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ContourIntegrateGaussKronrod(FuncDouble, Complex, Double, Double, Double, Double, Double, Int32, Int32) Method

Approximation of the definite integral of an analytic smooth function by Gauss-Kronrod quadrature. When either or both limits are infinite, the integrand is assumed rapidly decayed to zero as x -> infinity.

Namespace: Altaxo.Calc
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
Copy
public static Complex GaussKronrod(
	Func<double, Complex> f,
	double intervalBegin,
	double intervalEnd,
	out double error,
	out double L1Norm,
	double targetRelativeError = 1E-08,
	int maximumDepth = 15,
	int order = 15
)

Parameters

f  FuncDouble, Complex
The analytic smooth complex function to integrate, defined on the real domain.
intervalBegin  Double
Where the interval starts.
intervalEnd  Double
Where the interval stops.
error  Double
The difference between the (N-1)/2 point Gauss approximation and the N-point Gauss-Kronrod approximation
L1Norm  Double
The L1 norm of the result, if there is a significant difference between this and the returned value, then the result is likely to be ill-conditioned.
targetRelativeError  Double  (Optional)
The expected relative accuracy of the approximation.
maximumDepth  Int32  (Optional)
The maximum number of interval splittings permitted before stopping
order  Int32  (Optional)
The number of Gauss-Kronrod points. Pre-computed for 15, 21, 31, 41, 51 and 61 points

Return Value

Complex
Approximation of the finite integral in the given interval.
See Also