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. Because of its non-adaptive nature, this algorithm can converge to a wrong value for the integral (for example, if the function is significantly different from zero toward the ends of the integration interval). In particular, a change of variables aimed at estimating integrals over infinite intervals as proposed here should be avoided when using this class.

Since:

3.1

Field Summary

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

Constructor Summary

Constructors

Constructor and Description
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

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

getAbsoluteAccuracy, getEvaluations, getIterations, getMaximalIterationCount, getMinimalIterationCount, getRelativeAccuracy, integrate

Methods inherited from class java.lang.Object

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

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.