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Statistical sampling library for use in virtdata libraries, based
on apache commons math 4
/*
* 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.analysis.UnivariateFunction;
import org.apache.commons.math4.exception.MathIllegalArgumentException;
import org.apache.commons.math4.exception.MaxCountExceededException;
import org.apache.commons.math4.exception.NullArgumentException;
import org.apache.commons.math4.exception.TooManyEvaluationsException;
/**
* Interface for univariate real integration algorithms.
*
* @since 1.2
*/
public interface UnivariateIntegrator {
/**
* Get the relative accuracy.
*
* @return the accuracy
*/
double getRelativeAccuracy();
/**
* Get the absolute accuracy.
*
* @return the accuracy
*/
double getAbsoluteAccuracy();
/**
* Get the min limit for the number of iterations.
*
* @return the actual min limit
*/
int getMinimalIterationCount();
/**
* Get the upper limit for the number of iterations.
*
* @return the actual upper limit
*/
int getMaximalIterationCount();
/**
* Integrate the function in the given interval.
*
* @param maxEval Maximum number of evaluations.
* @param f the integrand function
* @param min the lower bound for the interval
* @param max the upper bound for the interval
* @return the value of integral
* @throws TooManyEvaluationsException if the maximum number of function
* evaluations is exceeded
* @throws MaxCountExceededException if the maximum iteration count is exceeded
* or the integrator detects convergence problems otherwise
* @throws MathIllegalArgumentException if {@code min > max} or the endpoints do not
* satisfy the requirements specified by the integrator
* @throws NullArgumentException if {@code f} is {@code null}.
*/
double integrate(int maxEval, UnivariateFunction f, double min,
double max)
throws TooManyEvaluationsException, MaxCountExceededException,
MathIllegalArgumentException, NullArgumentException;
/**
* Get the number of function evaluations of the last run of the integrator.
*
* @return number of function evaluations
*/
int getEvaluations();
/**
* Get the number of iterations of the last run of the integrator.
*
* @return number of iterations
*/
int getIterations();
}