java.lang.Object

org.apache.commons.math4.analysis.integration.BaseAbstractUnivariateIntegrator

All Implemented Interfaces:: UnivariateIntegrator

Direct Known Subclasses:: IterativeLegendreGaussIntegrator, MidPointIntegrator, RombergIntegrator, SimpsonIntegrator, TrapezoidIntegrator

public abstract class BaseAbstractUnivariateIntegrator
extends java.lang.Object
implements UnivariateIntegrator

Provide a default implementation for several generic functions.

Since:: 1.2

Field Summary

Fields
Modifier and Type	Field	Description
`static double`	`DEFAULT_ABSOLUTE_ACCURACY`	Default absolute accuracy.
`static int`	`DEFAULT_MAX_ITERATIONS_COUNT`	Default maximal iteration count.
`static int`	`DEFAULT_MIN_ITERATIONS_COUNT`	Default minimal iteration count.
`static double`	`DEFAULT_RELATIVE_ACCURACY`	Default relative accuracy.
`protected Incrementor`	`iterations`	The iteration count.

Constructor Summary

Constructors
Modifier	Constructor	Description
`protected`	`BaseAbstractUnivariateIntegrator(double relativeAccuracy, double absoluteAccuracy)`	Construct an integrator with given accuracies.
`protected`	`BaseAbstractUnivariateIntegrator(double relativeAccuracy, double absoluteAccuracy, int minimalIterationCount, int maximalIterationCount)`	Construct an integrator with given accuracies and iteration counts.
`protected`	`BaseAbstractUnivariateIntegrator(int minimalIterationCount, int maximalIterationCount)`	Construct an integrator with given iteration counts.

Method Summary

Modifier and Type	Method	Description
`protected double`	`computeObjectiveValue(double point)`	Compute the objective function value.
`protected abstract double`	`doIntegrate()`	Method for implementing actual integration algorithms in derived classes.
`double`	`getAbsoluteAccuracy()`	Get the absolute accuracy.
`int`	`getEvaluations()`	Get the number of function evaluations of the last run of the integrator.
`int`	`getIterations()`	Get the number of iterations of the last run of the integrator.
`protected double`	`getMax()`
`int`	`getMaximalIterationCount()`	Get the upper limit for the number of iterations.
`protected double`	`getMin()`
`int`	`getMinimalIterationCount()`	Get the min limit for the number of iterations.
`double`	`getRelativeAccuracy()`	Get the relative accuracy.
`double`	`integrate(int maxEval, UnivariateFunction f, double lower, double upper)`	Integrate the function in the given interval.
`protected void`	`setup(int maxEval, UnivariateFunction f, double lower, double upper)`	Prepare for computation.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details
- DEFAULT_ABSOLUTE_ACCURACY
  
  public static final double DEFAULT_ABSOLUTE_ACCURACY
  
  Default absolute accuracy.
  
  See Also:
  
  Constant Field Values
- DEFAULT_RELATIVE_ACCURACY
  
  public static final double DEFAULT_RELATIVE_ACCURACY
  
  Default relative accuracy.
  
  See Also:
  
  Constant Field Values
- DEFAULT_MIN_ITERATIONS_COUNT
  
  public static final int DEFAULT_MIN_ITERATIONS_COUNT
  
  Default minimal iteration count.
  
  See Also:
  
  Constant Field Values
- DEFAULT_MAX_ITERATIONS_COUNT
  
  public static final int DEFAULT_MAX_ITERATIONS_COUNT
  
  Default maximal iteration count.
  
  See Also:
  
  Constant Field Values
- iterations
  
  protected final Incrementor iterations
  
  The iteration count.
Constructor Details
- BaseAbstractUnivariateIntegrator
  
  protected BaseAbstractUnivariateIntegrator(double relativeAccuracy, double absoluteAccuracy, int minimalIterationCount, int maximalIterationCount) throws NotStrictlyPositiveException, NumberIsTooSmallException
  Construct an integrator with given accuracies and iteration counts.
  The meanings of the various parameters are:
  
  relative accuracy: this is used to stop iterations if the absolute accuracy can't be achieved due to large values or short mantissa length. If this should be the primary criterion for convergence rather then a safety measure, set the absolute accuracy to a ridiculously small value, like Precision.SAFE_MIN.
  
  absolute accuracy: The default is usually chosen so that results in the interval -10..-0.1 and +0.1..+10 can be found with a reasonable accuracy. If the expected absolute value of your results is of much smaller magnitude, set this to a smaller value.
  
  minimum number of iterations: minimal iteration is needed to avoid false early convergence, e.g. the sample points happen to be zeroes of the function. Users can use the default value or choose one that they see as appropriate.
  
  maximum number of iterations: usually a high iteration count indicates convergence problems. However, the "reasonable value" varies widely for different algorithms. Users are advised to use the default value supplied by the algorithm.
  Parameters:
  
  relativeAccuracy - relative accuracy of the result
  
  absoluteAccuracy - absolute accuracy of the result
  
  minimalIterationCount - minimum number of iterations
  
  maximalIterationCount - maximum number of iterations
  
  Throws:
  
  NotStrictlyPositiveException - if minimal number of iterations is not strictly positive
  
  NumberIsTooSmallException - if maximal number of iterations is lesser than or equal to the minimal number of iterations
- BaseAbstractUnivariateIntegrator
  
  protected BaseAbstractUnivariateIntegrator(double relativeAccuracy, double absoluteAccuracy)
  
  Construct an integrator with given accuracies.
  
