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package org.apache.commons.math3.analysis.integration;

import org.apache.commons.math3.exception.MathIllegalArgumentException;
import org.apache.commons.math3.exception.MaxCountExceededException;
import org.apache.commons.math3.exception.NotStrictlyPositiveException;
import org.apache.commons.math3.exception.NumberIsTooLargeException;
import org.apache.commons.math3.exception.NumberIsTooSmallException;
import org.apache.commons.math3.exception.TooManyEvaluationsException;
import org.apache.commons.math3.util.FastMath;

Implements the Midpoint Rule for integration of real univariate functions. For reference, see Numerical Mathematics, ISBN 0387989595, chapter 9.2.

The function should be integrable.

Since:3.3
/** * Implements the <a href="http://en.wikipedia.org/wiki/Midpoint_method"> * Midpoint Rule</a> for integration of real univariate functions. For * reference, see <b>Numerical Mathematics</b>, ISBN 0387989595, * chapter 9.2. * <p> * The function should be integrable.</p> * * @since 3.3 */
public class MidPointIntegrator extends BaseAbstractUnivariateIntegrator {
Maximum number of iterations for midpoint.
/** Maximum number of iterations for midpoint. */
public static final int MIDPOINT_MAX_ITERATIONS_COUNT = 64;
Build a midpoint integrator with given accuracies and iterations counts.
Params:
  • relativeAccuracy – relative accuracy of the result
  • absoluteAccuracy – absolute accuracy of the result
  • minimalIterationCount – minimum number of iterations
  • maximalIterationCount – maximum number of iterations (must be less than or equal to MIDPOINT_MAX_ITERATIONS_COUNT
Throws:
/** * Build a midpoint integrator with given accuracies and iterations counts. * @param relativeAccuracy relative accuracy of the result * @param absoluteAccuracy absolute accuracy of the result * @param minimalIterationCount minimum number of iterations * @param maximalIterationCount maximum number of iterations * (must be less than or equal to {@link #MIDPOINT_MAX_ITERATIONS_COUNT} * @exception NotStrictlyPositiveException if minimal number of iterations * is not strictly positive * @exception NumberIsTooSmallException if maximal number of iterations * is lesser than or equal to the minimal number of iterations * @exception NumberIsTooLargeException if maximal number of iterations * is greater than {@link #MIDPOINT_MAX_ITERATIONS_COUNT} */
public MidPointIntegrator(final double relativeAccuracy, final double absoluteAccuracy, final int minimalIterationCount, final int maximalIterationCount) throws NotStrictlyPositiveException, NumberIsTooSmallException, NumberIsTooLargeException { super(relativeAccuracy, absoluteAccuracy, minimalIterationCount, maximalIterationCount); if (maximalIterationCount > MIDPOINT_MAX_ITERATIONS_COUNT) { throw new NumberIsTooLargeException(maximalIterationCount, MIDPOINT_MAX_ITERATIONS_COUNT, false); } }
Build a midpoint integrator with given iteration counts.
Params:
  • minimalIterationCount – minimum number of iterations
  • maximalIterationCount – maximum number of iterations (must be less than or equal to MIDPOINT_MAX_ITERATIONS_COUNT
Throws:
/** * Build a midpoint integrator with given iteration counts. * @param minimalIterationCount minimum number of iterations * @param maximalIterationCount maximum number of iterations * (must be less than or equal to {@link #MIDPOINT_MAX_ITERATIONS_COUNT} * @exception NotStrictlyPositiveException if minimal number of iterations * is not strictly positive * @exception NumberIsTooSmallException if maximal number of iterations * is lesser than or equal to the minimal number of iterations * @exception NumberIsTooLargeException if maximal number of iterations * is greater than {@link #MIDPOINT_MAX_ITERATIONS_COUNT} */
public MidPointIntegrator(final int minimalIterationCount, final int maximalIterationCount) throws NotStrictlyPositiveException, NumberIsTooSmallException, NumberIsTooLargeException { super(minimalIterationCount, maximalIterationCount); if (maximalIterationCount > MIDPOINT_MAX_ITERATIONS_COUNT) { throw new NumberIsTooLargeException(maximalIterationCount, MIDPOINT_MAX_ITERATIONS_COUNT, false); } }
Construct a midpoint integrator with default settings. (max iteration count set to MIDPOINT_MAX_ITERATIONS_COUNT)
/** * Construct a midpoint integrator with default settings. * (max iteration count set to {@link #MIDPOINT_MAX_ITERATIONS_COUNT}) */
public MidPointIntegrator() { super(DEFAULT_MIN_ITERATIONS_COUNT, MIDPOINT_MAX_ITERATIONS_COUNT); }
Compute the n-th stage integral of midpoint rule. This function should only be called by API integrate() in the package. To save time it does not verify arguments - caller does.

The interval is divided equally into 2^n sections rather than an arbitrary m sections because this configuration can best utilize the already computed values.

Params:
  • n – the stage of 1/2 refinement. Must be larger than 0.
  • previousStageResult – Result from the previous call to the stage method.
  • min – Lower bound of the integration interval.
  • diffMaxMin – Difference between the lower bound and upper bound of the integration interval.
Throws:
Returns:the value of n-th stage integral
/** * Compute the n-th stage integral of midpoint rule. * This function should only be called by API <code>integrate()</code> in the package. * To save time it does not verify arguments - caller does. * <p> * The interval is divided equally into 2^n sections rather than an * arbitrary m sections because this configuration can best utilize the * already computed values.</p> * * @param n the stage of 1/2 refinement. Must be larger than 0. * @param previousStageResult Result from the previous call to the * {@code stage} method. * @param min Lower bound of the integration interval. * @param diffMaxMin Difference between the lower bound and upper bound * of the integration interval. * @return the value of n-th stage integral * @throws TooManyEvaluationsException if the maximal number of evaluations * is exceeded. */
private double stage(final int n, double previousStageResult, double min, double diffMaxMin) throws TooManyEvaluationsException { // number of new points in this stage final long np = 1L << (n - 1); double sum = 0; // spacing between adjacent new points final double spacing = diffMaxMin / np; // the first new point double x = min + 0.5 * spacing; for (long i = 0; i < np; i++) { sum += computeObjectiveValue(x); x += spacing; } // add the new sum to previously calculated result return 0.5 * (previousStageResult + sum * spacing); }
{@inheritDoc}
/** {@inheritDoc} */
@Override protected double doIntegrate() throws MathIllegalArgumentException, TooManyEvaluationsException, MaxCountExceededException { final double min = getMin(); final double diff = getMax() - min; final double midPoint = min + 0.5 * diff; double oldt = diff * computeObjectiveValue(midPoint); while (true) { incrementCount(); final int i = getIterations(); final double t = stage(i, oldt, min, diff); if (i >= getMinimalIterationCount()) { final double delta = FastMath.abs(t - oldt); final double rLimit = getRelativeAccuracy() * (FastMath.abs(oldt) + FastMath.abs(t)) * 0.5; if ((delta <= rLimit) || (delta <= getAbsoluteAccuracy())) { return t; } } oldt = t; } } }