Package org.apache.commons.math3.analysis.function

Examples of org.apache.commons.math3.analysis.function.StepFunction


                return false;
            }
            final int    n = FastMath.max(1, (int) FastMath.ceil(FastMath.abs(dt) / maxCheckInterval));
            final double h = dt / n;

            final UnivariateFunction f = new UnivariateFunction() {
                public double value(final double t) throws LocalMaxCountExceededException {
                    try {
                        interpolator.setInterpolatedTime(t);
                        return handler.g(t, getCompleteState(interpolator));
                    } catch (MaxCountExceededException mcee) {
                        throw new LocalMaxCountExceededException(mcee);
                    }
                }
            };

            double ta = t0;
            double ga = g0;
            for (int i = 0; i < n; ++i) {

                // evaluate handler value at the end of the substep
                final double tb = t0 + (i + 1) * h;
                interpolator.setInterpolatedTime(tb);
                final double gb = handler.g(tb, getCompleteState(interpolator));

                // check events occurrence
                if (g0Positive ^ (gb >= 0)) {
                    // there is a sign change: an event is expected during this step

                    // variation direction, with respect to the integration direction
                    increasing = gb >= ga;

                    // find the event time making sure we select a solution just at or past the exact root
                    final double root;
                    if (solver instanceof BracketedUnivariateSolver<?>) {
                        @SuppressWarnings("unchecked")
                        BracketedUnivariateSolver<UnivariateFunction> bracketing =
                                (BracketedUnivariateSolver<UnivariateFunction>) solver;
                        root = forward ?
                               bracketing.solve(maxIterationCount, f, ta, tb, AllowedSolution.RIGHT_SIDE) :
                               bracketing.solve(maxIterationCount, f, tb, ta, AllowedSolution.LEFT_SIDE);
                    } else {
                        final double baseRoot = forward ?
                                                solver.solve(maxIterationCount, f, ta, tb) :
                                                solver.solve(maxIterationCount, f, tb, ta);
                        final int remainingEval = maxIterationCount - solver.getEvaluations();
                        BracketedUnivariateSolver<UnivariateFunction> bracketing =
                                new PegasusSolver(solver.getRelativeAccuracy(), solver.getAbsoluteAccuracy());
                        root = forward ?
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, ta, tb, AllowedSolution.RIGHT_SIDE) :
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, tb, ta, AllowedSolution.LEFT_SIDE);
                    }

                    if ((!Double.isNaN(previousEventTime)) &&
                        (FastMath.abs(root - ta) <= convergence) &&
                        (FastMath.abs(root - previousEventTime) <= convergence)) {
                        // we have either found nothing or found (again ?) a past event,
                        // retry the substep excluding this value, and taking care to have the
                        // required sign in case the g function is noisy around its zero and
                        // crosses the axis several times
                        do {
                            ta = forward ? ta + convergence : ta - convergence;
                            ga = f.value(ta);
                        } while ((g0Positive ^ (ga >= 0)) && (forward ^ (ta >= tb)));
                        --i;
                    } else if (Double.isNaN(previousEventTime) ||
                               (FastMath.abs(previousEventTime - root) > convergence)) {
                        pendingEventTime = root;
View Full Code Here


    public void testKeepInitIfBest() {
        final double minSin = 3 * Math.PI / 2;
        final double offset = 1e-8;
        final double delta = 1e-7;
        final UnivariateFunction f1 = new Sin();
        final UnivariateFunction f2 = new StepFunction(new double[] { minSin, minSin + offset, minSin + 2 * offset},
                                                       new double[] { 0, -1, 0 });
        final UnivariateFunction f = FunctionUtils.add(f1, f2);
        // A slightly less stringent tolerance would make the test pass
        // even with the previous implementation.
        final double relTol = 1e-8;
View Full Code Here

    public void testMath855() {
        final double minSin = 3 * Math.PI / 2;
        final double offset = 1e-8;
        final double delta = 1e-7;
        final UnivariateFunction f1 = new Sin();
        final UnivariateFunction f2 = new StepFunction(new double[] { minSin, minSin + offset, minSin + 5 * offset },
                                                       new double[] { 0, -1, 0 });
        final UnivariateFunction f = FunctionUtils.add(f1, f2);
        final UnivariateOptimizer optimizer = new BrentOptimizer(1e-8, 1e-100);
        final UnivariatePointValuePair result
            = optimizer.optimize(200, f, GoalType.MINIMIZE,
View Full Code Here

