Repository: commons-math Updated Branches: refs/heads/field-ode 7f9e71e30 -> dfdaea279
Factor test code. Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/f3ed53f7 Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/f3ed53f7 Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/f3ed53f7 Branch: refs/heads/field-ode Commit: f3ed53f772659f4bf5d7485efbd1bfdf55a4b19b Parents: 7f9e71e Author: Luc Maisonobe <l...@apache.org> Authored: Thu Dec 3 14:19:56 2015 +0100 Committer: Luc Maisonobe <l...@apache.org> Committed: Thu Dec 3 14:20:22 2015 +0100 ---------------------------------------------------------------------- .../AbstractRungeKuttaFieldIntegratorTest.java | 510 +++++++++++++++++++ .../ClassicalRungeKuttaFieldIntegratorTest.java | 468 +++-------------- .../ode/nonstiff/EulerFieldIntegratorTest.java | 226 ++------ .../ode/nonstiff/GillFieldIntegratorTest.java | 306 ++--------- 4 files changed, 660 insertions(+), 850 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-math/blob/f3ed53f7/src/test/java/org/apache/commons/math3/ode/nonstiff/AbstractRungeKuttaFieldIntegratorTest.java ---------------------------------------------------------------------- diff --git a/src/test/java/org/apache/commons/math3/ode/nonstiff/AbstractRungeKuttaFieldIntegratorTest.java b/src/test/java/org/apache/commons/math3/ode/nonstiff/AbstractRungeKuttaFieldIntegratorTest.java new file mode 100644 index 0000000..a97a32d --- /dev/null +++ b/src/test/java/org/apache/commons/math3/ode/nonstiff/AbstractRungeKuttaFieldIntegratorTest.java @@ -0,0 +1,510 @@ +/* + * 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.nonstiff; + + +import java.lang.reflect.Array; + +import org.apache.commons.math3.Field; +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.exception.NoBracketingException; +import org.apache.commons.math3.exception.NumberIsTooSmallException; +import org.apache.commons.math3.ode.FieldExpandableODE; +import org.apache.commons.math3.ode.FieldFirstOrderDifferentialEquations; +import org.apache.commons.math3.ode.FieldODEState; +import org.apache.commons.math3.ode.FieldODEStateAndDerivative; +import org.apache.commons.math3.ode.TestFieldProblem1; +import org.apache.commons.math3.ode.TestFieldProblem2; +import org.apache.commons.math3.ode.TestFieldProblem3; +import org.apache.commons.math3.ode.TestFieldProblem4; +import org.apache.commons.math3.ode.TestFieldProblem5; +import org.apache.commons.math3.ode.TestFieldProblem6; +import org.apache.commons.math3.ode.TestFieldProblemAbstract; +import org.apache.commons.math3.ode.TestFieldProblemHandler; +import org.apache.commons.math3.ode.events.Action; +import org.apache.commons.math3.ode.events.FieldEventHandler; +import org.apache.commons.math3.ode.sampling.FieldStepHandler; +import org.apache.commons.math3.ode.sampling.FieldStepInterpolator; +import org.apache.commons.math3.util.FastMath; +import org.apache.commons.math3.util.MathArrays; +import org.junit.Assert; +import org.junit.Test; + +public abstract class AbstractRungeKuttaFieldIntegratorTest { + + protected abstract <T extends RealFieldElement<T>> RungeKuttaFieldIntegrator<T> + createIntegrator(Field<T> field, T step); + + @Test + public abstract void testNonFieldIntegratorConsistency(); + + protected <T extends RealFieldElement<T>> void doTestNonFieldIntegratorConsistency(final Field<T> field) { + try { + + // get the Butcher arrays from the field integrator + RungeKuttaFieldIntegrator<T> fieldIntegrator = createIntegrator(field, field.getZero().add(1)); + T[][] fieldA = fieldIntegrator.getA(); + T[] fieldB = fieldIntegrator.getB(); + T[] fieldC = fieldIntegrator.getC(); + + String fieldName = fieldIntegrator.getClass().getName(); + String regularName = fieldName.replaceAll("Field", ""); + + // get the Butcher arrays from the regular integrator + @SuppressWarnings("unchecked") + Class<RungeKuttaIntegrator> c = (Class<RungeKuttaIntegrator>) Class.forName(regularName); + java.lang.reflect.Field jlrFieldA = c.getDeclaredField("STATIC_A"); + jlrFieldA.setAccessible(true); + double[][] regularA = (double[][]) jlrFieldA.get(null); + java.lang.reflect.Field jlrFieldB = c.getDeclaredField("STATIC_B"); + jlrFieldB.setAccessible(true); + double[] regularB = (double[]) jlrFieldB.get(null); + java.lang.reflect.Field jlrFieldC = c.getDeclaredField("STATIC_C"); + jlrFieldC.setAccessible(true); + double[] regularC = (double[]) jlrFieldC.get(null); + + Assert.assertEquals(regularA.length, fieldA.length); + for (int i = 0; i < regularA.length; ++i) { + checkArray(regularA[i], fieldA[i]); + } + checkArray(regularB, fieldB); + checkArray(regularC, fieldC); + + } catch (ClassNotFoundException cnfe) { + Assert.fail(cnfe.getLocalizedMessage()); + } catch (IllegalAccessException iae) { + Assert.fail(iae.getLocalizedMessage()); + } catch (IllegalArgumentException iae) { + Assert.fail(iae.getLocalizedMessage()); + } catch (SecurityException se) { + Assert.fail(se.getLocalizedMessage()); + } catch (NoSuchFieldException nsfe) { + Assert.fail(nsfe.getLocalizedMessage()); + } + } + + private <T extends RealFieldElement<T>> void checkArray(double[] regularArray, T[] fieldArray) { + Assert.assertEquals(regularArray.length, fieldArray.length); + for (int i = 0; i < regularArray.length; ++i) { + if (regularArray[i] == 0) { + Assert.assertTrue(0.0 == fieldArray[i].getReal()); + } else { + Assert.assertEquals(regularArray[i], fieldArray[i].getReal(), FastMath.ulp(regularArray[i])); + } + } + } + + @Test + public abstract void testMissedEndEvent(); + + protected <T extends RealFieldElement<T>> void doTestMissedEndEvent(final Field<T> field, + final double epsilonT, final double epsilonY) + throws DimensionMismatchException, NumberIsTooSmallException, + MaxCountExceededException, NoBracketingException { + final T t0 = field.getZero().add(1878250320.0000029); + final T tEvent = field.getZero().add(1878250379.9999986); + final T[] k = MathArrays.buildArray(field, 3); + k[0] = field.getZero().add(1.0e-4); + k[1] = field.getZero().add(1.0e-5); + k[2] = field.getZero().add(1.0e-6); + FieldFirstOrderDifferentialEquations<T> ode = new FieldFirstOrderDifferentialEquations<T>() { + + public int getDimension() { + return k.length; + } + + public void init(T t0, T[] y0, T t) { + } + + public T[] computeDerivatives(T t, T[] y) { + T[] yDot = MathArrays.buildArray(field, k.length); + for (int i = 0; i < y.length; ++i) { + yDot[i] = k[i].multiply(y[i]); + } + return yDot; + } + }; + + RungeKuttaFieldIntegrator<T> integrator = createIntegrator(field, field.getZero().add(60.0)); + + T[] y0 = MathArrays.buildArray(field, k.length); + for (int i = 0; i < y0.length; ++i) { + y0[i] = field.getOne().add(i); + } + + FieldODEStateAndDerivative<T> result = integrator.integrate(new FieldExpandableODE<T>(ode), + new FieldODEState<T>(t0, y0), + tEvent); + Assert.assertEquals(tEvent.getReal(), result.getTime().getReal(), epsilonT); + T[] y = result.getState(); + for (int i = 0; i < y.length; ++i) { + Assert.assertEquals(y0[i].multiply(k[i].multiply(result.getTime().subtract(t0)).exp()).getReal(), + y[i].getReal(), + epsilonY); + } + + integrator.addEventHandler(new FieldEventHandler<T>() { + + public void init(FieldODEStateAndDerivative<T> state0, T t) { + } + + public FieldODEState<T> resetState(FieldODEStateAndDerivative<T> state) { + return state; + } + + public T g(FieldODEStateAndDerivative<T> state) { + return state.getTime().subtract(tEvent); + } + + public Action eventOccurred(FieldODEStateAndDerivative<T> state, boolean increasing) { + Assert.assertEquals(tEvent.getReal(), state.getTime().getReal(), epsilonT); + return