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) |
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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::sum(), and itpp::vec_function(). |
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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::sign(), itpp::sqrt(), and itpp::vec_function(). |
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