[ https://issues.apache.org/jira/browse/MATH-797?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13412857#comment-13412857 ]
Gilles commented on MATH-797: ----------------------------- Gauss-Legendre quadrature (and framework for other schemes) code committed revision 1360706. Adapted from an original code provided by Sébastien Brisard. Please review. > Single step integrators > ----------------------- > > Key: MATH-797 > URL: https://issues.apache.org/jira/browse/MATH-797 > Project: Commons Math > Issue Type: Wish > Affects Versions: 3.0 > Reporter: Gilles > Assignee: Gilles > Priority: Trivial > Fix For: 3.1 > > > CM assumes that the user wants to integrate a complex function on a large > interval, so the large interval has to be subdivided into many subintervals. > CM does the partition, and performs convergence checks, using an iterative > approach. > However, if the function is smooth enough, no subdivision of the integration > interval is required. Those use-cases could benefit from the efficiency gain > of not performing a convergence check. > The proposal is to provide a new interface "UnivariateSingleStepIntegrator": > {code} > interface SingleIntervalIntegrator { > /** > * Method for implementing a single interval integration. > * There is no convergence checks because it is not iterative. > * > * @param f Function to integrate. > * @param lower Lower bound of the interval over which to integrate. > * @param upper Upper bound of the interval over which to integrate. > * @return the integrated value. > */ > double integrate(UnivariateFunction f, > double lower, > double upper); > } > {code} > In effect, the implementation of the above "integrate" method of a new > "LegendreGaussIntegratorSingleStepIntegrator" would the equivalent of > "stage(1)" in the current "LegendreGaussIntegrator". -- This message is automatically generated by JIRA. If you think it was sent incorrectly, please contact your JIRA administrators: https://issues.apache.org/jira/secure/ContactAdministrators!default.jspa For more information on JIRA, see: http://www.atlassian.com/software/jira