001    /*
002     * Licensed to the Apache Software Foundation (ASF) under one or more
003     * contributor license agreements.  See the NOTICE file distributed with
004     * this work for additional information regarding copyright ownership.
005     * The ASF licenses this file to You under the Apache License, Version 2.0
006     * (the "License"); you may not use this file except in compliance with
007     * the License.  You may obtain a copy of the License at
008     *
009     *      http://www.apache.org/licenses/LICENSE-2.0
010     *
011     * Unless required by applicable law or agreed to in writing, software
012     * distributed under the License is distributed on an "AS IS" BASIS,
013     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014     * See the License for the specific language governing permissions and
015     * limitations under the License.
016     */
017    package org.apache.commons.math.analysis.integration;
018    
019    import org.apache.commons.math.FunctionEvaluationException;
020    import org.apache.commons.math.MathRuntimeException;
021    import org.apache.commons.math.MaxIterationsExceededException;
022    import org.apache.commons.math.analysis.UnivariateRealFunction;
023    
024    /**
025     * Implements the <a href="http://mathworld.wolfram.com/TrapezoidalRule.html">
026     * Trapezoidal Rule</a> for integration of real univariate functions. For
027     * reference, see <b>Introduction to Numerical Analysis</b>, ISBN 038795452X,
028     * chapter 3.
029     * <p>
030     * The function should be integrable.</p>
031     *
032     * @version $Revision: 825919 $ $Date: 2009-10-16 10:51:55 -0400 (Fri, 16 Oct 2009) $
033     * @since 1.2
034     */
035    public class TrapezoidIntegrator extends UnivariateRealIntegratorImpl {
036    
037        /** Intermediate result. */
038        private double s;
039    
040        /**
041         * Construct an integrator for the given function.
042         *
043         * @param f function to integrate
044         * @deprecated as of 2.0 the integrand function is passed as an argument
045         * to the {@link #integrate(UnivariateRealFunction, double, double)}method.
046         */
047        @Deprecated
048        public TrapezoidIntegrator(UnivariateRealFunction f) {
049            super(f, 64);
050        }
051    
052        /**
053         * Construct an integrator.
054         */
055        public TrapezoidIntegrator() {
056            super(64);
057        }
058    
059        /**
060         * Compute the n-th stage integral of trapezoid rule. This function
061         * should only be called by API <code>integrate()</code> in the package.
062         * To save time it does not verify arguments - caller does.
063         * <p>
064         * The interval is divided equally into 2^n sections rather than an
065         * arbitrary m sections because this configuration can best utilize the
066         * alrealy computed values.</p>
067         *
068         * @param f the integrand function
069         * @param min the lower bound for the interval
070         * @param max the upper bound for the interval
071         * @param n the stage of 1/2 refinement, n = 0 is no refinement
072         * @return the value of n-th stage integral
073         * @throws FunctionEvaluationException if an error occurs evaluating the
074         * function
075         */
076        double stage(final UnivariateRealFunction f,
077                     final double min, final double max, final int n)
078            throws FunctionEvaluationException {
079    
080            if (n == 0) {
081                s = 0.5 * (max - min) * (f.value(min) + f.value(max));
082                return s;
083            } else {
084                final long np = 1L << (n-1);           // number of new points in this stage
085                double sum = 0;
086                final double spacing = (max - min) / np; // spacing between adjacent new points
087                double x = min + 0.5 * spacing;    // the first new point
088                for (long i = 0; i < np; i++) {
089                    sum += f.value(x);
090                    x += spacing;
091                }
092                // add the new sum to previously calculated result
093                s = 0.5 * (s + sum * spacing);
094                return s;
095            }
096        }
097    
098        /** {@inheritDoc} */
099        @Deprecated
100        public double integrate(final double min, final double max)
101            throws MaxIterationsExceededException, FunctionEvaluationException, IllegalArgumentException {
102            return integrate(f, min, max);
103        }
104    
105        /** {@inheritDoc} */
106        public double integrate(final UnivariateRealFunction f,
107                                final double min, final double max)
108            throws MaxIterationsExceededException, FunctionEvaluationException, IllegalArgumentException {
109    
110            clearResult();
111            verifyInterval(min, max);
112            verifyIterationCount();
113    
114            double oldt = stage(f, min, max, 0);
115            for (int i = 1; i <= maximalIterationCount; ++i) {
116                final double t = stage(f, min, max, i);
117                if (i >= minimalIterationCount) {
118                    final double delta = Math.abs(t - oldt);
119                    final double rLimit =
120                        relativeAccuracy * (Math.abs(oldt) + Math.abs(t)) * 0.5;
121                    if ((delta <= rLimit) || (delta <= absoluteAccuracy)) {
122                        setResult(t, i);
123                        return result;
124                    }
125                }
126                oldt = t;
127            }
128            throw new MaxIterationsExceededException(maximalIterationCount);
129        }
130    
131        /** {@inheritDoc} */
132        @Override
133        protected void verifyIterationCount() throws IllegalArgumentException {
134            super.verifyIterationCount();
135            // at most 64 bisection refinements
136            if (maximalIterationCount > 64) {
137                throw MathRuntimeException.createIllegalArgumentException(
138                        "invalid iteration limits: min={0}, max={1}",
139                        0, 64);
140            }
141        }
142    }