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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.math3.analysis.integration.gauss;
import org.apache.commons.math3.analysis.UnivariateFunction;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.NonMonotonicSequenceException;
import org.apache.commons.math3.util.Pair;
/**
* This class's implements {@link #integrate(UnivariateFunction) integrate}
* method assuming that the integral is symmetric about 0.
* This allows to reduce numerical errors.
*
* @since 3.3
*/
public class SymmetricGaussIntegrator extends GaussIntegrator {
/**
* Creates an integrator from the given {@code points} and {@code weights}.
* The integration interval is defined by the first and last value of
* {@code points} which must be sorted in increasing order.
*
* @param points Integration points.
* @param weights Weights of the corresponding integration nodes.
* @throws NonMonotonicSequenceException if the {@code points} are not
* sorted in increasing order.
* @throws DimensionMismatchException if points and weights don't have the same length
*/
public SymmetricGaussIntegrator(double[] points,
double[] weights)
throws NonMonotonicSequenceException, DimensionMismatchException {
super(points, weights);
}
/**
* Creates an integrator from the given pair of points (first element of
* the pair) and weights (second element of the pair.
*
* @param pointsAndWeights Integration points and corresponding weights.
* @throws NonMonotonicSequenceException if the {@code points} are not
* sorted in increasing order.
*
* @see #SymmetricGaussIntegrator(double[], double[])
*/
public SymmetricGaussIntegrator(Pair<double[], double[]> pointsAndWeights)
throws NonMonotonicSequenceException {
this(pointsAndWeights.getFirst(), pointsAndWeights.getSecond());
}
/**
* {@inheritDoc}
*/
@Override
public double integrate(UnivariateFunction f) {
final int ruleLength = getNumberOfPoints();
if (ruleLength == 1) {
return getWeight(0) * f.value(0d);
}
final int iMax = ruleLength / 2;
double s = 0;
double c = 0;
for (int i = 0; i < iMax; i++) {
final double p = getPoint(i);
final double w = getWeight(i);
final double f1 = f.value(p);
final double f2 = f.value(-p);
final double y = w * (f1 + f2) - c;
final double t = s + y;
c = (t - s) - y;
s = t;
}
if (ruleLength % 2 != 0) {
final double w = getWeight(iMax);
final double y = w * f.value(0d) - c;
final double t = s + y;
s = t;
}
return s;
}
}
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