/* * 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; import org.apache.commons.math.FunctionEvaluationException; import org.apache.commons.math.MaxIterationsExceededException; /** * Implements the * Trapezoidal Rule for integration of real univariate functions. For * reference, see Introduction to Numerical Analysis, ISBN 038795452X, * chapter 3. *
* The function should be integrable.
* * @version $Revision: 620312 $ $Date: 2008-02-10 12:28:59 -0700 (Sun, 10 Feb 2008) $ * @since 1.2 */ public class TrapezoidIntegrator extends UnivariateRealIntegratorImpl { /** serializable version identifier */ private static final long serialVersionUID = 4978222553983172543L; /** intermediate result */ private double s; /** * Construct an integrator for the given function. * * @param f function to integrate */ public TrapezoidIntegrator(UnivariateRealFunction f) { super(f, 64); } /** * Compute the n-th stage integral of trapezoid rule. This function * should only be called by APIintegrate()
in the package.
* To save time it does not verify arguments - caller does.
* * The interval is divided equally into 2^n sections rather than an * arbitrary m sections because this configuration can best utilize the * alrealy computed values.
* * @param min the lower bound for the interval * @param max the upper bound for the interval * @param n the stage of 1/2 refinement, n = 0 is no refinement * @return the value of n-th stage integral * @throws FunctionEvaluationException if an error occurs evaluating the * function */ double stage(double min, double max, int n) throws FunctionEvaluationException { long i, np; double x, spacing, sum = 0; if (n == 0) { s = 0.5 * (max - min) * (f.value(min) + f.value(max)); return s; } else { np = 1L << (n-1); // number of new points in this stage spacing = (max - min) / np; // spacing between adjacent new points x = min + 0.5 * spacing; // the first new point for (i = 0; i < np; i++) { sum += f.value(x); x += spacing; } // add the new sum to previously calculated result s = 0.5 * (s + sum * spacing); return s; } } /** * Integrate the function in the given interval. * * @param min the lower bound for the interval * @param max the upper bound for the interval * @return the value of integral * @throws MaxIterationsExceededException if the maximum iteration count is exceeded * or the integrator detects convergence problems otherwise * @throws FunctionEvaluationException if an error occurs evaluating the * function * @throws IllegalArgumentException if any parameters are invalid */ public double integrate(double min, double max) throws MaxIterationsExceededException, FunctionEvaluationException, IllegalArgumentException { int i = 1; double t, oldt; clearResult(); verifyInterval(min, max); verifyIterationCount(); oldt = stage(min, max, 0); while (i <= maximalIterationCount) { t = stage(min, max, i); if (i >= minimalIterationCount) { if (Math.abs(t - oldt) <= Math.abs(relativeAccuracy * oldt)) { setResult(t, i); return result; } } oldt = t; i++; } throw new MaxIterationsExceededException(maximalIterationCount); } /** * Verifies that the iteration limits are valid and within the range. * * @throws IllegalArgumentException if not */ protected void verifyIterationCount() throws IllegalArgumentException { super.verifyIterationCount(); // at most 64 bisection refinements if (maximalIterationCount > 64) { throw new IllegalArgumentException ("Iteration upper limit out of [0, 64] range: " + maximalIterationCount); } } }