Repository: commons-math Updated Branches: refs/heads/field-ode b5fd9b58d -> 89e621968
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 Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/89e62196 Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/89e62196 Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/89e62196 Branch: refs/heads/field-ode Commit: 89e621968901b94c97102a330a0e29f25d5d83a7 Parents: b5fd9b5 Author: Luc Maisonobe <l...@apache.org> Authored: Wed Nov 11 21:30:48 2015 +0100 Committer: Luc Maisonobe <l...@apache.org> Committed: Wed Nov 11 21:30:48 2015 +0100 ---------------------------------------------------------------------- .../commons/math3/ode/FieldEquationsMapper.java | 89 +++++++ .../commons/math3/ode/FieldExpandableODE.java | 241 +++++++++++++++++++ 2 files changed, 330 insertions(+) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-math/blob/89e62196/src/main/java/org/apache/commons/math3/ode/FieldEquationsMapper.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math3/ode/FieldEquationsMapper.java b/src/main/java/org/apache/commons/math3/ode/FieldEquationsMapper.java new file mode 100644 index 0000000..1417a9f --- /dev/null +++ b/src/main/java/org/apache/commons/math3/ode/FieldEquationsMapper.java @@ -0,0 +1,89 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.math3.ode; + +import java.io.Serializable; + +import org.apache.commons.math3.RealFieldElement; +import org.apache.commons.math3.util.MathArrays; + +/** + * Class mapping the part of a complete state or derivative that pertains + * to a specific differential equation. + * <p> + * Instances of this class are guaranteed to be immutable. + * </p> + * @see FieldSecondaryEquations + * @param <T> the type of the field elements + * @since 3.6 + */ +class FieldEquationsMapper<T extends RealFieldElement<T>> implements Serializable { + + /** Serializable UID. */ + private static final long serialVersionUID = 20151111L; + + /** Index of the first equation element in complete state arrays. */ + private final int firstIndex; + + /** Dimension of the secondary state parameters. */ + private final int dimension; + + /** simple constructor. + * @param firstIndex index of the first equation element in complete state arrays + * @param dimension dimension of the secondary state parameters + */ + FieldEquationsMapper(final int firstIndex, final int dimension) { + this.firstIndex = firstIndex; + this.dimension = dimension; + } + + /** Get the index of the first equation element in complete state arrays. + * @return index of the first equation element in complete state arrays + */ + public int getFirstIndex() { + return firstIndex; + } + + /** Get the dimension of the secondary state parameters. + * @return dimension of the secondary state parameters + */ + public int getDimension() { + return dimension; + } + + /** Extract equation data from a complete state or derivative array. + * @param complete complete state or derivative array from which + * equation data should be retrieved + * @return equation data + */ + public T[] extractEquationData(T[] complete) { + final T[] equationData = MathArrays.buildArray(complete[0].getField(), dimension); + System.arraycopy(complete, firstIndex, equationData, 0, dimension); + return equationData; + } + + /** Insert equation data into a complete state or derivative array. + * @param equationData equation data to be inserted into the complete array + * @param complete placeholder where to put equation data (only the + * part corresponding to the equation will be overwritten) + */ + public void insertEquationData(T[] equationData, T[] complete) { + System.arraycopy(equationData, 0, complete, firstIndex, dimension); + } + +} http://git-wip-us.apache.org/repos/asf/commons-math/blob/89e62196/src/main/java/org/apache/commons/math3/ode/FieldExpandableODE.