Java Code Examples for org.apache.commons.math.util.FastMath#min()
The following examples show how to use
org.apache.commons.math.util.FastMath#min() .
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Example 1
Source File: BiDiagonalTransformer.java From astor with GNU General Public License v2.0 | 6 votes |
/** * Build the transformation to bi-diagonal shape of a matrix. * @param matrix the matrix to transform. */ public BiDiagonalTransformer(RealMatrix matrix) { final int m = matrix.getRowDimension(); final int n = matrix.getColumnDimension(); final int p = FastMath.min(m, n); householderVectors = matrix.getData(); main = new double[p]; secondary = new double[p - 1]; cachedU = null; cachedB = null; cachedV = null; // transform matrix if (m >= n) { transformToUpperBiDiagonal(); } else { transformToLowerBiDiagonal(); } }
Example 2
Source File: BlockFieldMatrix.java From astor with GNU General Public License v2.0 | 6 votes |
/** {@inheritDoc} */ @Override public T walkInRowOrder(final FieldMatrixChangingVisitor<T> visitor) { visitor.start(rows, columns, 0, rows - 1, 0, columns - 1); for (int iBlock = 0; iBlock < blockRows; ++iBlock) { final int pStart = iBlock * BLOCK_SIZE; final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows); for (int p = pStart; p < pEnd; ++p) { for (int jBlock = 0; jBlock < blockColumns; ++jBlock) { final int jWidth = blockWidth(jBlock); final int qStart = jBlock * BLOCK_SIZE; final int qEnd = FastMath.min(qStart + BLOCK_SIZE, columns); final T[] block = blocks[iBlock * blockColumns + jBlock]; int k = (p - pStart) * jWidth; for (int q = qStart; q < qEnd; ++q) { block[k] = visitor.visit(p, q, block[k]); ++k; } } } } return visitor.end(); }
Example 3
Source File: PolynomialFunction.java From astor with GNU General Public License v2.0 | 6 votes |
/** * Subtract a polynomial from the instance. * * @param p Polynomial to subtract. * @return a new polynomial which is the difference the instance minus {@code p}. */ public PolynomialFunction subtract(final PolynomialFunction p) { // identify the lowest degree polynomial int lowLength = FastMath.min(coefficients.length, p.coefficients.length); int highLength = FastMath.max(coefficients.length, p.coefficients.length); // build the coefficients array double[] newCoefficients = new double[highLength]; for (int i = 0; i < lowLength; ++i) { newCoefficients[i] = coefficients[i] - p.coefficients[i]; } if (coefficients.length < p.coefficients.length) { for (int i = lowLength; i < highLength; ++i) { newCoefficients[i] = -p.coefficients[i]; } } else { System.arraycopy(coefficients, lowLength, newCoefficients, lowLength, highLength - lowLength); } return new PolynomialFunction(newCoefficients); }
Example 4
Source File: BlockRealMatrix.java From astor with GNU General Public License v2.0 | 6 votes |
/** {@inheritDoc} */ @Override public double walkInRowOrder(final RealMatrixPreservingVisitor visitor) { visitor.start(rows, columns, 0, rows - 1, 0, columns - 1); for (int iBlock = 0; iBlock < blockRows; ++iBlock) { final int pStart = iBlock * BLOCK_SIZE; final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows); for (int p = pStart; p < pEnd; ++p) { for (int jBlock = 0; jBlock < blockColumns; ++jBlock) { final int jWidth = blockWidth(jBlock); final int qStart = jBlock * BLOCK_SIZE; final int qEnd = FastMath.min(qStart + BLOCK_SIZE, columns); final double[] block = blocks[iBlock * blockColumns + jBlock]; int k = (p - pStart) * jWidth; for (int q = qStart; q < qEnd; ++q) { visitor.visit(p, q, block[k]); ++k; } } } } return visitor.end(); }
