KronrodIntegral Class Reference#include <ql/Math/kronrodintegral.hpp>
List of all members.
Detailed Description
Integral of a 1-dimensional function using the Gauss-Kronrod method.
References: Gauss-Kronrod Integration http://mathcssun1.emporia.edu/~oneilcat/ExperimentApplet3/ExperimentApplet3.html NMS - Numerical Analysis Library http://www.math.iastate.edu/burkardt/f_src/nms/nms.html
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Public Member Functions |
| KronrodIntegral (Real tolerance, Size maxFunctionEvaluations=Null< Size >()) |
template<class F> Real | operator() (const F &f, Real a, Real b) const |
Size | functionEvaluations () |
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