Namespaces

Types in MathNet.Numerics.Integration

Type NewtonCotesTrapeziumRule

Namespace MathNet.Numerics.Integration

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

Static Functions

Public Static Functions

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
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.

Return
double

Approximation of the finite integral in the given interval.

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
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.

Return
double

Approximation of the finite integral in the given interval.

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
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.

Return
double

Approximation of the finite integral in the given interval.

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
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.

Return
double

Approximation of the finite integral in the given interval.