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 | } |