| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| package org.apache.commons.math4.legacy.analysis.integration.gauss; |
| |
| import org.apache.commons.math4.legacy.analysis.UnivariateFunction; |
| import org.apache.commons.math4.legacy.core.Pair; |
| |
| /** |
| * This class's implements {@link #integrate(UnivariateFunction) integrate} |
| * method assuming that the integral is symmetric about 0. |
| * This allows to reduce numerical errors. |
| * |
| * @since 3.3 |
| */ |
| public class SymmetricGaussIntegrator extends GaussIntegrator { |
| /** |
| * Creates an integrator from the given {@code points} and {@code weights}. |
| * The integration interval is defined by the first and last value of |
| * {@code points} which must be sorted in increasing order. |
| * |
| * @param points Integration points. |
| * @param weights Weights of the corresponding integration nodes. |
| * @throws org.apache.commons.math4.legacy.exception.NonMonotonicSequenceException if the {@code points} are not |
| * sorted in increasing order. |
| * @throws org.apache.commons.math4.legacy.exception.DimensionMismatchException if points and weights don't have the same length |
| */ |
| public SymmetricGaussIntegrator(double[] points, |
| double[] weights) { |
| super(points, weights); |
| } |
| |
| /** |
| * Creates an integrator from the given pair of points (first element of |
| * the pair) and weights (second element of the pair. |
| * |
| * @param pointsAndWeights Integration points and corresponding weights. |
| * @throws org.apache.commons.math4.legacy.exception.NonMonotonicSequenceException if the {@code points} are not |
| * sorted in increasing order. |
| * |
| * @see #SymmetricGaussIntegrator(double[], double[]) |
| */ |
| public SymmetricGaussIntegrator(Pair<double[], double[]> pointsAndWeights) { |
| this(pointsAndWeights.getFirst(), pointsAndWeights.getSecond()); |
| } |
| |
| /** |
| * {@inheritDoc} |
| */ |
| @Override |
| public double integrate(UnivariateFunction f) { |
| final int ruleLength = getNumberOfPoints(); |
| |
| if (ruleLength == 1) { |
| return getWeight(0) * f.value(0d); |
| } |
| |
| final int iMax = ruleLength / 2; |
| double s = 0; |
| double c = 0; |
| for (int i = 0; i < iMax; i++) { |
| final double p = getPoint(i); |
| final double w = getWeight(i); |
| |
| final double f1 = f.value(p); |
| final double f2 = f.value(-p); |
| |
| final double y = w * (f1 + f2) - c; |
| final double t = s + y; |
| |
| c = (t - s) - y; |
| s = t; |
| } |
| |
| if (ruleLength % 2 != 0) { |
| final double w = getWeight(iMax); |
| |
| final double y = w * f.value(0d) - c; |
| final double t = s + y; |
| |
| s = t; |
| } |
| |
| return s; |
| } |
| } |