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 *      http://www.apache.org/licenses/LICENSE-2.0
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package org.apache.commons.math3.analysis.integration.gauss;

import java.math.BigDecimal;
import java.math.MathContext;

import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.util.Pair;

Factory that creates Gauss-type quadrature rule using Legendre polynomials. In this implementation, the lower and upper bounds of the natural interval of integration are -1 and 1, respectively. The Legendre polynomials are evaluated using the recurrence relation presented in Abramowitz and Stegun, 1964.
Since:3.1
/** * Factory that creates Gauss-type quadrature rule using Legendre polynomials. * In this implementation, the lower and upper bounds of the natural interval * of integration are -1 and 1, respectively. * The Legendre polynomials are evaluated using the recurrence relation * presented in <a href="http://en.wikipedia.org/wiki/Abramowitz_and_Stegun"> * Abramowitz and Stegun, 1964</a>. * * @since 3.1 */
public class LegendreHighPrecisionRuleFactory extends BaseRuleFactory<BigDecimal> {
Settings for enhanced precision computations.
/** Settings for enhanced precision computations. */
private final MathContext mContext;
The number 2.
/** The number {@code 2}. */
private final BigDecimal two;
The number -1.
/** The number {@code -1}. */
private final BigDecimal minusOne;
The number 0.5.
/** The number {@code 0.5}. */
private final BigDecimal oneHalf;
Default precision is DECIMAL128.
/** * Default precision is {@link MathContext#DECIMAL128 DECIMAL128}. */
public LegendreHighPrecisionRuleFactory() { this(MathContext.DECIMAL128); }
Params:
  • mContext – Precision setting for computing the quadrature rules.
/** * @param mContext Precision setting for computing the quadrature rules. */
public LegendreHighPrecisionRuleFactory(MathContext mContext) { this.mContext = mContext; two = new BigDecimal("2", mContext); minusOne = new BigDecimal("-1", mContext); oneHalf = new BigDecimal("0.5", mContext); }
{@inheritDoc}
/** {@inheritDoc} */
@Override protected Pair<BigDecimal[], BigDecimal[]> computeRule(int numberOfPoints) throws DimensionMismatchException { if (numberOfPoints == 1) { // Break recursion. return new Pair<BigDecimal[], BigDecimal[]>(new BigDecimal[] { BigDecimal.ZERO }, new BigDecimal[] { two }); } // Get previous rule. // If it has not been computed yet it will trigger a recursive call // to this method. final BigDecimal[] previousPoints = getRuleInternal(numberOfPoints - 1).getFirst(); // Compute next rule. final BigDecimal[] points = new BigDecimal[numberOfPoints]; final BigDecimal[] weights = new BigDecimal[numberOfPoints]; // Find i-th root of P[n+1] by bracketing. final int iMax = numberOfPoints / 2; for (int i = 0; i < iMax; i++) { // Lower-bound of the interval. BigDecimal a = (i == 0) ? minusOne : previousPoints[i - 1]; // Upper-bound of the interval. BigDecimal b = (iMax == 1) ? BigDecimal.ONE : previousPoints[i]; // P[j-1](a) BigDecimal pma = BigDecimal.ONE; // P[j](a) BigDecimal pa = a; // P[j-1](b) BigDecimal pmb = BigDecimal.ONE; // P[j](b) BigDecimal pb = b; for (int j = 1; j < numberOfPoints; j++) { final BigDecimal b_two_j_p_1 = new BigDecimal(2 * j + 1, mContext); final BigDecimal b_j = new BigDecimal(j, mContext); final BigDecimal b_j_p_1 = new BigDecimal(j + 1, mContext); // Compute P[j+1](a) // ppa = ((2 * j + 1) * a * pa - j * pma) / (j + 1); BigDecimal tmp1 = a.multiply(b_two_j_p_1, mContext); tmp1 = pa.multiply(tmp1, mContext); BigDecimal tmp2 = pma.multiply(b_j, mContext); // P[j+1](a) BigDecimal ppa = tmp1.subtract(tmp2, mContext); ppa = ppa.divide(b_j_p_1, mContext); // Compute P[j+1](b) // ppb = ((2 * j + 1) * b * pb - j * pmb) / (j + 1); tmp1 = b.multiply(b_two_j_p_1, mContext); tmp1 = pb.multiply(tmp1, mContext); tmp2 = pmb.multiply(b_j, mContext); // P[j+1](b) BigDecimal ppb = tmp1.subtract(tmp2, mContext); ppb = ppb.divide(b_j_p_1, mContext); pma = pa; pa = ppa; pmb = pb; pb = ppb; } // Now pa = P[n+1](a), and pma = P[n](a). Same holds for b. // Middle of the interval. BigDecimal c = a.add(b, mContext).multiply(oneHalf, mContext); // P[j-1](c) BigDecimal pmc = BigDecimal.ONE; // P[j](c) BigDecimal pc = c; boolean done = false; while (!done) { BigDecimal tmp1 = b.subtract(a, mContext); BigDecimal tmp2 = c.ulp().multiply(BigDecimal.TEN, mContext); done = tmp1.compareTo(tmp2) <= 0; pmc = BigDecimal.ONE; pc = c; for (int j = 1; j < numberOfPoints; j++) { final BigDecimal b_two_j_p_1 = new BigDecimal(2 * j + 1, mContext); final BigDecimal b_j = new BigDecimal(j, mContext); final BigDecimal b_j_p_1 = new BigDecimal(j + 1, mContext); // Compute P[j+1](c) tmp1 = c.multiply(b_two_j_p_1, mContext); tmp1 = pc.multiply(tmp1, mContext); tmp2 = pmc.multiply(b_j, mContext); // P[j+1](c) BigDecimal ppc = tmp1.subtract(tmp2, mContext); ppc = ppc.divide(b_j_p_1, mContext); pmc = pc; pc = ppc; } // Now pc = P[n+1](c) and pmc = P[n](c). if (!done) { if (pa.signum() * pc.signum() <= 0) { b = c; pmb = pmc; pb = pc; } else { a = c; pma = pmc; pa = pc; } c = a.add(b, mContext).multiply(oneHalf, mContext); } } final BigDecimal nP = new BigDecimal(numberOfPoints, mContext); BigDecimal tmp1 = pmc.subtract(c.multiply(pc, mContext), mContext); tmp1 = tmp1.multiply(nP); tmp1 = tmp1.pow(2, mContext); BigDecimal tmp2 = c.pow(2, mContext); tmp2 = BigDecimal.ONE.subtract(tmp2, mContext); tmp2 = tmp2.multiply(two, mContext); tmp2 = tmp2.divide(tmp1, mContext); points[i] = c; weights[i] = tmp2; final int idx = numberOfPoints - i - 1; points[idx] = c.negate(mContext); weights[idx] = tmp2; } // If "numberOfPoints" is odd, 0 is a root. // Note: as written, the test for oddness will work for negative // integers too (although it is not necessary here), preventing // a FindBugs warning. if (numberOfPoints % 2 != 0) { BigDecimal pmc = BigDecimal.ONE; for (int j = 1; j < numberOfPoints; j += 2) { final BigDecimal b_j = new BigDecimal(j, mContext); final BigDecimal b_j_p_1 = new BigDecimal(j + 1, mContext); // pmc = -j * pmc / (j + 1); pmc = pmc.multiply(b_j, mContext); pmc = pmc.divide(b_j_p_1, mContext); pmc = pmc.negate(mContext); } // 2 / pow(numberOfPoints * pmc, 2); final BigDecimal nP = new BigDecimal(numberOfPoints, mContext); BigDecimal tmp1 = pmc.multiply(nP, mContext); tmp1 = tmp1.pow(2, mContext); BigDecimal tmp2 = two.divide(tmp1, mContext); points[iMax] = BigDecimal.ZERO; weights[iMax] = tmp2; } return new Pair<BigDecimal[], BigDecimal[]>(points, weights); } }