Package org.drip.numerical.rdintegration

Class QuadratureZone

java.lang.Object
org.drip.numerical.rdintegration.QuadratureZone
public class QuadratureZone
extends java.lang.Object
QuadratureZone holds the Quadrature Zone corresponding to an Integration of Rd To R1 Objective Function. The References are:

  • Kroese, D. P., T. Taimre, and Z. I. Botev (2011): Handbook of Monte Carlo Methods John Wiley and Sons Hoboken NJ
  • MacKay, D. (2003): Information Theory, Inference, and Learning Algorithms Cambridge University Press New York NY
  • Newman, M. E. J., and G. T. Barkema (1999): Monte Carlo Methods in Statistical Physics Oxford University Press Oxford UK
  • Press, W. H., S. A. Teukolsky, W. T. Vetterling, B. P. Flannery (2007): Numerical Recipes: The Art of Scientific Computing 3rd Edition Cambridge University Press New York NY
  • Wikipedia (2025): Monte Carlo Integration https://en.wikipedia.org/wiki/Monte_Carlo_integration




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    QuadratureZone​(double[] leftBoundArray, double[] rightBoundArray)
    QuadratureZone Constructor

  • Method Summary

    Modifier and Type Method Description
    int dimension()
    Retrieve the Zone Dimension
    QuadratureZone[] evenlySplitAcrossDimension​(int splitDimensionIndex)
    Divide the Quadrature Zones by 2 across the specified Dimension Index
    double integrandVolume()
    Retrieve the Integrand Quadrature Volume
    double[] leftBoundArray()
    Retrieve the Array of Left Bounds
    double[] rightBoundArray()
    Retrieve the Array of Right Bounds
    java.lang.String toString()
    Convert the State to a JSON-lite Form

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • QuadratureZone

      public QuadratureZone​(double[] leftBoundArray, double[] rightBoundArray) throws java.lang.Exception
      QuadratureZone Constructor
      Parameters:
      leftBoundArray - Array of Left Bounds
      rightBoundArray - Array of Right Bounds
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • leftBoundArray

      public double[] leftBoundArray()
      Retrieve the Array of Left Bounds
      Returns:
      Array of Left Bounds

    • rightBoundArray

      public double[] rightBoundArray()
      Retrieve the Array of Right Bounds
      Returns:
      Array of Right Bounds

    • integrandVolume

      public double integrandVolume()
      Retrieve the Integrand Quadrature Volume
      Returns:
      Integrand Quadrature Volume

    • dimension

      public int dimension()
      Retrieve the Zone Dimension
      Returns:
      Zone Dimension

    • evenlySplitAcrossDimension

      public QuadratureZone[] evenlySplitAcrossDimension​(int splitDimensionIndex)
      Divide the Quadrature Zones by 2 across the specified Dimension Index
      Parameters:
      splitDimensionIndex - Divide Dimension Index
      Returns:
      Array of the Divided Quadrature Zones

    • toString

      public java.lang.String toString()
      Convert the State to a JSON-lite Form
      Overrides:
      toString in class java.lang.Object
      Returns:
      State to a JSON-lite Form