org.apache.commons.math3.analysis.integration

Class RombergIntegrator

java.lang.Object

org.apache.commons.math3.analysis.integration.BaseAbstractUnivariateIntegrator

org.apache.commons.math3.analysis.integration.RombergIntegrator

All Implemented Interfaces:

UnivariateIntegrator

public class RombergIntegrator
extends BaseAbstractUnivariateIntegrator

Implements the Romberg Algorithm for integration of real univariate functions. For reference, see Introduction to Numerical Analysis, ISBN 038795452X, chapter 3.

Romberg integration employs k successive refinements of the trapezoid rule to remove error terms less than order O(N^(-2k)). Simpson's rule is a special case of k = 2.

Since:

1.2

Field Summary

Fields

Modifier and Type	Field and Description
static int	ROMBERG_MAX_ITERATIONS_COUNT Maximal number of iterations for Romberg.

Fields inherited from class org.apache.commons.math3.analysis.integration.BaseAbstractUnivariateIntegrator

DEFAULT_ABSOLUTE_ACCURACY, DEFAULT_MAX_ITERATIONS_COUNT, DEFAULT_MIN_ITERATIONS_COUNT, DEFAULT_RELATIVE_ACCURACY

Constructor Summary

Constructors

Constructor and Description
RombergIntegrator() Construct a Romberg integrator with default settings (max iteration count set to ROMBERG_MAX_ITERATIONS_COUNT)
RombergIntegrator(double relativeAccuracy, double absoluteAccuracy, int minimalIterationCount, int maximalIterationCount) Build a Romberg integrator with given accuracies and iterations counts.
RombergIntegrator(int minimalIterationCount, int maximalIterationCount) Build a Romberg integrator with given iteration counts.

Method Summary

Methods inherited from class org.apache.commons.math3.analysis.integration.BaseAbstractUnivariateIntegrator

getAbsoluteAccuracy, getEvaluations, getIterations, getMaximalIterationCount, getMinimalIterationCount, getRelativeAccuracy, integrate

Methods inherited from class java.lang.Object

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

Field Detail

ROMBERG_MAX_ITERATIONS_COUNT

public static final int ROMBERG_MAX_ITERATIONS_COUNT

Maximal number of iterations for Romberg.

See Also:

Constant Field Values

Constructor Detail

RombergIntegrator

public RombergIntegrator(double relativeAccuracy,
                         double absoluteAccuracy,
                         int minimalIterationCount,
                         int maximalIterationCount)
                  throws NotStrictlyPositiveException,
                         NumberIsTooSmallException,
                         NumberIsTooLargeException

Build a Romberg integrator with given accuracies and iterations counts.

Parameters:

relativeAccuracy - relative accuracy of the result

absoluteAccuracy - absolute accuracy of the result

minimalIterationCount - minimum number of iterations

maximalIterationCount - maximum number of iterations (must be less than or equal to ROMBERG_MAX_ITERATIONS_COUNT)

Throws:

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

NumberIsTooLargeException - if maximal number of iterations is greater than ROMBERG_MAX_ITERATIONS_COUNT

RombergIntegrator

public RombergIntegrator(int minimalIterationCount,
                         int maximalIterationCount)
                  throws NotStrictlyPositiveException,
                         NumberIsTooSmallException,
                         NumberIsTooLargeException

Build a Romberg integrator with given iteration counts.

Parameters:

minimalIterationCount - minimum number of iterations

maximalIterationCount - maximum number of iterations (must be less than or equal to ROMBERG_MAX_ITERATIONS_COUNT)

Throws:

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

NumberIsTooLargeException - if maximal number of iterations is greater than ROMBERG_MAX_ITERATIONS_COUNT

RombergIntegrator

public RombergIntegrator()

Construct a Romberg integrator with default settings (max iteration count set to ROMBERG_MAX_ITERATIONS_COUNT)