GraggBulirschStoerIntegrator.java

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org.apache.commons.math.ode
Commons Math

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/* * 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.math.ode; /** * This class implements a Gragg-Bulirsch-Stoer integrator for * Ordinary Differential Equations. * * <p>The Gragg-Bulirsch-Stoer algorithm is one of the most efficient * ones currently available for smooth problems. It uses Richardson * extrapolation to estimate what would be the solution if the step * size could be decreased down to zero.</p> * * <p> * This method changes both the step size and the order during * integration, in order to minimize computation cost. It is * particularly well suited when a very high precision is needed. The * limit where this method becomes more efficient than high-order * embedded Runge-Kutta methods like {@link DormandPrince853Integrator * Dormand-Prince 8(5,3)} depends on the problem. Results given in the * Hairer, Norsett and Wanner book show for example that this limit * occurs for accuracy around 1e-6 when integrating Saltzam-Lorenz * equations (the authors note this problem is <i>extremely sensitive * to the errors in the first integration steps</i>), and around 1e-11 * for a two dimensional celestial mechanics problems with seven * bodies (pleiades problem, involving quasi-collisions for which * <i>automatic step size control is essential</i>). * </p> * * <p> * This implementation is basically a reimplementation in Java of the * <a * href="http://www.unige.ch/math/folks/hairer/prog/nonstiff/odex.f">odex</a> * fortran code by E. Hairer and G. Wanner. The redistribution policy * for this code is available <a * href="http://www.unige.ch/~hairer/prog/licence.txt">here</a>, for * convenience, it is reproduced below.</p> * </p> * * <table border="0" width="80%" cellpadding="10" align="center" bgcolor="#E0E0E0"> * <tr><td>Copyright (c) 2004, Ernst Hairer</td></tr> * * <tr><td>Redistribution and use in source and binary forms, with or * without modification, are permitted provided that the following * conditions are met: * <ul> * <li>Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer.</li> * <li>Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in the * documentation and/or other materials provided with the distribution.</li> * </ul></td></tr> * * <tr><td><strong>THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND * CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, * BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR * CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, * EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, * PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR * PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF * LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING * NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.</strong></td></tr> * </table> * * @author E. Hairer and G. Wanner (fortran version) * @version $Revision: 620312 $ $Date: 2008-02-10 14:28:59 -0500 (Sun, 10 Feb 2008) $ * @since 1.2 */ public class GraggBulirschStoerIntegrator extends AdaptiveStepsizeIntegrator { /** Integrator method name. */ private static final String methodName = "Gragg-Bulirsch-Stoer"; /** Simple constructor. * Build a Gragg-Bulirsch-Stoer integrator with the given step * bounds. All tuning parameters are set to their default * values. The default step handler does nothing. * @param minStep minimal step (must be positive even for backward * integration), the last step can be smaller than this * @param maxStep maximal step (must be positive even for backward * integration) * @param scalAbsoluteTolerance allowed absolute error * @param scalRelativeTolerance allowed relative error */ public GraggBulirschStoerIntegrator(double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance) { super(minStep, maxStep, scalAbsoluteTolerance, scalRelativeTolerance); denseOutput = (handler.requiresDenseOutput() || (! switchesHandler.isEmpty())); setStabilityCheck(true, -1, -1, -1); setStepsizeControl(-1, -1, -1, -1); setOrderControl(-1, -1, -1); setInterpolationControl(true, -1); } /** Simple constructor. * Build a Gragg-Bulirsch-Stoer integrator with the given step * bounds. All tuning parameters are set to their default * values. The default step handler does nothing. * @param minStep minimal step (must be positive even for backward * integration), the last step can be smaller than this * @param maxStep maximal step (must be positive even for backward * integration) * @param vecAbsoluteTolerance allowed absolute error * @param vecRelativeTolerance allowed relative error */ public GraggBulirschStoerIntegrator(double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance) { super(minStep, maxStep, vecAbsoluteTolerance, vecRelativeTolerance); denseOutput = (handler.requiresDenseOutput() || (! switchesHandler.isEmpty())); setStabilityCheck(true, -1, -1, -1); setStepsizeControl(-1, -1, -1, -1); setOrderControl(-1, -1, -1); setInterpolationControl(true, -1); } /** Set the stability check controls. * <p>The stability check is performed on the first few iterations of * the extrapolation scheme. If this test fails, the step is rejected * and the stepsize is reduced.</p> * <p>By default, the test is performed, at most during two * iterations at each step, and at most once for each of these * iterations. The default stepsize reduction factor is 0.5.</p> * @param performTest if true, stability check will be performed, if false, the check will be skipped * @param maxIter maximal number of iterations for which checks are * performed (the number of iterations is reset to default if negative * or null) * @param maxChecks maximal number of checks for each iteration * (the number of checks is reset to default if negative or null) * @param stabilityReduction stepsize reduction factor in case of * failure (the factor is reset to default if lower than 0.0001 or * greater than 0.9999) */ public void setStabilityCheck(boolean performTest, int maxIter, int maxChecks, double stabilityReduction) { this.performTest = performTest; this.maxIter = (maxIter <= 0) ? 2 : maxIter; this.maxChecks = (maxChecks <= 0) ? 1 : maxChecks; if ((stabilityReduction < 0.0001) || (stabilityReduction > 0.9999)) { this.stabilityReduction = 0.5; } else { this.stabilityReduction = stabilityReduction; } } /** Set the step size control factors. * <p>The new step size hNew is computed from the old one h by: * <pre> * hNew = h * stepControl2 / (err/stepControl1)^(1/(2k+1)) * </pre> * where err is the scaled error and k the iteration number of the * extrapolation scheme (counting from 0). The default values are * 0.65 for stepControl1 and 0.94 for stepControl2.</p> * <p>The step size is subject to the restriction: * <pre> * stepControl3^(1/(2k+1))/stepControl4 <= hNew/h <= 1/stepControl3^(1/(2k+1)) * </pre> * The default values are 0.02 for stepControl3 and 4.0 for * stepControl4.</p> * @param stepControl1 first stepsize control factor (the factor is * reset to default if lower than 0.0001 or greater than 0.9999) * @param stepControl2 second stepsize control factor (the factor * is reset to default if lower than 0.0001 or greater than 0.9999) * @param stepControl3 third stepsize control factor (the factor is * reset to default if lower than 0.0001 or greater than 0.9999) * @param stepControl4 fourth stepsize control factor (the factor * is reset to default if lower than 1.0001 or greater than 999.9) */ public void setStepsizeControl(double stepControl1, double stepControl2, double stepControl3, double stepControl4) { if ((stepControl1 < 0.0001) || (stepControl1 > 0.9999)) { this.stepControl1 = 0.65; } else { this.stepControl1 = stepControl1; } if ((stepControl2 < 0.0001) || (stepControl2 > 0.9999)) { this.stepControl2 = 0.94; } else { this.stepControl2 = stepControl2; } if ((stepControl3 < 0.0001) || (stepControl3 > 0.9999)) { this.stepControl3 = 0.02; } else { this.stepControl3 = stepControl3; } if ((stepControl4 < 1.0001) || (stepControl4 > 999.9)) { this.stepControl4 = 4.0; } else { this.stepControl4 = stepControl4; } } /** Set the order control parameters. * <p>The Gragg-Bulirsch-Stoer method changes both the step size and * the order during integration, in order to minimize computation * cost. Each extrapolation step increases the order by 2, so the * maximal order that will be used is always even, it is twice the * maximal number of columns in the extrapolation table.</p> * <pre> * order is decreased if w(k-1) <= w(k) * orderControl1 * order is increased if w(k) <= w(k-1) * orderControl2 * </pre> * <p>where w is the table of work per unit step for each order * (number of function calls divided by the step length), and k is * the current order.</p> * <p>The default maximal order after construction is 18 (i.e. the * maximal number of columns is 9). The default values are 0.8 for * orderControl1 and 0.9 for orderControl2.</p> * @param maxOrder maximal order in the extrapolation table (the * maximal order is reset to default if order <= 6 or odd) * @param orderControl1 first order control factor (the factor is * reset to default if lower than 0.0001 or greater than 0.9999) * @param orderControl2 second order control factor (the factor * is reset to default if lower than 0.0001 or greater than 0.9999) */ public void setOrderControl(int maxOrder, double orderControl1, double orderControl2) { if ((maxOrder <= 6) || (maxOrder % 2 != 0)) { this.maxOrder = 18; } if ((orderControl1 < 0.0001) || (orderControl1 > 0.9999)) { this.orderControl1 = 0.8; } else { this.orderControl1 = orderControl1; } if ((orderControl2 < 0.0001) || (orderControl2 > 0.9999)) { this.orderControl2 = 0.9; } else { this.orderControl2 = orderControl2; } // reinitialize the arrays initializeArrays(); } /** Set the step handler for this integrator. * The handler will be called by the integrator for each accepted * step. * @param handler handler for the accepted steps */ public void setStepHandler (StepHandler handler) { super.setStepHandler(handler); denseOutput = (handler.requiresDenseOutput() || (! switchesHandler.isEmpty())); // reinitialize the arrays initializeArrays(); } /** Add a switching function to the integrator. * @param function switching function * @param maxCheckInterval maximal time interval between switching * function checks (this interval prevents missing sign changes in * case the integration steps becomes very large) * @param convergence convergence threshold in the event time search * @param maxIterationCount upper limit of the iteration count in * the event time search */ public void addSwitchingFunction(SwitchingFunction function, double maxCheckInterval, double convergence, int maxIterationCount) { super.addSwitchingFunction(function, maxCheckInterval, convergence, maxIterationCount); denseOutput = (handler.requiresDenseOutput() || (! switchesHandler.isEmpty())); // reinitialize the arrays initializeArrays(); } /** Initialize the integrator internal arrays. */ private void initializeArrays() { int size = maxOrder / 2; if ((sequence == null) || (sequence.length != size)) { // all arrays should be reallocated with the right size sequence = new int[size]; costPerStep = new int[size]; coeff = new double[size][]; costPerTimeUnit = new double[size]; optimalStep = new double[size]; } if (denseOutput) { // step size sequence: 2, 6, 10, 14, ... for (int k = 0; k < size; ++k) { sequence[k] = 4 * k + 2; } } else { // step size sequence: 2, 4, 6, 8, ... for (int k = 0; k < size; ++k) { sequence[k] = 2 * (k + 1); } } // initialize the order selection cost array // (number of function calls for each column of the extrapolation