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math3/ode/FieldExpandableODE.java b/src/main/java/org/apache/commons/math3/ode/FieldExpandableODE.java new file mode 100644 index 0000000..494bfd3 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/ode/FieldExpandableODE.java @@ -0,0 +1,241 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ +package org.apache.commons.math3.ode; + +import java.lang.reflect.Array; +import java.util.ArrayList; +import java.util.List; + +import org.apache.commons.math3.RealFieldElement; +import org.apache.commons.math3.exception.DimensionMismatchException; +import org.apache.commons.math3.exception.MaxCountExceededException; +import org.apache.commons.math3.util.MathArrays; + + +/** + * This class represents a combined set of first order differential equations, + * with at least a primary set of equations expandable by some sets of secondary + * equations. + * <p> + * One typical use case is the computation of the Jacobian matrix for some ODE. + * In this case, the primary set of equations corresponds to the raw ODE, and we + * add to this set another bunch of secondary equations which represent the Jacobian + * matrix of the primary set. + * </p> + * <p> + * We want the integrator to use <em>only</em> the primary set to estimate the + * errors and hence the step sizes. It should <em>not</em> use the secondary + * equations in this computation. The {@link FieldFirstOrderIntegrator integrator} will + * be able to know where the primary set ends and so where the secondary sets begin. + * </p> + * + * @see FieldFirstOrderDifferentialEquations + * @see FieldSecondaryEquations + * + * @param <T> the type of the field elements + * @since 3.6 + */ + +public class FieldExpandableODE<T extends RealFieldElement<T>> { + + /** Total dimension. */ + private int dimension; + + /** Primary differential equation. */ + private final FieldFirstOrderDifferentialEquations<T> primary; + + /** Mapper for primary equation. */ + private final FieldEquationsMapper<T> primaryMapper; + + /** Components of the expandable ODE. */ + private List<FieldSecondaryComponent<T>> components; + + /** Build an expandable set from its primary ODE set. + * @param primary the primary set of differential equations to be integrated. + */ + public FieldExpandableODE(final FieldFirstOrderDifferentialEquations<T> primary) { + this.dimension = primary.getDimension(); + this.primary = primary; + this.primaryMapper = new FieldEquationsMapper<T>(0, primary.getDimension()); + this.components = new ArrayList<FieldExpandableODE.FieldSecondaryComponent<T>>(); + } + + /** Get the primary set of differential equations. + * @return primary set of differential equations + */ + public FieldFirstOrderDifferentialEquations<T> getPrimary() { + return primary; + } + + /** Return the dimension of the complete set of equations. + * <p> + * The complete set of equations correspond to the primary set plus all secondary sets. + * </p> + * @return dimension of the complete set of equations + */ + public int getTotalDimension() { + return dimension; + } + + /** Add a set of secondary equations to be integrated along with the primary set. + * @param secondary secondary equations set + * @return index of the secondary equation in the expanded state, to be used + * as the parameter to {@link FieldODEState#getSecondaryState(int)} and + * {@link FieldODEStateAndDerivative#getSecondaryDerivative(int)} + */ + public int addSecondaryEquations(final FieldSecondaryEquations<T> secondary) { + + final int firstIndex; + if (components.isEmpty()) { + // lazy creation of the components list + components = new ArrayList<FieldExpandableODE.FieldSecondaryComponent<T>>(); + firstIndex = primary.getDimension(); + } else { + final FieldSecondaryComponent<T> last = components.get(components.size() - 1); + firstIndex = last.mapper.getFirstIndex() + last.mapper.getDimension(); + } + + final FieldSecondaryComponent<T> component = new FieldSecondaryComponent<T>(secondary, firstIndex); + components.add(component); + + // update total dimension + dimension = component.mapper.getFirstIndex() + component.mapper.getDimension(); + + return components.size() - 1; + + } + + /** Map a state to a complete flat array. + * @param state state to map + * @return flat array containing the mapped state + */ + public T[] mapState(final FieldODEState<T> state) { + final T[] y = MathArrays.buildArray(state.getTime().getField(), getTotalDimension()); + primaryMapper.insertEquationData(state.getState(), y); + for (int i = 0; i < components.size(); ++i) { + components.get(i).mapper.insertEquationData(state.getSecondaryState(i), y); + } + return y; + } + + /** Map a state derivative to a complete flat array. + * @param state