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