TrapezoidIntegral Class Reference
#include <ql/Math/trapezoidintegral.hpp>
Inheritance diagram for TrapezoidIntegral:

Detailed Description
Integral of a one-dimensional function.
Given a target accuracy
, the integral of a function
between
and
is calculated by means of the trapezoid formula
where
,
, and
with
. The number
of intervals is repeatedly increased until the target accuracy is reached.
- Tests:
- the correctness of the result is tested by checking it against known good values.
Public Types | |
| enum | Method { Default, MidPoint } |
Public Member Functions | |
| TrapezoidIntegral (Real accuracy, Method method=Default, Size maxIterations=Null< Size >()) | |
| template<class F> | |
| Real | operator() (const F &f, Real a, Real b) const |
| Real | accuracy () const |
| Real & | accuracy () |
| Method | method () const |
| Method & | method () |
| Size | maxIterations () const |
| Size & | maxIterations () |
Protected Member Functions | |
| template<class F> | |
| Real | defaultIteration (const F &f, Real a, Real b, Real I, Size N) const |
| template<class F> | |
| Real | midPointIteration (const F &f, Real a, Real b, Real I, Size N) const |
Protected Attributes | |
| Real | accuracy_ |
| Method | method_ |
| Size | maxIterations_ |