Action.CONTINUE; + } + }, Double.POSITIVE_INFINITY, 1.0e-20, 100); + result = integrator.integrate(new FieldExpandableODE<T>(ode), + new FieldODEState<T>(t0, y0), + tEvent.add(120)); + Assert.assertEquals(tEvent.add(120).getReal(), result.getTime().getReal(), epsilonT); + y = result.getState(); + for (int i = 0; i < y.length; ++i) { + Assert.assertEquals(y0[i].multiply(k[i].multiply(result.getTime().subtract(t0)).exp()).getReal(), + y[i].getReal(), + epsilonY); + } + + } + + @Test + public abstract void testSanityChecks(); + + protected <T extends RealFieldElement<T>> void doTestSanityChecks(Field<T> field) + throws DimensionMismatchException, NumberIsTooSmallException, + MaxCountExceededException, NoBracketingException { + RungeKuttaFieldIntegrator<T> integrator = createIntegrator(field, field.getZero().add(0.01)); + try { + TestFieldProblem1<T> pb = new TestFieldProblem1<T>(field); + integrator.integrate(new FieldExpandableODE<>(pb), + new FieldODEState<T>(field.getZero(), MathArrays.buildArray(field, pb.getDimension() + 10)), + field.getOne()); + Assert.fail("an exception should have been thrown"); + } catch(DimensionMismatchException ie) { + } + try { + TestFieldProblem1<T> pb = new TestFieldProblem1<T>(field); + integrator.integrate(new FieldExpandableODE<>(pb), + new FieldODEState<T>(field.getZero(), MathArrays.buildArray(field, pb.getDimension())), + field.getZero()); + Assert.fail("an exception should have been thrown"); + } catch(NumberIsTooSmallException ie) { + } + } + + @Test + public abstract void testDecreasingSteps(); + + protected <T extends RealFieldElement<T>> void doTestDecreasingSteps(Field<T> field, + final double safetyValueFactor, + final double safetyTimeFactor, + final double epsilonT) + throws DimensionMismatchException, NumberIsTooSmallException, + MaxCountExceededException, NoBracketingException { + + @SuppressWarnings("unchecked") + TestFieldProblemAbstract<T>[] allProblems = + (TestFieldProblemAbstract<T>[]) Array.newInstance(TestFieldProblemAbstract.class, 6); + allProblems[0] = new TestFieldProblem1<T>(field); + allProblems[1] = new TestFieldProblem2<T>(field); + allProblems[2] = new TestFieldProblem3<T>(field); + allProblems[3] = new TestFieldProblem4<T>(field); + allProblems[4] = new TestFieldProblem5<T>(field); + allProblems[5] = new TestFieldProblem6<T>(field); + for (TestFieldProblemAbstract<T> pb : allProblems) { + + T previousValueError = null; + T previousTimeError = null; + for (int i = 4; i < 10; ++i) { + + T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(FastMath.pow(2.0, -i)); + + RungeKuttaFieldIntegrator<T> integ = createIntegrator(field, step); + TestFieldProblemHandler<T> handler = new TestFieldProblemHandler<T>(pb, integ); + integ.addStepHandler(handler); + FieldEventHandler<T>[] functions = pb.getEventsHandlers(); + for (int l = 0; l < functions.length; ++l) { + integ.addEventHandler(functions[l], + Double.POSITIVE_INFINITY, 1.0e-6 * step.getReal(), 1000); + } + Assert.assertEquals(functions.length, integ.getEventHandlers().size()); + FieldODEStateAndDerivative<T> stop = integ.integrate(new FieldExpandableODE<T>(pb), + pb.getInitialState(), + pb.getFinalTime()); + if (functions.length == 0) { + Assert.assertEquals(pb.getFinalTime().getReal(), stop.getTime().getReal(), epsilonT); + } + + T error = handler.getMaximalValueError(); + if (i > 4) { + Assert.assertTrue(error.subtract(previousValueError.abs().multiply(safetyValueFactor)).getReal() < 0); + } + previousValueError = error; + + T timeError = handler.getMaximalTimeError(); + if (i > 4) { + Assert.assertTrue(timeError.subtract(previousTimeError.abs().multiply(safetyTimeFactor)).getReal() <= 0); + } + previousTimeError = timeError; + + integ.clearEventHandlers(); + Assert.assertEquals(0, integ.getEventHandlers().size()); + } + + } + + } + + @Test + public abstract void testSmallStep(); + + protected <T extends RealFieldElement<T>> void doTestSmallStep(Field<T> field, + final double espilonLast, + final double epsilonMaxValue, + final double epsilonMaxTime, + final String name) + throws DimensionMismatchException, NumberIsTooSmallException, + MaxCountExceededException, NoBracketingException { + + TestFieldProblem1<T> pb = new TestFieldProblem1<T>(field); + T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(0.001); + + RungeKuttaFieldIntegrator<T> integ = createIntegrator(field, step); + TestFieldProblemHandler<T> handler = new TestFieldProblemHandler<T>(pb, integ); + integ.addStepHandler(handler); + integ.integrate(new FieldExpandableODE<T>(pb), pb.getInitialState(), pb.getFinalTime()); + + Assert.assertEquals(0, handler.getLastError().getReal(), espilonLast); + Assert.assertEquals(0, handler.getMaximalValueError().getReal(), epsilonMaxValue); + Assert.assertEquals(0, handler.getMaximalTimeError().getReal(), epsilonMaxTime); + Assert.assertEquals(name, integ.getName()); + + } + + @Test + public abstract void testBigStep(); + + protected <T extends RealFieldElement<T>> void doTestBigStep(Field<T> field, + final double belowLast, + final double belowMaxValue, + final double epsilonMaxTime, + final String name) + throws DimensionMismatchException, NumberIsTooSmallException, + MaxCountExceededException, NoBracketingException { + + TestFieldProblem1<T> pb = new TestFieldProblem1<T>(field); + T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(0.2); + + RungeKuttaFieldIntegrator<T> integ = createIntegrator(field, step); + TestFieldProblemHandler<T> handler = new TestFieldProblemHandler<T>(pb, integ); + integ.addStepHandler(handler); + integ.integrate(new FieldExpandableODE<T>(pb), pb.getInitialState(), pb.getFinalTime()); + + Assert.assertTrue(handler.getLastError().getReal() > belowLast); + Assert.assertTrue(handler.getMaximalValueError().getReal() > belowMaxValue); + Assert.assertEquals(0, handler.getMaximalTimeError().getReal(), epsilonMaxTime); + Assert.assertEquals(name, integ.getName()); + + } + + @Test + public abstract void testBackward(); + + protected <T extends RealFieldElement<T>> void doTestBackward(Field<T> field, + final double espilonLast, + final double epsilonMaxValue, + final double epsilonMaxTime, + final String name) + throws DimensionMismatchException, NumberIsTooSmallException, + MaxCountExceededException, NoBracketingException { + + TestFieldProblem5<T> pb = new TestFieldProblem5<T>(field); + T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(0.001).abs(); + + RungeKuttaFieldIntegrator<T> integ = createIntegrator(field, step); + TestFieldProblemHandler<T> handler = new TestFieldProblemHandler<T>(pb, integ); + integ.addStepHandler(handler); + integ.integrate(new FieldExpandableODE<>(pb), pb.getInitialState(), pb.getFinalTime()); + + Assert.assertEquals(0, handler.getLastError().getReal(), espilonLast); + Assert.assertEquals(0, handler.getMaximalValueError().getReal(), epsilonMaxValue); + Assert.assertEquals(0, handler.getMaximalTimeError().getReal(), epsilonMaxTime); + Assert.assertEquals(name, integ.getName()); + + } + + @Test + public abstract void testKepler(); + + protected <T extends RealFieldElement<T>> void doTestKepler(Field<T> field, double expectedMaxError, double epsilon) + throws DimensionMismatchException, NumberIsTooSmallException, + MaxCountExceededException, NoBracketingException { + + final TestFieldProblem3<T> pb = new TestFieldProblem3<T>(field, field.getZero().add(0.9)); + T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(0.0003); + + RungeKuttaFieldIntegrator<T> integ = createIntegrator(field, step); + integ.addStepHandler(new