.getInitialTime()) * 0.001; + double range = Math.abs(pb.getFinalTime() - pb.getInitialTime()); - FirstOrderIntegrator integ = new AdamsMoultonIntegrator(5, step); + FirstOrderIntegrator integ = new AdamsMoultonIntegrator(5, 0, range, 1.0e-12, 1.0e-12); TestProblemHandler handler = new TestProblemHandler(pb, integ); integ.addStepHandler(handler); integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(), pb.getFinalTime(), new double[pb.getDimension()]); - assertTrue(handler.getLastError() < 4.0e-12); - assertTrue(handler.getMaximalValueError() < 4.0e-12); - assertEquals(0, handler.getMaximalTimeError(), 1.0e-15); + assertTrue(handler.getLastError() < 1.0e-9); + assertTrue(handler.getMaximalValueError() < 1.0e-9); + assertEquals(0, handler.getMaximalTimeError(), 1.0e-16); assertEquals("Adams-Moulton", integ.getName()); } @Test - public void polynomial() - throws DerivativeException, IntegratorException { - final TestProblem6 pb = new TestProblem6(); - double step = Math.abs(pb.getFinalTime() - pb.getInitialTime()) * 0.02; + public void polynomial() throws DerivativeException, IntegratorException { + TestProblem6 pb = new TestProblem6(); + double range = Math.abs(pb.getFinalTime() - pb.getInitialTime()); - for (int order = 2; order < 9; ++order) { - AdamsMoultonIntegrator integ = new AdamsMoultonIntegrator(order, step); - integ.setStarterIntegrator(new DormandPrince853Integrator(1.0e-3 * step, 1.0e3 * step, - 1.0e-5, 1.0e-5)); - final TestProblemHandler handler = new TestProblemHandler(pb, integ); + for (int order = 2; order < 8; ++order) { + AdamsMoultonIntegrator integ = + new AdamsMoultonIntegrator(order, 1.0e-6 * range, 0.1 * range, 1.0e-9, 1.0e-9); + TestProblemHandler handler = new TestProblemHandler(pb, integ); integ.addStepHandler(handler); integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(), pb.getFinalTime(), new double[pb.getDimension()]); if (order < 5) { - assertTrue(handler.getMaximalValueError() > 1.0e-6); + assertTrue(integ.getEvaluations() > 150); } else { - assertTrue(handler.getMaximalValueError() < 4.0e-13); + assertTrue(integ.getEvaluations() < 90); } } @@ -171,12 +161,14 @@ IOException, ClassNotFoundException { TestProblem6 pb = new TestProblem6(); - double step = Math.abs(pb.getFinalTime() - pb.getInitialTime()) * 0.01; + double range = Math.abs(pb.getFinalTime() - pb.getInitialTime()); ByteArrayOutputStream bos = new ByteArrayOutputStream(); ObjectOutputStream oos = new ObjectOutputStream(bos); - oos.writeObject(new AdamsMoultonIntegrator(8, step)); - + oos.writeObject(new AdamsMoultonIntegrator(5, 0, range, 1.0e-12, 1.0e-12)); + assertTrue(bos.size() > 2800); + assertTrue(bos.size() < 3000); + ByteArrayInputStream bis = new ByteArrayInputStream(bos.toByteArray()); ObjectInputStream ois = new ObjectInputStream(bis); FirstOrderIntegrator integ = (AdamsMoultonIntegrator) ois.readObject(); @@ -185,7 +177,7 @@ integ.addStepHandler(handler); integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(), pb.getFinalTime(), new double[pb.getDimension()]); - assertTrue(handler.getMaximalValueError() < 2.0e-13); + assertTrue(handler.getMaximalValueError() < 8.0e-11); }
Modified: commons/proper/math/trunk/src/test/org/apache/commons/math/ode/sampling/NordsieckStepInterpolatorTest.java URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/org/apache/commons/math/ode/sampling/NordsieckStepInterpolatorTest.java?rev=786877&r1=786876&r2=786877&view=diff ============================================================================== --- commons/proper/math/trunk/src/test/org/apache/commons/math/ode/sampling/NordsieckStepInterpolatorTest.java (original) +++ commons/proper/math/trunk/src/test/org/apache/commons/math/ode/sampling/NordsieckStepInterpolatorTest.java Sat Jun 20 18:15:54 2009 @@ -40,9 +40,8 @@ public void derivativesConsistency() throws DerivativeException, IntegratorException { TestProblem3 pb = new TestProblem3(); - double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.001; - AdamsBashforthIntegrator integ = new AdamsBashforthIntegrator(5, step); - StepInterpolatorTestUtils.checkDerivativesConsistency(integ, pb, 1.0e-10); + AdamsBashforthIntegrator integ = new AdamsBashforthIntegrator(5, 0.0, 1.0, 1.0e-10, 1.0e-10); + StepInterpolatorTestUtils.checkDerivativesConsistency(integ, pb, 7e-10); } @Test @@ -51,8 +50,7 @@ IOException, ClassNotFoundException { TestProblem1 pb = new TestProblem1(); - double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.001; - AdamsBashforthIntegrator integ = new AdamsBashforthIntegrator(5, step); + AdamsBashforthIntegrator integ = new AdamsBashforthIntegrator(5, 0.0, 1.0, 1.0e-10, 1.0e-10); integ.addStepHandler(new ContinuousOutputModel()); integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(), @@ -64,8 +62,8 @@ oos.writeObject(handler); } - assertTrue(bos.size () > 148000); - assertTrue(bos.size () < 149000); + assertTrue(bos.size () > 16000); + assertTrue(bos.size () < 17000); ByteArrayInputStream bis = new ByteArrayInputStream(bos.toByteArray()); ObjectInputStream ois = new ObjectInputStream(bis);
