DoubleExponentialIntegrator Class

public class DoubleExponentialIntegrator : NumericalIntegrator

Public Class DoubleExponentialIntegrator
	Inherits NumericalIntegrator

public ref class DoubleExponentialIntegrator : public NumericalIntegrator

type DoubleExponentialIntegrator = 
    class
        inherit NumericalIntegrator
    end

Inheritance

Object  →  ManagedIterativeAlgorithm<Double, Double, SolutionReport<Double, Double>>  →  IterativeAlgorithm<Double>  →  NumericalIntegrator  →  DoubleExponentialIntegrator

The DoubleExponentialIntegrator class provides a robust, general purpose numerical integration algorithm. It uses a transformation that emphasises the regions closest to but not including the end points, which allows it to handle most integrands with singularities at the end points.

DoubleExponentialIntegrator inherits from NumericalIntegrator, the abstract base class for all numerical integration classes. It, in turn, inherits from the IterativeAlgorithm<T> class. All properties of this class are also available. The AbsoluteTolerance and RelativeTolerance properties set the desired precision as specified by the ConvergenceCriterion property. The default value for both tolerances is SqrtEpsilon (roughly 10^-8). MaxIterations sets the maximum number of iterations, which in this case is the maximum number of stages in which the number of evaluation points is doubled. The default value for this property is 8. IterationsNeeded returns the actual number of iterations performed after the algorithm has completed.

The Integrate(Func<Double, Double>, Double, Double) method does the actual work of numerically integrating an integrand. It takes three parameters. The first parameter is a function of one variable that specifies the function to integrate. The second and third argument specify the lower and upper bound of the integration interval.

This integrator can handle infinite integration intervals. Specify NegativeInfinity or PositiveInfinity for one or both bounds of the integration interval. Internally, the class transforms the infinite interval to a finite interval, and performs the integration of the transformed integrand over the transformed interval.

Reference