KeplerHandler<T>(pb, expectedMaxError, epsilon)); + integ.integrate(new FieldExpandableODE<>(pb), pb.getInitialState(), pb.getFinalTime()); + } + + private static class KeplerHandler<T extends RealFieldElement<T>> implements FieldStepHandler<T> { + private T maxError; + private final TestFieldProblem3<T> pb; + private final double expectedMaxError; + private final double epsilon; + public KeplerHandler(TestFieldProblem3<T> pb, double expectedMaxError, double epsilon) { + this.pb = pb; + this.expectedMaxError = expectedMaxError; + this.epsilon = epsilon; + maxError = pb.getField().getZero(); + } + public void init(FieldODEStateAndDerivative<T> state0, T t) { + maxError = pb.getField().getZero(); + } + public void handleStep(FieldStepInterpolator<T> interpolator, boolean isLast) + throws MaxCountExceededException { + + FieldODEStateAndDerivative<T> current = interpolator.getCurrentState(); + T[] theoreticalY = pb.computeTheoreticalState(current.getTime()); + T dx = current.getState()[0].subtract(theoreticalY[0]); + T dy = current.getState()[1].subtract(theoreticalY[1]); + T error = dx.multiply(dx).add(dy.multiply(dy)); + if (error.subtract(maxError).getReal() > 0) { + maxError = error; + } + if (isLast) { + Assert.assertEquals(expectedMaxError, maxError.getReal(), epsilon); + } + } + } + + @Test + public abstract void testStepSize(); + + protected <T extends RealFieldElement<T>> void doTestStepSize(final Field<T> field, final double epsilon) + throws DimensionMismatchException, NumberIsTooSmallException, + MaxCountExceededException, NoBracketingException { + final T step = field.getZero().add(1.23456); + RungeKuttaFieldIntegrator<T> integ = createIntegrator(field, step); + integ.addStepHandler(new FieldStepHandler<T>() { + public void handleStep(FieldStepInterpolator<T> interpolator, boolean isLast) { + if (! isLast) { + Assert.assertEquals(step.getReal(), + interpolator.getCurrentState().getTime().subtract(interpolator.getPreviousState().getTime()).getReal(), + epsilon); + } + } + public void init(FieldODEStateAndDerivative<T> s0, T t) { + } + }); + integ.integrate(new FieldExpandableODE<T>(new FieldFirstOrderDifferentialEquations<T>() { + public void init(T t0, T[] y0, T t) { + } + public T[] computeDerivatives(T t, T[] y) { + T[] dot = MathArrays.buildArray(t.getField(), 1); + dot[0] = t.getField().getOne(); + return dot; + } + public int getDimension() { + return 1; + } + }), new FieldODEState<T>(field.getZero(), MathArrays.buildArray(field, 1)), field.getZero().add(5.0)); + } + + @Test + public abstract void testSingleStep(); + + protected <T extends RealFieldElement<T>> void doTestSingleStep(final Field<T> field, final double epsilon) { + + final TestFieldProblem3<T> pb = new TestFieldProblem3<T>(field, field.getZero().add(0.9)); + T h = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(0.0003); + + RungeKuttaFieldIntegrator<T> integ = createIntegrator(field, field.getZero().add(Double.NaN)); + T t = pb.getInitialState().getTime(); + T[] y = pb.getInitialState().getState(); + for (int i = 0; i < 100; ++i) { + y = integ.singleStep(pb, t, y, t.add(h)); + t = t.add(h); + } + T[] yth = pb.computeTheoreticalState(t); + T dx = y[0].subtract(yth[0]); + T dy = y[1].subtract(yth[1]); + T error = dx.multiply(dx).add(dy.multiply(dy)); + Assert.assertEquals(0.0, error.getReal(), epsilon); + } + + @Test + public abstract void testTooLargeFirstStep(); + + protected <T extends RealFieldElement<T>> void doTestTooLargeFirstStep(final Field<T> field) { + + RungeKuttaFieldIntegrator<T> integ = createIntegrator(field, field.getZero().add(0.5)); + final T t0 = field.getZero(); + final T[] y0 = MathArrays.buildArray(field, 1); + y0[0] = field.getOne(); + final T t = field.getZero().add(0.001); + FieldFirstOrderDifferentialEquations<T> equations = new FieldFirstOrderDifferentialEquations<T>() { + + public int getDimension() { + return 1; + } + + public void init(T t0, T[] y0, T t) { + } + + public T[] computeDerivatives(T t, T[] y) { + Assert.assertTrue(t.getReal() >= FastMath.nextAfter(t0.getReal(), Double.NEGATIVE_INFINITY)); + Assert.assertTrue(t.getReal() <= FastMath.nextAfter(t.getReal(), Double.POSITIVE_INFINITY)); + T[] yDot = MathArrays.buildArray(field, 1); + yDot[0] = y[0].multiply(-100.0); + return yDot; + } + + }; + + integ.integrate(new FieldExpandableODE<>(equations), new FieldODEState<T>(t0, y0), t); + + } + + @Test + public abstract void testUnstableDerivative(); + + protected <T extends RealFieldElement<T>> void doTestUnstableDerivative(Field<T> field, double epsilon) { + final StepFieldProblem<T> stepProblem = new StepFieldProblem<T>(field, + field.getZero().add(0.0), + field.getZero().add(1.0), + field.getZero().add(2.0)); + RungeKuttaFieldIntegrator<T> integ = createIntegrator(field, field.getZero().add(0.3)); + integ.addEventHandler(stepProblem, 1.0, 1.0e-12, 1000); + FieldODEStateAndDerivative<T> result = integ.integrate(new FieldExpandableODE<>(stepProblem), + new FieldODEState<>(field.getZero(), MathArrays.buildArray(field, 1)), + field.getZero().add(10.0)); + Assert.assertEquals(8.0, result.getState()[0].getReal(), epsilon); + } + +} http://git-wip-us.apache.org/repos/asf/commons-math/blob/f3ed53f7/src/test/java/org/apache/commons/math3/ode/nonstiff/ClassicalRungeKuttaFieldIntegratorTest.java ---------------------------------------------------------------------- diff --git a/src/test/java/org/apache/commons/math3/ode/nonstiff/ClassicalRungeKuttaFieldIntegratorTest.java b/src/test/java/org/apache/commons/math3/ode/nonstiff/ClassicalRungeKuttaFieldIntegratorTest.java index 7d93a29..1ed3766 100644 --- a/src/test/java/org/apache/commons/math3/ode/nonstiff/ClassicalRungeKuttaFieldIntegratorTest.java +++ b/src/test/java/org/apache/commons/math3/ode/nonstiff/ClassicalRungeKuttaFieldIntegratorTest.java @@ -18,411 +18,77 @@ package org.apache.commons.math3.ode.nonstiff; -import java.lang.reflect.Array; - import org.apache.commons.math3.Field; 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.exception.NoBracketingException; -import org.apache.commons.math3.exception.NumberIsTooSmallException; -import org.apache.commons.math3.ode.FieldExpandableODE; -import org.apache.commons.math3.ode.FieldFirstOrderDifferentialEquations; -import org.apache.commons.math3.ode.FieldFirstOrderIntegrator; -import org.apache.commons.math3.ode.FieldODEState; -import org.apache.commons.math3.ode.FieldODEStateAndDerivative; -import org.apache.commons.math3.ode.TestFieldProblem1; -import org.apache.commons.math3.ode.TestFieldProblem2; -import org.apache.commons.math3.ode.TestFieldProblem3; -import org.apache.commons.math3.ode.TestFieldProblem4; -import org.apache.commons.math3.ode.TestFieldProblem5; -import org.apache.commons.math3.ode.TestFieldProblem6; -import org.apache.commons.math3.ode.TestFieldProblemAbstract; -import org.apache.commons.math3.ode.TestFieldProblemHandler; -import org.apache.commons.math3.ode.events.Action; -import org.apache.commons.math3.ode.events.FieldEventHandler; -import org.apache.commons.math3.ode.sampling.FieldStepHandler; -import org.apache.commons.math3.ode.sampling.FieldStepInterpolator; import org.apache.commons.math3.util.Decimal64Field; -import org.apache.commons.math3.util.FastMath; -import org.apache.commons.math3.util.MathArrays; -import org.junit.Assert; import org.junit.Test; -public class ClassicalRungeKuttaFieldIntegratorTest { - - @Test - public void testMissedEndEvent() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestMissedEndEvent(Decimal64Field.getInstance()); - } - - private <T extends RealFieldElement<T>>void