diff --git a/examples/src/main/kotlin/space/kscience/kmath/linear/gradient.kt b/examples/src/main/kotlin/space/kscience/kmath/linear/gradient.kt index f7b284e89..a01ea7fe2 100644 --- a/examples/src/main/kotlin/space/kscience/kmath/linear/gradient.kt +++ b/examples/src/main/kotlin/space/kscience/kmath/linear/gradient.kt @@ -22,8 +22,8 @@ fun main() { return DoubleBuffer(x.size) { i -> val h = sigma[i] / 5 val dVector = DoubleBuffer(x.size) { if (it == i) h else 0.0 } - val f1 = invoke(x + dVector / 2) - val f0 = invoke(x - dVector / 2) + val f1 = this(x + dVector / 2) + val f0 = this(x - dVector / 2) (f1 - f0) / h } } diff --git a/kmath-commons/src/main/kotlin/space/kscience/kmath/commons/integration/CMIntegrator.kt b/kmath-commons/src/main/kotlin/space/kscience/kmath/commons/integration/CMIntegrator.kt index 535c6b39e..92bf86128 100644 --- a/kmath-commons/src/main/kotlin/space/kscience/kmath/commons/integration/CMIntegrator.kt +++ b/kmath-commons/src/main/kotlin/space/kscience/kmath/commons/integration/CMIntegrator.kt @@ -28,7 +28,7 @@ public class CMIntegrator( val integrator = integratorBuilder(integrand) val maxCalls = integrand.getFeature()?.maxCalls ?: defaultMaxCalls val remainingCalls = maxCalls - integrand.calls - val range = integrand.getFeature>()?.range + val range = integrand.getFeature()?.range ?: error("Integration range is not provided") val res = integrator.integrate(remainingCalls, integrand.function, range.start, range.endInclusive) diff --git a/kmath-commons/src/main/kotlin/space/kscience/kmath/commons/integration/GaussRuleIntegrator.kt b/kmath-commons/src/main/kotlin/space/kscience/kmath/commons/integration/GaussRuleIntegrator.kt index 071bac315..1c9915563 100644 --- a/kmath-commons/src/main/kotlin/space/kscience/kmath/commons/integration/GaussRuleIntegrator.kt +++ b/kmath-commons/src/main/kotlin/space/kscience/kmath/commons/integration/GaussRuleIntegrator.kt @@ -17,7 +17,7 @@ public class GaussRuleIntegrator( ) : UnivariateIntegrator { override fun integrate(integrand: UnivariateIntegrand): UnivariateIntegrand { - val range = integrand.getFeature>()?.range + val range = integrand.getFeature()?.range ?: error("Integration range is not provided") val integrator: GaussIntegrator = getIntegrator(range) //TODO check performance diff --git a/kmath-functions/src/commonMain/kotlin/space/kscience/kmath/integration/GaussIntegrator.kt b/kmath-functions/src/commonMain/kotlin/space/kscience/kmath/integration/GaussIntegrator.kt index bc23e2f1b..749f3cc72 100644 --- a/kmath-functions/src/commonMain/kotlin/space/kscience/kmath/integration/GaussIntegrator.kt +++ b/kmath-functions/src/commonMain/kotlin/space/kscience/kmath/integration/GaussIntegrator.kt @@ -8,6 +8,13 @@ import space.kscience.kmath.misc.UnstableKMathAPI import space.kscience.kmath.operations.Field import space.kscience.kmath.structures.* +/** + * Set of univariate integration ranges. First components correspond to ranges themselves, second components to number of + * integration nodes per range + */ +public class UnivariateIntegrandRanges(public val ranges: List, Int>>) : IntegrandFeature { + public constructor(vararg pairs: Pair, Int>) : this(pairs.toList()) +} /** * A simple one-pass integrator based on Gauss rule @@ -18,9 +25,29 @@ public class GaussIntegrator( private fun buildRule(integrand: UnivariateIntegrand): Pair, Buffer> { val factory = integrand.getFeature() ?: GaussLegendreRuleFactory - val numPoints = integrand.getFeature()?.maxCalls ?: 100 - val range = integrand.getFeature>()?.range ?: 0.0..1.0 - return factory.build(numPoints, range) + val