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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 |
|---|
| Fields inherited from class org.apache.commons.math.analysis.integration.UnivariateRealIntegratorImpl |
|---|
defaultMinimalIterationCount, f, minimalIterationCount, result, resultComputed |
| Fields inherited from class org.apache.commons.math.ConvergingAlgorithmImpl |
|---|
absoluteAccuracy, defaultAbsoluteAccuracy, defaultMaximalIterationCount, defaultRelativeAccuracy, iterationCount, maximalIterationCount, relativeAccuracy |
| Constructor Summary | |
|---|---|
RombergIntegrator()
Construct an integrator. |
|
RombergIntegrator(UnivariateRealFunction f)
Deprecated. as of 2.0 the integrand function is passed as an argument to the integrate(UnivariateRealFunction, double, double)method. |
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| Method Summary | |
|---|---|
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 |
|---|
clearResult, getMinimalIterationCount, getResult, resetMinimalIterationCount, setMinimalIterationCount, setResult, verifyInterval |
| Methods inherited from class org.apache.commons.math.ConvergingAlgorithmImpl |
|---|
getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy |
| Methods inherited from class java.lang.Object |
|---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Methods inherited from interface org.apache.commons.math.ConvergingAlgorithm |
|---|
getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy |
| Constructor Detail |
|---|
@Deprecated public RombergIntegrator(UnivariateRealFunction f)
integrate(UnivariateRealFunction, double, double)method.
f - function to integratepublic RombergIntegrator()
| Method Detail |
|---|
@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 UnivariateRealIntegratorImplIllegalArgumentException - if not valid
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