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.numerical.EvaluationException;
19 import com.irurueta.numerical.SingleDimensionFunctionEvaluatorListener;
20 import com.irurueta.numerical.interpolation.InterpolationException;
21 import com.irurueta.numerical.interpolation.PolynomialInterpolator;
22
23 /**
24 * Computes function integration by using Romberg integration.
25 */
26 public class RombergTrapezoidalQuadratureIntegrator extends RombergIntegrator<TrapezoidalQuadrature> {
27
28 /**
29 * Default accuracy.
30 */
31 public static final double EPS = 1e-10;
32
33 /**
34 * Maximum number of allowed steps.
35 */
36 private static final int JMAX = 20;
37
38 /**
39 * Maximum number of allowed steps + 1.
40 */
41 private static final int JMAXP = JMAX + 1;
42
43 /**
44 * Minimum required number of steps.
45 */
46 private static final int K = 5;
47
48 /**
49 * Successive trapezoidal approximations.
50 */
51 private final double[] s = new double[JMAX];
52
53 /**
54 * Successive trapezoidal step sizes.
55 */
56 private final double[] h = new double[JMAXP];
57
58 /**
59 * Polynomial interpolator.
60 */
61 private final PolynomialInterpolator interpolator = new PolynomialInterpolator(h, s, K, false);
62
63 /**
64 * Constructor.
65 *
66 * @param a Lower limit of integration.
67 * @param b Upper limit of integration.
68 * @param listener listener to evaluate a single dimension function at required points.
69 * @param eps required accuracy.
70 */
71 public RombergTrapezoidalQuadratureIntegrator(
72 final double a, final double b, final SingleDimensionFunctionEvaluatorListener listener, final double eps) {
73 super(new TrapezoidalQuadrature(a, b, listener), eps);
74 }
75
76 /**
77 * Constructor with default accuracy.
78 *
79 * @param a Lower limit of integration.
80 * @param b Upper limit of integration.
81 * @param listener listener to evaluate a single dimension function at required points.
82 */
83 public RombergTrapezoidalQuadratureIntegrator(
84 final double a, final double b, final SingleDimensionFunctionEvaluatorListener listener) {
85 this(a, b, listener, EPS);
86 }
87
88 /**
89 * Integrates function between lower and upper limits defined by provided quadrature.
90 * This implementation is suitable for closed intervals.
91 *
92 * @return result of integration.
93 * @throws IntegrationException if integration fails for numerical reasons.
94 */
95 @Override
96 public double integrate() throws IntegrationException {
97 try {
98 h[0] = 1.0;
99 for (var j = 1; j <= JMAX; j++) {
100 s[j - 1] = q.next();
101 if (j >= K) {
102 final var ss = interpolator.rawinterp(j - K, 0.0);
103 if (Math.abs(interpolator.getDy()) <= eps * Math.abs(ss)) {
104 return ss;
105 }
106 }
107 h[j] = 0.25 * h[j - 1];
108 }
109 } catch (final EvaluationException | InterpolationException e) {
110 throw new IntegrationException(e);
111 }
112
113 // Too many steps
114 throw new IntegrationException();
115 }
116
117 /**
118 * Gets type of quadrature.
119 *
120 * @return type of quadrature.
121 */
122 @Override
123 public QuadratureType getQuadratureType() {
124 return QuadratureType.TRAPEZOIDAL;
125 }
126 }