org.apache.commons.math.ode.jacobians

Class FirstOrderIntegratorWithJacobians.FiniteDifferencesWrapper

java.lang.Object

org.apache.commons.math.ode.jacobians.FirstOrderIntegratorWithJacobians.FiniteDifferencesWrapper

All Implemented Interfaces:

FirstOrderDifferentialEquations, ODEWithJacobians

Enclosing class:

FirstOrderIntegratorWithJacobians

private class FirstOrderIntegratorWithJacobians.FiniteDifferencesWrapper
extends java.lang.Object
implements ODEWithJacobians

Wrapper class to compute jacobians by finite differences for ODE which do not compute them themselves.

Field Summary

Fields

Modifier and Type	Field and Description
private double[]	hP Step sizes to use for computing the jacobian df/dp.
private double[]	hY Step sizes to use for computing the jacobian df/dy.
private ParameterizedODE	ode Raw ODE without jacobians computation.
private double[]	p Parameters array (may be null if parameters dimension from original problem is zero)
private double[]	tmpDot Temporary array for state derivatives used to compute jacobians.

Constructor Summary

Constructors

Constructor and Description
FirstOrderIntegratorWithJacobians.FiniteDifferencesWrapper(ParameterizedODE ode, double[] p, double[] hY, double[] hP) Simple constructor.

Method Summary

Methods

Modifier and Type	Method and Description
void	computeDerivatives(double t, double[] y, double[] yDot) Get the current time derivative of the state vector.
void	computeJacobians(double t, double[] y, double[] yDot, double[][] dFdY, double[][] dFdP) Compute the partial derivatives of ODE with respect to state.
int	getDimension() Get the dimension of the problem.
int	getParametersDimension() Get the number of parameters.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

ode

private final ParameterizedODE ode

Raw ODE without jacobians computation.

p

private final double[] p

Parameters array (may be null if parameters dimension from original problem is zero)

hY

private final double[] hY

Step sizes to use for computing the jacobian df/dy.

hP

private final double[] hP

Step sizes to use for computing the jacobian df/dp.

tmpDot

private final double[] tmpDot

Temporary array for state derivatives used to compute jacobians.

Constructor Detail

FirstOrderIntegratorWithJacobians.FiniteDifferencesWrapper

public FirstOrderIntegratorWithJacobians.FiniteDifferencesWrapper(ParameterizedODE ode,
                                                          double[] p,
                                                          double[] hY,
                                                          double[] hP)

Simple constructor.

Parameters:

ode - original ODE problem, without jacobians computations

p - parameters array (may be null if parameters dimension from original problem is zero)

hY - step sizes to use for computing the jacobian df/dy

hP - step sizes to use for computing the jacobian df/dp

Method Detail

getDimension

public int getDimension()

Get the dimension of the problem.

Specified by:

getDimension in interface FirstOrderDifferentialEquations

Returns:

dimension of the problem

computeDerivatives

public void computeDerivatives(double t,
                      double[] y,
                      double[] yDot)
                        throws DerivativeException

Get the current time derivative of the state vector.

Specified by:

computeDerivatives in interface FirstOrderDifferentialEquations

Parameters:

t - current value of the independent time variable

y - array containing the current value of the state vector

yDot - placeholder array where to put the time derivative of the state vector

Throws:

DerivativeException - this user-defined exception should be used if an error is is triggered by user code

getParametersDimension

public int getParametersDimension()

Get the number of parameters.

Specified by:

getParametersDimension in interface ODEWithJacobians

Returns:

number of parameters

computeJacobians

public void computeJacobians(double t,
                    double[] y,
                    double[] yDot,
                    double[][] dFdY,
                    double[][] dFdP)
                      throws DerivativeException

Compute the partial derivatives of ODE with respect to state.

Specified by:

computeJacobians in interface ODEWithJacobians

Parameters:

t - current value of the independent time variable

y - array containing the current value of the state vector

yDot - array containing the current value of the time derivative of the state vector

dFdY - placeholder array where to put the jacobian of the ODE with respect to the state vector

dFdP - placeholder array where to put the jacobian of the ODE with respect to the parameters

Throws:

DerivativeException - this exception is propagated to the caller if the underlying user function triggers one