[
https://issues.apache.org/jira/browse/MATH-797?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13288125#comment-13288125
]
Luc Maisonobe commented on MATH-797:
------------------------------------
Big +1 from me.
We also hit some problems with iterations with the current integrators at work,
and had to recode some stripped down versions with fixed steps. Having
deterministic integration without convergence checks for some simple cases
using Gauss-Legendre would be fine.
We also dicussed some time ago about extending the order of Gauss-Legendre in
another issue (I don't remember which one) but did not implement it at that
time. It would be nice to do it now.
> 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
