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From "Luc Maisonobe (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-563) resetting relative and absolute tolerances in ODE adaptive step size integrators
Date Mon, 25 Apr 2011 09:12:05 GMT
resetting relative and absolute tolerances in ODE adaptive step size integrators
--------------------------------------------------------------------------------

                 Key: MATH-563
                 URL: https://issues.apache.org/jira/browse/MATH-563
             Project: Commons Math
          Issue Type: Improvement
    Affects Versions: 2.2
            Reporter: Luc Maisonobe
            Assignee: Luc Maisonobe
            Priority: Trivial
             Fix For: 3.0


There is a limitation of the current implementation of ODE integrators with
adaptive step size. For now, the tolerances that are used to adjust the step
size are specified only at construction time and cannot be changed afterwards.
However, these tolerances are highly problem-dependent and in fact the dimension
of the problem (which is related to the dimension of the vectorial version of
the tolerances) is specified only at integration time, not at construction time.

So it would be interesting to add at the top-level hierarchy (abstract class
AdaptiveStepsizeIntegrator) a few setters to allow users to change these
tolerances after the integrator has been built. It seems the integrators by
themselves were not documented as immutable (I first thought they were), so this
change is probably harmless.

There was a discussion on the developers mailing list about this feature here: http://markmail.org/thread/djrjpm5pwcgg3ev4

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