mathnet-numerics/src/Numerics/Integration/Integrate.cs

// <copyright file="Integrate.cs" company="Math.NET">
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namespace MathNet.Numerics.Integration
{
    using System;
    using Algorithms;

    /// <summary>
    /// Numeric Integration (Quadrature).
    /// </summary>
    public static class Integrate
    {
        /// <summary>
        /// Shared internal DET algorithm.
        /// </summary>
        private static readonly DoubleExponentialTransformation Det = new DoubleExponentialTransformation();

        /// <summary>
        /// Approximation of the definite interval of an analytic smooth function on a closed interval.
        /// </summary>
        /// <param name="f">The analytic smooth function to integrate.</param>
        /// <param name="intervalBegin">Where the interval starts, inclusive and finite.</param>
        /// <param name="intervalEnd">Where the interval stops, inclusive and finite.</param>
        /// <param name="targetAbsoluteError">The expected relative accuracy of the approximation.</param>
        /// <returns>Approximation of the finite integral in the given interval.</returns>
        public static double OnClosedInterval(
            Func<double, double> f,
            double intervalBegin,
            double intervalEnd,
            double targetAbsoluteError)
        {
            return Det.Integrate(
                f,
                intervalBegin,
                intervalEnd,
                targetAbsoluteError);
        }

        /// <summary>
        /// Approximation of the definite interval of an analytic smooth function on a closed interval.
        /// </summary>
        /// <param name="f">The analytic smooth function to integrate.</param>
        /// <param name="intervalBegin">Where the interval starts, inclusive and finite.</param>
        /// <param name="intervalEnd">Where the interval stops, inclusive and finite.</param>
        /// <returns>Approximation of the finite integral in the given interval.</returns>
        public static double OnClosedInterval(
            Func<double, double> f,
            double intervalBegin,
            double intervalEnd)
        {
            return Det.Integrate(
                f,
                intervalBegin,
                intervalEnd,
                1e-8);
        }
    }
}