NMath User's Guide

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Chapter 34. Integrating Multivariable Functions (.NET, C#, CSharp, VB, Visual Basic, F#)

The CenterSpace.NMath.Core namespace includes classes for computing an approximation of the integral of a OneVariableFunction over some interval (Chapter 13). These classes include RombergIntegrator and GaussKronrodIntegrator, which implement the IIntegrator interface.

Also the class TwoVariableIntegrator computes the integral of a function of two variables. Class TwoVariableIntegrator computes the double integral by breaking up the problem into repeated one-dimensional integrals.

The chapter describes how to use class TwoVariableIntegrator.