Namespaces

Types

Type NewtonCotesTrapeziumRule

Namespace MathNet.Numerics.Integration.Algorithms

Approximation algorithm for definite integrals by the Trapezium rule of the Newton-Cotes family.

Methods

Public static methods

double IntegrateAdaptive(Func<double, double> f, double intervalBegin, double intervalEnd, double targetError)

Adaptive approximation of the definite integral in the provided interval by the trapezium rule.
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 targetError The expected accuracy of the approximation.

double IntegrateAdaptiveTransformedOdd(Func<double, double> f, double intervalBegin, double intervalEnd, IEnumerable<Double[]> levelAbscissas, IEnumerable<Double[]> levelWeights, double levelOneStep, double targetRelativeError)

Adaptive approximation of the definite integral by the trapezium rule.
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.
IEnumerable<Double[]> levelAbscissas Abscissa vector per level provider.
IEnumerable<Double[]> levelWeights Weight vector per level provider.
double levelOneStep First Level Step
double targetRelativeError The expected relative accuracy of the approximation.

double IntegrateComposite(Func<double, double> f, double intervalBegin, double intervalEnd, int numberOfPartitions)

Composite N-point approximation of the definite integral in the provided interval by the trapezium rule.
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.
int numberOfPartitions Number of composite subdivision partitions.

double IntegrateTwoPoint(Func<double, double> f, double intervalBegin, double intervalEnd)

Direct 2-point approximation of the definite integral in the provided interval by the trapezium rule.
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.