/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math4.analysis.integration.gauss; import java.util.Arrays; import org.apache.commons.math4.analysis.polynomials.PolynomialFunction; import org.apache.commons.math4.analysis.polynomials.PolynomialsUtils; import org.apache.commons.math4.exception.DimensionMismatchException; import org.apache.commons.math4.linear.EigenDecomposition; import org.apache.commons.math4.linear.MatrixUtils; import org.apache.commons.math4.linear.RealMatrix; import org.apache.commons.math4.util.Pair; /** * Factory that creates Gauss-type quadrature rule using Laguerre polynomials. * * @see <a href="http://en.wikipedia.org/wiki/Gauss%E2%80%93Laguerre_quadrature">Gauss-Laguerre quadrature (Wikipedia)</a> * @since 4.0 */ public class LaguerreRuleFactory extends BaseRuleFactory<Double> { /** {@inheritDoc} */ @Override protected Pair<Double[], Double[]> computeRule(int numberOfPoints) throws DimensionMismatchException { final RealMatrix companionMatrix = companionMatrix(numberOfPoints); final EigenDecomposition eigen = new EigenDecomposition(companionMatrix); final double[] roots = eigen.getRealEigenvalues(); Arrays.sort(roots); final Double[] points = new Double[numberOfPoints]; final Double[] weights = new Double[numberOfPoints]; final int n1 = numberOfPoints + 1; final long n1Squared = n1 * (long) n1; final PolynomialFunction laguerreN1 = PolynomialsUtils.createLaguerrePolynomial(n1); for (int i = 0; i < numberOfPoints; i++) { final double xi = roots[i]; points[i] = xi; final double val = laguerreN1.value(xi); weights[i] = xi / n1Squared / (val * val); } return new Pair<>(points, weights); } /** * @param degree Matrix dimension. * @return a square matrix. */ private RealMatrix companionMatrix(final int degree) { final RealMatrix c = MatrixUtils.createRealMatrix(degree, degree); for (int i = 0; i < degree; i++) { c.setEntry(i, i, 2 * i + 1); if (i + 1 < degree) { // subdiagonal c.setEntry(i+1, i, -(i + 1)); } if (i - 1 >= 0) { // superdiagonal c.setEntry(i-1, i, -i); } } return c; } }