Apache Commons Math 3.6.1 · org.apache.commons.math3.analysis.integration.BaseAbstractUnivariateIntegrator

Field Summary

Modifier and Type	Field and Description
private final double	absoluteAccuracy Maximum absolute error.
private IntegerSequence.Incrementor	count The iteration count.
public static final double	DEFAULT_ABSOLUTE_ACCURACY Default absolute accuracy.
public static final int	DEFAULT_MAX_ITERATIONS_COUNT Default maximal iteration count.
public static final int	DEFAULT_MIN_ITERATIONS_COUNT Default minimal iteration count.
public static final double	DEFAULT_RELATIVE_ACCURACY Default relative accuracy.
private IntegerSequence.Incrementor	evaluations The functions evaluation count.
private UnivariateFunction	function Function to integrate.
protected Incrementor	iterations Deprecated as of 3.6, this field has been replaced with `incrementCount()` The iteration count.
private double	max Upper bound for the interval.
private double	min Lower bound for the interval.
private final int	minimalIterationCount minimum number of iterations
private final double	relativeAccuracy Maximum relative error.

Constructor Summary

Access	Constructor and Description
protected	BaseAbstractUnivariateIntegrator(final double relative accuracy of the result relativeAccuracy, final double absolute accuracy of the result absoluteAccuracy, final int minimum number of iterations minimalIterationCount, final int maximum number of iterations maximalIterationCount) Construct an integrator with given accuracies and iteration counts.
protected	BaseAbstractUnivariateIntegrator(final double relative accuracy of the result relativeAccuracy, final double absolute accuracy of the result absoluteAccuracy) Construct an integrator with given accuracies.
protected	BaseAbstractUnivariateIntegrator(final int minimum number of iterations minimalIterationCount, final int maximum number of iterations maximalIterationCount) Construct an integrator with given iteration counts.

Method Summary

Modifier and Type	Method and Description
protected double	Returns: the objective function value at specified point. computeObjectiveValue(final double Point at which the objective function must be evaluated. point) Compute the objective function value.
protected abstract double	Returns: the root. doIntegrate() Method for implementing actual integration algorithms in derived classes.
public double	getAbsoluteAccuracy() Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getAbsoluteAccuracy. Get the absolute accuracy.
public int	getEvaluations() Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getEvaluations. Get the number of function evaluations of the last run of the integrator.
public int	getIterations() Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getIterations. Get the number of iterations of the last run of the integrator.
protected double	Returns: the upper bound. getMax()
public int	getMaximalIterationCount() Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getMaximalIterationCount. Get the upper limit for the number of iterations.
protected double	Returns: the lower bound. getMin()
public int	getMinimalIterationCount() Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getMinimalIterationCount. Get the min limit for the number of iterations.
public double	getRelativeAccuracy() Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getRelativeAccuracy. Get the relative accuracy.
protected void	incrementCount() Increment the number of iterations.
public double	integrate(final int Maximum number of evaluations. maxEval, final UnivariateFunction the integrand function f, final double the lower bound for the interval lower, final double the upper bound for the interval upper) Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.integrate. Integrate the function in the given interval.
protected void	setup(final int Maximum number of evaluations. maxEval, final UnivariateFunction the integrand function f, final double the min bound for the interval lower, final double the upper bound for the interval upper) Prepare for computation.

Inherited from java.lang.Object:: clone equals finalize getClass hashCode notify notifyAll toString wait wait wait

Field Detail

absoluteAccuracy	back to summary
private final double absoluteAccuracy Maximum absolute error.

count	back to summary
private IntegerSequence.Incrementor count The iteration count.

DEFAULT_ABSOLUTE_ACCURACY	back to summary
public static final double DEFAULT_ABSOLUTE_ACCURACY Default absolute accuracy.

DEFAULT_MAX_ITERATIONS_COUNT	back to summary
public static final int DEFAULT_MAX_ITERATIONS_COUNT Default maximal iteration count.

DEFAULT_MIN_ITERATIONS_COUNT	back to summary
public static final int DEFAULT_MIN_ITERATIONS_COUNT Default minimal iteration count.

