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From l..@apache.org
Subject svn commit: r1488914 - in /commons/proper/math/trunk: ./ src/changes/ src/main/java/org/apache/commons/math3/analysis/integration/ src/test/java/org/apache/commons/math3/analysis/integration/
Date Mon, 03 Jun 2013 09:04:40 GMT
Author: luc
Date: Mon Jun  3 09:04:40 2013
New Revision: 1488914

URL: http://svn.apache.org/r1488914
Log:
Added midpoint integration method.

Patch contributed by Oleksandr Kornieiev.

JIRA: MATH-967

Added:
    commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/integration/MidPointIntegrator.java
  (with props)
    commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/integration/MidPointIntegratorTest.java
  (with props)
Modified:
    commons/proper/math/trunk/pom.xml
    commons/proper/math/trunk/src/changes/changes.xml

Modified: commons/proper/math/trunk/pom.xml
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/pom.xml?rev=1488914&r1=1488913&r2=1488914&view=diff
==============================================================================
--- commons/proper/math/trunk/pom.xml (original)
+++ commons/proper/math/trunk/pom.xml Mon Jun  3 09:04:40 2013
@@ -217,6 +217,9 @@
       <name>Eugene Kirpichov</name>
     </contributor>
     <contributor>
+      <name>Oleksandr Kornieiev</name>
+    </contributor>
+    <contributor>
       <name>Piotr Kochanski</name>
     </contributor>
     <contributor>

Modified: commons/proper/math/trunk/src/changes/changes.xml
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/changes/changes.xml?rev=1488914&r1=1488913&r2=1488914&view=diff
==============================================================================
--- commons/proper/math/trunk/src/changes/changes.xml (original)
+++ commons/proper/math/trunk/src/changes/changes.xml Mon Jun  3 09:04:40 2013
@@ -51,6 +51,9 @@ If the output is not quite correct, chec
   </properties>
   <body>
     <release version="x.y" date="TBD" description="TBD">
+      <action dev="luc" type="add" issue="MATH-967" due-to="Oleksandr Kornieiev">
+        Added midpoint integration method.
+      </action>
       <action dev="luc" type="fix" issue="MATH-988" due-to="Andreas Huber">
         Fixed NullPointerException in 2D and 3D sub-line intersections.
       </action>

