de.torstennahm.integrate

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Package de.torstennahm.integrate

This package and its subpackages provide routines for multi-dimensional integration.

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Description

Interface Summary
IntegrationResult	This interface models the result of an integration.
PointsGenerator	Classes implementing this interface produce a `Series` of points These points could for example be generated randomly (Monte Carlo) or be from a Halton series (for Quasi Monte Carlo).
StopCondition	This inteface provides a mechanism for deciding when integration should stop.

Class Summary
AllTests	JUnit suite to run all JUnit tests in de.torstennahm.integrate and subpackages.
HaltonGenerator	Generates a Halton series.
IntegrationInfo	Provides additional information for an `IntegrationResult`.
Integrator<I>	The integrator performs integration of the integrand until a specified condition is reached.
MCIntegrator	Performs Monte-Carlo integration, using the java.util.random to generate the points.
ProductIntegrator	This type of integrator performs integration by scaling up a set of one-dimensional nodes and weights using the tensor product approach.
QMCIntegrator	Performs a Quasi Monte-Carlo integration.
StopConditions	This class provides several common stopping conditions as static subclasses.
StopConditions.MultiStopCondition	Checks whether any of a list of conditions has been fulfilled.
StopConditions.UntilAbsTol	Signals the integration should be stopped if the specified absolute tolerance has been reached.
StopConditions.UntilCallsReached	Signals the integration should be stopped if the integrand functions has been called at least the specified number of times.
StopConditions.UntilRelTol	Signals the integration should be stopped if the specified absolute tolerance has been reached.
StopConditions.UntilTimeOut	Signals the integration should be stopped if the specified timeout is reached.

Exception Summary
IntegrationFailedException	This exception is thrown if the integration cannot be completed.

This package and its subpackages provide routines for multi-dimensional integration.