TrapezoidIntegral Class Reference#include <ql/Math/trapezoidintegral.hpp>
Inheritance diagram for TrapezoidIntegral:
[legend]List of all members.
Detailed Description
Integral of a one-dimensional function.
Given a target accuracy , the integral of a function between and is calculated by means of the trapezoid formula
where , , and with . The number of intervals is repeatedly increased until the target accuracy is reached.
- Tests:
- the correctness of the result is tested by checking it against known good values.
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Public Types |
| enum | Method { Default,
MidPoint
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Public Member Functions |
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| TrapezoidIntegral (Real accuracy, Method method=Default, Size maxIterations=Null< Size >()) |
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template<class F> |
| Real | operator() (const F &f, Real a, Real b) const |
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Real | accuracy () const |
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Real & | accuracy () |
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Method | method () const |
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Method & | method () |
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Size | maxIterations () const |
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Size & | maxIterations () |
Protected Member Functions |
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template<class F> |
| Real | defaultIteration (const F &f, Real a, Real b, Real I, Size N) const |
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template<class F> |
| Real | midPointIteration (const F &f, Real a, Real b, Real I, Size N) const |
Protected Attributes |
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Real | accuracy_ |
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Method | method_ |
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Size | maxIterations_ |
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