Accord.Math.Integration Namespace

Numerical methods for approximating integrals.

Classes

	Class	Description
	InfiniteAdaptiveGaussKronrod	Infinite Adaptive Gauss-Kronrod integration method.
	MonteCarloIntegration	Monte Carlo method for multi-dimensional integration.
	NonAdaptiveGaussKronrod	Non-Adaptive Gauss-Kronrod integration method.
	RombergMethod	Romberg's method for numerical integration.
	TrapezoidalRule	Trapezoidal rule for numerical integration.

Interfaces

	Interface	Description
	IMultidimensionalIntegration	Common interface for multidimensional integration methods.
	INumericalIntegration	Common interface for numeric integration methods.
	INumericalIntegrationTCode	Common interface for numeric integration methods.
	IUnivariateIntegration	Common interface for multidimensional integration methods.

Enumerations

	Enumeration	Description
	InfiniteAdaptiveGaussKronrodStatus	Status codes for the InfiniteAdaptiveGaussKronrodStatus integration method.
	NonAdaptiveGaussKronrodStatus	Status codes for the NonAdaptiveGaussKronrod integration method.

Remarks

This namespace contains different methods for numerically approximating integrals, such as the Trapezoidal Rule, Romberg method, up to more advanced versions such as the Infinite Adaptive Gauss Kronrod for improper integrals or Monte Carlo integration for multivariate integrals.

The namespace class diagram is shown below.