doTestMissedEndEvent(final Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - final T t0 = field.getZero().add(1878250320.0000029); - final T tEvent = field.getZero().add(1878250379.9999986); - final T[] k = MathArrays.buildArray(field, 3); - k[0] = field.getZero().add(1.0e-4); - k[1] = field.getZero().add(1.0e-5); - k[2] = field.getZero().add(1.0e-6); - FieldFirstOrderDifferentialEquations<T> ode = new FieldFirstOrderDifferentialEquations<T>() { - - public int getDimension() { - return k.length; - } - - public void init(T t0, T[] y0, T t) { - } - - public T[] computeDerivatives(T t, T[] y) { - T[] yDot = MathArrays.buildArray(field, k.length); - for (int i = 0; i < y.length; ++i) { - yDot[i] = k[i].multiply(y[i]); - } - return yDot; - } - }; - - ClassicalRungeKuttaFieldIntegrator<T> integrator = - new ClassicalRungeKuttaFieldIntegrator<T>(field, field.getZero().add(60.0)); - - T[] y0 = MathArrays.buildArray(field, k.length); - for (int i = 0; i < y0.length; ++i) { - y0[i] = field.getOne().add(i); - } - - FieldODEStateAndDerivative<T> result = integrator.integrate(new FieldExpandableODE<T>(ode), - new FieldODEState<T>(t0, y0), - tEvent); - Assert.assertEquals(tEvent.getReal(), result.getTime().getReal(), 5.0e-6); - T[] y = result.getState(); - for (int i = 0; i < y.length; ++i) { - Assert.assertEquals(y0[i].multiply(k[i].multiply(result.getTime().subtract(t0)).exp()).getReal(), - y[i].getReal(), - 1.0e-9); - } - - integrator.addEventHandler(new FieldEventHandler<T>() { - - public void init(FieldODEStateAndDerivative<T> state0, T t) { - } - - public FieldODEState<T> resetState(FieldODEStateAndDerivative<T> state) { - return state; - } - - public T g(FieldODEStateAndDerivative<T> state) { - return state.getTime().subtract(tEvent); - } - - public Action eventOccurred(FieldODEStateAndDerivative<T> state, boolean increasing) { - Assert.assertEquals(tEvent.getReal(), state.getTime().getReal(), 5.0e-6); - return Action.CONTINUE; - } - }, Double.POSITIVE_INFINITY, 1.0e-20, 100); - result = integrator.integrate(new FieldExpandableODE<T>(ode), - new FieldODEState<T>(t0, y0), - tEvent.add(120)); - Assert.assertEquals(tEvent.add(120).getReal(), result.getTime().getReal(), 5.0e-6); - y = result.getState(); - for (int i = 0; i < y.length; ++i) { - Assert.assertEquals(y0[i].multiply(k[i].multiply(result.getTime().subtract(t0)).exp()).getReal(), - y[i].getReal(), - 1.0e-9); - } - - } - - @Test - public void testSanityChecks() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestSanityChecks(Decimal64Field.getInstance()); - } - - private <T extends RealFieldElement<T>>void doTestSanityChecks(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - ClassicalRungeKuttaFieldIntegrator<T> integrator = - new ClassicalRungeKuttaFieldIntegrator<T>(field, field.getZero().add(0.01)); - try { - TestFieldProblem1<T> pb = new TestFieldProblem1<T>(field); - integrator.integrate(new FieldExpandableODE<>(pb), - new FieldODEState<T>(field.getZero(), MathArrays.buildArray(field, pb.getDimension() + 10)), - field.getOne()); - Assert.fail("an exception should have been thrown"); - } catch(DimensionMismatchException ie) { - } - try { - TestFieldProblem1<T> pb = new TestFieldProblem1<T>(field); - integrator.integrate(new FieldExpandableODE<>(pb), - new FieldODEState<T>(field.getZero(), MathArrays.buildArray(field, pb.getDimension())), - field.getZero()); - Assert.fail("an exception should have been thrown"); - } catch(NumberIsTooSmallException ie) { - } - } - - @Test - public void testDecreasingSteps() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestDecreasingSteps(Decimal64Field.getInstance()); - } - - private <T extends RealFieldElement<T>>void doTestDecreasingSteps(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - - @SuppressWarnings("unchecked") - TestFieldProblemAbstract<T>[] allProblems = - (TestFieldProblemAbstract<T>[]) Array.newInstance(TestFieldProblemAbstract.class, 6); - allProblems[0] = new TestFieldProblem1<T>(field); - allProblems[1] = new TestFieldProblem2<T>(field); - allProblems[2] = new TestFieldProblem3<T>(field); - allProblems[3] = new TestFieldProblem4<T>(field); - allProblems[4] = new TestFieldProblem5<T>(field); - allProblems[5] = new TestFieldProblem6<T>(field); - for (TestFieldProblemAbstract<T> pb : allProblems) { - - T previousValueError = null; - T previousTimeError = null; - for (int i = 4; i < 10; ++i) { - - T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(FastMath.pow(2.0, -i)); - - FieldFirstOrderIntegrator<T> integ = new ClassicalRungeKuttaFieldIntegrator<T>(field, step); - TestFieldProblemHandler<T> handler = new TestFieldProblemHandler<T>(pb, integ); - integ.addStepHandler(handler); - FieldEventHandler<T>[] functions = pb.getEventsHandlers(); - for (int l = 0; l < functions.length; ++l) { - integ.addEventHandler(functions[l], - Double.POSITIVE_INFINITY, 1.0e-6 * step.getReal(), 1000); - } - Assert.assertEquals(functions.length, integ.getEventHandlers().size()); - FieldODEStateAndDerivative<T> stop = integ.integrate(new FieldExpandableODE<T>(pb), - pb.getInitialState(), - pb.getFinalTime()); - if (functions.length == 0) { - Assert.assertEquals(pb.getFinalTime().getReal(), stop.getTime().getReal(), 1.0e-10); - } - - T error = handler.getMaximalValueError(); - if (i > 4) { - Assert.assertTrue(error.subtract(previousValueError.abs().multiply(1.01)).getReal() < 0); - } - previousValueError = error; - - T timeError = handler.getMaximalTimeError(); - if (i > 4) { - Assert.assertTrue(timeError.subtract(previousTimeError.abs()).getReal() <= 0); - } - previousTimeError = timeError; - - integ.clearEventHandlers(); - Assert.assertEquals(0, integ.getEventHandlers().size()); - } - - } - - } - - @Test - public void testSmallStep() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestSmallStep(Decimal64Field.getInstance()); - } - - private <T extends RealFieldElement<T>>void doTestSmallStep(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - - TestFieldProblem1<T> pb = new TestFieldProblem1<T>(field); - T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(0.001); - - FieldFirstOrderIntegrator<T> integ = new ClassicalRungeKuttaFieldIntegrator<T>(field, step); - TestFieldProblemHandler<T> handler = new TestFieldProblemHandler<T>(pb, integ); - integ.addStepHandler(handler); - integ.integrate(new FieldExpandableODE<T>(pb), pb.getInitialState(), pb.getFinalTime()); - - Assert.assertTrue(handler.getLastError().getReal() < 2.0e-13); - Assert.assertTrue(handler.getMaximalValueError().getReal() < 4.0e-12); - Assert.assertEquals(0, handler.getMaximalTimeError().getReal(), 1.0e-12); - Assert.assertEquals("classical Runge-Kutta", integ.getName()); - } - - @Test - public void testBigStep() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestBigStep(Decimal64Field.getInstance()); - } - - private <T extends RealFieldElement<T>>void doTestBigStep(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - - TestFieldProblem1<T> pb = new TestFieldProblem1<T>(field); - T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(0.2); - - FieldFirstOrderIntegrator<T> integ = new ClassicalRungeKuttaFieldIntegrator<T>(field, step); - TestFieldProblemHandler<T> handler = new TestFieldProblemHandler<T>(pb, integ); - integ.addStepHandler(handler); - integ.integrate(new FieldExpandableODE<T>(pb), pb.getInitialState(), pb.getFinalTime()); - - Assert.assertTrue(handler.getLastError().getReal() > 0.0004); - Assert.assertTrue(handler.getMaximalValueError().getReal() > 0.005); - Assert.assertEquals(0, handler.getMaximalTimeError().getReal(), 