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/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.commons.math.analysis.integration;
import org.apache.commons.math.FunctionEvaluationException;
import org.apache.commons.math.MathRuntimeException;
import org.apache.commons.math.MaxIterationsExceededException;
import org.apache.commons.math.analysis.UnivariateRealFunction;
import org.apache.commons.math.exception.util.LocalizedFormats;
import org.apache.commons.math.util.FastMath;
/**
* Implements the
* Trapezoidal Rule for integration of real univariate functions. For
* reference, see Introduction to Numerical Analysis, ISBN 038795452X,
* chapter 3.
*
* The function should be integrable.
*
* @version $Revision: 1070725 $ $Date: 2011-02-15 02:31:12 +0100 (mar. 15 févr. 2011) $
* @since 1.2
*/
public class TrapezoidIntegrator extends UnivariateRealIntegratorImpl {
/** Intermediate result. */
private double s;
/**
* Construct an integrator for the given function.
*
* @param f function to integrate
* @deprecated as of 2.0 the integrand function is passed as an argument
* to the {@link #integrate(UnivariateRealFunction, double, double)}method.
*/
@Deprecated
public TrapezoidIntegrator(UnivariateRealFunction f) {
super(f, 64);
}
/**
* Construct an integrator.
*/
public TrapezoidIntegrator() {
super(64);
}
/**
* 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
* alrealy computed values.
*
* @param f the integrand function
* @param min the lower bound for the interval
* @param max the upper bound for the interval
* @param n the stage of 1/2 refinement, n = 0 is no refinement
* @return the value of n-th stage integral
* @throws FunctionEvaluationException if an error occurs evaluating the function
*/
double stage(final UnivariateRealFunction f,
final double min, final double max, final int n)
throws FunctionEvaluationException {
if (n == 0) {
s = 0.5 * (max - min) * (f.value(min) + f.value(max));
return s;
} else {
final long np = 1L << (n-1); // number of new points in this stage
double sum = 0;
final double spacing = (max - min) / np; // spacing between adjacent new points
double x = min + 0.5 * spacing; // the first new point
for (long i = 0; i < np; i++) {
sum += f.value(x);
x += spacing;
}
// add the new sum to previously calculated result
s = 0.5 * (s + sum * spacing);
return s;
}
}
/** {@inheritDoc} */
@Deprecated
public double integrate(final double min, final double max)
throws MaxIterationsExceededException, FunctionEvaluationException, IllegalArgumentException {
return integrate(f, min, max);
}
/** {@inheritDoc} */
public double integrate(final UnivariateRealFunction f, final double min, final double max)
throws MaxIterationsExceededException, FunctionEvaluationException, IllegalArgumentException {
clearResult();
verifyInterval(min, max);
verifyIterationCount();
double oldt = stage(f, min, max, 0);
for (int i = 1; i <= maximalIterationCount; ++i) {
final double t = stage(f, min, max, i);
if (i >= minimalIterationCount) {
final double delta = FastMath.abs(t - oldt);
final double rLimit =
relativeAccuracy * (FastMath.abs(oldt) + FastMath.abs(t)) * 0.5;
if ((delta <= rLimit) || (delta <= absoluteAccuracy)) {
setResult(t, i);
return result;
}
}
oldt = t;
}
throw new MaxIterationsExceededException(maximalIterationCount);
}
/** {@inheritDoc} */
@Override
protected void verifyIterationCount() throws IllegalArgumentException {
super.verifyIterationCount();
// at most 64 bisection refinements
if (maximalIterationCount > 64) {
throw MathRuntimeException.createIllegalArgumentException(
LocalizedFormats.INVALID_ITERATIONS_LIMITS,
0, 64);
}
}
}
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