org.jquantlib.math.integrals

Class TrapezoidIntegral<T extends org.jquantlib.math.integrals.TrapezoidIntegral.IntegrationPolicy>

java.lang.Object

org.jquantlib.math.integrals.Integrator

org.jquantlib.math.integrals.TrapezoidIntegral<T>

Direct Known Subclasses:

SimpsonIntegral

public class TrapezoidIntegral<T extends org.jquantlib.math.integrals.TrapezoidIntegral.IntegrationPolicy>
extends Integrator

Integral of a one-dimensional function

Given a target accuracy , the integral of a function between and is calculated by means of the trapezoid formula where , , and with . The number of intervals is repeatedly increased until the target accuracy is reached. \test the correctness of the result is tested by checking it against known good values.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	TrapezoidIntegral.Default
static class	TrapezoidIntegral.MidPoint

Constructor Summary

Constructors

Constructor and Description
TrapezoidIntegral(java.lang.Class<? extends org.jquantlib.math.integrals.TrapezoidIntegral.IntegrationPolicy> klass, double accuracy, int maxEvaluations)

Method Summary

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

TrapezoidIntegral

public TrapezoidIntegral(java.lang.Class<? extends org.jquantlib.math.integrals.TrapezoidIntegral.IntegrationPolicy> klass,
                         double accuracy,
                         int maxEvaluations)