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

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 LegendreRuleFactory extends BaseRuleFactory<Double> {
{@inheritDoc}
/** {@inheritDoc} */
@Override protected Pair<Double[], Double[]> computeRule(int numberOfPoints) throws DimensionMismatchException { if (numberOfPoints == 1) { // Break recursion. return new Pair<Double[], Double[]>(new Double[] { 0d }, new Double[] { 2d }); } // Get previous rule. // If it has not been computed yet it will trigger a recursive call // to this method. final Double[] previousPoints = getRuleInternal(numberOfPoints - 1).getFirst(); // Compute next rule. final Double[] points = new Double[numberOfPoints]; final Double[] weights = new Double[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. double a = (i == 0) ? -1 : previousPoints[i - 1].doubleValue(); // Upper-bound of the interval. double b = (iMax == 1) ? 1 : previousPoints[i].doubleValue(); // P[j-1](a) double pma = 1; // P[j](a) double pa = a; // P[j-1](b) double pmb = 1; // P[j](b) double pb = b; for (int j = 1; j < numberOfPoints; j++) { final int two_j_p_1 = 2 * j + 1; final int j_p_1 = j + 1; // P[j+1](a) final double ppa = (two_j_p_1 * a * pa - j * pma) / j_p_1; // P[j+1](b) final double ppb = (two_j_p_1 * b * pb - j * pmb) / j_p_1; 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. double c = 0.5 * (a + b); // P[j-1](c) double pmc = 1; // P[j](c) double pc = c; boolean done = false; while (!done) { done = b - a <= Math.ulp(c); pmc = 1; pc = c; for (int j = 1; j < numberOfPoints; j++) { // P[j+1](c) final double ppc = ((2 * j + 1) * c * pc - j * pmc) / (j + 1); pmc = pc; pc = ppc; } // Now pc = P[n+1](c) and pmc = P[n](c). if (!done) { if (pa * pc <= 0) { b = c; pmb = pmc; pb = pc; } else { a = c; pma = pmc; pa = pc; } c = 0.5 * (a + b); } } final double d = numberOfPoints * (pmc - c * pc); final double w = 2 * (1 - c * c) / (d * d); points[i] = c; weights[i] = w; final int idx = numberOfPoints - i - 1; points[idx] = -c; weights[idx] = w; } // 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) { double pmc = 1; for (int j = 1; j < numberOfPoints; j += 2) { pmc = -j * pmc / (j + 1); } final double d = numberOfPoints * pmc; final double w = 2 / (d * d); points[iMax] = 0d; weights[iMax] = w; } return new Pair<Double[], Double[]>(points, weights); } }