com.opengamma.strata.math.impl.integration

Class Integrator1D<T,U>

java.lang.Object

com.opengamma.strata.math.impl.integration.Integrator1D<T,U>

Type Parameters:

T - Type of the function output and result

U - Type of the function inputs and integration bounds

All Implemented Interfaces:

Integrator<T,U,Function<U,T>>

Direct Known Subclasses:

AdaptiveCompositeIntegrator1D, ExtendedTrapezoidIntegrator1D, GaussianQuadratureIntegrator1D, RombergIntegrator1D, RungeKuttaIntegrator1D, SimpsonIntegrator1D

public abstract class Integrator1D<T,U>
extends Object
implements Integrator<T,U,Function<U,T>>

Class for defining the integration of 1-D functions.

Constructor Summary

Constructors

Constructor and Description
Integrator1D()

Method Summary

Modifier and Type	Method and Description
T	integrate(Function<U,T> f, U[] lower, U[] upper)
abstract T	integrate(Function<U,T> f, U lower, U upper) 1-D integration method.

Methods inherited from class java.lang.Object

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

Constructor Detail

Integrator1D

public Integrator1D()

Method Detail

integrate

public T integrate(Function<U,T> f,
                   U[] lower,
                   U[] upper)

Specified by:

integrate in interface Integrator<T,U,Function<U,T>>

Parameters:

f - The function to be integrated, not null

lower - The array of lower bounds of integration, not null or empty

upper - The array of upper bounds of integration, not null or empty

Returns:

The result of the integral

integrate

public abstract T integrate(Function<U,T> f,
                            U lower,
                            U upper)

1-D integration method.

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