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