com.opengamma.strata.math.impl.integration

Class AdaptiveCompositeIntegrator1D

java.lang.Object

com.opengamma.strata.math.impl.integration.Integrator1D<Double,Double>

com.opengamma.strata.math.impl.integration.AdaptiveCompositeIntegrator1D

All Implemented Interfaces:

Integrator<Double,Double,Function<Double,Double>>

public class AdaptiveCompositeIntegrator1D
extends Integrator1D<Double,Double>

Adaptive composite integrator: step size is set to be small if functional variation of integrand is large The integrator in individual intervals (base integrator) should be specified by constructor.

Constructor Summary

Constructors

Constructor and Description
AdaptiveCompositeIntegrator1D(Integrator1D<Double,Double> integrator) Creates an instance.
AdaptiveCompositeIntegrator1D(Integrator1D<Double,Double> integrator, double gain, double tol) Creates an instance.

Method Summary

Modifier and Type	Method and Description
boolean	equals(Object obj)
int	hashCode()
Double	integrate(Function<Double,Double> f, Double lower, Double upper) 1-D integration method.

Methods inherited from class com.opengamma.strata.math.impl.integration.Integrator1D

integrate

Methods inherited from class java.lang.Object

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

Constructor Detail

AdaptiveCompositeIntegrator1D

public AdaptiveCompositeIntegrator1D(Integrator1D<Double,Double> integrator)

Creates an instance.

Parameters:

integrator - The base integrator

AdaptiveCompositeIntegrator1D

public AdaptiveCompositeIntegrator1D(Integrator1D<Double,Double> integrator,
                                     double gain,
                                     double tol)

Creates an instance.

Parameters:

integrator - The base integrator.

gain - The gain ratio

tol - The tolerance

Method Detail

integrate

public Double integrate(Function<Double,Double> f,
                        Double lower,
                        Double upper)

Description copied from class: Integrator1D

1-D integration method.

Specified by:

integrate in class Integrator1D<Double,Double>

Parameters:

f - The function to integrate, not null

lower - The lower bound, not null

upper - The upper bound, not null

Returns:

The result of the integration

hashCode

public int hashCode()

Overrides:

hashCode in class Object

equals

public boolean equals(Object obj)

Overrides:

equals in class Object