alvinalexander.com | career | drupal | java | mac | mysql | perl | scala | uml | unix  

Commons Math example source code file (RombergIntegrator.java)

This example Commons Math source code file (RombergIntegrator.java) is included in the DevDaily.com "Java Source Code Warehouse" project. The intent of this project is to help you "Learn Java by Example" TM.

Java - Commons Math tags/keywords

deprecated, functionevaluationexception, functionevaluationexception, illegalargumentexception, illegalargumentexception, maxiterationsexceededexception, maxiterationsexceededexception, override, rombergintegrator, rombergintegrator, trapezoidintegrator, univariaterealfunction, univariaterealintegratorimpl

The Commons Math RombergIntegrator.java source code

/*
 * 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.math.analysis.integration;

import org.apache.commons.math.FunctionEvaluationException;
import org.apache.commons.math.MathRuntimeException;
import org.apache.commons.math.MaxIterationsExceededException;
import org.apache.commons.math.analysis.UnivariateRealFunction;

/**
 * Implements the <a href="http://mathworld.wolfram.com/RombergIntegration.html">
 * Romberg Algorithm</a> for integration of real univariate functions. For
 * reference, see <b>Introduction to Numerical Analysis, ISBN 038795452X,
 * chapter 3.
 * <p>
 * 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.</p>
 *
 * @version $Revision: 824822 $ $Date: 2009-10-13 11:56:51 -0400 (Tue, 13 Oct 2009) $
 * @since 1.2
 */
public class RombergIntegrator extends UnivariateRealIntegratorImpl {

    /**
     * Construct an integrator for the given function.
     *
     * @param f function to integrate
     * @deprecated as of 2.0 the integrand function is passed as an argument
     * to the {@link #integrate(UnivariateRealFunction, double, double)}method.
     */
    @Deprecated
    public RombergIntegrator(UnivariateRealFunction f) {
        super(f, 32);
    }

    /**
     * Construct an integrator.
     */
    public RombergIntegrator() {
        super(32);
    }

    /** {@inheritDoc} */
    @Deprecated
    public double integrate(final double min, final double max)
        throws MaxIterationsExceededException, FunctionEvaluationException, IllegalArgumentException {
        return integrate(f, min, max);
    }

    /** {@inheritDoc} */
    public double integrate(final UnivariateRealFunction f,
                            final double min, final double max)
        throws MaxIterationsExceededException, FunctionEvaluationException, IllegalArgumentException {

        final int m = maximalIterationCount + 1;
        double previousRow[] = new double[m];
        double currentRow[]  = new double[m];

        clearResult();
        verifyInterval(min, max);
        verifyIterationCount();

        TrapezoidIntegrator qtrap = new TrapezoidIntegrator();
        currentRow[0] = qtrap.stage(f, min, max, 0);
        double olds = currentRow[0];
        for (int i = 1; i <= maximalIterationCount; ++i) {

            // switch rows
            final double[] tmpRow = previousRow;
            previousRow = currentRow;
            currentRow = tmpRow;

            currentRow[0] = qtrap.stage(f, min, max, i);
            for (int j = 1; j <= i; j++) {
                // Richardson extrapolation coefficient
                final double r = (1L << (2 * j)) - 1;
                final double tIJm1 = currentRow[j - 1];
                currentRow[j] = tIJm1 + (tIJm1 - previousRow[j - 1]) / r;
            }
            final double s = currentRow[i];
            if (i >= minimalIterationCount) {
                final double delta  = Math.abs(s - olds);
                final double rLimit = relativeAccuracy * (Math.abs(olds) + Math.abs(s)) * 0.5;
                if ((delta <= rLimit) || (delta <= absoluteAccuracy)) {
                    setResult(s, i);
                    return result;
                }
            }
            olds = s;
        }
        throw new MaxIterationsExceededException(maximalIterationCount);
    }

    /** {@inheritDoc} */
    @Override
    protected void verifyIterationCount() throws IllegalArgumentException {
        super.verifyIterationCount();
        // at most 32 bisection refinements due to higher order divider
        if (maximalIterationCount > 32) {
            throw MathRuntimeException.createIllegalArgumentException(
                    "invalid iteration limits: min={0}, max={1}",
                    0, 32);
        }
    }
}

Other Commons Math examples (source code examples)

Here is a short list of links related to this Commons Math RombergIntegrator.java source code file:

... this post is sponsored by my books ...

#1 New Release!

FP Best Seller

 

new blog posts

 

Copyright 1998-2021 Alvin Alexander, alvinalexander.com
All Rights Reserved.

A percentage of advertising revenue from
pages under the /java/jwarehouse URI on this website is
paid back to open source projects.