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

C++

Copy

[SerializableAttribute]
public class GaussKronrod21Integrator : IIntegrator, 
	ICloneable

<SerializableAttribute>
Public Class GaussKronrod21Integrator
	Implements IIntegrator, ICloneable

[SerializableAttribute]
public ref class GaussKronrod21Integrator : IIntegrator, 
	ICloneable

[<SerializableAttribute>]
type GaussKronrod21Integrator = 
    class
        interface IIntegrator
        interface ICloneable
    end

The GaussKronrod21Integrator type exposes the following members.

Constructors

	Name	Description
	GaussKronrod21Integrator	Default constructor. Constructs a GaussKronrodIntegrator instance that can be used to integrate a function.

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Properties

	Name	Description
	PreviousEstimate	Gets the integral approximation calculated using the Gauss 10-point rule.
	RelativeErrorEstimate	Gets an estimate of the relative error for the integral approximation.

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Methods

	Name	Description
	Clone	Creates a deep copy of this integrator.
	GetGauss10PointEstimate	Gets the 10 point Gauss Quadrature estimate of the integral of the function.
	InitialEstimate	Calculates the Kronrod 21 point integral approximation and initializes instance data.
	Integrate(OneVariableFunction, DoubleVector, DoubleVector)	Uses the Gauss Kronrod algorithm to integrate the specified function using the specified nodes and weights.
	Integrate(OneVariableFunction, Double, Double)	Estimates the integral of the specified function over the specified interval.
	RescaleError	Rescales the absolute error estimate to a relative one.
	Translate	Function that maps translates points to the integral of integration.

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Fields

	Name	Description
	absFunctionEstimate_	Value if the integral of the absolute value of the integrand.
	absScaledFunctionEstimate_	Value of the integral of the absolute value of the integrand minus the estimate of the integrands integral.
	functionValueAtCenter_	Value of the integrand at the center of the interval.
	functionValues_	Saved function values.
	intervalCenter_	The center of the integration interval.
	intervalHalfLength_	Half length of the integration interval.
	nodesG10_	Nodes for Gauss 10 point quadrature.
	nodesGK21_	Nodes for Gauss Kronrod 21 point quadrature.
	previousEstimate_	The integral approximation calculated using the Gauss 10-point rule.
	previousEstimateName
	relativeErrorEstimate_	Estimate of the relative error.
	relativeErrorEstimateName
	weightsG10_	Weights for Gauss 10 point quadrature.
	weightsGK21_	Weights for Gauss Kronrod 21 point quadrature.

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Remarks

The Gauss-Konrod algorithm is especially suited for non-singular oscillating integrands.

Reference

CenterSpace.NMath.Core Namespace