Class BaseAbstractUnivariateIntegrator
java.lang.Object
org.hipparchus.analysis.integration.BaseAbstractUnivariateIntegrator
- All Implemented Interfaces:
UnivariateIntegrator
- Direct Known Subclasses:
IterativeLegendreGaussIntegrator
,MidPointIntegrator
,RombergIntegrator
,SimpsonIntegrator
,TrapezoidIntegrator
public abstract class BaseAbstractUnivariateIntegrator
extends Object
implements UnivariateIntegrator
Provide a default implementation for several generic functions.
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Field Summary
Modifier and TypeFieldDescriptionstatic final double
Default absolute accuracy.static final int
Default maximal iteration count.static final int
Default minimal iteration count.static final double
Default relative accuracy.protected final Incrementor
The iteration count. -
Constructor Summary
ModifierConstructorDescriptionprotected
BaseAbstractUnivariateIntegrator
(double relativeAccuracy, double absoluteAccuracy) Construct an integrator with given accuracies.protected
BaseAbstractUnivariateIntegrator
(double relativeAccuracy, double absoluteAccuracy, int minimalIterationCount, int maximalIterationCount) Construct an integrator with given accuracies and iteration counts.protected
BaseAbstractUnivariateIntegrator
(int minimalIterationCount, int maximalIterationCount) Construct an integrator with given iteration counts. -
Method Summary
Modifier and TypeMethodDescriptionprotected double
computeObjectiveValue
(double point) Compute the objective function value.protected abstract double
Method for implementing actual integration algorithms in derived classes.double
Get the absolute accuracy.int
Get the number of function evaluations of the last run of the integrator.int
Get the number of iterations of the last run of the integrator.protected double
getMax()
Get the upper bound.int
Get the upper limit for the number of iterations.protected double
getMin()
Get the lower bound.int
Get the min limit for the number of iterations.double
Get the relative accuracy.double
integrate
(int maxEval, UnivariateFunction f, double lower, double upper) Integrate the function in the given interval.protected void
setup
(int maxEval, UnivariateFunction f, double lower, double upper) Prepare for computation.
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Field Details
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DEFAULT_ABSOLUTE_ACCURACY
public static final double DEFAULT_ABSOLUTE_ACCURACYDefault absolute accuracy.- See Also:
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DEFAULT_RELATIVE_ACCURACY
public static final double DEFAULT_RELATIVE_ACCURACYDefault relative accuracy.- See Also:
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DEFAULT_MIN_ITERATIONS_COUNT
public static final int DEFAULT_MIN_ITERATIONS_COUNTDefault minimal iteration count.- See Also:
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DEFAULT_MAX_ITERATIONS_COUNT
public static final int DEFAULT_MAX_ITERATIONS_COUNTDefault maximal iteration count.- See Also:
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iterations
The iteration count.
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Constructor Details
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BaseAbstractUnivariateIntegrator
protected BaseAbstractUnivariateIntegrator(double relativeAccuracy, double absoluteAccuracy, int minimalIterationCount, int maximalIterationCount) throws MathIllegalArgumentException Construct an integrator with given accuracies and iteration counts.The meanings of the various parameters are:
- relative accuracy:
this is used to stop iterations if the absolute accuracy can't be
achieved due to large values or short mantissa length. If this
should be the primary criterion for convergence rather then a
safety measure, set the absolute accuracy to a ridiculously small value,
like
Precision.SAFE_MIN
. - absolute accuracy: The default is usually chosen so that results in the interval -10..-0.1 and +0.1..+10 can be found with a reasonable accuracy. If the expected absolute value of your results is of much smaller magnitude, set this to a smaller value.
- minimum number of iterations: minimal iteration is needed to avoid false early convergence, e.g. the sample points happen to be zeroes of the function. Users can use the default value or choose one that they see as appropriate.
- maximum number of iterations: usually a high iteration count indicates convergence problems. However, the "reasonable value" varies widely for different algorithms. Users are advised to use the default value supplied by the algorithm.
