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java.lang.Objectorg.apache.commons.math3.analysis.integration.BaseAbstractUnivariateIntegrator
org.apache.commons.math3.analysis.integration.RombergIntegrator
public class RombergIntegrator
Implements the Romberg Algorithm for integration of real univariate functions. For reference, see Introduction to Numerical Analysis, ISBN 038795452X, chapter 3.
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.
| Field Summary | |
|---|---|
static int |
ROMBERG_MAX_ITERATIONS_COUNT
Maximal number of iterations for Romberg. |
| Fields inherited from class org.apache.commons.math3.analysis.integration.BaseAbstractUnivariateIntegrator |
|---|
DEFAULT_ABSOLUTE_ACCURACY, DEFAULT_MAX_ITERATIONS_COUNT, DEFAULT_MIN_ITERATIONS_COUNT, DEFAULT_RELATIVE_ACCURACY, iterations |
| Constructor Summary | |
|---|---|
RombergIntegrator()
Construct a Romberg integrator with default settings (max iteration count set to ROMBERG_MAX_ITERATIONS_COUNT) |
|
RombergIntegrator(double relativeAccuracy,
double absoluteAccuracy,
int minimalIterationCount,
int maximalIterationCount)
Build a Romberg integrator with given accuracies and iterations counts. |
|
RombergIntegrator(int minimalIterationCount,
int maximalIterationCount)
Build a Romberg integrator with given iteration counts. |
|
| Method Summary | |
|---|---|
protected double |
doIntegrate()
Method for implementing actual integration algorithms in derived classes. |
| Methods inherited from class org.apache.commons.math3.analysis.integration.BaseAbstractUnivariateIntegrator |
|---|
computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getIterations, getMax, getMaximalIterationCount, getMin, getMinimalIterationCount, getRelativeAccuracy, integrate, setup |
| Methods inherited from class java.lang.Object |
|---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Field Detail |
|---|
public static final int ROMBERG_MAX_ITERATIONS_COUNT
| Constructor Detail |
|---|
public RombergIntegrator(double relativeAccuracy,
double absoluteAccuracy,
int minimalIterationCount,
int maximalIterationCount)
throws NotStrictlyPositiveException,
NumberIsTooSmallException,
NumberIsTooLargeException
relativeAccuracy - relative accuracy of the resultabsoluteAccuracy - absolute accuracy of the resultminimalIterationCount - minimum number of iterationsmaximalIterationCount - maximum number of iterations
(must be less than or equal to ROMBERG_MAX_ITERATIONS_COUNT)
NotStrictlyPositiveException - if minimal number of iterations
is not strictly positive
NumberIsTooSmallException - if maximal number of iterations
is lesser than or equal to the minimal number of iterations
NumberIsTooLargeException - if maximal number of iterations
is greater than ROMBERG_MAX_ITERATIONS_COUNT
public RombergIntegrator(int minimalIterationCount,
int maximalIterationCount)
throws NotStrictlyPositiveException,
NumberIsTooSmallException,
NumberIsTooLargeException
minimalIterationCount - minimum number of iterationsmaximalIterationCount - maximum number of iterations
(must be less than or equal to ROMBERG_MAX_ITERATIONS_COUNT)
NotStrictlyPositiveException - if minimal number of iterations
is not strictly positive
NumberIsTooSmallException - if maximal number of iterations
is lesser than or equal to the minimal number of iterations
NumberIsTooLargeException - if maximal number of iterations
is greater than ROMBERG_MAX_ITERATIONS_COUNTpublic RombergIntegrator()
ROMBERG_MAX_ITERATIONS_COUNT)
| Method Detail |
|---|
protected double doIntegrate()
throws TooManyEvaluationsException,
MaxCountExceededException
doIntegrate in class BaseAbstractUnivariateIntegratorTooManyEvaluationsException - if the maximal number of evaluations
is exceeded.
MaxCountExceededException - if the maximum iteration count is exceeded
or the integrator detects convergence problems otherwise
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