Moving faulty RKSolverV2 to Research repository.

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Marcel Kronfeld 2010-02-24 16:23:01 +00:00
parent 2f33a002e2
commit 9c49233758

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@ -1,541 +0,0 @@
package eva2.tools.math.des;
import java.io.Serializable;
import java.util.Arrays;
import eva2.tools.math.Mathematics;
/**
* Title: JAVA-EVA Description: Runge-Kutta Method Copyright: Copyright (c) 2002
* Company: University of Tübingen, Computer Architecture
*
* @author Hannes Planatscher
* @author Andreas Dräger
* @author Marcel Kronfeld
* @version 1.0 Status: works, but numerical inaccurate
*/
public class RKSolverV2 extends AbstractDESSolver implements Serializable {
/**
*
*/
private static final long serialVersionUID = -3383457963743552159L;
/**
*
*/
private static boolean useLinearCalc = true;
/**
*
* @param args
*/
public static void main(String args[]) {
new RKSolver(0.01);
}
/**
*
*/
transient protected double[] k0tmp, k1tmp, k2tmp;
/**
*
*/
transient protected double[][] kVals = null;
/**
*
*/
boolean nonnegative = true;
/**
*
*/
double stepSize = 0.01;
/**
*
*/
boolean unstableFlag;
/**
*
*/
public RKSolverV2() {
}
/**
* A constructor.
*
* @param withLinearCalc
* set whether the linear or old calculation method will be used.
*/
public RKSolverV2(boolean withLinearCalc) {
useLinearCalc = withLinearCalc;
}
/**
* put your documentation comment here
*/
public RKSolverV2(double stepSize) {
this.stepSize = stepSize;
}
/**
* @return
*/
public double getStepSize() {
return stepSize;
}
/**
* @return
*/
public boolean isUnstable() {
return unstableFlag;
}
/**
* @param DES
* @param h
* @param x
* @param Ytemp
* @return
*/
public double[] rkTerm(EventDESystem EDES, double h, double x,
double[] Ytemp) {
double[][] K = new double[4][];
K[0] = Mathematics.svMult(h, EDES.getValue(x, Ytemp));
K[1] = Mathematics.svMult(h, EDES.getValue(x + h / 2, Mathematics
.vvAdd(Ytemp, Mathematics.svMult(0.5, K[0]))));
K[2] = Mathematics.svMult(h, EDES.getValue(x + h / 2, Mathematics
.vvAdd(Ytemp, Mathematics.svMult(0.5, K[1]))));
K[3] = Mathematics.svMult(h, EDES.getValue(x + h, Mathematics.vvAdd(
Ytemp, K[2])));
double[] change = Mathematics.svDiv(6, Mathematics.vvAdd(K[0],
Mathematics.vvAdd(Mathematics.svMult(2, K[1]), Mathematics
.vvAdd(Mathematics.svMult(2, K[2]), K[3]))));
for (int k = 0; k < change.length; k++) {
if (Double.isNaN(change[k])) {
unstableFlag = true;
change[k] = 0;
// return result;
}
}
return change;
}
/**
* Linearized code for speed-up (no allocations).
