StateTransitionMatrixGenerator.java
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* CS licenses this file to You under the Apache License, Version 2.0
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* Unless required by applicable law or agreed to in writing, software
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package org.orekit.propagation.numerical;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
import org.hipparchus.analysis.differentiation.Gradient;
import org.hipparchus.exception.LocalizedCoreFormats;
import org.hipparchus.geometry.euclidean.threed.FieldVector3D;
import org.hipparchus.linear.MatrixUtils;
import org.hipparchus.linear.QRDecomposition;
import org.hipparchus.linear.RealMatrix;
import org.hipparchus.util.Precision;
import org.orekit.attitudes.AttitudeProvider;
import org.orekit.errors.OrekitException;
import org.orekit.forces.ForceModel;
import org.orekit.orbits.OrbitType;
import org.orekit.orbits.PositionAngleType;
import org.orekit.propagation.FieldSpacecraftState;
import org.orekit.propagation.SpacecraftState;
import org.orekit.propagation.integration.AdditionalDerivativesProvider;
import org.orekit.propagation.integration.CombinedDerivatives;
import org.orekit.utils.DoubleArrayDictionary;
import org.orekit.utils.ParameterDriver;
import org.orekit.utils.TimeSpanMap.Span;
/** Generator for State Transition Matrix.
* @author Luc Maisonobe
* @author Melina Vanel
* @since 11.1
*/
class StateTransitionMatrixGenerator implements AdditionalDerivativesProvider {
/** Threshold for matrix solving. */
private static final double THRESHOLD = Precision.SAFE_MIN;
/** Space dimension. */
private static final int SPACE_DIMENSION = 3;
/** State dimension. */
public static final int STATE_DIMENSION = 2 * SPACE_DIMENSION;
/** Name of the Cartesian STM additional state. */
private final String stmName;
/** Force models used in propagation. */
private final List<ForceModel> forceModels;
/** Attitude provider used in propagation. */
private final AttitudeProvider attitudeProvider;
/** Observers for partial derivatives. */
private final Map<String, PartialsObserver> partialsObservers;
/** Simple constructor.
* @param stmName name of the Cartesian STM additional state
* @param forceModels force models used in propagation
* @param attitudeProvider attitude provider used in propagation
*/
StateTransitionMatrixGenerator(final String stmName, final List<ForceModel> forceModels,
final AttitudeProvider attitudeProvider) {
this.stmName = stmName;
this.forceModels = forceModels;
this.attitudeProvider = attitudeProvider;
this.partialsObservers = new HashMap<>();
}
/** Register an observer for partial derivatives.
* <p>
* The observer {@link PartialsObserver#partialsComputed(double[], double[]) partialsComputed}
* method will be called when partial derivatives are computed, as a side effect of
* calling {@link #generate(SpacecraftState)}
* </p>
* @param name name of the parameter driver this observer is interested in (may be null)
* @param observer observer to register
*/
void addObserver(final String name, final PartialsObserver observer) {
partialsObservers.put(name, observer);
}
/** {@inheritDoc} */
@Override
public String getName() {
return stmName;
}
/** {@inheritDoc} */
@Override
public int getDimension() {
return STATE_DIMENSION * STATE_DIMENSION;
}
/** {@inheritDoc} */
@Override
public boolean yields(final SpacecraftState state) {
return !state.hasAdditionalState(getName());
}
/** Set the initial value of the State Transition Matrix.
* <p>
* The returned state must be added to the propagator.
