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Maths › Calculus ›

Quadrature

Adaptive

Adaptive integration algorithm using RMS formulae
int* Adaptive::iwork
double* Adaptive::work
double* Adaptive::mach_const
int* Adaptive::istart
int* Adaptive::len
double* Adaptive::xx
double* Adaptive::ww

Gauss

Computes the definite integral of a function using the Gauss quadrature for 3 points.
double gauss (double (*f)(double), double a, double b)[inline]

Simpson

Computes the definite integral of a function using Simpson's first rule.
double simpson (int n, double (*f)(double), double a, double b)
double simpson (int n, const double *values, double a, double b)
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Trapezoidal

Computes the definite integral of a function using the trapezoidal rule.
double trapezoidal (int n, double (*f)(double), double a, double b)
double trapezoidal (int n, const double *values, double a, double b)
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