/// <summary>
/// Simpson's integration method.
/// <para>
/// Note that the Commons implementation fails if the lower bound is larger than the upper -
/// in this case, the bounds are reversed and the result negated.
///
/// </para>
/// </summary>
/// <param name="f"> The function to integrate, not null </param>
/// <param name="lower"> The lower bound, not null </param>
/// <param name="upper"> The upper bound, not null </param>
/// <returns> The result of the integration </returns>
public virtual double?integrate(System.Func <double, double> f, double?lower, double?upper)
{
ArgChecker.notNull(f, "function");
ArgChecker.notNull(lower, "lower bound");
ArgChecker.notNull(upper, "upper bound");
try
{
if (lower < upper)
{
return(integrator.integrate(MAX_EVAL, CommonsMathWrapper.wrapUnivariate(f), lower, upper));
}
log.info("Upper bound was less than lower bound; swapping bounds and negating result");
return(-integrator.integrate(MAX_EVAL, CommonsMathWrapper.wrapUnivariate(f), upper, lower));
}
catch (Exception e) when(e is NumberIsTooSmallException || e is NumberIsTooLargeException)
{
throw new MathException(e);
}
}
/// <summary>
/// Trapezoid integration method. Note that the Commons implementation fails if the lower bound is larger than the upper -
/// in this case, the bounds are reversed and the result negated.
/// {@inheritDoc}
/// </summary>
public virtual double?integrate(System.Func <double, double> f, double?lower, double?upper)
{
ArgChecker.notNull(f, "f");
ArgChecker.notNull(lower, "lower");
ArgChecker.notNull(upper, "upper");
try
{
if (lower < upper)
{
return(INTEGRATOR.integrate(MAX_EVAL, CommonsMathWrapper.wrapUnivariate(f), lower, upper));
}
log.info("Upper bound was less than lower bound; swapping bounds and negating result");
return(-INTEGRATOR.integrate(MAX_EVAL, CommonsMathWrapper.wrapUnivariate(f), upper, lower));
}
catch (Exception e) when(e is MaxCountExceededException || e is MathIllegalArgumentException)
{
throw new MathException(e);
}
}