* </p>
* @param state initial state
* @param dYdY0 initial State Transition Matrix ∂Y/∂Y₀,
* if null (which is the most frequent case), assumed to be 6x6 identity
* @param orbitType orbit type used for states Y and Y₀ in {@code dYdY0}
* @param positionAngleType position angle used states Y and Y₀ in {@code dYdY0}
* @return state with initial STM (converted to Cartesian ∂C/∂Y₀) added
*/
SpacecraftState setInitialStateTransitionMatrix(final SpacecraftState state,
final RealMatrix dYdY0,
final OrbitType orbitType,
final PositionAngleType positionAngleType) {
final RealMatrix nonNullDYdY0;
if (dYdY0 == null) {
nonNullDYdY0 = MatrixUtils.createRealIdentityMatrix(STATE_DIMENSION);
} else {
if (dYdY0.getRowDimension() != STATE_DIMENSION ||
dYdY0.getColumnDimension() != STATE_DIMENSION) {
throw new OrekitException(LocalizedCoreFormats.DIMENSIONS_MISMATCH_2x2,
dYdY0.getRowDimension(), dYdY0.getColumnDimension(),
STATE_DIMENSION, STATE_DIMENSION);
}
nonNullDYdY0 = dYdY0;
}
// convert to Cartesian STM
final RealMatrix dCdY0;
if (state.isOrbitDefined()) {
final double[][] dYdC = new double[STATE_DIMENSION][STATE_DIMENSION];
orbitType.convertType(state.getOrbit()).getJacobianWrtCartesian(positionAngleType, dYdC);
dCdY0 = new QRDecomposition(MatrixUtils.createRealMatrix(dYdC), THRESHOLD).getSolver().solve(nonNullDYdY0);
} else {
dCdY0 = nonNullDYdY0;
}
// flatten matrix
final double[] flat = new double[STATE_DIMENSION * STATE_DIMENSION];
int k = 0;
for (int i = 0; i < STATE_DIMENSION; ++i) {
for (int j = 0; j < STATE_DIMENSION; ++j) {
flat[k++] = dCdY0.getEntry(i, j);
}
}
// set additional state
return state.addAdditionalState(stmName, flat);
}
/** {@inheritDoc} */
public CombinedDerivatives combinedDerivatives(final SpacecraftState state) {
// Assuming position is (px, py, pz), velocity is (vx, vy, vz) and the acceleration
// due to the force models is (Σ ax, Σ ay, Σ az), the differential equation for
// Cartesian State Transition Matrix ∂C/∂Y₀ for the contribution of all force models is:
// [ 0 0 0 1 0 0 ]
// [ 0 0 0 0 1 0 ]
// d(∂C/∂Y₀)/dt = [ 0 0 0 1 0 1 ] ⨯ ∂C/∂Y₀
// [Σ dax/dpx Σ dax/dpy Σ dax/dpz Σ dax/dvx Σ dax/dvy Σ dax/dvz]
// [Σ day/dpx Σ day/dpy Σ dax/dpz Σ day/dvx Σ day/dvy Σ dax/dvz]
// [Σ daz/dpx Σ daz/dpy Σ dax/dpz Σ daz/dvx Σ daz/dvy Σ dax/dvz]
// some force models depend on velocity (either directly or through attitude),
// whereas some other force models depend only on position.
// For the latter, the lower right part of the matrix is zero
final double[] factor = computePartials(state);
// retrieve current State Transition Matrix
final double[] p = state.getAdditionalState(getName());
final double[] pDot = new double[p.length];
// perform multiplication
multiplyMatrix(factor, p, pDot, STATE_DIMENSION);
return new CombinedDerivatives(pDot, null);
}
/** Compute evolution matrix product.
* <p>
* This method computes \(Y = F \times X\) where the factor matrix is:
* \[F = \begin{matrix}
* 0 & 0 & 0 & 1 & 0 & 0 \\
* 0 & 0 & 0 & 0 & 1 & 0 \\
* 0 & 0 & 0 & 0 & 0 & 1 \\
* \sum \frac{da_x}{dp_x} & \sum\frac{da_x}{dp_y} & \sum\frac{da_x}{dp_z} & \sum\frac{da_x}{dv_x} & \sum\frac{da_x}{dv_y} & \sum\frac{da_x}{dv_z}\\
* \sum \frac{da_y}{dp_x} & \sum\frac{da_y}{dp_y} & \sum\frac{da_y}{dp_z} & \sum\frac{da_y}{dv_x} & \sum\frac{da_y}{dv_y} & \sum\frac{da_y}{dv_z}\\
* \sum \frac{da_z}{dp_x} & \sum\frac{da_z}{dp_y} & \sum\frac{da_z}{dp_z} & \sum\frac{da_z}{dv_x} & \sum\frac{da_z}{dv_y} & \sum\frac{da_z}{dv_z}
* \end{matrix}\]
* </p>
* @param factor factor matrix
* @param x right factor of the multiplication, as a flatten array in row major order
* @param y placeholder where to put the result, as a flatten array in row major order
* @param columns number of columns of both x and y (so their dimensions are 6 x columns)
*/
static void multiplyMatrix(final double[] factor, final double[] x, final double[] y, final int columns) {
final int n = SPACE_DIMENSION * columns;
// handle first three rows by a simple copy
System.arraycopy(x, n, y, 0, n);
// regular multiplication for the last three rows
for (int j = 0; j < columns; ++j) {
y[n + j ] = factor[ 0] * x[j ] + factor[ 1] * x[j + columns] + factor[ 2] * x[j + 2 * columns] +
factor[ 3] * x[j + 3 * columns] + factor[ 4] * x[j + 4 * columns] + factor[ 5] * x[j + 5 * columns];
y[n + j + columns] = factor[ 6] * x[j ] + factor[ 7] * x[j + columns] + factor[ 8] * x[j + 2 * columns] +
factor[ 9] * x[j + 3 * columns] + factor[10] * x[j + 4 * columns] + factor[11] * x[j + 5 * columns];
y[n + j + 2 * columns] = factor[12] * x[j ] + factor[13] * x[j + columns] + factor[14] * x[j + 2 * columns] +
factor[15] * x[j + 3 * columns] + factor[16] * x[j + 4 * columns] + factor[17] * x[j + 5 * columns];
}
}
/** Compute the various partial derivatives.
