Author: luc
Date: Thu Jan 28 15:01:55 2010
New Revision: 904112
URL: http://svn.apache.org/viewvc?rev=904112&view=rev
Log:
Fixed automatic step initialization in embedded Runge-Kutta integrators.
The relative tolerance setting was never used, only the absolute tolerance was
used.
JIRA: MATH-338
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/ode/nonstiff/EmbeddedRungeKuttaIntegrator.java
commons/proper/math/trunk/src/site/xdoc/changes.xml
commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegratorTest.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/DormandPrince853IntegratorTest.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/HighamHall54IntegratorTest.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/HighamHall54StepInterpolatorTest.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math/ode/nonstiff/EmbeddedRungeKuttaIntegrator.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/ode/nonstiff/EmbeddedRungeKuttaIntegrator.java?rev=904112&r1=904111&r2=904112&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math/ode/nonstiff/EmbeddedRungeKuttaIntegrator.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math/ode/nonstiff/EmbeddedRungeKuttaIntegrator.java
Thu Jan 28 15:01:55 2010
@@ -17,8 +17,6 @@
package org.apache.commons.math.ode.nonstiff;
-import java.util.Arrays;
-
import org.apache.commons.math.ode.DerivativeException;
import org.apache.commons.math.ode.FirstOrderDifferentialEquations;
import org.apache.commons.math.ode.IntegratorException;
@@ -244,13 +242,16 @@
}
if (firstTime) {
- final double[] scale;
- if (vecAbsoluteTolerance != null) {
- scale = vecAbsoluteTolerance;
- } else {
- scale = new double[y0.length];
- Arrays.fill(scale, scalAbsoluteTolerance);
- }
+ final double[] scale = new double[y0.length];
+ if (vecAbsoluteTolerance == null) {
+ for (int i = 0; i < scale.length; ++i) {
+ scale[i] = scalAbsoluteTolerance + scalRelativeTolerance *
Math.abs(y[i]);
+ }
+ } else {
+ for (int i = 0; i < scale.length; ++i) {
+ scale[i] = vecAbsoluteTolerance[i] + vecRelativeTolerance[i] *
Math.abs(y[i]);
+ }
+ }
hNew = initializeStep(equations, forward, getOrder(), scale,
stepStart, y, yDotK[0], yTmp, yDotK[1]);
firstTime = false;
Modified: commons/proper/math/trunk/src/site/xdoc/changes.xml
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/site/xdoc/changes.xml?rev=904112&r1=904111&r2=904112&view=diff
==============================================================================
--- commons/proper/math/trunk/src/site/xdoc/changes.xml (original)
+++ commons/proper/math/trunk/src/site/xdoc/changes.xml Thu Jan 28 15:01:55 2010
@@ -39,6 +39,11 @@
</properties>
<body>
<release version="2.1" date="TBD" description="TBD">
+ <action dev="luc" type="fix" issue="MATH-338" due-to="Vincent Morand">
+ Fixed automatic step initialization in embedded Runge-Kutta
integrators.
+ The relative tolerance setting was never used, only the absolute
tolerance
+ was used.
+ </action>
<action dev="psteitz" type="fix" issue="MATH-329">
Fixed regression in Frequency.getPct(Object) introduced in 2.0.
Cumulative
percent was being returned for Object arguments in place of percent.
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegratorTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegratorTest.java?rev=904112&r1=904111&r2=904112&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegratorTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegratorTest.java
Thu Jan 28 15:01:55 2010
@@ -145,9 +145,9 @@
integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
pb.getFinalTime(), new double[pb.getDimension()]);
if (nSteps < 4) {
- assertTrue(integ.getEvaluations() > 150);
+ assertTrue(integ.getEvaluations() > 140);
} else {
- assertTrue(integ.getEvaluations() < 100);
+ assertTrue(integ.getEvaluations() < 90);
}
}
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/DormandPrince853IntegratorTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/DormandPrince853IntegratorTest.java?rev=904112&r1=904111&r2=904112&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/DormandPrince853IntegratorTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/DormandPrince853IntegratorTest.java
Thu Jan 28 15:01:55 2010
@@ -147,8 +147,8 @@
integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
pb.getFinalTime(), new double[pb.getDimension()]);
- assertTrue(handler.getLastError() < 8.0e-8);
- assertTrue(handler.getMaximalValueError() < 2.0e-7);
+ assertTrue(handler.getLastError() < 8.1e-8);
+ assertTrue(handler.getMaximalValueError() < 1.1e-7);
assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
assertEquals("Dormand-Prince 8 (5, 3)", integ.getName());
}
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/HighamHall54IntegratorTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/HighamHall54IntegratorTest.java?rev=904112&r1=904111&r2=904112&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/HighamHall54IntegratorTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/HighamHall54IntegratorTest.java
Thu Jan 28 15:01:55 2010
@@ -387,7 +387,7 @@
maxError = error;
}
if (isLast) {
- assertTrue(maxError < 4e-11);
+ assertTrue(maxError < 4.2e-11);
assertTrue(nbSteps < 670);
}
}
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/HighamHall54StepInterpolatorTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/HighamHall54StepInterpolatorTest.java?rev=904112&r1=904111&r2=904112&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/HighamHall54StepInterpolatorTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math/ode/nonstiff/HighamHall54StepInterpolatorTest.java
Thu Jan 28 15:01:55 2010
@@ -49,7 +49,7 @@
HighamHall54Integrator integ = new HighamHall54Integrator(minStep, maxStep,
scalAbsoluteTolerance,
scalRelativeTolerance);
- StepInterpolatorTestUtils.checkDerivativesConsistency(integ, pb, 1.0e-10);
+ StepInterpolatorTestUtils.checkDerivativesConsistency(integ, pb, 1.1e-10);
}
@Test
