IterativeLegendreGaussIntegrator (Apache Commons Math 4.0-SNAPSHOT API)

java.lang.Object
- org.apache.commons.math4.analysis.integration.BaseAbstractUnivariateIntegrator
- - org.apache.commons.math4.analysis.integration.IterativeLegendreGaussIntegrator

All Implemented Interfaces:

UnivariateIntegrator
```
public class IterativeLegendreGaussIntegrator
extends BaseAbstractUnivariateIntegrator
```
This algorithm divides the integration interval into equally-sized sub-interval and on each of them performs a Legendre-Gauss quadrature. Because of its non-adaptive nature, this algorithm can converge to a wrong value for the integral (for example, if the function is significantly different from zero toward the ends of the integration interval). In particular, a change of variables aimed at estimating integrals over infinite intervals as proposed here should be avoided when using this class.

Since:

3.1

Field Summary
- Fields inherited from class org.apache.commons.math4.analysis.integration.BaseAbstractUnivariateIntegrator
  DEFAULT_ABSOLUTE_ACCURACY, DEFAULT_MAX_ITERATIONS_COUNT, DEFAULT_MIN_ITERATIONS_COUNT, DEFAULT_RELATIVE_ACCURACY, iterations

Constructor Summary

Constructors
Constructor and Description
`IterativeLegendreGaussIntegrator(int n, double relativeAccuracy, double absoluteAccuracy)` Builds an integrator with given accuracies.
`IterativeLegendreGaussIntegrator(int n, double relativeAccuracy, double absoluteAccuracy, int minimalIterationCount, int maximalIterationCount)` Builds an integrator with given accuracies and iterations counts.
`IterativeLegendreGaussIntegrator(int n, int minimalIterationCount, int maximalIterationCount)` Builds an integrator with given iteration counts.

Method Summary

Methods
Modifier and Type Method and Description

protected double doIntegrate()
Method for implementing actual integration algorithms in derived classes.
- Methods inherited from class org.apache.commons.math4.analysis.integration.BaseAbstractUnivariateIntegrator
  computeObjectiveValue, getAbsoluteAccuracy, getEvaluations, getIterations, getMax, getMaximalIterationCount, getMin, getMinimalIterationCount, getRelativeAccuracy, integrate, setup
- Methods inherited from class java.lang.Object
  clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods
Modifier and Type	Method and Description
`protected double`	`doIntegrate()` Method for implementing actual integration algorithms in derived classes.

- Constructor Detail
  - IterativeLegendreGaussIntegrator
```
public IterativeLegendreGaussIntegrator(int n,
                                double relativeAccuracy,
                                double absoluteAccuracy,
                                int minimalIterationCount,
                                int maximalIterationCount)
                                 throws NotStrictlyPositiveException,
                                        NumberIsTooSmallException
```
    Builds an integrator with given accuracies and iterations counts.
    
    Parameters:
    n - Number of integration points.
    relativeAccuracy - Relative accuracy of the result.
    absoluteAccuracy - Absolute accuracy of the result.
    minimalIterationCount - Minimum number of iterations.
    maximalIterationCount - Maximum number of iterations.
    
    Throws:
    
    NotStrictlyPositiveException - if minimal number of iterations or number of points are not strictly positive.
    
    NumberIsTooSmallException - if maximal number of iterations is smaller than or equal to the minimal number of iterations.
  - IterativeLegendreGaussIntegrator
```
public IterativeLegendreGaussIntegrator(int n,
                                double relativeAccuracy,
                                double absoluteAccuracy)
                                 throws NotStrictlyPositiveException
```
    Builds an integrator with given accuracies.
    
    Parameters:
    n - Number of integration points.
    relativeAccuracy - Relative accuracy of the result.
    absoluteAccuracy - Absolute accuracy of the result.
    
    Throws:
    
    NotStrictlyPositiveException - if n < 1.
  - IterativeLegendreGaussIntegrator
```
public IterativeLegendreGaussIntegrator(int n,
                                int minimalIterationCount,
                                int maximalIterationCount)
                                 throws NotStrictlyPositiveException,
                                        NumberIsTooSmallException
```
    Builds an integrator with given iteration counts.
    
    Parameters:
    n - Number of integration points.
    minimalIterationCount - Minimum number of iterations.
    maximalIterationCount - Maximum number of iterations.
    
    Throws:
    
    NotStrictlyPositiveException - if minimal number of iterations is not strictly positive.
    
    NumberIsTooSmallException - if maximal number of iterations is smaller than or equal to the minimal number of iterations.
    
    NotStrictlyPositiveException - if n < 1.
- Method Detail
  - doIntegrate
```
protected double doIntegrate()
                      throws MathIllegalArgumentException,
                             TooManyEvaluationsException,
                             MaxCountExceededException
```
    Method for implementing actual integration algorithms in derived classes.
    
    Specified by:
    
    doIntegrate in class BaseAbstractUnivariateIntegrator
    
    Returns:
    the root.
    
    Throws:
    
    TooManyEvaluationsException - if the maximal number of evaluations is exceeded.
    
    MaxCountExceededException - if the maximum iteration count is exceeded or the integrator detects convergence problems otherwise
    
    MathIllegalArgumentException

Class IterativeLegendreGaussIntegrator

Field Summary

Fields inherited from class org.apache.commons.math4.analysis.integration.BaseAbstractUnivariateIntegrator

Constructor Summary

Method Summary

Methods inherited from class org.apache.commons.math4.analysis.integration.BaseAbstractUnivariateIntegrator

Methods inherited from class java.lang.Object

Constructor Detail

IterativeLegendreGaussIntegrator

IterativeLegendreGaussIntegrator

IterativeLegendreGaussIntegrator

Method Detail

doIntegrate