Author: luc
Date: Thu Sep 11 02:57:11 2008
New Revision: 694197
URL: http://svn.apache.org/viewvc?rev=694197&view=rev
Log:
Fixed an infinite loop encountered in some backward integration cases for ODE
solvers
Modified:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/AdamsBashforthIntegrator.java
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegrator.java
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/AdaptiveStepsizeIntegrator.java
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/RungeKuttaIntegrator.java
commons/proper/math/branches/MATH_2_0/src/site/xdoc/changes.xml
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/AdamsBashforthIntegratorTest.java
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegratorTest.java
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/ClassicalRungeKuttaIntegratorTest.java
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/DormandPrince54IntegratorTest.java
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/DormandPrince853IntegratorTest.java
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/EulerIntegratorTest.java
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/GillIntegratorTest.java
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/GraggBulirschStoerIntegratorTest.java
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/HighamHall54IntegratorTest.java
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/MidpointIntegratorTest.java
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/ThreeEighthesIntegratorTest.java
Modified:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/AdamsBashforthIntegrator.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/AdamsBashforthIntegrator.java?rev=694197&r1=694196&r2=694197&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/AdamsBashforthIntegrator.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/AdamsBashforthIntegrator.java
Thu Sep 11 02:57:11 2008
@@ -91,7 +91,7 @@
coeffs[i] = f.doubleValue();
}
- this.step = step;
+ this.step = Math.abs(step);
}
@@ -116,7 +116,7 @@
// set up integration control objects
stepStart = t0;
- stepSize = step;
+ stepSize = forward ? step : -step;
for (StepHandler handler : stepHandlers) {
handler.reset();
}
Modified:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegrator.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegrator.java?rev=694197&r1=694196&r2=694197&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegrator.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegrator.java
Thu Sep 11 02:57:11 2008
@@ -107,7 +107,7 @@
correctorCoeffs[i] = fCorrector.doubleValue();
}
- this.step = step;
+ this.step = Math.abs(step);
}
@@ -132,7 +132,7 @@
// set up integration control objects
stepStart = t0;
- stepSize = step;
+ stepSize = forward ? step : -step;
for (StepHandler handler : stepHandlers) {
handler.reset();
}
Modified:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/AdaptiveStepsizeIntegrator.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/AdaptiveStepsizeIntegrator.java?rev=694197&r1=694196&r2=694197&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/AdaptiveStepsizeIntegrator.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/AdaptiveStepsizeIntegrator.java
Thu Sep 11 02:57:11 2008
@@ -71,8 +71,8 @@
super(name);
- this.minStep = minStep;
- this.maxStep = maxStep;
+ this.minStep = Math.abs(minStep);
+ this.maxStep = Math.abs(maxStep);
this.initialStep = -1.0;
this.scalAbsoluteTolerance = scalAbsoluteTolerance;
Modified:
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/RungeKuttaIntegrator.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/RungeKuttaIntegrator.java?rev=694197&r1=694196&r2=694197&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/RungeKuttaIntegrator.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/ode/nonstiff/RungeKuttaIntegrator.java
Thu Sep 11 02:57:11 2008
@@ -73,7 +73,7 @@
this.a = a;
this.b = b;
this.prototype = prototype;
- this.step = step;
+ this.step = Math.abs(step);
}
/** [EMAIL PROTECTED] */
@@ -109,7 +109,7 @@
// set up integration control objects
stepStart = t0;
- stepSize = step;
+ stepSize = forward ? step : -step;
for (StepHandler handler : stepHandlers) {
handler.reset();
}
@@ -180,7 +180,7 @@
}
// make sure step size is set to default before next step
- stepSize = step;
+ stepSize = forward ? step : -step;
}
Modified: commons/proper/math/branches/MATH_2_0/src/site/xdoc/changes.xml
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/site/xdoc/changes.xml?rev=694197&r1=694196&r2=694197&view=diff
==============================================================================
--- commons/proper/math/branches/MATH_2_0/src/site/xdoc/changes.xml (original)
+++ commons/proper/math/branches/MATH_2_0/src/site/xdoc/changes.xml Thu Sep 11
02:57:11 2008
@@ -39,6 +39,9 @@
</properties>
<body>
<release version="2.0" date="TBD" description="TBD">
+ <action dev="luc" type="fix" due-to="Pascal Parraud">
+ Fixed an infinite loop encountered in some backward integration cases
for ODE solvers.
+ </action>
<action dev="luc" type="add" issue="MATH-222" due-to="Ted Dunning">
Added beta distribution.
