GaussKronrodSingularIntegrate Method (FuncDouble, Double, Double, Double, Int32, Int32)
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Gauss-Kronrod adaptive 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,
int gkN
)
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. - gkN
- Type: SystemInt32
Quadrature rule order. Supported values are {15,21,31,41,51,61}.
Return Value
Type:
BooleanReturns true if algorithm converges successfully.
See Also