Class AdaptiveCompositeIntegrator1D
- java.lang.Object
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- com.opengamma.strata.math.impl.integration.Integrator1D<Double,Double>
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- com.opengamma.strata.math.impl.integration.AdaptiveCompositeIntegrator1D
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public class AdaptiveCompositeIntegrator1D extends Integrator1D<Double,Double>
Adaptive composite integrator: step size is set to be small if functional variation of integrand is large The integrator in individual intervals (base integrator) should be specified by constructor.
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Constructor Summary
Constructors Constructor Description AdaptiveCompositeIntegrator1D(Integrator1D<Double,Double> integrator)
Creates an instance.AdaptiveCompositeIntegrator1D(Integrator1D<Double,Double> integrator, double gain, double tol)
Creates an instance.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description boolean
equals(Object obj)
int
hashCode()
Double
integrate(Function<Double,Double> f, Double lower, Double upper)
1-D integration method.-
Methods inherited from class com.opengamma.strata.math.impl.integration.Integrator1D
integrate
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Constructor Detail
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AdaptiveCompositeIntegrator1D
public AdaptiveCompositeIntegrator1D(Integrator1D<Double,Double> integrator)
Creates an instance.- Parameters:
integrator
- The base integrator
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AdaptiveCompositeIntegrator1D
public AdaptiveCompositeIntegrator1D(Integrator1D<Double,Double> integrator, double gain, double tol)
Creates an instance.- Parameters:
integrator
- The base integrator.gain
- The gain ratiotol
- The tolerance
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Method Detail
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integrate
public Double integrate(Function<Double,Double> f, Double lower, Double upper)
Description copied from class:Integrator1D
1-D integration method.- Specified by:
integrate
in classIntegrator1D<Double,Double>
- Parameters:
f
- The function to integrate, not nulllower
- The lower bound, not nullupper
- The upper bound, not null- Returns:
- The result of the integration
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