Package com.irurueta.numerical.integration

Class DoubleExponentialRuleQuadrature

java.lang.Object

com.irurueta.numerical.integration.Quadrature

com.irurueta.numerical.integration.DoubleExponentialRuleQuadrature

public class DoubleExponentialRuleQuadrature
extends Quadrature

Implementation of quadrature using double exponential, which allows integration with a variable transformation. This implementation is suitable for improper integrands containing singularities.

Field Summary

Fields

Modifier and Type	Field	Description
private final double	a	Lower limit of integration.
private final double	b	Upper limit of integration.
static final double	DEFAULT_HMAX	Default transformation of range of integration.
private final double	hmax	Maximum step size.
private final DoubleExponentialSingleDimensionFunctionEvaluatorListener	listener	Listener to evaluate single dimension functions at required points.
private double	s	Value of the next stage of refinement.

Fields inherited from class com.irurueta.numerical.integration.Quadrature

n

Constructor Summary

Constructors

Constructor	Description
DoubleExponentialRuleQuadrature(DoubleExponentialSingleDimensionFunctionEvaluatorListener listener, double a, double b)	Constructor with default maximum step size.
DoubleExponentialRuleQuadrature(DoubleExponentialSingleDimensionFunctionEvaluatorListener listener, double a, double b, double hmax)	Constructor.
DoubleExponentialRuleQuadrature(SingleDimensionFunctionEvaluatorListener listener, double a, double b)	Constructor with default maximum step size.
DoubleExponentialRuleQuadrature(SingleDimensionFunctionEvaluatorListener listener, double a, double b, double hmax)	Constructor.

Method Summary

Modifier and Type	Method	Description
QuadratureType	getType()	Gets type of quadrature.
double	next()	Returns the value of the integral at the nth stage of refinement.

Methods inherited from class com.irurueta.numerical.integration.Quadrature

getN

Methods inherited from class java.lang.Object

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

Field Details

DEFAULT_HMAX

public static final double DEFAULT_HMAX

Default transformation of range of integration.

See Also:

• Constant Field Values

a

private final double a

Lower limit of integration.

b

private final double b

Upper limit of integration.

hmax

private final double hmax

Maximum step size. Determines transformation of range of integration.

s

private double s

Value of the next stage of refinement.

listener

private final DoubleExponentialSingleDimensionFunctionEvaluatorListener listener

Listener to evaluate single dimension functions at required points.

Constructor Details

DoubleExponentialRuleQuadrature

public DoubleExponentialRuleQuadrature(DoubleExponentialSingleDimensionFunctionEvaluatorListener listener,
 double a,
 double b,
 double hmax)

Constructor.

Parameters:

listener - listener to evaluate function and handle singularities.

a - Lower limit of integration.

b - Upper limit of integration.

hmax - Maximum step size. This quadrature transforms the range of integration to [-hmax, hmax].

DoubleExponentialRuleQuadrature

public DoubleExponentialRuleQuadrature(DoubleExponentialSingleDimensionFunctionEvaluatorListener listener,
 double a,
 double b)

Constructor with default maximum step size.

Parameters:

listener - listener to evaluate function and handle singularities.

a - Lower limit of integration.

b - Upper limit of integration.

DoubleExponentialRuleQuadrature

public DoubleExponentialRuleQuadrature(SingleDimensionFunctionEvaluatorListener listener,
 double a,
 double b,
 double hmax)

Constructor.

Parameters:

listener - listener to evaluate function if function has mild singularities.

a - Lower limit of integration.

b - Upper limit of integration.

hmax - Maximum step size. This quadrature transforms the range of integration to [-hmax, hmax].

DoubleExponentialRuleQuadrature

public DoubleExponentialRuleQuadrature(SingleDimensionFunctionEvaluatorListener listener,
 double a,
 double b)

Constructor with default maximum step size.

Parameters:

listener - listener to evaluate function if function has mild singularities.

a - Lower limit of integration.

b - Upper limit of integration.

Method Details

next

public double next()
            throws EvaluationException

Returns the value of the integral at the nth stage of refinement.

Specified by:

next in class Quadrature

Returns:

the value of the integral at the nth stage of refinement.

Throws:

EvaluationException - Raised if something failed during the evaluation.

getType

public QuadratureType getType()

Gets type of quadrature.

Specified by:

getType in class Quadrature

Returns:

type of quadrature.