private void rollbackImpl(ref object o, double from, double to, int steps, IStepCondition <Vector> condition)
{
Utils.QL_REQUIRE(from >= to, () => "trying to roll back from " + from + " to " + to);
double dt = (from - to) / steps, t = from;
evolver_.setStep(dt);
for (int i = 0; i < steps; ++i, t -= dt)
{
double now = t, next = t - dt;
bool hit = false;
for (int j = stoppingTimes_.Count - 1; j >= 0; --j)
{
if (next <= stoppingTimes_[j] && stoppingTimes_[j] < now)
{
// a stopping time was hit
hit = true;
// perform a small step to stoppingTimes_[j]...
evolver_.setStep(now - stoppingTimes_[j]);
evolver_.step(ref o, now);
if (condition != null)
{
condition.applyTo(o, stoppingTimes_[j]);
}
// ...and continue the cycle
now = stoppingTimes_[j];
}
}
// if we did hit...
if (hit)
{
// ...we might have to make a small step to
// complete the big one...
if (now > next)
{
evolver_.setStep(now - next);
evolver_.step(ref o, now);
if (condition != null)
{
condition.applyTo(o, next);
}
}
// ...and in any case, we have to reset the
// evolver to the default step.
evolver_.setStep(dt);
}
else
{
// if we didn't, the evolver is already set to the
// default step, which is ok for us.
evolver_.step(ref o, now);
if (condition != null)
{
condition.applyTo(o, next);
}
}
}
}
protected virtual void initializeStepCondition()
{
if (stepConditionImpl_ == null)
{
throw new NotSupportedException();
}
else
{
stepCondition_ = stepConditionImpl_();
}
}
protected virtual void initializeStepCondition()
{
if (stepConditionImpl_ == null)
{
stepCondition_ = new NullCondition <Vector>();
}
else
{
stepCondition_ = stepConditionImpl_();
}
}
public void rollback(ref object a, double from, double to, int steps, IStepCondition <Vector> condition)
{
rollbackImpl(ref a, from, to, steps, condition);
}