org.jquantlib.math.integrals

Class SegmentIntegral

java.lang.Object

org.jquantlib.math.integrals.Integrator

org.jquantlib.math.integrals.SegmentIntegral

public class SegmentIntegral
extends Integrator

Integral of a one-dimensional function

Given a number of intervals, the integral of a function between and is calculated by means of the trapezoid formula where , , and with .

Constructor Summary

Constructors

Constructor and Description
SegmentIntegral(int intervals)

Method Summary

Modifier and Type	Method and Description
double	integrate(Ops.DoubleOp f, double a, double b)
int	numberOfEvaluations()

Methods inherited from class org.jquantlib.math.integrals.Integrator

absoluteAccuracy, absoluteError, isIntegrationSuccess, maxEvaluations, op, setAbsoluteAccuracy, setMaxEvaluations

Methods inherited from class java.lang.Object

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

Constructor Detail

SegmentIntegral

public SegmentIntegral(int intervals)

Method Detail

integrate

public final double integrate(Ops.DoubleOp f,
                              double a,
                              double b)

numberOfEvaluations

public final int numberOfEvaluations()