Package space.kscience.kmath.integration

Types

GaussIntegrator

class GaussIntegrator<T : Any>(algebra: Field<T>) : Integrator<UnivariateIntegrand<T>>

A simple one-pass integrator based on Gauss rule

GaussIntegratorRuleFactory

interface GaussIntegratorRuleFactory : IntegrandFeature

GaussLegendreRuleFactory

object GaussLegendreRuleFactory : GaussIntegratorRuleFactory

Gauss integrator rule based ont Legendre polynomials.

Integrand

interface Integrand

IntegrandAbsoluteAccuracy

class IntegrandAbsoluteAccuracy(accuracy: Double) : IntegrandFeature

IntegrandCallsPerformed

class IntegrandCallsPerformed(calls: Int) : IntegrandFeature

IntegrandFeature

interface IntegrandFeature

IntegrandMaxCalls

class IntegrandMaxCalls(maxCalls: Int) : IntegrandFeature

IntegrandRelativeAccuracy

class IntegrandRelativeAccuracy(accuracy: Double) : IntegrandFeature

IntegrandValue

class IntegrandValue<T : Any>(value: T) : IntegrandFeature

IntegrationRange

class IntegrationRange(range: ClosedRange<Double>) : IntegrandFeature

Integrator

interface Integrator<I : Integrand>

A general interface for all integrators.

MultivariateIntegrand

class MultivariateIntegrand<T : Any> : Integrand

UnivariateIntegrand

class UnivariateIntegrand<T : Any> : Integrand

UnivariateIntegrandRanges

class UnivariateIntegrandRanges(ranges: List<Pair<ClosedRange<Double>, Int>>) : IntegrandFeature

Set of univariate integration ranges.

UnivariateIntegrator

typealias UnivariateIntegrator<T> = Integrator<UnivariateIntegrand<T>>

Functions

build

fun GaussIntegratorRuleFactory.build(numPoints: Int, range: ClosedRange<Double>): Pair<Buffer<Double>, Buffer<Double>>

Create an integration rule by scaling existing normalized rule

getFeature

inline fun <T : IntegrandFeature> Integrand.getFeature(): T?

integrate

fun <T : Any> Field<T>.integrate(vararg features: IntegrandFeature, function: (Double) -> T): UnivariateIntegrand<T>

Integrate T-valued univariate function using provided set of IntegrandFeature Following features are evaluated:

GaussIntegratorRuleFactory - A factory for computing the Gauss integration rule. By default uses GaussLegendreRuleFactory
IntegrationRange - the univariate range of integration. By default uses 0..1 interval.
IntegrandMaxCalls - the maximum number of function calls during integration. For non-iterative rules, always uses the maximum number of points. By default uses 10 points.
UnivariateIntegrandRanges - Set of ranges and number of points per range. Defaults to given IntegrationRange and IntegrandMaxCalls

fun UnivariateIntegrator<Double>.integrate(range: ClosedRange<Double>, vararg features: IntegrandFeature, function: (Double) -> Double): Double

A shortcut method to integrate a function in range with additional features.

fun UnivariateIntegrator<Double>.integrate(range: ClosedRange<Double>, function: (Double) -> Double, featureBuilder: MutableList<IntegrandFeature>.() -> Unit = {}): Double

A shortcut method to integrate a function in range with additional features.

fun <T : Any> Field<T>.integrate(range: ClosedRange<Double>, order: Int = 10, intervals: Int = 10, vararg features: IntegrandFeature, function: (Double) -> T): UnivariateIntegrand<T>

Use GaussIntegrator.Companion.

MultivariateIntegrand

fun <T : Any> MultivariateIntegrand(vararg features: IntegrandFeature, function: (Point<T>) -> T): MultivariateIntegrand<T>

UnivariateIntegrand

fun <T : Any> UnivariateIntegrand(function: (Double) -> T, vararg features: IntegrandFeature): UnivariateIntegrand<T>

Properties

calls

val Integrand.calls: Int

value

val <T : Any> MultivariateIntegrand<T>.value: T?

value

val <T : Any> UnivariateIntegrand<T>.value: T?