DEFAULT_RELATIVE_ACCURACY	back to summary
public static final double DEFAULT_RELATIVE_ACCURACY Default relative accuracy.

evaluations	back to summary
private IntegerSequence.Incrementor evaluations The functions evaluation count.

function	back to summary
private UnivariateFunction function Function to integrate.

iterations	back to summary
protected Incrementor iterations Deprecated as of 3.6, this field has been replaced with `incrementCount()` The iteration count. Annotations @Deprecated

max	back to summary
private double max Upper bound for the interval.

min	back to summary
private double min Lower bound for the interval.

minimalIterationCount	back to summary
private final int minimalIterationCount minimum number of iterations

relativeAccuracy	back to summary
private final double relativeAccuracy Maximum relative error.

Constructor Detail

BaseAbstractUnivariateIntegrator back to summary

BaseAbstractUnivariateIntegrator	back to summary
protected BaseAbstractUnivariateIntegrator(final double relativeAccuracy, final double absoluteAccuracy, final int minimalIterationCount, final int maximalIterationCount) throws NotStrictlyPositiveException, NumberIsTooSmallException Construct an integrator with given accuracies and iteration counts. The meanings of the various parameters are: relative accuracy: this is used to stop iterations if the absolute accuracy can't be achieved due to large values or short mantissa length. If this should be the primary criterion for convergence rather then a safety measure, set the absolute accuracy to a ridiculously small value, like `Precision.SAFE_MIN`. absolute accuracy: The default is usually chosen so that results in the interval -10..-0.1 and +0.1..+10 can be found with a reasonable accuracy. If the expected absolute value of your results is of much smaller magnitude, set this to a smaller value. minimum number of iterations: minimal iteration is needed to avoid false early convergence, e.g. the sample points happen to be zeroes of the function. Users can use the default value or choose one that they see as appropriate. maximum number of iterations: usually a high iteration count indicates convergence problems. However, the "reasonable value" varies widely for different algorithms. Users are advised to use the default value supplied by the algorithm. Parameters relativeAccuracy:double relative accuracy of the result absoluteAccuracy:double absolute accuracy of the result minimalIterationCount:int minimum number of iterations maximalIterationCount:int maximum number of iterations Exceptions NotStrictlyPositiveException: if minimal number of iterations is not strictly positive NumberIsTooSmallException: if maximal number of iterations is lesser than or equal to the minimal number of iterations

protected BaseAbstractUnivariateIntegrator(final double relativeAccuracy, final double absoluteAccuracy, final int minimalIterationCount, final int maximalIterationCount) throws NotStrictlyPositiveException, NumberIsTooSmallException

Construct an integrator with given accuracies and iteration counts.

The meanings of the various parameters are:

relative accuracy: this is used to stop iterations if the absolute accuracy can't be achieved due to large values or short mantissa length. If this should be the primary criterion for convergence rather then a safety measure, set the absolute accuracy to a ridiculously small value, like Precision.SAFE_MIN.
absolute accuracy: The default is usually chosen so that results in the interval -10..-0.1 and +0.1..+10 can be found with a reasonable accuracy. If the expected absolute value of your results is of much smaller magnitude, set this to a smaller value.
minimum number of iterations: minimal iteration is needed to avoid false early convergence, e.g. the sample points happen to be zeroes of the function. Users can use the default value or choose one that they see as appropriate.
maximum number of iterations: usually a high iteration count indicates convergence problems. However, the "reasonable value" varies widely for different algorithms. Users are advised to use the default value supplied by the algorithm.

Parameters

relativeAccuracy:double: relative accuracy of the result
absoluteAccuracy:double: absolute accuracy of the result
minimalIterationCount:int: minimum number of iterations
maximalIterationCount:int: maximum number of iterations

Exceptions

NotStrictlyPositiveException:: if minimal number of iterations is not strictly positive
NumberIsTooSmallException:: if maximal number of iterations is lesser than or equal to the minimal number of iterations

BaseAbstractUnivariateIntegrator	back to summary
protected BaseAbstractUnivariateIntegrator(final double relativeAccuracy, final double absoluteAccuracy) Construct an integrator with given accuracies. Parameters relativeAccuracy:double relative accuracy of the result absoluteAccuracy:double absolute accuracy of the result

BaseAbstractUnivariateIntegrator

back to summary

protected BaseAbstractUnivariateIntegrator(final double relativeAccuracy, final double absoluteAccuracy)

Construct an integrator with given accuracies.