* @param state current spacecraft state
* @return factor matrix
*/
private double[] computePartials(final SpacecraftState state) {
// set up containers for partial derivatives
final double[] factor = new double[SPACE_DIMENSION * STATE_DIMENSION];
final DoubleArrayDictionary accelerationPartials = new DoubleArrayDictionary();
// evaluate contribution of all force models
final NumericalGradientConverter fullConverter = new NumericalGradientConverter(state, STATE_DIMENSION, attitudeProvider);
final NumericalGradientConverter posOnlyConverter = new NumericalGradientConverter(state, SPACE_DIMENSION, attitudeProvider);
for (final ForceModel forceModel : forceModels) {
final NumericalGradientConverter converter = forceModel.dependsOnPositionOnly() ? posOnlyConverter : fullConverter;
final FieldSpacecraftState<Gradient> dsState = converter.getState(forceModel);
final Gradient[] parameters = converter.getParametersAtStateDate(dsState, forceModel);
final FieldVector3D<Gradient> acceleration = forceModel.acceleration(dsState, parameters);
final double[] gradX = acceleration.getX().getGradient();
final double[] gradY = acceleration.getY().getGradient();
final double[] gradZ = acceleration.getZ().getGradient();
// lower left part of the factor matrix
factor[ 0] += gradX[0];
factor[ 1] += gradX[1];
factor[ 2] += gradX[2];
factor[ 6] += gradY[0];
factor[ 7] += gradY[1];
factor[ 8] += gradY[2];
factor[12] += gradZ[0];
factor[13] += gradZ[1];
factor[14] += gradZ[2];
if (!forceModel.dependsOnPositionOnly()) {
// lower right part of the factor matrix
factor[ 3] += gradX[3];
factor[ 4] += gradX[4];
factor[ 5] += gradX[5];
factor[ 9] += gradY[3];
factor[10] += gradY[4];
factor[11] += gradY[5];
factor[15] += gradZ[3];
factor[16] += gradZ[4];
factor[17] += gradZ[5];
}
// partials derivatives with respect to parameters
int paramsIndex = converter.getFreeStateParameters();
for (ParameterDriver driver : forceModel.getParametersDrivers()) {
if (driver.isSelected()) {
// for each span (for each estimated value) corresponding name is added
for (Span<String> span = driver.getNamesSpanMap().getFirstSpan(); span != null; span = span.next()) {
// get the partials derivatives for this driver
DoubleArrayDictionary.Entry entry = accelerationPartials.getEntry(span.getData());
if (entry == null) {
// create an entry filled with zeroes
accelerationPartials.put(span.getData(), new double[SPACE_DIMENSION]);
entry = accelerationPartials.getEntry(span.getData());
}
// add the contribution of the current force model
entry.increment(new double[] {
gradX[paramsIndex], gradY[paramsIndex], gradZ[paramsIndex]
});
++paramsIndex;
}
}
}
// notify observers
for (Map.Entry<String, PartialsObserver> observersEntry : partialsObservers.entrySet()) {
final DoubleArrayDictionary.Entry entry = accelerationPartials.getEntry(observersEntry.getKey());
observersEntry.getValue().partialsComputed(state, factor, entry == null ? new double[SPACE_DIMENSION] : entry.getValue());
}
}
return factor;
}
/** Interface for observing partials derivatives. */
public interface PartialsObserver {
/** Callback called when partial derivatives have been computed.
* <p>
* The factor matrix is:
* \[F = \begin{matrix}
* 0 & 0 & 0 & 1 & 0 & 0 \\
* 0 & 0 & 0 & 0 & 1 & 0 \\
* 0 & 0 & 0 & 0 & 0 & 1 \\
* \sum \frac{da_x}{dp_x} & \sum\frac{da_x}{dp_y} & \sum\frac{da_x}{dp_z} & \sum\frac{da_x}{dv_x} & \sum\frac{da_x}{dv_y} & \sum\frac{da_x}{dv_z}\\
* \sum \frac{da_y}{dp_x} & \sum\frac{da_y}{dp_y} & \sum\frac{da_y}{dp_z} & \sum\frac{da_y}{dv_x} & \sum\frac{da_y}{dv_y} & \sum\frac{da_y}{dv_z}\\
* \sum \frac{da_z}{dp_x} & \sum\frac{da_z}{dp_y} & \sum\frac{da_z}{dp_z} & \sum\frac{da_z}{dv_x} & \sum\frac{da_z}{dv_y} & \sum\frac{da_z}{dv_z}
* \end{matrix}\]
* </p>
* @param state current spacecraft state
* @param factor factor matrix, flattened along rows
* @param accelerationPartials partials derivatives of acceleration with respect to the parameter driver
* that was registered (zero if no parameters were not selected or parameter is unknown)
*/
void partialsComputed(SpacecraftState state, double[] factor, double[] accelerationPartials);
}
}