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Diffstat (limited to 'src/main/java/org/apache/commons/math3/analysis/integration/gauss/LegendreRuleFactory.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/analysis/integration/gauss/LegendreRuleFactory.java | 140 |
1 files changed, 140 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/analysis/integration/gauss/LegendreRuleFactory.java b/src/main/java/org/apache/commons/math3/analysis/integration/gauss/LegendreRuleFactory.java new file mode 100644 index 0000000..cb0bfec --- /dev/null +++ b/src/main/java/org/apache/commons/math3/analysis/integration/gauss/LegendreRuleFactory.java @@ -0,0 +1,140 @@ +/* + * 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.gauss; + +import org.apache.commons.math3.exception.DimensionMismatchException; +import org.apache.commons.math3.util.Pair; + +/** + * Factory that creates Gauss-type quadrature rule using Legendre polynomials. + * In this implementation, the lower and upper bounds of the natural interval + * of integration are -1 and 1, respectively. + * The Legendre polynomials are evaluated using the recurrence relation + * presented in <a href="http://en.wikipedia.org/wiki/Abramowitz_and_Stegun"> + * Abramowitz and Stegun, 1964</a>. + * + * @since 3.1 + */ +public class LegendreRuleFactory extends BaseRuleFactory<Double> { + /** {@inheritDoc} */ + @Override + protected Pair<Double[], Double[]> computeRule(int numberOfPoints) + throws DimensionMismatchException { + + if (numberOfPoints == 1) { + // Break recursion. + return new Pair<Double[], Double[]>(new Double[] { 0d }, + new Double[] { 2d }); + } + + // Get previous rule. + // If it has not been computed yet it will trigger a recursive call + // to this method. + final Double[] previousPoints = getRuleInternal(numberOfPoints - 1).getFirst(); + + // Compute next rule. + final Double[] points = new Double[numberOfPoints]; + final Double[] weights = new Double[numberOfPoints]; + + // Find i-th root of P[n+1] by bracketing. + final int iMax = numberOfPoints / 2; + for (int i = 0; i < iMax; i++) { + // Lower-bound of the interval. + double a = (i == 0) ? -1 : previousPoints[i - 1].doubleValue(); + // Upper-bound of the interval. + double b = (iMax == 1) ? 1 : previousPoints[i].doubleValue(); + // P[j-1](a) + double pma = 1; + // P[j](a) + double pa = a; + // P[j-1](b) + double pmb = 1; + // P[j](b) + double pb = b; + for (int j = 1; j < numberOfPoints; j++) { + final int two_j_p_1 = 2 * j + 1; + final int j_p_1 = j + 1; + // P[j+1](a) + final double ppa = (two_j_p_1 * a * pa - j * pma) / j_p_1; + // P[j+1](b) + final double ppb = (two_j_p_1 * b * pb - j * pmb) / j_p_1; + pma = pa; + pa = ppa; + pmb = pb; + pb = ppb; + } + // Now pa = P[n+1](a), and pma = P[n](a) (same holds for b). + // Middle of the interval. + double c = 0.5 * (a + b); + // P[j-1](c) + double pmc = 1; + // P[j](c) + double pc = c; + boolean done = false; + while (!done) { + done = b - a <= Math.ulp(c); + pmc = 1; + pc = c; + for (int j = 1; j < numberOfPoints; j++) { + // P[j+1](c) + final double ppc = ((2 * j + 1) * c * pc - j * pmc) / (j + 1); + pmc = pc; + pc = ppc; + } + // Now pc = P[n+1](c) and pmc = P[n](c). + if (!done) { + if (pa * pc <= 0) { + b = c; + pmb = pmc; + pb = pc; + } else { + a = c; + pma = pmc; + pa = pc; + } + c = 0.5 * (a + b); + } + } + final double d = numberOfPoints * (pmc - c * pc); + final double w = 2 * (1 - c * c) / (d * d); + + points[i] = c; + weights[i] = w; + + final int idx = numberOfPoints - i - 1; + points[idx] = -c; + weights[idx] = w; + } + // If "numberOfPoints" is odd, 0 is a root. + // Note: as written, the test for oddness will work for negative + // integers too (although it is not necessary here), preventing + // a FindBugs warning. + if (numberOfPoints % 2 != 0) { + double pmc = 1; + for (int j = 1; j < numberOfPoints; j += 2) { + pmc = -j * pmc / (j + 1); + } + final double d = numberOfPoints * pmc; + final double w = 2 / (d * d); + + points[iMax] = 0d; + weights[iMax] = w; + } + + return new Pair<Double[], Double[]>(points, weights); + } +} |