table) costPerStep[0] = sequence[0] + 1; for (int k = 1; k < size; ++k) { costPerStep[k] = costPerStep[k-1] + sequence[k]; } // initialize the extrapolation tables for (int k = 0; k < size; ++k) { coeff[k] = (k > 0) ? new double[k] : null; for (int l = 0; l < k; ++l) { double ratio = ((double) sequence[k]) / sequence[k-l-1]; coeff[k][l] = 1.0 / (ratio * ratio - 1.0); } } } /** Set the interpolation order control parameter. * The interpolation order for dense output is 2k - mudif + 1. The * default value for mudif is 4 and the interpolation error is used * in stepsize control by default. * @param useInterpolationError if true, interpolation error is used * for stepsize control * @param mudif interpolation order control parameter (the parameter * is reset to default if <= 0 or >= 7) */ public void setInterpolationControl(boolean useInterpolationError, int mudif) { this.useInterpolationError = useInterpolationError; if ((mudif <= 0) || (mudif >= 7)) { this.mudif = 4; } else { this.mudif = mudif; } } /** Get the name of the method. * @return name of the method */ public String getName() { return methodName; } /** Update scaling array. * @param y1 first state vector to use for scaling * @param y2 second state vector to use for scaling * @param scale scaling array to update */ private void rescale(double[] y1, double[] y2, double[] scale) { if (vecAbsoluteTolerance == null) { for (int i = 0; i < scale.length; ++i) { double yi = Math.max(Math.abs(y1[i]), Math.abs(y2[i])); scale[i] = scalAbsoluteTolerance + scalRelativeTolerance * yi; } } else { for (int i = 0; i < scale.length; ++i) { double yi = Math.max(Math.abs(y1[i]), Math.abs(y2[i])); scale[i] = vecAbsoluteTolerance[i] + vecRelativeTolerance[i] * yi; } } } /** Perform integration over one step using substeps of a modified * midpoint method. * @param equations differential equations to integrate * @param t0 initial time * @param y0 initial value of the state vector at t0 * @param step global step * @param k iteration number (from 0 to sequence.length - 1) * @param scale scaling array * @param f placeholder where to put the state vector derivatives at each substep * (element 0 already contains initial derivative) * @param yMiddle placeholder where to put the state vector at the middle of the step * @param yEnd placeholder where to put the state vector at the end * @param yTmp placeholder for one state vector * @return true if computation was done properly, * false if stability check failed before end of computation * @throws DerivativeException this exception is propagated to the caller if the * underlying user function triggers one */ private boolean tryStep(FirstOrderDifferentialEquations equations, double t0, double[] y0, double step, int k, double[] scale, double[][] f, double[] yMiddle, double[] yEnd, double[] yTmp) throws DerivativeException { int n = sequence[k]; double subStep = step / n; double subStep2 = 2 * subStep; // first substep double t = t0 + subStep; for (int i = 0; i < y0.length; ++i) { yTmp[i] = y0[i]; yEnd[i] = y0[i] + subStep * f[0][i]; } equations.computeDerivatives(t, yEnd, f[1]); // other substeps for (int j = 1; j < n; ++j) { if (2 * j == n) { // save the point at the middle of the step System.arraycopy(yEnd, 0, yMiddle, 0, y0.length); } t += subStep; for (int i = 0; i < y0.length; ++i) { double middle = yEnd[i]; yEnd[i] = yTmp[i] + subStep2 * f[j][i]; yTmp[i] = middle; } equations.computeDerivatives(t, yEnd, f[j+1]); // stability check if (performTest && (j <= maxChecks) && (k < maxIter)) { double initialNorm = 0.0; for (int l = 0; l < y0.length; ++l) { double ratio = f[0][l] / scale[l]; initialNorm += ratio * ratio; } double deltaNorm = 0.0; for (int l = 0; l < y0.length; ++l) { double ratio = (f[j+1][l] - f[0][l]) / scale[l]; deltaNorm += ratio * ratio; } if (deltaNorm > 4 * Math.max(1.0e-15, initialNorm)) { return false; } } } // correction of the