Class HighamHall54Integrator
- java.lang.Object
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- org.apache.commons.math3.ode.AbstractIntegrator
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- org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeIntegrator
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- org.apache.commons.math3.ode.nonstiff.EmbeddedRungeKuttaIntegrator
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- org.apache.commons.math3.ode.nonstiff.HighamHall54Integrator
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- All Implemented Interfaces:
FirstOrderIntegrator
,ODEIntegrator
public class HighamHall54Integrator extends EmbeddedRungeKuttaIntegrator
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.
- Since:
- 1.2
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Field Summary
Fields Modifier and Type Field Description 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.math3.ode.nonstiff.AdaptiveStepsizeIntegrator
mainSetDimension, scalAbsoluteTolerance, scalRelativeTolerance, vecAbsoluteTolerance, vecRelativeTolerance
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Fields inherited from class org.apache.commons.math3.ode.AbstractIntegrator
isLastStep, resetOccurred, stepHandlers, stepSize, stepStart
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Constructor Summary
Constructors Constructor Description HighamHall54Integrator(double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance)
Simple constructor.HighamHall54Integrator(double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance)
Simple constructor.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description 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.math3.ode.nonstiff.EmbeddedRungeKuttaIntegrator
getMaxGrowth, getMinReduction, getSafety, integrate, setMaxGrowth, setMinReduction, setSafety
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Methods inherited from class org.apache.commons.math3.ode.nonstiff.AdaptiveStepsizeIntegrator
filterStep, getCurrentStepStart, getMaxStep, getMinStep, initializeStep, resetInternalState, sanityChecks, setInitialStepSize, setStepSizeControl, setStepSizeControl
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Methods inherited from class org.apache.commons.math3.ode.AbstractIntegrator
acceptStep, addEventHandler, addEventHandler, addStepHandler, clearEventHandlers, clearStepHandlers, computeDerivatives, getCounter, getCurrentSignedStepsize, getEvaluations, getEvaluationsCounter, getEventHandlers, getExpandable, getMaxEvaluations, getName, getStepHandlers, initIntegration, integrate, setEquations, setMaxEvaluations, setStateInitialized
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Field Detail
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METHOD_NAME
private static final java.lang.String METHOD_NAME
Integrator method name.- See Also:
- Constant Field Values
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STATIC_C
private static final double[] STATIC_C
Time steps Butcher array.
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STATIC_A
private static final double[][] STATIC_A
Internal weights Butcher array.
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STATIC_B
private static final double[] STATIC_B
Propagation weights Butcher array.
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STATIC_E
private static final double[] STATIC_E
Error weights Butcher array.
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Constructor Detail
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HighamHall54Integrator
public HighamHall54Integrator(double minStep, double maxStep, double scalAbsoluteTolerance, double scalRelativeTolerance)
Simple constructor. Build a fifth order Higham and Hall integrator with the given step bounds- Parameters:
minStep
- minimal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than thismaxStep
- maximal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than thisscalAbsoluteTolerance
- allowed absolute errorscalRelativeTolerance
- allowed relative error
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HighamHall54Integrator
public HighamHall54Integrator(double minStep, double maxStep, double[] vecAbsoluteTolerance, double[] vecRelativeTolerance)
Simple constructor. Build a fifth order Higham and Hall integrator with the given step bounds- Parameters:
minStep
- minimal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than thismaxStep
- maximal step (sign is irrelevant, regardless of integration direction, forward or backward), the last step can be smaller than thisvecAbsoluteTolerance
- allowed absolute errorvecRelativeTolerance
- allowed relative error
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Method Detail
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getOrder
public int getOrder()
Get the order of the method.- Specified by:
getOrder
in classEmbeddedRungeKuttaIntegrator
- Returns:
- order of the method
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estimateError
protected double estimateError(double[][] yDotK, double[] y0, double[] y1, double h)
Compute the error ratio.- Specified by:
estimateError
in classEmbeddedRungeKuttaIntegrator
- Parameters:
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- Returns:
- error ratio, greater than 1 if step should be rejected
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