KronrodIntegral Class Reference
#include <ql/Math/kronrodintegral.hpp>
Detailed Description
Integral of a 1-dimensional function using the Gauss-Kronrod method.References:
Gauss-Kronrod Integration <http://mathcssun1.emporia.edu/~oneilcat/ExperimentApplet3/ExperimentApplet3.html>
NMS - Numerical Analysis Library <http://www.math.iastate.edu/burkardt/f_src/nms/nms.html>
- Tests:
- the correctness of the result is tested by checking it against known good values.
Public Member Functions | |
KronrodIntegral (Real tolerance, Size maxFunctionEvaluations=Null< Size >()) | |
template<class F> | |
Real | operator() (const F &f, Real a, Real b) const |
Size | functionEvaluations () |