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Diffstat (limited to 'src/main/java/org/apache/commons/math3/analysis/integration/MidPointIntegrator.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/analysis/integration/MidPointIntegrator.java | 169 |
1 files changed, 169 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/analysis/integration/MidPointIntegrator.java b/src/main/java/org/apache/commons/math3/analysis/integration/MidPointIntegrator.java new file mode 100644 index 0000000..766a917 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/analysis/integration/MidPointIntegrator.java @@ -0,0 +1,169 @@ +/* + * 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.math3.analysis.integration; + +import org.apache.commons.math3.exception.MathIllegalArgumentException; +import org.apache.commons.math3.exception.MaxCountExceededException; +import org.apache.commons.math3.exception.NotStrictlyPositiveException; +import org.apache.commons.math3.exception.NumberIsTooLargeException; +import org.apache.commons.math3.exception.NumberIsTooSmallException; +import org.apache.commons.math3.exception.TooManyEvaluationsException; +import org.apache.commons.math3.util.FastMath; + +/** + * Implements the <a href="http://en.wikipedia.org/wiki/Midpoint_method"> + * Midpoint Rule</a> for integration of real univariate functions. For + * reference, see <b>Numerical Mathematics</b>, ISBN 0387989595, + * chapter 9.2. + * <p> + * The function should be integrable.</p> + * + * @since 3.3 + */ +public class MidPointIntegrator extends BaseAbstractUnivariateIntegrator { + + /** Maximum number of iterations for midpoint. */ + public static final int MIDPOINT_MAX_ITERATIONS_COUNT = 64; + + /** + * Build a midpoint integrator with given accuracies and iterations counts. + * @param relativeAccuracy relative accuracy of the result + * @param absoluteAccuracy absolute accuracy of the result + * @param minimalIterationCount minimum number of iterations + * @param maximalIterationCount maximum number of iterations + * (must be less than or equal to {@link #MIDPOINT_MAX_ITERATIONS_COUNT} + * @exception NotStrictlyPositiveException if minimal number of iterations + * is not strictly positive + * @exception NumberIsTooSmallException if maximal number of iterations + * is lesser than or equal to the minimal number of iterations + * @exception NumberIsTooLargeException if maximal number of iterations + * is greater than {@link #MIDPOINT_MAX_ITERATIONS_COUNT} + */ + public MidPointIntegrator(final double relativeAccuracy, + final double absoluteAccuracy, + final int minimalIterationCount, + final int maximalIterationCount) + throws NotStrictlyPositiveException, NumberIsTooSmallException, NumberIsTooLargeException { + super(relativeAccuracy, absoluteAccuracy, minimalIterationCount, maximalIterationCount); + if (maximalIterationCount > MIDPOINT_MAX_ITERATIONS_COUNT) { + throw new NumberIsTooLargeException(maximalIterationCount, + MIDPOINT_MAX_ITERATIONS_COUNT, false); + } + } + + /** + * Build a midpoint integrator with given iteration counts. + * @param minimalIterationCount minimum number of iterations + * @param maximalIterationCount maximum number of iterations + * (must be less than or equal to {@link #MIDPOINT_MAX_ITERATIONS_COUNT} + * @exception NotStrictlyPositiveException if minimal number of iterations + * is not strictly positive + * @exception NumberIsTooSmallException if maximal number of iterations + * is lesser than or equal to the minimal number of iterations + * @exception NumberIsTooLargeException if maximal number of iterations + * is greater than {@link #MIDPOINT_MAX_ITERATIONS_COUNT} + */ + public MidPointIntegrator(final int minimalIterationCount, + final int maximalIterationCount) + throws NotStrictlyPositiveException, NumberIsTooSmallException, NumberIsTooLargeException { + super(minimalIterationCount, maximalIterationCount); + if (maximalIterationCount > MIDPOINT_MAX_ITERATIONS_COUNT) { + throw new NumberIsTooLargeException(maximalIterationCount, + MIDPOINT_MAX_ITERATIONS_COUNT, false); + } + } + + /** + * Construct a midpoint integrator with default settings. + * (max iteration count set to {@link #MIDPOINT_MAX_ITERATIONS_COUNT}) + */ + public MidPointIntegrator() { + super(DEFAULT_MIN_ITERATIONS_COUNT, MIDPOINT_MAX_ITERATIONS_COUNT); + } + + /** + * Compute the n-th stage integral of midpoint rule. + * This function should only be called by API <code>integrate()</code> in the package. + * To save time it does not verify arguments - caller does. + * <p> + * The interval is divided equally into 2^n sections rather than an + * arbitrary m sections because this configuration can best utilize the + * already computed values.</p> + * + * @param n the stage of 1/2 refinement. Must be larger than 0. + * @param previousStageResult Result from the previous call to the + * {@code stage} method. + * @param min Lower bound of the integration interval. + * @param diffMaxMin Difference between the lower bound and upper bound + * of the integration interval. + * @return the value of n-th stage integral + * @throws TooManyEvaluationsException if the maximal number of evaluations + * is exceeded. + */ + private double stage(final int n, + double previousStageResult, + double min, + double diffMaxMin) + throws TooManyEvaluationsException { + + // number of new points in this stage + final long np = 1L << (n - 1); + double sum = 0; + + // spacing between adjacent new points + final double spacing = diffMaxMin / np; + + // the first new point + double x = min + 0.5 * spacing; + for (long i = 0; i < np; i++) { + sum += computeObjectiveValue(x); + x += spacing; + } + // add the new sum to previously calculated result + return 0.5 * (previousStageResult + sum * spacing); + } + + + /** {@inheritDoc} */ + @Override + protected double doIntegrate() + throws MathIllegalArgumentException, TooManyEvaluationsException, MaxCountExceededException { + + final double min = getMin(); + final double diff = getMax() - min; + final double midPoint = min + 0.5 * diff; + + double oldt = diff * computeObjectiveValue(midPoint); + + while (true) { + incrementCount(); + final int i = getIterations(); + final double t = stage(i, oldt, min, diff); + if (i >= getMinimalIterationCount()) { + final double delta = FastMath.abs(t - oldt); + final double rLimit = + getRelativeAccuracy() * (FastMath.abs(oldt) + FastMath.abs(t)) * 0.5; + if ((delta <= rLimit) || (delta <= getAbsoluteAccuracy())) { + return t; + } + } + oldt = t; + } + + } + +} |