GaussLegendre

(Source code, png, hires.png, pdf)

../../_images/GaussLegendre.png
class GaussLegendre(*args)

Tensorized integration algorithm of Gauss-Legendre.

Available constructors:

GaussLegendre(dimension=1)

GaussLegendre(discretization)

Parameters
dimensionint, dimension>0

The dimension of the functions to integrate. The default discretization is GaussLegendre-DefaultMarginalIntegrationPointsNumber in each dimension, see ResourceMap.

discretizationsequence of int

The number of nodes in each dimension. The sequence must be non-empty and must contain only positive values.

Notes

The Gauss-Legendre algorithm enables to approximate the definite integral:

\int_{\vect{a}}^\vect{b} f(\vect{t})\di{\vect{t}}

with f: \Rset^d \mapsto \Rset^p, \vect{a}, \vect{b}\in\Rset^d using a fixed tensorized Gauss-Legendre approximation:

\int_{\vect{a}}^\vect{b} f(\vect{t})\di{\vect{t}} = \sum_{\vect{n}\in \cN}\left(\prod_{i=1}^d w^{N_i}_{n_i}\right)f(\xi^{N_1}_{n_1},\dots,\xi^{N_d}_{n_d})

where \xi^{N_i}_{n_i} is the n_i-points Gauss-Legendre 1D integration rule and w^{N_i}_{n_i} the associated weight.

Examples

Create a Gauss-Legendre algorithm:

>>> import openturns as ot
>>> algo = ot.GaussLegendre(2)
>>> algo = ot.GaussLegendre([2, 4, 5])

Methods

getClassName(self)

Accessor to the object’s name.

getDiscretization(self)

Accessor to the discretization of the tensorized rule.

getId(self)

Accessor to the object’s id.

getName(self)

Accessor to the object’s name.

getNodes(self)

Accessor to the integration nodes.

getShadowedId(self)

Accessor to the object’s shadowed id.

getVisibility(self)

Accessor to the object’s visibility state.

getWeights(self)

Accessor to the integration weights.

hasName(self)

Test if the object is named.

hasVisibleName(self)

Test if the object has a distinguishable name.

integrate(self, \*args)

Evaluation of the integral of f on an interval.

setName(self, name)

Accessor to the object’s name.

setShadowedId(self, id)

Accessor to the object’s shadowed id.

setVisibility(self, visible)

Accessor to the object’s visibility state.

integrateWithNodes

__init__(self, *args)

Initialize self. See help(type(self)) for accurate signature.

getClassName(self)

Accessor to the object’s name.

Returns
class_namestr

The object class name (object.__class__.__name__).

getDiscretization(self)

Accessor to the discretization of the tensorized rule.

Returns
discretizationIndices

The number of integration point in each dimension.

getId(self)

Accessor to the object’s id.

Returns
idint

Internal unique identifier.

getName(self)

Accessor to the object’s name.

Returns
namestr

The name of the object.

getNodes(self)

Accessor to the integration nodes.

Returns
nodesSample

The tensorized Gauss-Legendre integration nodes on [0,1]^d where d>0 is the dimension of the integration algorithm.

getShadowedId(self)

Accessor to the object’s shadowed id.

Returns
idint

Internal unique identifier.

getVisibility(self)

Accessor to the object’s visibility state.

Returns
visiblebool

Visibility flag.

getWeights(self)

Accessor to the integration weights.

Returns
weightsPoint

The tensorized Gauss-Legendre integration weights on [0,1]^d where d>0 is the dimension of the integration algorithm.

hasName(self)

Test if the object is named.

Returns
hasNamebool

True if the name is not empty.

hasVisibleName(self)

Test if the object has a distinguishable name.

Returns
hasVisibleNamebool

True if the name is not empty and not the default one.

integrate(self, *args)

Evaluation of the integral of f on an interval.

Available usages:

integrate(f, interval)

integrate(f, interval, xi)

Parameters
fFunction, f: \Rset^d \mapsto \Rset^p

The integrand function.

intervalInterval, interval \in \Rset^d

The integration domain.

xiSample

The integration nodes.

Returns
valuePoint

Approximation of the integral.

Examples

>>> import openturns as ot
>>> f = ot.SymbolicFunction(['x'], ['sin(x)'])
>>> a = -2.5
>>> b = 4.5
>>> algoGL = ot.GaussLegendre([10])
>>> value = algoGL.integrate(f, ot.Interval(a, b))[0]
>>> print(value)
-0.590...
setName(self, name)

Accessor to the object’s name.

Parameters
namestr

The name of the object.

setShadowedId(self, id)

Accessor to the object’s shadowed id.

Parameters
idint

Internal unique identifier.

setVisibility(self, visible)

Accessor to the object’s visibility state.

Parameters
visiblebool

Visibility flag.