1 /*
2 * Copyright (C) 2023 Alberto Irurueta Carro (alberto@irurueta.com)
3 *
4 * Licensed under the Apache License, Version 2.0 (the "License");
5 * you may not use this file except in compliance with the License.
6 * You may obtain a copy of the License at
7 *
8 * http://www.apache.org/licenses/LICENSE-2.0
9 *
10 * Unless required by applicable law or agreed to in writing, software
11 * distributed under the License is distributed on an "AS IS" BASIS,
12 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
13 * See the License for the specific language governing permissions and
14 * limitations under the License.
15 */
16 package com.irurueta.numerical.integration;
17
18 import com.irurueta.algebra.Matrix;
19 import com.irurueta.algebra.WrongSizeException;
20 import com.irurueta.numerical.EvaluationException;
21
22 /**
23 * Implementation of matrix quadrature using mid-point algorithm.
24 * Mid-point algorithm is suitable for improper integrations, which consists of the following
25 * situations:
26 * - integrand goes to a finite limiting value at finite upper and lower limits, but cannot be
27 * evaluated right on one of those limits (e.g. sin(x)/x at x = 0)
28 * - the upper limit is positive infinity, or the lower limit is negative infinity.
29 * - integrand has an integrable singularity at either limit (e.g. x^-0.5 at x = 0)
30 * - integrand has an integrable singularity at a known place between its upper and lower limits.
31 * - integrand has an integrable singularity at an unknown place between its upper and lower limits.
32 * <p>
33 * Impossible integrals, such as those being infinite (e.g. integral from 1 to infinity of x^-1) or
34 * those that have no limiting sense (e.g. integral from -infinity to infinity of cos(x)) cannot
35 * be handled by this implementation.
36 */
37 public class MidPointMatrixQuadrature extends MatrixQuadrature {
38 /**
39 * Lower limit of integration.
40 */
41 private final double a;
42
43 /**
44 * Upper limit of integration.
45 */
46 private final double b;
47
48 /**
49 * Number of rows of quadrature result.
50 */
51 private final int rows;
52
53 /**
54 * Number of columns of quadrature result.
55 */
56 private final int columns;
57
58 /**
59 * Current value of integral.
60 */
61 private final Matrix s;
62
63 /**
64 * Listener to evaluate single dimension matrix functions at required points.
65 */
66 protected final MatrixSingleDimensionFunctionEvaluatorListener listener;
67
68 /**
69 * Temporary value storing evaluation at mid-point.
70 */
71 private final Matrix tmpMid;
72
73 /**
74 * Temporary value storing summation of evaluations.
75 */
76 private final Matrix sum;
77
78 /**
79 * Temporary value storing evaluation at point x.
80 */
81 private final Matrix tmpX;
82
83 /**
84 * Constructor.
85 *
86 * @param a Lower limit of integration.
87 * @param b Upper limit of integration.
88 * @param listener listener to evaluate a single dimension matrix function at required points.
89 * @throws WrongSizeException if size notified by provided listener is invalid.
90 */
91 public MidPointMatrixQuadrature(
92 final double a, final double b, final MatrixSingleDimensionFunctionEvaluatorListener listener)
93 throws WrongSizeException {
94 this.n = 0;
95 this.a = a;
96 this.b = b;
97
98 rows = listener.getRows();
99 columns = listener.getColumns();
100 s = new Matrix(rows, columns);
101 tmpMid = new Matrix(rows, columns);
102 sum = new Matrix(rows, columns);
103 tmpX = new Matrix(rows, columns);
104
105 this.listener = listener;
106 }
107
108 /**
109 * Gets lower limit of integration.
110 *
111 * @return lower limit of integration.
112 */
113 public double getA() {
114 return a;
115 }
116
117 /**
118 * Gets upper limit of integration.
119 *
120 * @return upper limit of integration.
121 */
122 public double getB() {
123 return b;
124 }
125
126 /**
127 * Gets current value of integral.
128 *
129 * @return current value of integral.
130 */
131 public Matrix getS() {
132 return s;
133 }
134
135 /**
136 * Returns the value of the integral at the nth stage of refinement.
137 *
138 * @param result instance where the value of the integral at the nth stage of refinement will
139 * be stored.
140 * @throws EvaluationException Raised if something failed during the evaluation.
141 */
142 @SuppressWarnings("Duplicates")
143 @Override
144 public void next(Matrix result) throws EvaluationException {
145 try {
146 int it;
147 int j;
148 double x;
149 double tnm;
150 double del;
151 double ddel;
152 n++;
153 if (n == 1) {
154 // (s = (b - a) * func(0.5 * (a + b)))
155 func(0.5 * (a + b), tmpMid);
156 s.copyFrom(tmpMid);
157 s.multiplyByScalar(b - a);
158 result.copyFrom(s);
159 } else {
160 for (it = 1, j = 1; j < n - 1; j++) {
161 it *= 3;
162 }
163 tnm = it;
164 del = (b - a) / (3.0 * tnm);
165 // The added points alternate in spacing between del and ddel
166 ddel = del + del;
167 x = a + 0.5 * del;
168 sum.initialize(0.0);
169 for (j = 0; j < it; j++) {
170 func(x, tmpX);
171 sum.add(tmpX);
172
173 x += ddel;
174 func(x, tmpX);
175 sum.add(tmpX);
176 x += del;
177 }
178 // The new sum is combined with the old integral to give a refined integral
179 // s = (s + (b - a) * sum / tnm) / 3.0
180 sum.multiplyByScalar((b - a) / tnm);
181 s.add(sum);
182 s.multiplyByScalar(1.0 / 3.0);
183 result.copyFrom(s);
184 }
185 } catch (final WrongSizeException ex) {
186 throw new EvaluationException(ex);
187 }
188 }
189
190 /**
191 * Gets type of quadrature.
192 *
193 * @return type of quadrature.
194 */
195 @Override
196 public QuadratureType getType() {
197 return QuadratureType.MID_POINT;
198 }
199
200 /**
201 * Gets number of rows of quadrature result.
202 *
203 * @return number of rows of quadrature result.
204 */
205 @Override
206 protected int getRows() {
207 return rows;
208 }
209
210 /**
211 * Gets number of columns of quadrature result.
212 *
213 * @return number of columns of quadrature result.
214 */
215 @Override
216 protected int getColumns() {
217 return columns;
218 }
219
220 /**
221 * Evaluates matrix function at x.
222 *
223 * @param x point where function is evaluated.
224 * @param result instance where result of evaluation is stored.
225 * @throws EvaluationException if evaluation fails.
226 */
227 protected void func(final double x, final Matrix result) throws EvaluationException {
228 listener.evaluate(x, result);
229 }
230 }