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

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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/.

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Definition in file integration.h.