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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;
/**
*
* The extended trapezoidal 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 trapezoidal integrator is created with the above function:
*
*
* TrapezoidalIntegrator integrator = new TrapezoidalIntegrator(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. "Trapezoidal Rule." From MathWorld--A Wolfram Web
* Resource.
* http://mathworld.wolfram.com/TrapezoidalRule.html
*
*
*
* @version $Revision: 1.2 $ $Date: 2007/10/25 04:44:16 $
* @since 1.1
*/
public class TrapezoidalIntegrator extends IterativeMethod {
/**
* The internal state used during root finding.
*/
static class IterativeState {
/** The target function. */
private Function function;
/** The lower limit of integration. */
private double a;
/** The upper limit of integration. */
private double b;
/** The current iteration. */
private int n;
/** The current definite integral approximation. */
private double s;
/** The number of inner abscissa points in the evaluation. */
private int k;
/**
* Create a state object for the given initial root approximation.
*
* @param f the target function.
* @param low the lower limit of integration.
* @param up the upper limit of integration.
* @throws NumericException if function cannot be evaluated
* at the limits of integration.
*/
IterativeState(Function f, double low, double up)
throws NumericException {
super();
this.a = low;
this.b = up;
this.function = f;
double fa = f.evaluate(low);
double fb = f.evaluate(up);
s = (up - low) * (fa / 2.0 + fb / 2.0);
n = 0;
k = 2;
}
/**
* Access the current iteration.
*
* @return the current iteration.
*/
public int getIterations() {
return n;
}
/**
* Perform the next iteration of finding a root. The current state is
* updated with the newly compuated root data.
*
* @throws NumericException if the function could not be evaluated.
*/
public void iterate() throws NumericException {
++n;
// compute function at next set of points
double sn = 0.0;
double h = (b - a) / k;
for (int i = k - 1; i >= 1; i -= 2) {
double x = a + (i * h);
sn += function.evaluate(x);
}
sn = (0.5 * s) + (h * sn);
k *= 2;
s = sn;
}
/**
* Access the result of this root finding.
*
* @return the root.
*/
public double getResult() {
return s;
}
}
/** the target function. */
private Function function;
/**
* Create an integrator for the given function.
*
* @param f the target function.
*/
public TrapezoidalIntegrator(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 TrapezoidalIntegrator(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 {
IterativeState state = new IterativeState(function, a, b);
double s = state.getResult();
double sn = s;
double error = Double.MAX_VALUE;
do {
state.iterate();
sn = state.getResult();
error = Math.abs(sn / s - 1.0);
s = sn;
} while (state.getIterations() < getMaximumIterations()
&& error > getMaximumRelativeError());
if (state.getIterations() >= getMaximumIterations()) {
throw new ConvergenceException(
"Trapezoidal integration failed to converge.");
}
return s;
}
/**
* 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;
}
}