org.apache.commons.math3.analysis.integration.gauss

Class SymmetricGaussIntegrator

java.lang.Object

org.apache.commons.math3.analysis.integration.gauss.GaussIntegrator

org.apache.commons.math3.analysis.integration.gauss.SymmetricGaussIntegrator

public class SymmetricGaussIntegrator
extends GaussIntegrator

This class's implements integrate method assuming that the integral is symmetric about 0. This allows to reduce numerical errors.

Since:

3.3

Constructor Summary

Constructors

Constructor and Description
SymmetricGaussIntegrator(double[] points, double[] weights) Creates an integrator from the given points and weights.
SymmetricGaussIntegrator(Pair<double[],double[]> pointsAndWeights) Creates an integrator from the given pair of points (first element of the pair) and weights (second element of the pair.

Method Summary

Methods

Modifier and Type	Method and Description
double	integrate(UnivariateFunction f) Returns an estimate of the integral of f(x) * w(x), where w is a weight function that depends on the actual flavor of the Gauss integration scheme.

Methods inherited from class org.apache.commons.math3.analysis.integration.gauss.GaussIntegrator

getNumberOfPoints, getPoint, getWeight

Methods inherited from class java.lang.Object

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

Constructor Detail

SymmetricGaussIntegrator

public SymmetricGaussIntegrator(double[] points,
                        double[] weights)
                         throws NonMonotonicSequenceException,
                                DimensionMismatchException

Creates an integrator from the given points and weights. The integration interval is defined by the first and last value of points which must be sorted in increasing order.

Parameters:

points - Integration points.

weights - Weights of the corresponding integration nodes.

Throws:

NonMonotonicSequenceException - if the points are not sorted in increasing order.

DimensionMismatchException - if points and weights don't have the same length

SymmetricGaussIntegrator

public SymmetricGaussIntegrator(Pair<double[],double[]> pointsAndWeights)
                         throws NonMonotonicSequenceException

Creates an integrator from the given pair of points (first element of the pair) and weights (second element of the pair.

Parameters:

pointsAndWeights - Integration points and corresponding weights.

Throws:

NonMonotonicSequenceException - if the points are not sorted in increasing order.

See Also:

SymmetricGaussIntegrator(double[], double[])

Method Detail

integrate

public double integrate(UnivariateFunction f)

Returns an estimate of the integral of f(x) * w(x), where w is a weight function that depends on the actual flavor of the Gauss integration scheme. The algorithm uses the points and associated weights, as passed to the constructor.

Overrides:

integrate in class GaussIntegrator

Parameters:

f - Function to integrate.

Returns:

the integral of the weighted function.