| /* |
| * 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.analysis.integration.gauss; |
| |
| import org.apache.commons.math4.util.Pair; |
| |
| /** |
| * Factory that creates Gauss-type quadrature rule using Legendre polynomials. |
| * In this implementation, the lower and upper bounds of the natural interval |
| * of integration are -1 and 1, respectively. |
| * The Legendre polynomials are evaluated using the recurrence relation |
| * presented in <a href="http://en.wikipedia.org/wiki/Abramowitz_and_Stegun"> |
| * Abramowitz and Stegun, 1964</a>. |
| * |
| * @since 3.1 |
| */ |
| public class LegendreRuleFactory extends BaseRuleFactory<Double> { |
| /** {@inheritDoc} */ |
| @Override |
| protected Pair<Double[], Double[]> computeRule(int numberOfPoints) { |
| if (numberOfPoints == 1) { |
| // Break recursion. |
| return new Pair<>(new Double[] { 0d }, |
| new Double[] { 2d }); |
| } |
| |
| // Get previous rule. |
| // If it has not been computed yet it will trigger a recursive call |
| // to this method. |
| final Double[] previousPoints = getRuleInternal(numberOfPoints - 1).getFirst(); |
| |
| // Compute next rule. |
| final Double[] points = new Double[numberOfPoints]; |
| final Double[] weights = new Double[numberOfPoints]; |
| |
| // Find i-th root of P[n+1] by bracketing. |
| final int iMax = numberOfPoints / 2; |
| for (int i = 0; i < iMax; i++) { |
| // Lower-bound of the interval. |
| double a = (i == 0) ? -1 : previousPoints[i - 1].doubleValue(); |
| // Upper-bound of the interval. |
| double b = (iMax == 1) ? 1 : previousPoints[i].doubleValue(); |
| // P[j-1](a) |
| double pma = 1; |
| // P[j](a) |
| double pa = a; |
| // P[j-1](b) |
| double pmb = 1; |
| // P[j](b) |
| double pb = b; |
| for (int j = 1; j < numberOfPoints; j++) { |
| final int two_j_p_1 = 2 * j + 1; |
| final int j_p_1 = j + 1; |
| // P[j+1](a) |
| final double ppa = (two_j_p_1 * a * pa - j * pma) / j_p_1; |
| // P[j+1](b) |
| final double ppb = (two_j_p_1 * b * pb - j * pmb) / j_p_1; |
| pma = pa; |
| pa = ppa; |
| pmb = pb; |
| pb = ppb; |
| } |
| // Now pa = P[n+1](a), and pma = P[n](a) (same holds for b). |
| // Middle of the interval. |
| double c = 0.5 * (a + b); |
| // P[j-1](c) |
| double pmc = 1; |
| // P[j](c) |
| double pc = c; |
| boolean done = false; |
| while (!done) { |
| done = b - a <= Math.ulp(c); |
| pmc = 1; |
| pc = c; |
| for (int j = 1; j < numberOfPoints; j++) { |
| // P[j+1](c) |
| final double ppc = ((2 * j + 1) * c * pc - j * pmc) / (j + 1); |
| pmc = pc; |
| pc = ppc; |
| } |
| // Now pc = P[n+1](c) and pmc = P[n](c). |
| if (!done) { |
| if (pa * pc <= 0) { |
| b = c; |
| pmb = pmc; |
| pb = pc; |
| } else { |
| a = c; |
| pma = pmc; |
| pa = pc; |
| } |
| c = 0.5 * (a + b); |
| } |
| } |
| final double d = numberOfPoints * (pmc - c * pc); |
| final double w = 2 * (1 - c * c) / (d * d); |
| |
| points[i] = c; |
| weights[i] = w; |
| |
| final int idx = numberOfPoints - i - 1; |
| points[idx] = -c; |
| weights[idx] = w; |
| } |
| // If "numberOfPoints" is odd, 0 is a root. |
| // Note: as written, the test for oddness will work for negative |
| // integers too (although it is not necessary here), preventing |
| // a FindBugs warning. |
| if (numberOfPoints % 2 != 0) { |
| double pmc = 1; |
| for (int j = 1; j < numberOfPoints; j += 2) { |
| pmc = -j * pmc / (j + 1); |
| } |
| final double d = numberOfPoints * pmc; |
| final double w = 2 / (d * d); |
| |
| points[iMax] = 0d; |
| weights[iMax] = w; |
| } |
| |
| return new Pair<>(points, weights); |
| } |
| } |