Example 5
Source File: BlockRealMatrix.java From astor with GNU General Public License v2.0 | 6 votes |
/** * Create a data array in blocks layout. * <p> * This method can be used to create the array argument of the {@link * #BlockRealMatrix(int, int, double[][], boolean)} constructor. * </p> * @param rows Number of rows in the new matrix. * @param columns Number of columns in the new matrix. * @return a new data array in blocks layout. * @see #toBlocksLayout(double[][]) * @see #BlockRealMatrix(int, int, double[][], boolean) */ public static double[][] createBlocksLayout(final int rows, final int columns) { final int blockRows = (rows + BLOCK_SIZE - 1) / BLOCK_SIZE; final int blockColumns = (columns + BLOCK_SIZE - 1) / BLOCK_SIZE; final double[][] blocks = new double[blockRows * blockColumns][]; int blockIndex = 0; for (int iBlock = 0; iBlock < blockRows; ++iBlock) { final int pStart = iBlock * BLOCK_SIZE; final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows); final int iHeight = pEnd - pStart; for (int jBlock = 0; jBlock < blockColumns; ++jBlock) { final int qStart = jBlock * BLOCK_SIZE; final int qEnd = FastMath.min(qStart + BLOCK_SIZE, columns); final int jWidth = qEnd - qStart; blocks[blockIndex] = new double[iHeight * jWidth]; ++blockIndex; } } return blocks; }
Example 6
Source File: BlockRealMatrix.java From astor with GNU General Public License v2.0 | 5 votes |
/** {@inheritDoc} */ @Override public double walkInOptimizedOrder(final RealMatrixChangingVisitor visitor, final int startRow, final int endRow, final int startColumn, final int endColumn) { MatrixUtils.checkSubMatrixIndex(this, startRow, endRow, startColumn, endColumn); visitor.start(rows, columns, startRow, endRow, startColumn, endColumn); for (int iBlock = startRow / BLOCK_SIZE; iBlock < 1 + endRow / BLOCK_SIZE; ++iBlock) { final int p0 = iBlock * BLOCK_SIZE; final int pStart = FastMath.max(startRow, p0); final int pEnd = FastMath.min((iBlock + 1) * BLOCK_SIZE, 1 + endRow); for (int jBlock = startColumn / BLOCK_SIZE; jBlock < 1 + endColumn / BLOCK_SIZE; ++jBlock) { final int jWidth = blockWidth(jBlock); final int q0 = jBlock * BLOCK_SIZE; final int qStart = FastMath.max(startColumn, q0); final int qEnd = FastMath.min((jBlock + 1) * BLOCK_SIZE, 1 + endColumn); final double[] block = blocks[iBlock * blockColumns + jBlock]; for (int p = pStart; p < pEnd; ++p) { int k = (p - p0) * jWidth + qStart - q0; for (int q = qStart; q < qEnd; ++q) { block[k] = visitor.visit(p, q, block[k]); ++k; } } } } return visitor.end(); }
Example 7
Source File: BlockFieldMatrix.java From astor with GNU General Public License v2.0 | 5 votes |
/** {@inheritDoc} */ @Override public T[][] getData() { final T[][] data = buildArray(getField(), getRowDimension(), getColumnDimension()); final int lastColumns = columns - (blockColumns - 1) * BLOCK_SIZE; for (int iBlock = 0; iBlock < blockRows; ++iBlock) { final int pStart = iBlock * BLOCK_SIZE; final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows); int regularPos = 0; int lastPos = 0; for (int p = pStart; p < pEnd; ++p) { final T[] dataP = data[p]; int blockIndex = iBlock * blockColumns; int dataPos = 0; for (int jBlock = 0; jBlock < blockColumns - 1; ++jBlock) { System.arraycopy(blocks[blockIndex++], regularPos, dataP, dataPos, BLOCK_SIZE); dataPos += BLOCK_SIZE; } System.arraycopy(blocks[blockIndex], lastPos, dataP, dataPos, lastColumns); regularPos += BLOCK_SIZE; lastPos += lastColumns; } } return data; }
