Package jdistlib.inference.solver

Class OdeSolver

java.lang.Object

jdistlib.inference.solver.OdeSolver

public final class OdeSolver
extends Object

Adaptive Dormand-Prince 5(4) ODE integration at requested output times.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final class	OdeSolver.Options	Integration controls.

Method Summary

Modifier and Type	Method	Description
static double[][]	integrate(OdeSystem system, double[] initial, double initialTime, double[] times, double[] parameters, double[] data, OdeSolver.Options options)	Integrates from initialTime; output row i corresponds to times[i].
static SensitivityResult	integrateWithSensitivities(OdeSystem system, double[] initial, double initialTime, double[] times, double[] parameters, double[] data, OdeSolver.Options options)	Integrates the state and forward parameter-sensitivity equations.

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(OdeSystem system,
 double[] initial,
 double initialTime,
 double[] times,
 double[] parameters,
 double[] data,
 OdeSolver.Options options)

Integrates from initialTime; output row i corresponds to times[i].

integrateWithSensitivities

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

Integrates the state and forward parameter-sensitivity equations. Jacobians of the caller's system are estimated with scaled finite differences, while the augmented sensitivity system uses the same adaptive Dormand-Prince error control as the state.