GaussKronrodSingularIntegrate Method (FuncDouble, Double, Double, Double, Int32, Double, Double)
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Gauss-Kronrod adaptive 21-point integration with singularities.
Namespace:
FinMath.Integration
Assembly:
FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax public bool Integrate(
Func<double, double> f,
double a,
double b,
int limit,
double epsAbs,
double epsRel
)
Parameters
- f
- Type: SystemFuncDouble, Double
The function to integrate. - a
- Type: SystemDouble
Lower bound. This value can equals double.NegativeInfinity (in this case the 15-point integration used). - b
- Type: SystemDouble
Upper bound. This value can equals double.PositiveInfinity (in this case the 15-point integration used). - limit
- Type: SystemInt32
The maximum number of subintervals. - epsAbs
- Type: SystemDouble
Absolute error limit. Must be non-negative. - epsRel
- Type: SystemDouble
Relative error limit. Must be non-negative.
Return Value
Type:
BooleanReturns true if algorithm converges successfully.
See Also