Package com.irurueta.numerical.integration

Class RombergTrapezoidalQuadratureMatrixIntegrator

java.lang.Object

com.irurueta.numerical.integration.MatrixIntegrator

com.irurueta.numerical.integration.RombergMatrixIntegrator<TrapezoidalMatrixQuadrature>

com.irurueta.numerical.integration.RombergTrapezoidalQuadratureMatrixIntegrator

public class RombergTrapezoidalQuadratureMatrixIntegrator
extends RombergMatrixIntegrator<TrapezoidalMatrixQuadrature>

Computes matrix function integration by using Romberg integration.

Field Summary

Fields

Modifier and Type	Field	Description
static final double	EPS	Default accuracy.
private final double[]	h	Successive trapezoidal step sizes.
private static final int	JMAX	Maximum number of allowed steps.
private static final int	JMAXP	Maximum number of allowed steps + 1.
private static final int	K	Minimum required number of steps.
private final com.irurueta.algebra.Matrix[]	s	Successive trapezoidal approximations.

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

eps, q

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

DEFAULT_INTEGRATOR_TYPE, DEFAULT_QUADRATURE_TYPE

Constructor Summary

Constructors

Constructor	Description
RombergTrapezoidalQuadratureMatrixIntegrator(double a, double b, MatrixSingleDimensionFunctionEvaluatorListener listener)	Constructor with default accuracy.
RombergTrapezoidalQuadratureMatrixIntegrator(double a, double b, MatrixSingleDimensionFunctionEvaluatorListener listener, double eps)	Constructor.

Method Summary

Modifier and Type	Method	Description
QuadratureType	getQuadratureType()	Gets type of quadrature.
void	integrate(com.irurueta.algebra.Matrix result)	Integrates function between provided lower and upper limits.

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

create, create, create, create, getIntegratorType

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

create, create, create, create

Methods inherited from class java.lang.Object

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

Field Details

EPS

public static final double EPS

Default accuracy.

See Also:

• Constant Field Values

JMAX

private static final int JMAX

Maximum number of allowed steps.

See Also:

• Constant Field Values

JMAXP

private static final int JMAXP

Maximum number of allowed steps + 1.

See Also:

• Constant Field Values

K

private static final int K

Minimum required number of steps.

See Also:

• Constant Field Values

s

private final com.irurueta.algebra.Matrix[] s

Successive trapezoidal approximations.

h

private final double[] h

Successive trapezoidal step sizes.

Constructor Details

RombergTrapezoidalQuadratureMatrixIntegrator

public RombergTrapezoidalQuadratureMatrixIntegrator(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.

RombergTrapezoidalQuadratureMatrixIntegrator

public RombergTrapezoidalQuadratureMatrixIntegrator(double a,
 double b,
 MatrixSingleDimensionFunctionEvaluatorListener listener)
                                             throws com.irurueta.algebra.WrongSizeException

Constructor with default accuracy.

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.

Method Details

integrate

public void integrate(com.irurueta.algebra.Matrix result)
               throws IntegrationException

Integrates function between provided lower and upper limits.

Overrides:

integrate in class RombergMatrixIntegrator<TrapezoidalMatrixQuadrature>

Parameters:

result - instance where result of integration will be stored.

Throws:

IntegrationException - if integration fails for numerical reasons.

getQuadratureType

public QuadratureType getQuadratureType()

Gets type of quadrature.

Specified by:

getQuadratureType in class MatrixIntegrator

Returns:

type of quadrature.