Class SimpsonTrapezoidalQuadratureMatrixIntegrator


public class SimpsonTrapezoidalQuadratureMatrixIntegrator extends SimpsonMatrixIntegrator<TrapezoidalMatrixQuadrature>
Computes matrix 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). SimpsonTrapezoidalQuadratureMatrixIntegrator will in general be more efficient than TrapezoidalQuadratureMatrixIntegrator (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

    • SimpsonTrapezoidalQuadratureMatrixIntegrator

      public SimpsonTrapezoidalQuadratureMatrixIntegrator(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.
    • SimpsonTrapezoidalQuadratureMatrixIntegrator

      public SimpsonTrapezoidalQuadratureMatrixIntegrator(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