[jira] Created: (MATH-380) Need to (re)initialize dYdY0 for multiple integrate with FirstOrderIntegratorWithJacobians

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[jira] Created: (MATH-380) Need to (re)initialize dYdY0 for multiple integrate with FirstOrderIntegratorWithJacobians

Gilles (Jira)
Need to (re)initialize dYdY0 for multiple integrate with FirstOrderIntegratorWithJacobians
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                 Key: MATH-380
                 URL: https://issues.apache.org/jira/browse/MATH-380
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 2.1
            Reporter: Pascal Parraud
            Priority: Minor


There is a lack in the method integrate of FirstOrderIntegratorWithJacobians. The jacobian DYDY0 can't be initialized by the user, unlike DFDP with DF0DP.
So, for several successive integrations, the matrix is reinitialized to identity and that is not what we might want.

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[jira] Commented: (MATH-380) Need to (re)initialize dYdY0 for multiple integrate with FirstOrderIntegratorWithJacobians

Gilles (Jira)

    [ https://issues.apache.org/jira/browse/MATH-380?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12882304#action_12882304 ]

Luc Maisonobe commented on MATH-380:
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You are perfectly right.

The FirstOrderIntegratorWithJacobians class is a brand new one and it clearly has some design flaws.
It will most probably be deprecated in its current form and replaced by a new mechanism, better integrated (sorry for the joke) with the standard ODE solvers.
The ability for user to set an initial value for dydy0 will be present in the new design, but will probably not be back-ported to the current one.
In the meantime, you can save the final value of the jacobian matrix dydy0 after first part of integration, which we could call dy1dy0 as it represents dy(t1)/dy(t0). Start the second part from t1 to t2 that will reset the initial matrix to identity and hence compute compute dy(t2)/dy(t1) and do the multiplication by yourself of the two matrices to really get what you need: dy(t2)/dy(t1) = dy(t2)/dy(t1) * dy(t1)/dy(t0).

Thanks for reporting the issue

> Need to (re)initialize dYdY0 for multiple integrate with FirstOrderIntegratorWithJacobians
> ------------------------------------------------------------------------------------------
>
>                 Key: MATH-380
>                 URL: https://issues.apache.org/jira/browse/MATH-380
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.1
>            Reporter: Pascal Parraud
>            Priority: Minor
>
> There is a lack in the method integrate of FirstOrderIntegratorWithJacobians. The jacobian DYDY0 can't be initialized by the user, unlike DFDP with DF0DP.
> So, for several successive integrations, the matrix is reinitialized to identity and that is not what we might want.

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[jira] Updated: (MATH-380) Need to (re)initialize dYdY0 for multiple integrate with FirstOrderIntegratorWithJacobians

Gilles (Jira)
In reply to this post by Gilles (Jira)

     [ https://issues.apache.org/jira/browse/MATH-380?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Luc Maisonobe updated MATH-380:
-------------------------------

         Assignee: Luc Maisonobe
    Fix Version/s: 2.2

> Need to (re)initialize dYdY0 for multiple integrate with FirstOrderIntegratorWithJacobians
> ------------------------------------------------------------------------------------------
>
>                 Key: MATH-380
>                 URL: https://issues.apache.org/jira/browse/MATH-380
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.1
>            Reporter: Pascal Parraud
>            Assignee: Luc Maisonobe
>            Priority: Minor
>             Fix For: 2.2
>
>
> There is a lack in the method integrate of FirstOrderIntegratorWithJacobians. The jacobian DYDY0 can't be initialized by the user, unlike DFDP with DF0DP.
> So, for several successive integrations, the matrix is reinitialized to identity and that is not what we might want.

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