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

import org.apache.commons.math3.analysis.UnivariateFunction;
import org.apache.commons.math3.exception.DimensionMismatchException;
import org.apache.commons.math3.exception.NonMonotonicSequenceException;
import org.apache.commons.math3.util.Pair;

This class's implements integrate method assuming that the integral is symmetric about 0. This allows to reduce numerical errors.
Since:3.3
/** * This class's implements {@link #integrate(UnivariateFunction) integrate} * method assuming that the integral is symmetric about 0. * This allows to reduce numerical errors. * * @since 3.3 */
public class SymmetricGaussIntegrator extends GaussIntegrator {
Creates an integrator from the given points and weights. The integration interval is defined by the first and last value of points which must be sorted in increasing order.
Params:
  • points – Integration points.
  • weights – Weights of the corresponding integration nodes.
Throws:
/** * Creates an integrator from the given {@code points} and {@code weights}. * The integration interval is defined by the first and last value of * {@code points} which must be sorted in increasing order. * * @param points Integration points. * @param weights Weights of the corresponding integration nodes. * @throws NonMonotonicSequenceException if the {@code points} are not * sorted in increasing order. * @throws DimensionMismatchException if points and weights don't have the same length */
public SymmetricGaussIntegrator(double[] points, double[] weights) throws NonMonotonicSequenceException, DimensionMismatchException { super(points, weights); }
Creates an integrator from the given pair of points (first element of the pair) and weights (second element of the pair.
Params:
  • pointsAndWeights – Integration points and corresponding weights.
Throws:
See Also:
/** * Creates an integrator from the given pair of points (first element of * the pair) and weights (second element of the pair. * * @param pointsAndWeights Integration points and corresponding weights. * @throws NonMonotonicSequenceException if the {@code points} are not * sorted in increasing order. * * @see #SymmetricGaussIntegrator(double[], double[]) */
public SymmetricGaussIntegrator(Pair<double[], double[]> pointsAndWeights) throws NonMonotonicSequenceException { this(pointsAndWeights.getFirst(), pointsAndWeights.getSecond()); }
{@inheritDoc}
/** * {@inheritDoc} */
@Override public double integrate(UnivariateFunction f) { final int ruleLength = getNumberOfPoints(); if (ruleLength == 1) { return getWeight(0) * f.value(0d); } final int iMax = ruleLength / 2; double s = 0; double c = 0; for (int i = 0; i < iMax; i++) { final double p = getPoint(i); final double w = getWeight(i); final double f1 = f.value(p); final double f2 = f.value(-p); final double y = w * (f1 + f2) - c; final double t = s + y; c = (t - s) - y; s = t; } if (ruleLength % 2 != 0) { final double w = getWeight(iMax); final double y = w * f.value(0d) - c; final double t = s + y; s = t; } return s; } }