com.opengamma.strata.math.impl.integration

Class ExtendedTrapezoidIntegrator1D

java.lang.Object

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

com.opengamma.strata.math.impl.integration.ExtendedTrapezoidIntegrator1D

All Implemented Interfaces:

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

public class ExtendedTrapezoidIntegrator1D
extends Integrator1D<Double,Double>

The trapezoid integration rule is a two-point Newton-Cotes formula that approximates the area under the curve as a trapezoid. For a function $f(x)$, $$ \begin{align*} \int^{x_2} _{x_1} f(x)dx \approx \frac{1}{2}(x_2 - x_1)(f(x_1) + f(x_2)) \end{align*} $$

This class is a wrapper for the Commons Math library implementation of trapezoidal integration.

Constructor Summary

Constructors

Constructor and Description
ExtendedTrapezoidIntegrator1D()

Method Summary

Modifier and Type	Method and Description
Double	integrate(Function<Double,Double> f, Double lower, Double upper) Trapezoid integration method.

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

integrate

Methods inherited from class java.lang.Object

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

Constructor Detail

ExtendedTrapezoidIntegrator1D

public ExtendedTrapezoidIntegrator1D()

Method Detail

integrate

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

Trapezoid integration method. Note that the Commons implementation fails if the lower bound is larger than the upper - in this case, the bounds are reversed and the result negated. 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