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org.apache.commons.math4.analysis.integration.MidPointIntegrator Maven / Gradle / Ivy

/*
 * 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.math4.analysis.integration;

import org.apache.commons.math4.exception.MathIllegalArgumentException;
import org.apache.commons.math4.exception.MaxCountExceededException;
import org.apache.commons.math4.exception.NotStrictlyPositiveException;
import org.apache.commons.math4.exception.NumberIsTooLargeException;
import org.apache.commons.math4.exception.NumberIsTooSmallException;
import org.apache.commons.math4.exception.TooManyEvaluationsException;
import org.apache.commons.math4.util.FastMath;

/**
 * Implements the 
 * Midpoint Rule for integration of real univariate functions. For
 * reference, see Numerical Mathematics, ISBN 0387989595,
 * chapter 9.2.
 * 

 * The function should be integrable.
 *
 * @since 3.3
 */
public class MidPointIntegrator extends BaseAbstractUnivariateIntegrator {

    /** Maximum number of iterations for midpoint. */
    public static final int MIDPOINT_MAX_ITERATIONS_COUNT = 64;

    /**
     * Build a midpoint 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 #MIDPOINT_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 #MIDPOINT_MAX_ITERATIONS_COUNT}
     */
    public MidPointIntegrator(final double relativeAccuracy,
                              final double absoluteAccuracy,
                              final int minimalIterationCount,
                              final int maximalIterationCount)
        throws NotStrictlyPositiveException, NumberIsTooSmallException, NumberIsTooLargeException {
        super(relativeAccuracy, absoluteAccuracy, minimalIterationCount, maximalIterationCount);
        if (maximalIterationCount > MIDPOINT_MAX_ITERATIONS_COUNT) {
            throw new NumberIsTooLargeException(maximalIterationCount,
                                                MIDPOINT_MAX_ITERATIONS_COUNT, false);
        }
    }

    /**
     * Build a midpoint 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 #MIDPOINT_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 #MIDPOINT_MAX_ITERATIONS_COUNT}
     */
    public MidPointIntegrator(final int minimalIterationCount,
                              final int maximalIterationCount)
        throws NotStrictlyPositiveException, NumberIsTooSmallException, NumberIsTooLargeException {
        super(minimalIterationCount, maximalIterationCount);
        if (maximalIterationCount > MIDPOINT_MAX_ITERATIONS_COUNT) {
            throw new NumberIsTooLargeException(maximalIterationCount,
                                                MIDPOINT_MAX_ITERATIONS_COUNT, false);
        }
    }

    /**
     * Construct a midpoint integrator with default settings.
     * (max iteration count set to {@link #MIDPOINT_MAX_ITERATIONS_COUNT})
     */
    public MidPointIntegrator() {
        super(DEFAULT_MIN_ITERATIONS_COUNT, MIDPOINT_MAX_ITERATIONS_COUNT);
    }

    /**
     * Compute the n-th stage integral of midpoint 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.
     *
     * @param n the stage of 1/2 refinement. Must be larger than 0.
     * @param previousStageResult Result from the previous call to the
     * {@code stage} method.
     * @param min Lower bound of the integration interval.
     * @param diffMaxMin Difference between the lower bound and upper bound
     * of the integration interval.
     * @return the value of n-th stage integral
     * @throws TooManyEvaluationsException if the maximal number of evaluations
     * is exceeded.
     */
    private double stage(final int n,
                         double previousStageResult,
                         double min,
                         double diffMaxMin)
        throws TooManyEvaluationsException {

        // number of new points in this stage
        final long np = 1L << (n - 1);
        double sum = 0;

        // spacing between adjacent new points
        final double spacing = diffMaxMin / np;

        // the first new point
        double x = min + 0.5 * spacing;
        for (long i = 0; i < np; i++) {
            sum += computeObjectiveValue(x);
            x += spacing;
        }
        // add the new sum to previously calculated result
        return 0.5 * (previousStageResult + sum * spacing);
    }


    /** {@inheritDoc} */
    @Override
    protected double doIntegrate()
        throws MathIllegalArgumentException, TooManyEvaluationsException, MaxCountExceededException {

        final double min = getMin();
        final double diff = getMax() - min;
        final double midPoint = min + 0.5 * diff;

        double oldt = diff * computeObjectiveValue(midPoint);

        while (true) {
            iterations.incrementCount();
            final int i = iterations.getCount();
            final double t = stage(i, oldt, min, diff);
            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;
        }

    }

}