Class IterativeLegendreGaussIntegrator
java.lang.Object
org.apache.commons.math3.analysis.integration.BaseAbstractUnivariateIntegrator
org.apache.commons.math3.analysis.integration.IterativeLegendreGaussIntegrator
- All Implemented Interfaces:
UnivariateIntegrator
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
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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, iterations -
Constructor Summary
ConstructorsConstructorDescriptionIterativeLegendreGaussIntegrator(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
Modifier and TypeMethodDescriptionprotected doubleMethod for implementing actual integration algorithms in derived classes.Methods inherited from class org.apache.commons.math3.analysis.integration.BaseAbstractUnivariateIntegrator
computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getIterations, getMax, getMaximalIterationCount, getMin, getMinimalIterationCount, getRelativeAccuracy, incrementCount, integrate, setup
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Constructor Details
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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.
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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- ifn < 1.
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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- ifn < 1.
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Method Details
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doIntegrate
protected double doIntegrate() throws MathIllegalArgumentException, TooManyEvaluationsException, MaxCountExceededExceptionMethod for implementing actual integration algorithms in derived classes.- Specified by:
doIntegratein classBaseAbstractUnivariateIntegrator- 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 otherwiseMathIllegalArgumentException
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