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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 Trapezoid Rule for integration of real univariate functions. For reference, see Introduction to Numerical Analysis, ISBN 038795452X, chapter 3.

The function should be integrable.

Since:1.2
/** * Implements the <a href="http://mathworld.wolfram.com/TrapezoidalRule.html"> * Trapezoid Rule</a> for integration of real univariate functions. For * reference, see <b>Introduction to Numerical Analysis</b>, ISBN 038795452X, * chapter 3. * <p> * The function should be integrable.</p> * * @since 1.2 */
public class TrapezoidIntegrator extends BaseAbstractUnivariateIntegrator {
Maximum number of iterations for trapezoid.
/** Maximum number of iterations for trapezoid. */
public static final int TRAPEZOID_MAX_ITERATIONS_COUNT = 64;
Intermediate result.
/** Intermediate result. */
private double s;
Build a trapezoid 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 TRAPEZOID_MAX_ITERATIONS_COUNT
Throws:
/** * Build a trapezoid 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 #TRAPEZOID_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 #TRAPEZOID_MAX_ITERATIONS_COUNT} */
public TrapezoidIntegrator(final double relativeAccuracy, final double absoluteAccuracy, final int minimalIterationCount, final int maximalIterationCount) throws NotStrictlyPositiveException, NumberIsTooSmallException, NumberIsTooLargeException { super(relativeAccuracy, absoluteAccuracy, minimalIterationCount, maximalIterationCount); if (maximalIterationCount > TRAPEZOID_MAX_ITERATIONS_COUNT) { throw new NumberIsTooLargeException(maximalIterationCount, TRAPEZOID_MAX_ITERATIONS_COUNT, false); } }
Build a trapezoid integrator with given iteration counts.
Params:
  • minimalIterationCount – minimum number of iterations
  • maximalIterationCount – maximum number of iterations (must be less than or equal to TRAPEZOID_MAX_ITERATIONS_COUNT
Throws:
/** * Build a trapezoid 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 #TRAPEZOID_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 #TRAPEZOID_MAX_ITERATIONS_COUNT} */
public TrapezoidIntegrator(final int minimalIterationCount, final int maximalIterationCount) throws NotStrictlyPositiveException, NumberIsTooSmallException, NumberIsTooLargeException { super(minimalIterationCount, maximalIterationCount); if (maximalIterationCount > TRAPEZOID_MAX_ITERATIONS_COUNT) { throw new NumberIsTooLargeException(maximalIterationCount, TRAPEZOID_MAX_ITERATIONS_COUNT, false); } }
Construct a trapezoid integrator with default settings. (max iteration count set to TRAPEZOID_MAX_ITERATIONS_COUNT)
/** * Construct a trapezoid integrator with default settings. * (max iteration count set to {@link #TRAPEZOID_MAX_ITERATIONS_COUNT}) */
public TrapezoidIntegrator() { super(DEFAULT_MIN_ITERATIONS_COUNT, TRAPEZOID_MAX_ITERATIONS_COUNT); }
Compute the n-th stage integral of trapezoid 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:
  • baseIntegrator – integrator holding integration parameters
  • n – the stage of 1/2 refinement, n = 0 is no refinement
Throws:
Returns:the value of n-th stage integral
/** * Compute the n-th stage integral of trapezoid 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 baseIntegrator integrator holding integration parameters * @param n the stage of 1/2 refinement, n = 0 is no refinement * @return the value of n-th stage integral * @throws TooManyEvaluationsException if the maximal number of evaluations * is exceeded. */
double stage(final BaseAbstractUnivariateIntegrator baseIntegrator, final int n) throws TooManyEvaluationsException { if (n == 0) { final double max = baseIntegrator.getMax(); final double min = baseIntegrator.getMin(); s = 0.5 * (max - min) * (baseIntegrator.computeObjectiveValue(min) + baseIntegrator.computeObjectiveValue(max)); return s; } else { final long np = 1L << (n-1); // number of new points in this stage double sum = 0; final double max = baseIntegrator.getMax(); final double min = baseIntegrator.getMin(); // spacing between adjacent new points final double spacing = (max - min) / np; double x = min + 0.5 * spacing; // the first new point for (long i = 0; i < np; i++) { sum += baseIntegrator.computeObjectiveValue(x); x += spacing; } // add the new sum to previously calculated result s = 0.5 * (s + sum * spacing); return s; } }
{@inheritDoc}
/** {@inheritDoc} */
@Override protected double doIntegrate() throws MathIllegalArgumentException, TooManyEvaluationsException, MaxCountExceededException { double oldt = stage(this, 0); incrementCount(); while (true) { final int i = getIterations(); final double t = stage(this, i); 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; incrementCount(); } } }