1.0e-12); - - } - - @Test - public void testBackward() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestBackward(Decimal64Field.getInstance()); - } - - private <T extends RealFieldElement<T>>void doTestBackward(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - - TestFieldProblem5<T> pb = new TestFieldProblem5<T>(field); - T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(0.001).abs(); - - FieldFirstOrderIntegrator<T> integ = new ClassicalRungeKuttaFieldIntegrator<T>(field, step); - TestFieldProblemHandler<T> handler = new TestFieldProblemHandler<T>(pb, integ); - integ.addStepHandler(handler); - integ.integrate(new FieldExpandableODE<>(pb), pb.getInitialState(), pb.getFinalTime()); - - Assert.assertTrue(handler.getLastError().getReal() < 5.0e-10); - Assert.assertTrue(handler.getMaximalValueError().getReal() < 7.0e-10); - Assert.assertEquals(0, handler.getMaximalTimeError().getReal(), 1.0e-12); - Assert.assertEquals("classical Runge-Kutta", integ.getName()); - } - - @Test - public void testKepler() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestKepler(Decimal64Field.getInstance()); - } - - private <T extends RealFieldElement<T>>void doTestKepler(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - - final TestFieldProblem3<T> pb = new TestFieldProblem3<T>(field, field.getZero().add(0.9)); - T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(0.0003); - - FieldFirstOrderIntegrator<T> integ = new ClassicalRungeKuttaFieldIntegrator<T>(field, step); - integ.addStepHandler(new KeplerHandler<T>(pb)); - integ.integrate(new FieldExpandableODE<>(pb), pb.getInitialState(), pb.getFinalTime()); - } - - private static class KeplerHandler<T extends RealFieldElement<T>> implements FieldStepHandler<T> { - public KeplerHandler(TestFieldProblem3<T> pb) { - this.pb = pb; - maxError = pb.getField().getZero(); - } - public void init(FieldODEStateAndDerivative<T> state0, T t) { - maxError = pb.getField().getZero(); - } - public void handleStep(FieldStepInterpolator<T> interpolator, boolean isLast) - throws MaxCountExceededException { - - FieldODEStateAndDerivative<T> current = interpolator.getCurrentState(); - T[] theoreticalY = pb.computeTheoreticalState(current.getTime()); - T dx = current.getState()[0].subtract(theoreticalY[0]); - T dy = current.getState()[1].subtract(theoreticalY[1]); - T error = dx.multiply(dx).add(dy.multiply(dy)); - if (error.subtract(maxError).getReal() > 0) { - maxError = error; - } - if (isLast) { - // even with more than 1000 evaluations per period, - // RK4 is not able to integrate such an eccentric - // orbit with a good accuracy - Assert.assertTrue(maxError.getReal() > 0.005); - } - } - private T maxError; - private TestFieldProblem3<T> pb; - } - - @Test - public void testStepSize() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestStepSize(Decimal64Field.getInstance()); - } - - private <T extends RealFieldElement<T>>void doTestStepSize(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - final T step = field.getZero().add(1.23456); - FieldFirstOrderIntegrator<T> integ = new ClassicalRungeKuttaFieldIntegrator<T>(field, step); - integ.addStepHandler(new FieldStepHandler<T>() { - public void handleStep(FieldStepInterpolator<T> interpolator, boolean isLast) { - if (! isLast) { - Assert.assertEquals(step.getReal(), - interpolator.getCurrentState().getTime().subtract(interpolator.getPreviousState().getTime()).getReal(), - 1.0e-12); - } - } - public void init(FieldODEStateAndDerivative<T> s0, T t) { - } - }); - integ.integrate(new FieldExpandableODE<T>(new FieldFirstOrderDifferentialEquations<T>() { - public void init(T t0, T[] y0, T t) { - } - public T[] computeDerivatives(T t, T[] y) { - T[] dot = MathArrays.buildArray(t.getField(), 1); - dot[0] = t.getField().getOne(); - return dot; - } - public int getDimension() { - return 1; - } - }), new FieldODEState<T>(field.getZero(), MathArrays.buildArray(field, 1)), field.getZero().add(5.0)); - } - - @Test - public void testTooLargeFirstStep() { - doTestTooLargeFirstStep(Decimal64Field.getInstance()); - } - - private <T extends RealFieldElement<T>>void doTestTooLargeFirstStep(final Field<T> field) { - - RungeKuttaFieldIntegrator<T> integ = new ClassicalRungeKuttaFieldIntegrator<T>(field, field.getZero().add(0.5)); - final T t0 = field.getZero(); - final T[] y0 = MathArrays.buildArray(field, 1); - y0[0] = field.getOne(); - final T t = field.getZero().add(0.001); - FieldFirstOrderDifferentialEquations<T> equations = new FieldFirstOrderDifferentialEquations<T>() { - - public int getDimension() { - return 1; - } - - public void init(T t0, T[] y0, T t) { - } - - public T[] computeDerivatives(T t, T[] y) { - Assert.assertTrue(t.getReal() >= FastMath.nextAfter(t0.getReal(), Double.NEGATIVE_INFINITY)); - Assert.assertTrue(t.getReal() <= FastMath.nextAfter(t.getReal(), Double.POSITIVE_INFINITY)); - T[] yDot = MathArrays.buildArray(field, 1); - yDot[0] = y[0].multiply(-100.0); - return yDot; - } - - }; - - integ.integrate(new FieldExpandableODE<>(equations), new FieldODEState<T>(t0, y0), t); - - } +public class ClassicalRungeKuttaFieldIntegratorTest extends AbstractRungeKuttaFieldIntegratorTest { + + protected <T extends RealFieldElement<T>> RungeKuttaFieldIntegrator<T> + createIntegrator(Field<T> field, T step) { + return new ClassicalRungeKuttaFieldIntegrator<T>(field, step); + } + + @Test + public void testNonFieldIntegratorConsistency() { + doTestNonFieldIntegratorConsistency(Decimal64Field.getInstance()); + } + + @Test + public void testMissedEndEvent() { + doTestMissedEndEvent(Decimal64Field.getInstance(), 5.0e-6, 1.0e-9); + } + + @Test + public void testSanityChecks() { + doTestSanityChecks(Decimal64Field.getInstance()); + } + + @Test + public void testDecreasingSteps() { + doTestDecreasingSteps(Decimal64Field.getInstance(), 1.0, 1.0, 1.0e-10); + } + + @Test + public void testSmallStep() { + doTestSmallStep(Decimal64Field.getInstance(), 2.0e-13, 4.0e-12, 1.0e-12, "classical Runge-Kutta"); + } + + @Test + public void testBigStep() { + doTestBigStep(Decimal64Field.getInstance(), 0.0004, 0.005, 1.0e-12, "classical Runge-Kutta"); + + } + + @Test + public void testBackward() { + doTestBackward(Decimal64Field.getInstance(), 5.0e-10, 7.0e-10, 1.0e-12, "classical Runge-Kutta"); + } + + @Test + public void testKepler() { + doTestKepler(Decimal64Field.getInstance(), 5.82e-3, 1.0e-5); + } + + @Test + public void testStepSize() { + doTestStepSize(Decimal64Field.getInstance(), 1.0e-12); + } + + @Test + public void testSingleStep() { + doTestSingleStep(Decimal64Field.getInstance(), 9.3e-9); + } + + @Test + public void testTooLargeFirstStep() { + doTestTooLargeFirstStep(Decimal64Field.getInstance()); + } + + @Test + public void testUnstableDerivative() { + doTestUnstableDerivative(Decimal64Field.getInstance(), 1.0e-12); + } } http://git-wip-us.apache.org/repos/asf/commons-math/blob/f3ed53f7/src/test/java/org/apache/commons/math3/ode/nonstiff/EulerFieldIntegratorTest.java ---------------------------------------------------------------------- diff --git a/src/test/java/org/apache/commons/math3/ode/nonstiff/EulerFieldIntegratorTest.java b/src/test/java/org/apache/commons/math3/ode/nonstiff/EulerFieldIntegratorTest.java index 2e41788..2ed42bb 100644 --- a/src/test/java/org/apache/commons/math3/ode/nonstiff/EulerFieldIntegratorTest.java +++ b/src/test/java/org/apache/commons/math3/ode/nonstiff/EulerFieldIntegratorTest.java @@ -18,230 +18,78 @@ package org.apache.commons.math3.ode.nonstiff; -import java.lang.reflect.Array; - import org.apache.commons.math3.Field; 