KronrodIntegral Class Reference

#include <ql/Math/kronrodintegral.hpp>

List of all members.


Detailed Description

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

References:

Gauss-Kronrod Integration <http://mathcssun1.emporia.edu/~oneilcat/ExperimentApplet3/ExperimentApplet3.html>

NMS - Numerical Analysis Library <http://www.math.iastate.edu/burkardt/f_src/nms/nms.html>

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


Public Member Functions

 KronrodIntegral (Real tolerance, Size maxFunctionEvaluations=Null< Size >())
template<class F>
Real operator() (const F &f, Real a, Real b) const
Size functionEvaluations ()