/* * 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.math3.analysis.integration.gauss; import org.apache.commons.math3.analysis.UnivariateFunction; import org.apache.commons.math3.exception.DimensionMismatchException; import org.apache.commons.math3.exception.NonMonotonicSequenceException; import org.apache.commons.math3.util.Pair; /** * This class's implements {@link #integrate(UnivariateFunction) integrate} * method assuming that the integral is symmetric about 0. * This allows to reduce numerical errors. * * @since 3.3 */ public class SymmetricGaussIntegrator extends GaussIntegrator { /** * Creates an integrator from the given {@code points} and {@code weights}. * The integration interval is defined by the first and last value of * {@code points} which must be sorted in increasing order. * * @param points Integration points. * @param weights Weights of the corresponding integration nodes. * @throws NonMonotonicSequenceException if the {@code points} are not * sorted in increasing order. * @throws DimensionMismatchException if points and weights don't have the same length */ public SymmetricGaussIntegrator(double[] points, double[] weights) throws NonMonotonicSequenceException, DimensionMismatchException { super(points, weights); } /** * Creates an integrator from the given pair of points (first element of * the pair) and weights (second element of the pair. * * @param pointsAndWeights Integration points and corresponding weights. * @throws NonMonotonicSequenceException if the {@code points} are not * sorted in increasing order. * * @see #SymmetricGaussIntegrator(double[], double[]) */ public SymmetricGaussIntegrator(Pair<double[], double[]> pointsAndWeights) throws NonMonotonicSequenceException { this(pointsAndWeights.getFirst(), pointsAndWeights.getSecond()); } /** * {@inheritDoc} */ @Override public double integrate(UnivariateFunction f) { final int ruleLength = getNumberOfPoints(); if (ruleLength == 1) { return getWeight(0) * f.value(0d); } final int iMax = ruleLength / 2; double s = 0; double c = 0; for (int i = 0; i < iMax; i++) { final double p = getPoint(i); final double w = getWeight(i); final double f1 = f.value(p); final double f2 = f.value(-p); final double y = w * (f1 + f2) - c; final double t = s + y; c = (t - s) - y; s = t; } if (ruleLength % 2 != 0) { final double w = getWeight(iMax); final double y = w * f.value(0d) - c; final double t = s + y; s = t; } return s; } }