GaussKronrodSingularIntegrate Method (FuncDouble, Double, Double, Double, Int32)

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
)

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.

Type: Boolean
Returns true if algorithm converges successfully.

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