</action>
Modified:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/AdamsBashforthIntegratorTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/AdamsBashforthIntegratorTest.java?rev=694197&r1=694196&r2=694197&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/AdamsBashforthIntegratorTest.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/AdamsBashforthIntegratorTest.java
Thu Sep 11 02:57:11 2008
@@ -198,7 +198,25 @@
assertEquals(0, handler.getMaximalTimeError(), 1.0e-14);
}
-
+
+ public void testBackward()
+ throws DerivativeException, IntegratorException {
+
+ TestProblem5 pb = new TestProblem5();
+ double step = Math.abs(pb.getFinalTime() - pb.getInitialTime()) * 0.001;
+
+ FirstOrderIntegrator integ = new AdamsBashforthIntegrator(5, step);
+ TestProblemHandler handler = new TestProblemHandler(pb, integ);
+ integ.addStepHandler(handler);
+ integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
+ pb.getFinalTime(), new double[pb.getDimension()]);
+
+ assertTrue(handler.getLastError() < 8.0e-11);
+ assertTrue(handler.getMaximalValueError() < 8.0e-11);
+ assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
+ assertEquals("Adams-Bashforth", integ.getName());
+ }
+
public static Test suite() {
return new TestSuite(AdamsBashforthIntegratorTest.class);
}
Modified:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegratorTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegratorTest.java?rev=694197&r1=694196&r2=694197&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegratorTest.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/AdamsMoultonIntegratorTest.java
Thu Sep 11 02:57:11 2008
@@ -209,6 +209,24 @@
}
+ public void testBackward()
+ throws DerivativeException, IntegratorException {
+
+ TestProblem5 pb = new TestProblem5();
+ double step = Math.abs(pb.getFinalTime() - pb.getInitialTime()) *
0.001;
+
+ FirstOrderIntegrator integ = new AdamsMoultonIntegrator(5, step);
+ TestProblemHandler handler = new TestProblemHandler(pb, integ);
+ integ.addStepHandler(handler);
+ integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
+ pb.getFinalTime(), new double[pb.getDimension()]);
+
+ assertTrue(handler.getLastError() < 5.0e-10);
+ assertTrue(handler.getMaximalValueError() < 7.0e-10);
+ assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
+ assertEquals("Adams-Moulton", integ.getName());
+ }
+
public static Test suite() {
return new TestSuite(AdamsMoultonIntegratorTest.class);
}
Modified:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/ClassicalRungeKuttaIntegratorTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/ClassicalRungeKuttaIntegratorTest.java?rev=694197&r1=694196&r2=694197&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/ClassicalRungeKuttaIntegratorTest.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/ClassicalRungeKuttaIntegratorTest.java
Thu Sep 11 02:57:11 2008
@@ -145,6 +145,24 @@
}
+ public void testBackward()
+ throws DerivativeException, IntegratorException {
+
+ TestProblem5 pb = new TestProblem5();
+ double step = Math.abs(pb.getFinalTime() - pb.getInitialTime()) * 0.001;
+
+ FirstOrderIntegrator integ = new ClassicalRungeKuttaIntegrator(step);
+ TestProblemHandler handler = new TestProblemHandler(pb, integ);
+ integ.addStepHandler(handler);
+ integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
+ pb.getFinalTime(), new double[pb.getDimension()]);
+
+ assertTrue(handler.getLastError() < 5.0e-10);
+ assertTrue(handler.getMaximalValueError() < 7.0e-10);
+ assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
+ assertEquals("classical Runge-Kutta", integ.getName());
+ }
+
public void testKepler()
throws DerivativeException, IntegratorException {
Modified:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/DormandPrince54IntegratorTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/DormandPrince54IntegratorTest.java?rev=694197&r1=694196&r2=694197&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/DormandPrince54IntegratorTest.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/DormandPrince54IntegratorTest.java
Thu Sep 11 02:57:11 2008
@@ -101,6 +101,29 @@
}
+ public void testBackward()
+ throws DerivativeException, IntegratorException {
+
+ TestProblem5 pb = new TestProblem5();
+ double minStep = 0;
+ double maxStep = pb.getFinalTime() - pb.getInitialTime();
+ double scalAbsoluteTolerance = 1.0e-8;
+ double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;
+
+ FirstOrderIntegrator integ = new DormandPrince54Integrator(minStep,
maxStep,
+
scalAbsoluteTolerance,
+
scalRelativeTolerance);
+ TestProblemHandler handler = new TestProblemHandler(pb, integ);
+ integ.addStepHandler(handler);
+ integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
