SimpsonIntegral Class Reference

Integral of a one-dimensional function. More...

#include <ql/math/integrals/simpsonintegral.hpp>

Inheritance diagram for SimpsonIntegral:

Collaboration diagram for SimpsonIntegral:

Public Member Functions
	SimpsonIntegral (Real accuracy, Size maxIterations)
Public Member Functions inherited from TrapezoidIntegral< Default >
	TrapezoidIntegral (Real accuracy, Size maxIterations)
Public Member Functions inherited from Integrator
	Integrator (Real absoluteAccuracy, Size maxEvaluations)
virtual	~Integrator ()=default
Real	operator() (const ext::function< Real(Real)> &f, Real a, Real b) const
void	setAbsoluteAccuracy (Real)
void	setMaxEvaluations (Size)
Real	absoluteAccuracy () const
Size	maxEvaluations () const
Real	absoluteError () const
Size	numberOfEvaluations () const
virtual bool	integrationSuccess () const

Protected Member Functions
Real	integrate (const ext::function< Real(Real)> &f, Real a, Real b) const override
Protected Member Functions inherited from TrapezoidIntegral< Default >
Real	integrate (const ext::function< Real(Real)> &f, Real a, Real b) const override
Protected Member Functions inherited from Integrator
void	setAbsoluteError (Real error) const
void	setNumberOfEvaluations (Size evaluations) const
void	increaseNumberOfEvaluations (Size increase) const

Detailed Description

Integral of a one-dimensional function.

Tests:

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

Definition at line 36 of file simpsonintegral.hpp.

Constructor & Destructor Documentation

SimpsonIntegral()

SimpsonIntegral	(	Real	accuracy,
		Size	maxIterations
	)

Definition at line 38 of file simpsonintegral.hpp.

Member Function Documentation

integrate()

Real integrate ( const ext::function< Real(Real)> &  f, Real  a, Real  b  ) const

overrideprotectedvirtual

Implements Integrator.

Definition at line 42 of file simpsonintegral.hpp.

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