predefinedRanges = integrand.getFeature() + if (predefinedRanges == null || predefinedRanges.ranges.isEmpty()) { + val numPoints = integrand.getFeature()?.maxCalls ?: 100 + val range = integrand.getFeature()?.range ?: 0.0..1.0 + return factory.build(numPoints, range) + } else { + val ranges = predefinedRanges.ranges + var counter = 0 + val length = ranges.sumOf { it.second } + val pointsArray = DoubleArray(length) + val weightsArray = DoubleArray(length) + + for (range in ranges) { + val rule = factory.build(range.second, range.first) + repeat(rule.first.size) { i -> + pointsArray[counter] = rule.first[i] + weightsArray[counter] = rule.second[i] + counter++ + } + + } + return pointsArray.asBuffer() to weightsArray.asBuffer() + } } override fun integrate(integrand: UnivariateIntegrand): UnivariateIntegrand = with(algebra) { @@ -49,7 +76,8 @@ public class GaussIntegrator( * Following features are evaluated: * * [GaussIntegratorRuleFactory] - A factory for computing the Gauss integration rule. By default uses [GaussLegendreRuleFactory] * * [IntegrationRange] - the univariate range of integration. By default uses 0..1 interval. - * * [IntegrandMaxCalls] - the maximum number of function calls during integration. For non-iterative rules, always uses the maximum number of points. By default uses 100 points. + * * [IntegrandMaxCalls] - the maximum number of function calls during integration. For non-iterative rules, always uses the maximum number of points. By default uses 10 points. + * * [UnivariateIntegrandRanges] - Set of ranges and number of points per range. Defaults to given [IntegrationRange] and [IntegrandMaxCalls] */ @UnstableKMathAPI public fun Field.integrate( @@ -64,15 +92,25 @@ public fun Field.integrate( @UnstableKMathAPI public fun Field.integrate( range: ClosedRange, - numPoints: Int = 100, + order: Int = 10, + intervals: Int = 10, vararg features: IntegrandFeature, function: (Double) -> T, -): UnivariateIntegrand = GaussIntegrator(this).integrate( - UnivariateIntegrand( - function, - IntegrationRange(range), - GaussLegendreRuleFactory, - IntegrandMaxCalls(numPoints), - *features +): UnivariateIntegrand { + require(range.endInclusive > range.start) { "The range upper bound should be higher than lower bound" } + require(order > 1) { "The order of polynomial must be more than 1" } + require(intervals > 0) { "Number of intervals must be positive" } + val rangeSize = (range.endInclusive - range.start) / intervals + val ranges = UnivariateIntegrandRanges( + (0 until intervals).map { i -> (rangeSize * i)..(rangeSize * i + 1) to order } ) -) \ No newline at end of file + return GaussIntegrator(this).integrate( + UnivariateIntegrand( + function, + IntegrationRange(range), + GaussLegendreRuleFactory, + ranges, + *features + ) + ) +} \ No newline at end of file diff --git a/kmath-functions/src/commonMain/kotlin/space/kscience/kmath/integration/UnivariateIntegrand.kt b/kmath-functions/src/commonMain/kotlin/space/kscience/kmath/integration/UnivariateIntegrand.kt index 0b41a3f8b..bcd5005c4 100644 --- a/kmath-functions/src/commonMain/kotlin/space/kscience/kmath/integration/UnivariateIntegrand.kt +++ b/kmath-functions/src/commonMain/kotlin/space/kscience/kmath/integration/UnivariateIntegrand.kt @@ -33,7 +33,7 @@ public fun UnivariateIntegrand( public typealias UnivariateIntegrator = Integrator> @JvmInline -public value class IntegrationRange>(public val range: ClosedRange) : IntegrandFeature +public value class IntegrationRange(public val range: ClosedRange) : IntegrandFeature public val UnivariateIntegrand.value: T? get() = getFeature>()?.value