- Parameters:
relativeAccuracy
- relative accuracy of the resultabsoluteAccuracy
- absolute accuracy of the resultminimalIterationCount
- minimum number of iterationsmaximalIterationCount
- maximum number of iterations- Throws:
MathIllegalArgumentException
- if minimal number of iterations is not strictly positiveMathIllegalArgumentException
- if maximal number of iterations is lesser than or equal to the minimal number of iterations
- relative accuracy:
this is used to stop iterations if the absolute accuracy can't be
achieved due to large values or short mantissa length. If this
should be the primary criterion for convergence rather then a
safety measure, set the absolute accuracy to a ridiculously small value,
like
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BaseAbstractUnivariateIntegrator
protected BaseAbstractUnivariateIntegrator(double relativeAccuracy, double absoluteAccuracy) Construct an integrator with given accuracies.- Parameters:
relativeAccuracy
- relative accuracy of the resultabsoluteAccuracy
- absolute accuracy of the result
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BaseAbstractUnivariateIntegrator
protected BaseAbstractUnivariateIntegrator(int minimalIterationCount, int maximalIterationCount) throws MathIllegalArgumentException Construct an integrator with given iteration counts.- Parameters:
minimalIterationCount
- minimum number of iterationsmaximalIterationCount
- maximum number of iterations- Throws:
MathIllegalArgumentException
- if minimal number of iterations is not strictly positiveMathIllegalArgumentException
- if maximal number of iterations is lesser than or equal to the minimal number of iterations
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Method Details
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getRelativeAccuracy
public double getRelativeAccuracy()Get the relative accuracy.- Specified by:
getRelativeAccuracy
in interfaceUnivariateIntegrator
- Returns:
- the accuracy
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getAbsoluteAccuracy
public double getAbsoluteAccuracy()Get the absolute accuracy.- Specified by:
getAbsoluteAccuracy
in interfaceUnivariateIntegrator
- Returns:
- the accuracy
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getMinimalIterationCount
public int getMinimalIterationCount()Get the min limit for the number of iterations.- Specified by:
getMinimalIterationCount
in interfaceUnivariateIntegrator
- Returns:
- the actual min limit
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getMaximalIterationCount
public int getMaximalIterationCount()Get the upper limit for the number of iterations.- Specified by:
getMaximalIterationCount
in interfaceUnivariateIntegrator
- Returns:
- the actual upper limit
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getEvaluations
public int getEvaluations()Get the number of function evaluations of the last run of the integrator.- Specified by:
getEvaluations
in interfaceUnivariateIntegrator
- Returns:
- number of function evaluations
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getIterations
public int getIterations()Get the number of iterations of the last run of the integrator.- Specified by:
getIterations
in interfaceUnivariateIntegrator
- Returns:
- number of iterations
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getMin
protected double getMin()Get the lower bound.- Returns:
- the lower bound.
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getMax
protected double getMax()Get the upper bound.- Returns:
- the upper bound.
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computeObjectiveValue
Compute the objective function value.- Parameters:
point
- Point at which the objective function must be evaluated.- Returns:
- the objective function value at specified point.
- Throws:
MathIllegalStateException
- if the maximal number of function evaluations is exceeded.
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setup
protected void setup(int maxEval, UnivariateFunction f, double lower, double upper) throws MathIllegalArgumentException, NullArgumentException Prepare for computation. Subclasses must call this method if they override any of thesolve
methods.- Parameters:
maxEval
- Maximum number of evaluations.f
- the integrand functionlower
- the min bound for the intervalupper
- the upper bound for the interval- Throws:
NullArgumentException
- iff
isnull
.MathIllegalArgumentException
- ifmin >= max
.
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integrate
public double integrate(int maxEval, UnivariateFunction f, double lower, double upper) throws MathIllegalArgumentException, MathIllegalStateException, NullArgumentException Integrate the function in the given interval.- Specified by:
integrate
in interfaceUnivariateIntegrator
- Parameters:
maxEval
- Maximum number of evaluations.f
- the integrand functionlower
- the lower bound for the intervalupper
- the upper bound for the interval- Returns:
- the value of integral
- Throws:
MathIllegalArgumentException
- ifmin > max
or the endpoints do not satisfy the requirements specified by the integratorMathIllegalStateException
- if the maximum number of function evaluations is exceededNullArgumentException
- iff
isnull
.
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doIntegrate
Method for implementing actual integration algorithms in derived classes.- Returns:
- the root.
- Throws:
MathIllegalStateException
- if the maximal number of evaluations is exceeded.MathIllegalStateException
- if the maximum iteration count is exceeded or the integrator detects convergence problems otherwise
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