summaryrefslogtreecommitdiff
path: root/src/main/java/org/apache/commons/math3/analysis/integration/SimpsonIntegrator.java
diff options
context:
space:
mode:
Diffstat (limited to 'src/main/java/org/apache/commons/math3/analysis/integration/SimpsonIntegrator.java')
-rw-r--r--src/main/java/org/apache/commons/math3/analysis/integration/SimpsonIntegrator.java129
1 files changed, 129 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/analysis/integration/SimpsonIntegrator.java b/src/main/java/org/apache/commons/math3/analysis/integration/SimpsonIntegrator.java
new file mode 100644
index 0000000..527bb82
--- /dev/null
+++ b/src/main/java/org/apache/commons/math3/analysis/integration/SimpsonIntegrator.java
@@ -0,0 +1,129 @@
+/*
+ * 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;
+
+import org.apache.commons.math3.exception.MaxCountExceededException;
+import org.apache.commons.math3.exception.NotStrictlyPositiveException;
+import org.apache.commons.math3.exception.NumberIsTooLargeException;
+import org.apache.commons.math3.exception.NumberIsTooSmallException;
+import org.apache.commons.math3.exception.TooManyEvaluationsException;
+import org.apache.commons.math3.util.FastMath;
+
+/**
+ * Implements <a href="http://mathworld.wolfram.com/SimpsonsRule.html">
+ * Simpson's Rule</a> for integration of real univariate functions. For
+ * reference, see <b>Introduction to Numerical Analysis</b>, ISBN 038795452X,
+ * chapter 3.
+ * <p>
+ * This implementation employs the basic trapezoid rule to calculate Simpson's
+ * rule.</p>
+ *
+ * @since 1.2
+ */
+public class SimpsonIntegrator extends BaseAbstractUnivariateIntegrator {
+
+ /** Maximal number of iterations for Simpson. */
+ public static final int SIMPSON_MAX_ITERATIONS_COUNT = 64;
+
+ /**
+ * Build a Simpson integrator with given accuracies and iterations counts.
+ * @param relativeAccuracy relative accuracy of the result
+ * @param absoluteAccuracy absolute accuracy of the result
+ * @param minimalIterationCount minimum number of iterations
+ * @param maximalIterationCount maximum number of iterations
+ * (must be less than or equal to {@link #SIMPSON_MAX_ITERATIONS_COUNT})
+ * @exception NotStrictlyPositiveException if minimal number of iterations
+ * is not strictly positive
+ * @exception NumberIsTooSmallException if maximal number of iterations
+ * is lesser than or equal to the minimal number of iterations
+ * @exception NumberIsTooLargeException if maximal number of iterations
+ * is greater than {@link #SIMPSON_MAX_ITERATIONS_COUNT}
+ */
+ public SimpsonIntegrator(final double relativeAccuracy,
+ final double absoluteAccuracy,
+ final int minimalIterationCount,
+ final int maximalIterationCount)
+ throws NotStrictlyPositiveException, NumberIsTooSmallException, NumberIsTooLargeException {
+ super(relativeAccuracy, absoluteAccuracy, minimalIterationCount, maximalIterationCount);
+ if (maximalIterationCount > SIMPSON_MAX_ITERATIONS_COUNT) {
+ throw new NumberIsTooLargeException(maximalIterationCount,
+ SIMPSON_MAX_ITERATIONS_COUNT, false);
+ }
+ }
+
+ /**
+ * Build a Simpson integrator with given iteration counts.
+ * @param minimalIterationCount minimum number of iterations
+ * @param maximalIterationCount maximum number of iterations
+ * (must be less than or equal to {@link #SIMPSON_MAX_ITERATIONS_COUNT})
+ * @exception NotStrictlyPositiveException if minimal number of iterations
+ * is not strictly positive
+ * @exception NumberIsTooSmallException if maximal number of iterations
+ * is lesser than or equal to the minimal number of iterations
+ * @exception NumberIsTooLargeException if maximal number of iterations
+ * is greater than {@link #SIMPSON_MAX_ITERATIONS_COUNT}
+ */
+ public SimpsonIntegrator(final int minimalIterationCount,
+ final int maximalIterationCount)
+ throws NotStrictlyPositiveException, NumberIsTooSmallException, NumberIsTooLargeException {
+ super(minimalIterationCount, maximalIterationCount);
+ if (maximalIterationCount > SIMPSON_MAX_ITERATIONS_COUNT) {
+ throw new NumberIsTooLargeException(maximalIterationCount,
+ SIMPSON_MAX_ITERATIONS_COUNT, false);
+ }
+ }
+
+ /**
+ * Construct an integrator with default settings.
+ * (max iteration count set to {@link #SIMPSON_MAX_ITERATIONS_COUNT})
+ */
+ public SimpsonIntegrator() {
+ super(DEFAULT_MIN_ITERATIONS_COUNT, SIMPSON_MAX_ITERATIONS_COUNT);
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ protected double doIntegrate()
+ throws TooManyEvaluationsException, MaxCountExceededException {
+
+ TrapezoidIntegrator qtrap = new TrapezoidIntegrator();
+ if (getMinimalIterationCount() == 1) {
+ return (4 * qtrap.stage(this, 1) - qtrap.stage(this, 0)) / 3.0;
+ }
+
+ // Simpson's rule requires at least two trapezoid stages.
+ double olds = 0;
+ double oldt = qtrap.stage(this, 0);
+ while (true) {
+ final double t = qtrap.stage(this, getIterations());
+ incrementCount();
+ final double s = (4 * t - oldt) / 3.0;
+ if (getIterations() >= getMinimalIterationCount()) {
+ final double delta = FastMath.abs(s - olds);
+ final double rLimit =
+ getRelativeAccuracy() * (FastMath.abs(olds) + FastMath.abs(s)) * 0.5;
+ if ((delta <= rLimit) || (delta <= getAbsoluteAccuracy())) {
+ return s;
+ }
+ }
+ olds = s;
+ oldt = t;
+ }
+
+ }
+
+}