Added: commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/integration/MidPointIntegrator.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/integration/MidPointIntegrator.java?rev=1488914&view=auto
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/integration/MidPointIntegrator.java
(added)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math3/analysis/integration/MidPointIntegrator.java
Mon Jun  3 09:04:40 2013
@@ -0,0 +1,165 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math3.analysis.integration;
+
+import org.apache.commons.math3.exception.MathIllegalArgumentException;
+import org.apache.commons.math3.exception.MaxCountExceededException;
+import org.apache.commons.math3.exception.NotStrictlyPositiveException;
+import org.apache.commons.math3.exception.NumberIsTooLargeException;
+import org.apache.commons.math3.exception.NumberIsTooSmallException;
+import org.apache.commons.math3.exception.TooManyEvaluationsException;
+import org.apache.commons.math3.util.FastMath;
+
+/**
+ * Implements the <a href="http://en.wikipedia.org/wiki/Midpoint_method">
+ * Midpoint Rule</a> for integration of real univariate functions. For
+ * reference, see <b>Numerical Mathematics</b>, ISBN 0387989595,
+ * chapter 9.2.
+ * <p>
+ * The function should be integrable.</p>
+ *
+ * @version $Id$
+ * @since 3.3
+ */
+public class MidPointIntegrator extends BaseAbstractUnivariateIntegrator {
+
+    /** Maximum number of iterations for midpoint. */
+    public static final int MIDPOINT_MAX_ITERATIONS_COUNT = 64;
+
+    /** Intermediate result. */
+    private double s;
+
+    /**
+     * Build a midpoint integrator with given accuracies and iterations counts.
+     * @param relativeAccuracy relative accuracy of the result
+     * @param absoluteAccuracy absolute accuracy of the result
+     * @param minimalIterationCount minimum number of iterations
+     * @param maximalIterationCount maximum number of iterations
+     * (must be less than or equal to {@link #MIDPOINT_MAX_ITERATIONS_COUNT}
+     * @exception NotStrictlyPositiveException if minimal number of iterations
+     * is not strictly positive
+     * @exception NumberIsTooSmallException if maximal number of iterations
+     * is lesser than or equal to the minimal number of iterations
+     * @exception NumberIsTooLargeException if maximal number of iterations
+     * is greater than {@link #MIDPOINT_MAX_ITERATIONS_COUNT}
+     */
+    public MidPointIntegrator(final double relativeAccuracy,
+                              final double absoluteAccuracy,
+                              final int minimalIterationCount,
+                              final int maximalIterationCount)
+        throws NotStrictlyPositiveException, NumberIsTooSmallException, NumberIsTooLargeException
{
+        super(relativeAccuracy, absoluteAccuracy, minimalIterationCount, maximalIterationCount);
+        if (maximalIterationCount > MIDPOINT_MAX_ITERATIONS_COUNT) {
+            throw new NumberIsTooLargeException(maximalIterationCount,
+                                                MIDPOINT_MAX_ITERATIONS_COUNT, false);
+        }
+    }
+
+    /**
+     * Build a midpoint integrator with given iteration counts.
+     * @param minimalIterationCount minimum number of iterations
+     * @param maximalIterationCount maximum number of iterations
+     * (must be less than or equal to {@link #MIDPOINT_MAX_ITERATIONS_COUNT}
+     * @exception NotStrictlyPositiveException if minimal number of iterations
+     * is not strictly positive
+     * @exception NumberIsTooSmallException if maximal number of iterations
+     * is lesser than or equal to the minimal number of iterations
+     * @exception NumberIsTooLargeException if maximal number of iterations
+     * is greater than {@link #MIDPOINT_MAX_ITERATIONS_COUNT}
+     */
+    public MidPointIntegrator(final int minimalIterationCount,
+                              final int maximalIterationCount)
+        throws NotStrictlyPositiveException, NumberIsTooSmallException, NumberIsTooLargeException
{
+        super(minimalIterationCount, maximalIterationCount);
+        if (maximalIterationCount > MIDPOINT_MAX_ITERATIONS_COUNT) {
+            throw new NumberIsTooLargeException(maximalIterationCount,
+                                                MIDPOINT_MAX_ITERATIONS_COUNT, false);
+        }
+    }
+
+    /**
+     * Construct a midpoint integrator with default settings.
+     * (max iteration count set to {@link #MIDPOINT_MAX_ITERATIONS_COUNT})
+     */
+    public MidPointIntegrator() {
+        super(DEFAULT_MIN_ITERATIONS_COUNT, MIDPOINT_MAX_ITERATIONS_COUNT);
+    }
+
+    /**
+     * Compute the n-th stage integral of midpoint rule.
+     * This function should only be called by API <code>integrate()</code> in
the package.
+     * To save time it does not verify arguments - caller does.
+     * <p>
+     * The interval is divided equally into 2^n sections rather than an
+     * arbitrary m sections because this configuration can best utilize the
+     * already computed values.</p>
+     *
+     * @param n the stage of 1/2 refinement, n = 0 is no refinement
+     * @return the value of n-th stage integral
+     * @throws TooManyEvaluationsException if the maximal number of evaluations
+     * is exceeded.
+     */
+    private double stage(final int n)
+        throws TooManyEvaluationsException {
+
+        final double max = getMax();
+        final double min = getMin();
+
+        if (n == 0) {
+            final double midPoint = 0.5 * (max - min);
+            s = (max - min) * computeObjectiveValue(midPoint);
+            return s;
+        } else {
+            final long np = 1L << (n - 1);           // number of new points in this
stage
+            double sum = 0;
+            // spacing between adjacent new points
+            final double spacing = (max - min) / np;
+            double x = min + 0.5 * spacing;    // the first new point
+            for (long i = 0; i < np; i++) {
+                sum += computeObjectiveValue(x);
+                x += spacing;
+            }
+            // add the new sum to previously calculated result
+            s = 0.5 * (s + sum * spacing);
+            return s;
+        }
+    }
+
+    /** {@inheritDoc} */
+    protected double doIntegrate()
+        throws MathIllegalArgumentException, TooManyEvaluationsException, MaxCountExceededException
{
+
+        double oldt = stage(0);
+        iterations.incrementCount();
+        while (true) {
+            final int i = iterations.getCount();
+            final double t = stage(i);
+            if (i >= getMinimalIterationCount()) {
+                final double delta = FastMath.abs(t - oldt);
+                final double rLimit =
+                        getRelativeAccuracy() * (FastMath.abs(oldt) + FastMath.abs(t)) *
0.5;
+                if ((delta <= rLimit) || (delta <= getAbsoluteAccuracy())) {
+                    return t;
+                }
+            }
+            oldt = t;
+            iterations.incrementCount();
+        }
+
+    }
+
+}

