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GaussKronrodPattersonIntegrate Method (FuncDouble, Double, Double, Double, Double, Double)
Calculates integral.

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

Parameters

f
Type: SystemFuncDouble, Double
The function to integrate.
a
Type: SystemDouble
Lower bound.
b
Type: SystemDouble
Upper bound.
epsAbs
Type: SystemDouble
Absolute error limit. Must be non-negative.
epsRel
Type: SystemDouble
Relative error limit. Must be non-negative.

Return Value

Type: Boolean
Returns true if algorithm reach tolerance. The algorithm stops if absolute error estimation becomes less to epsAbs or relative error ( absoluteError / Math.Abs(Result) ) becomes less to epsRel.
See Also