last substep (at t0 + step) for (int i = 0; i < y0.length; ++i) { yEnd[i] = 0.5 * (yTmp[i] + yEnd[i] + subStep * f[n][i]); } return true; } /** Extrapolate a vector. * @param offset offset to use in the coefficients table * @param k index of the last updated point * @param diag working diagonal of the Aitken-Neville's * triangle, without the last element * @param last last element */ private void extrapolate(int offset, int k, double[][] diag, double[] last) { // update the diagonal for (int j = 1; j < k; ++j) { for (int i = 0; i < last.length; ++i) { // Aitken-Neville's recursive formula diag[k-j-1][i] = diag[k-j][i] + coeff[k+offset][j-1] * (diag[k-j][i] - diag[k-j-1][i]); } } // update the last element for (int i = 0; i < last.length; ++i) { // Aitken-Neville's recursive formula last[i] = diag[0][i] + coeff[k+offset][k-1] * (diag[0][i] - last[i]); } } /** Integrate the differential equations up to the given time. * <p>This method solves an Initial Value Problem (IVP).</p> * <p>Since this method stores some internal state variables made * available in its public interface during integration ({@link * #getCurrentSignedStepsize()}), it is <em>not</em> thread-safe.</p> * @param equations differential equations to integrate * @param t0 initial time * @param y0 initial value of the state vector at t0 * @param t target time for the integration * (can be set to a value smaller than <code>t0</code> for backward integration) * @param y placeholder where to put the state vector at each successful * step (and hence at the end of integration), can be the same object as y0 * @throws IntegratorException if the integrator cannot perform integration * @throws DerivativeException this exception is propagated to the caller if * the underlying user function triggers one */ public void integrate(FirstOrderDifferentialEquations equations, double t0, double[] y0, double t, double[] y) throws DerivativeException, IntegratorException { sanityChecks(equations, t0, y0, t, y); boolean forward = (t > t0); // create some internal working arrays double[] yDot0 = new double[y0.length]; double[] y1 = new double[y0.length]; double[] yTmp = new double[y0.length]; double[] yTmpDot = new double[y0.length]; double[][] diagonal = new double[sequence.length-1][]; double[][] y1Diag = new double[sequence.length-1][]; for (int k = 0; k < sequence.length-1; ++k) { diagonal[k] = new double[y0.length]; y1Diag[k] = new double[y0.length]; } double[][][] fk = new double[sequence.length][][]; for (int k = 0; k < sequence.length; ++k) { fk[k] = new double[sequence[k] + 1][]; // all substeps start at the same point, so share the first array fk[k][0] = yDot0; for (int l = 0; l < sequence[k]; ++l) { fk[k][l+1] = new double[y0.length]; } } if (y != y0) { System.arraycopy(y0, 0, y, 0, y0.length); } double[] yDot1 = null; double[][] yMidDots = null; if (denseOutput) { yDot1 = new double[y0.length]; yMidDots = new double[1 + 2 * sequence.length][]; for (int j = 0; j < yMidDots.length; ++j) { yMidDots[j] = new double[y0.length]; } } else { yMidDots = new double[1][]; yMidDots[0] = new double[y0.length]; } // initial scaling double[] scale = new double[y0.length]; rescale(y, y, scale); // initial order selection double tol = (vecRelativeTolerance == null) ? scalRelativeTolerance : vecRelativeTolerance[0]; double log10R = Math.log(Math.max(1.0e-10, tol)) / Math.log(10.0); int targetIter = Math.max(1, Math.min(sequence.length - 2, (int) Math.floor(0.5 - 0.6 * log10R))); // set up an interpolator sharing the integrator arrays AbstractStepInterpolator interpolator = null; if (denseOutput || (! switchesHandler.isEmpty())) { interpolator = new GraggBulirschStoerStepInterpolator(y, yDot0, y1, yDot1, yMidDots, forward); } else { interpolator = new DummyStepInterpolator(y, forward); } interpolator.storeTime(t0); stepStart = t0; double hNew = 0; double maxError = Double.MAX_VALUE; boolean