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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
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[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