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java.lang.Objectorg.apache.commons.math.ode.AbstractIntegrator
org.apache.commons.math.ode.nonstiff.AdaptiveStepsizeIntegrator
org.apache.commons.math.ode.nonstiff.EmbeddedRungeKuttaIntegrator
org.apache.commons.math.ode.nonstiff.HighamHall54Integrator
public class HighamHall54Integrator
This class implements the 5(4) Higham and Hall integrator for Ordinary Differential Equations.
This integrator is an embedded Runge-Kutta integrator of order 5(4) used in local extrapolation mode (i.e. the solution is computed using the high order formula) with stepsize control (and automatic step initialization) and continuous output. This method uses 7 functions evaluations per step.
Field Summary | |
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private static java.lang.String |
METHOD_NAME
Integrator method name. |
private static double[][] |
STATIC_A
Internal weights Butcher array. |
private static double[] |
STATIC_B
Propagation weights Butcher array. |
private static double[] |
STATIC_C
Time steps Butcher array. |
private static double[] |
STATIC_E
Error weights Butcher array. |
Fields inherited from class org.apache.commons.math.ode.nonstiff.AdaptiveStepsizeIntegrator |
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mainSetDimension, scalAbsoluteTolerance, scalRelativeTolerance, vecAbsoluteTolerance, vecRelativeTolerance |
Fields inherited from class org.apache.commons.math.ode.AbstractIntegrator |
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isLastStep, resetOccurred, stepHandlers, stepSize, stepStart |
Constructor Summary | |
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HighamHall54Integrator(double minStep,
double maxStep,
double[] vecAbsoluteTolerance,
double[] vecRelativeTolerance)
Simple constructor. |
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HighamHall54Integrator(double minStep,
double maxStep,
double scalAbsoluteTolerance,
double scalRelativeTolerance)
Simple constructor. |
Method Summary | |
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protected double |
estimateError(double[][] yDotK,
double[] y0,
double[] y1,
double h)
Compute the error ratio. |
int |
getOrder()
Get the order of the method. |
Methods inherited from class org.apache.commons.math.ode.nonstiff.EmbeddedRungeKuttaIntegrator |
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getMaxGrowth, getMinReduction, getSafety, integrate, setMaxGrowth, setMinReduction, setSafety |
Methods inherited from class org.apache.commons.math.ode.nonstiff.AdaptiveStepsizeIntegrator |
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filterStep, getCurrentStepStart, getMaxStep, getMinStep, initializeStep, resetInternalState, sanityChecks, setInitialStepSize |
Methods inherited from class org.apache.commons.math.ode.AbstractIntegrator |
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acceptStep, addEndTimeChecker, addEventHandler, addStepHandler, clearEventHandlers, clearStepHandlers, computeDerivatives, getCurrentSignedStepsize, getEvaluations, getEventHandlers, getMaxEvaluations, getName, getStepHandlers, requiresDenseOutput, resetEvaluations, setEquations, setMaxEvaluations, setStateInitialized |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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private static final java.lang.String METHOD_NAME
private static final double[] STATIC_C
private static final double[][] STATIC_A
private static final double[] STATIC_B
private static final double[] STATIC_E
Constructor Detail |
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public HighamHall54Integrator(double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance)
minStep
- minimal step (must be positive even for backward
integration), the last step can be smaller than thismaxStep
- maximal step (must be positive even for backward
integration)scalAbsoluteTolerance
- allowed absolute errorscalRelativeTolerance
- allowed relative errorpublic HighamHall54Integrator(double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance)
minStep
- minimal step (must be positive even for backward
integration), the last step can be smaller than thismaxStep
- maximal step (must be positive even for backward
integration)vecAbsoluteTolerance
- allowed absolute errorvecRelativeTolerance
- allowed relative errorMethod Detail |
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public int getOrder()
getOrder
in class EmbeddedRungeKuttaIntegrator
protected double estimateError(double[][] yDotK, double[] y0, double[] y1, double h)
estimateError
in class EmbeddedRungeKuttaIntegrator
yDotK
- derivatives computed during the first stagesy0
- estimate of the step at the start of the stepy1
- estimate of the step at the end of the steph
- current step
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