TrapezoidalRule Class |
Namespace: Accord.Math.Integration
The TrapezoidalRule type exposes the following members.
Name | Description | |
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TrapezoidalRule |
Constructs a new TrapezoidalRule integration method.
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TrapezoidalRule(FuncDouble, Double) |
Constructs a new TrapezoidalRule integration method.
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TrapezoidalRule(Int32) |
Constructs a new TrapezoidalRule integration method.
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TrapezoidalRule(Int32, FuncDouble, Double) |
Constructs a new TrapezoidalRule integration method.
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TrapezoidalRule(FuncDouble, Double, Double, Double) |
Constructs a new TrapezoidalRule integration method.
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TrapezoidalRule(Int32, FuncDouble, Double, Double, Double) |
Constructs a new TrapezoidalRule integration method.
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Name | Description | |
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Area |
Gets the numerically computed result of the
definite integral for the specified function.
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Function |
Gets or sets the unidimensional function
whose integral should be computed.
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Range |
Gets or sets the input range under
which the integral must be computed.
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Steps |
Gets or sets the number of steps into which the
integration interval will
be divided. Default is 6.
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Name | Description | |
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Clone |
Creates a new object that is a copy of the current instance.
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Compute | ||
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |
GetHashCode | Serves as the default hash function. (Inherited from Object.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
Integrate |
Computes the area under the integral for the given function,
in the given integration interval, using the Trapezoidal rule.
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MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
ToString | Returns a string that represents the current object. (Inherited from Object.) |
Name | Description | |
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HasMethod |
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.) | |
IsEqual |
Compares two objects for equality, performing an elementwise
comparison if the elements are vectors or matrices.
(Defined by Matrix.) | |
To(Type) | Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.) | |
ToT | Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.) |
In numerical analysis, the trapezoidal rule (also known as the trapezoid rule or trapezium rule) is a technique for approximating the definite integral ∫_a^b(x) dx. The trapezoidal rule works by approximating the region under the graph of the function f(x) as a trapezoid and calculating its area. It follows that ∫_a^b(x) dx ~ (b - a) [f(a) - f(b)] / 2.
References:
Let's say we would like to compute the definite integral of the function f(x) = cos(x) in the interval -1 to +1 using a variety of integration methods, including the TrapezoidalRule, RombergMethod and NonAdaptiveGaussKronrod. Those methods can compute definite integrals where the integration interval is finite:
// Declare the function we want to integrate Func<double, double> f = (x) => Math.Cos(x); // We would like to know its integral from -1 to +1 double a = -1, b = +1; // Integrate! double trapez = TrapezoidalRule.Integrate(f, a, b, steps: 1000); // 1.6829414 double romberg = RombergMethod.Integrate(f, a, b); // 1.6829419 double nagk = NonAdaptiveGaussKronrod.Integrate(f, a, b); // 1.6829419
Moreover, it is also possible to calculate the value of improper integrals (it is, integrals with infinite bounds) using InfiniteAdaptiveGaussKronrod, as shown below. Let's say we would like to compute the area under the Gaussian curve from -infinite to +infinite. While this function has infinite bounds, this function is known to integrate to 1.
// Declare the Normal distribution's density function (which is the Gaussian's bell curve) Func<double, double> g = (x) => (1 / Math.Sqrt(2 * Math.PI)) * Math.Exp(-(x * x) / 2); // Integrate! double iagk = InfiniteAdaptiveGaussKronrod.Integrate(g, Double.NegativeInfinity, Double.PositiveInfinity); // Result should be 0.99999...