org.apache.commons.math3.analysis.integration
Class IterativeLegendreGaussIntegrator

java.lang.Object
  org.apache.commons.math3.analysis.integration.BaseAbstractUnivariateIntegrator
      org.apache.commons.math3.analysis.integration.IterativeLegendreGaussIntegrator

All Implemented Interfaces:

UnivariateIntegrator

public class IterativeLegendreGaussIntegrator
extends BaseAbstractUnivariateIntegrator

This algorithm divides the integration interval into equally-sized sub-interval and on each of them performs a Legendre-Gauss quadrature.

Since:

3.1

Version:

$Id: IterativeLegendreGaussIntegrator.java 1455194 2013-03-11 15:45:54Z luc $

Field Summary

private static GaussIntegratorFactory	FACTORY Factory that computes the points and weights.
private int	numberOfPoints Number of integration points (per interval).

Fields inherited from class org.apache.commons.math3.analysis.integration.BaseAbstractUnivariateIntegrator

DEFAULT_ABSOLUTE_ACCURACY, DEFAULT_MAX_ITERATIONS_COUNT, DEFAULT_MIN_ITERATIONS_COUNT, DEFAULT_RELATIVE_ACCURACY, iterations

Constructor Summary

IterativeLegendreGaussIntegrator(int n, double relativeAccuracy, double absoluteAccuracy)
Builds an integrator with given accuracies.

IterativeLegendreGaussIntegrator(int n, double relativeAccuracy, double absoluteAccuracy, int minimalIterationCount, int maximalIterationCount)
Builds an integrator with given accuracies and iterations counts.

IterativeLegendreGaussIntegrator(int n, int minimalIterationCount, int maximalIterationCount)
Builds an integrator with given iteration counts.

Method Summary

protected double	doIntegrate() Method for implementing actual integration algorithms in derived classes.
private double	stage(int n) Compute the n-th stage integral.

Methods inherited from class org.apache.commons.math3.analysis.integration.BaseAbstractUnivariateIntegrator

computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getIterations, getMax, getMaximalIterationCount, getMin, getMinimalIterationCount, getRelativeAccuracy, integrate, setup

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

FACTORY

private static final GaussIntegratorFactory FACTORY

Factory that computes the points and weights.

numberOfPoints

private final int numberOfPoints

Number of integration points (per interval).

Constructor Detail

IterativeLegendreGaussIntegrator

public IterativeLegendreGaussIntegrator(int n,
                                        double relativeAccuracy,
                                        double absoluteAccuracy,
                                        int minimalIterationCount,
                                        int maximalIterationCount)
                                 throws NotStrictlyPositiveException,
                                        NumberIsTooSmallException

Builds an integrator with given accuracies and iterations counts.

Parameters:

n - Number of integration points.

relativeAccuracy - Relative accuracy of the result.

absoluteAccuracy - Absolute accuracy of the result.

minimalIterationCount - Minimum number of iterations.

maximalIterationCount - Maximum number of iterations.

Throws:

NotStrictlyPositiveException - if minimal number of iterations or number of points are not strictly positive.

NumberIsTooSmallException - if maximal number of iterations is smaller than or equal to the minimal number of iterations.

IterativeLegendreGaussIntegrator

public IterativeLegendreGaussIntegrator(int n,
                                        double relativeAccuracy,
                                        double absoluteAccuracy)
                                 throws NotStrictlyPositiveException

Builds an integrator with given accuracies.

Parameters:

n - Number of integration points.

relativeAccuracy - Relative accuracy of the result.

absoluteAccuracy - Absolute accuracy of the result.

Throws:

NotStrictlyPositiveException - if n < 1.

IterativeLegendreGaussIntegrator

public IterativeLegendreGaussIntegrator(int n,
                                        int minimalIterationCount,
                                        int maximalIterationCount)
                                 throws NotStrictlyPositiveException,
                                        NumberIsTooSmallException

Builds an integrator with given iteration counts.

Parameters:

n - Number of integration points.

minimalIterationCount - Minimum number of iterations.

maximalIterationCount - Maximum number of iterations.

Throws:

NotStrictlyPositiveException - if minimal number of iterations is not strictly positive.

NumberIsTooSmallException - if maximal number of iterations is smaller than or equal to the minimal number of iterations.

NotStrictlyPositiveException - if n < 1.

Method Detail

doIntegrate

protected double doIntegrate()
                      throws MathIllegalArgumentException,
                             TooManyEvaluationsException,
                             MaxCountExceededException

Method for implementing actual integration algorithms in derived classes.

Specified by:

doIntegrate in class BaseAbstractUnivariateIntegrator

Returns:

the root.

Throws:

TooManyEvaluationsException - if the maximal number of evaluations is exceeded.

MaxCountExceededException - if the maximum iteration count is exceeded or the integrator detects convergence problems otherwise

MathIllegalArgumentException

stage

private double stage(int n)
              throws TooManyEvaluationsException

Compute the n-th stage integral.

Parameters:

n - Number of steps.

Returns:

the value of n-th stage integral.

Throws:

TooManyEvaluationsException - if the maximum number of evaluations is exceeded.