de.torstennahm.integrate
Class QMCIntegrator

java.lang.Object
  de.torstennahm.integrate.Integrator<de.torstennahm.math.Function>
      de.torstennahm.integrate.QMCIntegrator

public class QMCIntegrator
extends Integrator<de.torstennahm.math.Function>

Performs a Quasi Monte-Carlo integration. A Halton series is used for the points, of which the first points are discarded. See the documentation of de.torstennahm.math.Halton for details.

Author:

Torsten Nahm

Constructor Summary

QMCIntegrator()

QMCIntegrator(PointsGenerator generator)

Method Summary

IntegrationResult	integrate(de.torstennahm.math.Function function, StopCondition condition, java.util.List<Visualizer> visualizers) Performs numerical integration of the integrand until the given condition is fulfilled.
java.lang.String	toString()

Methods inherited from class de.torstennahm.integrate.Integrator

integrate, integrateAbsTol, integrateAbsTol, integrateByPoints, integrateByPoints, integrateRelTol, integrateRelTol

Methods inherited from class java.lang.Object

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

Constructor Detail

QMCIntegrator

public QMCIntegrator()

QMCIntegrator

public QMCIntegrator(PointsGenerator generator)

Method Detail

integrate

public IntegrationResult integrate(de.torstennahm.math.Function function,
                                   StopCondition condition,
                                   java.util.List<Visualizer> visualizers)

Description copied from class: Integrator

Performs numerical integration of the integrand until the given condition is fulfilled.

Specified by:

integrate in class Integrator<de.torstennahm.math.Function>

Parameters:

function - object to be integrated

condition - stop condition

visualizers - list of visualizers or null for no visualization

Returns:

result of integration

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object