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 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
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 *      http://www.apache.org/licenses/LICENSE-2.0
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package org.apache.commons.math3.ode;

import java.util.Arrays;
import java.util.Collection;
import java.util.HashMap;
import java.util.Map;

import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.MaxCountExceededException;

Wrapper class to compute Jacobian matrices by finite differences for ODE which do not compute them by themselves.
Since:3.0
/** Wrapper class to compute Jacobian matrices by finite differences for ODE * which do not compute them by themselves. * * @since 3.0 */
class ParameterJacobianWrapper implements ParameterJacobianProvider {
Main ODE set.
/** Main ODE set. */
private final FirstOrderDifferentialEquations fode;
Raw ODE without Jacobian computation skill to be wrapped into a ParameterJacobianProvider.
/** Raw ODE without Jacobian computation skill to be wrapped into a ParameterJacobianProvider. */
private final ParameterizedODE pode;
Steps for finite difference computation of the Jacobian df/dp w.r.t. parameters.
/** Steps for finite difference computation of the Jacobian df/dp w.r.t. parameters. */
private final Map<String, Double> hParam;
Params:
  • fode – main first order differential equations set
  • pode – secondary problem, without parameter Jacobian computation skill
  • paramsAndSteps – parameters and steps to compute the Jacobians df/dp
See Also:
/** Wrap a {@link ParameterizedODE} into a {@link ParameterJacobianProvider}. * @param fode main first order differential equations set * @param pode secondary problem, without parameter Jacobian computation skill * @param paramsAndSteps parameters and steps to compute the Jacobians df/dp * @see JacobianMatrices#setParameterStep(String, double) */
ParameterJacobianWrapper(final FirstOrderDifferentialEquations fode, final ParameterizedODE pode, final ParameterConfiguration[] paramsAndSteps) { this.fode = fode; this.pode = pode; this.hParam = new HashMap<String, Double>(); // set up parameters for jacobian computation for (final ParameterConfiguration param : paramsAndSteps) { final String name = param.getParameterName(); if (pode.isSupported(name)) { hParam.put(name, param.getHP()); } } }
{@inheritDoc}
/** {@inheritDoc} */
public Collection<String> getParametersNames() { return pode.getParametersNames(); }
{@inheritDoc}
/** {@inheritDoc} */
public boolean isSupported(String name) { return pode.isSupported(name); }
{@inheritDoc}
/** {@inheritDoc} */
public void computeParameterJacobian(double t, double[] y, double[] yDot, String paramName, double[] dFdP) throws DimensionMismatchException, MaxCountExceededException { final int n = fode.getDimension(); if (pode.isSupported(paramName)) { final double[] tmpDot = new double[n]; // compute the jacobian df/dp w.r.t. parameter final double p = pode.getParameter(paramName); final double hP = hParam.get(paramName); pode.setParameter(paramName, p + hP); fode.computeDerivatives(t, y, tmpDot); for (int i = 0; i < n; ++i) { dFdP[i] = (tmpDot[i] - yDot[i]) / hP; } pode.setParameter(paramName, p); } else { Arrays.fill(dFdP, 0, n, 0.0); } } }