Example 8
Source File: BlockFieldMatrix.java From astor with GNU General Public License v2.0 | 5 votes |
/** {@inheritDoc} */ @Override public T walkInRowOrder(final FieldMatrixPreservingVisitor<T> visitor, final int startRow, final int endRow, final int startColumn, final int endColumn) { checkSubMatrixIndex(startRow, endRow, startColumn, endColumn); visitor.start(rows, columns, startRow, endRow, startColumn, endColumn); for (int iBlock = startRow / BLOCK_SIZE; iBlock < 1 + endRow / BLOCK_SIZE; ++iBlock) { final int p0 = iBlock * BLOCK_SIZE; final int pStart = FastMath.max(startRow, p0); final int pEnd = FastMath.min((iBlock + 1) * BLOCK_SIZE, 1 + endRow); for (int p = pStart; p < pEnd; ++p) { for (int jBlock = startColumn / BLOCK_SIZE; jBlock < 1 + endColumn / BLOCK_SIZE; ++jBlock) { final int jWidth = blockWidth(jBlock); final int q0 = jBlock * BLOCK_SIZE; final int qStart = FastMath.max(startColumn, q0); final int qEnd = FastMath.min((jBlock + 1) * BLOCK_SIZE, 1 + endColumn); final T[] block = blocks[iBlock * blockColumns + jBlock]; int k = (p - p0) * jWidth + qStart - q0; for (int q = qStart; q < qEnd; ++q) { visitor.visit(p, q, block[k]); ++k; } } } } return visitor.end(); }
Example 9
Source File: BlockRealMatrix.java From astor with GNU General Public License v2.0 | 5 votes |
/** {@inheritDoc} */ @Override public double walkInRowOrder(final RealMatrixChangingVisitor visitor, final int startRow, final int endRow, final int startColumn, final int endColumn) { MatrixUtils.checkSubMatrixIndex(this, startRow, endRow, startColumn, endColumn); visitor.start(rows, columns, startRow, endRow, startColumn, endColumn); for (int iBlock = startRow / BLOCK_SIZE; iBlock < 1 + endRow / BLOCK_SIZE; ++iBlock) { final int p0 = iBlock * BLOCK_SIZE; final int pStart = FastMath.max(startRow, p0); final int pEnd = FastMath.min((iBlock + 1) * BLOCK_SIZE, 1 + endRow); for (int p = pStart; p < pEnd; ++p) { for (int jBlock = startColumn / BLOCK_SIZE; jBlock < 1 + endColumn / BLOCK_SIZE; ++jBlock) { final int jWidth = blockWidth(jBlock); final int q0 = jBlock * BLOCK_SIZE; final int qStart = FastMath.max(startColumn, q0); final int qEnd = FastMath.min((jBlock + 1) * BLOCK_SIZE, 1 + endColumn); final double[] block = blocks[iBlock * blockColumns + jBlock]; int k = (p - p0) * jWidth + qStart - q0; for (int q = qStart; q < qEnd; ++q) { block[k] = visitor.visit(p, q, block[k]); ++k; } } } } return visitor.end(); }
Example 10
Source File: LegendreGaussIntegrator.java From astor with GNU General Public License v2.0 | 5 votes |
/** {@inheritDoc} */ public double integrate(final UnivariateRealFunction f, final double min, final double max) throws ConvergenceException, MathUserException, IllegalArgumentException { clearResult(); verifyInterval(min, max); verifyIterationCount(); // compute first estimate with a single step double oldt = stage(f, min, max, 1); int n = 2; for (int i = 0; i < maximalIterationCount; ++i) { // improve integral with a larger number of steps final double t = stage(f, min, max, n); // estimate error final double delta = FastMath.abs(t - oldt); final double limit = FastMath.max(absoluteAccuracy, relativeAccuracy * (FastMath.abs(oldt) + FastMath.abs(t)) * 0.5); // check convergence if ((i + 1 >= minimalIterationCount) && (delta <= limit)) { setResult(t, i); return result; } // prepare next iteration double ratio = FastMath.min(4, FastMath.pow(delta / limit, 0.5 / abscissas.length)); n = FastMath.max((int) (ratio * n), n + 1); oldt = t; } throw new MaxCountExceededException(maximalIterationCount); }
