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Accord.NET (logo) Accord.Math.Integration Namespace
Numerical methods for approximating integrals.
Classes
  ClassDescription
Public classCode exampleInfiniteAdaptiveGaussKronrod
Infinite Adaptive Gauss-Kronrod integration method.
Public classCode exampleMonteCarloIntegration
Monte Carlo method for multi-dimensional integration.
Public classCode exampleNonAdaptiveGaussKronrod
Non-Adaptive Gauss-Kronrod integration method.
Public classCode exampleRombergMethod
Romberg's method for numerical integration.
Public classCode exampleTrapezoidalRule
Trapezoidal rule for numerical integration.
Interfaces
  InterfaceDescription
Public interfaceIMultidimensionalIntegration
Common interface for multidimensional integration methods.
Public interfaceINumericalIntegration
Common interface for numeric integration methods.
Public interfaceINumericalIntegrationTCode
Common interface for numeric integration methods.
Public interfaceIUnivariateIntegration
Common interface for multidimensional integration methods.
Enumerations
  EnumerationDescription
Public enumerationInfiniteAdaptiveGaussKronrodStatus
Status codes for the InfiniteAdaptiveGaussKronrodStatus integration method.
Public enumerationNonAdaptiveGaussKronrodStatus
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.

See Also