NonAdaptiveGaussKronrodIntegrator Class

Represents a numerical integrator that uses a non-adaptive 87-point Gauss-Kronrod rule.

Definition

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

Remarks

The NonAdaptiveGaussKronrodIntegrator class implements an algorithm that uses a cascade of Gauss-Kronrod points. Starting out with a 10-point Gauss integration formula, successive formulas for 21, 43, and 87 points provide increasing orders of the approximation with estimates of the error. Once the estimated error is within the required tolerance, no further function evaluations are needed. This is an excellent choice for smooth functions over an extended interval.

Constructors

NonAdaptiveGaussKronrodIntegratorInitializes a new instance of the NonAdaptiveGaussKronrodIntegrator 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>)
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>)
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 NumericalIntegrator)
IterationsNeeded Gets the number of iterations needed by the algorithm to reach the desired accuracy.
(Inherited from ManagedIterativeAlgorithm<T, TError, TReport>)
LowerBound Gets or sets the lower bound of the integration interval.
(Inherited from NumericalIntegrator)
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 Gauss-Kronrod formula used to calculate the integral.
(Overrides NumericalIntegrator.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>)
UpperBound Gets or sets the upper bound of the integration interval.
(Inherited from NumericalIntegrator)

Methods

Clone Returns a copy of this numerical integrator object.
(Inherited from NumericalIntegrator)
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetTypeGets the Type of the current instance.
(Inherited from Object)
Integrate() Numerically integrates a function of one variable.
(Inherited from NumericalIntegrator)
Integrate(ParallelOptions) Numerically integrates a function of one variable.
(Inherited from NumericalIntegrator)
Integrate(Double, Double) Numerically integrates a function of one variable.
(Inherited from NumericalIntegrator)
Integrate(Double, Double, ParallelOptions) Numerically integrates a function of one variable.
(Inherited from NumericalIntegrator)
Integrate(Func<Double, Double>, Double, Double) Numerically integrates a function of one variable.
(Inherited from NumericalIntegrator)
Integrate(Func<Double, Double>, Double, Double, ParallelOptions) Numerically integrates a function of one variable.
(Inherited from NumericalIntegrator)
ToStringReturns a string that represents the current object.
(Inherited from Object)

See Also