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The algorithm has been taken from QUADPACK library's QAG and QAGS routines.
Table 1.1. Parameters
|
parameter |
constraint |
meaning |
default |
|---|---|---|---|
|
integrand |
function object |
integrand |
|
|
upper_limit |
scalar |
upper limit of range of integration |
|
|
lower_limit |
scalar |
lower limit of range of integration |
|
|
result |
|
returns the approximation to the integral |
|
|
error |
|
returns an absolute upper error bound for the approximation |
|
Table 1.2. Option methods
|
relative_accuracy |
|
specifies a requested relative accuracy |
1e-7 |
|---|---|---|---|
|
absolute_accuracy |
|
specifies a requested absolute accuracy |
0, i.e. none |
|
error |
|
returns an absolute upper error bound for the approximation |
|
|
kernel |
implements an integration kernel |
the integration kernel used |
kronrod_gauss<15> |
|
max_intervals |
integral |
max number of sub-intervals that can be used |
|
|
recorder |
|
object to collect information from the integrand evaluations |
|
|
info |
|
object to collect information from the algorithm |
|
|
accelerator |
|
algorithm to accelerate convergence |
|
namespace boost { namespace numeric { namespace quadrature { } // namespace quadrature } // namespace numeric } // namespace boost
| Copyright © 2007 Hugo Duncan |