Module net.finmath.lib

Package net.finmath.integration

Class SimpsonRealIntegrator

java.lang.Object

net.finmath.integration.AbstractRealIntegral

net.finmath.integration.SimpsonRealIntegrator

All Implemented Interfaces:

RealIntegral

public class SimpsonRealIntegrator
extends AbstractRealIntegral

A simple integrator using Simpson's rule. The constructor has an optional argument to allow parallel function evaluation. In that case, the integration rule uses Java 8 parallel streams to evaluate.

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
SimpsonRealIntegrator(double lowerBound, double upperBound, int numberOfEvaluationPoints)	Create an integrator using Simpson's rule.
SimpsonRealIntegrator(double lowerBound, double upperBound, int numberOfEvaluationPoints, boolean useParallelEvaluation)	Create an integrator using Simpson's rule.

Method Summary

Modifier and Type	Method	Description
double	integrate(DoubleUnaryOperator integrand)

Methods inherited from class net.finmath.integration.AbstractRealIntegral

getLowerBound, getUpperBound

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SimpsonRealIntegrator

public SimpsonRealIntegrator(double lowerBound,
                             double upperBound,
                             int numberOfEvaluationPoints,
                             boolean useParallelEvaluation)

Create an integrator using Simpson's rule.

Parameters:

lowerBound - Lower bound of the integral.

upperBound - Upper bound of the integral.

numberOfEvaluationPoints - Maximum number of evaluation points to be used, must be greater or equal to 3, should be odd.

useParallelEvaluation - If true, the integration rule will perform parallel evaluation of the integrand.

SimpsonRealIntegrator

public SimpsonRealIntegrator(double lowerBound,
                             double upperBound,
                             int numberOfEvaluationPoints)

Create an integrator using Simpson's rule.

Parameters:

lowerBound - Lower bound of the integral.

upperBound - Upper bound of the integral.

numberOfEvaluationPoints - Maximum number of evaluation points to be used.

Method Detail

integrate

public double integrate(DoubleUnaryOperator integrand)

Specified by:

integrate in interface RealIntegral

Specified by:

integrate in class AbstractRealIntegral