de.torstennahm.integrate.sparse
Class DefaultSparseIntegrator

java.lang.Object
  extended by de.torstennahm.integrate.Integrator<de.torstennahm.math.Function>
      extended by 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