jsat.math.integration

Class AdaptiveSimpson

java.lang.Object

jsat.math.integration.AdaptiveSimpson

public class AdaptiveSimpson
extends java.lang.Object

This class provides an implementation of the Adaptive Simpson method for numerically computing an integral

Constructor Summary

Constructors

Constructor and Description
AdaptiveSimpson()

Method Summary

Modifier and Type	Method and Description
static double	integrate(Function1D f, double tol, double a, double b) Numerically computes the integral of the given function
static double	integrate(Function1D f, double tol, double a, double b, int maxDepth) Numerically computes the integral of the given function

Methods inherited from class java.lang.Object

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

Constructor Detail

AdaptiveSimpson

public AdaptiveSimpson()

Method Detail

integrate

public static double integrate(Function1D f,
                               double tol,
                               double a,
                               double b)

Numerically computes the integral of the given function

Parameters:

f - the function to integrate

tol - the precision for the desired result

a - the lower limit of the integral

b - the upper limit of the integral

Returns:

an approximation of the integral of ∫_a^bf(x) , dx

integrate

public static double integrate(Function1D f,
                               double tol,
                               double a,
                               double b,
                               int maxDepth)

Numerically computes the integral of the given function

Parameters:

f - the function to integrate

tol - the precision for the desired result

a - the lower limit of the integral

b - the upper limit of the integral

maxDepth - the maximum recursion depth

Returns:

an approximation of the integral of ∫_a^bf(x) , dx