On 10/22/14 11:20 AM, Luc Maisonobe wrote:
> Le 22/10/2014 18:31, Phil Steitz a écrit :
>> On 10/22/14 8:34 AM, l...@apache.org wrote:
>>> Repository: commons-math
>>> Updated Branches:
>>> refs/heads/master 79ae77fda -> 25aa4bd36
>>>
>>>
>>> Provide access to state derivatives in ContinuousOutputModel.
>>>
>>> JIRA: MATH-1160
>>>
>>> Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo
>>> Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/25aa4bd3
>>> Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/25aa4bd3
>>> Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/25aa4bd3
>>>
>>> Branch: refs/heads/master
>>> Commit: 25aa4bd3665d8b265f03fa2b3e7ab6ee68256367
>>> Parents: 79ae77f
>>> Author: Luc Maisonobe <l...@apache.org>
>>> Authored: Wed Oct 22 17:34:29 2014 +0200
>>> Committer: Luc Maisonobe <l...@apache.org>
>>> Committed: Wed Oct 22 17:34:29 2014 +0200
>>>
>>> ----------------------------------------------------------------------
>>> src/changes/changes.xml | 3 +++
>>> .../math3/ode/ContinuousOutputModel.java | 14 +++++++++++++
>>> .../math3/ode/ContinuousOutputModelTest.java | 21 +++++++++++++-------
>>> 3 files changed, 31 insertions(+), 7 deletions(-)
>>> ----------------------------------------------------------------------
>>>
>>>
>>> http://git-wip-us.apache.org/repos/asf/commons-math/blob/25aa4bd3/src/changes/changes.xml
>>> ----------------------------------------------------------------------
>>> diff --git a/src/changes/changes.xml b/src/changes/changes.xml
>>> index bb5c525..9350d6b 100644
>>> --- a/src/changes/changes.xml
>>> +++ b/src/changes/changes.xml
>>> @@ -73,6 +73,9 @@ Users are encouraged to upgrade to this version as this
>>> release not
>>> 2. A few methods in the FastMath class are in fact slower that their
>>> counterpart in either Math or StrictMath (cf. MATH-740 and MATH-901).
>>> ">
>>> + <action dev="luc" type="fix" issue="MATH-1160" >
>>> + Provide access to state derivatives in ContinuousOutputModel.
>>> + </action>
>>> <action dev="luc" type="fix" issue="MATH-1138" due-to="Hank
>>> Grabowski">
>>> Fixed bicubic spline interpolator, using Akima splines.
>>> </action>
>>>
>>> http://git-wip-us.apache.org/repos/asf/commons-math/blob/25aa4bd3/src/main/java/org/apache/commons/math3/ode/ContinuousOutputModel.java
>>> ----------------------------------------------------------------------
>>> diff --git
>>> a/src/main/java/org/apache/commons/math3/ode/ContinuousOutputModel.java
>>> b/src/main/java/org/apache/commons/math3/ode/ContinuousOutputModel.java
>>> index 599eab9..d9f6192 100644
>>> --- a/src/main/java/org/apache/commons/math3/ode/ContinuousOutputModel.java
>>> +++ b/src/main/java/org/apache/commons/math3/ode/ContinuousOutputModel.java
>>> @@ -332,12 +332,25 @@ public class ContinuousOutputModel
>>> * Get the state vector of the interpolated point.
>>> * @return state vector at time {@link #getInterpolatedTime}
>>> * @exception MaxCountExceededException if the number of functions
>>> evaluations is exceeded
>>> + * @see #getInterpolatedDerivatives()
>>> * @see #getInterpolatedSecondaryState(int)
>>> */
>>> public double[] getInterpolatedState() throws MaxCountExceededException {
>>> return steps.get(index).getInterpolatedState();
>>> }
>>>
>>> + /**
>>> + * Get the derivatives of the state vector of the interpolated point.
>>> + * @return derivatives of the state vector at time {@link
>>> #getInterpolatedTime}
>>> + * @exception MaxCountExceededException if the number of functions
>>> evaluations is exceeded
>>> + * @see #getInterpolatedState()
>>> + * @see #getInterpolatedSecondaryState(int)
>>> + * @since 3.4
>>> + */
>>> + public double[] getInterpolatedDerivatives() throws
>>> MaxCountExceededException {
>>> + return steps.get(index).getInterpolatedDerivatives();
>> Do you maybe want to make a copy here?
