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

Class GaussIntegratorFactory

java.lang.Object

org.apache.commons.math3.analysis.integration.gauss.GaussIntegratorFactory

public class GaussIntegratorFactory
extends java.lang.Object

Class that provides different ways to compute the nodes and weights to be used by the Gaussian integration rule.

Since:

3.1

Field Summary

Fields

Modifier and Type	Field and Description
private BaseRuleFactory<java.lang.Double>	hermite Generator of Gauss-Hermite integrators.
private BaseRuleFactory<java.lang.Double>	legendre Generator of Gauss-Legendre integrators.
private BaseRuleFactory<java.math.BigDecimal>	legendreHighPrecision Generator of Gauss-Legendre integrators.

Constructor Summary

Constructors

Constructor and Description
GaussIntegratorFactory()

Method Summary

Methods

Modifier and Type	Method and Description
private static Pair<double[],double[]>	getRule(BaseRuleFactory<? extends java.lang.Number> factory, int numberOfPoints)
SymmetricGaussIntegrator	hermite(int numberOfPoints) Creates a Gauss-Hermite integrator of the given order.
GaussIntegrator	legendre(int numberOfPoints) Creates a Gauss-Legendre integrator of the given order.
GaussIntegrator	legendre(int numberOfPoints, double lowerBound, double upperBound) Creates a Gauss-Legendre integrator of the given order.
GaussIntegrator	legendreHighPrecision(int numberOfPoints) Creates a Gauss-Legendre integrator of the given order.
GaussIntegrator	legendreHighPrecision(int numberOfPoints, double lowerBound, double upperBound) Creates an integrator of the given order, and whose call to the integrate method will perform an integration on the given interval.
private static Pair<double[],double[]>	transform(Pair<double[],double[]> rule, double a, double b) Performs a change of variable so that the integration can be performed on an arbitrary interval [a, b].

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

legendre

private final BaseRuleFactory<java.lang.Double> legendre

Generator of Gauss-Legendre integrators.

legendreHighPrecision

private final BaseRuleFactory<java.math.BigDecimal> legendreHighPrecision

Generator of Gauss-Legendre integrators.

hermite

private final BaseRuleFactory<java.lang.Double> hermite

Generator of Gauss-Hermite integrators.

Constructor Detail

GaussIntegratorFactory

public GaussIntegratorFactory()

Method Detail

legendre

public GaussIntegrator legendre(int numberOfPoints)

Creates a Gauss-Legendre integrator of the given order. The call to the integrate method will perform an integration on the natural interval [-1 , 1].

Parameters:

numberOfPoints - Order of the integration rule.

Returns:

a Gauss-Legendre integrator.

legendre

public GaussIntegrator legendre(int numberOfPoints,
                       double lowerBound,
                       double upperBound)
                         throws NotStrictlyPositiveException

Creates a Gauss-Legendre integrator of the given order. The call to the integrate method will perform an integration on the given interval.

Parameters:

numberOfPoints - Order of the integration rule.

lowerBound - Lower bound of the integration interval.

upperBound - Upper bound of the integration interval.

Returns:

a Gauss-Legendre integrator.

Throws:

NotStrictlyPositiveException - if number of points is not positive

legendreHighPrecision

public GaussIntegrator legendreHighPrecision(int numberOfPoints)
                                      throws NotStrictlyPositiveException

Creates a Gauss-Legendre integrator of the given order. The call to the integrate method will perform an integration on the natural interval [-1 , 1].

Parameters:

numberOfPoints - Order of the integration rule.

Returns:

a Gauss-Legendre integrator.

Throws:

NotStrictlyPositiveException - if number of points is not positive

legendreHighPrecision

public GaussIntegrator legendreHighPrecision(int numberOfPoints,
                                    double lowerBound,
                                    double upperBound)
                                      throws NotStrictlyPositiveException

Creates an integrator of the given order, and whose call to the integrate method will perform an integration on the given interval.

Parameters:

numberOfPoints - Order of the integration rule.

lowerBound - Lower bound of the integration interval.

upperBound - Upper bound of the integration interval.

Returns:

a Gauss-Legendre integrator.

Throws:

NotStrictlyPositiveException - if number of points is not positive

hermite

public SymmetricGaussIntegrator hermite(int numberOfPoints)

Creates a Gauss-Hermite integrator of the given order. The call to the integrate method will perform a weighted integration on the interval [-&inf;, +&inf;]: the computed value is the improper integral of e-x2 f(x) where f(x) is the function passed to the integrate method.

Parameters:

numberOfPoints - Order of the integration rule.

Returns:

a Gauss-Hermite integrator.

getRule

private static Pair<double[],double[]> getRule(BaseRuleFactory<? extends java.lang.Number> factory,
                              int numberOfPoints)
                                        throws NotStrictlyPositiveException,
                                               DimensionMismatchException

Parameters:

factory - Integration rule factory.

numberOfPoints - Order of the integration rule.

Returns:

the integration nodes and weights.

Throws:

NotStrictlyPositiveException - if number of points is not positive

DimensionMismatchException - if the elements of the rule pair do not have the same length.

transform

private static Pair<double[],double[]> transform(Pair<double[],double[]> rule,
                                double a,
                                double b)

Performs a change of variable so that the integration can be performed on an arbitrary interval [a, b]. It is assumed that the natural interval is [-1, 1].

Parameters:

rule - Original points and weights.

a - Lower bound of the integration interval.

b - Lower bound of the integration interval.

Returns:

the points and weights adapted to the new interval.