romberg_integrator< Function > Class Template Reference

#include <romberg.h>

Inheritance diagram for romberg_integrator< Function >:

List of all members.

Public Member Functions
	romberg_integrator (Function &f, unsigned int iterations=100, double relative_error=1.0e-15)
	~romberg_integrator ()
double	integrate (double a, double b)

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Detailed Description

template<class Function>
class romberg_integrator< Function >

An implementation of Romberg Integration.

For example, to evaluate definite integrals for sine, first a Romberg integrator is created providing a target function functor:

typdef double Function(double);

num::romberg_integrator<Function> integrator(std::sin);

Then, evaluating definite integrals is accomplished using the integrate method:

// integrate sine from 0 to Pi.

double two = integrator.integrate(0.0, num::PI);

integrate sine from Pi/2 to 2 Pi.
double one = integrator.integrate(num::PI / 2.0, num::PI);

References:

1. Eric W. Weisstein. "Romberg Integration." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/RombergIntegration.html

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Constructor & Destructor Documentation

template<class Function>

romberg_integrator< Function >::romberg_integrator	(	Function &	f,
		unsigned int	iterations = 100,
		double	relative_error = 1.0e-15
	)			[inline]

Create an integrator for the given function.

Parameters:

	f	the function functor.
	iterations	the maximum number of iterations.
	relative_error	the maximum allowable relative error.

template<class Function>

romberg_integrator< Function >::~romberg_integrator

(

)

[inline]

Destructor.

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Member Function Documentation

template<class Function>

double romberg_integrator< Function >::integrate	(	double	a,
		double	b
	)			[inline]

Evaluate the definite integral from a to b.

Parameters:

	a	the lower limit of integration.
	b	the upper limit of integration.

Returns:

the definite integral from a to b.

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The documentation for this class was generated from the following file:

• src/main/cpp/numerics4cpp/integration/romberg.h

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