An implementation of adaptive quadrature.

For a list of all members of this type, see AdaptiveIntegrator Members.

System.Object
   numerics4net.IterativeMethod
      numerics4net.integration.AdaptiveIntegrator

Thread Safety

Public static (Shared in Visual Basic) members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

Remarks

For example, to evaluate definite integrals for sine, first a Function delegate is defined:

Function sine = new Function(Math.Sin);

Then, an adaptive integrator is created with the above function delegate:

AdaptiveIntegrator integrator = new AdaptiveIntegrator(sine);

Lastly, evaluating definite integrals is accomplished using the Integrate method:

// integrate sine from 0 to Pi. double two = integrator.Integrate(0.0, Math.PI); // integrate sine from Pi/2 to 2 Pi. double one = integrator.Integrate(Math.PI / 2.0, Math.PI);

References:

1. "Adaptive Quadrature." http://www.cse.uiuc.edu/eot/modules/integration/adaptivq/

Requirements

Namespace: numerics4net.integration

Assembly: numerics4net-1.2 (in numerics4net-1.2.dll)

See Also

AdaptiveIntegrator Members | numerics4net.integration Namespace