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+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math.analysis.integration;
+
+import org.apache.commons.math.FunctionEvaluationException;
+import org.apache.commons.math.MathRuntimeException;
+import org.apache.commons.math.MaxIterationsExceededException;
+import org.apache.commons.math.analysis.UnivariateRealFunction;
+import org.apache.commons.math.exception.util.LocalizedFormats;
+import org.apache.commons.math.util.FastMath;
+
+/**
+ * Implements the <a href="http://mathworld.wolfram.com/SimpsonsRule.html">
+ * Simpson's Rule</a> for integration of real univariate functions. For
+ * reference, see <b>Introduction to Numerical Analysis</b>, ISBN 038795452X,
+ * chapter 3.
+ * <p>
+ * This implementation employs basic trapezoid rule as building blocks to
+ * calculate the Simpson's rule of alternating 2/3 and 4/3.</p>
+ *
+ * @version $Revision: 1070725 $ $Date: 2011-02-15 02:31:12 +0100 (mar. 15 févr. 2011) $
+ * @since 1.2
+ */
+public class SimpsonIntegrator extends UnivariateRealIntegratorImpl {
+
+ /**
+ * Construct an integrator for the given function.
+ *
+ * @param f function to integrate
+ * @deprecated as of 2.0 the integrand function is passed as an argument
+ * to the {@link #integrate(UnivariateRealFunction, double, double)}method.
+ */
+ @Deprecated
+ public SimpsonIntegrator(UnivariateRealFunction f) {
+ super(f, 64);
+ }
+
+ /**
+ * Construct an integrator.
+ */
+ public SimpsonIntegrator() {
+ super(64);
+ }
+
+ /** {@inheritDoc} */
+ @Deprecated
+ public double integrate(final double min, final double max)
+ throws MaxIterationsExceededException, FunctionEvaluationException, IllegalArgumentException {
+ return integrate(f, min, max);
+ }
+
+ /** {@inheritDoc} */
+ public double integrate(final UnivariateRealFunction f, final double min, final double max)
+ throws MaxIterationsExceededException, FunctionEvaluationException, IllegalArgumentException {
+
+ clearResult();
+ verifyInterval(min, max);
+ verifyIterationCount();
+
+ TrapezoidIntegrator qtrap = new TrapezoidIntegrator();
+ if (minimalIterationCount == 1) {
+ final double s = (4 * qtrap.stage(f, min, max, 1) - qtrap.stage(f, min, max, 0)) / 3.0;
+ setResult(s, 1);
+ return result;
+ }
+ // Simpson's rule requires at least two trapezoid stages.
+ double olds = 0;
+ double oldt = qtrap.stage(f, min, max, 0);
+ for (int i = 1; i <= maximalIterationCount; ++i) {
+ final double t = qtrap.stage(f, min, max, i);
+ final double s = (4 * t - oldt) / 3.0;
+ if (i >= minimalIterationCount) {
+ final double delta = FastMath.abs(s - olds);
+ final double rLimit =
+ relativeAccuracy * (FastMath.abs(olds) + FastMath.abs(s)) * 0.5;
+ if ((delta <= rLimit) || (delta <= absoluteAccuracy)) {
+ setResult(s, i);
+ return result;
+ }
+ }
+ olds = s;
+ oldt = t;
+ }
+ throw new MaxIterationsExceededException(maximalIterationCount);
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ protected void verifyIterationCount() throws IllegalArgumentException {
+ super.verifyIterationCount();
+ // at most 64 bisection refinements
+ if (maximalIterationCount > 64) {
+ throw MathRuntimeException.createIllegalArgumentException(
+ LocalizedFormats.INVALID_ITERATIONS_LIMITS,
+ 0, 64);
+ }
+ }
+}