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GaussKronrodSingular.Integrate Method (Func<Double, Double> , Double, Double, Int32, Double, Double)

Gauss-Kronrod adaptive 21-point integration with singularities.

Namespace:  FinMath.Integration
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
public bool Integrate(
	Func<double, double> f,
	double a,
	double b,
	int limit,
	double epsAbs,
	double epsRel
)

Parameters

f
Type: System.Func<Double, Double>
The function to integrate.
a
Type: System.Double
Lower bound. This value can equals double.NegativeInfinity (in this case the 15-point integration used).
b
Type: System.Double
Upper bound. This value can equals double.PositiveInfinity (in this case the 15-point integration used).
limit
Type: System.Int32
The maximum number of subintervals.
epsAbs
Type: System.Double
Absolute error limit. Must be non-negative.
epsRel
Type: System.Double
Relative error limit. Must be non-negative.

Return Value

Type: Boolean
Returns true if algorithm converges successfully.
See Also