state to map + * @return flat array containing the mapped state derivative + */ + public T[] mapDerivative(final FieldODEStateAndDerivative<T> state) { + final T[] yDot = MathArrays.buildArray(state.getTime().getField(), getTotalDimension()); + primaryMapper.insertEquationData(state.getDerivative(), yDot); + for (int i = 0; i < components.size(); ++i) { + components.get(i).mapper.insertEquationData(state.getSecondaryDerivative(i), yDot); + } + return yDot; + } + + /** Map a flat array to a state. + * @param t time + * @param y array to map + * @return mapped state + */ + public FieldODEState<T> mapState(final T t, final T[] y) { + final T[] state = primaryMapper.extractEquationData(y); + if (components.isEmpty()) { + return new FieldODEState<T>(t, state); + } else { + @SuppressWarnings("unchecked") + final T[][] secondaryState = (T[][]) Array.newInstance(t.getField().getRuntimeClass(), components.size()); + for (int i = 0; i < components.size(); ++i) { + secondaryState[i] = components.get(i).mapper.extractEquationData(y); + } + return new FieldODEState<T>(t, state, secondaryState); + } + } + + /** Map flat arrays to a state and derivative. + * @param t time + * @param y state array to map + * @param yDot state derivative array to map + * @return mapped state + */ + public FieldODEStateAndDerivative<T> mapStateAndDerivative(final T t, final T[] y, final T[] yDot) { + final T[] state = primaryMapper.extractEquationData(y); + final T[] derivative = primaryMapper.extractEquationData(yDot); + if (components.isEmpty()) { + return new FieldODEStateAndDerivative<T>(t, state, derivative); + } else { + @SuppressWarnings("unchecked") + final T[][] secondaryState = (T[][]) Array.newInstance(t.getField().getRuntimeClass(), components.size()); + @SuppressWarnings("unchecked") + final T[][] secondaryDerivative = (T[][]) Array.newInstance(t.getField().getRuntimeClass(), components.size()); + for (int i = 0; i < components.size(); ++i) { + secondaryState[i] = components.get(i).mapper.extractEquationData(y); + secondaryDerivative[i] = components.get(i).mapper.extractEquationData(yDot); + } + return new FieldODEStateAndDerivative<T>(t, state, derivative, secondaryState, secondaryDerivative); + } + } + + /** Get the current time derivative of the complete state vector. + * @param t current value of the independent <I>time</I> variable + * @param y array containing the current value of the complete state vector + * @return time derivative of the complete state vector + * @exception MaxCountExceededException if the number of functions evaluations is exceeded + * @exception DimensionMismatchException if arrays dimensions do not match equations settings + */ + public T[] computeDerivatives(final T t, final T[] y) + throws MaxCountExceededException, DimensionMismatchException { + + final T[] yDot = MathArrays.buildArray(t.getField(), getTotalDimension()); + + // compute derivatives of the primary equations + final T[] primaryState = primaryMapper.extractEquationData(y); + final T[] primaryStateDot = primary.computeDerivatives(t, primaryState); + primaryMapper.insertEquationData(primaryStateDot, yDot); + + // Add contribution for secondary equations + for (final FieldSecondaryComponent<T> component : components) { + final T[] componentState = component.mapper.extractEquationData(y); + final T[] componentStateDot = component.equation.computeDerivatives(t, primaryState, primaryStateDot, componentState); + component.mapper.insertEquationData(componentStateDot, yDot); + } + + return yDot; + + } + + /** Components of the compound ODE. + * @param <S> the type of the field elements + */ + private static class FieldSecondaryComponent<S extends RealFieldElement<S>> { + + /** Secondary differential equation. */ + private final FieldSecondaryEquations<S> equation; + + /** Mapper between local and complete arrays. */ + private final FieldEquationsMapper<S> mapper; + + /** Simple constructor. + * @param equation secondary differential equation + * @param firstIndex index to use for the first element in the complete arrays + */ + FieldSecondaryComponent(final FieldSecondaryEquations<S> equation, final int firstIndex) { + this.equation = equation; + this.mapper = new FieldEquationsMapper<S>(firstIndex, equation.getDimension()); + } + + } + +}
