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.
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ExtendedTrapezoidIntegrator1D |
The trapezoid integration rule is a two-point Newton-Cotes formula that
approximates the area under the curve as a trapezoid.
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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 .
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GaussHermiteWeightAndAbscissaFunction |
Class that generates weights and abscissas for Gauss-Hermite quadrature.
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GaussianQuadratureData |
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GaussianQuadratureIntegrator1D |
Class that performs integration using Gaussian quadrature.
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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 .
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GaussJacobiWeightAndAbscissaFunction |
Class that generates weights and abscissas for Gauss-Jacobi quadrature.
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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 .
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GaussLaguerreWeightAndAbscissaFunction |
Class that generates weights and abscissas for Gauss-Laguerre quadrature.
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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 .
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GaussLegendreWeightAndAbscissaFunction |
Class that generates weights and abscissas for Gauss-Legendre quadrature.
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Integrator1D<T,U> |
Class for defining the integration of 1-D functions.
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Integrator2D<T,U> |
Class for defining the integration of 2-D functions.
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IntegratorRepeated2D |
Two dimensional integration by repeated one dimensional integration using Integrator1D .
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RealFunctionIntegrator1DFactory |
Factory class for 1-D integrators that do not take arguments.
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RombergIntegrator1D |
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RungeKuttaIntegrator1D |
Adapted from the forth-order Runge-Kutta method for solving ODE.
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SimpsonIntegrator1D |
Simpson's integration rule is a Newton-Cotes formula that approximates the
function to be integrated with quadratic polynomials before performing the
integration.
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