Package jdistlib.inference.solver

Class DaeSolver

java.lang.Object

jdistlib.inference.solver.DaeSolver

public final class DaeSolver
extends Object

Implicit-Euler solver for index-1 differential-algebraic systems.

Method Summary

Modifier and Type	Method	Description
static double[][]	integrate(DaeSystem system, double[] initial, double initialTime, double[] times, double[] parameters, double[] data, AlgebraicSolver.Options options)	Integrates at requested increasing times using implicit Euler and Newton iterations.
static SensitivityResult	integrateWithSensitivities(DaeSystem system, double[] initial, double initialTime, double[] times, double[] parameters, double[] data, AlgebraicSolver.Options options)	Differentiates a DAE trajectory by consistently perturbing each parameter.

Methods inherited from class java.lang.Object

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

Method Details

integrate

public static double[][] integrate(DaeSystem system,
 double[] initial,
 double initialTime,
 double[] times,
 double[] parameters,
 double[] data,
 AlgebraicSolver.Options options)

Integrates at requested increasing times using implicit Euler and Newton iterations.

integrateWithSensitivities

public static SensitivityResult integrateWithSensitivities(DaeSystem system,
 double[] initial,
 double initialTime,
 double[] times,
 double[] parameters,
 double[] data,
 AlgebraicSolver.Options options)

Differentiates a DAE trajectory by consistently perturbing each parameter.