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

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

All Implemented Interfaces:

UnivariateIntegrator

public class SimpsonIntegrator
extends BaseAbstractUnivariateIntegrator

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

This implementation employs the basic trapezoid rule to calculate Simpson's rule.

Since:

1.2

Version:

$Id: SimpsonIntegrator.java 3720 2012-03-16 16:34:17Z CardosoP $

Field Summary

static int

SIMPSON_MAX_ITERATIONS_COUNT Maximal number of iterations for Simpson.

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

SimpsonIntegrator()
Construct an integrator with default settings.

SimpsonIntegrator(double relativeAccuracy, double absoluteAccuracy, int minimalIterationCount, int maximalIterationCount)
Build a Simpson integrator with given accuracies and iterations counts.

SimpsonIntegrator(int minimalIterationCount, int maximalIterationCount)
Build a Simpson integrator with given iteration counts.

Method Summary

protected double

doIntegrate() Method 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, integrate, setup

Methods inherited from class java.lang.Object

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

Field Detail

SIMPSON_MAX_ITERATIONS_COUNT

public static final int SIMPSON_MAX_ITERATIONS_COUNT

Maximal number of iterations for Simpson.

See Also:

Constant Field Values

Constructor Detail

SimpsonIntegrator

public SimpsonIntegrator(double relativeAccuracy,
                         double absoluteAccuracy,
                         int minimalIterationCount,
                         int maximalIterationCount)
                  throws NotStrictlyPositiveException,
                         NumberIsTooSmallException,
                         NumberIsTooLargeException

Build a Simpson integrator with given accuracies and iterations counts.

Parameters:

relativeAccuracy - relative accuracy of the result

absoluteAccuracy - absolute accuracy of the result

minimalIterationCount - minimum number of iterations

maximalIterationCount - maximum number of iterations (must be less than or equal to SIMPSON_MAX_ITERATIONS_COUNT)

Throws:

NotStrictlyPositiveException - if minimal number of iterations is not strictly positive

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

NumberIsTooLargeException - if maximal number of iterations is greater than SIMPSON_MAX_ITERATIONS_COUNT

SimpsonIntegrator

public SimpsonIntegrator(int minimalIterationCount,
                         int maximalIterationCount)
                  throws NotStrictlyPositiveException,
                         NumberIsTooSmallException,
                         NumberIsTooLargeException

Build a Simpson integrator with given iteration counts.

Parameters:

minimalIterationCount - minimum number of iterations

maximalIterationCount - maximum number of iterations (must be less than or equal to SIMPSON_MAX_ITERATIONS_COUNT)

Throws:

NotStrictlyPositiveException - if minimal number of iterations is not strictly positive

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

NumberIsTooLargeException - if maximal number of iterations is greater than SIMPSON_MAX_ITERATIONS_COUNT

SimpsonIntegrator

public SimpsonIntegrator()

Construct an integrator with default settings. (max iteration count set to SIMPSON_MAX_ITERATIONS_COUNT)

Method Detail

doIntegrate

protected double doIntegrate()
                      throws 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