previousRejected = false; boolean firstTime = true; boolean newStep = true; boolean lastStep = false; boolean firstStepAlreadyComputed = false; handler.reset(); costPerTimeUnit[0] = 0; while (! lastStep) { double error; boolean reject = false; if (newStep) { interpolator.shift(); // first evaluation, at the beginning of the step if (! firstStepAlreadyComputed) { equations.computeDerivatives(stepStart, y, yDot0); } if (firstTime) { hNew = initializeStep(equations, forward, 2 * targetIter + 1, scale, stepStart, y, yDot0, yTmp, yTmpDot); if (! forward) { hNew = -hNew; } } newStep = false; } stepSize = hNew; // step adjustment near bounds if ((forward && (stepStart + stepSize > t)) || ((! forward) && (stepStart + stepSize < t))) { stepSize = t - stepStart; } double nextT = stepStart + stepSize; lastStep = forward ? (nextT >= t) : (nextT <= t); // iterate over several substep sizes int k = -1; for (boolean loop = true; loop; ) { ++k; // modified midpoint integration with the current substep if ( ! tryStep(equations, stepStart, y, stepSize, k, scale, fk[k], (k == 0) ? yMidDots[0] : diagonal[k-1], (k == 0) ? y1 : y1Diag[k-1], yTmp)) { // the stability check failed, we reduce the global step hNew = Math.abs(filterStep(stepSize * stabilityReduction, false)); reject = true; loop = false; } else { // the substep was computed successfully if (k > 0) { // extrapolate the state at the end of the step // using last iteration data extrapolate(0, k, y1Diag, y1); rescale(y, y1, scale); // estimate the error at the end of the step. error = 0; for (int j = 0; j < y0.length; ++j) { double e = Math.abs(y1[j] - y1Diag[0][j]) / scale[j]; error += e * e; } error = Math.sqrt(error / y0.length); if ((error > 1.0e15) || ((k > 1) && (error > maxError))) { // error is too big, we reduce the global step hNew = Math.abs(filterStep(stepSize * stabilityReduction, false)); reject = true; loop = false; } else { maxError = Math.max(4 * error, 1.0); // compute optimal stepsize for this order double exp = 1.0 / (2 * k + 1); double fac = stepControl2 / Math.pow(error / stepControl1, exp); double pow = Math.pow(stepControl3, exp); fac = Math.max(pow / stepControl4, Math.min(1 / pow, fac)); optimalStep[k] = Math.abs(filterStep(stepSize * fac, true)); costPerTimeUnit[k] = costPerStep[k] / optimalStep[k]; // check convergence switch (k - targetIter) { case -1 : if ((targetIter > 1) && ! previousRejected) { // check if we can stop iterations now if (error <= 1.0) { // convergence have been reached just before targetIter loop = false; } else { // estimate if there is a chance convergence will // be reached on next iteration, using the // asymptotic evolution of error double ratio = ((double) sequence [k] * sequence[k+1]) / (sequence[0] * sequence[0]); if (error > ratio * ratio) { // we don't expect to converge on next iteration // we reject the step immediately and reduce order reject = true; loop = false; targetIter = k; if ((targetIter > 1) && (costPerTimeUnit[targetIter-1] < orderControl1 * costPerTimeUnit[targetIter])) { --targetIter; } hNew = optimalStep[targetIter]; } } } break; case 0: if (error <= 1.0) { // convergence has been reached exactly at targetIter loop = false; } else { // estimate if there is a chance convergence will // be reached on next iteration, using the // asymptotic evolution of error double ratio = ((double) sequence[k+1]) / sequence[0]; if (error > ratio * ratio) { // we don't expect to converge on next iteration // we reject the step immediately reject = true; loop = false; if ((targetIter > 1) && (costPerTimeUnit[targetIter-1] < orderControl1 * costPerTimeUnit[targetIter])) { --targetIter; } hNew = optimalStep[targetIter]; } } break; case 1 : if (error > 1.0) { reject = true; if ((targetIter > 1) && (costPerTimeUnit[targetIter-1] < orderControl1 * costPerTimeUnit[targetIter])) { --targetIter; } hNew = optimalStep[targetIter]; } loop = false; break; default : if ((firstTime || lastStep) && (error <= 1.0)) { loop = false; } break; } } } } } // dense output handling double hInt = getMaxStep(); if (denseOutput && ! reject) { // extrapolate state at middle point of the step for (int j = 1; j <= k; ++j) { extrapolate(0, j, diagonal, yMidDots[0]); } // derivative at end of step equations.computeDerivatives(stepStart + stepSize, y1, yDot1); int mu = 2 * k - mudif + 3; for (int l = 0; l < mu; ++l) { // derivative at middle point of the step int l2 = l / 2; double factor = Math.pow(0.5 * sequence[l2], l); int middleIndex = fk[l2].length / 2; for (int i = 0; i < y0.length; ++i) { yMidDots[l+1][i] = factor * fk[l2][middleIndex + l][i]; } for (int j = 1; j <= k - l2; ++j) { factor = Math.pow(0.5 * sequence[j + l2], l); middleIndex = fk[l2+j].length / 2; for (int i = 0; i < y0.length; ++i) { diagonal[j-1][i] = factor * fk[l2+j][middleIndex+l][i]; } extrapolate(l2, j, diagonal, yMidDots[l+1]); } for (int i = 0; i < y0.length; ++i) { yMidDots[l+1][i] *= stepSize; } // compute centered differences to evaluate next derivatives for (int j = (l + 1) / 2; j <= k; ++j) { for (int m = fk[j].length - 1; m >= 2 * (l + 1); --m) { for (int i = 0; i < y0.length; ++i) { fk[j][m][i] -= fk[j][m-2][i]; } } } } if (mu >= 0) { // estimate the dense output coefficients GraggBulirschStoerStepInterpolator gbsInterpolator = (GraggBulirschStoerStepInterpolator) interpolator; gbsInterpolator.computeCoefficients(mu, stepSize); if (useInterpolationError) { // use the interpolation error to limit stepsize double interpError = gbsInterpolator.estimateError(scale); hInt = Math.abs(stepSize / Math.max(Math.pow(interpError, 1.0 / (mu+4)), 0.01)); if (interpError > 10.0) { hNew = hInt; reject = true; } } // Switching functions handling if (!reject) { interpolator.storeTime(stepStart + stepSize); if (switchesHandler.evaluateStep(interpolator)) { reject = true; hNew = Math.abs(switchesHandler.getEventTime() - stepStart); } } } if (!reject) { // we will reuse the slope for the beginning of next step firstStepAlreadyComputed = true; System.arraycopy(yDot1, 0, yDot0, 0, y0.length); } } if (! reject) { // store end of step state double nextStep = stepStart + stepSize; System.arraycopy(y1, 0, y, 0, y0.length); switchesHandler.stepAccepted(nextStep, y); if (switchesHandler.stop()) { lastStep = true; } // provide the step data to the step handler interpolator.storeTime(nextStep); handler.handleStep(interpolator, lastStep); stepStart = nextStep; if (switchesHandler.reset(stepStart, y) && ! lastStep) { // some switching function has triggered changes that // invalidate the derivatives, we need to recompute them firstStepAlreadyComputed = false; } int optimalIter; if (k == 1) { optimalIter = 2; if (previousRejected) { optimalIter = 1; } } else if (k <= targetIter) { optimalIter = k; if (costPerTimeUnit[k-1] < orderControl1 * costPerTimeUnit[k]) { optimalIter = k-1; } else if (costPerTimeUnit[k] < orderControl2 * costPerTimeUnit[k-1]) { optimalIter = Math.min(k+1, sequence.length - 2); } } else { optimalIter = k - 1; if ((k > 2) && (costPerTimeUnit[k-2] < orderControl1 * costPerTimeUnit[k-1])) { optimalIter = k - 2; } if (costPerTimeUnit[k] < orderControl2 * costPerTimeUnit[optimalIter]) { optimalIter = Math.min(k, sequence.length - 2); } } if (previousRejected) { // after a rejected step neither order nor stepsize // should increase targetIter = Math.min(optimalIter, k); hNew = Math.min(Math.abs(stepSize), optimalStep[targetIter]); } else { // stepsize control if (optimalIter <= k) { hNew = optimalStep[optimalIter]; } else { if ((k < targetIter) && (costPerTimeUnit[k] < orderControl2 * costPerTimeUnit[k-1])) { hNew = filterStep(optimalStep[k] * costPerStep[optimalIter+1] / costPerStep[k], false); } else { hNew = filterStep(optimalStep[k] * costPerStep[optimalIter] / costPerStep[k], false); } } targetIter = optimalIter; } newStep = true; } hNew = Math.min(hNew, hInt); if (! forward) { hNew = -hNew; } firstTime = false; if (reject) { lastStep = false; previousRejected = true; } else { previousRejected = false; } } } /** maximal order. */ private int maxOrder; /** step size sequence. */ private int[] sequence; /** overall cost of applying step reduction up to iteration k+1, * in number of calls. */ private int[] costPerStep; /** cost per unit step. */ private double[] costPerTimeUnit; /** optimal steps for each order. */ private double[] optimalStep; /** extrapolation coefficients. */ private double[][] coeff; /** stability check enabling parameter. */ private boolean performTest; /** maximal number of checks for each iteration. */ private int maxChecks; /** maximal number of iterations for which checks are performed. */ private int maxIter; /** stepsize reduction factor in case of stability check failure. */ private double stabilityReduction; /** first stepsize control factor. */ private double stepControl1; /** second stepsize control factor. */ private double stepControl2; /** third stepsize control factor. */ private double stepControl3; /** fourth stepsize control factor. */ private double stepControl4; /** first order control factor. */ private double orderControl1; /** second order control factor. */ private double orderControl2; /** dense outpute required. */ private boolean denseOutput; /** use interpolation error in stepsize control. */ private boolean useInterpolationError; /** interpolation order control parameter. */ private int mudif; }

The table below shows all metrics for GraggBulirschStoerIntegrator.java.

MetricValueDescription
BLOCKS125.00Number of blocks
BLOCK_COMMENT16.00Number of block comment lines
COMMENTS329.00Comment lines
COMMENT_DENSITY 0.76Comment density
COMPARISONS116.00Number of comparison operators
CYCLOMATIC146.00Cyclomatic complexity
DECL_COMMENTS36.00Comments in declarations
DOC_COMMENT249.00Number of javadoc comment lines
ELOC431.00Effective lines of code
EXEC_COMMENTS54.00Comments in executable code
EXITS36.00Procedure exits
FUNCTIONS14.00Number of function declarations
HALSTEAD_DIFFICULTY160.53Halstead difficulty
HALSTEAD_EFFORT 0.00Halstead effort
INTERFACE_COMPLEXITY79.00Interface complexity
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JAVA0004 0.00JAVA0004 Unnecessary import from java.lang
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JAVA0026 0.00JAVA0026 Finalize method with parameters
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JAVA0095 0.00JAVA0095 Uninitialized private field
JAVA0096 0.00JAVA0096 Field in nested class hides outer field
JAVA0098 0.00JAVA0098 Minimize use of implicit field initializers
JAVA0100 1.00JAVA0100 Class contains N non-final fields (maximum: M)
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JAVA0106 0.00JAVA0106 Unnecessary import from current package
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JAVA0111 0.00JAVA0111 Incorrect javadoc: @return tag for void method
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JAVA0286 0.00JAVA0286 Dereference of null variable
JAVA0287 0.00JAVA0287 Unnecessary null check
JAVA0288 0.00JAVA0288 Inconsistent null check
LINES1017.00Number of lines in the source file
LINE_COMMENT64.00Number of line comments
LOC535.00Lines of code
LOGICAL_LINES315.00Number of statements
LOOPS32.00Number of loops
NEST_DEPTH10.00Maximum nesting depth
OPERANDS1406.00Number of operands
OPERATORS2909.00Number of operators
PARAMS48.00Number of formal parameter declarations
PROGRAM_LENGTH4315.00Halstead program length
PROGRAM_VOCAB312.00Halstead program vocabulary
PROGRAM_VOLUME 0.00Halstead program volume
RETURNS31.00Number of return points from functions
SIZE36563.00Size of the file in bytes
UNIQUE_OPERANDS254.00Number of unique operands
UNIQUE_OPERATORS58.00Number of unique operators
WHITESPACE153.00Number of whitespace lines