quadrature.h File Reference

Several functions for performing quadrature (function integration) More...

#include "function.h"

Go to the source code of this file.

Namespaces
	Math
	Contains all definitions in the Math package.
	Math::Quadrature
	Namespace for quadrature functions.

Typedefs
typedef Real(*	Math::QuadratureFunction) (RealFunction &, Real, Real)

Functions
Real	Math::Quadrature::Quadrature (RealFunction &f, const Real *c, const Real *x, int k)
	General purpose summation routine, returns sum[i=0..k-1]ci*f(xi)
void	Math::Quadrature::Quadrature (VectorFunction &f, const Real *c, const Real *x, int k, Vector &res)
Real	Math::Quadrature::trapezoidal (RealFunction &f, Real a, Real b)
Real	Math::Quadrature::trapezoidal (Real f0, Real f1)
Real	Math::Quadrature::simpsons (RealFunction &f, Real a, Real b)
Real	Math::Quadrature::simpsons (Real f0, Real f1, Real f2)
Real	Math::Quadrature::simpsons_3_8 (RealFunction &f, Real a, Real b)
Real	Math::Quadrature::simpsons_3_8 (Real f0, Real f1, Real f2, Real f3)
Real	Math::Quadrature::NC4 (RealFunction &f, Real a, Real b)
Real	Math::Quadrature::NC4 (Real f0, Real f1, Real f2, Real f3, Real f4)
Real	Math::Quadrature::Gaussian (RealFunction &f, int k)
	Gaussian quadrature rule with k points on [-1,1], [a,b] respectively.
Real	Math::Quadrature::Gaussian (RealFunction &f, Real a, Real b, int k)
Real	Math::Quadrature::compositeTrapezoidal (RealFunction &f, Real a, Real b, int n)
Real	Math::Quadrature::compositeSimpsons (RealFunction &f, Real a, Real b, int n)
Real	Math::Quadrature::composite (QuadratureFunction q, RealFunction &f, Real a, Real b, int n)
	composite integration for an arbitrary quadrature function
Real	Math::Quadrature::trapezoidal2D (RealFunction2 &f, Real a, Real b, Real c, Real d)
	integral[a,b]x[c,d] f dA = 1/4(b-a)(c-d) (f(a,c) + f(b,c) + f(a,d) + f(b,d)) + O(h^2)
Real	Math::Quadrature::simpsons2D (RealFunction2 &f, Real a, Real b, Real c, Real d)
Real	Math::Quadrature::simpsons2D (RealFunction2 &f, Real a, Real b, RealFunction &c, RealFunction &d)

Detailed Description

Several functions for performing quadrature (function integration)