Example 11
Source File: BlockFieldMatrix.java From astor with GNU General Public License v2.0 | 5 votes |
/** {@inheritDoc} */ @Override public FieldMatrix<T> transpose() { final int nRows = getRowDimension(); final int nCols = getColumnDimension(); final BlockFieldMatrix<T> out = new BlockFieldMatrix<T>(getField(), nCols, nRows); // perform transpose block-wise, to ensure good cache behavior int blockIndex = 0; for (int iBlock = 0; iBlock < blockColumns; ++iBlock) { for (int jBlock = 0; jBlock < blockRows; ++jBlock) { // transpose current block final T[] outBlock = out.blocks[blockIndex]; final T[] tBlock = blocks[jBlock * blockColumns + iBlock]; final int pStart = iBlock * BLOCK_SIZE; final int pEnd = FastMath.min(pStart + BLOCK_SIZE, columns); final int qStart = jBlock * BLOCK_SIZE; final int qEnd = FastMath.min(qStart + BLOCK_SIZE, rows); int k = 0; for (int p = pStart; p < pEnd; ++p) { final int lInc = pEnd - pStart; int l = p - pStart; for (int q = qStart; q < qEnd; ++q) { outBlock[k] = tBlock[l]; ++k; l+= lInc; } } // go to next block ++blockIndex; } } return out; }
Example 12
Source File: BlockRealMatrix.java From astor with GNU General Public License v2.0 | 5 votes |
/** {@inheritDoc} */ @Override public double walkInOptimizedOrder(final RealMatrixPreservingVisitor visitor, final int startRow, final int endRow, final int startColumn, final int endColumn) { MatrixUtils.checkSubMatrixIndex(this, startRow, endRow, startColumn, endColumn); visitor.start(rows, columns, startRow, endRow, startColumn, endColumn); for (int iBlock = startRow / BLOCK_SIZE; iBlock < 1 + endRow / BLOCK_SIZE; ++iBlock) { final int p0 = iBlock * BLOCK_SIZE; final int pStart = FastMath.max(startRow, p0); final int pEnd = FastMath.min((iBlock + 1) * BLOCK_SIZE, 1 + endRow); for (int jBlock = startColumn / BLOCK_SIZE; jBlock < 1 + endColumn / BLOCK_SIZE; ++jBlock) { final int jWidth = blockWidth(jBlock); final int q0 = jBlock * BLOCK_SIZE; final int qStart = FastMath.max(startColumn, q0); final int qEnd = FastMath.min((jBlock + 1) * BLOCK_SIZE, 1 + endColumn); final double[] block = blocks[iBlock * blockColumns + jBlock]; for (int p = pStart; p < pEnd; ++p) { int k = (p - p0) * jWidth + qStart - q0; for (int q = qStart; q < qEnd; ++q) { visitor.visit(p, q, block[k]); ++k; } } } } return visitor.end(); }
Example 13
Source File: BlockRealMatrix.java From astor with GNU General Public License v2.0 | 5 votes |
/** {@inheritDoc} */ @Override public BlockRealMatrix transpose() { final int nRows = getRowDimension(); final int nCols = getColumnDimension(); final BlockRealMatrix out = new BlockRealMatrix(nCols, nRows); // perform transpose block-wise, to ensure good cache behavior int blockIndex = 0; for (int iBlock = 0; iBlock < blockColumns; ++iBlock) { for (int jBlock = 0; jBlock < blockRows; ++jBlock) { // transpose current block final double[] outBlock = out.blocks[blockIndex]; final double[] tBlock = blocks[jBlock * blockColumns + iBlock]; final int pStart = iBlock * BLOCK_SIZE; final int pEnd = FastMath.min(pStart + BLOCK_SIZE, columns); final int qStart = jBlock * BLOCK_SIZE; final int qEnd = FastMath.min(qStart + BLOCK_SIZE, rows); int k = 0; for (int p = pStart; p < pEnd; ++p) { final int lInc = pEnd - pStart; int l = p - pStart; for (int q = qStart; q < qEnd; ++q) { outBlock[k] = tBlock[l]; ++k; l+= lInc; } } // go to next block ++blockIndex; } } return out; }
Example 14
