NonAdaptiveGaussKronrodIntegrate Method (FuncDouble, Double, Double, Double, Double)

Computes the area under the integral for the given function, in the given integration interval, using the Non-Adaptive Gauss Kronrod algorithm.

Namespace: Accord.Math.Integration
Assembly: Accord.Math (in Accord.Math.dll) Version: 3.8.0

Syntax

public static double Integrate(
	Func<double, double> f,
	double a,
	double b,
	double tolerance
)

Public Shared Function Integrate ( 
	f As Func(Of Double, Double),
	a As Double,
	b As Double,
	tolerance As Double
) As Double

f: Type: SystemFuncDouble, Double
The unidimensional function whose integral should be computed.
a: Type: SystemDouble
The beginning of the integration interval.
b: Type: SystemDouble
The ending of the integration interval.
tolerance: Type: SystemDouble
The relative tolerance under which the solution has to be found. Default is 1e-3.

Type: Double
The integral's value in the current interval.