| Classes in this File | Line Coverage | Branch Coverage | Complexity | ||||||||
| TrapezoidIntegrator |
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| 3.5;3.5 |
| 1 | /* |
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| 2 | * Copyright 2005 The Apache Software Foundation. |
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| 3 | * |
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| 4 | * Licensed under the Apache License, Version 2.0 (the "License"); |
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| 5 | * you may not use this file except in compliance with the License. |
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| 6 | * You may obtain a copy of the License at |
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| 7 | * |
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| 8 | * http://www.apache.org/licenses/LICENSE-2.0 |
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| 9 | * |
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| 10 | * Unless required by applicable law or agreed to in writing, software |
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| 11 | * distributed under the License is distributed on an "AS IS" BASIS, |
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| 12 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
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| 13 | * See the License for the specific language governing permissions and |
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| 14 | * limitations under the License. |
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| 15 | */ |
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| 16 | package org.apache.commons.math.analysis; |
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| 17 | ||
| 18 | import org.apache.commons.math.ConvergenceException; |
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| 19 | import org.apache.commons.math.FunctionEvaluationException; |
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| 20 | ||
| 21 | /** |
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| 22 | * Implements the <a href="http://mathworld.wolfram.com/TrapezoidalRule.html"> |
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| 23 | * Trapezoidal Rule</a> for integration of real univariate functions. For |
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| 24 | * reference, see <b>Introduction to Numerical Analysis</b>, ISBN 038795452X, |
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| 25 | * chapter 3. |
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| 26 | * <p> |
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| 27 | * The function should be integrable. |
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| 28 | * |
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| 29 | * @version $Revision$ $Date: 2005-08-24 15:27:44 -0700 (Wed, 24 Aug 2005) $ |
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| 30 | */ |
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| 31 | public class TrapezoidIntegrator extends UnivariateRealIntegratorImpl { |
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| 32 | ||
| 33 | /** serializable version identifier */ |
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| 34 | static final long serialVersionUID = 4978222553983172543L; |
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| 35 | ||
| 36 | /** intermediate result */ |
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| 37 | private double s; |
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| 38 | ||
| 39 | /** |
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| 40 | * Construct an integrator for the given function. |
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| 41 | * |
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| 42 | * @param f function to integrate |
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| 43 | */ |
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| 44 | public TrapezoidIntegrator(UnivariateRealFunction f) { |
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| 45 | 26 | super(f, 64); |
| 46 | 26 | } |
| 47 | ||
| 48 | /** |
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| 49 | * Compute the n-th stage integral of trapezoid rule. This function |
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| 50 | * should only be called by API <code>integrate()</code> in the package. |
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| 51 | * To save time it does not verify arguments - caller does. |
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| 52 | * <p> |
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| 53 | * The interval is divided equally into 2^n sections rather than an |
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| 54 | * arbitrary m sections because this configuration can best utilize the |
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| 55 | * alrealy computed values. |
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| 56 | * |
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| 57 | * @param min the lower bound for the interval |
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| 58 | * @param max the upper bound for the interval |
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| 59 | * @param n the stage of 1/2 refinement, n = 0 is no refinement |
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| 60 | * @return the value of n-th stage integral |
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| 61 | * @throws FunctionEvaluationException if an error occurs evaluating the |
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| 62 | * function |
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| 63 | */ |
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| 64 | double stage(double min, double max, int n) throws |
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| 65 | FunctionEvaluationException { |
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| 66 | ||
| 67 | long i, np; |
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| 68 | 238 | double x, spacing, sum = 0; |
| 69 | ||
| 70 | 238 | if (n == 0) { |
| 71 | 30 | s = 0.5 * (max - min) * (f.value(min) + f.value(max)); |
| 72 | 30 | return s; |
| 73 | } else { |
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| 74 | 208 | np = 1L << (n-1); // number of new points in this stage |
| 75 | 208 | spacing = (max - min) / np; // spacing between adjacent new points |
| 76 | 208 | x = min + 0.5 * spacing; // the first new point |
| 77 | 27762 | for (i = 0; i < np; i++) { |
| 78 | 27554 | sum += f.value(x); |
| 79 | 27554 | x += spacing; |
| 80 | } |
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| 81 | // add the new sum to previously calculated result |
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| 82 | 208 | s = 0.5 * (s + sum * spacing); |
| 83 | 208 | return s; |
| 84 | } |
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| 85 | } |
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| 86 | ||
| 87 | /** |
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| 88 | * Integrate the function in the given interval. |
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| 89 | * |
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| 90 | * @param min the lower bound for the interval |
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| 91 | * @param max the upper bound for the interval |
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| 92 | * @return the value of integral |
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| 93 | * @throws ConvergenceException if the maximum iteration count is exceeded |
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| 94 | * or the integrator detects convergence problems otherwise |
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| 95 | * @throws FunctionEvaluationException if an error occurs evaluating the |
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| 96 | * function |
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| 97 | * @throws IllegalArgumentException if any parameters are invalid |
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| 98 | */ |
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| 99 | public double integrate(double min, double max) throws ConvergenceException, |
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| 100 | FunctionEvaluationException, IllegalArgumentException { |
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| 101 | ||
| 102 | 16 | int i = 1; |
| 103 | double t, oldt; |
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| 104 | ||
| 105 | 16 | clearResult(); |
| 106 | 16 | verifyInterval(min, max); |
| 107 | 14 | verifyIterationCount(); |
| 108 | ||
| 109 | 10 | oldt = stage(min, max, 0); |
| 110 | 112 | while (i <= maximalIterationCount) { |
| 111 | 112 | t = stage(min, max, i); |
| 112 | 112 | if (i >= minimalIterationCount) { |
| 113 | 92 | if (Math.abs(t - oldt) <= Math.abs(relativeAccuracy * oldt)) { |
| 114 | 10 | setResult(t, i); |
| 115 | 10 | return result; |
| 116 | } |
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| 117 | } |
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| 118 | 102 | oldt = t; |
| 119 | 102 | i++; |
| 120 | } |
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| 121 | 0 | throw new ConvergenceException("Maximum number of iterations exceeded."); |
| 122 | } |
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| 123 | ||
| 124 | /** |
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| 125 | * Verifies that the iteration limits are valid and within the range. |
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| 126 | * |
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| 127 | * @throws IllegalArgumentException if not |
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| 128 | */ |
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| 129 | protected void verifyIterationCount() throws IllegalArgumentException { |
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| 130 | 40 | super.verifyIterationCount(); |
| 131 | // at most 64 bisection refinements |
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| 132 | 38 | if (maximalIterationCount > 64) { |
| 133 | 2 | throw new IllegalArgumentException |
| 134 | ("Iteration upper limit out of [0, 64] range: " + |
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| 135 | maximalIterationCount); |
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| 136 | } |
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| 137 | 36 | } |
| 138 | } |