AdaptiveIntegratorND Class

Represents a numerical integrator that integrates over multiple dimensions using an adaptive algorithm.

Definition

Namespace: Extreme.Mathematics.Calculus
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public class AdaptiveIntegratorND : NumericalIntegratorND
Inheritance
Object  →  ManagedIterativeAlgorithm<Double, Double, SolutionReport<Double, Double>>  →  ManagedIterativeAlgorithm<Double>  →  IterativeAlgorithm  →  NumericalIntegratorND  →  AdaptiveIntegratorND

Remarks

Use the AdaptiveIntegratorND to compute integrals of functions with one or more variables over box shaped regions. This class uses an adaptive algorithm and in most cases far outperforms alternative methods.

AdaptiveIntegratorND inherits from NumericalIntegratorND, the abstract base class for all classes that implement numerical integration in multiple dimensions. It, in turn, inherits from the IterativeAlgorithm 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 subregions. The default value for this property is 5000. IterationsNeeded returns the actual number of iterations performed after the algorithm has completed.

The Integrate() method does the actual work of numerically integrating an integrand. It takes three parameters. The first parameter is a delegate that represents a multivariate function that specifies the function to integrate. The second and third parameters are Double values that specify the lower and upper bounds of the integration region in the X direction. The fourth and fifth parameters are Double values that specify the lower and upper bounds of the integration region in the Y direction.

The IntegrationRule property lets you specify which integration rule to use to approximate integrals on a subregion. For oscillating integrands, the higher order rules will tend to give better results.

Constructors

AdaptiveIntegratorNDInitializes a new instance of the AdaptiveIntegratorND class

Properties

AbsoluteTolerance Gets or sets the absolute tolerance used in the convergence test.
(Inherited from IterativeAlgorithm)
ConvergenceCriterion Gets or sets a value specifying the criterion that is to be used in the convergence test for the algorithm.
(Inherited from IterativeAlgorithm)
ConvergenceTest Gets the convergence test for the algorithm.
(Inherited from IterativeAlgorithm)
ConvergenceTests Gets the collection of convergence tests for the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
CurrentError Gets the estimated error of the approximation of the result at the current iteration.
(Inherited from IterativeAlgorithm)
CurrentResult Gets the approximation of the result at the current iteration.
(Inherited from IterativeAlgorithm)
EstimatedError Gets a value indicating the size of the absolute error of the result.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
EvaluationsNeeded Gets the number of evaluations needed to execute the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
EvaluationsRemaining Gets the number of evaluations still available.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
HasSharedDegreeOfParallelism Indicates whether the degree of parallelism is a property that is shared across instances.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
Integrand Gets or sets the function to integrate.
(Inherited from NumericalIntegratorND)
IntegrationRule Gets or sets the integration rule used to evaluate the integral in a simple region.
IntegrationRule3D Gets or sets the integration rule used to evaluate the integral in a simple region.
IterationsNeeded Gets the number of iterations needed by the algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
IterationsRemaining Gets the number of iterations remaining.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
LowerBounds Gets or sets a vector that specifies the lower bounds of the integration region.
(Inherited from NumericalIntegratorND)
MaxDegreeOfParallelism Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
MaxEvaluations Gets or sets the maximum number of evaluations during the calculation.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
MaxIterationsGets or sets the maximum number of iterations to use when approximating the roots of the target function.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
MinIterations Gets or sets the minimum iterations that have to be performed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
Order Gets the order of the integration rule.
(Overrides NumericalIntegratorND.Order)
ParallelOptions Gets or sets the configuration for the parallel behavior of the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
RelativeTolerance Gets or sets the relative tolerance used in the convergence test.
(Inherited from IterativeAlgorithm)
Result Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
SolutionReport Gets the result of an algorithm after it has executed.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
Status Gets the AlgorithmStatus following an execution of the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
ThrowExceptionOnFailure Gets or sets a value indicating whether to throw an exception when the algorithm fails to converge.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
UpperBounds Gets or sets a vector that specifies the upper bounds of the integration region.
(Inherited from NumericalIntegratorND)

Methods

EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
ErrorEvaluator Returns the estimated error for testing whether the algorithm has converged.
(Inherited from IterativeAlgorithm)
FinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetTypeGets the Type of the current instance.
(Inherited from Object)
IncrementEvaluations() Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
IncrementEvaluations(Int32) Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
Integrate() Numerically integrates a function of one variable.
(Inherited from NumericalIntegratorND)
Integrate(ParallelOptions) Numerically integrates a function of one variable.
(Inherited from NumericalIntegratorND)
Integrate(Vector<Double>, Vector<Double>) Numerically integrates a function of one variable.
(Inherited from NumericalIntegratorND)
Integrate(Func<Vector<Double>, Double>, Vector<Double>, Vector<Double>) Numerically integrates a function of one variable.
(Inherited from NumericalIntegratorND)
Integrate(Vector<Double>, Vector<Double>, ParallelOptions) Numerically integrates a function of one variable.
(Inherited from NumericalIntegratorND)
Integrate(Func<Vector<Double>, Double>, Vector<Double>, Vector<Double>, ParallelOptions) Numerically integrates a function of one variable.
(Inherited from NumericalIntegratorND)
Iterate Performs one iteration of the algorithm.
(Overrides ManagedIterativeAlgorithm<T, TError, TReport>.Iterate())
Iterated Performs tasks after the iteration is completed, but before the status of the algorithm is finalized.
(Inherited from IterativeAlgorithm)
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
OnConvergence Performs any tasks after the main algorithm has converged.
(Overrides ManagedIterativeAlgorithm<T, TError, TReport>.OnConvergence())
OnFailure Performs any tasks after the main algorithm has failed to converge.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
OnInit Performs initialization before the first iteration.
(Overrides IterativeAlgorithm.OnInit())
ReportFailure(AlgorithmStatus) Reports that the algoritm has failed. No further iterations will be performed.
(Inherited from IterativeAlgorithm)
ReportFailure(T, TError, AlgorithmStatus) Records the results of an algorithm in case it fails.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
ReportResult Records the results of an algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
ReportSuccess() Reports that the algoritm has succeeded. No further iterations will be performed.
(Inherited from IterativeAlgorithm)
ReportSuccess(T, TError) Records the results of a algorithm that converged successfully.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
ResetEvaluations Resets the number of evaluations to zero.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
Restart Prepares the algorithm to be run again with possibly different inputs.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
Run() Runs the algorithm.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
Run(ParallelOptions) Runs the algorithm using the specified parallelization options.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
SetResult Sets the results of an algorithm's execution.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
TestConvergence Checks whether the algorithm has converged.
(Inherited from IterativeAlgorithm)
ThreadSafeIncrementEvaluations() Increments the number of evaluations by one.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
ThreadSafeIncrementEvaluations(Int32) Increments the number of evaluations by the specified amount.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
ThrowConvergenceException Interprets the AlgorithmStatus and throws the appropriate exception.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
ToStringReturns a string that represents the current object.
(Inherited from Object)
UpdateCurrentResult Updates the current approximation in a point-wise convergence.
(Inherited from IterativeAlgorithm)
ValueEvaluator Returns the value to compare the estimated error to when testing whether the algorithm has converged.
(Inherited from IterativeAlgorithm)

See Also