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  • Extreme.Mathematics.Calculus.OrdinaryDifferentialEquations
    • ClassicRungeKuttaIntegrator Class
    • CvodeIntegrator Class
    • DifferentialFunction Delegate
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    • OdeIntegrator Class
    • OdeIntegrator.OdeIntegrationTask Enumeration
    • OdeKind Enumeration
    • RungeKuttaDormandPrince Class
    • RungeKuttaFehlbergIntegrator Class
  • OdeIntegrator Class
    • OdeIntegrator Constructor
    • Properties
    • Methods

OdeIntegrator Class

Extreme Optimization Numerical Libraries for .NET Professional
Represents an algorithm that integrates a system of Ordinary Differential Equations (ODE's).
Inheritance Hierarchy

SystemObject
  Extreme.Mathematics.AlgorithmsManagedIterativeAlgorithmVectorDouble, Double, SolutionReportVectorDouble, Double
    Extreme.Mathematics.AlgorithmsManagedIterativeAlgorithmVectorDouble
      Extreme.Mathematics.Calculus.OrdinaryDifferentialEquationsOdeIntegrator
        Extreme.Mathematics.Calculus.OrdinaryDifferentialEquationsClassicRungeKuttaIntegrator
        Extreme.Mathematics.Calculus.OrdinaryDifferentialEquationsCvodeIntegrator
        Extreme.Mathematics.Calculus.OrdinaryDifferentialEquationsRungeKuttaDormandPrince
        Extreme.Mathematics.Calculus.OrdinaryDifferentialEquationsRungeKuttaFehlbergIntegrator

Namespace:  Extreme.Mathematics.Calculus.OrdinaryDifferentialEquations
Assembly:  Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
Syntax

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VB
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public abstract class OdeIntegrator : ManagedIterativeAlgorithm<Vector<double>>
Public MustInherit Class OdeIntegrator
	Inherits ManagedIterativeAlgorithm(Of Vector(Of Double))
public ref class OdeIntegrator abstract : public ManagedIterativeAlgorithm<Vector<double>^>
[<AbstractClassAttribute>]
type OdeIntegrator =  
    class
        inherit ManagedIterativeAlgorithm<Vector<float>>
    end

The OdeIntegrator type exposes the following members.

Constructors

  NameDescription
Protected methodOdeIntegrator
Constructs a new OdeIntegrator.
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Properties

  NameDescription
Public propertyAbsoluteTolerance
Gets or sets the absolute tolerance used in the convergence test.
Public propertyConvergenceTests
Gets the collection of convergence tests for the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyCurrentTime
Gets the current value of the time parameter.
Public propertyCurrentValue
Gets the current value of the unknowns.
Public propertyDifferentialFunction
Gets or sets a function that should be integrated.
Public propertyEstimatedError
Gets a value indicating the size of the absolute error of the result.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyEvaluationsNeeded
Gets the number of evaluations needed to execute the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected propertyEvaluationsRemaining
Gets the number of evaluations still available.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected propertyFinalTime
Gets the next time for which the value has been requested.
Public propertyHasSharedDegreeOfParallelism
Indicates whether the degree of parallelism is a property that is shared across instances.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyInitialStepsize
Gets or sets the initial time value.
Public propertyInitialTime
Gets or sets the initial time value.
Public propertyInitialValue
Gets or sets the initial value.
Public propertyIterationsNeeded
Gets the number of iterations needed by the algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected propertyIterationsRemaining
Gets the number of iterations remaining.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected propertyLastTime
Gets the last time for which the integration has been calculated. This may be past the final time.
Protected propertyLastValue
Gets the last value that was calculated.
Public propertyMaxDegreeOfParallelism
Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyMaxEvaluations
Gets or sets the maximum number of evaluations during the calculation.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyMaxIterations
Gets or sets the maximum number of iterations to use when approximating the roots of the target function.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyMaxStepSize
Gets or sets the maximum step size.
Public propertyMinIterations
Gets or sets the minimum iterations that have to be performed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyMinStepSize
Gets or sets the minimum step size.
Public propertyParallelOptions
Gets or sets the configuration for the parallel behavior of the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyRelativeTolerance
Gets or sets the relative tolerance used in the convergence test.
Public propertyResult
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertySolutionReport
Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyStatus
Gets the AlgorithmStatus following an execution of the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public propertyStepSize
Gets or sets the step size used in the last step.
Protected propertyTask
Gets the task to be performed in the current integration.
Public propertyThrowExceptionOnFailure
Gets or sets a value indicating whether to throw an exception when the algorithm fails to converge.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
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Methods

