diff --git a/src/Numerics/Integrate.cs b/src/Numerics/Integrate.cs
index e0e503df..b7218248 100644
--- a/src/Numerics/Integrate.cs
+++ b/src/Numerics/Integrate.cs
@@ -46,11 +46,23 @@ namespace MathNet.Numerics
/// Where the interval stops, inclusive and finite.
/// The expected relative accuracy of the approximation.
/// Approximation of the finite integral in the given interval.
- public static double OnClosedInterval(Func f, double intervalBegin, double intervalEnd, double targetAbsoluteError = 1E-8)
+ public static double OnClosedInterval(Func f, double intervalBegin, double intervalEnd, double targetAbsoluteError)
{
return DoubleExponentialTransformation.Integrate(f, intervalBegin, intervalEnd, targetAbsoluteError);
}
+ ///
+ /// Approximation of the definite integral of an analytic smooth function on a closed interval.
+ ///
+ /// The analytic smooth function to integrate.
+ /// Where the interval starts, inclusive and finite.
+ /// Where the interval stops, inclusive and finite.
+ /// Approximation of the finite integral in the given interval.
+ public static double OnClosedInterval(Func f, double intervalBegin, double intervalEnd)
+ {
+ return DoubleExponentialTransformation.Integrate(f, intervalBegin, intervalEnd, 1e-8);
+ }
+
///
/// Approximates a 2-dimensional definite integral using an Nth order Gauss-Legendre rule over the rectangle [a,b] x [c,d].
///
@@ -91,7 +103,7 @@ namespace MathNet.Numerics
public static double DoubleExponential(Func f, double intervalBegin, double intervalEnd, double targetAbsoluteError = 1E-8)
{
// Reference:
- // Formula used for variable subsitution from
+ // Formula used for variable subsitution from
// 1. Shampine, L. F. (2008). Vectorized adaptive quadrature in MATLAB. Journal of Computational and Applied Mathematics, 211(2), 131-140.
// 2. quadgk.m, GNU Octave
@@ -158,7 +170,7 @@ namespace MathNet.Numerics
public static double GaussLegendre(Func f, double intervalBegin, double intervalEnd, int order = 128)
{
// Reference:
- // Formula used for variable subsitution from
+ // Formula used for variable subsitution from
// 1. Shampine, L. F. (2008). Vectorized adaptive quadrature in MATLAB. Journal of Computational and Applied Mathematics, 211(2), 131-140.
// 2. quadgk.m, GNU Octave
@@ -272,7 +284,7 @@ namespace MathNet.Numerics
public static Complex DoubleExponential(Func f, double intervalBegin, double intervalEnd, double targetAbsoluteError = 1E-8)
{
// Reference:
- // Formula used for variable subsitution from
+ // Formula used for variable subsitution from
// 1. Shampine, L. F. (2008). Vectorized adaptive quadrature in MATLAB. Journal of Computational and Applied Mathematics, 211(2), 131-140.
// 2. quadgk.m, GNU Octave
@@ -339,7 +351,7 @@ namespace MathNet.Numerics
public static Complex GaussLegendre(Func f, double intervalBegin, double intervalEnd, int order = 128)
{
// Reference:
- // Formula used for variable subsitution from
+ // Formula used for variable subsitution from
// 1. Shampine, L. F. (2008). Vectorized adaptive quadrature in MATLAB. Journal of Computational and Applied Mathematics, 211(2), 131-140.
// 2. quadgk.m, GNU Octave