Java source code of 'jhplot.math.num.integration.SimpsonsIntegrator'

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package jhplot.math.num.integration;

import jhplot.math.num.ConvergenceException;
import jhplot.math.num.Function;
import jhplot.math.num.IterativeMethod;
import jhplot.math.num.NumericException;
import jhplot.math.num.integration.TrapezoidalIntegrator;

/**
 * 

* The extended Simpson's rule for numerically integrating functions. *

*

* For example, to evaluate definite integrals for sine, first a * {@link jhplot.math.num.Function} is defined: * *

 * Function sine = new Function() {
 *    public double evaluate(double x) {
 *        return Math.sin(x);
 *    }}
 * };
 * 
* *

*

* Then, a Simpson's integrator is created with the above function: * *

 * SimpsonsIntegrator integrator = new SimpsonsIntegrator(sine);
 * 
* *

*

* Lastly, evaluating definite integrals is accomplished using the * {@link #integrate} method: * *

 * // integrate sine from 0 to Pi.
 * double two = integrator.integrate(0.0, Math.PI);
 * 
 * // integrate sine from Pi/2 to 2 Pi.
 * double one = integrator.integrate(Math.PI / 2.0, Math.PI);
 * 
* *

*

* References: *

    *
  1. Eric W. Weisstein. "Newton-Cotes Formulas." From MathWorld--A Wolfram * Web Resource. * http://mathworld.wolfram.com/Newton-CotesFormulas.html
  2. *
  3. Eric W. Weisstein. "Simpson's Rule." From MathWorld--A Wolfram Web * Resource. * http://mathworld.wolfram.com/SimpsonsRule.html
  4. *
*

* * @version $Revision: 1.2 $ $Date: 2007/10/25 04:44:16 $ * @since 1.1 */ public class SimpsonsIntegrator extends IterativeMethod { /** the target function. */ private Function function; /** * Create an integrator for the given function. * * @param f the target function. */ public SimpsonsIntegrator(Function f) { this(f, 100, 1.0e-10); } /** * Create an integrator for the given function. * * @param f the target function. * @param iterations maximum number of iterations. * @param error maximum relative error. */ public SimpsonsIntegrator(Function f, int iterations, double error) { super(iterations, error); setFunction(f); } /** * Access the target function. * * @return the target function. */ public Function getFunction() { return function; } /** * Evaluate the definite integral from a to b. * * @param a the lower limit of integration. * @param b the upper limit of integration. * @return the definite integral from a to b. * @throws NumericException if the integral can not be evaluated. */ public double integrate(double a, double b) throws NumericException { TrapezoidalIntegrator.IterativeState state = new TrapezoidalIntegrator.IterativeState( function, a, b); double sumTrapezoidal = state.getResult(); double sumTrapezoidalNext = sumTrapezoidal; double error = Double.MAX_VALUE; double sumSimpons = sumTrapezoidal; do { state.iterate(); sumTrapezoidalNext = state.getResult(); double sumSimponsNext = (4.0 * sumTrapezoidalNext / 3.0) - (sumTrapezoidal / 3.0); error = Math.abs(sumSimponsNext / sumSimpons - 1.0); sumTrapezoidal = sumTrapezoidalNext; sumSimpons = sumSimponsNext; } while (state.getIterations() < getMaximumIterations() && error > getMaximumRelativeError()); if (state.getIterations() >= getMaximumIterations()) { throw new ConvergenceException( "Simpson's integration failed to converge."); } return sumSimpons; } /** * Modify the target function. * * @param f the new target function. */ public void setFunction(Function f) { if (f == null) { throw new IllegalArgumentException("Function can not be null."); } this.function = f; } }