de.torstennahm.integrate.sparse
Class DefaultSparseIntegrator

java.lang.Object
  de.torstennahm.integrate.Integrator<de.torstennahm.math.Function>
      de.torstennahm.integrate.sparse.DefaultSparseIntegrator

public class DefaultSparseIntegrator
extends Integrator<de.torstennahm.math.Function>

A convenience class that uses generally acceptable defaults for integration. It performs adaptive sparse grid integration for the uniform measure on [0,1]^d using Patterson weights and the EvaluateIntegrator strategy. If you have additional information about the functions, you should consider using a more specific integrator suited to the particular function class in question.

Author:

Torsten Nahm

See Also:

EvaluateIntegrator, Patterson

Constructor Summary

DefaultSparseIntegrator()
Simple, optionless constructor.

DefaultSparseIntegrator(Generator generator)
Constructor that allows specification of the integration formula.

Method Summary

IntegrationResult

integrate(de.torstennahm.math.Function function, StopCondition condition, java.util.List<Visualizer> visualizers) Performs numerical integration of the integrand until the given condition is fulfilled.

Methods inherited from class de.torstennahm.integrate.Integrator

integrate, integrateAbsTol, integrateAbsTol, integrateByPoints, integrateByPoints, integrateRelTol, integrateRelTol

Methods inherited from class java.lang.Object

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

Constructor Detail

DefaultSparseIntegrator

public DefaultSparseIntegrator()

Simple, optionless constructor.

DefaultSparseIntegrator

public DefaultSparseIntegrator(Generator generator)

Constructor that allows specification of the integration formula.

Parameters:

generator - generator for the weights and nodes

Method Detail

integrate

public IntegrationResult integrate(de.torstennahm.math.Function function,
                                   StopCondition condition,
                                   java.util.List<Visualizer> visualizers)
                            throws IntegrationFailedException

Description copied from class: Integrator

Performs numerical integration of the integrand until the given condition is fulfilled.

Specified by:

integrate in class Integrator<de.torstennahm.math.Function>

Parameters:

function - object to be integrated

condition - stop condition

visualizers - list of visualizers or null for no visualization

Returns:

result of integration

Throws:

IntegrationFailedException - if an integration error occurs