An implementation of Romberg Integration.

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

System.Object
   numerics4net.IterativeMethod
      numerics4net.integration.RombergIntegrator

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, a Simpson's integrator is created with the above function delegate:

RombergIntegrator integrator = new RombergIntegrator(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. Eric W. Weisstein. "Romberg Integration." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/RombergIntegration.html

Requirements

Namespace: numerics4net.integration

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

See Also

RombergIntegrator Members | numerics4net.integration Namespace