jsat.math.integration

Class Romberg

java.lang.Object

jsat.math.integration.Romberg

public class Romberg
extends java.lang.Object

This class provides an implementation of the Romberg method for numerically computing an integral

Constructor Summary

Constructors

Constructor and Description
Romberg()

Method Summary

Modifier and Type	Method and Description
static double	romb(Function1D f, double a, double b) Numerically computes the integral of the given function
static double	romb(Function1D f, double a, double b, int max) Numerically computes the integral of the given function

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Romberg

public Romberg()

Method Detail

romb

public static double romb(Function1D f,
                          double a,
                          double b)

Numerically computes the integral of the given function

Parameters:

f - the function to integrate

a - the lower limit of the integral

b - the upper limit of the integral

Returns:

an approximation of the integral of ∫_a^bf(x) , dx

romb

public static double romb(Function1D f,
                          double a,
                          double b,
                          int max)

Numerically computes the integral of the given function

Parameters:

f - the function to integrate

a - the lower limit of the integral

b - the upper limit of the integral

max - the maximum number of extrapolation steps to perform. ∫_a^bf(x) , dx