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GaussKronrod87Integrator Class

Class GaussKronrod87Integrator calculates an approximation of the integral of a function over a finite interval using the Gauss 43-point and the Kronrod 87-point rule.
Inheritance Hierarchy

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.4
Syntax
[SerializableAttribute]
public class GaussKronrod87Integrator : GaussKronrod43Integrator

The GaussKronrod87Integrator type exposes the following members.

Constructors
  NameDescription
Public methodGaussKronrod87Integrator
Default constructor. Constructs a GaussKronrod87Integrator 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.
(Inherited from GaussKronrod21Integrator.)
Public propertyRelativeErrorEstimate
Gets an estimate of the relative error for the integral approximation.
(Inherited from GaussKronrod21Integrator.)
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Methods
  NameDescription
Public methodClone
Creates a deep copy of this integrator.
(Overrides GaussKronrod43IntegratorClone.)
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 specified interval.
(Overrides GaussKronrod43IntegratorIntegrate(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 fieldStatic membernodesGK87_
Additional nodes for Gauss Kronrod 87 point quadrature.
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.)
Protected fieldStatic memberweightsGK87_
Additional weights for Gauss Kronrod 87 point quadrature.
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Remarks
The Gauss-Konrod algorithm is especially suited for non-singular oscillating integrands.
See Also