Parameters

relativeAccuracy:double: relative accuracy of the result
absoluteAccuracy:double: absolute accuracy of the result

BaseAbstractUnivariateIntegrator	back to summary
protected BaseAbstractUnivariateIntegrator(final int minimalIterationCount, final int maximalIterationCount) throws NotStrictlyPositiveException, NumberIsTooSmallException Construct an integrator with given iteration counts. Parameters minimalIterationCount:int minimum number of iterations maximalIterationCount:int maximum number of iterations Exceptions NotStrictlyPositiveException: if minimal number of iterations is not strictly positive NumberIsTooSmallException: if maximal number of iterations is lesser than or equal to the minimal number of iterations

BaseAbstractUnivariateIntegrator

back to summary

protected BaseAbstractUnivariateIntegrator(final int minimalIterationCount, final int maximalIterationCount) throws NotStrictlyPositiveException, NumberIsTooSmallException

Construct an integrator with given iteration counts.

Parameters

minimalIterationCount:int: minimum number of iterations
maximalIterationCount:int: maximum number of iterations

Exceptions

NotStrictlyPositiveException:: if minimal number of iterations is not strictly positive
NumberIsTooSmallException:: if maximal number of iterations is lesser than or equal to the minimal number of iterations

Method Detail

computeObjectiveValue	back to summary
protected double computeObjectiveValue(final double point) throws TooManyEvaluationsException Compute the objective function value. Parameters point:double Point at which the objective function must be evaluated. Returns:double the objective function value at specified point. Exceptions TooManyEvaluationsException: if the maximal number of function evaluations is exceeded.

computeObjectiveValue

back to summary

protected double computeObjectiveValue(final double point) throws TooManyEvaluationsException

Compute the objective function value.

Parameters

point:double: Point at which the objective function must be evaluated.

Returns:double

the objective function value at specified point.

Exceptions

TooManyEvaluationsException:: if the maximal number of function evaluations is exceeded.

doIntegrate	back to summary
protected abstract double doIntegrate() throws TooManyEvaluationsException, MaxCountExceededException Method for implementing actual integration algorithms in derived classes. Returns:double the root. Exceptions TooManyEvaluationsException: if the maximal number of evaluations is exceeded. MaxCountExceededException: if the maximum iteration count is exceeded or the integrator detects convergence problems otherwise

doIntegrate

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protected abstract double doIntegrate() throws TooManyEvaluationsException, MaxCountExceededException

Method for implementing actual integration algorithms in derived classes.

Returns:double

the root.

Exceptions

TooManyEvaluationsException:: if the maximal number of evaluations is exceeded.
MaxCountExceededException:: if the maximum iteration count is exceeded or the integrator detects convergence problems otherwise

getAbsoluteAccuracy	back to summary
public double getAbsoluteAccuracy() Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getAbsoluteAccuracy. Doc from org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getAbsoluteAccuracy. Get the absolute accuracy. Returns:double the accuracy

getAbsoluteAccuracy

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public double getAbsoluteAccuracy()

Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getAbsoluteAccuracy.

Doc from org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getAbsoluteAccuracy.

Get the absolute accuracy.

Returns:double: the accuracy

getEvaluations	back to summary
public int getEvaluations() Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getEvaluations. Doc from org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getEvaluations. Get the number of function evaluations of the last run of the integrator. Returns:int number of function evaluations

getEvaluations

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public int getEvaluations()

Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getEvaluations.

Doc from org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getEvaluations.

Get the number of function evaluations of the last run of the integrator.

Returns:int: number of function evaluations

getIterations	back to summary
public int getIterations() Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getIterations. Doc from org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getIterations. Get the number of iterations of the last run of the integrator. Returns:int number of iterations

getIterations

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public int getIterations()

Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getIterations.

Doc from org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getIterations.

Get the number of iterations of the last run of the integrator.

Returns:int: number of iterations

getMax	back to summary
protected double getMax() Returns:double the upper bound.

getMaximalIterationCount	back to summary
public int getMaximalIterationCount() Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getMaximalIterationCount. Doc from org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getMaximalIterationCount. Get the upper limit for the number of iterations. Returns:int the actual upper limit

getMaximalIterationCount

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public int getMaximalIterationCount()

Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getMaximalIterationCount.

Doc from org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getMaximalIterationCount.

Get the upper limit for the number of iterations.

