Separate double-based integrator for a Simpson rule
This commit is contained in:
parent
a24c8dcbce
commit
ec7a971df7
@ -10,13 +10,12 @@ allprojects {
|
||||
maven("http://logicrunch.research.it.uu.se/maven") {
|
||||
isAllowInsecureProtocol = true
|
||||
}
|
||||
maven("https://maven.pkg.jetbrains.space/public/p/kotlinx-html/maven")
|
||||
maven("https://oss.sonatype.org/content/repositories/snapshots")
|
||||
mavenCentral()
|
||||
}
|
||||
|
||||
group = "space.kscience"
|
||||
version = "0.3.0-dev-11"
|
||||
version = "0.3.0-dev-12"
|
||||
}
|
||||
|
||||
subprojects {
|
||||
|
@ -5,6 +5,8 @@
|
||||
|
||||
package space.kscience.kmath.integration
|
||||
|
||||
import space.kscience.kmath.misc.UnstableKMathAPI
|
||||
import space.kscience.kmath.operations.DoubleField
|
||||
import space.kscience.kmath.operations.Field
|
||||
import space.kscience.kmath.operations.invoke
|
||||
import space.kscience.kmath.operations.sum
|
||||
@ -15,6 +17,7 @@ import space.kscience.kmath.operations.sum
|
||||
* [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 10 points.
|
||||
*/
|
||||
@UnstableKMathAPI
|
||||
public class SimpsonIntegrator<T : Any>(
|
||||
public val algebra: Field<T>,
|
||||
) : UnivariateIntegrator<T> {
|
||||
@ -55,4 +58,50 @@ public class SimpsonIntegrator<T : Any>(
|
||||
}
|
||||
}
|
||||
|
||||
public val <T : Any> Field<T>.simpsonIntegrator: SimpsonIntegrator<T> get() = SimpsonIntegrator(this)
|
||||
@UnstableKMathAPI
|
||||
public val <T : Any> Field<T>.simpsonIntegrator: SimpsonIntegrator<T> get() = SimpsonIntegrator(this)
|
||||
|
||||
/**
|
||||
* Use double pass Simpson rule integration with a fixed number of points.
|
||||
* Requires [UnivariateIntegrandRanges] or [IntegrationRange] and [IntegrandMaxCalls]
|
||||
* [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 10 points.
|
||||
*/
|
||||
public object DoubleSimpsonIntegrator : UnivariateIntegrator<Double> {
|
||||
|
||||
private fun integrateRange(
|
||||
integrand: UnivariateIntegrand<Double>, range: ClosedRange<Double>, numPoints: Int,
|
||||
): Double {
|
||||
val h: Double = (range.endInclusive - range.start) / (numPoints - 1)
|
||||
val values = DoubleArray(numPoints) { i ->
|
||||
integrand.function(range.start + i * h)
|
||||
}// equally distributed point
|
||||
|
||||
fun simpson(index: Int) = h / 3 * (values[index - 1] + 4 * values[index] + values[index + 1])
|
||||
|
||||
var res = 0.0
|
||||
res += simpson(1) / 1.5 //border points with 1.5 factor
|
||||
for (i in 2 until (values.size - 2)) {
|
||||
//each half-interval is computed twice, therefore /2
|
||||
res += simpson(i) / 2
|
||||
}
|
||||
res += simpson(values.size - 2) / 1.5 //border points with 1.5 factor
|
||||
return res
|
||||
}
|
||||
|
||||
override fun integrate(integrand: UnivariateIntegrand<Double>): UnivariateIntegrand<Double> {
|
||||
val ranges = integrand.getFeature<UnivariateIntegrandRanges>()
|
||||
return if (ranges != null) {
|
||||
val res = ranges.ranges.sumOf { integrateRange(integrand, it.first, it.second) }
|
||||
integrand + IntegrandValue(res) + IntegrandCallsPerformed(integrand.calls + ranges.ranges.sumOf { it.second })
|
||||
} else {
|
||||
val numPoints = integrand.getFeature<IntegrandMaxCalls>()?.maxCalls ?: 100
|
||||
require(numPoints >= 4) { "Simpson integrator requires at least 4 nodes" }
|
||||
val range = integrand.getFeature<IntegrationRange>()?.range ?: 0.0..1.0
|
||||
val res = integrateRange(integrand, range, numPoints)
|
||||
integrand + IntegrandValue(res) + IntegrandCallsPerformed(integrand.calls + numPoints)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
public val DoubleField.simpsonIntegrator: DoubleSimpsonIntegrator get() = DoubleSimpsonIntegrator
|
Loading…
Reference in New Issue
Block a user