*
* @param DES
* @param h
* @param x
* @param Ytemp
* @return
*/
public void rkTerm2(EventDESystem EDES, double h, double x, double[] Ytemp,
double[] res) {
if (kVals == null) { // "static" vectors which are allocated only once
k0tmp = new double[EDES.getDESystemDimension()];
k1tmp = new double[EDES.getDESystemDimension()];
k2tmp = new double[EDES.getDESystemDimension()];
kVals = new double[4][EDES.getDESystemDimension()];
}
// double[][] K = new double[4][];
EDES.getValue(x, Ytemp, kVals[0]);
Mathematics.svMult(h, kVals[0], kVals[0]);
// K[0] = svMult(h, DES.getValue(x, Ytemp));
Mathematics.svMult(0.5, kVals[0], k0tmp);
Mathematics.vvAdd(Ytemp, k0tmp, k0tmp);
EDES.getValue(x + h / 2, k0tmp, kVals[1]);
Mathematics.svMult(h, kVals[1], kVals[1]);
// K[1] = svMult(h, DES.getValue(x + h / 2, vvAdd(Ytemp, svMult(0.5,
// K[0]))));
Mathematics.svMult(0.5, kVals[1], k1tmp);
Mathematics.vvAdd(Ytemp, k1tmp, k1tmp);
EDES.getValue(x + h / 2, k1tmp, kVals[2]);
Mathematics.svMult(h, kVals[2], kVals[2]);
// K[2] = svMult(h, DES.getValue(x + h / 2, vvAdd(Ytemp, svMult(0.5,
// K[1]))));
Mathematics.vvAdd(Ytemp, kVals[2], k2tmp);
EDES.getValue(x + h, k2tmp, k1tmp);
Mathematics.svMult(h, k1tmp, kVals[3]);
// K[3] = svMult(h, DES.getValue(x + h, vvAdd(Ytemp, K[2])));
Mathematics.svMult(2, kVals[2], k0tmp);
Mathematics.vvAdd(k0tmp, kVals[3], k0tmp);
Mathematics.svMult(2, kVals[1], k1tmp);
Mathematics.vvAdd(k1tmp, k0tmp, k2tmp);
Mathematics.vvAdd(kVals[0], k2tmp, k1tmp);
Mathematics.svDiv(6, k1tmp, res);
// double[] change = svDiv(6, vvAdd(K[0], vvAdd(svMult(2, K[1]),
// vvAdd(svMult(2, K[2]), K[3]))));
// for (int i=0; i<res.length; i++) {
// double diff = Math.abs(res[i]-change[i]);
// if (diff > 0.00000001) System.out.println("!!! ");
// }
// double[] change = svdiv(6, vvadd(kVals[0], vvadd(svmult(2, kVals[1]),
// vvadd(svmult(2, kVals[2]), kVals[3]))));
for (int k = 0; k < res.length; k++) {
if (Double.isNaN(res[k])) {
unstableFlag = true;
res[k] = 0;
// return result;
}
}
}
/**
* @param stepSize
*/
public void setStepSize(double stepSize) {
this.stepSize = stepSize;
}
/**
* @param unstableFlag
*/
public void setUnstableFlag(boolean unstableFlag) {
this.unstableFlag = unstableFlag;
}
/**
* Set whether the linear or old calculation method will be used.
*
* @param withLinearCalc
*/
public void setWithLinearCalc(boolean withLinearCalc) {
useLinearCalc = withLinearCalc;
}
/**
* put your documentation comment here
*
* @param DES
* @param initialValues
* @param x
* @param h
* @param steps
* @return
*/
public double[][] solve(DESystem DES, double[] initialValues, double x,
double h, int steps) {
double[] timeVector = new double[steps];
for (int i = 0; i < steps; i++)
timeVector[i] = x + i * h;
return solveAtTimePoints(DES, initialValues, timeVector);
}
public double[][] solveAtTimePoints(EventDESystem EDES,
double[] initialValues, double[] timePoints) {
return solveAtTimePoints(EDES, initialValues, timePoints, false);
}
/**
* This method returns a matrix in which the first column includes all time
* points. Every row is composed as time and all values at this time point.
* It uses the same integration method than the regular
* <code>solveatTimepoints</code> method.
