| Interface | Description |
|---|---|
| Integrator |
This defines the interface for the numerical integration of definite integrals of univariate functions.
|
| IterativeIntegrator |
An iterative integrator computes an integral by a series of sums, which approximates the value of the integral.
|
| Class | Description |
|---|---|
| ChangeOfVariable |
Change of variable can easy the computation of some integrals, such as improper integrals.
|
| Midpoint |
The midpoint rule computes an approximation to a definite integral,
made by finding the area of a collection of rectangles whose heights are determined by the values of the function.
|
| NewtonCotes |
The Newton–Cotes formulae, also called the Newton–Cotes quadrature rules or simply Newton–Cotes rules,
are a group of formulae for numerical integration (also called quadrature) based on evaluating the integrand at equally-spaced points.
|
| Riemann |
This is a wrapper class that integrates a function by using an appropriate integrator together with Romberg's method.
|
| Romberg |
Romberg's method computes an integral by generating a sequence of estimations of the integral value and then doing an extrapolation.
|
| Simpson |
Simpson's rule can be thought of as a special case of Romberg's method.
|
| Trapezoidal |
The Trapezoidal rule is a closed type Newton–Cotes formula, where the integral interval is evenly divided into N sub-intervals.
|
| Enum | Description |
|---|---|
| NewtonCotes.Type |
There are two types of the Newton-Cotes method: OPEN and CLOSED.
|