commons-user mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From Alexander Nozik <>
Subject [math] UnivariateIntegrator stop conditions
Date Mon, 04 Aug 2014 10:41:24 GMT
The univariate integrator class provides iterative integration 
procedure. It throws exception if the number of evaluations is larger 
than given number. The problem arises when one is limited by some 
performance issues and wants to minimize the number of evaluations even 
at the expense of accuracy. So for example I need to calculate an 
integral with best possible accuracy with limited number of evaluations 
(and check the accuracy afterwards). I can't do that because if 
UnivariateIntegrator throws the exception, I can not access the result. 
Also it does not make sense why the accurasy is provided in the 
constructor and maximum number of evaluations is the parameter of 
integrate method.
Of course one could use the GaussIntegrator, but it does not implement 
UnivariateIntegrator class, so if one needs to use these integrators 
interchangeably (I do need), than the only option is to write some 
wrapper class.
It would be good to have a default UnivariateIntegrator wrapper for 
GaussIntegrator. Also perhaps it makes sense to move maximum evaluations 
to the constructor.

I believe this question has already been discussed somewhere last year 
but I can't remember the answer.

With best regards, Alexander Nozik.

To unsubscribe, e-mail:
For additional commands, e-mail:

View raw message