GaussKronrodNonAdaptive Class Reference

Integral of a 1-dimensional function using the Gauss-Kronrod methods. More...

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

Inheritance diagram for GaussKronrodNonAdaptive:

Collaboration diagram for GaussKronrodNonAdaptive:

Public Member Functions
	GaussKronrodNonAdaptive (Real absoluteAccuracy, Size maxEvaluations, Real relativeAccuracy)
void	setRelativeAccuracy (Real)
Real	relativeAccuracy () const
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 Integrator
void	setAbsoluteError (Real error) const
void	setNumberOfEvaluations (Size evaluations) const
void	increaseNumberOfEvaluations (Size increase) const

Private Attributes
Real	relativeAccuracy_

Detailed Description

Integral of a 1-dimensional function using the Gauss-Kronrod methods.

This class provide a non-adaptive integration procedure which uses fixed Gauss-Kronrod abscissae to sample the integrand at a maximum of 87 points. It is provided for fast integration of smooth functions.

This function applies the Gauss-Kronrod 10-point, 21-point, 43-point and 87-point integration rules in succession until an estimate of the integral of f over (a, b) is achieved within the desired absolute and relative error limits, epsabs and epsrel. The function returns the final approximation, result, an estimate of the absolute error, abserr and the number of function evaluations used, neval. The Gauss-Kronrod rules are designed in such a way that each rule uses all the results of its predecessors, in order to minimize the total number of function evaluations.

Definition at line 52 of file kronrodintegral.hpp.

Constructor & Destructor Documentation

GaussKronrodNonAdaptive()

GaussKronrodNonAdaptive	(	Real	absoluteAccuracy,
		Size	maxEvaluations,
		Real	relativeAccuracy
	)

Definition at line 227 of file kronrodintegral.cpp.

Member Function Documentation

setRelativeAccuracy()

void setRelativeAccuracy

(

Real

relativeAccuracy

)

Definition at line 218 of file kronrodintegral.cpp.

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relativeAccuracy()

Real relativeAccuracy

(

)

const

Definition at line 223 of file kronrodintegral.cpp.

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integrate()

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

overrideprotectedvirtual

Implements Integrator.

Definition at line 234 of file kronrodintegral.cpp.

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Member Data Documentation

relativeAccuracy_

Real relativeAccuracy_

private

Definition at line 63 of file kronrodintegral.hpp.