Click or drag to resize

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

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
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.
Top
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.
Top
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.
Top
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.
Top
Remarks
The Gauss-Konrod algorithm is especially suited for non-singular oscillating integrands.
See Also