Namespaces

Types

Type DoubleExponentialTransformation

Namespace MathNet.Numerics.Integration.Algorithms

Analytic integration algorithm for smooth functions with no discontinuities or derivative discontinuities and no poles inside the interval.

Methods

Public instance methods

double Integrate(Func<double, double> f, double intervalBegin, double intervalEnd, double targetRelativeError)

Approximate the integral by the double exponential transformation
Parameters
return double Approximation of the finite integral in the given interval.
Func<double, double> f The analytic smooth function to integrate.
double intervalBegin Where the interval starts, inclusive and finite.
double intervalEnd Where the interval stops, inclusive and finite.
double targetRelativeError The expected relative accuracy of the approximation.