*
* @param DES
* @param initialValues
* @param timePoints
* @return
*/
public double[][] solveAtTimePointsIncludingTime(EventDESystem EDES,
double[] initialValues, double[] timePoints) {
return solveAtTimePoints(EDES, initialValues, timePoints, true);
}
/**
*
*/
public double[][] solveAtTimePointsWithInitialConditions(
EventDESystem EDES, double[][] initConditions, double[] timePoints) {
int order = EDES.getDESystemDimension();
double[][] result = new double[timePoints.length][order];
result[0] = initConditions[0];
double x = timePoints[0];
for (int i = 1; i < timePoints.length; i++) {
double h = stepSize;
double[] Ytemp = new double[order];
int inbetweensteps = (int) Math
.floor((timePoints[i] - timePoints[i - 1]) / h);
Ytemp = (double[]) initConditions[i - 1].clone();
for (int j = 0; j < inbetweensteps; j++) {
double change[] = rkTerm(EDES, h, x, Ytemp);
Ytemp = Mathematics.vvAdd(Ytemp, change);
x += h;
}
h = timePoints[i] - x;
double change[] = rkTerm(EDES, h, x, Ytemp);
Ytemp = Mathematics.vvAdd(Ytemp, change);
if (this.nonnegative) {
for (int k = 0; k < Ytemp.length; k++) {
if (Ytemp[k] < 0) {
Ytemp[k] = 0;
}
}
}
result[i] = Ytemp;
x += h;
}
return result;
}
/**
* @param DES
* @param initialValues
* @param timeBegin
* @param timeEnd
* @return
*/
public double[][] solveByStepSize(EventDESystem EDES,
double[] initialValues, double timeBegin, double timeEnd) {
return solveByStepSize(EDES, initialValues, timeBegin, timeEnd, false);
}
/**
* @param DES
* @param initialValues
* @param timeBegin
* @param timeEnd
* @return
*/
public double[][] solveByStepSizeIncludingTime(EventDESystem EDES,
double[] initialValues, double timeBegin, double timeEnd) {
return solveByStepSize(EDES, initialValues, timeBegin, timeEnd, true);
}
public double[] processEvents(double time, double[] Ytemp,
EventDESystem EDES) {
double[] res = new double[Ytemp.length];
// Arrays.fill(res, 0);
double[] delays = EDES.processEvents(time, Ytemp, res);
System.out.println("delay " + Arrays.toString(delays));
for (int j = 0; j < delays.length; j++)
if (!Double.isNaN(delays[j])) {
System.out.printf(
"time %s :Ytemp[%s]_old = %s\tYtemp[%s]_new = %s\n",
time, j, Ytemp[j], j, (res[j] - Ytemp[j]));
Ytemp[j] = res[j] - Ytemp[j];
} else
Ytemp[j] = 0d;
return Ytemp;
}
public static boolean containsNaN(double[] arr) {
for (int i = 0; i < arr.length; i++) {
if (Double.isNaN(arr[i]))
return true;
}
return false;
}
public void processEventsVoid(double time, double[] Ytemp,
EventDESystem EDES) {
double[] res = new double[Ytemp.length];
// Arrays.fill(res, 0);
double[] delays = EDES.processEvents(time, Ytemp, res);
for (int j = 0; j < delays.length; j++)
if (!Double.isNaN(delays[j])) {
// System.out.printf("Ytemp[j]_old = %s\tYtemp[j]_new = %s\n",
// Ytemp[j], res[j]);
Ytemp[j] = res[j];
}
}
/**
* When set to <code>TRUE</code>, <code>includeTimes</code> will make the
* solver to return a matrix with the first column containing the times. By
* default the result of the ODE solver just returns the values for Y.
*
* @param includeTimes
*/
private double[][] solveAtTimePoints(EventDESystem EDES,
double[] initialValues, double[] timePoints, boolean includeTimes) {
// sorted timepoints!!!!!!!!!!!!!!!!!!!!!
