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

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

Access	Constructor and Description
public	GaussIntegratorFactory()

Method Summary

Modifier and Type	Method and Description
private static Pair<double[], double[]>	Returns: the integration nodes and weights. getRule(BaseRuleFactory<? extends Number> Integration rule factory. factory, int Order of the integration rule. numberOfPoints)
public SymmetricGaussIntegrator	Returns: a Gauss-Hermite integrator. hermite(int Order of the integration rule. numberOfPoints) Creates a Gauss-Hermite integrator of the given order.
public GaussIntegrator	Returns: a Gauss-Legendre integrator. legendre(int Order of the integration rule. numberOfPoints) Creates a Gauss-Legendre integrator of the given order.
public GaussIntegrator	Returns: a Gauss-Legendre integrator. legendre(int Order of the integration rule. numberOfPoints, double Lower bound of the integration interval. lowerBound, double Upper bound of the integration interval. upperBound) Creates a Gauss-Legendre integrator of the given order.
public GaussIntegrator	Returns: a Gauss-Legendre integrator. legendreHighPrecision(int Order of the integration rule. numberOfPoints) Creates a Gauss-Legendre integrator of the given order.
public GaussIntegrator	Returns: a Gauss-Legendre integrator. legendreHighPrecision(int Order of the integration rule. numberOfPoints, double Lower bound of the integration interval. lowerBound, double Upper bound of the integration interval. 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[]>	Returns: the points and weights adapted to the new interval. transform(Pair<double[], double[]> Original points and weights. rule, double Lower bound of the integration interval. a, double Lower bound of the integration interval. b) Performs a change of variable so that the integration can be performed on an arbitrary interval `[a, b]`.

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

hermite	back to summary
private final BaseRuleFactory<Double> hermite Generator of Gauss-Hermite integrators.

legendre	back to summary
private final BaseRuleFactory<Double> legendre Generator of Gauss-Legendre integrators.

legendreHighPrecision	back to summary
private final BaseRuleFactory<BigDecimal> legendreHighPrecision Generator of Gauss-Legendre integrators.

GaussIntegratorFactory	back to summary
public GaussIntegratorFactory()

Method Detail

getRule	back to summary
private static Pair<double[], double[]> getRule(BaseRuleFactory<? extends Number> factory, int numberOfPoints) throws NotStrictlyPositiveException, DimensionMismatchException Parameters factory:BaseRuleFactory<? extends Number> Integration rule factory. numberOfPoints:int Order of the integration rule. Returns:Pair<double[], double[]> the integration nodes and weights. Exceptions NotStrictlyPositiveException: if number of points is not positive DimensionMismatchException: if the elements of the rule pair do not have the same length.

getRule

back to summary

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

Parameters

factory:BaseRuleFactory<? extends Number>: Integration rule factory.
numberOfPoints:int: Order of the integration rule.

Returns:Pair<double[], double[]>

the integration nodes and weights.

Exceptions

NotStrictlyPositiveException:: if number of points is not positive
DimensionMismatchException:: if the elements of the rule pair do not have the same length.

hermite back to summary

hermite	back to summary
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 \([-\infty, +\infty]\): the computed value is the improper integral of \(e^{-x^2}f(x)\) where \(f(x)\) is the function passed to the `integrate` method. Parameters numberOfPoints:int Order of the integration rule. Returns:SymmetricGaussIntegrator a Gauss-Hermite integrator.

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 \([-\infty, +\infty]\): the computed value is the improper integral of \(e^{-x^2}f(x)\) where \(f(x)\) is the function passed to the integrate method.

Parameters

numberOfPoints:int: Order of the integration rule.

Returns:SymmetricGaussIntegrator

a Gauss-Hermite integrator.

legendre back to summary

legendre	back to summary
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:int Order of the integration rule. Returns:GaussIntegrator a Gauss-Legendre integrator.

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:int: Order of the integration rule.

Returns:GaussIntegrator

a Gauss-Legendre integrator.

legendre back to summary

legendre	back to summary
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:int Order of the integration rule. lowerBound:double Lower bound of the integration interval. upperBound:double Upper bound of the integration interval. Returns:GaussIntegrator a Gauss-Legendre integrator. Exceptions NotStrictlyPositiveException: if number of points is not positive

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:int: Order of the integration rule.
lowerBound:double: Lower bound of the integration interval.
upperBound:double: Upper bound of the integration interval.

Returns:GaussIntegrator

a Gauss-Legendre integrator.

Exceptions

NotStrictlyPositiveException:: if number of points is not positive

legendreHighPrecision back to summary

legendreHighPrecision	back to summary
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:int Order of the integration rule. Returns:GaussIntegrator a Gauss-Legendre integrator. Exceptions NotStrictlyPositiveException: if number of points is not positive

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:int: Order of the integration rule.

Returns:GaussIntegrator

a Gauss-Legendre integrator.

Exceptions

NotStrictlyPositiveException:: if number of points is not positive

legendreHighPrecision back to summary

legendreHighPrecision	back to summary
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:int Order of the integration rule. lowerBound:double Lower bound of the integration interval. upperBound:double Upper bound of the integration interval. Returns:GaussIntegrator a Gauss-Legendre integrator. Exceptions NotStrictlyPositiveException: if number of points is not positive

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:int: Order of the integration rule.
lowerBound:double: Lower bound of the integration interval.
upperBound:double: Upper bound of the integration interval.

Returns:GaussIntegrator

a Gauss-Legendre integrator.

Exceptions

NotStrictlyPositiveException:: if number of points is not positive

transform back to summary

transform	back to summary
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:Pair<double[], double[]> Original points and weights. a:double Lower bound of the integration interval. b:double Lower bound of the integration interval. Returns:Pair<double[], double[]> the points and weights adapted to the new 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]. It is assumed that the natural interval is [-1, 1].

Parameters

rule:Pair<double[], double[]>: Original points and weights.
a:double: Lower bound of the integration interval.
b:double: Lower bound of the integration interval.

Returns:Pair<double[], double[]>

the points and weights adapted to the new interval.

public Class GaussIntegratorFactory

Field Summary

Constructor Summary

Method Summary

Field Detail

Constructor Detail

Method Detail