Namespaces

Types in MathNet.Numerics.Integration

Type DoubleExponentialTransformation

Namespace MathNet.Numerics.Integration

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

Static Functions

Public Static Functions

Complex ContourIntegrate(Func<double, Complex> f, double intervalBegin, double intervalEnd, double targetRelativeError)

Approximate the integral by the double exponential transformation
Parameters
Func<double, Complex> f

The analytic smooth complex function to integrate, defined on the real domain.

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.

Return
Complex

Approximation of the finite integral in the given interval.

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

Approximate the integral by the double exponential transformation
Parameters
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.

Return
double

Approximation of the finite integral in the given interval.