[MATH-1288] Allow ordinary differential equations to use Field

• Type: New Feature
• Status: Closed
• Priority: Minor
• Resolution: Fixed
• Affects Version/s: 3.5
• Fix Version/s: 3.6
• Assignee: Luc Maisonobe
• Reporter: Luc Maisonobe
• Created: 11/Nov/15 20:14
• Updated: 25/Jan/16 20:27
• Resolved: 09/Dec/15 16:24

Description

Several algorithms in Apache Commons Math already provide one implementation for primitive double and another implementation for RealField elements. Among these are linear algebra, solvers and geometry.

It would be fine to also have such a feature for ODE.

A side effect of developing this would be to test a simplified API that could later be backported to the double[] ode implementation in the 4.X series.

Implementing this is quite simple (but involves numerous classes and interfaces, since the ode package is large) as it mainly consists in changing types from double to T (with T the parameter for the class) and replacing the operations with calls to add, subtract, multiply ...

As an initial step, providing this feature for only a small subset of existing integrators would be sufficient (typically Dormand-Prince 8(5, 3) would be needed). More complex integrators like Gragg-Bulirsch-Stoer could be done later on.