  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodIncrementEvaluations
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodIncrementEvaluations(Int32)
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public methodIntegrate
Performs the numerical integration up to a specified time value.
Public methodIntegrateMultipleSteps
Performs multiple steps of the numerical integration at least as far as the specified final time.
Public methodIntegrateSingleStep
Performs one step of the numerical integration in the direction of the final time.
Protected methodInterpolate
Interpolates the solution at the specified time.
Protected methodIterate
Performs one iteration of the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodIterated
Performs tasks after the iteration is completed, but before the status of the algorithm is finalized.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Protected methodOnConvergence
Performs any tasks after the main algorithm has converged.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodOnFailure
Performs any tasks after the main algorithm has failed to converge.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodOnInit
Initializes the iteration.
(Overrides ManagedIterativeAlgorithmT, TError, TReportOnInit.)
Protected methodOnInitIntegration
Called during a numerical integration before the first step.
Protected methodOnInitStep
Called during a numerical integration before each step.
Protected methodReportFailure
Records the results of an algorithm in case it fails.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodReportResult
Records the results of an algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodReportSuccess
Records the results of a algorithm that converged successfully.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodResetEvaluations
Resets the number of evaluations to zero.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public methodRestart
Resets the integrator so the next integration will start from the initial conditions.
Public methodRestart(Double, VectorDouble)
Resets the integrator so the next integration will start from the specified initial conditions.
Protected methodRun
Runs the algorithm.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodRun(ParallelOptions)
Runs the algorithm using the specified parallelization options.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodSetResult
Sets the results of an algorithm's execution.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodTestConvergence
Tests whether the current step is complete.
(Overrides ManagedIterativeAlgorithmT, TError, TReportTestConvergence.)
Protected methodThreadSafeIncrementEvaluations
Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodThreadSafeIncrementEvaluations(Int32)
Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Protected methodThrowConvergenceException
Interprets the AlgorithmStatus and throws the appropriate exception.
(Inherited from ManagedIterativeAlgorithmT, TError, TReport.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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Remarks

The OdeIntegrator class is the abstract base class for classes that implement algorithms for integrating systems of Ordinary Differential Equations (ODE's).

OdeIntegrator is an abstract class and cannot be instantiated directly. Instead, use one of the following derived classes:

ClassDescription
ClassicRungeKuttaIntegratorImplements the classic 4th order Runge-Kutta algorithm.
RungeKuttaFehlbergIntegratorImplements a 4th/5th order Runge-Kutta integrator with step size control.
CvodeIntegratorImplements a general purpose integrator suitable for stiff and non-stiff systems. It is based on the CVODE integrator from the SUNDIALS suite.

The system of differential equations is defined using a DifferentialFunction delegate. This is a delegate that takes one real argument (the time value), and two vector arguments (the current value and the current derivative). The last argument is passed by reference and must also be returned.

To set up an integration, set the DifferentialFunction property equal to the delegate that defines the system. Set the InitialTime and InitialValue properties to the initial time value and function values, respectively.

To perform the actual integration, call the Integrate(Double) method with the desired final time. This method returns the function value at the final time. You can call this method multiple times to get function values at intermediate positions.

See Also

Reference

Extreme.Mathematics.Calculus.OrdinaryDifferentialEquations Namespace

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