integration.h File Reference

Definition of numerical integration. More...

`#include <limits>`
`#include <itpp/base/math/elem_math.h>`
`#include <itpp/base/help_functions.h>`
`#include <itpp/base/matfunc.h>`
`#include <itpp/base/specmat.h>`
`#include <itpp/itexports.h>`

Go to the source code of this file.

## Namespaces

namespace | itpp
| itpp namespace

## Functions

template<typename Ftn >
double | itpp::details::quadstep (Ftn f, double a, double b, double fa, double fm, double fb, double is)
| Simpson quadrature integration recursion step.
template<typename Ftn >
double | itpp::details::quadlstep (Ftn f, double a, double b, double fa, double fb, double is)
| Adaptive Lobatto quadrature integration recursion step.
template<typename Ftn >
double | itpp::quad (Ftn f, double a, double b, double tol=std::numeric_limits< double >::epsilon())
ITPP_EXPORT double | itpp::quad (double(*f)(double), double a, double b, double tol=std::numeric_limits< double >::epsilon())
template<typename Ftn >
double | itpp::quadl (Ftn f, double a, double b, double tol=std::numeric_limits< double >::epsilon())
ITPP_EXPORT double | itpp::quadl (double(*f)(double), double a, double b, double tol=std::numeric_limits< double >::epsilon())

## Detailed Description

Definition of numerical integration.

Author
  Tony Ottosson

Copyright (C) 1995-2010 (see AUTHORS file for a list of contributors)

This file is part of IT++ - a C++ library of mathematical, signal processing, speech processing, and communications classes and functions.

IT++ is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

IT++ is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with IT++. If not, see http://www.gnu.org/licenses/.

Definition in file integration.h.

## Function Documentation

## quadstep()

template<typename Ftn >

double itpp::details::quadstep | ( | Ftn | f,
|  | double | a,
|  | double | b,
|  | double | fa,
|  | double | fm,
|  | double | fb,
|  | double | is
| ) |  |

Simpson quadrature integration recursion step.

Definition at line 45 of file integration.h.

References it_warning, and itpp::details::quadstep().

Referenced by itpp::details::quadstep().

## quadlstep()

template<typename Ftn >

double itpp::details::quadlstep | ( | Ftn | f,
|  | double | a,
|  | double | b,
|  | double | fa,
|  | double | fb,
|  | double | is
| ) |  |

Adaptive Lobatto quadrature integration recursion step.

Definition at line 74 of file integration.h.

References it_warning, and itpp::details::quadlstep().

Referenced by itpp::details::quadlstep().

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