+ pb.getFinalTime(), new double[pb.getDimension()]);
+
+ assertTrue(handler.getLastError() < 2.0e-7);
+ assertTrue(handler.getMaximalValueError() < 2.0e-7);
+ assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
+ assertEquals("Dormand-Prince 5(4)", integ.getName());
+ }
+
private static class DP54SmallLastHandler implements StepHandler {
private static final long serialVersionUID = -8168590945325629799L;
Modified:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/DormandPrince853IntegratorTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/DormandPrince853IntegratorTest.java?rev=694197&r1=694196&r2=694197&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/DormandPrince853IntegratorTest.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/DormandPrince853IntegratorTest.java
Thu Sep 11 02:57:11 2008
@@ -125,6 +125,29 @@
}
+ public void testBackward()
+ throws DerivativeException, IntegratorException {
+
+ TestProblem5 pb = new TestProblem5();
+ double minStep = 0;
+ double maxStep = pb.getFinalTime() - pb.getInitialTime();
+ double scalAbsoluteTolerance = 1.0e-8;
+ double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;
+
+ FirstOrderIntegrator integ = new DormandPrince853Integrator(minStep,
maxStep,
+
scalAbsoluteTolerance,
+
scalRelativeTolerance);
+ TestProblemHandler handler = new TestProblemHandler(pb, integ);
+ integ.addStepHandler(handler);
+ integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
+ pb.getFinalTime(), new double[pb.getDimension()]);
+
+ assertTrue(handler.getLastError() < 8.0e-8);
+ assertTrue(handler.getMaximalValueError() < 2.0e-7);
+ assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
+ assertEquals("Dormand-Prince 8 (5, 3)", integ.getName());
+ }
+
public void testEvents()
throws DerivativeException, IntegratorException {
Modified:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/EulerIntegratorTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/EulerIntegratorTest.java?rev=694197&r1=694196&r2=694197&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/EulerIntegratorTest.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/EulerIntegratorTest.java
Thu Sep 11 02:57:11 2008
@@ -127,6 +127,24 @@
}
+ public void testBackward()
+ throws DerivativeException, IntegratorException {
+
+ TestProblem5 pb = new TestProblem5();
+ double step = Math.abs(pb.getFinalTime() - pb.getInitialTime()) * 0.001;
+
+ FirstOrderIntegrator integ = new EulerIntegrator(step);
+ TestProblemHandler handler = new TestProblemHandler(pb, integ);
+ integ.addStepHandler(handler);
+ integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
+ pb.getFinalTime(), new double[pb.getDimension()]);
+
+ assertTrue(handler.getLastError() < 0.45);
+ assertTrue(handler.getMaximalValueError() < 0.45);
+ assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
+ assertEquals("Euler", integ.getName());
+ }
+
public void testStepSize()
throws DerivativeException, IntegratorException {
final double step = 1.23456;
Modified:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/GillIntegratorTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/GillIntegratorTest.java?rev=694197&r1=694196&r2=694197&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/GillIntegratorTest.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/GillIntegratorTest.java
Thu Sep 11 02:57:11 2008
@@ -125,6 +125,24 @@
}
+ public void testBackward()
+ throws DerivativeException, IntegratorException {
+
+ TestProblem5 pb = new TestProblem5();
+ double step = Math.abs(pb.getFinalTime() - pb.getInitialTime()) * 0.001;
+
+ FirstOrderIntegrator integ = new GillIntegrator(step);
+ TestProblemHandler handler = new TestProblemHandler(pb, integ);
+ integ.addStepHandler(handler);
+ integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
+ pb.getFinalTime(), new double[pb.getDimension()]);
+
+ assertTrue(handler.getLastError() < 5.0e-10);
+ assertTrue(handler.getMaximalValueError() < 7.0e-10);
+ assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
+ assertEquals("Gill", integ.getName());
+ }
+
public void testKepler()
throws DerivativeException, IntegratorException {
Modified:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/GraggBulirschStoerIntegratorTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/GraggBulirschStoerIntegratorTest.java?rev=694197&r1=694196&r2=694197&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/GraggBulirschStoerIntegratorTest.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/GraggBulirschStoerIntegratorTest.java
Thu Sep 11 02:57:11 2008
@@ -90,6 +90,29 @@
}
+ public void testBackward()
+ throws DerivativeException, IntegratorException {
+
+ TestProblem5 pb = new TestProblem5();
+ double minStep = 0;