> I have followed the same pattern as getInterpolatedState above, which
> returns the array without copying it. The reason for this choice was
> that the method is essentially used to peek at state during the
> integration, and it is called a huge number of time, at each steps.
>
> I agree this choice was wrong, just as passing arrays so user fill them
> in the associated FirstOrderDifferentialEquations interface is not up to
> date design.
>
> Perhaps we should rethink all this for 4.0? As for 3.4, being consistent
> with the existing methods seemed better to me.
>
> Does this seems sensible to you?
Yes, what threw me was
@return derivatives of the state vector at time {@link
#getInterpolatedTime}
which seemed to indicate a copy would be needed. Is the
interpolated time invariant over the integration? If not, the
javadoc should be fixed.
Phil
>
> best regards,
> Luc
>
>> Phil
>>> + }
>>> +
>>> /** Get the interpolated secondary state corresponding to the secondary
>>> equations.
>>> * @param secondaryStateIndex index of the secondary set, as returned by
>>> {@link
>>> *
>>> org.apache.commons.math3.ode.ExpandableStatefulODE#addSecondaryEquations(
>>> @@ -345,6 +358,7 @@ public class ContinuousOutputModel
>>> * ExpandableStatefulODE.addSecondaryEquations(SecondaryEquations)}
>>> * @return interpolated secondary state at the current interpolation date
>>> * @see #getInterpolatedState()
>>> + * @see #getInterpolatedDerivatives()
>>> * @since 3.2
>>> * @exception MaxCountExceededException if the number of functions
>>> evaluations is exceeded
>>> */
>>>
>>> http://git-wip-us.apache.org/repos/asf/commons-math/blob/25aa4bd3/src/test/java/org/apache/commons/math3/ode/ContinuousOutputModelTest.java
>>> ----------------------------------------------------------------------
>>> diff --git
>>> a/src/test/java/org/apache/commons/math3/ode/ContinuousOutputModelTest.java
>>> b/src/test/java/org/apache/commons/math3/ode/ContinuousOutputModelTest.java
>>> index 2f4053d..3a098ba 100644
>>> ---
>>> a/src/test/java/org/apache/commons/math3/ode/ContinuousOutputModelTest.java
>>> +++
>>> b/src/test/java/org/apache/commons/math3/ode/ContinuousOutputModelTest.java
>>> @@ -63,22 +63,29 @@ public class ContinuousOutputModelTest {
>>> pb.getFinalTime(), new double[pb.getDimension()]);
>>>
>>> Random random = new Random(347588535632l);
>>> - double maxError = 0.0;
>>> + double maxError = 0.0;
>>> + double maxErrorDot = 0.0;
>>> for (int i = 0; i < 1000; ++i) {
>>> double r = random.nextDouble();
>>> double time = r * pb.getInitialTime() + (1.0 - r) *
>>> pb.getFinalTime();
>>> cm.setInterpolatedTime(time);
>>> - double[] interpolatedY = cm.getInterpolatedState ();
>>> - double[] theoreticalY = pb.computeTheoreticalState(time);
>>> + double[] interpolatedY = cm.getInterpolatedState();
>>> + double[] interpolatedYDot = cm.getInterpolatedDerivatives();
>>> + double[] theoreticalY = pb.computeTheoreticalState(time);
>>> + double[] theoreticalYDot = new double[pb.getDimension()];
>>> + pb.doComputeDerivatives(time, theoreticalY, theoreticalYDot);
>>> double dx = interpolatedY[0] - theoreticalY[0];
>>> double dy = interpolatedY[1] - theoreticalY[1];
>>> double error = dx * dx + dy * dy;
>>> - if (error > maxError) {
>>> - maxError = error;
>>> - }
>>> + maxError = FastMath.max(maxError, error);
>>> + double dxDot = interpolatedYDot[0] - theoreticalYDot[0];
>>> + double dyDot = interpolatedYDot[1] - theoreticalYDot[1];
>>> + double errorDot = dxDot * dxDot + dyDot * dyDot;
>>> + maxErrorDot = FastMath.max(maxErrorDot, errorDot);
>>> }
>>>
>>> - Assert.assertTrue(maxError < 1.0e-9);
>>> + Assert.assertEquals(0.0, maxError, 1.0e-9);
>>> + Assert.assertEquals(0.0, maxErrorDot, 4.0e-7);
>>>
>>> }
>>>
>>>
>>>
>>
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