org.apache.commons.math3.ode
Class JacobianMatrices

java.lang.Object
  org.apache.commons.math3.ode.JacobianMatrices

public class JacobianMatrices
extends Object

This class defines a set of secondary equations to compute the Jacobian matrices with respect to the initial state vector and, if any, to some parameters of the primary ODE set.

It is intended to be packed into an ExpandableStatefulODE in conjunction with a primary set of ODE, which may be:

• a FirstOrderDifferentialEquations
• a MainStateJacobianProvider

In order to compute Jacobian matrices with respect to some parameters of the primary ODE set, the following parameter Jacobian providers may be set:

• a ParameterJacobianProvider
• a ParameterizedODE

Since:

3.0

Version:

$Id: JacobianMatrices.java 7721 2013-02-14 14:07:13Z CardosoP $

See Also:

ExpandableStatefulODE, FirstOrderDifferentialEquations, MainStateJacobianProvider, ParameterJacobianProvider, ParameterizedODE

Nested Class Summary

static class

JacobianMatrices.MismatchedEquations Special exception for equations mismatch.

Constructor Summary

JacobianMatrices(FirstOrderDifferentialEquations fode, double[] hY, String... parameters)
Simple constructor for a secondary equations set computing Jacobian matrices.

JacobianMatrices(MainStateJacobianProvider jode, String... parameters)
Simple constructor for a secondary equations set computing Jacobian matrices.

Method Summary

void	addParameterJacobianProvider(ParameterJacobianProvider provider) Add a parameter Jacobian provider.
void	getCurrentMainSetJacobian(double[][] dYdY0) Get the current value of the Jacobian matrix with respect to state.
void	getCurrentParameterJacobian(String pName, double[] dYdP) Get the current value of the Jacobian matrix with respect to one parameter.
void	registerVariationalEquations(ExpandableStatefulODE expandable) Register the variational equations for the Jacobians matrices to the expandable set.
void	setInitialMainStateJacobian(double[][] dYdY0) Set the initial value of the Jacobian matrix with respect to state.
void	setInitialParameterJacobian(String pName, double[] dYdP) Set the initial value of a column of the Jacobian matrix with respect to one parameter.
void	setParameterizedODE(ParameterizedODE parameterizedOde) Set a parameter Jacobian provider.
void	setParameterStep(String parameter, double hP) Set the step associated to a parameter in order to compute by finite difference the Jacobian matrix.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

JacobianMatrices

public JacobianMatrices(FirstOrderDifferentialEquations fode,
                        double[] hY,
                        String... parameters)
                 throws DimensionMismatchException

Simple constructor for a secondary equations set computing Jacobian matrices.

Parameters must belong to the supported ones given by Parameterizable.getParametersNames(), so the primary set of differential equations must be Parameterizable.

Note that each selection clears the previous selected parameters.

Parameters:

fode - the primary first order differential equations set to extend

hY - step used for finite difference computation with respect to state vector

parameters - parameters to consider for Jacobian matrices processing (may be null if parameters Jacobians is not desired)

Throws:

DimensionMismatchException - if there is a dimension mismatch between the steps array hY and the equation dimension

JacobianMatrices

public JacobianMatrices(MainStateJacobianProvider jode,
                        String... parameters)

Simple constructor for a secondary equations set computing Jacobian matrices.

Parameters must belong to the supported ones given by Parameterizable.getParametersNames(), so the primary set of differential equations must be Parameterizable.

Note that each selection clears the previous selected parameters.

Parameters:

jode - the primary first order differential equations set to extend

parameters - parameters to consider for Jacobian matrices processing (may be null if parameters Jacobians is not desired)

Method Detail

registerVariationalEquations

public void registerVariationalEquations(ExpandableStatefulODE expandable)
                                  throws DimensionMismatchException,
                                         JacobianMatrices.MismatchedEquations

Register the variational equations for the Jacobians matrices to the expandable set.

Parameters:

expandable - expandable set into which variational equations should be registered

Throws:

DimensionMismatchException - if the dimension of the partial state does not match the selected equations set dimension

JacobianMatrices.MismatchedEquations - if the primary set of the expandable set does not match the one used to build the instance

See Also:

ExpandableStatefulODE.addSecondaryEquations(SecondaryEquations)

addParameterJacobianProvider

public void addParameterJacobianProvider(ParameterJacobianProvider provider)

Add a parameter Jacobian provider.

Parameters:

provider - the parameter Jacobian provider to compute exactly the parameter Jacobian matrix

setParameterizedODE

public void setParameterizedODE(ParameterizedODE parameterizedOde)

Set a parameter Jacobian provider.

Parameters:

parameterizedOde - the parameterized ODE to compute the parameter Jacobian matrix using finite differences

setParameterStep

public void setParameterStep(String parameter,
                             double hP)
                      throws UnknownParameterException

Set the step associated to a parameter in order to compute by finite difference the Jacobian matrix.

Needed if and only if the primary ODE set is a ParameterizedODE.

Given a non zero parameter value pval for the parameter, a reasonable value for such a step is pval * FastMath.sqrt(Precision.EPSILON).

A zero value for such a step doesn't enable to compute the parameter Jacobian matrix.

Parameters:

parameter - parameter to consider for Jacobian processing

hP - step for Jacobian finite difference computation w.r.t. the specified parameter

Throws:

UnknownParameterException - if the parameter is not supported

See Also:

ParameterizedODE

setInitialMainStateJacobian

public void setInitialMainStateJacobian(double[][] dYdY0)
                                 throws DimensionMismatchException

Set the initial value of the Jacobian matrix with respect to state.

If this method is not called, the initial value of the Jacobian matrix with respect to state is set to identity.

Parameters:

dYdY0 - initial Jacobian matrix w.r.t. state

Throws:

DimensionMismatchException - if matrix dimensions are incorrect

setInitialParameterJacobian

public void setInitialParameterJacobian(String pName,
                                        double[] dYdP)
                                 throws UnknownParameterException,
                                        DimensionMismatchException

Set the initial value of a column of the Jacobian matrix with respect to one parameter.

If this method is not called for some parameter, the initial value of the column of the Jacobian matrix with respect to this parameter is set to zero.

Parameters:

pName - parameter name

dYdP - initial Jacobian column vector with respect to the parameter

Throws:

UnknownParameterException - if a parameter is not supported

DimensionMismatchException - if the column vector does not match state dimension

getCurrentMainSetJacobian

public void getCurrentMainSetJacobian(double[][] dYdY0)

Get the current value of the Jacobian matrix with respect to state.

Parameters:

dYdY0 - current Jacobian matrix with respect to state.

getCurrentParameterJacobian

public void getCurrentParameterJacobian(String pName,
                                        double[] dYdP)

Get the current value of the Jacobian matrix with respect to one parameter.

Parameters:

pName - name of the parameter for the computed Jacobian matrix

dYdP - current Jacobian matrix with respect to the named parameter