forked from kscience/kmath
WIP Integrator tests
This commit is contained in:
parent
e2ceb64d36
commit
93bc371622
@ -0,0 +1,7 @@
|
||||
package space.kscience.kmath.functions
|
||||
|
||||
import space.kscience.kmath.structures.Buffer
|
||||
|
||||
public typealias UnivariateFunction<T> = (T) -> T
|
||||
|
||||
public typealias MultivariateFunction<T> = (Buffer<T>) -> T
|
@ -23,7 +23,7 @@ import space.kscience.kmath.structures.indices
|
||||
/**
|
||||
* A simple one-pass integrator based on Gauss rule
|
||||
*/
|
||||
public class GaussIntegrator<T : Any> internal constructor(
|
||||
public class GaussIntegrator<T : Comparable<T>> internal constructor(
|
||||
public val algebra: Ring<T>,
|
||||
private val points: Buffer<T>,
|
||||
private val weights: Buffer<T>,
|
||||
@ -31,6 +31,7 @@ public class GaussIntegrator<T : Any> internal constructor(
|
||||
|
||||
init {
|
||||
require(points.size == weights.size) { "Inconsistent points and weights sizes" }
|
||||
require(points.indices.all { i -> i == 0 || points[i] > points[i - 1] }){"Integration nodes must be sorted"}
|
||||
}
|
||||
|
||||
override fun integrate(integrand: UnivariateIntegrand<T>): UnivariateIntegrand<T> = with(algebra) {
|
||||
@ -54,12 +55,13 @@ public class GaussIntegrator<T : Any> internal constructor(
|
||||
range: ClosedRange<Double>,
|
||||
numPoints: Int = 100,
|
||||
ruleFactory: GaussIntegratorRuleFactory<Double> = GaussLegendreDoubleRuleFactory,
|
||||
features: List<IntegrandFeature> = emptyList(),
|
||||
function: (Double) -> Double,
|
||||
): Double {
|
||||
): UnivariateIntegrand<Double> {
|
||||
val (points, weights) = ruleFactory.build(numPoints, range)
|
||||
return GaussIntegrator(DoubleField, points, weights).integrate(
|
||||
UnivariateIntegrand(function, IntegrationRange(range))
|
||||
).value!!
|
||||
)
|
||||
}
|
||||
}
|
||||
}
|
@ -1,6 +1,7 @@
|
||||
package space.kscience.kmath.integration
|
||||
|
||||
import space.kscience.kmath.operations.DoubleField
|
||||
import space.kscience.kmath.operations.Field
|
||||
import space.kscience.kmath.operations.Ring
|
||||
import space.kscience.kmath.structures.*
|
||||
import kotlin.jvm.Synchronized
|
||||
@ -8,7 +9,7 @@ import kotlin.math.ulp
|
||||
import kotlin.native.concurrent.ThreadLocal
|
||||
|
||||
public interface GaussIntegratorRuleFactory<T : Any> {
|
||||
public val algebra: Ring<T>
|
||||
public val algebra: Field<T>
|
||||
public val bufferFactory: BufferFactory<T>
|
||||
public fun build(numPoints: Int): Pair<Buffer<T>, Buffer<T>>
|
||||
|
||||
@ -29,7 +30,7 @@ public fun <T : Comparable<T>> GaussIntegratorRuleFactory<T>.build(
|
||||
val points = with(algebra) {
|
||||
val length = range.endInclusive - range.start
|
||||
normalized.first.map(bufferFactory) {
|
||||
range.start + length * it
|
||||
range.start + length / 2 + length * it/2
|
||||
}
|
||||
}
|
||||
|
||||
@ -46,7 +47,7 @@ public fun <T : Comparable<T>> GaussIntegratorRuleFactory<T>.build(
|
||||
@ThreadLocal
|
||||
public object GaussLegendreDoubleRuleFactory : GaussIntegratorRuleFactory<Double> {
|
||||
|
||||
override val algebra: Ring<Double> get() = DoubleField
|
||||
override val algebra: Field<Double> get() = DoubleField
|
||||
|
||||
override val bufferFactory: BufferFactory<Double> get() = ::DoubleBuffer
|
||||
|
||||
|
@ -1,12 +1,13 @@
|
||||
package space.kscience.kmath.integration
|
||||
|
||||
import space.kscience.kmath.functions.UnivariateFunction
|
||||
import space.kscience.kmath.misc.UnstableKMathAPI
|
||||
import kotlin.jvm.JvmInline
|
||||
import kotlin.reflect.KClass
|
||||
|
||||
public class UnivariateIntegrand<T : Any> internal constructor(
|
||||
private val features: Map<KClass<*>, IntegrandFeature>,
|
||||
public val function: (T) -> T,
|
||||
public val function: UnivariateFunction<T>,
|
||||
) : Integrand {
|
||||
|
||||
@Suppress("UNCHECKED_CAST")
|
||||
|
@ -0,0 +1,30 @@
|
||||
package space.kscience.kmath.integration
|
||||
|
||||
import kotlin.math.PI
|
||||
import kotlin.math.sin
|
||||
import kotlin.test.Test
|
||||
import kotlin.test.assertEquals
|
||||
|
||||
class GaussIntegralTest {
|
||||
@Test
|
||||
fun gaussSin() {
|
||||
val res = GaussIntegrator.integrate(0.0..2 * PI) { x ->
|
||||
sin(x)
|
||||
}
|
||||
assertEquals(0.0, res.value!!, 1e-4)
|
||||
}
|
||||
|
||||
@Test
|
||||
fun gaussUniform() {
|
||||
val res = GaussIntegrator.integrate(0.0..100.0,300) { x ->
|
||||
if(x in 30.0..50.0){
|
||||
1.0
|
||||
} else {
|
||||
0.0
|
||||
}
|
||||
}
|
||||
assertEquals(20.0, res.value!!, 0.1)
|
||||
}
|
||||
|
||||
|
||||
}
|
Loading…
Reference in New Issue
Block a user