    public void testKeepInitIfBest() {
        final double minSin = 3 * Math.PI / 2;
        final double offset = 1e-8;
        final double delta = 1e-7;
        final UnivariateFunction f1 = new Sin();
        final UnivariateFunction f2 = new StepFunction(new double[] { minSin, minSin + offset, minSin + 2 * offset},
                                                       new double[] { 0, -1, 0 });
        final UnivariateFunction f = FunctionUtils.add(f1, f2);
        // A slightly less stringent tolerance would make the test pass
        // even with the previous implementation.
        final double relTol = 1e-8;
View Full Code Here

    public void testMath855() {
        final double minSin = 3 * Math.PI / 2;
        final double offset = 1e-8;
        final double delta = 1e-7;
        final UnivariateFunction f1 = new Sin();
        final UnivariateFunction f2 = new StepFunction(new double[] { minSin, minSin + offset, minSin + 5 * offset },
                                                       new double[] { 0, -1, 0 });
        final UnivariateFunction f = FunctionUtils.add(f1, f2);
        final UnivariateOptimizer optimizer = new BrentOptimizer(1e-8, 1e-100);
        final UnivariatePointValuePair result
            = optimizer.optimize(new MaxEval(200),
View Full Code Here

    public void testKeepInitIfBest() {
        final double minSin = 3 * Math.PI / 2;
        final double offset = 1e-8;
        final double delta = 1e-7;
        final UnivariateFunction f1 = new Sin();
        final UnivariateFunction f2 = new StepFunction(new double[] { minSin, minSin + offset, minSin + 2 * offset},
                                                       new double[] { 0, -1, 0 });
        final UnivariateFunction f = FunctionUtils.add(f1, f2);
        // A slightly less stringent tolerance would make the test pass
        // even with the previous implementation.
        final double relTol = 1e-8;
View Full Code Here

    public void testMath855() {
        final double minSin = 3 * Math.PI / 2;
        final double offset = 1e-8;
        final double delta = 1e-7;
        final UnivariateFunction f1 = new Sin();
        final UnivariateFunction f2 = new StepFunction(new double[] { minSin, minSin + offset, minSin + 5 * offset },
                                                       new double[] { 0, -1, 0 });
        final UnivariateFunction f = FunctionUtils.add(f1, f2);
        final UnivariateOptimizer optimizer = new BrentOptimizer(1e-8, 1e-100);
        final UnivariatePointValuePair result
            = optimizer.optimize(200, f, GoalType.MINIMIZE,
View Full Code Here

    public void testKeepInitIfBest() {
        final double minSin = 3 * Math.PI / 2;
        final double offset = 1e-8;
        final double delta = 1e-7;
        final UnivariateFunction f1 = new Sin();
        final UnivariateFunction f2 = new StepFunction(new double[] { minSin, minSin + offset, minSin + 2 * offset},
                                                       new double[] { 0, -1, 0 });
        final UnivariateFunction f = FunctionUtils.add(f1, f2);
        // A slightly less stringent tolerance would make the test pass
        // even with the previous implementation.
        final double relTol = 1e-8;
View Full Code Here

    public void testMath855() {
        final double minSin = 3 * Math.PI / 2;
        final double offset = 1e-8;
        final double delta = 1e-7;
        final UnivariateFunction f1 = new Sin();
        final UnivariateFunction f2 = new StepFunction(new double[] { minSin, minSin + offset, minSin + 5 * offset },
                                                       new double[] { 0, -1, 0 });
        final UnivariateFunction f = FunctionUtils.add(f1, f2);
        final UnivariateOptimizer optimizer = new BrentOptimizer(1e-8, 1e-100);
        final UnivariatePointValuePair result
            = optimizer.optimize(new MaxEval(200),
View Full Code Here

                        final double baseRoot = forward ?
                                                solver.solve(maxIterationCount, f, ta, tb) :
                                                solver.solve(maxIterationCount, f, tb, ta);
                        final int remainingEval = maxIterationCount - solver.getEvaluations();
                        BracketedUnivariateSolver<UnivariateFunction> bracketing =
                                new PegasusSolver(solver.getRelativeAccuracy(), solver.getAbsoluteAccuracy());
                        root = forward ?
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, ta, tb, AllowedSolution.RIGHT_SIDE) :
                               UnivariateSolverUtils.forceSide(remainingEval, f, bracketing,
                                                                   baseRoot, tb, ta, AllowedSolution.LEFT_SIDE);
View Full Code Here

TOP

Related Classes of org.apache.commons.math3.analysis.function.StepFunction

Copyright © 2018 www.massapicom. All rights reserved.
All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.