  Parameters:
  
  relativeAccuracy - relative accuracy of the result
  
  absoluteAccuracy - absolute accuracy of the result
- BaseAbstractUnivariateIntegrator
  
  protected BaseAbstractUnivariateIntegrator(int minimalIterationCount, int maximalIterationCount) throws NotStrictlyPositiveException, NumberIsTooSmallException
  
  Construct an integrator with given iteration counts.
  
  Parameters:
  
  minimalIterationCount - minimum number of iterations
  
  maximalIterationCount - maximum number of iterations
  
  Throws:
  
  NotStrictlyPositiveException - if minimal number of iterations is not strictly positive
  
  NumberIsTooSmallException - if maximal number of iterations is lesser than or equal to the minimal number of iterations
Method Details
- getRelativeAccuracy
  
  public double getRelativeAccuracy()
  
  Get the relative accuracy.
  
  Specified by:
  
  getRelativeAccuracy in interface UnivariateIntegrator
  
  Returns:
  
  the accuracy
- getAbsoluteAccuracy
  
  public double getAbsoluteAccuracy()
  
  Get the absolute accuracy.
  
  Specified by:
  
  getAbsoluteAccuracy in interface UnivariateIntegrator
  
  Returns:
  
  the accuracy
- getMinimalIterationCount
  
  public int getMinimalIterationCount()
  
  Get the min limit for the number of iterations.
  
  Specified by:
  
  getMinimalIterationCount in interface UnivariateIntegrator
  
  Returns:
  
  the actual min limit
- getMaximalIterationCount
  
  public int getMaximalIterationCount()
  
  Get the upper limit for the number of iterations.
  
  Specified by:
  
  getMaximalIterationCount in interface UnivariateIntegrator
  
  Returns:
  
  the actual upper limit
- getEvaluations
  
  public int getEvaluations()
  
  Get the number of function evaluations of the last run of the integrator.
  
  Specified by:
  
  getEvaluations in interface UnivariateIntegrator
  
  Returns:
  
  number of function evaluations
- getIterations
  
  public int getIterations()
  
  Get the number of iterations of the last run of the integrator.
  
  Specified by:
  
  getIterations in interface UnivariateIntegrator
  
  Returns:
  
  number of iterations
- getMin
  
  protected double getMin()
  
  Returns:
  
  the lower bound.
- getMax
  
  protected double getMax()
  
  Returns:
  
  the upper bound.
- computeObjectiveValue
  
  protected double computeObjectiveValue(double point) throws TooManyEvaluationsException
  
  Compute the objective function value.
  
  Parameters:
  
  point - Point at which the objective function must be evaluated.
  
  Returns:
  
  the objective function value at specified point.
  
  Throws:
  
  TooManyEvaluationsException - if the maximal number of function evaluations is exceeded.
- setup
  
  protected void setup(int maxEval, UnivariateFunction f, double lower, double upper) throws NullArgumentException, MathIllegalArgumentException
  
  Prepare for computation. Subclasses must call this method if they override any of the solve methods.
  
  Parameters:
  
  maxEval - Maximum number of evaluations.
  
  f - the integrand function
  
  lower - the min bound for the interval
  
  upper - the upper bound for the interval
  
  Throws:
  
  NullArgumentException - if f is null.
  
  MathIllegalArgumentException - if min >= max.
- integrate
  
  public double integrate(int maxEval, UnivariateFunction f, double lower, double upper) throws TooManyEvaluationsException, MaxCountExceededException, MathIllegalArgumentException, NullArgumentException
  
  Integrate the function in the given interval.
  
  Specified by:
  
  integrate in interface UnivariateIntegrator
  
  Parameters:
  
  maxEval - Maximum number of evaluations.
  
  f - the integrand function
  
  lower - the lower bound for the interval
  
  upper - the upper bound for the interval
  
  Returns:
  
  the value of integral
  
  Throws:
  
  TooManyEvaluationsException - if the maximum number of function evaluations is exceeded
  
  MaxCountExceededException - if the maximum iteration count is exceeded or the integrator detects convergence problems otherwise
  
  MathIllegalArgumentException - if min > max or the endpoints do not satisfy the requirements specified by the integrator
  
  NullArgumentException - if f is null.
- doIntegrate
  
  protected abstract double doIntegrate() throws TooManyEvaluationsException, MaxCountExceededException
  
  Method for implementing actual integration algorithms in derived classes.
  
  Returns:
  
  the root.
  
  Throws:
  
  TooManyEvaluationsException - if the maximal number of evaluations is exceeded.
  
  MaxCountExceededException - if the maximum iteration count is exceeded or the integrator detects convergence problems otherwise

Class BaseAbstractUnivariateIntegrator

Field Summary

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Field Details

Constructor Details

Method Details