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GaussKronrodSingular Class

Gauss-Kronrod adaptive integration with singularities and infinite integration limits. http://en.wikipedia.org/wiki/Gauss%E2%80%93Kronrod_quadrature_formula
Inheritance Hierarchy
SystemObject
  FinMath.IntegrationGaussKronrodSingular

Namespace:  FinMath.Integration
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
public class GaussKronrodSingular

The GaussKronrodSingular type exposes the following members.

Constructors
  NameDescription
Public methodGaussKronrodSingular
Initializes a new instance of the GaussKronrodSingular class
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Properties
  NameDescription
Public propertyAbsoluteError
The integral approximation absolute error estimation.
Public propertyFalseReason
The reason why last integration failed.
Public propertyResult
The numerical integral approximation.
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Methods
See Also