fr.cnes.sirius.patrius.math.analysis.integration

Class AdaptiveSimpsonIntegrator

java.lang.Object

fr.cnes.sirius.patrius.math.analysis.integration.BaseAbstractUnivariateIntegrator

fr.cnes.sirius.patrius.math.analysis.integration.AdaptiveSimpsonIntegrator

All Implemented Interfaces:

UnivariateIntegrator

public class AdaptiveSimpsonIntegrator
extends BaseAbstractUnivariateIntegrator

Implements Simpson's Rule for the integration of real univariate functions.

This method splits the integration interval into two equal parts and computes the value of the integral on each of these parts using a 3 point Simpson's rule. The same method is then applied again on each sub-interval, until the required accuracy is reached or the maximal number of iterations is reached.

For reference, see Introduction to Numerical Analysis, ISBN 038795452X, chapter 3.

Author:

GMV

Field Summary

Fields

Modifier and Type	Field and Description
static int	MAX_ITERATIONS_COUNT Maximal number of iterations allowed for this method.

Fields inherited from class fr.cnes.sirius.patrius.math.analysis.integration.BaseAbstractUnivariateIntegrator

DEFAULT_ABSOLUTE_ACCURACY, DEFAULT_MAX_ITERATIONS_COUNT, DEFAULT_MIN_ITERATIONS_COUNT, DEFAULT_RELATIVE_ACCURACY, iterations

Constructor Summary

Constructors

Constructor and Description
AdaptiveSimpsonIntegrator() Construct an integrator with default settings.
AdaptiveSimpsonIntegrator(double relativeAccuracy, double absoluteAccuracy, int minimalIterationCount, int maximalIterationCount) Build an adaptive Simpson integrator with given accuracies and iterations counts.
AdaptiveSimpsonIntegrator(int minimalIterationCount, int maximalIterationCount) Build an adaptive Simpson integrator with given iteration counts.

Method Summary

Modifier and Type	Method and Description
protected double	doIntegrate() Method for implementing actual integration algorithms in derived classes.

Methods inherited from class fr.cnes.sirius.patrius.math.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

MAX_ITERATIONS_COUNT

public static final int MAX_ITERATIONS_COUNT

Maximal number of iterations allowed for this method.

See Also:

Constant Field Values

Constructor Detail

AdaptiveSimpsonIntegrator

public AdaptiveSimpsonIntegrator(double relativeAccuracy,
                                 double absoluteAccuracy,
                                 int minimalIterationCount,
                                 int maximalIterationCount)

Build an adaptive 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 MAX_ITERATIONS_COUNT)

Throws:

NumberIsTooLargeException - if maximal number of iterations is greater than MAX_ITERATIONS_COUNT

AdaptiveSimpsonIntegrator

public AdaptiveSimpsonIntegrator(int minimalIterationCount,
                                 int maximalIterationCount)

Build an adaptive Simpson integrator with given iteration counts.

Parameters:

minimalIterationCount - minimum number of iterations

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

Throws:

NumberIsTooLargeException - if maximal number of iterations is greater than MAX_ITERATIONS_COUNT

AdaptiveSimpsonIntegrator

public AdaptiveSimpsonIntegrator()

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