Examples of org.apache.commons.math3.analysis.integration.gauss.GaussIntegrator.integrate()

Package org.apache.commons.math3.analysis.integration.gauss

Class org.apache.commons.math3.analysis.integration.gauss.GaussIntegrator

Examples of org.apache.commons.math3.analysis.integration.gauss.GaussIntegrator.integrate()

org.apache.commons.math3.analysis.integration.gauss.GaussIntegrator.integrate()
Returns an estimate of the integral of {@code f(x) * w(x)}, where {@code w} is a weight function that depends on the actualflavor of the Gauss integration scheme. The algorithm uses the points and associated weights, as passed to the {@link #GaussIntegrator(double[],double[]) constructor}. @param f Function to integrate. @return the integral of the weighted function.

        Collections.sort(integrationTestPoints);
        for (int i = 1; i < integrationTestPoints.size(); i++) {
            Assert.assertEquals(
                    distribution.cumulativeProbability(  // FIXME @4.0 when rename happens
                            integrationTestPoints.get(0), integrationTestPoints.get(i)),
                            integrator.integrate(
                                    1000000, // Triangle integrals are very slow to converge
                                    d, integrationTestPoints.get(0),
                                    integrationTestPoints.get(i)), tol);
        }
    }

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        final double[] upper = {5, 12, 1030, 5010, 10000};
        for (int i = 1; i < 5; i++) {
            Assert.assertEquals(
                    distribution.cumulativeProbability( 
                            lower[i], upper[i]),
                            integrator.integrate(
                                    1000000, // Triangle integrals are very slow to converge
                                    d, lower[i], upper[i]), tol);
        }
    }

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    k[k.length - 1] = n - lastJ;


    // now verify probabilities by comparing to integral of pdf
    UnivariateIntegrator integrator = new RombergIntegrator();
    for (int i = 0; i < xs.length - 1; i++) {
      double delta = integrator.integrate(1000000, new UnivariateFunction() {
        @Override
        public double value(double v) {
          return dist.pdf(v);
        }
      }, xs[i], xs[i + 1]);

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    k[k.length - 1] = n - lastJ;


    // now verify probabilities by comparing to integral of pdf
    UnivariateIntegrator integrator = new RombergIntegrator();
    for (int i = 0; i < xs.length - 1; i++) {
      double delta = integrator.integrate(1000000, new UnivariateFunction() {
        @Override
        public double value(double v) {
          return dist.pdf(v);
        }
      }, xs[i], xs[i + 1]);

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        for (int i = 0; i < n; i++) {
            // Integrate over each sub-interval [a, b].
            final double a = min + i * step;
            final double b = a + step;
            final GaussIntegrator g = FACTORY.legendreHighPrecision(numberOfPoints, a, b);
            sum += g.integrate(f);
        }


        return sum;
    }
}

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        for (int i = 0; i < n; i++) {
            // Integrate over each sub-interval [a, b].
            final double a = min + i * step;
            final double b = a + step;
            final GaussIntegrator g = FACTORY.legendreHighPrecision(numberOfPoints, a, b);
            sum += g.integrate(f);
        }


        return sum;
    }
}

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        for (int i = 0; i < n; i++) {
            // Integrate over each sub-interval [a, b].
            final double a = min + i * step;
            final double b = a + step;
            final GaussIntegrator g = FACTORY.legendreHighPrecision(numberOfPoints, a, b);
            sum += g.integrate(f);
        }


        return sum;
    }
}

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        for (int i = 0; i < n; i++) {
            // Integrate over each sub-interval [a, b].
            final double a = min + i * step;
            final double b = a + step;
            final GaussIntegrator g = FACTORY.legendreHighPrecision(numberOfPoints, a, b);
            sum += g.integrate(f);
        }


        return sum;
    }
}

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        for (int l = 0; l < functions.length; ++l) {
          integ.addEventHandler(functions[l],
                                     Double.POSITIVE_INFINITY, 1.0e-6 * step, 1000);
        }
        Assert.assertEquals(functions.length, integ.getEventHandlers().size());
        double stopTime = integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                                          pb.getFinalTime(), new double[pb.getDimension()]);
        if (functions.length == 0) {
            Assert.assertEquals(pb.getFinalTime(), stopTime, 1.0e-10);
        }

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    double step = (pb.getFinalTime() - pb.getInitialTime()) * 0.001;


    FirstOrderIntegrator integ = new ClassicalRungeKuttaIntegrator(step);
    TestProblemHandler handler = new TestProblemHandler(pb, integ);
    integ.addStepHandler(handler);
    integ.integrate(pb, pb.getInitialTime(), pb.getInitialState(),
                    pb.getFinalTime(), new double[pb.getDimension()]);


    Assert.assertTrue(handler.getLastError() < 2.0e-13);
    Assert.assertTrue(handler.getMaximalValueError() < 4.0e-12);
    Assert.assertEquals(0, handler.getMaximalTimeError(), 1.0e-12);

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