Source File: BlockFieldMatrix.java From astor with GNU General Public License v2.0 | 5 votes |
/** {@inheritDoc} */ @Override public T walkInOptimizedOrder(final FieldMatrixPreservingVisitor<T> visitor, final int startRow, final int endRow, final int startColumn, final int endColumn) throws MatrixIndexException, MatrixVisitorException { checkSubMatrixIndex(startRow, endRow, startColumn, endColumn); visitor.start(rows, columns, startRow, endRow, startColumn, endColumn); for (int iBlock = startRow / BLOCK_SIZE; iBlock < 1 + endRow / BLOCK_SIZE; ++iBlock) { final int p0 = iBlock * BLOCK_SIZE; final int pStart = FastMath.max(startRow, p0); final int pEnd = FastMath.min((iBlock + 1) * BLOCK_SIZE, 1 + endRow); for (int jBlock = startColumn / BLOCK_SIZE; jBlock < 1 + endColumn / BLOCK_SIZE; ++jBlock) { final int jWidth = blockWidth(jBlock); final int q0 = jBlock * BLOCK_SIZE; final int qStart = FastMath.max(startColumn, q0); final int qEnd = FastMath.min((jBlock + 1) * BLOCK_SIZE, 1 + endColumn); final T[] block = blocks[iBlock * blockColumns + jBlock]; for (int p = pStart; p < pEnd; ++p) { int k = (p - p0) * jWidth + qStart - q0; for (int q = qStart; q < qEnd; ++q) { visitor.visit(p, q, block[k]); ++k; } } } } return visitor.end(); }
Example 15
Source File: BlockRealMatrix.java From astor with GNU General Public License v2.0 | 5 votes |
/** {@inheritDoc} */ @Override public BlockRealMatrix subtract(final RealMatrix m) { try { return subtract((BlockRealMatrix) m); } catch (ClassCastException cce) { // safety check MatrixUtils.checkSubtractionCompatible(this, m); final BlockRealMatrix out = new BlockRealMatrix(rows, columns); // perform subtraction block-wise, to ensure good cache behavior int blockIndex = 0; for (int iBlock = 0; iBlock < out.blockRows; ++iBlock) { for (int jBlock = 0; jBlock < out.blockColumns; ++jBlock) { // perform subtraction on the current block final double[] outBlock = out.blocks[blockIndex]; final double[] tBlock = blocks[blockIndex]; final int pStart = iBlock * BLOCK_SIZE; final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows); final int qStart = jBlock * BLOCK_SIZE; final int qEnd = FastMath.min(qStart + BLOCK_SIZE, columns); int k = 0; for (int p = pStart; p < pEnd; ++p) { for (int q = qStart; q < qEnd; ++q) { outBlock[k] = tBlock[k] - m.getEntry(p, q); ++k; } } // go to next block ++blockIndex; } } return out; } }
Example 16
Source File: BlockFieldMatrix.java From astor with GNU General Public License v2.0 | 4 votes |
/** * Returns the result of postmultiplying this by m. * * @param m matrix to postmultiply by * @return this * m * @throws IllegalArgumentException * if columnDimension(this) != rowDimension(m) */ public BlockFieldMatrix<T> multiply(BlockFieldMatrix<T> m) { // safety check checkMultiplicationCompatible(m); final BlockFieldMatrix<T> out = new BlockFieldMatrix<T>(getField(), rows, m.columns); final T zero = getField().getZero(); // perform multiplication block-wise, to ensure good cache behavior int blockIndex = 0; for (int iBlock = 0; iBlock < out.blockRows; ++iBlock) { final int pStart = iBlock * BLOCK_SIZE; final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows); for (int jBlock = 0; jBlock < out.blockColumns; ++jBlock) { final int jWidth = out.blockWidth(jBlock); final int jWidth2 = jWidth + jWidth; final int jWidth3 = jWidth2 + jWidth; final int jWidth4 = jWidth3 + jWidth; // select current block final T[] outBlock = out.blocks[blockIndex]; // perform multiplication on current block for (int kBlock = 0; kBlock < blockColumns; ++kBlock) { final int kWidth = blockWidth(kBlock); final T[] tBlock = blocks[iBlock * blockColumns + kBlock]; final T[] mBlock = m.blocks[kBlock * m.blockColumns + jBlock]; int k = 0; for (int p = pStart; p < pEnd; ++p) { final int lStart = (p - pStart) * kWidth; final int lEnd = lStart + kWidth; for (int nStart = 0; nStart < jWidth; ++nStart) { T sum = zero; int l = lStart; int n = nStart; while (l < lEnd - 3) { sum = sum. add(tBlock[l].multiply(mBlock[n])). add(tBlock[l + 1].multiply(mBlock[n + jWidth])). add(tBlock[l + 2].multiply(mBlock[n + jWidth2])). add(tBlock[l + 3].multiply(mBlock[n + jWidth3])); l += 4; n += jWidth4; } while (l < lEnd) { sum = sum.add(tBlock[l++].multiply(mBlock[n])); n += jWidth; } outBlock[k] = outBlock[k].add(sum); ++k; } } } // go to next block ++blockIndex; } } return out; }
Example 17
Source File: BlockRealMatrix.java From astor with GNU General Public License v2.0 | 4 votes |
/** {@inheritDoc} */ @Override public void setSubMatrix(final double[][] subMatrix, final int row, final int column) throws MatrixIndexException { // safety checks final int refLength = subMatrix[0].length; if (refLength < 1) { throw MathRuntimeException.createIllegalArgumentException(LocalizedFormats.AT_LEAST_ONE_COLUMN); } final int endRow = row + subMatrix.length - 1; final int endColumn = column + refLength - 1; MatrixUtils.checkSubMatrixIndex(this, row, endRow, column, endColumn); for (final double[] subRow : subMatrix) { if (subRow.length != refLength) { throw MathRuntimeException.createIllegalArgumentException( LocalizedFormats.DIFFERENT_ROWS_LENGTHS, refLength, subRow.length); } } // compute blocks bounds final int blockStartRow = row / BLOCK_SIZE; final int blockEndRow = (endRow + BLOCK_SIZE) / BLOCK_SIZE; final int blockStartColumn = column / BLOCK_SIZE; final int blockEndColumn = (endColumn + BLOCK_SIZE) / BLOCK_SIZE; // perform copy block-wise, to ensure good cache behavior for (int iBlock = blockStartRow; iBlock < blockEndRow; ++iBlock) { final int iHeight = blockHeight(iBlock); final int firstRow = iBlock * BLOCK_SIZE; final int iStart = FastMath.max(row, firstRow); final int iEnd = FastMath.min(endRow + 1, firstRow + iHeight); for (int jBlock = blockStartColumn; jBlock < blockEndColumn; ++jBlock) { final int jWidth = blockWidth(jBlock); final int firstColumn = jBlock * BLOCK_SIZE; final int jStart = FastMath.max(column, firstColumn); final int jEnd = FastMath.min(endColumn + 1, firstColumn + jWidth); final int jLength = jEnd - jStart; // handle one block, row by row final double[] block = blocks[iBlock * blockColumns + jBlock]; for (int i = iStart; i < iEnd; ++i) { System.arraycopy(subMatrix[i - row], jStart - column, block, (i - firstRow) * jWidth + (jStart - firstColumn), jLength); } } } }
Example 18
Source File: BlockRealMatrix.java From astor with GNU General Public License v2.0 | 4 votes |
/** * Returns the result of postmultiplying this by {@code m}. * * @param m Matrix to postmultiply by. * @return {@code this} * m. * @throws MatrixDimensionMismatchException if the matrices are not * compatible. */ public BlockRealMatrix multiply(BlockRealMatrix m) { // safety check MatrixUtils.checkMultiplicationCompatible(this, m); final BlockRealMatrix out = new BlockRealMatrix(rows, m.columns); // perform multiplication block-wise, to ensure good cache behavior int blockIndex = 0; for (int iBlock = 0; iBlock < out.blockRows; ++iBlock) { final int pStart = iBlock * BLOCK_SIZE; final int pEnd = FastMath.min(pStart + BLOCK_SIZE, rows); for (int jBlock = 0; jBlock < out.blockColumns; ++jBlock) { final int jWidth = out.blockWidth(jBlock); final int jWidth2 = jWidth + jWidth; final int jWidth3 = jWidth2 + jWidth; final int jWidth4 = jWidth3 + jWidth; // select current block final double[] outBlock = out.blocks[blockIndex]; // perform multiplication on current block for (int kBlock = 0; kBlock < blockColumns; ++kBlock) { final int kWidth = blockWidth(kBlock); final double[] tBlock = blocks[iBlock * blockColumns + kBlock]; final double[] mBlock = m.blocks[kBlock * m.blockColumns + jBlock]; int k = 0; for (int p = pStart; p < pEnd; ++p) { final int lStart = (p - pStart) * kWidth; final int lEnd = lStart + kWidth; for (int nStart = 0; nStart < jWidth; ++nStart) { double sum = 0; int l = lStart; int n = nStart; while (l < lEnd - 3) { sum += tBlock[l] * mBlock[n] + tBlock[l + 1] * mBlock[n + jWidth] + tBlock[l + 2] * mBlock[n + jWidth2] + tBlock[l + 3] * mBlock[n + jWidth3]; l += 4; n += jWidth4; } while (l < lEnd) { sum += tBlock[l++] * mBlock[n]; n += jWidth; } outBlock[k] += sum; ++k; } } } // go to next block ++blockIndex; } } return out; }
Example 19
Source File: AdaptiveStepsizeIntegrator.java From astor with GNU General Public License v2.0 | 4 votes |
/** Initialize the integration step. * @param equations differential equations set * @param forward forward integration indicator * @param order order of the method * @param scale scaling vector for the state vector (can be shorter than state vector) * @param t0 start time * @param y0 state vector at t0 * @param yDot0 first time derivative of y0 * @param y1 work array for a state vector * @param yDot1 work array for the first time derivative of y1 * @return first integration step * @exception DerivativeException this exception is propagated to * the caller if the underlying user function triggers one */ public double initializeStep(final FirstOrderDifferentialEquations equations, final boolean forward, final int order, final double[] scale, final double t0, final double[] y0, final double[] yDot0, final double[] y1, final double[] yDot1) throws DerivativeException { if (initialStep > 0) { // use the user provided value return forward ? initialStep : -initialStep; } // very rough first guess : h = 0.01 * ||y/scale|| / ||y'/scale|| // this guess will be used to perform an Euler step double ratio; double yOnScale2 = 0; double yDotOnScale2 = 0; for (int j = 0; j < scale.length; ++j) { ratio = y0[j] / scale[j]; yOnScale2 += ratio * ratio; ratio = yDot0[j] / scale[j]; yDotOnScale2 += ratio * ratio; } double h = ((yOnScale2 < 1.0e-10) || (yDotOnScale2 < 1.0e-10)) ? 1.0e-6 : (0.01 * FastMath.sqrt(yOnScale2 / yDotOnScale2)); if (! forward) { h = -h; } // perform an Euler step using the preceding rough guess for (int j = 0; j < y0.length; ++j) { y1[j] = y0[j] + h * yDot0[j]; } computeDerivatives(t0 + h, y1, yDot1); // estimate the second derivative of the solution double yDDotOnScale = 0; for (int j = 0; j < scale.length; ++j) { ratio = (yDot1[j] - yDot0[j]) / scale[j]; yDDotOnScale += ratio * ratio; } yDDotOnScale = FastMath.sqrt(yDDotOnScale) / h; // step size is computed such that // h^order * max (||y'/tol||, ||y''/tol||) = 0.01 final double maxInv2 = FastMath.max(FastMath.sqrt(yDotOnScale2), yDDotOnScale); final double h1 = (maxInv2 < 1.0e-15) ? FastMath.max(1.0e-6, 0.001 * FastMath.abs(h)) : FastMath.pow(0.01 / maxInv2, 1.0 / order); h = FastMath.min(100.0 * FastMath.abs(h), h1); h = FastMath.max(h, 1.0e-12 * FastMath.abs(t0)); // avoids cancellation when computing t1 - t0 if (h < getMinStep()) { h = getMinStep(); } if (h > getMaxStep()) { h = getMaxStep(); } if (! forward) { h = -h; } return h; }
