Integrator Class Reference

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

Inheritance diagram for Integrator:

Collaboration diagram for Integrator:

Public Member Functions
	Integrator (Real absoluteAccuracy, Size maxEvaluations)
virtual	~Integrator ()=default
Real	operator() (const ext::function< Real(Real)> &f, Real a, Real b) const
Modifiers
void	setAbsoluteAccuracy (Real)
void	setMaxEvaluations (Size)

Inspectors
Real	absoluteAccuracy_
Real	absoluteError_
Size	maxEvaluations_
Size	evaluations_
Real	absoluteAccuracy () const
Size	maxEvaluations () const
Real	absoluteError () const
Size	numberOfEvaluations () const
virtual bool	integrationSuccess () const
virtual Real	integrate (const ext::function< Real(Real)> &f, Real a, Real b) const =0
void	setAbsoluteError (Real error) const
void	setNumberOfEvaluations (Size evaluations) const
void	increaseNumberOfEvaluations (Size increase) const

Detailed Description

Definition at line 30 of file integral.hpp.

Constructor & Destructor Documentation

Integrator()

Integrator	(	Real	absoluteAccuracy,
		Size	maxEvaluations
	)

Definition at line 25 of file integral.cpp.

Here is the call graph for this function:

~Integrator()

virtual ~Integrator ( )

virtualdefault

Member Function Documentation

operator()()

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

Definition at line 76 of file integral.cpp.

Here is the call graph for this function:

setAbsoluteAccuracy()

void setAbsoluteAccuracy

(

Real

accuracy

)

Definition at line 35 of file integral.cpp.

setMaxEvaluations()

void setMaxEvaluations

(

Size

maxEvaluations

)

Definition at line 39 of file integral.cpp.

Here is the call graph for this function:

absoluteAccuracy()

Real absoluteAccuracy

(

)

const

Definition at line 43 of file integral.cpp.

Here is the caller graph for this function:

maxEvaluations()

Size maxEvaluations

(

)

const

Definition at line 47 of file integral.cpp.

Here is the caller graph for this function:

absoluteError()

Real absoluteError

(

)

const

Definition at line 51 of file integral.cpp.

numberOfEvaluations()

Size numberOfEvaluations

(

)

const

Definition at line 59 of file integral.cpp.

Here is the caller graph for this function:

integrationSuccess()

bool integrationSuccess ( ) const

virtual

Definition at line 71 of file integral.cpp.

Here is the caller graph for this function:

integrate()

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

protectedpure virtual

Implemented in PiecewiseIntegral, DiscreteTrapezoidIntegrator, DiscreteSimpsonIntegrator, FilonIntegral, GaussianQuadratureIntegrator< Integration >, GaussLobattoIntegral, GaussKronrodNonAdaptive, GaussKronrodAdaptive, SegmentIntegral, SimpsonIntegral, TanhSinhIntegral, TrapezoidIntegral< IntegrationPolicy >, and TrapezoidIntegral< Default >.

Here is the caller graph for this function:

setAbsoluteError()

void setAbsoluteError ( Real  error ) const

protected

Definition at line 55 of file integral.cpp.

Here is the caller graph for this function:

setNumberOfEvaluations()

void setNumberOfEvaluations ( Size  evaluations ) const

protected

Definition at line 63 of file integral.cpp.

Here is the caller graph for this function:

increaseNumberOfEvaluations()

void increaseNumberOfEvaluations ( Size  increase ) const

protected

Definition at line 67 of file integral.cpp.

Here is the caller graph for this function:

Member Data Documentation

absoluteAccuracy_

Real absoluteAccuracy_

private

Definition at line 66 of file integral.hpp.

absoluteError_

Real absoluteError_

mutableprivate

Definition at line 67 of file integral.hpp.

maxEvaluations_

Size maxEvaluations_

private

Definition at line 68 of file integral.hpp.

evaluations_

Size evaluations_

mutableprivate

Definition at line 69 of file integral.hpp.