Class SimpsonInfinityMidPointQuadratureIntegrator


public class SimpsonInfinityMidPointQuadratureIntegrator extends SimpsonIntegrator<InfinityMidPointQuadrature>
Computes function integration by using Simpson's rule and infinity mid-point quadrature. This type of integrator will in general be more efficient than Trapezoidal quadrature integrators (i.e., require fewer function evaluations) when the function to be integrated has a finite fourth derivative (i.e., a continuous third derivative). If you need to integrate from a negative lower limit to positive infinity, you do this by breaking the integral into two pieces at some positive value: SimpsonInfinityMidPointQuadratureIntegrator integrator1 = new SimpsonInfinityMidPointQuadratureIntegrator(-5.0, 2.0, listener); SimpsonInfinityMidPointQuadratureIntegrator integrator2 = new SimpsonInfinityMidPointQuadratureIntegrator(2.0, 1e99, listener); double integral = integrator1.integrate() + integrator2.integrate();
  • Constructor Details

    • SimpsonInfinityMidPointQuadratureIntegrator

      public SimpsonInfinityMidPointQuadratureIntegrator(double a, double b, SingleDimensionFunctionEvaluatorListener listener, double eps)
      Constructor.
      Parameters:
      a - Lower limit of integration.
      b - Upper limit of integration.
      listener - listener to evaluate a single dimension function at required points.
      eps - required accuracy.
    • SimpsonInfinityMidPointQuadratureIntegrator

      public SimpsonInfinityMidPointQuadratureIntegrator(double a, double b, SingleDimensionFunctionEvaluatorListener listener)
      Constructor.
      Parameters:
      a - Lower limit of integration.
      b - Upper limit of integration.
      listener - listener to evaluate a single dimension function at required points.
  • Method Details