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From Bernard GODARD <bernard.god...@gmail.com>
Subject [math] ODE with Jacobian in commons math 3.5
Date Thu, 14 May 2015 14:40:15 GMT
Dear all,

The user guide on ordinary differential equations
http://commons.apache.org/proper/commons-math/userguide/ode.html
is very useful to understand how to use ODEWithJacobians and
ParameterizedODE.
but not up to date.

>From the latest documentation, it does not seem clear to me how to use
ParameterizedODE and ParameterJacobianProvider in math 3.5.

Moreover  ParameterJacobianProvider-> computeParameterJacobian looks like
it can only handle one parameter at a time and is computed independently
from the main dynamic equation. For the use case I am interested in
(integration of the orbit of a satellite with complex dynamic model of
several hundred parameters) I prefer to compute together the force model
and its partial derivatives with respect to all parameters together
because these computations share a lot of intermediate results. Otherwise I
have to either recompute or use a cache mechanism with a test on input
parameter change (which also may be invalidated by the ODE integrator
depending on the order of the evaluation calls). This design then seems
inefficient to me but there might be a good reason for it. I would
appreciate if someone could explain this choice.

I would rather have a method like:

void computeDerivativesWithJacobian(double t, double[] y,
parameterList,double[] yDot,double[][] Jacobian )
with parameterList an input specifying the ordered list of parameters for
which to compute the Jacobian.


Thank you,

Kind regards,


    Bernard Godard

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