Functions | |
double | itpp::quad (double(*f)(double), const double a, const double b, const double tol) |
double | itpp::quadl (double(*f)(double), const double a, const double b, const double tol) |
double itpp::quad | ( | double(*)(double) | f, | |
const double | a, | |||
const double | b, | |||
const double | tol = std::numeric_limits< double >::epsilon() | |||
) |
1-dimensional numerical Simpson quadrature integration
Calculate the 1-dimensional integral
Uses an adaptive Simpson quadrature method. See [Gander] for more details. The integrand is specified as a function
double f(double)
Example:
#include "itpp/itbase.h" double f(const double x) { return x*log(x); } int main() { double res = quad( f, 1.5, 3.5); cout << "res = " << res << endl; return 0; }
References:
[Gander] Gander, W. and W. Gautschi, "Adaptive Quadrature - Revisited", BIT, Vol. 40, 2000, pp. 84-101. This document is also available at http://www.inf.ethz.ch/personal/gander.
Definition at line 69 of file integration.cpp.
References itpp::quadstep(), itpp::sum(), and itpp::vec_function().
double itpp::quadl | ( | double(*)(double) | f, | |
const double | a, | |||
const double | b, | |||
const double | tol = std::numeric_limits< double >::epsilon() | |||
) |
1-dimensional numerical adaptive Lobatto quadrature integration
Calculate the 1-dimensional integral
Uses an adaptive Lobatto quadrature method. See [Gander] for more details. The integrand is specified as a function
double f(double)
Example:
#include "itpp/itbase.h" double f(const double x) { return x*log(x); } int main() { double res = quadl( f, 1.5, 3.5); cout << "res = " << res << endl; return 0; }
References:
[Gander] Gander, W. and W. Gautschi, "Adaptive Quadrature - Revisited", BIT, Vol. 40, 2000, pp. 84-101. This document is also available at http:// www.inf.ethz.ch/personal/gander.
Definition at line 122 of file integration.cpp.
References itpp::abs(), itpp::quadlstep(), itpp::R, itpp::sign(), itpp::sqrt(), and itpp::vec_function().
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