Class DoubleExponentialRuleQuadratureMatrixIntegrator


public class DoubleExponentialRuleQuadratureMatrixIntegrator extends QuadratureMatrixIntegrator<DoubleExponentialRuleMatrixQuadrature>
Computes matrix function integration by using double exponential quadrature. Double exponential quadrature allows improper integrands containing singularities to be integrated.
See Also:
  • Constructor Details

    • DoubleExponentialRuleQuadratureMatrixIntegrator

      public DoubleExponentialRuleQuadratureMatrixIntegrator(double a, double b, double hmax, MatrixSingleDimensionFunctionEvaluatorListener listener, double eps) throws com.irurueta.algebra.WrongSizeException
      Constructor.
      Parameters:
      a - Lower limit of integration.
      b - Upper limit of integration.
      hmax - Maximum step size. This quadrature transforms the range of integration to [-hmax, hmax].
      listener - listener to evaluate a single dimension matrix (multivariate) function at required points.
      eps - required accuracy.
      Throws:
      com.irurueta.algebra.WrongSizeException - if size notified by provided listener is invalid.
    • DoubleExponentialRuleQuadratureMatrixIntegrator

      public DoubleExponentialRuleQuadratureMatrixIntegrator(double a, double b, MatrixSingleDimensionFunctionEvaluatorListener listener, double eps) throws com.irurueta.algebra.WrongSizeException
      Constructor.
      Parameters:
      a - Lower limit of integration.
      b - Upper limit of integration.
      listener - listener to evaluate a single dimension matrix (multivariate) function at required points.
      eps - required accuracy.
      Throws:
      com.irurueta.algebra.WrongSizeException - if size notified by provided listener is invalid.
    • DoubleExponentialRuleQuadratureMatrixIntegrator

      public DoubleExponentialRuleQuadratureMatrixIntegrator(double a, double b, double hmax, MatrixSingleDimensionFunctionEvaluatorListener listener) throws com.irurueta.algebra.WrongSizeException
      Constructor with default accuracy.
      Parameters:
      a - Lower limit of integration.
      b - Upper limit of integration.
      hmax - Maximum step size. This quadrature transforms the range of integration to [-hmax, hmax].
      listener - listener to evaluate a single dimension matrix (multivariate) function at required points.
      Throws:
      com.irurueta.algebra.WrongSizeException - if size notified by provided listener is invalid.
    • DoubleExponentialRuleQuadratureMatrixIntegrator

      public DoubleExponentialRuleQuadratureMatrixIntegrator(double a, double b, MatrixSingleDimensionFunctionEvaluatorListener listener) throws com.irurueta.algebra.WrongSizeException
      Constructor with default accuracy and default maximum step size.
      Parameters:
      a - Lower limit of integration.
      b - Upper limit of integration.
      listener - listener to evaluate a single dimension matrix (multivariate) function at required points.
      Throws:
      com.irurueta.algebra.WrongSizeException - if size notified by provided listener is invalid.
    • DoubleExponentialRuleQuadratureMatrixIntegrator

      public DoubleExponentialRuleQuadratureMatrixIntegrator(double a, double b, double hmax, DoubleExponentialMatrixSingleDimensionFunctionEvaluatorListener listener, double eps) throws com.irurueta.algebra.WrongSizeException
      Constructor.
      Parameters:
      a - Lower limit of integration.
      b - Upper limit of integration.
      hmax - Maximum step size. This quadrature transforms the range of integration to [-hmax, hmax].
      listener - listener to evaluate a single dimension function at required points for double exponential quadrature to take into account any non-mild singularities.
      eps - required accuracy.
      Throws:
      com.irurueta.algebra.WrongSizeException - if size notified by provided listener is invalid.
    • DoubleExponentialRuleQuadratureMatrixIntegrator

      public DoubleExponentialRuleQuadratureMatrixIntegrator(double a, double b, DoubleExponentialMatrixSingleDimensionFunctionEvaluatorListener listener, double eps) throws com.irurueta.algebra.WrongSizeException
      Constructor with default maximum step size.
      Parameters:
      a - Lower limit of integration.
      b - Upper limit of integration.
      listener - listener to evaluate a single dimension function at required points for double exponential quadrature to take into account any non-mild singularities.
      eps - required accuracy.
      Throws:
      com.irurueta.algebra.WrongSizeException - if size notified by provided listener is invalid.
    • DoubleExponentialRuleQuadratureMatrixIntegrator

      public DoubleExponentialRuleQuadratureMatrixIntegrator(double a, double b, double hmax, DoubleExponentialMatrixSingleDimensionFunctionEvaluatorListener listener) throws com.irurueta.algebra.WrongSizeException
      Constructor with default accuracy.
      Parameters:
      a - Lower limit of integration.
      b - Upper limit of integration.
      hmax - Maximum step size. This quadrature transforms the range of integration to [-hmax, hmax].
      listener - listener to evaluate a single dimension function at required points for double exponential quadrature to take into account any non-mild singularities.
      Throws:
      com.irurueta.algebra.WrongSizeException - if size notified by provided listener is invalid.
    • DoubleExponentialRuleQuadratureMatrixIntegrator

      public DoubleExponentialRuleQuadratureMatrixIntegrator(double a, double b, DoubleExponentialMatrixSingleDimensionFunctionEvaluatorListener listener) throws com.irurueta.algebra.WrongSizeException
      Constructor with default accuracy and default maximum step size.
      Parameters:
      a - Lower limit of integration.
      b - Upper limit of integration.
      listener - listener to evaluate a single dimension function at required points for double exponential quadrature to take into account any non-mild singularities.
      Throws:
      com.irurueta.algebra.WrongSizeException - if size notified by provided listener is invalid.
  • Method Details