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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.java | 129 |
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; + } + + } + +} |