RombergIntegrator1D (OpenGamma Strata)

java.lang.Object
- com.opengamma.strata.math.impl.integration.Integrator1D<Double,Double>
- - com.opengamma.strata.math.impl.integration.RombergIntegrator1D

All Implemented Interfaces:

Integrator<Double,Double,Function<Double,Double>>
```
public class RombergIntegrator1D
extends Integrator1D<Double,Double>
```
Romberg's method estimates an integral by repeatedly using Richardson extrapolation on the extended trapezium rule ExtendedTrapezoidIntegrator1D.
This class is a wrapper for the Commons Math library implementation of Romberg integration.

Constructor Summary

Constructors
Constructor Description

RombergIntegrator1D()

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`Double`	`integrate(Function<Double,Double> f, Double lower, Double upper)`	Romberg integration method.

Methods inherited from class com.opengamma.strata.math.impl.integration.Integrator1D
integrate

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - RombergIntegrator1D
```
public RombergIntegrator1D()
```
- Method Detail
  - integrate
```
public Double integrate(Function<Double,Double> f,
                        Double lower,
                        Double upper)
```
    Romberg integration method. Note that the Commons implementation fails if the lower bound is larger than the upper - in this case, the bounds are reversed and the result negated.
    
    Specified by:
    
    integrate in class Integrator1D<Double,Double>
    
    Parameters:
    
    f - The function to integrate, not null
    
    lower - The lower bound, not null
    
    upper - The upper bound, not null
    
    Returns:
    
    The result of the integration