Numerical Integration
Whether you’re using C#, Visual Basic (VB.NET) or F#, Numerics.NET makes it easy to include numerical integration functionality in your .NET applications. Numerics.NET are a complete math, linear algebra and statistics package for the Microsoft .NET platform. Numerical integration features include:
- Adaptive Gauss-Kronrod numerical integrator.
- Integration over infinite intervals.
- Optimizations for functions with singularities and/or discontinuities.
- Other integration methods: Simpson’s rule, Romberg’s method, others.
- Integration in 2 or more dimensions.
Numerical integration classes
The classes that implement the numerical integration functionality live in the Numerics.NET.Calculus namespace. The principal classes are:
- FunctionMath Provides easy access to methods for numerical integration of functions in one or more dimensions.
- AdaptiveIntegrator Represents a numerical integrator that uses an adaptive algorithm based on a Gauss-Kronrod integration rule.
- AdaptiveIntegrator2D Represents a numerical integrator that uses an adaptive algorithm to perform two-dimensional integration.
- AdaptiveIntegratorND Represents a numerical integrator that uses an adaptive algorithm to perform integration in two or more dimensions.
The Calculus section of the Mathematics Library User’s Guide explains their use in detail.
Numerical integration QuickStart Samples
Our library comes with a large number of QuickStart samples that help you to get started in minutes. The following samples illustrate how to use the numerical integration functionality:
| Project | Description | View source | ||
|---|---|---|---|---|
| BasicIntegration | Illustrates numerical integration of functions using classes from the Extreme.Mathematics.Calculus namespace. | C# | VB.NET | F# |
| AdvancedIntegration | Illustrates more advanced numerical integration using the AdaptiveIntegrator class in the Extreme.Mathematics.Calculus namespace. | C# | VB.NET | |
| NDIntegration |
Illustrates numerical integration of functions in higher dimensions using classes in the Extreme.Mathematics.Calculus namespace. | C# | VB.NET | |
Trial version
If you would like to evaluate Numerics.NET, you can download a free, fully functional 30-day trial version. In addition to the code samples discussed here, it includes about 70 other samples as well as complete documentation for the entire library.