Example usage for org.apache.commons.math.analysis.integration UnivariateRealIntegrator setMaximalIterationCount

Introduction

In this page you can find the example usage for org.apache.commons.math.analysis.integration UnivariateRealIntegrator setMaximalIterationCount.

Prototype

void setMaximalIterationCount(int count);

Source Link

Document

Set the upper limit for the number of iterations.

Usage

From source file:dr.math.distributions.ReflectedNormalDistribution.java

public static void main(String[] args) {

    //        final ReflectedNormalDistribution rnd = new ReflectedNormalDistribution(2, 2, 0.5, 2, 1e-6);
    final ReflectedNormalDistribution rnd = new ReflectedNormalDistribution(2, 2, 1, 2, 1e-6);

    rnd.pdf(1);/*from w  w w  .j av  a2  s  .  c o m*/

    UnivariateRealFunction f = new UnivariateRealFunction() {
        public double value(double v) throws FunctionEvaluationException {
            return rnd.pdf(v);
        }
    };

    final UnivariateRealIntegrator integrator = new RombergIntegrator();
    integrator.setAbsoluteAccuracy(1e-14);
    integrator.setMaximalIterationCount(16); // fail if it takes too much time

    double x;
    try {
        x = integrator.integrate(f, rnd.lower, rnd.upper);
        //                      ptotErr += cdf != 0.0 ? Math.abs(x-cdf)/cdf : x;
        //                      np += 1;
        //assertTrue("" + shape + "," + scale + "," + value + " " + Math.abs(x-cdf)/x + "> 1e-6", Math.abs(1-cdf/x) < 1e-6);
        System.out.println("Integrated pdf = " + x);

        //System.out.println(shape + ","  + scale + " " + value);
    } catch (ConvergenceException e) {
        // can't integrate , skip test
        //  System.out.println(shape + ","  + scale + " skipped");
    } catch (FunctionEvaluationException e) {

        throw new RuntimeException("I have no idea why I am here.");

    }

}

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From source file:sphericalGeo.SphericalDiffusionModel.java

/** anglerange[0] = lower bound, anglerange[1] = upper bound of range for angle2
 * **///w  w  w .ja  va2  s .  co  m
public double[] sample(double[] start, double time, double precision, double[] angleRange)
        throws ConvergenceException, FunctionEvaluationException, IllegalArgumentException {

    // first, sample an angle from the spherical diffusion density
    final double inverseVariance = precision / time;

    UnivariateRealFunction function = new UnivariateRealFunction() {
        @Override
        public double value(double x) throws FunctionEvaluationException {
            double logR = -x * x * inverseVariance / 2.0 + 0.5 * Math.log(x * Math.sin(x) * inverseVariance);

            return Math.exp(logR);
        }
    };

    UnivariateRealIntegrator integrator = new TrapezoidIntegrator();
    integrator.setAbsoluteAccuracy(1.0e-10);
    integrator.setRelativeAccuracy(1.0e-14);
    integrator.setMinimalIterationCount(2);
    integrator.setMaximalIterationCount(25);

    double[] cumulative = new double[NR_OF_STEPS];
    for (int i = 1; i < NR_OF_STEPS; i++) {
        cumulative[i] = cumulative[i - 1]
                + integrator.integrate(function, (i - 1) * Math.PI / NR_OF_STEPS, i * Math.PI / NR_OF_STEPS);
    }

    // normalise 
    double sum = cumulative[NR_OF_STEPS - 1];
    for (int i = 0; i < NR_OF_STEPS; i++) {
        cumulative[i] /= sum;
    }

    int i = Randomizer.randomChoice(cumulative);
    double angle = i * Math.PI / NR_OF_STEPS;

    // now we have an angle, use this to rotate the point [0,0] over
    // this angle in a random direction angle2
    double angle2 = angleRange[0] + Randomizer.nextDouble() * (angleRange[1] - angleRange[0]);
    //angleRange[0] = angle2;

    double[] xC = new double[] { Math.cos(angle), Math.sin(angle) * Math.cos(angle2),
            Math.sin(angle) * Math.sin(angle2) };

    // convert back to latitude, longitude relative to (lat=0, long=0)
    double[] xL = cartesian2Sperical(xC, true);
    //double [] sC = spherical2Cartesian(start[0], start[1]);
    double[] position = reverseMap(xL[0], xL[1], start[0], start[1]);
    return position;
}

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