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From "Luc Maisonobe (JIRA)" <>
Subject [jira] Commented: (MATH-380) Need to (re)initialize dYdY0 for multiple integrate with FirstOrderIntegratorWithJacobians
Date Thu, 24 Jun 2010 20:03:50 GMT


Luc Maisonobe commented on MATH-380:

You are perfectly right.

The FirstOrderIntegratorWithJacobians class is a brand new one and it clearly has some design
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:
>             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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