C# 클래스 Accord.Math.Integration.RombergMethod

Romberg's method for numerical integration.

In numerical analysis, Romberg's method (Romberg 1955) is used to estimate the definite integral ∫_a^b(x) dx by applying Richardson extrapolation repeatedly on the trapezium rule or the rectangle rule (midpoint rule). The estimates generate a triangular array. Romberg's method is a Newton–Cotes formula – it evaluates the integrand at equally spaced points. The integrand must have continuous derivatives, though fairly good results may be obtained if only a few derivatives exist. If it is possible to evaluate the integrand at unequally spaced points, then other methods such as Gaussian quadrature and Clenshaw–Curtis quadrature are generally more accurate.

References: Wikipedia, The Free Encyclopedia. Romberg's method. Available on: http://en.wikipedia.org/wiki/Romberg's_method

상속: IUnivariateIntegration, INumericalIntegration

파일 보기 프로젝트 열기: accord-net/framework 1 사용 예제들

공개 메소드들

메소드	설명
Clone ( ) : object	Creates a new object that is a copy of the current instance.
Compute ( ) : bool	Computes the area of the function under the selected Range. The computed value will be available at this object's Area.
Integrate ( double>.Func func, double a, double b ) : double	Computes the area under the integral for the given function, in the given integration interval, using Romberg's method.
Integrate ( double>.Func func, double a, double b, int steps ) : double	Computes the area under the integral for the given function, in the given integration interval, using Romberg's method.
RombergMethod ( ) : System	Constructs a new Romberg's integration method.
RombergMethod ( double>.Func function ) : System	Constructs a new Romberg's integration method.
RombergMethod ( double>.Func function, double a, double b ) : System	Constructs a new Romberg's integration method.
RombergMethod ( int steps ) : System	Constructs a new Romberg's integration method.
RombergMethod ( int steps, double>.Func function ) : System	Constructs a new Romberg's integration method.
RombergMethod ( int steps, double>.Func function, double a, double b ) : System	Constructs a new Romberg's integration method.

메소드 상세

Clone() 공개 메소드

Creates a new object that is a copy of the current instance.

public Clone ( ) : object
리턴	object

Compute() 공개 메소드

Computes the area of the function under the selected Range. The computed value will be available at this object's Area.

public Compute ( ) : bool
리턴	bool

Integrate() 공개 정적인 메소드

Computes the area under the integral for the given function, in the given integration interval, using Romberg's method.

public static Integrate ( double>.Func func, double a, double b ) : double
func	double>.Func	The unidimensional function whose integral should be computed.
a	double	The beginning of the integration interval.
b	double	The ending of the integration interval.
리턴	double

Integrate() 공개 정적인 메소드

Computes the area under the integral for the given function, in the given integration interval, using Romberg's method.

public static Integrate ( double>.Func func, double a, double b, int steps ) : double
func	double>.Func	The unidimensional function whose integral should be computed.
a	double	The beginning of the integration interval.
b	double	The ending of the integration interval.
steps	int	The number of steps used in Romberg's method. Default is 6.
리턴	double