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https://issues.apache.org/jira/browse/MATH-797?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13401433#comment-13401433
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Gilles commented on MATH-797:
-----------------------------
I'm not familiar _at all_ with those algorithms, so I wouldn't be able to
comment much.
However, I'm indeed eager to propose something quite soon (because time for
code changes starts to run out for some teams in the project I work for). If
not, they will keep their "fork" from the current CM code (and we run the risk
of implementing something that nobody will actually test).
Thus, what I would propose is to create a code that performs what is requested,
using a stripped-down version of your code (i.e. no interface, minimum number
of accessors, ...), maybe hiding everything in a
"SingleStepGaussLegendreIntegrator" class. This will enable to quickly assess
correctness (e.g. comparing with the current CM code) and performance (the
reason for the reporter's request).
Then we can gradually add more flexibility/refinements ("public" factories,
etc.) as we agree on their API.
How does that sound?
> 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".
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