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Diffstat (limited to 'src/main/java/org/apache/commons/math3/analysis/integration/TrapezoidIntegrator.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/analysis/integration/TrapezoidIntegrator.java | 168 |
1 files changed, 168 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/analysis/integration/TrapezoidIntegrator.java b/src/main/java/org/apache/commons/math3/analysis/integration/TrapezoidIntegrator.java new file mode 100644 index 0000000..8a737f1 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/analysis/integration/TrapezoidIntegrator.java @@ -0,0 +1,168 @@ +/* + * 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://mathworld.wolfram.com/TrapezoidalRule.html"> + * Trapezoid Rule</a> for integration of real univariate functions. For + * reference, see <b>Introduction to Numerical Analysis</b>, ISBN 038795452X, + * chapter 3. + * <p> + * The function should be integrable.</p> + * + * @since 1.2 + */ +public class TrapezoidIntegrator extends BaseAbstractUnivariateIntegrator { + + /** Maximum number of iterations for trapezoid. */ + public static final int TRAPEZOID_MAX_ITERATIONS_COUNT = 64; + + /** Intermediate result. */ + private double s; + + /** + * Build a trapezoid 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 #TRAPEZOID_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 #TRAPEZOID_MAX_ITERATIONS_COUNT} + */ + public TrapezoidIntegrator(final double relativeAccuracy, + final double absoluteAccuracy, + final int minimalIterationCount, + final int maximalIterationCount) + throws NotStrictlyPositiveException, NumberIsTooSmallException, NumberIsTooLargeException { + super(relativeAccuracy, absoluteAccuracy, minimalIterationCount, maximalIterationCount); + if (maximalIterationCount > TRAPEZOID_MAX_ITERATIONS_COUNT) { + throw new NumberIsTooLargeException(maximalIterationCount, + TRAPEZOID_MAX_ITERATIONS_COUNT, false); + } + } + + /** + * Build a trapezoid 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 #TRAPEZOID_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 #TRAPEZOID_MAX_ITERATIONS_COUNT} + */ + public TrapezoidIntegrator(final int minimalIterationCount, + final int maximalIterationCount) + throws NotStrictlyPositiveException, NumberIsTooSmallException, NumberIsTooLargeException { + super(minimalIterationCount, maximalIterationCount); + if (maximalIterationCount > TRAPEZOID_MAX_ITERATIONS_COUNT) { + throw new NumberIsTooLargeException(maximalIterationCount, + TRAPEZOID_MAX_ITERATIONS_COUNT, false); + } + } + + /** + * Construct a trapezoid integrator with default settings. + * (max iteration count set to {@link #TRAPEZOID_MAX_ITERATIONS_COUNT}) + */ + public TrapezoidIntegrator() { + super(DEFAULT_MIN_ITERATIONS_COUNT, TRAPEZOID_MAX_ITERATIONS_COUNT); + } + + /** + * Compute the n-th stage integral of trapezoid 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 baseIntegrator integrator holding integration parameters + * @param n the stage of 1/2 refinement, n = 0 is no refinement + * @return the value of n-th stage integral + * @throws TooManyEvaluationsException if the maximal number of evaluations + * is exceeded. + */ + double stage(final BaseAbstractUnivariateIntegrator baseIntegrator, final int n) + throws TooManyEvaluationsException { + + if (n == 0) { + final double max = baseIntegrator.getMax(); + final double min = baseIntegrator.getMin(); + s = 0.5 * (max - min) * + (baseIntegrator.computeObjectiveValue(min) + + baseIntegrator.computeObjectiveValue(max)); + return s; + } else { + final long np = 1L << (n-1); // number of new points in this stage + double sum = 0; + final double max = baseIntegrator.getMax(); + final double min = baseIntegrator.getMin(); + // spacing between adjacent new points + final double spacing = (max - min) / np; + double x = min + 0.5 * spacing; // the first new point + for (long i = 0; i < np; i++) { + sum += baseIntegrator.computeObjectiveValue(x); + x += spacing; + } + // add the new sum to previously calculated result + s = 0.5 * (s + sum * spacing); + return s; + } + } + + /** {@inheritDoc} */ + @Override + protected double doIntegrate() + throws MathIllegalArgumentException, TooManyEvaluationsException, MaxCountExceededException { + + double oldt = stage(this, 0); + incrementCount(); + while (true) { + final int i = getIterations(); + final double t = stage(this, i); + 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; + incrementCount(); + } + + } + +} |