package org.spaceroots.mantissa.quadrature.vectorial;
import org.spaceroots.mantissa.functions.vectorial.*;
import org.spaceroots.mantissa.functions.FunctionException;
import org.spaceroots.mantissa.functions.ExhaustedSampleException;
/** This class implements an enhanced Simpson integrator as a sample.
* A traditional Simpson integrator is based on a quadratic
* approximation of the function on three equally spaced points. This
* integrator does the same thing but can handle non-equally spaced
* points. If it is used on a regular sample, it behaves exactly as a
* traditional Simpson integrator.
* @see EnhancedSimpsonIntegrator
* @version $Id: EnhancedSimpsonIntegratorSampler.java 1709 2006-12-03 21:16:50Z luc $
* @author L. Maisonobe
*/
public class EnhancedSimpsonIntegratorSampler
implements SampledFunctionIterator {
/** Underlying sample iterator. */
private SampledFunctionIterator iter;
/** Next point. */
private VectorialValuedPair next;
/** Current running sum. */
private double[] sum;
/** Constructor.
* Build an integrator from an underlying sample iterator.
* @param iter iterator over the base function
*/
public EnhancedSimpsonIntegratorSampler(SampledFunctionIterator iter)
throws ExhaustedSampleException, FunctionException {
this.iter = iter;
// get the first point
next = iter.nextSamplePoint();
// initialize the sum
sum = new double[iter.getDimension()];
for (int i = 0; i < sum.length; ++i) {
sum[i] = 0.0;
}
}
public boolean hasNext() {
return iter.hasNext();
}
public int getDimension() {
return iter.getDimension();
}
public VectorialValuedPair nextSamplePoint()
throws ExhaustedSampleException, FunctionException {
// performs one step of an enhanced Simpson scheme
VectorialValuedPair previous = next;
VectorialValuedPair current = iter.nextSamplePoint();
try {
next = iter.nextSamplePoint();
double h1 = current.x - previous.x;
double h2 = next.x - current.x;
double cP = (h1 + h2) * (2 * h1 - h2) / (6 * h1);
double cC = (h1 + h2) * (h1 + h2) * (h1 + h2) / (6 * h1 * h2);
double cN = (h1 + h2) * (2 * h2 - h1) / (6 * h2);
double[] pY = previous.y;
double[] cY = current.y;
double[] nY = next.y;
for (int i = 0; i < sum.length; ++i) {
sum [i] += cP * pY[i] + cC * cY[i] + cN * nY[i];
}
} catch(ExhaustedSampleException e) {
// we have an incomplete step at the end of the sample
// we use a trapezoid scheme for this last step
double halfDx = 0.5 * (current.x - previous.x);
double[] pY = previous.y;
double[] cY = current.y;
for (int i = 0; i < sum.length; ++i) {
sum [i] += halfDx * (pY[i] + cY[i]);
}
return new VectorialValuedPair(current.x, sum);
}
return new VectorialValuedPair(next.x, (double[]) sum.clone());
}
}
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