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.exception.NoBracketingException; -import org.apache.commons.math3.exception.NumberIsTooSmallException; -import org.apache.commons.math3.ode.FieldExpandableODE; -import org.apache.commons.math3.ode.FieldFirstOrderDifferentialEquations; -import org.apache.commons.math3.ode.FieldFirstOrderIntegrator; -import org.apache.commons.math3.ode.FieldODEState; -import org.apache.commons.math3.ode.FieldODEStateAndDerivative; -import org.apache.commons.math3.ode.TestFieldProblem1; -import org.apache.commons.math3.ode.TestFieldProblem2; -import org.apache.commons.math3.ode.TestFieldProblem3; -import org.apache.commons.math3.ode.TestFieldProblem4; -import org.apache.commons.math3.ode.TestFieldProblem5; -import org.apache.commons.math3.ode.TestFieldProblem6; -import org.apache.commons.math3.ode.TestFieldProblemAbstract; -import org.apache.commons.math3.ode.TestFieldProblemHandler; -import org.apache.commons.math3.ode.events.FieldEventHandler; -import org.apache.commons.math3.ode.sampling.FieldStepHandler; -import org.apache.commons.math3.ode.sampling.FieldStepInterpolator; import org.apache.commons.math3.util.Decimal64Field; -import org.apache.commons.math3.util.FastMath; -import org.apache.commons.math3.util.MathArrays; -import org.junit.Assert; import org.junit.Test; -public class EulerFieldIntegratorTest { +public class EulerFieldIntegratorTest extends AbstractRungeKuttaFieldIntegratorTest { - @Test(expected=DimensionMismatchException.class) - public void testDimensionCheck() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestDimensionCheck(Decimal64Field.getInstance()); + protected <T extends RealFieldElement<T>> RungeKuttaFieldIntegrator<T> + createIntegrator(Field<T> field, T step) { + return new EulerFieldIntegrator<T>(field, step); } - private <T extends RealFieldElement<T>> void doTestDimensionCheck(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - TestFieldProblemAbstract<T> pb = new TestFieldProblem1<T>(field); - FieldExpandableODE<T> ode = new FieldExpandableODE<T>(pb); - FieldFirstOrderIntegrator<T> integ = - new EulerFieldIntegrator<T>(field, field.getZero().add(0.01)); - FieldODEState<T> start = - new FieldODEState<T>(field.getZero().add(0.0), - MathArrays.buildArray(field, pb.getDimension() + 10)); - integ.integrate(ode, start, field.getZero().add(1.0)); + @Test + public void testNonFieldIntegratorConsistency() { + doTestNonFieldIntegratorConsistency(Decimal64Field.getInstance()); } @Test - public void testDecreasingSteps() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - dotTestDecreasingSteps(Decimal64Field.getInstance()); + public void testMissedEndEvent() { + doTestMissedEndEvent(Decimal64Field.getInstance(), 1.0e-15, 6.0e-5); } - private <T extends RealFieldElement<T>> void dotTestDecreasingSteps(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - - @SuppressWarnings("unchecked") - TestFieldProblemAbstract<T>[] allProblems = - (TestFieldProblemAbstract<T>[]) Array.newInstance(TestFieldProblemAbstract.class, 6); - allProblems[0] = new TestFieldProblem1<T>(field); - allProblems[1] = new TestFieldProblem2<T>(field); - allProblems[2] = new TestFieldProblem3<T>(field); - allProblems[3] = new TestFieldProblem4<T>(field); - allProblems[4] = new TestFieldProblem5<T>(field); - allProblems[5] = new TestFieldProblem6<T>(field); - for (TestFieldProblemAbstract<T> pb : allProblems) { - - T previousValueError = null; - T previousTimeError = null; - for (int i = 4; i < 8; ++i) { - - T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(FastMath.pow(2.0, -i)); - - FieldFirstOrderIntegrator<T> integ = new EulerFieldIntegrator<T>(field, step); - TestFieldProblemHandler<T> handler = new TestFieldProblemHandler<T>(pb, integ); - integ.addStepHandler(handler); - FieldEventHandler<T>[] functions = pb.getEventsHandlers(); - for (int l = 0; l < functions.length; ++l) { - integ.addEventHandler(functions[l], - Double.POSITIVE_INFINITY, 1.0e-6 * step.getReal(), 1000); - } - FieldODEStateAndDerivative<T> stop = integ.integrate(new FieldExpandableODE<T>(pb), - pb.getInitialState(), - pb.getFinalTime()); - if (functions.length == 0) { - Assert.assertEquals(pb.getFinalTime().getReal(), stop.getTime().getReal(), 1.0e-10); - } - - T valueError = handler.getMaximalValueError(); - if (i > 4) { - Assert.assertTrue(valueError.subtract(previousValueError.abs()).getReal() < 0); - } - previousValueError = valueError; - - T timeError = handler.getMaximalTimeError(); - if (i > 4) { - Assert.assertTrue(timeError.subtract(previousTimeError.abs()).getReal() <= 0); - } - previousTimeError = timeError; - - } - - } - + @Test + public void testSanityChecks() { + doTestSanityChecks(Decimal64Field.getInstance()); } @Test - public void testSmallStep() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestSmallStep(Decimal64Field.getInstance()); + public void testDecreasingSteps() { + doTestDecreasingSteps(Decimal64Field.getInstance(), 1.0, 1.5, 1.0e-10); } - private <T extends RealFieldElement<T>> void doTestSmallStep(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - - TestFieldProblem1<T> pb = new TestFieldProblem1<T>(field); - T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(0.001); - - FieldFirstOrderIntegrator<T> integ = new EulerFieldIntegrator<T>(field, step); - TestFieldProblemHandler<T> handler = new TestFieldProblemHandler<T>(pb, integ); - integ.addStepHandler(handler); - integ.integrate(new FieldExpandableODE<T>(pb), pb.getInitialState(), pb.getFinalTime()); + @Test + public void testSmallStep() { + doTestSmallStep(Decimal64Field.getInstance(), 2.0e-4, 1.0e-3, 1.0e-12, "Euler"); + } - Assert.assertTrue(handler.getLastError().getReal() < 2.0e-4); - Assert.assertTrue(handler.getMaximalValueError().getReal() < 1.0e-3); - Assert.assertEquals(0, handler.getMaximalTimeError().getReal(), 1.0e-12); - Assert.assertEquals("Euler", integ.getName()); + @Test + public void testBigStep() { + doTestBigStep(Decimal64Field.getInstance(), 0.01, 0.2, 1.0e-12, "Euler"); } @Test - public void testBigStep() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestBigStep(Decimal64Field.getInstance()); + public void testBackward() { + doTestBackward(Decimal64Field.getInstance(),0.45, 0.45, 1.0e-12, "Euler"); } - private <T extends RealFieldElement<T>> void doTestBigStep(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - - TestFieldProblem1<T> pb = new TestFieldProblem1<T>(field); - T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(0.2); - - FieldFirstOrderIntegrator<T> integ = new EulerFieldIntegrator<T>(field, step); - TestFieldProblemHandler<T> handler = new TestFieldProblemHandler<T>(pb, integ); - integ.addStepHandler(handler); - integ.integrate(new FieldExpandableODE<T>(pb), pb.getInitialState(), pb.getFinalTime()); - - Assert.assertTrue(handler.getLastError().getReal() > 0.01); - Assert.assertTrue(handler.getMaximalValueError().getReal() > 0.2); - Assert.assertEquals(0, handler.getMaximalTimeError().getReal(), 1.0e-12); - + @Test + public void testKepler() { + // Euler integrator is clearly not able to solve this problem + doTestKepler(Decimal64Field.getInstance(), 881.176, 0.001); } @Test - public void testBackward() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestBackward(Decimal64Field.getInstance()); + public void testStepSize() { + doTestStepSize(Decimal64Field.getInstance(), 1.0e-12); } - private <T extends RealFieldElement<T>> void doTestBackward(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - - TestFieldProblem5<T> pb = new