Package com.irurueta.numerical.integration

Class SimpsonInfinityMidPointQuadratureMatrixIntegrator

java.lang.Object

com.irurueta.numerical.integration.MatrixIntegrator

com.irurueta.numerical.integration.SimpsonMatrixIntegrator<InfinityMidPointMatrixQuadrature>

com.irurueta.numerical.integration.SimpsonInfinityMidPointQuadratureMatrixIntegrator

public class SimpsonInfinityMidPointQuadratureMatrixIntegrator
extends SimpsonMatrixIntegrator<InfinityMidPointMatrixQuadrature>

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: SimpsonInfinityMidPointQuadratureMatrixIntegrator integrator1 = new SimpsonInfinityMidPointQuadratureMatrixIntegrator(-5.0, 2.0, listener); SimpsonInfinityMidPointQuadratureMatrixIntegrator integrator2 = new SimpsonInfinityMidPointQuadratureMatrixIntegrator(2.0, 1e99, listener); double integral = integrator1.integrate() + integrator2.integrate();

Field Summary

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

EPS

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

DEFAULT_INTEGRATOR_TYPE, DEFAULT_QUADRATURE_TYPE

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
QuadratureType	getQuadratureType()	Gets type of quadrature.

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

create, create, create, create, getIntegratorType, integrate

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

Constructor Details

SimpsonInfinityMidPointQuadratureMatrixIntegrator

public SimpsonInfinityMidPointQuadratureMatrixIntegrator(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.

SimpsonInfinityMidPointQuadratureMatrixIntegrator

public SimpsonInfinityMidPointQuadratureMatrixIntegrator(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 function at required points.

Throws:

com.irurueta.algebra.WrongSizeException - if size notified by provided listener is invalid.

Method Details

getQuadratureType

public QuadratureType getQuadratureType()

Gets type of quadrature.

Specified by:

getQuadratureType in class MatrixIntegrator

Returns:

type of quadrature.