q1471341.mp1074.integration.lattice
Class EmbeddedCopyRule

java.lang.Object
  q1471341.mp1074.integration.lattice.LatticeRule
      q1471341.mp1074.integration.lattice.EmbeddedCopyRule

public class EmbeddedCopyRule

extends LatticeRule

Implements the lattice rule 'Embedded copy sequence of lattice rules'.

Author:

Ulrich Telle

Constructor Summary

EmbeddedCopyRule()
Constructs an instance of a lattice rule EmbeddedCopyRule.

EmbeddedCopyRule(Periodizer periodizer)
Constructs an instance of a lattice rule EmbeddedCopyRule.

Method Summary

double

evaluate(int s, int m, int[] z, Integrand f) Performs evaluation of the lattice rule.

Methods inherited from class q1471341.mp1074.integration.lattice.LatticeRule

getEstimatedError, getNCopy, getNumberOfIntegrandEvaluations, getPeriodizer, getUseErrorEstimation, setPeriodizer, setUseErrorEstimation

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

EmbeddedCopyRule

public EmbeddedCopyRule()

Constructs an instance of a lattice rule EmbeddedCopyRule.

EmbeddedCopyRule

public EmbeddedCopyRule(Periodizer periodizer)

Constructs an instance of a lattice rule EmbeddedCopyRule.

Parameters:

periodizer - Periodizer to use for integrand function transformation

Method Detail

evaluate

public double evaluate(int s,
                       int m,
                       int[] z,
                       Integrand f)

Performs evaluation of the lattice rule. Because this is a standard lattice rule, it is really only suited for functions which are periodic, of period 1, in all dimensions. For a suitable integrand f, and a given value of m (the number of lattice points), the performance of the routine is affected by the choice of the generator vector z.

Specified by:

evaluate in class LatticeRule

Parameters:

s - the dimension of the integrand domain

m - the order of the lattice rule. Since the copy value n is set to 2 in this implementation, m has to be odd. Integration and error estimation might fail if this condition is not met.

z - the lattice rule generator vector. Typically, the elements of z satisfy 1 <= z_i < m, and are relatively prime to m. This is easy to guarantee if m is itself a prime number.

f - the user-supplied integrand function

Returns:

the estimated integral of f over the unit hypercube.