//
// Math.NET Numerics, part of the Math.NET Project
// http://mathnet.opensourcedotnet.info
//
// Copyright (c) 2009 Math.NET
//
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// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
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// 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.
//
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// 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
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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);
}
}
}