org.apache.commons.math3.analysis.integration.gauss

Class GaussIntegrator

java.lang.Object

org.apache.commons.math3.analysis.integration.gauss.GaussIntegrator

Direct Known Subclasses:

SymmetricGaussIntegrator

public class GaussIntegrator
extends java.lang.Object

Class that implements the Gaussian rule for integrating a weighted function.

Since:

3.1

Field Summary

Fields

Modifier and Type	Field and Description
private double[]	points Nodes.
private double[]	weights Nodes weights.

Constructor Summary

Constructors

Constructor and Description
GaussIntegrator(double[] points, double[] weights) Creates an integrator from the given points and weights.
GaussIntegrator(Pair<double[],double[]> pointsAndWeights) Creates an integrator from the given pair of points (first element of the pair) and weights (second element of the pair.

Method Summary

Methods

Modifier and Type	Method and Description
int	getNumberOfPoints()
double	getPoint(int index) Gets the integration point at the given index.
double	getWeight(int index) Gets the weight of the integration point at the given index.
double	integrate(UnivariateFunction f) Returns an estimate of the integral of f(x) * w(x), where w is a weight function that depends on the actual flavor of the Gauss integration scheme.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

points

private final double[] points

Nodes.

weights

private final double[] weights

Nodes weights.

Constructor Detail

GaussIntegrator

public GaussIntegrator(double[] points,
               double[] weights)
                throws NonMonotonicSequenceException,
                       DimensionMismatchException

Creates an integrator from the given points and weights. The integration interval is defined by the first and last value of points which must be sorted in increasing order.

Parameters:

points - Integration points.

weights - Weights of the corresponding integration nodes.

Throws:

NonMonotonicSequenceException - if the points are not sorted in increasing order.

DimensionMismatchException - if points and weights don't have the same length

GaussIntegrator

public GaussIntegrator(Pair<double[],double[]> pointsAndWeights)
                throws NonMonotonicSequenceException

Creates an integrator from the given pair of points (first element of the pair) and weights (second element of the pair.

Parameters:

pointsAndWeights - Integration points and corresponding weights.

Throws:

NonMonotonicSequenceException - if the points are not sorted in increasing order.

See Also:

GaussIntegrator(double[], double[])

Method Detail

integrate

public double integrate(UnivariateFunction f)

Returns an estimate of the integral of f(x) * w(x), where w is a weight function that depends on the actual flavor of the Gauss integration scheme. The algorithm uses the points and associated weights, as passed to the constructor.

Parameters:

f - Function to integrate.

Returns:

the integral of the weighted function.

getNumberOfPoints

public int getNumberOfPoints()

Returns:

the order of the integration rule (the number of integration points).

getPoint

public double getPoint(int index)

Gets the integration point at the given index. The index must be in the valid range but no check is performed.

Parameters:

index - index of the integration point

Returns:

the integration point.

getWeight

public double getWeight(int index)

Gets the weight of the integration point at the given index. The index must be in the valid range but no check is performed.

Parameters:

index - index of the integration point

Returns:

the weight.