// // Math.NET Numerics, part of the Math.NET Project // http://mathnet.opensourcedotnet.info // // Copyright (c) 2009 Math.NET // // Permission is hereby granted, free of charge, to any person // obtaining a copy of this software and associated documentation // files (the "Software"), to deal in the Software without // restriction, including without limitation the rights to use, // copy, modify, merge, publish, distribute, sublicense, and/or sell // copies of the Software, and to permit persons to whom the // Software is furnished to do so, subject to the following // conditions: // // The above copyright notice and this permission notice shall be // included in all copies or substantial portions of the Software. // // THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, // EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES // OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND // NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT // HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, // WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING // FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR // OTHER DEALINGS IN THE SOFTWARE. // namespace MathNet.Numerics.Integration { using System; using Algorithms; /// /// Numeric Integration (Quadrature). /// public static class Integrate { /// /// Shared internal DET algorithm. /// private static readonly DoubleExponentialTransformation Det = new DoubleExponentialTransformation(); /// /// Approximation of the definite interval 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. /// 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) { return Det.Integrate( f, intervalBegin, intervalEnd, targetAbsoluteError); } /// /// Approximation of the definite interval 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 Det.Integrate( f, intervalBegin, intervalEnd, 1e-8); } } }