Returns:int: the actual upper limit

getMin	back to summary
protected double getMin() Returns:double the lower bound.

getMinimalIterationCount	back to summary
public int getMinimalIterationCount() Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getMinimalIterationCount. Doc from org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getMinimalIterationCount. Get the min limit for the number of iterations. Returns:int the actual min limit

getMinimalIterationCount

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public int getMinimalIterationCount()

Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getMinimalIterationCount.

Doc from org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getMinimalIterationCount.

Get the min limit for the number of iterations.

Returns:int: the actual min limit

getRelativeAccuracy	back to summary
public double getRelativeAccuracy() Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getRelativeAccuracy. Doc from org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getRelativeAccuracy. Get the relative accuracy. Returns:double the accuracy

getRelativeAccuracy

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public double getRelativeAccuracy()

Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getRelativeAccuracy.

Doc from org.apache.commons.math3.analysis.integration.UnivariateIntegrator.getRelativeAccuracy.

Get the relative accuracy.

Returns:double: the accuracy

incrementCount	back to summary
protected void incrementCount() throws MaxCountExceededException Increment the number of iterations. Exceptions MaxCountExceededException: if the number of iterations exceeds the allowed maximum number

incrementCount

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protected void incrementCount() throws MaxCountExceededException

Increment the number of iterations.

Exceptions

MaxCountExceededException:: if the number of iterations exceeds the allowed maximum number

integrate back to summary

integrate	back to summary
public double integrate(final int maxEval, final UnivariateFunction f, final double lower, final double upper) throws TooManyEvaluationsException, MaxCountExceededException, MathIllegalArgumentException, NullArgumentException Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.integrate. Doc from org.apache.commons.math3.analysis.integration.UnivariateIntegrator.integrate. Integrate the function in the given interval. Parameters maxEval:int Maximum number of evaluations. f:UnivariateFunction the integrand function lower:double the lower bound for the interval upper:double the upper bound for the interval Returns:double the value of integral Exceptions TooManyEvaluationsException: if the maximum number of function evaluations is exceeded MaxCountExceededException: if the maximum iteration count is exceeded or the integrator detects convergence problems otherwise MathIllegalArgumentException: if `min > max` or the endpoints do not satisfy the requirements specified by the integrator NullArgumentException: if `f` is `null`.

public double integrate(final int maxEval, final UnivariateFunction f, final double lower, final double upper) throws TooManyEvaluationsException, MaxCountExceededException, MathIllegalArgumentException, NullArgumentException

Implements org.apache.commons.math3.analysis.integration.UnivariateIntegrator.integrate.

Doc from org.apache.commons.math3.analysis.integration.UnivariateIntegrator.integrate.

Integrate the function in the given interval.

Parameters

maxEval:int: Maximum number of evaluations.
f:UnivariateFunction: the integrand function
lower:double: the lower bound for the interval
upper:double: the upper bound for the interval

Returns:double

the value of integral

Exceptions

TooManyEvaluationsException:: if the maximum number of function evaluations is exceeded
MaxCountExceededException:: if the maximum iteration count is exceeded or the integrator detects convergence problems otherwise
MathIllegalArgumentException:: if min > max or the endpoints do not satisfy the requirements specified by the integrator
NullArgumentException:: if f is null.

setup back to summary

setup	back to summary
protected void setup(final int maxEval, final UnivariateFunction f, final double lower, final double upper) throws NullArgumentException, MathIllegalArgumentException Prepare for computation. Subclasses must call this method if they override any of the `solve` methods. Parameters maxEval:int Maximum number of evaluations. f:UnivariateFunction the integrand function lower:double the min bound for the interval upper:double the upper bound for the interval Exceptions NullArgumentException: if `f` is `null`. MathIllegalArgumentException: if `min >= max`.

protected void setup(final int maxEval, final UnivariateFunction f, final double lower, final double upper) throws NullArgumentException, MathIllegalArgumentException

Prepare for computation. Subclasses must call this method if they override any of the solve methods.

Parameters

maxEval:int: Maximum number of evaluations.
f:UnivariateFunction: the integrand function
lower:double: the min bound for the interval
upper:double: the upper bound for the interval

Exceptions

NullArgumentException:: if f is null.
MathIllegalArgumentException:: if min >= max.

public abstract Class BaseAbstractUnivariateIntegrator

Field Summary

Constructor Summary

Method Summary

Field Detail

Constructor Detail

Method Detail