kronrodintegral (3) Linux Manual Page

ql/math/integrals/kronrodintegral.hpp – Integral of a 1-dimensional function using the Gauss-Kronrod method.

Synopsis

#include <ql/errors.hpp>
#include <ql/types.hpp>
#include <ql/utilities/null.hpp>
#include <ql/math/integrals/integral.hpp>
#include <boost/function.hpp>

Classes

class GaussKronrodNonAdaptive
Integral of a 1-dimensional function using the Gauss-Kronrod methods.
class GaussKronrodAdaptive
Integral of a 1-dimensional function using the Gauss-Kronrod methods.

Detailed Description

Integral of a 1-dimensional function using the Gauss-Kronrod method.

Author

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