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GaussKronrodIntegrator Class

Class GaussKronrodIntegrator calculates an approximation of the integral of a function over a finite interval using Gauss-Kronrod rules.
Inheritance Hierarchy

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
public class GaussKronrodIntegrator : GaussKronrod87Integrator

The GaussKronrodIntegrator type exposes the following members.

Constructors
 NameDescription
Public methodGaussKronrodIntegrator Default constructor. Constructs a GaussKronrodIntegrator instance that can be used to integrate a function. A default tolerance is used.
Public methodGaussKronrodIntegrator(Double) Constructs a GaussKronrodIntegrator instance that can be used to integrate a function.
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Properties
 NameDescription
Public propertyStatic memberDefaultTolerance Default tolerance for instances of GaussKronrodIntegrator.
Public propertyPreviousEstimate Gets the integral approximation calculated using the Gauss 10-point rule.
(Inherited from GaussKronrod21Integrator)
Public propertyRelativeErrorEstimate Gets an estimate of the relative error for the integral approximation.
(Inherited from GaussKronrod21Integrator)
Public propertyTolerance Gets and sets the error tolerance.
Public propertyToleranceMet Gets a boolean value indicating whether or not the integral estimate is less than the tolerance scaled by the integration result.
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Methods
 NameDescription
Public methodClone Creates a deep copy of this integrator.
(Overrides GaussKronrod87IntegratorClone)
Protected methodGetGauss10PointEstimate Gets the 10 point Gauss Quadrature estimate of the integral of the function.
(Inherited from GaussKronrod21Integrator)
Protected methodInitialEstimate Calculates the Kronrod 21 point integral approximation and initializes instance data.
(Inherited from GaussKronrod21Integrator)
Protected methodIntegrate(OneVariableFunction, DoubleVector, DoubleVector) Uses the Gauss Kronrod algorithm to integrate the specified function using the specified nodes and weights.
(Inherited from GaussKronrod21Integrator)
Public methodIntegrate(OneVariableFunction, Double, Double) Estimates the integral of the specified function over the given interval.
(Overrides GaussKronrod87IntegratorIntegrate(OneVariableFunction, Double, Double))
Protected methodRescaleError Rescales the absolute error estimate to a relative one.
(Inherited from GaussKronrod21Integrator)
Protected methodTranslate Function that maps translates points to the integral of integration.
(Inherited from GaussKronrod21Integrator)
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Fields
 NameDescription
Protected fieldabsFunctionEstimate_ Value if the integral of the absolute value of the integrand.
(Inherited from GaussKronrod21Integrator)
Protected fieldabsScaledFunctionEstimate_ Value of the integral of the absolute value of the integrand minus the estimate of the integrands integral.
(Inherited from GaussKronrod21Integrator)
Protected fieldfunctionValueAtCenter_ Value of the integrand at the center of the interval.
(Inherited from GaussKronrod21Integrator)
Protected fieldfunctionValues_ Saved function values.
(Inherited from GaussKronrod21Integrator)
Protected fieldintervalCenter_ The center of the integration interval.
(Inherited from GaussKronrod21Integrator)
Protected fieldintervalHalfLength_ Half length of the integration interval.
(Inherited from GaussKronrod21Integrator)
Protected fieldpreviousEstimate_ The integral approximation calculated using the Gauss 10-point rule.
(Inherited from GaussKronrod21Integrator)
Protected fieldrelativeErrorEstimate_ Estimate of the relative error.
(Inherited from GaussKronrod21Integrator)
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Remarks
Integration approximation proceeds by using Gauss-Kronrod rules with increasing number of subdivisions. Approximation ends when the estimated error is less than a specified tolerance or when the maximum number of subdivisions is reached.
See Also