Example 20
Source File: ContinuousOutputModel.java From astor with GNU General Public License v2.0 | 4 votes |
/** Set the time of the interpolated point. * <p>This method should <strong>not</strong> be called before the * integration is over because some internal variables are set only * once the last step has been handled.</p> * <p>Setting the time outside of the integration interval is now * allowed (it was not allowed up to version 5.9 of Mantissa), but * should be used with care since the accuracy of the interpolator * will probably be very poor far from this interval. This allowance * has been added to simplify implementation of search algorithms * near the interval endpoints.</p> * @param time time of the interpolated point */ public void setInterpolatedTime(final double time) { // initialize the search with the complete steps table int iMin = 0; final StepInterpolator sMin = steps.get(iMin); double tMin = 0.5 * (sMin.getPreviousTime() + sMin.getCurrentTime()); int iMax = steps.size() - 1; final StepInterpolator sMax = steps.get(iMax); double tMax = 0.5 * (sMax.getPreviousTime() + sMax.getCurrentTime()); // handle points outside of the integration interval // or in the first and last step if (locatePoint(time, sMin) <= 0) { index = iMin; sMin.setInterpolatedTime(time); return; } if (locatePoint(time, sMax) >= 0) { index = iMax; sMax.setInterpolatedTime(time); return; } // reduction of the table slice size while (iMax - iMin > 5) { // use the last estimated index as the splitting index final StepInterpolator si = steps.get(index); final int location = locatePoint(time, si); if (location < 0) { iMax = index; tMax = 0.5 * (si.getPreviousTime() + si.getCurrentTime()); } else if (location > 0) { iMin = index; tMin = 0.5 * (si.getPreviousTime() + si.getCurrentTime()); } else { // we have found the target step, no need to continue searching si.setInterpolatedTime(time); return; } // compute a new estimate of the index in the reduced table slice final int iMed = (iMin + iMax) / 2; final StepInterpolator sMed = steps.get(iMed); final double tMed = 0.5 * (sMed.getPreviousTime() + sMed.getCurrentTime()); if ((FastMath.abs(tMed - tMin) < 1e-6) || (FastMath.abs(tMax - tMed) < 1e-6)) { // too close to the bounds, we estimate using a simple dichotomy index = iMed; } else { // estimate the index using a reverse quadratic polynom // (reverse means we have i = P(t), thus allowing to simply // compute index = P(time) rather than solving a quadratic equation) final double d12 = tMax - tMed; final double d23 = tMed - tMin; final double d13 = tMax - tMin; final double dt1 = time - tMax; final double dt2 = time - tMed; final double dt3 = time - tMin; final double iLagrange = ((dt2 * dt3 * d23) * iMax - (dt1 * dt3 * d13) * iMed + (dt1 * dt2 * d12) * iMin) / (d12 * d23 * d13); index = (int) FastMath.rint(iLagrange); } // force the next size reduction to be at least one tenth final int low = FastMath.max(iMin + 1, (9 * iMin + iMax) / 10); final int high = FastMath.min(iMax - 1, (iMin + 9 * iMax) / 10); if (index < low) { index = low; } else if (index > high) { index = high; } } // now the table slice is very small, we perform an iterative search index = iMin; while ((index <= iMax) && (locatePoint(time, steps.get(index)) > 0)) { ++index; } steps.get(index).setInterpolatedTime(time); }