int order = EDES.getDESystemDimension();
double result[][], x = timePoints[0];
if (includeTimes) {
result = new double[timePoints.length][order + 1];
result[0][0] = timePoints[0];
for (int i = 1; i <= order; i++)
result[0][i] = initialValues[i - 1];
} else {
result = new double[timePoints.length][order];
for (int i = 0; i < order; i++)
result[0][i] = initialValues[i];
}
// System.out.println("JavaCalled");
unstableFlag = false;
double h = stepSize;
double change[] = new double[order];
double[] Ytemp = new double[order];
for (int i = 1; i < timePoints.length; i++) {
h = stepSize;
// int inbetweensteps = (int) Math.round((timePoints[i] -
// timePoints[i -
// 1]) / h + 1);
int inbetweensteps = (int) Math
.floor((timePoints[i] - timePoints[i - 1]) / h);
// System.out.println("inbetweensteps at " + i + ": " +
// inbetweensteps);
if (includeTimes)
System.arraycopy(result[i - 1], 1, Ytemp, 0,
result[i - 1].length - 1);
else
Ytemp = result[i - 1].clone();
// process events
// double[] YtempClone = processEvents(x, Ytemp.clone(), EDES);
// Ytemp = processEventsVoid(x, Ytemp,EDES);
for (int j = 0; j < inbetweensteps; j++) {
if (useLinearCalc)
rkTerm2(EDES, h, x, Ytemp, change);
else
change = rkTerm(EDES, h, x, Ytemp);
// System.out.println("aft change 0 " + change[0]);
Mathematics.vvAdd(Ytemp, change, Ytemp);
if (this.nonnegative) {
for (int k = 0; k < Ytemp.length; k++) {
if (Ytemp[k] < 0)
Ytemp[k] = 0;
}
}
x += h;
// process events
double[] YtempClone2 = processEvents(x, Ytemp.clone(), EDES);
Mathematics.vvAdd(Ytemp, YtempClone2, Ytemp);
// processEventsVoid(x, Ytemp,EDES);
}
// ohne wirkung
// Mathematics.vvAdd(Ytemp, YtempClone, Ytemp);
h = timePoints[i] - x;
if (useLinearCalc)
rkTerm2(EDES, h, x, Ytemp, change);
else
change = rkTerm(EDES, h, x, Ytemp);
Mathematics.vvAdd(Ytemp, change, Ytemp);
if (this.nonnegative) {
for (int k = 0; k < Ytemp.length; k++) {
if (Ytemp[k] < 0)
Ytemp[k] = 0;
}
}
if (includeTimes) {
result[i][0] = timePoints[i];
System.arraycopy(Ytemp, 0, result[i], 1, Ytemp.length);
} else
result[i] = Ytemp;
x += h;
}
return result;
}
/**
* @param DES
* @param initialValues
* @param timeBegin
* @param timeEnd
* @return
*/
private double[][] solveByStepSize(EventDESystem EDES,
double[] initialValues, double timeBegin, double timeEnd,
boolean time) {
int numsteps = (int) Math.round(((timeEnd - timeBegin) / stepSize) + 1);
unstableFlag = false;
// System.out.println(numsteps);
int order = EDES.getDESystemDimension(), i;
double[][] result;
if (time) {
result = new double[numsteps][order + 1];
result[0][0] = timeBegin;
for (i = 0; i < order; i++)
result[0][i + 1] = initialValues[i];
} else {
result = new double[numsteps][order];
for (i = 0; i < order; i++)
result[0][i] = initialValues[i];
}
double x = timeBegin;
for (i = 1; i < numsteps; i++) {
double h = stepSize, change[] = null, Ytemp[] = null;
if (time) {
double tmp[] = new double[result[i - 1].length - 1];
System.arraycopy(result[i - 1], 1, tmp, 0,
result[i - 1].length - 1);
change = rkTerm(EDES, h, x, tmp);
Ytemp = Mathematics.vvAdd(tmp, change);
} else {
change = rkTerm(EDES, h, x, result[i - 1]);
Ytemp = Mathematics.vvAdd(result[i - 1], change);
}
if (this.nonnegative) {
for (int k = 0; k < Ytemp.length; k++) {
if (Ytemp[k] < 0)
Ytemp[k] = 0;
}
}
x += h;
if (time) {
System.arraycopy(Ytemp, 0, result[i], 1, Ytemp.length);
result[i][0] = x;
} else
result[i] = Ytemp;
}
return result;
}
// @Override
public double[][] solveAtTimePoints(DESystem DES, double[] initialvalue,
double[] timepoints) {
// TODO Auto-generated method stub
return null;
}
// @Override
public double[][] solveAtTimePointsWithInitialConditions(DESystem DES,
double[][] initconditions, double[] timepoints) {
// TODO Auto-generated method stub
return null;
}
}