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Integral of a one-dimensional function

Given a target accuracy $ \epsilon $, the integral of a function $ f $ between $ a $ and $ b $ is calculated by means of the trapezoid formula $$ \int_{a}^{b} f \mathrm{d}x = \frac{1}{2} f(x_{0}) + f(x_{1}) + f(x_{2}) + \dots

  • f(x_{N-1}) + \frac{1}{2} f(x_{N}) $$ where $ x_0 = a $, $ x_N = b $, and $ x_i = a+i \Delta x $ with $ \Delta x = (b-a)/N $. The number $ N $ of intervals is repeatedly increased until the target accuracy is reached.
test

the correctness of the result is tested by checking it against known good values.

Hierarchy

Implements

Index

Constructors

constructor

Properties

policy

policy: Policy

Methods

absoluteAccuracy

  • absoluteAccuracy(): Real

absoluteError

  • absoluteError(): Real

f

increaseNumberOfEvaluations

  • increaseNumberOfEvaluations(increase: Size): void

Protected integrate

integrationSuccess

  • integrationSuccess(): boolean

maxEvaluations

  • maxEvaluations(): Size

numberOfEvaluations

  • numberOfEvaluations(): Size

setAbsoluteAccuracy

  • setAbsoluteAccuracy(accuracy: Real): void

setAbsoluteError

  • setAbsoluteError(error: Real): void

setMaxEvaluations

  • setMaxEvaluations(maxEvaluations: Size): void

setNumberOfEvaluations

  • setNumberOfEvaluations(evaluations: Size): void