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IntegrateGaussKronrod(FuncDouble, 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#
public static double GaussKronrod(
	Func<double, double> f,
	double intervalBegin,
	double intervalEnd,
	double targetRelativeError = 1E-08,
	int maximumDepth = 15,
	int order = 15
)

Parameters

f  FuncDouble, Double
The analytic smooth function to integrate.
intervalBegin  Double
Where the interval starts.
intervalEnd  Double
Where the interval stops.
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

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