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java.lang.Objectorg.apache.commons.math.ConvergingAlgorithmImpl
org.apache.commons.math.analysis.integration.UnivariateRealIntegratorImpl
org.apache.commons.math.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 |
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Fields inherited from class org.apache.commons.math.analysis.integration.UnivariateRealIntegratorImpl |
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defaultMinimalIterationCount, f, minimalIterationCount, result, resultComputed |
Fields inherited from class org.apache.commons.math.ConvergingAlgorithmImpl |
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absoluteAccuracy, defaultAbsoluteAccuracy, defaultMaximalIterationCount, defaultRelativeAccuracy, iterationCount, maximalIterationCount, relativeAccuracy |
Constructor Summary | |
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RombergIntegrator()
Construct an integrator. |
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RombergIntegrator(UnivariateRealFunction f)
Deprecated. as of 2.0 the integrand function is passed as an argument to the integrate(UnivariateRealFunction, double, double) method. |
Method Summary | |
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double |
integrate(double min,
double max)
Deprecated. |
double |
integrate(UnivariateRealFunction f,
double min,
double max)
Integrate the function in the given interval. |
protected void |
verifyIterationCount()
Verifies that the upper and lower limits of iterations are valid. |
Methods inherited from class org.apache.commons.math.analysis.integration.UnivariateRealIntegratorImpl |
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clearResult, getMinimalIterationCount, getResult, resetMinimalIterationCount, setMinimalIterationCount, setResult, verifyInterval |
Methods inherited from class org.apache.commons.math.ConvergingAlgorithmImpl |
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getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, incrementIterationsCounter, resetAbsoluteAccuracy, resetIterationsCounter, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Methods inherited from interface org.apache.commons.math.ConvergingAlgorithm |
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getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy |
Constructor Detail |
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@Deprecated public RombergIntegrator(UnivariateRealFunction f)
integrate(UnivariateRealFunction, double, double)
method.
f
- function to integratepublic RombergIntegrator()
Method Detail |
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@Deprecated public double integrate(double min, double max) throws MaxIterationsExceededException, FunctionEvaluationException, IllegalArgumentException
min
- the lower bound for the intervalmax
- the upper bound for the interval
FunctionEvaluationException
- if an error occurs evaluating the
function
IllegalArgumentException
- if min > max or the endpoints do not
satisfy the requirements specified by the integrator
MaxIterationsExceededException
public double integrate(UnivariateRealFunction f, double min, double max) throws MaxIterationsExceededException, FunctionEvaluationException, IllegalArgumentException
f
- the integrand functionmin
- the lower bound for the intervalmax
- the upper bound for the interval
FunctionEvaluationException
- if an error occurs evaluating the function
IllegalArgumentException
- if min > max or the endpoints do not
satisfy the requirements specified by the integrator
MaxIterationsExceededException
protected void verifyIterationCount() throws IllegalArgumentException
verifyIterationCount
in class UnivariateRealIntegratorImpl
IllegalArgumentException
- if not valid
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