org.apache.commons.math.analysis.integration
Class TrapezoidIntegrator

java.lang.Object
  org.apache.commons.math.ConvergingAlgorithmImpl
      org.apache.commons.math.analysis.integration.UnivariateRealIntegratorImpl
          org.apache.commons.math.analysis.integration.TrapezoidIntegrator

All Implemented Interfaces:

UnivariateRealIntegrator, ConvergingAlgorithm

public class TrapezoidIntegrator
extends UnivariateRealIntegratorImpl

Implements the Trapezoidal Rule for integration of real univariate functions. For reference, see Introduction to Numerical Analysis, ISBN 038795452X, chapter 3.

The function should be integrable.

Since:

1.2

Version:

$Revision: 825919 $ $Date: 2009-10-16 10:51:55 -0400 (Fri, 16 Oct 2009) $

Field Summary

private double

s Intermediate result.

Fields inherited from class org.apache.commons.math.analysis.integration.UnivariateRealIntegratorImpl

defaultMinimalIterationCount, f, minimalIterationCount, result, resultComputed

Fields inherited from class org.apache.commons.math.ConvergingAlgorithmImpl

absoluteAccuracy, defaultAbsoluteAccuracy, defaultMaximalIterationCount, defaultRelativeAccuracy, iterationCount, maximalIterationCount, relativeAccuracy

Constructor Summary

TrapezoidIntegrator()
Construct an integrator.

TrapezoidIntegrator(UnivariateRealFunction f)
Deprecated. as of 2.0 the integrand function is passed as an argument to the integrate(UnivariateRealFunction, double, double)method.

Method Summary

double	integrate(double min, double max) Deprecated.
double	integrate(UnivariateRealFunction f, double min, double max) Integrate the function in the given interval.
(package private) double	stage(UnivariateRealFunction f, double min, double max, int n) Compute the n-th stage integral of trapezoid rule.
protected void	verifyIterationCount() Verifies that the upper and lower limits of iterations are valid.

Methods inherited from class org.apache.commons.math.analysis.integration.UnivariateRealIntegratorImpl

clearResult, getMinimalIterationCount, getResult, resetMinimalIterationCount, setMinimalIterationCount, setResult, verifyInterval

Methods inherited from class org.apache.commons.math.ConvergingAlgorithmImpl

getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.apache.commons.math.ConvergingAlgorithm

getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy

Field Detail

s

private double s

Intermediate result.

Constructor Detail

TrapezoidIntegrator

@Deprecated
public TrapezoidIntegrator(UnivariateRealFunction f)

Deprecated. as of 2.0 the integrand function is passed as an argument to the integrate(UnivariateRealFunction, double, double)method.

Construct an integrator for the given function.

Parameters:

f - function to integrate

TrapezoidIntegrator

public TrapezoidIntegrator()

Construct an integrator.

Method Detail

stage

double stage(UnivariateRealFunction f,
             double min,
             double max,
             int n)
       throws FunctionEvaluationException

Compute the n-th stage integral of trapezoid rule. This function should only be called by API integrate() in the package. To save time it does not verify arguments - caller does.

The interval is divided equally into 2^n sections rather than an arbitrary m sections because this configuration can best utilize the alrealy computed values.

Parameters:

f - the integrand function

min - the lower bound for the interval

max - the upper bound for the interval

n - the stage of 1/2 refinement, n = 0 is no refinement

Returns:

the value of n-th stage integral

Throws:

FunctionEvaluationException - if an error occurs evaluating the function

integrate

@Deprecated
public double integrate(double min,
                                   double max)
                 throws MaxIterationsExceededException,
                        FunctionEvaluationException,
                        IllegalArgumentException

Deprecated.

Integrate the function in the given interval.

Parameters:

min - the lower bound for the interval

max - the upper bound for the interval

Returns:

the value of integral

Throws:

FunctionEvaluationException - if an error occurs evaluating the function

IllegalArgumentException - if min > max or the endpoints do not satisfy the requirements specified by the integrator

MaxIterationsExceededException

integrate

public double integrate(UnivariateRealFunction f,
                        double min,
                        double max)
                 throws MaxIterationsExceededException,
                        FunctionEvaluationException,
                        IllegalArgumentException

Integrate the function in the given interval.

Parameters:

f - the integrand function

min - the lower bound for the interval

max - the upper bound for the interval

Returns:

the value of integral

Throws:

FunctionEvaluationException - if an error occurs evaluating the function

IllegalArgumentException - if min > max or the endpoints do not satisfy the requirements specified by the integrator

MaxIterationsExceededException

verifyIterationCount

protected void verifyIterationCount()
                             throws IllegalArgumentException

Verifies that the upper and lower limits of iterations are valid.

Overrides:

verifyIterationCount in class UnivariateRealIntegratorImpl

Throws:

IllegalArgumentException - if not valid