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RombergIntegrator Class

Class RombergIntegrator approximates integrals of functions over a given interval using the Romberg method.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreRombergIntegrator

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
[SerializableAttribute]
public class RombergIntegrator : IIntegrator, 
	ICloneable

The RombergIntegrator type exposes the following members.

Constructors
  NameDescription
Public methodRombergIntegrator
Default constructor. Constructs a RombergIntegrator instance with default tolerance and default maximum order.
Public methodRombergIntegrator(Double)
Constructs a RombergIntegrator instance with the given error tolerance and default maximum order.
Public methodRombergIntegrator(Int32)
Constructs a RombergIntegrator instance with the given maximum order and default error tolerance.
Public methodRombergIntegrator(Double, Int32)
Constructs a RombergIntegrator instance with the given error tolerance and maximum order.
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Properties
  NameDescription
Public propertyStatic memberDefaultMaxOrder
Gets and sets the default maximum order for instances of RombergIntegrator.
Public propertyStatic memberDefaultTolerance
Gets and dets the default error tolerance for instances of RombergIntegrator.
Public propertyMaximumOrder
Gets and sets the maximum order used in computing Romberg estimates.
Public propertyOrder
Gets the order of the Romberg approximation.
Public propertyRombergErrorEstimate
Gets an estimate of the error in the Romberg estimate of the integral just computed.
Public propertyRombergEstimate
Gets the Romberg estimate for the integral.
Public propertySimpsonEstimate
Gets the estimate for the integral yielded by the compound Simpson's rule where the number of panels, or subintervals, is equal to the order of the Romberg estimate.
Public propertyTableau
Gets a matrix of successive approximations computed while computing a Romberg estimate.
Public propertyTolerance
Gets and sets the error tolerance used in computing Romberg estimates.
Public propertyToleranceMet
Returns true if the Romberg estimate just computed stopped because the error tolerance was reached; otherwise, false.
Public propertyTrapezoidEstimate
Gets the estimate for the integral yielded by the compound trapezoid rule where the number of panels, or subintervals, is equal to the order of the Romberg estimate.
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Methods
  NameDescription
Public methodClone
Creates a deep copy of this integrator.
Public methodIntegrate(OneVariableFunction, Double, Double)
Estimates the integral of the given function over the given interval.
Public methodIntegrate(DoubleVector, DoubleVector, Double, Double)
Estimates the integral of a linearly interpolated function between the points.
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Remarks
Instances of RombergIntegrator can configured to compute successive Romberg approximations of increasing order until the estimated error in the approximation is less than a specified tolerance, or until a maximum order is reached. To compute a Romberg estimate of a specific order, k, set the MaximumOrder property to k and the tolerance to a negative value.
See Also