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https://issues.apache.org/jira/browse/MATH-797?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13419354#comment-13419354
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Gilles commented on MATH-797:
-----------------------------

When a rule must be retrieved from a factory of high precision rules, as in the 
case for
"LegendreHighPrecisionRuleFactory", a conversion is made to create two arrays 
of doubles from arrays of "BigDecimal" objects. This conversion can take an 
awful lot of time.
When rules must retrieved many times, this can become prohibitive.
It is thus proposed to cache the converted rules that were already retrieved, 
so that the conversion occurs only once per rule.

                
> 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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