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GaussKronrod21Integrator Class

Class GaussKronrod21Integrator calculates an approximation of the integral of a function over a finite interval using the Gauss 10-point and the Kronrod 21-point rule.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreGaussKronrod21Integrator
    CenterSpace.NMath.CoreGaussKronrod43Integrator

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
[SerializableAttribute]
public class GaussKronrod21Integrator : IIntegrator, 
	ICloneable

The GaussKronrod21Integrator type exposes the following members.

Constructors
 NameDescription
Public methodGaussKronrod21Integrator Default constructor. Constructs a GaussKronrodIntegrator instance that can be used to integrate a function.
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Properties
 NameDescription
Public propertyPreviousEstimate Gets the integral approximation calculated using the Gauss 10-point rule.
Public propertyRelativeErrorEstimate Gets an estimate of the relative error for the integral approximation.
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Methods
 NameDescription
Public methodClone Creates a deep copy of this integrator.
Protected methodGetGauss10PointEstimate Gets the 10 point Gauss Quadrature estimate of the integral of the function.
Protected methodInitialEstimate Calculates the Kronrod 21 point integral approximation and initializes instance data.
Protected methodIntegrate(OneVariableFunction, DoubleVector, DoubleVector) Uses the Gauss Kronrod algorithm to integrate the specified function using the specified nodes and weights.
Public methodIntegrate(OneVariableFunction, Double, Double) Estimates the integral of the specified function over the specified interval.
Protected methodRescaleError Rescales the absolute error estimate to a relative one.
Protected methodTranslate Function that maps translates points to the integral of integration.
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Fields
 NameDescription
Protected fieldabsFunctionEstimate_ Value if the integral of the absolute value of the integrand.
Protected fieldabsScaledFunctionEstimate_ Value of the integral of the absolute value of the integrand minus the estimate of the integrands integral.
Protected fieldfunctionValueAtCenter_ Value of the integrand at the center of the interval.
Protected fieldfunctionValues_ Saved function values.
Protected fieldintervalCenter_ The center of the integration interval.
Protected fieldintervalHalfLength_ Half length of the integration interval.
Protected fieldStatic membernodesG10_ Nodes for Gauss 10 point quadrature.
Protected fieldStatic membernodesGK21_ Nodes for Gauss Kronrod 21 point quadrature.
Protected fieldpreviousEstimate_ The integral approximation calculated using the Gauss 10-point rule.
Protected fieldStatic memberpreviousEstimateName 
Protected fieldrelativeErrorEstimate_ Estimate of the relative error.
Protected fieldStatic memberrelativeErrorEstimateName 
Protected fieldStatic memberweightsG10_ Weights for Gauss 10 point quadrature.
Protected fieldStatic memberweightsGK21_ Weights for Gauss Kronrod 21 point quadrature.
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Remarks
The Gauss-Konrod algorithm is especially suited for non-singular oscillating integrands.
See Also