net.sf.doodleproject.numerics4j.integration
Class RombergIntegrator

java.lang.Object
  net.sf.doodleproject.numerics4j.IterativeMethod
      net.sf.doodleproject.numerics4j.integration.RombergIntegrator

public class RombergIntegrator
extends IterativeMethod

An implementation of Romberg Integration.

For example, to evaluate definite integrals for sine, first a Function is defined:

 Function sine = new Function() {
    public double evaluate(double x) {
        return Math.sin(x);
    }}
 };
 

Then, a Romberg integrator is created with the above function:

 RombergIntegrator integrator = new RombergIntegrator(sine);
 

Lastly, evaluating definite integrals is accomplished using the integrate(double, double) method:

 // integrate sine from 0 to Pi.
 double two = integrator.integrate(0.0, Math.PI);
 
 // integrate sine from Pi/2 to 2 Pi.
 double one = integrator.integrate(Math.PI / 2.0, Math.PI);
 

References:

1. Eric W. Weisstein. "Romberg Integration." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/RombergIntegration.html

Since:

1.1

Version:

$Revision: 1.2 $ $Date: 2007/10/25 04:44:16 $

Nested Class Summary

Nested classes/interfaces inherited from class net.sf.doodleproject.numerics4j.IterativeMethod

IterativeMethod.IterativeState

Constructor Summary

RombergIntegrator(Function f)
Create an integrator for the given function.

RombergIntegrator(Function f, int iterations, double error)
Create an integrator for the given function.

Method Summary

Function	getFunction() Access the target function.
double	integrate(double a, double b) Evaluate the definite integral from a to b.
void	setFunction(Function f) Modify the target function.

Methods inherited from class net.sf.doodleproject.numerics4j.IterativeMethod

getMaximumIterations, getMaximumRelativeError, iterate, setMaximumIterations, setMaximumRelativeError

Methods inherited from class java.lang.Object

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

Constructor Detail

RombergIntegrator

public RombergIntegrator(Function f)

Create an integrator for the given function.

Parameters:

f - the target function.

RombergIntegrator

public RombergIntegrator(Function f,
                         int iterations,
                         double error)

Create an integrator for the given function.

Parameters:

f - the target function.

iterations - maximum number of iterations.

error - maximum relative error.

Method Detail

getFunction

public Function getFunction()

Access the target function.

Returns:

the target function.

integrate

public double integrate(double a,
                        double b)
                 throws NumericException

Evaluate the definite integral from a to b.

Parameters:

a - the lower limit of integration.

b - the upper limit of integration.

Returns:

the definite integral from a to b.

Throws:

NumericException - if the integral can not be evaluated.

setFunction

public void setFunction(Function f)

Modify the target function.

Parameters:

f - the new target function.