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


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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