## Uses of Interfacecom.opengamma.strata.math.impl.integration.Integrator

• Packages that use Integrator
Package Description
com.opengamma.strata.math.impl.integration
• ### Uses of Integrator in com.opengamma.strata.math.impl.integration

Classes in com.opengamma.strata.math.impl.integration that implement Integrator
Modifier and Type Class Description
class  AdaptiveCompositeIntegrator1D
Adaptive composite integrator: step size is set to be small if functional variation of integrand is large The integrator in individual intervals (base integrator) should be specified by constructor.
class  ExtendedTrapezoidIntegrator1D
The trapezoid integration rule is a two-point Newton-Cotes formula that approximates the area under the curve as a trapezoid.
class  GaussHermiteQuadratureIntegrator1D
Gauss-Hermite quadrature approximates the value of integrals of the form \begin{align*} \int_{-\infty}^{\infty} e^{-x^2} g(x) dx \end{align*} The weights and abscissas are generated by GaussHermiteWeightAndAbscissaFunction.
class  GaussianQuadratureIntegrator1D
Class that performs integration using Gaussian quadrature.
class  GaussJacobiQuadratureIntegrator1D
Gauss-Jacobi quadrature approximates the value of integrals of the form \begin{align*} \int_{-1}^{1} (1 - x)^\alpha (1 + x)^\beta f(x) dx \end{align*} The weights and abscissas are generated by GaussJacobiWeightAndAbscissaFunction.
class  GaussLaguerreQuadratureIntegrator1D
Gauss-Laguerre quadrature approximates the value of integrals of the form \begin{align*} \int_{0}^{\infty} e^{-x}f(x) dx \end{align*} The weights and abscissas are generated by GaussLaguerreWeightAndAbscissaFunction.
class  GaussLegendreQuadratureIntegrator1D
Gauss-Legendre quadrature approximates the value of integrals of the form \begin{align*} \int_{-1}^{1} f(x) dx \end{align*} The weights and abscissas are generated by GaussLegendreWeightAndAbscissaFunction.
class  Integrator1D<T,​U>
Class for defining the integration of 1-D functions.
class  Integrator2D<T,​U>
Class for defining the integration of 2-D functions.
class  IntegratorRepeated2D
Two dimensional integration by repeated one dimensional integration using Integrator1D.
class  RombergIntegrator1D
Romberg's method estimates an integral by repeatedly using Richardson extrapolation on the extended trapezium rule ExtendedTrapezoidIntegrator1D.
class  RungeKuttaIntegrator1D
Adapted from the forth-order Runge-Kutta method for solving ODE.
class  SimpsonIntegrator1D
Simpson's integration rule is a Newton-Cotes formula that approximates the function to be integrated with quadratic polynomials before performing the integration.