Class SimpsonTrapezoidalQuadratureIntegrator


public class SimpsonTrapezoidalQuadratureIntegrator extends SimpsonIntegrator<TrapezoidalQuadrature>
Computes function integration by using Simpson's rule and trapezoidal quadrature. Simpson's method is an optimization of Trapezoidal quadrature integrator. Implementations of this class 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). SimpsonTrapezoidalQuadratureIntegrator will in general be more efficient than TrapezoidalQuadratureIntegrator (i.e. require fewer function evaluations) when the function to be integrated has a finite fourth derivative (i.e. a continuous third derivative, which means that the function is sufficiently smooth).
  • Constructor Details

    • SimpsonTrapezoidalQuadratureIntegrator

      public SimpsonTrapezoidalQuadratureIntegrator(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.
    • SimpsonTrapezoidalQuadratureIntegrator

      public SimpsonTrapezoidalQuadratureIntegrator(double a, double b, SingleDimensionFunctionEvaluatorListener listener)
      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.
  • Method Details