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Added: commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/integration/MidPointIntegratorTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/integration/MidPointIntegratorTest.java?rev=1488914&view=auto
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/integration/MidPointIntegratorTest.java
(added)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math3/analysis/integration/MidPointIntegratorTest.java
Mon Jun  3 09:04:40 2013
@@ -0,0 +1,132 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math3.analysis.integration;
+
+import org.apache.commons.math3.analysis.QuinticFunction;
+import org.apache.commons.math3.analysis.UnivariateFunction;
+import org.apache.commons.math3.analysis.function.Sin;
+import org.apache.commons.math3.exception.NumberIsTooLargeException;
+import org.apache.commons.math3.exception.NumberIsTooSmallException;
+import org.apache.commons.math3.util.FastMath;
+import org.junit.Assert;
+import org.junit.Test;
+
+/**
+ * Test case for midpoint integrator.
+ * <p>
+ * Test runs show that for a default relative accuracy of 1E-6, it generally
+ * takes 10 to 15 iterations for the integral to converge.
+ *
+ * @version $Id: MidPointIntegratorTest.java 1374632 2012-08-18 18:11:11Z luc $
+ */
+public final class MidPointIntegratorTest {
+
+    /**
+     * Test of integrator for the sine function.
+     */
+    @Test
+    public void testSinFunction() {
+        UnivariateFunction f = new Sin();
+        UnivariateIntegrator integrator = new MidPointIntegrator();
+        
+        double min = 0;
+        double max = FastMath.PI;
+        double expected = 2;
+        double tolerance = FastMath.abs(expected * integrator.getRelativeAccuracy());
+        double result = integrator.integrate(Integer.MAX_VALUE, f, min, max);
+        Assert.assertTrue(integrator.getEvaluations() < Integer.MAX_VALUE / 2);
+        Assert.assertTrue(integrator.getIterations() < MidPointIntegrator.MIDPOINT_MAX_ITERATIONS_COUNT
/ 2);
+        Assert.assertEquals(expected, result, tolerance);
+
+        min = -FastMath.PI/3;
+        max = 0;
+        expected = -0.5;
+        tolerance = FastMath.abs(expected * integrator.getRelativeAccuracy());
+        result = integrator.integrate(Integer.MAX_VALUE, f, min, max);
+        Assert.assertTrue(integrator.getEvaluations() < Integer.MAX_VALUE / 2);
+        Assert.assertTrue(integrator.getIterations() < MidPointIntegrator.MIDPOINT_MAX_ITERATIONS_COUNT
/ 2);
+        Assert.assertEquals(expected, result, tolerance);
+
+    }
+
+    /**
+     * Test of integrator for the quintic function.
+     */
+    @Test
+    public void testQuinticFunction() {
+        UnivariateFunction f = new QuinticFunction();
+        UnivariateIntegrator integrator = new MidPointIntegrator();
+
+        double min = 0;
+        double max = 1;
+        double expected = -1.0 / 48;
+        double tolerance = FastMath.abs(expected * integrator.getRelativeAccuracy());
+        double result = integrator.integrate(Integer.MAX_VALUE, f, min, max);
+        Assert.assertTrue(integrator.getEvaluations() < Integer.MAX_VALUE / 2);
+        Assert.assertTrue(integrator.getIterations() < MidPointIntegrator.MIDPOINT_MAX_ITERATIONS_COUNT
/ 2);
+        Assert.assertEquals(expected, result, tolerance);
+
+        min = 0;
+        max = 0.5;
+        expected = 11.0 / 768;
+        tolerance = FastMath.abs(expected * integrator.getRelativeAccuracy());
+        result = integrator.integrate(Integer.MAX_VALUE, f, min, max);
+        Assert.assertTrue(integrator.getEvaluations() < Integer.MAX_VALUE / 2);
+        Assert.assertTrue(integrator.getIterations() < MidPointIntegrator.MIDPOINT_MAX_ITERATIONS_COUNT
/ 2);
+        Assert.assertEquals(expected, result, tolerance);
+
+        min = -1;
+        max = 4;
+        expected = 2048 / 3.0 - 78 + 1.0 / 48;
+        tolerance = FastMath.abs(expected * integrator.getRelativeAccuracy());
+        result = integrator.integrate(Integer.MAX_VALUE, f, min, max);
+        Assert.assertTrue(integrator.getEvaluations() < Integer.MAX_VALUE / 2);
+        Assert.assertTrue(integrator.getIterations() < MidPointIntegrator.MIDPOINT_MAX_ITERATIONS_COUNT
/ 2);
+        Assert.assertEquals(expected, result, tolerance);
+
+    }
+
+    /**
+     * Test of parameters for the integrator.
+     */
+    @Test
+    public void testParameters() {
+        UnivariateFunction f = new Sin();
+
+        try {
+            // bad interval
+            new MidPointIntegrator().integrate(1000, f, 1, -1);
+            Assert.fail("Expecting NumberIsTooLargeException - bad interval");
+        } catch (NumberIsTooLargeException ex) {
+            // expected
+        }
+        try {
+            // bad iteration limits
+            new MidPointIntegrator(5, 4);
+            Assert.fail("Expecting NumberIsTooSmallException - bad iteration limits");
+        } catch (NumberIsTooSmallException ex) {
+            // expected
+        }
+        try {
+            // bad iteration limits
+            new MidPointIntegrator(10, 99);
+            Assert.fail("Expecting NumberIsTooLargeException - bad iteration limits");
+        } catch (NumberIsTooLargeException ex) {
+            // expected
+        }
+    }
+}

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