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GaussKronrodIntegrator Class

Class GaussKronrodIntegrator calculates an approximation of the integral of a function over a finite interval using Gauss-Kronrod rules.
Inheritance Hierarchy

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
public class GaussKronrodIntegrator : GaussKronrod87Integrator

The GaussKronrodIntegrator type exposes the following members.

Constructors
  NameDescription
Public methodGaussKronrodIntegrator
Default constructor. Constructs a GaussKronrodIntegrator instance that can be used to integrate a function. A default tolerance is used.
Public methodGaussKronrodIntegrator(Double)
Constructs a GaussKronrodIntegrator instance that can be used to integrate a function.
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Properties
  NameDescription
Public propertyStatic memberDefaultTolerance
Default tolerance for instances of GaussKronrodIntegrator.
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.)
Public propertyTolerance
Gets and sets the error tolerance.
Public propertyToleranceMet
Gets a boolean value indicating whether or not the integral estimate is less than the tolerance scaled by the integration result.
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Methods
  NameDescription
Public methodClone
Creates a deep copy of this integrator.
(Overrides GaussKronrod87IntegratorClone.)
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 given interval.
(Overrides GaussKronrod87IntegratorIntegrate(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 fieldpreviousEstimate_
The integral approximation calculated using the Gauss 10-point rule.
(Inherited from GaussKronrod21Integrator.)
Protected fieldrelativeErrorEstimate_
Estimate of the relative error.
(Inherited from GaussKronrod21Integrator.)
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Remarks
Integration approximation proceeds by using Gauss-Kronrod rules with increasing number of subdivisions. Approximation ends when the estimated error is less than a specified tolerance or when the maximum number of subdivisions is reached.
See Also