GaussKronrodPatterson Class |
Gauss-Kronrod-Patterson integration in non-infinite range at 10, 21, 43 and 87 points sequentially until desired absolute or relative error reached.
http://en.wikipedia.org/wiki/Gauss%E2%80%93Kronrod_quadrature_formula
Inheritance HierarchySystemObject
FinMath.IntegrationGaussKronrodPatterson
FinMath.IntegrationGaussKronrodPatterson
Namespace: FinMath.Integration
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public class GaussKronrodPatterson
The GaussKronrodPatterson type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | GaussKronrodPatterson | Initializes a new instance of the GaussKronrodPatterson class |
Properties| Name | Description | |
|---|---|---|
 | AbsoluteError |
The integral approximation absolute error estimation.
|
| EvaluationsNumber |
Number of function evaluations.
|
| FalseReason |
The reason why last integration failed.
|
| Result |
The numerical integral approximation.
|
Methods| Name | Description | |
|---|---|---|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| Integrate(FuncDouble, Double, Double, Double) |
Calculates integral.
|
| Integrate(FuncDouble, Double, Double, Double, Double, Double) |
Calculates integral.
|
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also