forked from kscience/kmath
Simpson integrator
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18509f1259
@ -35,7 +35,6 @@ fun main() {
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data.map { it.second }.toDoubleArray()
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)
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Plotly.plot {
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scatter {
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name = "interpolated"
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@ -11,7 +11,7 @@ import space.kscience.kmath.integration.*
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/**
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* A simple one-pass integrator based on Gauss rule
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*/
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public class GaussRuleIntegrator(
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public class CMGaussRuleIntegrator(
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private val numpoints: Int,
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private var type: GaussRule = GaussRule.LEGANDRE,
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) : UnivariateIntegrator<Double> {
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@ -76,7 +76,7 @@ public class GaussRuleIntegrator(
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numPoints: Int = 100,
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type: GaussRule = GaussRule.LEGANDRE,
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function: (Double) -> Double,
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): Double = GaussRuleIntegrator(numPoints, type).integrate(
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): Double = CMGaussRuleIntegrator(numPoints, type).integrate(
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UnivariateIntegrand(function, IntegrationRange(range))
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).valueOrNull!!
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}
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@ -5,13 +5,37 @@
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package space.kscience.kmath.integration
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import space.kscience.kmath.operations.Ring
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import space.kscience.kmath.operations.Field
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import space.kscience.kmath.structures.Buffer
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import space.kscience.kmath.structures.BufferFactory
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/**
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* [IntegrationRange] - the univariate range of integration. By default uses 0..1 interval.
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* [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.
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*/
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public class SimpsonIntegrator<T : Any>(
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public val algebra: Ring<T>,
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public val algebra: Field<T>,
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public val bufferFactory: BufferFactory<T>,
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) : UnivariateIntegrator<T> {
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override fun integrate(integrand: UnivariateIntegrand<T>): UnivariateIntegrand<T> {
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TODO("Not yet implemented")
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override fun integrate(integrand: UnivariateIntegrand<T>): UnivariateIntegrand<T> = with(algebra) {
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val numPoints = integrand.getFeature<IntegrandMaxCalls>()?.maxCalls ?: 100
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require(numPoints >= 4)
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val range = integrand.getFeature<IntegrationRange>()?.range ?: 0.0..1.0
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val h: Double = (range.endInclusive - range.start) / (numPoints - 1)
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val points: Buffer<T> = bufferFactory(numPoints) { i ->
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integrand.function(range.start + i * h)
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}// equally distributed point
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fun simpson(index: Int) = h / 3 * (points[index - 1] + 4 * points[index] + points[index + 1])
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var res = zero
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res += simpson(1) / 1.5 //border points with 1.5 factor
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for (i in 2 until (points.size - 2)) {
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res += simpson(i) / 2
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}
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res += simpson(points.size - 2) / 1.5 //border points with 1.5 factor
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return integrand + IntegrandValue(res) + IntegrandCallsPerformed(integrand.calls + points.size)
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}
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}
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}
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public inline val <reified T : Any> Field<T>.simpsonIntegrator: SimpsonIntegrator<T>
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get() = SimpsonIntegrator(this, Buffer.Companion::auto)
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@ -0,0 +1,12 @@
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/*
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* Copyright 2018-2021 KMath contributors.
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* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
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*/
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package space.kscience.kmath.integration
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public class SplineIntegrator<T>: UnivariateIntegrator<T> {
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override fun integrate(integrand: UnivariateIntegrand<T>): UnivariateIntegrand<T> {
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TODO("Not yet implemented")
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}
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}
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@ -9,7 +9,7 @@ import space.kscience.kmath.misc.UnstableKMathAPI
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import kotlin.jvm.JvmInline
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import kotlin.reflect.KClass
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public class UnivariateIntegrand<T : Any> internal constructor(
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public class UnivariateIntegrand<T> internal constructor(
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private val features: Map<KClass<*>, IntegrandFeature>,
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public val function: (Double) -> T,
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) : Integrand {
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@ -19,7 +19,7 @@ class GaussIntegralTest {
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val res = DoubleField.gaussIntegrator.integrate(0.0..2 * PI) { x ->
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sin(x)
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}
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assertEquals(0.0, res.valueOrNull!!, 1e-2)
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assertEquals(0.0, res.value, 1e-2)
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}
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@Test
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@ -31,7 +31,7 @@ class GaussIntegralTest {
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0.0
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}
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}
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assertEquals(15.0, res.valueOrNull!!, 0.5)
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assertEquals(15.0, res.value, 0.5)
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}
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@ -0,0 +1,38 @@
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/*
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* Copyright 2018-2021 KMath contributors.
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* Use of this source code is governed by the Apache 2.0 license that can be found in the license/LICENSE.txt file.
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*/
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package space.kscience.kmath.integration
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import space.kscience.kmath.misc.UnstableKMathAPI
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import space.kscience.kmath.operations.DoubleField
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import kotlin.math.PI
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import kotlin.math.sin
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import kotlin.test.Test
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import kotlin.test.assertEquals
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@OptIn(UnstableKMathAPI::class)
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class SimpsonIntegralTest {
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@Test
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fun gaussSin() {
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val res = DoubleField.simpsonIntegrator.integrate(0.0..2 * PI, IntegrandMaxCalls(5)) { x ->
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sin(x)
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}
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assertEquals(0.0, res.value, 1e-2)
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}
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@Test
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fun gaussUniform() {
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val res = DoubleField.simpsonIntegrator.integrate(35.0..100.0) { x ->
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if(x in 30.0..50.0){
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1.0
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} else {
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0.0
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}
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}
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assertEquals(15.0, res.value, 0.5)
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}
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}
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