+ double maxStep = pb.getFinalTime() - pb.getInitialTime();
+ double scalAbsoluteTolerance = 1.0e-8;
+ double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;
+
+ FirstOrderIntegrator integ = new GraggBulirschStoerIntegrator(minStep,
maxStep,
+
scalAbsoluteTolerance,
+
scalRelativeTolerance);
+ TestProblemHandler handler = new TestProblemHandler(pb, integ);
+ integ.addStepHandler(handler);
+ integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
+ pb.getFinalTime(), new double[pb.getDimension()]);
+
+ assertTrue(handler.getLastError() < 9.0e-10);
+ assertTrue(handler.getMaximalValueError() < 9.0e-10);
+ assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
+ assertEquals("Gragg-Bulirsch-Stoer", integ.getName());
+ }
+
public void testIncreasingTolerance()
throws DerivativeException, IntegratorException {
Modified:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/HighamHall54IntegratorTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/HighamHall54IntegratorTest.java?rev=694197&r1=694196&r2=694197&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/HighamHall54IntegratorTest.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/HighamHall54IntegratorTest.java
Thu Sep 11 02:57:11 2008
@@ -138,6 +138,29 @@
}
+ public void testBackward()
+ throws DerivativeException, IntegratorException {
+
+ TestProblem5 pb = new TestProblem5();
+ double minStep = 0;
+ double maxStep = pb.getFinalTime() - pb.getInitialTime();
+ double scalAbsoluteTolerance = 1.0e-8;
+ double scalRelativeTolerance = 0.01 * scalAbsoluteTolerance;
+
+ FirstOrderIntegrator integ = new HighamHall54Integrator(minStep, maxStep,
+
scalAbsoluteTolerance,
+
scalRelativeTolerance);
+ TestProblemHandler handler = new TestProblemHandler(pb, integ);
+ integ.addStepHandler(handler);
+ integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
+ pb.getFinalTime(), new double[pb.getDimension()]);
+
+ assertTrue(handler.getLastError() < 5.0e-7);
+ assertTrue(handler.getMaximalValueError() < 5.0e-7);
+ assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
+ assertEquals("Higham-Hall 5(4)", integ.getName());
+ }
+
public void testEvents()
throws DerivativeException, IntegratorException {
Modified:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/MidpointIntegratorTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/MidpointIntegratorTest.java?rev=694197&r1=694196&r2=694197&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/MidpointIntegratorTest.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/MidpointIntegratorTest.java
Thu Sep 11 02:57:11 2008
@@ -127,6 +127,24 @@
}
+ public void testBackward()
+ throws DerivativeException, IntegratorException {
+
+ TestProblem5 pb = new TestProblem5();
+ double step = Math.abs(pb.getFinalTime() - pb.getInitialTime()) * 0.001;
+
+ FirstOrderIntegrator integ = new MidpointIntegrator(step);
+ TestProblemHandler handler = new TestProblemHandler(pb, integ);
+ integ.addStepHandler(handler);
+ integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
+ pb.getFinalTime(), new double[pb.getDimension()]);
+
+ assertTrue(handler.getLastError() < 6.0e-4);
+ assertTrue(handler.getMaximalValueError() < 6.0e-4);
+ assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
+ assertEquals("midpoint", integ.getName());
+ }
+
public void testStepSize()
throws DerivativeException, IntegratorException {
final double step = 1.23456;
Modified:
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/ThreeEighthesIntegratorTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/ThreeEighthesIntegratorTest.java?rev=694197&r1=694196&r2=694197&view=diff
==============================================================================
---
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/ThreeEighthesIntegratorTest.java
(original)
+++
commons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/ode/nonstiff/ThreeEighthesIntegratorTest.java
Thu Sep 11 02:57:11 2008
@@ -125,6 +125,24 @@
}
+ public void testBackward()
+ throws DerivativeException, IntegratorException {
+
+ TestProblem5 pb = new TestProblem5();
+ double step = Math.abs(pb.getFinalTime() - pb.getInitialTime()) * 0.001;
+
+ FirstOrderIntegrator integ = new ThreeEighthesIntegrator(step);
+ TestProblemHandler handler = new TestProblemHandler(pb, integ);
+ integ.addStepHandler(handler);
+ integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
+ pb.getFinalTime(), new double[pb.getDimension()]);
+
+ assertTrue(handler.getLastError() < 5.0e-10);
+ assertTrue(handler.getMaximalValueError() < 7.0e-10);
+ assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);
+ assertEquals("3/8", integ.getName());
+ }
+
public void testKepler()
throws DerivativeException, IntegratorException {
