private void Factorize(int n, ReusableLU lu, DenseMatrix tmp, DenseMatrix jac, DenseMatrix mas, double fac)
{
var a = tmp.Values;
var b = jac.Values;
bool dae = mas != null; // Not tested.
if (!dae)
{
// M = identity, Jacobian a full matrix
for (int i = 0; i < n; i++)
{
for (int j = 0; j < n; j++)
{
a[i * n + j] = -b[i * n + j];
}
a[i * n + i] += fac;
}
}
else
{
// M is a full matrix, Jacobian a full matrix
for (int j = 0; j < n; j++)
{
for (int i = 0; i < n; i++)
{
a[i * n + j] = mas.At(i, j) * fac - b[i * n + j];
}
}
}
lu.Compute(tmp);
}
/// <summary>
///
/// </summary>
/// <param name="n">dimension of the system</param>
/// <param name="fcn">subroutine computing the value of f(x,y)</param>
/// <param name="autonomous">f(x,y) independent of x (autonomous)</param>
/// <param name="jac">subroutine which computes the partial derivatives of f(x,y) with respect to y</param>
/// <param name="dfx">subroutine which computes the partial derivatives of f(x,y) with respect to x</param>
/// <param name="mas">the mass-matrix m.</param>
/// <param name="rtol">relative error tolerances</param>
/// <param name="atol">absolute error tolerances</param>
/// <param name="controller"></param>
public Rosenbrock4(int n, Action <double, double[], double[]> fcn,
bool autonomous, Action <double, double[], DenseMatrix> jac,
Action <double, double[], double[]> dfx, DenseMatrix mas,
double rtol, double atol,
RosenbrockErrorController controller)
{
this.n = n;
this.fcn = fcn;
this.autonomous = autonomous;
this.jac = jac;
this.dfx = dfx;
this.mas = mas;
this.rtol = rtol;
this.atol = atol;
this.controller = controller;
ynew = new double[n];
dy1 = new double[n];
dy = new double[n];
ak1 = new double[n];
ak2 = new double[n];
ak3 = new double[n];
ak4 = new double[n];
ak5 = new double[n];
ak6 = new double[n];
fx = new double[n];
cont = new double[4 * n];
lu = new ReusableLU(n);
fjac = new DenseMatrix(n);
mjac = new DenseMatrix(n);
}
void Solve(int n, ReusableLU lu, DenseMatrix mas, double[] dy, double[] ak, double[] fx, double[] ynew, double hd, bool stage1)
{
if (hd == 0.0)
{
for (int i = 0; i < n; i++)
{
ak[i] = dy[i];
}
}
else
{
for (int i = 0; i < n; i++)
{
ak[i] = dy[i] + hd * fx[i];
}
}
bool dae = mas != null; // Not tested.
if (!dae)
{
// M = identity, Jacobian a full matrix
if (stage1)
{
for (int i = 0; i < n; i++)
{
ak[i] += ynew[i];
}
}
}
else
{
// M is a full matrix, Jacobian a full matrix
for (int i = 0; i < n; i++)
{
double sum = 0.0;
for (int j = 0; j < n; ++j)
{
sum += mas.At(i, j) * ynew[j];
}
ak[i] += sum;
}
}
lu.Solve(ak, ak);
}
