Package org.apache.commons.math.analysis.integration

Class RombergIntegrator

java.lang.Object

org.apache.commons.math.ConvergingAlgorithmImpl

org.apache.commons.math.analysis.integration.UnivariateRealIntegratorImpl

org.apache.commons.math.analysis.integration.RombergIntegrator

All Implemented Interfaces:

UnivariateRealIntegrator, ConvergingAlgorithm

public class RombergIntegrator
extends UnivariateRealIntegratorImpl

Implements the Romberg Algorithm for integration of real univariate functions. For reference, see Introduction to Numerical Analysis, ISBN 038795452X, chapter 3.

Romberg integration employs k successive refinements of the trapezoid rule to remove error terms less than order O(N^(-2k)). Simpson's rule is a special case of k = 2.

Since:

1.2

Version:

$Revision: 1070725 $ $Date: 2011-02-15 02:31:12 +0100 (mar. 15 févr. 2011) $

Field Summary

Fields inherited from class org.apache.commons.math.analysis.integration.UnivariateRealIntegratorImpl

defaultMinimalIterationCount, f, minimalIterationCount, result, resultComputed

Fields inherited from class org.apache.commons.math.ConvergingAlgorithmImpl

absoluteAccuracy, defaultAbsoluteAccuracy, defaultMaximalIterationCount, defaultRelativeAccuracy, iterationCount, maximalIterationCount, relativeAccuracy

Constructor Summary

Constructors

Constructor	Description
RombergIntegrator()	Construct an integrator.
RombergIntegrator(UnivariateRealFunction f)	Deprecated. as of 2.0 the integrand function is passed as an argument to the integrate(UnivariateRealFunction, double, double)method.

Method Summary

Modifier and Type	Method	Description
double	integrate(double min, double max)	Deprecated.
double	integrate(UnivariateRealFunction f, double min, double max)	Integrate the function in the given interval.
protected void	verifyIterationCount()	Verifies that the upper and lower limits of iterations are valid.

Methods inherited from class org.apache.commons.math.analysis.integration.UnivariateRealIntegratorImpl

clearResult, getMinimalIterationCount, getResult, resetMinimalIterationCount, setMinimalIterationCount, setResult, verifyInterval

Methods inherited from class org.apache.commons.math.ConvergingAlgorithmImpl

getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, incrementIterationsCounter, resetAbsoluteAccuracy, resetIterationsCounter, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.apache.commons.math.ConvergingAlgorithm

getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy

Constructor Detail

RombergIntegrator

@Deprecated
public RombergIntegrator(UnivariateRealFunction f)

Deprecated.

as of 2.0 the integrand function is passed as an argument to the integrate(UnivariateRealFunction, double, double)method.

Construct an integrator for the given function.

Parameters:

f - function to integrate

RombergIntegrator

public RombergIntegrator()

Construct an integrator.

Method Detail

integrate

@Deprecated
public double integrate(double min,
                        double max)
                 throws MaxIterationsExceededException,
                        FunctionEvaluationException,
                        java.lang.IllegalArgumentException

Deprecated.

Integrate the function in the given interval.

Parameters:

min - the lower bound for the interval

max - the upper bound for the interval

Returns:

the value of integral

Throws:

FunctionEvaluationException - if an error occurs evaluating the function

java.lang.IllegalArgumentException - if min > max or the endpoints do not satisfy the requirements specified by the integrator

MaxIterationsExceededException

integrate

public double integrate(UnivariateRealFunction f,
                        double min,
                        double max)
                 throws MaxIterationsExceededException,
                        FunctionEvaluationException,
                        java.lang.IllegalArgumentException

Integrate the function in the given interval.

Parameters:

f - the integrand function

min - the lower bound for the interval

max - the upper bound for the interval

Returns:

the value of integral

Throws:

FunctionEvaluationException - if an error occurs evaluating the function

java.lang.IllegalArgumentException - if min > max or the endpoints do not satisfy the requirements specified by the integrator

MaxIterationsExceededException

verifyIterationCount

protected void verifyIterationCount()
                             throws java.lang.IllegalArgumentException

Verifies that the upper and lower limits of iterations are valid.

Overrides:

verifyIterationCount in class UnivariateRealIntegratorImpl

Throws:

java.lang.IllegalArgumentException - if not valid