public class RombergIntegrator extends BaseAbstractUnivariateIntegrator
Romberg integration employs k successive refinements of the trapezoid rule to remove error terms less than order O(N^(-2k)). Simpson's rule is a special case of k = 2.
| Modifier and Type | Field and Description |
|---|---|
static int |
ROMBERG_MAX_ITERATIONS_COUNT
Maximal number of iterations for Romberg.
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DEFAULT_ABSOLUTE_ACCURACY, DEFAULT_MAX_ITERATIONS_COUNT, DEFAULT_MIN_ITERATIONS_COUNT, DEFAULT_RELATIVE_ACCURACY, iterations| Constructor and Description |
|---|
RombergIntegrator()
Construct a Romberg integrator with default settings
(max iteration count set to
ROMBERG_MAX_ITERATIONS_COUNT) |
RombergIntegrator(double relativeAccuracy,
double absoluteAccuracy,
int minimalIterationCount,
int maximalIterationCount)
Build a Romberg integrator with given accuracies and iterations counts.
|
RombergIntegrator(int minimalIterationCount,
int maximalIterationCount)
Build a Romberg integrator with given iteration counts.
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| Modifier and Type | Method and Description |
|---|---|
protected double |
doIntegrate()
Method for implementing actual integration algorithms in derived
classes.
|
computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getIterations, getMax, getMaximalIterationCount, getMin, getMinimalIterationCount, getRelativeAccuracy, incrementCount, integrate, setuppublic static final int ROMBERG_MAX_ITERATIONS_COUNT
public RombergIntegrator(double relativeAccuracy,
double absoluteAccuracy,
int minimalIterationCount,
int maximalIterationCount)
throws NotStrictlyPositiveException,
NumberIsTooSmallException,
NumberIsTooLargeException
relativeAccuracy - relative accuracy of the resultabsoluteAccuracy - absolute accuracy of the resultminimalIterationCount - minimum number of iterationsmaximalIterationCount - maximum number of iterations
(must be less than or equal to ROMBERG_MAX_ITERATIONS_COUNT)NotStrictlyPositiveException - if minimal number of iterations
is not strictly positiveNumberIsTooSmallException - if maximal number of iterations
is lesser than or equal to the minimal number of iterationsNumberIsTooLargeException - if maximal number of iterations
is greater than ROMBERG_MAX_ITERATIONS_COUNTpublic RombergIntegrator(int minimalIterationCount,
int maximalIterationCount)
throws NotStrictlyPositiveException,
NumberIsTooSmallException,
NumberIsTooLargeException
minimalIterationCount - minimum number of iterationsmaximalIterationCount - maximum number of iterations
(must be less than or equal to ROMBERG_MAX_ITERATIONS_COUNT)NotStrictlyPositiveException - if minimal number of iterations
is not strictly positiveNumberIsTooSmallException - if maximal number of iterations
is lesser than or equal to the minimal number of iterationsNumberIsTooLargeException - if maximal number of iterations
is greater than ROMBERG_MAX_ITERATIONS_COUNTpublic RombergIntegrator()
ROMBERG_MAX_ITERATIONS_COUNT)protected double doIntegrate()
throws TooManyEvaluationsException,
MaxCountExceededException
doIntegrate in class BaseAbstractUnivariateIntegratorTooManyEvaluationsException - if the maximal number of evaluations
is exceeded.MaxCountExceededException - if the maximum iteration count is exceeded
or the integrator detects convergence problems otherwiseCopyright © 2003–2016 The Apache Software Foundation. All rights reserved.