TestFieldProblem5<T>(field); - T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(0.001).abs(); - - FieldFirstOrderIntegrator<T> integ = new EulerFieldIntegrator<T>(field, step); - TestFieldProblemHandler<T> handler = new TestFieldProblemHandler<T>(pb, integ); - integ.addStepHandler(handler); - integ.integrate(new FieldExpandableODE<>(pb), pb.getInitialState(), pb.getFinalTime()); - - Assert.assertTrue(handler.getLastError().getReal() < 0.45); - Assert.assertTrue(handler.getMaximalValueError().getReal() < 0.45); - Assert.assertEquals(0, handler.getMaximalTimeError().getReal(), 1.0e-12); - Assert.assertEquals("Euler", integ.getName()); + @Test + public void testSingleStep() { + doTestSingleStep(Decimal64Field.getInstance(), 0.21); } @Test - public void testStepSize() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestStepSize(Decimal64Field.getInstance()); + public void testTooLargeFirstStep() { + doTestTooLargeFirstStep(Decimal64Field.getInstance()); } - private <T extends RealFieldElement<T>> void doTestStepSize(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - final T step = field.getZero().add(1.23456); - FieldFirstOrderIntegrator<T> integ = new EulerFieldIntegrator<T>(field, step); - integ.addStepHandler(new FieldStepHandler<T>() { - public void handleStep(FieldStepInterpolator<T> interpolator, boolean isLast) { - if (! isLast) { - Assert.assertEquals(step.getReal(), - interpolator.getCurrentState().getTime().subtract(interpolator.getPreviousState().getTime()).getReal(), - 1.0e-12); - } - } - public void init(FieldODEStateAndDerivative<T> s0, T t) { - } - }); - integ.integrate(new FieldExpandableODE<T>(new FieldFirstOrderDifferentialEquations<T>() { - public void init(T t0, T[] y0, T t) { - } - public T[] computeDerivatives(T t, T[] y) { - T[] dot = MathArrays.buildArray(t.getField(), 1); - dot[0] = t.getField().getOne(); - return dot; - } - public int getDimension() { - return 1; - } - }), new FieldODEState<T>(field.getZero(), MathArrays.buildArray(field, 1)), field.getZero().add(5.0)); + @Test + public void testUnstableDerivative() { + doTestUnstableDerivative(Decimal64Field.getInstance(), 1.0e-12); } } http://git-wip-us.apache.org/repos/asf/commons-math/blob/f3ed53f7/src/test/java/org/apache/commons/math3/ode/nonstiff/GillFieldIntegratorTest.java ---------------------------------------------------------------------- diff --git a/src/test/java/org/apache/commons/math3/ode/nonstiff/GillFieldIntegratorTest.java b/src/test/java/org/apache/commons/math3/ode/nonstiff/GillFieldIntegratorTest.java index ff0869e..f820fe7 100644 --- a/src/test/java/org/apache/commons/math3/ode/nonstiff/GillFieldIntegratorTest.java +++ b/src/test/java/org/apache/commons/math3/ode/nonstiff/GillFieldIntegratorTest.java @@ -18,296 +18,82 @@ package org.apache.commons.math3.ode.nonstiff; -import java.lang.reflect.Array; - import org.apache.commons.math3.Field; 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.exception.NoBracketingException; -import org.apache.commons.math3.exception.NumberIsTooSmallException; import org.apache.commons.math3.ode.FieldExpandableODE; -import org.apache.commons.math3.ode.FieldFirstOrderIntegrator; import org.apache.commons.math3.ode.FieldODEState; import org.apache.commons.math3.ode.FieldODEStateAndDerivative; -import org.apache.commons.math3.ode.FirstOrderDifferentialEquations; -import org.apache.commons.math3.ode.FirstOrderIntegrator; -import org.apache.commons.math3.ode.TestFieldProblem1; -import org.apache.commons.math3.ode.TestFieldProblem2; -import org.apache.commons.math3.ode.TestFieldProblem3; -import org.apache.commons.math3.ode.TestFieldProblem4; -import org.apache.commons.math3.ode.TestFieldProblem5; -import org.apache.commons.math3.ode.TestFieldProblem6; -import org.apache.commons.math3.ode.TestFieldProblemAbstract; -import org.apache.commons.math3.ode.TestFieldProblemHandler; -import org.apache.commons.math3.ode.events.FieldEventHandler; -import org.apache.commons.math3.ode.sampling.FieldStepHandler; -import org.apache.commons.math3.ode.sampling.FieldStepInterpolator; -import org.apache.commons.math3.ode.sampling.StepHandler; -import org.apache.commons.math3.ode.sampling.StepInterpolator; import org.apache.commons.math3.util.Decimal64Field; -import org.apache.commons.math3.util.FastMath; import org.apache.commons.math3.util.MathArrays; import org.junit.Assert; import org.junit.Test; -public class GillFieldIntegratorTest { - - @Test(expected=DimensionMismatchException.class) - public void testDimensionCheck() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestDimensionCheck(Decimal64Field.getInstance()); - } +public class GillFieldIntegratorTest extends AbstractRungeKuttaFieldIntegratorTest { - private <T extends RealFieldElement<T>>void doTestDimensionCheck(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - TestFieldProblem1<T> pb = new TestFieldProblem1<T>(field); - new GillFieldIntegrator<T>(field, field.getZero().add(0.01)).integrate(new FieldExpandableODE<>(pb), - new FieldODEState<T>(field.getZero(), MathArrays.buildArray(field, pb.getDimension() + 10)), - field.getOne()); - Assert.fail("an exception should have been thrown"); + protected <T extends RealFieldElement<T>> RungeKuttaFieldIntegrator<T> + createIntegrator(Field<T> field, T step) { + return new GillFieldIntegrator<T>(field, step); } @Test - public void testDecreasingSteps() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestDecreasingSteps(Decimal64Field.getInstance()); - } - - private <T extends RealFieldElement<T>>void doTestDecreasingSteps(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - - @SuppressWarnings("unchecked") - TestFieldProblemAbstract<T>[] allProblems = - (TestFieldProblemAbstract<T>[]) Array.newInstance(TestFieldProblemAbstract.class, 6); - allProblems[0] = new TestFieldProblem1<T>(field); - allProblems[1] = new TestFieldProblem2<T>(field); - allProblems[2] = new TestFieldProblem3<T>(field); - allProblems[3] = new TestFieldProblem4<T>(field); - allProblems[4] = new TestFieldProblem5<T>(field); - allProblems[5] = new TestFieldProblem6<T>(field); - for (TestFieldProblemAbstract<T> pb : allProblems) { - - T previousValueError = null; - T previousTimeError = null; - for (int i = 5; i < 10; ++i) { - - T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(FastMath.pow(2.0, -i)); - - FieldFirstOrderIntegrator<T> integ = new GillFieldIntegrator<T>(field, step); - TestFieldProblemHandler<T> handler = new TestFieldProblemHandler<T>(pb, integ); - integ.addStepHandler(handler); - FieldEventHandler<T>[] functions = pb.getEventsHandlers(); - for (int l = 0; l < functions.length; ++l) { - integ.addEventHandler(functions[l], - Double.POSITIVE_INFINITY, 1.0e-6 * step.getReal(), 1000); - } - Assert.assertEquals(functions.length, integ.getEventHandlers().size()); - FieldODEStateAndDerivative<T> stop = integ.integrate(new FieldExpandableODE<T>(pb), - pb.getInitialState(), - pb.getFinalTime()); - if (functions.length == 0) { - Assert.assertEquals(pb.getFinalTime().getReal(), stop.getTime().getReal(), 1.0e-10); - } - - T error = handler.getMaximalValueError(); - if (i > 5) { - Assert.assertTrue(error.subtract(previousValueError.abs().multiply(1.01)).getReal() < 0); - } - previousValueError = error; - - T timeError = handler.getMaximalTimeError(); - if (i > 5) { - Assert.assertTrue(timeError.subtract(previousTimeError.abs()).getReal() <= 0); - } - previousTimeError = timeError; - - integ.clearEventHandlers(); - Assert.assertEquals(0, integ.getEventHandlers().size()); - } - } + public void testNonFieldIntegratorConsistency() { + doTestNonFieldIntegratorConsistency(Decimal64Field.getInstance()); } @Test - public void testSmallStep() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestSmallStep(Decimal64Field.getInstance()); + public void testMissedEndEvent() { + doTestMissedEndEvent(Decimal64Field.getInstance(), 1.0e-15, 6.0e-5); } - private <T extends RealFieldElement<T>>void doTestSmallStep(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { + @Test + public void testSanityChecks() { + doTestSanityChecks(Decimal64Field.getInstance()); + } - TestFieldProblem1<T> pb = new TestFieldProblem1<T>(field); - T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(0.001); + @Test + public void testDecreasingSteps() { + doTestDecreasingSteps(Decimal64Field.getInstance(), 1.0, 1.0, 1.0e-10); + } - FieldFirstOrderIntegrator<T> integ = new GillFieldIntegrator<T>(field, step); - TestFieldProblemHandler<T> handler = new TestFieldProblemHandler<T>(pb, integ); - integ.addStepHandler(handler); - integ.integrate(new FieldExpandableODE<T>(pb), pb.getInitialState(), pb.getFinalTime()); + @Test + public void testSmallStep() { + doTestSmallStep(Decimal64Field.getInstance(), 2.0e-13, 4.0e-12, 1.0e-12, "Gill"); + } - Assert.assertTrue(handler.getLastError().getReal() < 2.0e-13); - Assert.assertTrue(handler.getMaximalValueError().getReal() < 4.0e-12); - Assert.assertEquals(0, handler.getMaximalTimeError().getReal(), 1.0e-12); - Assert.assertEquals("Gill", integ.getName()); - } + @Test + public void testBigStep() { + doTestBigStep(Decimal64Field.getInstance(), 0.0004, 0.005, 1.0e-12, "Gill"); - @Test - public void testBigStep() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestBigStep(Decimal64Field.getInstance()); - } + } - private <T extends RealFieldElement<T>>void doTestBigStep(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { + @Test + public void testBackward() { + doTestBackward(Decimal64Field.getInstance(), 5.0e-10, 7.0e-10, 1.0e-12, "Gill"); + } - TestFieldProblem1<T> pb = new TestFieldProblem1<T>(field); - T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(0.2); + @Test + public void testKepler() { + doTestKepler(Decimal64Field.getInstance(), 1.72e-3, 1.0e-5); + } - FieldFirstOrderIntegrator<T> integ = new GillFieldIntegrator<T>(field, step); - TestFieldProblemHandler<T> handler = new TestFieldProblemHandler<T>(pb, integ); - integ.addStepHandler(handler); - integ.integrate(new FieldExpandableODE<T>(pb), pb.getInitialState(), pb.getFinalTime()); + @Test + public void testStepSize() { + doTestStepSize(Decimal64Field.getInstance(), 1.0e-12); + } - Assert.assertTrue(handler.getLastError().getReal() > 0.0004); - Assert.assertTrue(handler.getMaximalValueError().getReal() > 0.005); - Assert.assertEquals(0, handler.getMaximalTimeError().getReal(), 1.0e-12); + @Test + public void testSingleStep() { + doTestSingleStep(Decimal64Field.getInstance(), 0.21); + } - } + @Test + public void testTooLargeFirstStep() { + doTestTooLargeFirstStep(Decimal64Field.getInstance()); + } @Test - public void testBackward() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestBackward(Decimal64Field.getInstance()); - } - - private <T extends RealFieldElement<T>>void doTestBackward(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - - TestFieldProblem5<T> pb = new TestFieldProblem5<T>(field); - T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(0.001).abs(); - - FieldFirstOrderIntegrator<T> integ = new GillFieldIntegrator<T>(field, step); - TestFieldProblemHandler<T> handler = new TestFieldProblemHandler<T>(pb, integ); - integ.addStepHandler(handler); - integ.integrate(new FieldExpandableODE<>(pb), pb.getInitialState(), pb.getFinalTime()); - - Assert.assertTrue(handler.getLastError().getReal() < 5.0e-10); - Assert.assertTrue(handler.getMaximalValueError().getReal() < 7.0e-10); - Assert.assertEquals(0, handler.getMaximalTimeError().getReal(), 1.0e-12); - Assert.assertEquals("Gill", integ.getName()); - } - - @Test - public void testKepler() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestKepler(Decimal64Field.getInstance()); - } - - private <T extends RealFieldElement<T>>void doTestKepler(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - - final TestFieldProblem3<T> pb = new TestFieldProblem3<T>(field, field.getZero().add(0.9)); - T step = pb.getFinalTime().subtract(pb.getInitialState().getTime()).multiply(0.0003); - - FieldFirstOrderIntegrator<T> integ = new GillFieldIntegrator<T>(field, step); - integ.addStepHandler(new KeplerHandler<T>(pb)); - integ.integrate(new FieldExpandableODE<>(pb), pb.getInitialState(), pb.getFinalTime()); - } - - @Test - public void testUnstableDerivative() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestUnstableDerivative(Decimal64Field.getInstance()); - } - - private <T extends RealFieldElement<T>>void doTestUnstableDerivative(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - final StepFieldProblem<T> stepProblem = new StepFieldProblem<T>(field, - field.getZero().add(0.0), - field.getZero().add(1.0), - field.getZero().add(2.0)); - FieldFirstOrderIntegrator<T> integ = new GillFieldIntegrator<T>(field, field.getZero().add(0.3)); - integ.addEventHandler(stepProblem, 1.0, 1.0e-12, 1000); - FieldODEStateAndDerivative<T> result = integ.integrate(new FieldExpandableODE<>(stepProblem), - new FieldODEState<>(field.getZero(), MathArrays.buildArray(field, 1)), - field.getZero().add(10.0)); - Assert.assertEquals(8.0, result.getState()[0].getReal(), 1.0e-12); - } - - private static class KeplerHandler<T extends RealFieldElement<T>> implements FieldStepHandler<T> { - public KeplerHandler(TestFieldProblem3<T> pb) { - this.pb = pb; - maxError = pb.getField().getZero(); - } - public void init(FieldODEStateAndDerivative<T> state0, T t) { - maxError = pb.getField().getZero(); - } - public void handleStep(FieldStepInterpolator<T> interpolator, boolean isLast) { - - FieldODEStateAndDerivative<T> current = interpolator.getCurrentState(); - T[] theoreticalY = pb.computeTheoreticalState(current.getTime()); - T dx = current.getState()[0].subtract(theoreticalY[0]); - T dy = current.getState()[1].subtract(theoreticalY[1]); - T error = dx.multiply(dx).add(dy.multiply(dy)); - if (error.subtract(maxError).getReal() > 0) { - maxError = error; - } - if (isLast) { - // even with more than 1000 evaluations per period, - // Gill is not able to integrate such an eccentric - // orbit with a good accuracy - Assert.assertTrue(maxError.getReal() > 0.001); - } - } - private T maxError; - private TestFieldProblem3<T> pb; - } - - @Test - public void testStepSize() - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - doTestStepSize(Decimal64Field.getInstance()); - } - - private <T extends RealFieldElement<T>>void doTestStepSize(Field<T> field) - throws DimensionMismatchException, NumberIsTooSmallException, - MaxCountExceededException, NoBracketingException { - final double step = 1.23456; - FirstOrderIntegrator integ = new GillIntegrator(step); - integ.addStepHandler(new StepHandler() { - public void handleStep(StepInterpolator interpolator, boolean isLast) { - if (! isLast) { - Assert.assertEquals(step, - interpolator.getCurrentTime() - interpolator.getPreviousTime(), - 1.0e-12); - } - } - public void init(double t0, double[] y0, double t) { - } - }); - integ.integrate(new FirstOrderDifferentialEquations() { - public void computeDerivatives(double t, double[] y, double[] dot) { - dot[0] = 1.0; - } - public int getDimension() { - return 1; - } - }, 0.0, new double[] { 0.0 }, 5.0, new double[1]); + public void testUnstableDerivative() { + doTestUnstableDerivative(Decimal64Field.getInstance(), 1.0e-12); } }
